Can portmanteau nonlinearity tests serve as general mis-specification tests?

A number of recent papers have employed the BDS test as a general test for mis-specification for linear and nonlinear models. We show that for a particular class of conditionally heteroscedastic models, the BDS test is unable to detect a common mis-specification. Our results also demonstrate that specific rather than portmanteau diagnostics are required to detect neglected asymmetry in volatility. However for both classes of tests reasonable power is only obtained using very large sample sizes.

Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods

This paper employs an extensive Monte Carlo study to test the size and power of the BDS and close return methods of testing for departures from independent and identical distribution. It is found that the finite sample properties of the BDS test are far superior and that the close return method cannot be recommended as a model diagnostic. Neither test can be reliably used for very small samples, while the close return test has low power even at large sample sizes

Comparing hybrid data assimilation methods on the Lorenz 1963 model with increasing nonlinearity

We systematically compare the performance of ETKF-4DVAR, 4DVAR-BEN and 4DENVAR with respect to two traditional methods (4DVAR and ETKF) and an ensemble transform Kalman smoother (ETKS) on the Lorenz 1963 model. We specifically investigated this performance with increasing nonlinearity and using a quasi-static variational assimilation algorithm as a comparison. Using the analysis root mean square error (RMSE) as a metric, these methods have been compared considering (1) assimilation window length and observation interval size and (2) ensemble size to investigate the influence of hybrid background error covariance matrices and nonlinearity on the performance of the methods. For short assimilation windows with close to linear dynamics, it has been shown that all hybrid methods show an improvement in RMSE compared to the traditional methods. For long assimilation window lengths in which nonlinear dynamics are substantial, the variational framework can have diffculties fnding the global minimum of the cost function, so we explore a quasi-static variational assimilation (QSVA) framework. Of the hybrid methods, it is seen that under certain parameters, hybrid methods which do not use a climatological background error covariance do not need QSVA to perform accurately. Generally, results show that the ETKS and hybrid methods that do not use a climatological background error covariance matrix with QSVA outperform all other methods due to the full flow dependency of the background error covariance matrix which also allows for the most nonlinearity.

Nonlinearity of ocean heat uptake during warming and cooling in the FAMOUS climate model

Atmospheric CO2 concentration is expected to continue rising in the coming decades, but natural or artificial processes may eventually reduce it. We show that, in the FAMOUS atmosphere-ocean general circulation model, the reduction of ocean heat content as radiative forcing decreases is greater than would be expected from a linear model simulation of the response to the applied forcings. We relate this effect to the behavior of the Atlantic meridional overturning circulation (AMOC): the ocean cools more efficiently with a strong AMOC. The AMOC weakens as CO2 rises, then strengthens as CO2 declines, but temporarily overshoots its original strength. This nonlinearity comes mainly from the accumulated advection of salt into the North Atlantic, which gives the system a longer memory. This implies that changes observed in response to different CO2 scenarios or from different initial states, such as from past changes, may not be a reliable basis for making projections.

Two-way CSI-assisted AF relaying with HPA nonlinearity

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of high-power amplifier (HPA) nonlinearity at relays. The expression for the end-to-end signal-to-noise ratio (SNR) is derived as per the modified system model by taking into account the interference caused by relaying scheme and HPA nonlinearity. The system performance of the considered relaying network is evaluated in terms of average symbol error probability (SEP) in Nakagami-$m$ fading channels, by making use of the moment-generating function (MGF) approach. Numerical results are provided and show the effects of several parameters, such as quadrature amplitude modulation (QAM) order, number of relays, HPA parameters, and Nakagami parameter, on performance.

Positive solutions of the p-Laplacian involving a superlinear nonlinearity with zeros

Using a combination of several methods, such as variational methods. the sub and supersolutions method, comparison principles and a priori estimates. we study existence, multiplicity, and the behavior with respect to lambda of positive solutions of p-Laplace equations of the form -Delta(p)u = lambda h(x, u), where the nonlinear term has p-superlinear growth at infinity, is nonnegative, and satisfies h(x, a(x)) = 0 for a suitable positive function a. In order to manage the asymptotic behavior of the solutions we extend a result due to Redheffer and we establish a new Liouville-type theorem for the p-Laplacian operator, where the nonlinearity involved is superlinear, nonnegative, and has positive zeros. (C) 2009 Elsevier Inc. All rights reserved.

Suppressing grazing chaos in impacting system by structural nonlinearity

In this note we investigate the influence of structural nonlinearity of a simple cantilever beam impacting system on its dynamic responses close to grazing incidence by a means of numerical simulation. To obtain a clear picture of this effect we considered two systems exhibiting impacting motion, where the primary stiffness is either linear (piecewise linear system) or nonlinear (piecewise nonlinear system). Two systems were studied by constructing bifurcation diagrams, basins of attractions, Lyapunov exponents and parameter plots. In our analysis we focused on the grazing transitions from no impact to impact motion. We observed that the dynamic responses of these two similar systems are qualitatively different around the grazing transitions. For the piecewise linear system, we identified on the parameter space a considerable region with chaotic behaviour, while for the piecewise nonlinear system we found just periodic attractors. We postulate that the structural nonlinearity of the cantilever impacting beam suppresses chaos near grazing. (C) 2007 Elsevier Ltd. All rights reserved.

Nonlinear Schrodinger equation with chaotic, random, and nonperiodic nonlinearity

In this Letter we deal with a nonlinear Schrodinger equation with chaotic, random, and nonperiodic cubic nonlinearity. Our goal is to study the soliton evolution, with the strength of the nonlinearity perturbed in the space and time coordinates and to check its robustness under these conditions. Here we show that the chaotic perturbation is more effective in destroying the soliton behavior, when compared with random or nonperiodic perturbation. For a real system, the perturbation can be related to, e.g., impurities in crystalline structures, or coupling to a thermal reservoir which, on the average, enhances the nonlinearity. We also discuss the relevance of such random perturbations to the dynamics of Bose-Einstein condensates and their collective excitations and transport. (C) 2010 Elsevier B.V. All rights reserved.

Third-order nonlinearity of Er(3+)-doped lead phosphate glass

The third-order optical susceptibility and dispersion of the linear refractive index of Er(3+)-doped lead phosphate glass were measured in the wavelength range between 400 and 1940 nm by using the spectrally resolved femtosecond Maker fringes technique. The nonlinear refractive index obtained from the third-order susceptibility was found to be five times higher than that of silica, indicating that Er(3+)-doped lead phosphate glass is a potential candidate to be used as the base component for the fabrication of photonic devices. For comparison purposes, the Z-scan technique was also employed to obtain the values of the nonlinear refractive index of Er(3+)-doped lead phosphate glass at several wavelengths, and the values obtained using the two techniques agree to within 15%.

Room Temperature Ionic Liquid-Lithium Salt Mixtures: Optical Kerr Effect Dynamical Measurements

The addition of lithium salts to ionic liquids causes an increase in viscosity and a decrease in ionic mobility that hinders their possible application as an alternative solvent in lithium ion batteries. Optically heterodyne-detected optical Kerr effect spectroscopy was used to study the change in dynamics, principally orientational relaxation, caused by the addition of lithium bis(trifluoromethylsulfonyl)imide to the ionic liquid 1-buty1-3-methylimidazolium bis(trifluoromethylsulfonyl)imide. Over the time scales studied (1 ps-16 ns) for the pure ionic liquid, two temperature-independent power laws were observed: the intermediate power law (1 ps to similar to 1 ns), followed by the von Schweidler power law. The von Schweidler power law is followed by the final complete exponential relaxation, which is highly sensitive to temperature. The lithium salt concentration, however, was found to affect both power laws, and a discontinuity could be found in the trend observed for the intermediate power law when the concentration (mole fraction) of lithium salt is close to chi(LiTf(2)N) = 0.2. A mode coupling theory (MCT) schematic model was also used to fit the data for both the pure ionic liquid and the different salt concentration mixtures. It was found that dynamics in both types of liquids are described very well by MCT.

Efeito Kerr magneto-óptico; Ressonância ferromagnética; Acoplamento bilinear; Acoplamento biquadrático

In this work, we investigated the magnetic properties of a monocrystalline Fe thin film and of Fe(80 Å)/Cr(t)/Fe(80 Å) tri-layers, with the nonmagnetic metallic Cr spacer layer thickness varying between 9 Å < t < 40 Å. The samples were deposited by the DC Sputtering on Magnesium Oxide (MgO) substrates, with (100) crystal orientation. For this investigation, experimental magneto-optical Kerr effect (MOKE) magnetometry and ferromagnetic resonance (FMR) techniques were employeed. In this case, these techniques allowed us to study the static and dynamical magnetization properties of our tri-layers. The experimental results were interpreted based on the phenomenological model that takes into account the relevant energy terms to the magnetic free energy to describe the system behavior. In the case of the monocrystalline Fe film, we performed an analytical discussion on the magnetization curves and developed a numerical simulation based on the Stoner-Wohlfarth model, that enables the numerical adjustment of the experimental magnetization curves and obtainment of the anisotropy field values. On the other hand, for the tri-layers, we analyzed the existence of bilinear and biquadratic couplings between the magnetizations of adjacent ferromagnetic layers from measurements of magnetization curves. With the FMR fields and line width angular dependencies, information on the anisotropy in three layers was obtained and the effects of different magnetic relaxation mechanisms were evidenced. It was also possible to observe the dependence of the epitaxy of the multilayers with growth and sputtering parameters. Additionally it was developed the technique of AC magnetic susceptibility in order to obtain further information during the investigation of magnetic thin films

Montagem e construção de um magnetômetro a efeito Kerr magneto-óptico

n this master s dissertation a Kerr Magneto Optic s magnetometer effect was set up to do characterization of samples type films fine and ultra thin, these samples will be grown after the implementation of the sputtering technique at the magnetism laboratory of of this department. In this work a cooled electromagnet was also built the water and that it reaches close values to 10kOe with a gap of 22 mm including an area of uniform field of 25mm of diameter. The first chapter treats of the construction of this electromagnet from its dimensioning to the operation tests that involve measures of reached maximum field and temperature of the reels when operated during one hour. The second chapter is dedicated to the revision of the magnetism and the magnetization processes as well as it presents a theoretical base regarding the magnetic energies found in films and magnetic multilayer. In the sequence, the third chapter, is especially dedicated the description of the effects magneto opticians the effect kerr in the longitudinal, traverse and polar configurations, using for so much only the classic approach of the electromagnetism and the coefficients of Fresnel. Distinguished the two areas of observation of the effect regarding thickness of the film. The constructive aspects of the experimental apparatus as well as the details of its operation are explained at the room surrender, also presenting the preliminary results of the measures made in one serializes of permalloy films and concluding with the results of the characterization of the first films of iron and permalloy grown here at the theoretical and experimental physics department at UFRN

Morfoanatomia do sistema caulinar de Canna edulis Kerr-Gawler (Cannaceae)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Endoderme com atividade meristemática em raiz de Canna edulis Kerr-Gawler (Cannaceae)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)