Temperature dependence of the mid-infrared dielectric function of YBCO in the ab plane

We have excited mid-infrared surface plasmons in two YBCO thin films of contrasting properties using attenuated total reflection of light and found that the imaginary part of the dielectric function decreases linearly with reduction in temperature. This result is in contrast with the commonly reported conclusion of infrared normal reflectance studies. If sustained it may clarify the problem of understanding the normal state properties of YBCO and the other cuprates. The dielectric function of the films, epsilon = epsilon(1) + i epsilon(2), was determined between room temperature and 80K: epsilon(1) was found to be only slightly temperature dependent but somewhat sample dependent, probably as a result of surface and grain boundary contamination. The imaginary part, epsilon(2), (and the real part of the conductivity, sigma(1),) decreased linearly with reduction in temperature in both films. Results obtained were: for film 1: epsilon(1) = - 14.05 - 0.0024T and epsilon(2) - 4.11 + 0.086T and for film 2: epsilon(1) = - 24.09 + 0.0013T and epsilon(2) = 7.66 + 0.067T where T is the temperature in Kelvin. An understanding of the results is offered in terms of temperature-dependent intrinsic intragrain inelastic scattering and temperature-independent contributions: elastic and inelastic grain boundary scattering and optical interband (or localised charge) absorption. The relative contribution of each is estimated. A key conclusion is that the interband (or localised charge) absorption is only similar to 10%. Most importantly, the intrinsic scattering rate, 1/tau, decreases linearly with fall in temperature, T, in a regime where current theory predicts dependence on frequency, omega, to dominate. The coupling constant, lambda, between the charge carriers and the thermal excitations has a value of 1.7, some fivefold greater than the far infrared value. These results imply a need to restate the phenomenology of the normal state of high temperature superconductors and seek a corresponding theoretical understanding.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Bootstrapping high frequency data

Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.

Cross-sectional dependence in idiosyncratic volatility

This paper introduces a framework for analysis of cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations. Next, we study an idiosyncratic volatility factor model, in which we decompose the co-movements in idiosyncratic volatilities into two parts: those related to factors such as the market volatility, and the residual co-movements. When using high frequency data, naive estimators of all of the above measures are biased due to the estimation errors in idiosyncratic volatility. We provide bias-corrected estimators and establish their asymptotic properties. We apply our estimators to high-frequency data on 27 individual stocks from nine different sectors, and document strong cross-sectional dependence in their idiosyncratic volatilities. We also find that on average 74% of this dependence can be explained by the market volatility.

A Galerkin boundary element method for high frequency scattering by convex polygons

In this paper we consider the problem of time-harmonic acoustic scattering in two dimensions by convex polygons. Standard boundary or finite element methods for acoustic scattering problems have a computational cost that grows at least linearly as a function of the frequency of the incident wave. Here we present a novel Galerkin boundary element method, which uses an approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh, with smaller elements closer to the corners of the polygon. We prove that the best approximation from the approximation space requires a number of degrees of freedom to achieve a prescribed level of accuracy that grows only logarithmically as a function of the frequency. Numerical results demonstrate the same logarithmic dependence on the frequency for the Galerkin method solution. Our boundary element method is a discretization of a well-known second kind combined-layer-potential integral equation. We provide a proof that this equation and its adjoint are well-posed and equivalent to the boundary value problem in a Sobolev space setting for general Lipschitz domains.

The dependence of contrail formation on the weather pattern and altitude in the North Atlantic

Aircraft flying through cold ice-supersaturated air produce persistent contrails which contribute to the climate impact of aviation. Here, we demonstrate the importance of the weather situation, together with the route and altitude of the aircraft through this, on estimating contrail coverage. The results have implications for determining the climate impact of contrails as well as potential mitigation strategies. Twenty-one years of re-analysis data are used to produce a climatological assessment of conditions favorable for persistent contrail formation between 200 and 300 hPa over the north Atlantic in winter. The seasonal-mean frequency of cold ice-supersaturated regions is highest near 300 hPa, and decreases with altitude. The frequency of occurrence of ice-supersaturated regions varies with large-scale weather pattern; the most common locations are over Greenland, on the southern side of the jet stream and around the northern edge of high pressure ridges. Assuming aircraft take a great circle route, as opposed to a more realistic time-optimal route, is likely to lead to an error in the estimated contrail coverage, which can exceed 50% for westbound north Atlantic flights. The probability of contrail formation can increase or decrease with height, depending on the weather pattern, indicating that the generic suggestion that flying higher leads to fewer contrails is not robust.

A high frequency $hp$ boundary element method for scattering by convex polygons

In this paper we propose and analyze a hybrid $hp$ boundary element method for the solution of problems of high frequency acoustic scattering by sound-soft convex polygons, in which the approximation space is enriched with oscillatory basis functions which efficiently capture the high frequency asymptotics of the solution. We demonstrate, both theoretically and via numerical examples, exponential convergence with respect to the order of the polynomials, moreover providing rigorous error estimates for our approximations to the solution and to the far field pattern, in which the dependence on the frequency of all constants is explicit. Importantly, these estimates prove that, to achieve any desired accuracy in the computation of these quantities, it is sufficient to increase the number of degrees of freedom in proportion to the logarithm of the frequency as the frequency increases, in contrast to the at least linear growth required by conventional methods.

Causal relationships vs. emergent patterns in the global controls of fire frequency

Global controls on month-by-month fractional burnt area (2000–2005) were investigated by fitting a generalised linear model (GLM) to Global Fire Emissions Database (GFED) data, with 11 predictor variables representing vegetation, climate, land use and potential ignition sources. Burnt area is shown to increase with annual net primary production (NPP), number of dry days, maximum temperature, grazing-land area, grass/shrub cover and diurnal temperature range, and to decrease with soil moisture, cropland area and population density. Lightning showed an apparent (weak) negative influence, but this disappeared when pure seasonal-cycle effects were taken into account. The model predicts observed geographic and seasonal patterns, as well as the emergent relationships seen when burnt area is plotted against each variable separately. Unimodal relationships with mean annual temperature and precipitation, population density and gross domestic product (GDP) are reproduced too, and are thus shown to be secondary consequences of correlations between different controls (e.g. high NPP with high precipitation; low NPP with low population density and GDP). These findings have major implications for the design of global fire models, as several assumptions in current models – most notably, the widely assumed dependence of fire frequency on ignition rates – are evidently incorrect.

Quantifying particle size and turbulent scale dependence of dust uplift in the Sahara using aircraft measurements

The first size-resolved airborne measurements of dust fluxes and the first dust flux measurements from the central Sahara are presented and compared with a parameterization by Kok (2011a). High-frequency measurements of dust size distribution were obtained from 0.16 to 300 µm diameter, and eddy covariance fluxes were derived. This is more than an order of magnitude larger size range than previous flux estimates. Links to surface emission are provided by analysis of particle drift velocities. Number flux is described by a −2 power law between 1 and 144 µm diameter, significantly larger than the 12 µm upper limit suggested by Kok (2011a). For small particles, the deviation from a power law varies with terrain type and the large size cutoff is correlated with atmospheric vertical turbulent kinetic energy, suggesting control by vertical transport rather than emission processes. The measured mass flux mode is in the range 30–100 µm. The turbulent scales important for dust flux are from 0.1 km to 1–10 km. The upper scale increases during the morning as boundary layer depth and eddy size increase. All locations where large dust fluxes were measured had large topographical variations. These features are often linked with highly erodible surface features, such as wadis or dunes. We also hypothesize that upslope flow and flow separation over such features enhance the dust flux by transporting large particles out of the saltation layer. The tendency to locate surface flux measurements in open, flat terrain means these favored dust sources have been neglected in previous studies.

Low-Frequency Noise in Field-Effect Devices Functionalized With Dendrimer/Carbon-Nanotube Multilayers

Low-frequency noise in an electrolyte-insulator- semiconductor (EIS) structure functionalized with multilayers of polyamidoamine (PAMAM) dendrimer and single-walled carbon nanotubes (SWNT) is studied. The noise spectral density exhibits 1/f(gamma) dependence with the power factor of gamma approximate to 0.8 and gamma = 0.8-1.8 for the bare and functionalized EIS sensor, respectively. The gate-voltage noise spectral density is practically independent of the pH value of the solution and increases with increasing gate voltage or gate-leakage current. It has been revealed that functionalization of an EIS structure with a PAMAM/SWNTs multilayer leads to an essential reduction of the 1/f noise. To interpret the noise behavior in bare and functionalized EIS devices, a gate-current noise model for capacitive EIS structures based on an equivalent flatband-voltage fluctuation concept has been developed.

Temperature dependence of dielectric properties for Ba(Zr0.25Ti0.75)O-3 thin films obtained from the soft chemical method

Ba(Zr0.25Ti0.75)O-3(BZT) thin films prepared by the polymeric precursor method (PPM) were annealed at 500, 600, and 700 degrees C for 4h. All films crystallized in the perovskite structure present a crack-free microstructure. Dielectric properties of the BZT thin films were investigated as a function of frequency and applied voltage. The dielectric constant of the films were 36, 152 and 145 at 1 kHz, while the dielectric loss were 0.08, 0.08, and 0.12 at 1 MHz. (c) 2007 Elsevier B.V. All rights reserved.

Thermally enhanced cooperative energy-transfer frequency upconversion in terbium and ytterbium doped tellurite glass

Infrared-to-visible frequency upconversion through cooperative energy-transfer and thermal effects in Tb3+/Yb3+-codoped tellurite glasses excited at 1.064 mum is investigated. Bright luminescence emission around 485, 550, 590, 625 and 65 nm, identified as due to the D-5(4) --> F-7(J) (J= 6, 5, 4, 3, and 2) transitions of the terbium ions, respectively, was recorded. The excitation of the D-5(4) emitting level of the Tb3+ ions is assigned to cooperative energy-transfer from pairs of ytterbium ions.. The effect of temperature on the upconversion process was examined and the results revealed a fourfold upconversion enhancement in the 300-500 K interval. The enhancement of the upconversion process is due to the temperature dependence of the Yb3+-sensitizer absorption cross-section under anti-Stokes excitation. A rate-equation. model using multiphonon-assisted absorption for the ytterbium excitation combined with the energy migration effect between Yb-Yb pair, and Tb3+ ground-state depopulation via multiphonon excitation of the F-7(J) excited states describes quite well the experimental results. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Energy-transfer frequency upconversion in neodymium-sensitized praseodymium-doped PbGeO3-PbF2-CdF2 glass excited at 810 nm

Visible frequency upconversion emission through resonant energy-transfer involving neodymium and praseodymium ions in PbGeO3-PbF2-CdF2 glass excited by a semiconductor laser at 8 10 nm is investigated. Luminescence emission centered around 485, 530, 610, and 645 nm, which correspond to the P-3(0) -> H-3(4), P-3(1) + I-1(6) -> H-3(5), P-3(0) -> H-3(6) and P-1(0) -> F-3(2) transitions of praseodymium ions, respectively, are observed. The upconversion excitation of the Pr3+ ions excited-state emitting levels was accomplished by means of an ion-pair interaction involving ground-state absorption, multiphonon relaxation, and excited-state absorption of pump photons at 8 10 nm by the Nd3+ (I-4(9/2) -> H-2(9/2), F-4(5/2); F-4(3/2) -> P-2(1/2)) and direct energy-transfer to Pr3+ ((4)G(11/2) + K-2(11/2), H-3(4) -> I-4(9/2), P-3(1) + I-1(6)). The dependence of the upconversion emission intensity upon the excitation power, and neodymium concentration are also examined. (c) 2004 Elsevier B.V. All rights reserved.

Frequency upconversion in Nd3+-doped fluoroindate glass

We report the observation of frequency upconversion in fluoroindate glasses with the following compositions: (mol%) (39 - x)InF3-20ZnF2-20SrF2-16BaF 2-2GdF3-2NaF-1GaF3-xNdF3 (x = 0.05, 0.1, 0.5, 1, 2, 3). The excitation source was a dye laser in resonance with the 4I9/2→(2G5/2, 2G7/2) transition of the Nd3+ ions. The upconverted fluorescence spectra show emissions from ∼ 350 to ∼ 450 nm, corresponding to transitions 4D3/2→4I9/2 ;4D3/2→4I11/2; 2P3/2→ 4I9/2; 4D3/2→4I13/2; 2P3/2→4I11/2; 4D3/2→4I15/2; and 2P3/2 → 4I13/2. The dependence of the fluorescence signals on the laser intensity indicates that two laser photons participate in the process. The temporal behavior of the signal indicates that energy transfer among the Nd3+ ions is the main mechanism which contributes to upconversion at 354 and 382 nm.

Thermally enhanced frequency upconversion in Nd3+-doped fluoroindate glass

Multiphonon assisted frequency upconversion was observed in a Nd3+-doped fluoroindate glass pumped at 866 nm. A near-infrared upconverted emission at 750 nm with a peculiar linear dependence with the laser intensity was observed and explained. The intensity of the upconverted emission experienced a 40-fold enhancement when the sample's temperature was varied from 298 to 498 K. A rate equation model that includes light pumping and multiphonon absorption via thermally coupled electronic excited states of Nd3+ was used, describing quite well the experimental results. © 2001 American Institute of Physics.