The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

Finnish Short-Term Stock Returns

Functioning capital markets are a crucial part of a competitive economy since they provide the mechanisms to allocate resources. In order to be well functioning a capital market has to be efficient. Market efficiency is defined as a market where prices at any time fully reflect all available information. Basically, this means that abnormal returns cannot be predicted since they are dependent on future, presently unknown, information. The debate of market efficiency has been going on for several decades. Most academics today would probably agree that financial markets are reasonably efficient since virtually nobody has been able to achieve continuous abnormal positive returns. However, it is clear that a set of return anomalies exists, although they are apparently to small to enable substantial economic profit. Moreover, these anomalies can often be attributed to market design. The motivation for this work is to expand the knowledge of short-term trading patterns and to offer some explanations for these patterns. In the first essay the return pattern during the day is examined. On average stock prices move during two time periods of the day, namely, immediately after the opening and around the formal close of the market. Since stock prices, on average, move upwards these abnormal returns are generally positive and cause the distinct U-shape of intraday returns. In the second essay the results in the first essay are examined further. The return pattern around the former close is shown to partly be the result of manipulative action by market participants. In the third essay the focus is shifted towards trading patterns of the underlying stocks on days when index options and index futures on the stocks expire. Generally no expiration day effect was found. However, some indication of an expiration day effect was found when a large amount of open in- or at-the-money contracts existed. Also, the effects were likelier to be found for shares with high index-weight but fairly low trading volume. Last, in the forth essay the attention is turned to the behaviour of different tax clienteles around the dividend ex-day. Two groups of investors showed abnormal trading behaviour. Domestic non-financial investors, especially domestic companies, showed a dividend capturing behaviour, i.e. buying cum-dividend and selling ex-dividend shares. The opposite behaviour was found for foreign investors and domestic financial institutions. The effect was more notable for high yield, high volume stocks.

Influence of substrate temperature on the properties of oxygen‐ion‐assisted deposited CeO2 films

Substrate temperature and ion bombardment during deposition have been observed to modify significantly the optical and structural properties of dielectric thin films. Single‐layer films of CeO2 have been deposited by electron beam evaporation with simultaneous oxygen‐ion bombardment using a Kaufman broad beam ion source and maintaining the substrates at elevated temperature. A systematic study has been made on the influence of (a) substrate temperature in the range ambient to 300 °C, (b) ion energy in the range 300–700 eV, and (c) ion current density 100–220 μA/cm2 on optical properties such as refractive index, extinction coefficient, inhomogeneity, packing density, and structural properties. The refractive index increased with in increase in substrate temperature: ion energy up to 600 eV and ion current density. Homogeneous, absorption free and high index (2.48) films have been obtained at 600 eV, 220 μA/cm2 and at substrate temperature of 300 °C. The packing density of the films was observed to be unity for the same deposition conditions. Substrate temperature with simultaneous ion bombardment modified the structure of the films from highly ordered to fine grain structure.

Nonlinear Refraction and Two-Photon Absorption in Dense 2Bi(2)O(3)-B2O3 Glasses

High density transparent glasses (7.86 g/cc) were fabricated in the 2Bi(2)O(3)-B2O3 (BBO) system. Optical band gap of the obtained glasses was found to be 2.6eV. The refractive index measured for these glasses was 2.25 +/- 0.05 at lambda=543 nm. Nonlinear refraction and absorption studies were carried out on the BBO glasses using z-scan technique a lambda=532 nm of 10 ns pulse width. The nonlinear refractive index obtained was n(2)=12.1x10(-14) cm(2)/W and nonlinear absorption coefficient was beta=15.2 cm/GW. The n(2) and beta values of the BBO glasses were large compared to the other reported high index bismuth based oxide glass systems in the literature. These were attributed to the high density, high linear refractive index, low band gap and two photon absorption associated with these glasses. The electronic origin of large nonlinearities was discussed based on bond-orbital theory.

Nanocrystallization of TiO2 Anatase Phase in Hydrophobic BaO-TiO2-B2O3 Glass System

Transparent colorless glasses in the ternary BaOTiO2B2O3 system were fabricated via conventional melt-quenching technique. The glasses with certain molar concentrations of BaO and TiO2 on heat treatment at appropriate temperatures yielded nanocrystalline phase of TiO2 associated with the crystallite size in the 515 nm range. Nanocrystallized glasses exhibited high refractive index (n = 2.15) measured at lambda = 543 nm. These glasses were found to be hydrophobic in nature associated with the contact angle of 90 degrees. These high-index glass nanocrystal composites would be of potential interest for optical device applications.

Field enhancement and power distribution characteristics of subwavelength-diameter terahertz hollow optical fiber

Fields in subwavelength-diameter terahertz hollow optical fiber (STHOF) can be intensified by large discontinuity of the electric field at high index contrast interfaces. The influences of fiber geometry and refractive index of the dielectric region on the fiber characteristics, such as power distribution, enhancement factor, have been discussed in detail. By appropriate design, the intensity in the central region of STHOF may be enhanced by a factor of greater than 1.5 compared with subwavelength-diameter terahertz fiber without the central hole and the loss can be reduced. For its compact structure and simple fabrication process, the fiber may be very useful in many miniaturized high performance and novel terahertz photonic devices. (c) 2007 Elsevier B.V. All rights reserved.

Photonic nanowires directly drawn from bulk glasses

High-uniform nanowires with diameters down to 50 nm are directly taper-drawn from bulk glasses. Typical loss of these wires goes down to 0.1 dB/mm for single-mode operation. Favorable photonic properties such as high index for tight optical confinement in tellurite glass nanowires and photoluminescence for active devices in doped fluoride and phosphate glass nanowires are observed. Supporting high-index tellurite nanowires with solid substrates (such as silica glass and MgF2 crystal) and assembling low-loss microcoupler with these wires are also demonstrated. Photonic nanowires demonstrated in this work may open up vast opportunities for making versatile building blocks for future micro- and nanoscale photonic circuits and components. (c) 2006 Optical Society of America.

Optimization of thin-film design for multi-layer dielectric grating

Thin-film design used to fabricate multi-layer dielectric (MLD) gratings should provide high transmittance during holography exposure, high reflectance at use wavelength and sufficient manufacturing latitude of the grating design making the MLD grating achieve both high diffraction efficiency and low electric field enhancement. Based on a (HLL)H-9 design comprising of quarter-waves of high-index material and half-waves of low-index material, we obtain an optimum MLD coating meeting these requirements by inserting a matching layer being half a quarter-wave of Al2O3 between the initial design and an optimized HfO2 top layer. The optimized MLD coatings exhibits a low reflectance of 0.017% under photoresist at the exposure angle of 17.8 degrees for 413 nm light and a high reflectance of 99.61% under air at the use angle of 51.2 degrees for 1053 nm light. Numerical calculation of intensity distribution in the photoresist coated on the MLD film during exposure shows that standing-wave patterns are greatly minimized and thus simulation profile of photoresist gratings after development demonstrates smoother shapes with lower roughness. Furthermore, a MLD gratings with grooves etched into the top layer of this MLD coating provides a high diffraction efficiency of 99.5% and a low electric field enhancement ratio of 1.53. This thin-film design shows perfect performances and can be easily fabricated by e-beam evaporation. (c) 2006 Elsevier B.V. All rights reserved.

Streamflow and La Niña event relationships in the ENSO-streamflow core areas

EXTRACT (SEE PDF FOR FULL ABSTRACT): The high index phase of the Southern Oscillation (SO), La Niña, has not been given as much attention as its counterpart, the low index phase of the SO, El Niño. One reason may be related to the fact that many similarities exist among El Niño events but not among La Niña events. ... In this study, we focus on the influences of La Niña phenomena on streamflow anomalies ... to explore the SO-related signal over the United States.

Corrugated surfaces formed on GaAs(331)A substrates: the template for laterally ordered InGaAs nanowires

Morphology evolution of high-index GaAs(331)A surfaces during molecular beam epitaxy (MBE) growth has been investigated in order to achieve regularly distributed step-array templates and fabricate spatially ordered low-dimensional nano-structures. Atomic force microscope (AFM) measurements have shown that the step height and terrace width of GaAs layers increase monotonically with increasing substrate temperature. By using the step arrays formed on GaAs(331)A surfaces as the templates, we have fabricated highly ordered InGaAs nanowires. The improved homogeneity and the increased density of the InGaAs nanowires are attributed to the modulated strain field caused by vertical multi-stacking, as well as the effect of corrugated surface of the template. Photoluminescence (PL) tests confirmed remarkable polarization anisotropy.

InAs self-assembled quantum dots grown on an InP (311)B substrate by molecular beam epitaxy

Self-assembled InAs quantum dots (QDs) have been grown by solid-source molecular beam epitaxy on a (311)B InP substrate. Transmission electron microscopy clearly shows that a high density of smaller InAs islands can be obtained by using such a high index substrate. After introducing a lattice-matched underlying In0.52Al0.24Ga0.24As layer, the InAs QDs are much more uniform in size and form two-dimensional well ordered arrays. The photoluminescence (PL) spectra also confirm that the InAs QDs grown on underlying In0.52Al0.24Ga0.24As have a better quality than those grown in the In0.52Al0.48As matrix. A simple calculation indicates that the redshift of the PL peak energy mainly results from InAs QDs on underlying In0.52Al0.24Ga0.24As of large size. (C) 2001 American Institute of Physics.

Substrate dependence of InGaAs quantum dots grown by molecular beam epitaxy

A systematic study of self-organized In0.5Ga0.5As quantum dots (QDs) and islands grown by molecular beam epitaxy on (100) and (n11) A/B GaAs substrates is given, where n varies from 1 to 5. Low-temperature photoluminescence results show that the properties of the dots have a strong dependence on the substrate orientation as revealed by atomic force microscopy, consistent with the differences in size, shape, and distribution of QDs on different substrates. From (100) to (111) surface, the photoluminescence peak position of dots on B surfaces is found to blueshift more than that on A surfaces. QDs are also formed on (511) A surface. The positional distribution of these dots exhibits a wavy shape, which is related to the corrugated structure of this surface. Two kinds of islands are formed on (111) A surface, but further work is needed to explain the mechanism of these islands. (C) 2001 American Vacuum Society.

The effect of substrate orientation on the morphology of InAs nanostructures on (001) and (11n)A/B(n=1-5) InP substrates

Strained InAs nanostructures have been grown by solid-source molecular beam epitaxy in In0.52Al0.48As matrix on different InP substrate surfaces ((0 0 1) and (1 1 n)A/B (n = 1 - 5)). The morphology of the nanostructures was characterized using atomic force microscopy (AFM). The AFM results reveal interesting differences in the size, shape, and alignment of the nanostructures between different oriented surfaces. It was found that some faceted nanostructures tend to form on A-type surfaces, the shape and the alignment of these nanostructures show clear dependence on the substrate orientation. Samples grown on (0 0 1) and B-type surfaces showed preferentially dense round dots. Dots formed on (1 1 3)B, (1 1 3)B and (1 1 5)B surfaces have a higher dot density and size homogeneity, which shows a potential for the production of high-quality and customized self-assembled quantum dots for photonics applications. (C) 2000 Elsevier Science B.V. All rights reserved.

Two-dimensional ordering of self-assembled InAs quantum dots grown on (311)B InP substrate

Self-assembled InAs quantum dots (QDs) in InAlAs grown on (001) and (311)B InP substrates by molecular beam epitaxy (MBE) have been comparatively investigated. A correlated study of atomic force microscopy (AFM) and photoluminescence (PL) disclosed that InAs QDs grown on high-index InP substrates can lead to high density and uniformity. By introducing a lattice-matched InAlGaAs overlayer on InAlAs buffer, still more dense and uniform InAs QDs were obtained in comparison with InAs QDs formed with only InAlAs matrix. Moreover, two-dimensional well-ordered InAs dots with regular shape grown on (311)B InP substrates are reported for the first time. We explained this exceptional phenomenon from strain energy combined with kinetics point of view. (C) 2000 Elsevier Science B.V. All rights reserved.

Influence of substrate orientation on In0.5Ga0.5As/GaAs quantum dots grown by molecular beam epitaxy

In this paper, In0.5Ga0.5As quantum dots are fabricated on GaAs (100) and (n11)A/B (n = 3, 5) substrates by molecular beam epitaxy. Atomic force microscopy shows that the quantum dots on each oriented substrate are different in size, shape and distribution. In addition, photoluminescence spectra from these quantum dots are different in emission peak position, line width and integrated intensity. Auger electron spectra demonstrate that In concentration is larger near the surface than inside quantum dots, suggesting the occurrence of surface segregation effect during the growth of InGaAs dots. The surface segregation effect is found to be related to substrate orientation. (C) 2000 Elsevier Science B.V. All rights reserved.