A Note on Wavelet Correlation and Cointegration

In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that statistics based on nonstationary integrated variables have non-standard asymptotic distributions. However, wavelet analysis offsets the integrating order of nonstationary series so that traditional asymptotics on stationary variables suffices to ascertain the statistical properties of wavelet-based statistics. Based on this, this note shows that wavelet correlations cannot be used as a test of cointegration.

Variability in the air-sea interaction patterns and timescales within the south-eastern Bay of Biscay, as observed by HF radar data

Two high-frequency (HF) radar stations were installed on the coast of the south-eastern Bay of Biscay in 2009, providing high spatial and temporal resolution and large spatial coverage of currents in the area for the first time. This has made it possible to quantitatively assess the air-sea interaction patterns and timescales for the period 2009-2010. The analysis was conducted using the Barnett-Preisendorfer approach to canonical correlation analysis (CCA) of reanalysis surface winds and HF radar-derived surface currents. The CCA yields two canonical patterns: the first wind-current interaction pattern corresponds to the classical Ekman drift at the sea surface, whilst the second describes an anticyclonic/cyclonic surface circulation. The results obtained demonstrate that local winds play an important role in driving the upper water circulation. The wind-current interaction timescales are mainly related to diurnal breezes and synoptic variability. In particular, the breezes force diurnal currents in waters of the continental shelf and slope of the south-eastern Bay. It is concluded that the breezes may force diurnal currents over considerably wider areas than that covered by the HF radar, considering that the northern and southern continental shelves of the Bay exhibit stronger diurnal than annual wind amplitudes.

Intrinsic correlation between fragility and bulk modulus in metallic glasses

A systematic study on the available data of 26 metallic glasses shows that there is an intrinsic correlation between fragility of a liquid and bulk modulus of its glass. The underlying physics can be rationalized within the formalism of potential energy landscape thermodynamics. It is surprising to find that the linear correlation between the fragility and the bulk-shear modulus ratio exists strictly at either absolute zero temperature or very high frequency. Further analyses indicate that a real flow event in bulk metallic glasses is shear dominant, and fragility is in inverse proportion to shear-induced bulk dilatation. Finally, extension of these findings to nonmetallic glasses is discussed.

Intrinsic correlation between dilatation and pressure sensitivity of plastic flow in metallic glasses

Taking shear-induced dilatation into consideration in shear transformation zone (STZ) operations, we derive a new yield criterion that reflects the pressure sensitivity in plastic flow in metallic glasses (MGs), which agrees well with experiments. Furthermore, an intrinsic theoretical correlation between the pressure sensitivity coefficient and the dilatation factor is revealed. It is found that the pressure sensitivity of plastic flow of MGs originates in the dilatation of microscale STZs.

MEASUREMENT OF SOLID SLURRY FLOW VIA CORRELATION OF ELECTROMAGNETIC FLOW METER, ELECTRICAL RESISTANCE TOMOGRAPHY AND MECHANISTIC MODELLING

The study presented here was carried out to obtain the actual solids flow rate by the combination of electrical resistance tomography and electromagnetic flow meter. A new in-situ measurement method based on measurements of the Electromagnetic Flow Meters (EFM) and Electrical Resistance Tomography (ERT) to study the flow rates of individual phases in a vertical flow was proposed. The study was based on laboratory experiments that were carried out with a 50 mm vertical flow rig for a number of sand concentrations and different mixture velocities. A range of sand slurries with median particle size from 212 mu m to 355 mu m was tested. The solid concentration by volume covered was 5% and 15%, and the corresponding density of 5% was 1078 kg/m(3) and of 15% was 1238 kg/m(3). The flow velocity was between 1.5 m/s and 3.0 m/s. A total of 6 experimental tests were conducted. The equivalent liquid model was adopted to validate in-situ volumetric solids fraction and calculate the slip velocity. The results show that the ERT technique can be used in conjunction with an electromagnetic flow meter as a way of measurement of slurry flow rate in a vertical pipe flow. However it should be emphasized that the EFM results must be treated with reservation when the flow pattern at the EFM mounting position is a non-homogenous flow. The flow rate obtained by the EFM should be corrected considering the slip velocity and the flow pattern.

Quantifying chaos: practical estimation of the correlation dimension

Be it a physical object or a mathematical model, a nonlinear dynamical system can display complicated aperiodic behavior, or "chaos." In many cases, this chaos is associated with motion on a strange attractor in the system's phase space. And the dimension of the strange attractor indicates the effective number of degrees of freedom in the dynamical system.

In this thesis, we investigate numerical issues involved with estimating the dimension of a strange attractor from a finite time series of measurements on the dynamical system.

Of the various definitions of dimension, we argue that the correlation dimension is the most efficiently calculable and we remark further that it is the most commonly calculated. We are concerned with the practical problems that arise in attempting to compute the correlation dimension. We deal with geometrical effects (due to the inexact self-similarity of the attractor), dynamical effects (due to the nonindependence of points generated by the dynamical system that defines the attractor), and statistical effects (due to the finite number of points that sample the attractor). We propose a modification of the standard algorithm, which eliminates a specific effect due to autocorrelation, and a new implementation of the correlation algorithm, which is computationally efficient.

Finally, we apply the algorithm to chaotic data from the Caltech tokamak and the Texas tokamak (TEXT); we conclude that plasma turbulence is not a low- dimensional phenomenon.

Deviation from standard inflationary cosmology and the problems in ekpyrosis

There are two competing models of our universe right now. One is Big Bang with inflation cosmology. The other is the cyclic model with ekpyrotic phase in each cycle. This paper is divided into two main parts according to these two models. In the first part, we quantify the potentially observable effects of a small violation of translational invariance during inflation, as characterized by the presence of a preferred point, line, or plane. We explore the imprint such a violation would leave on the cosmic microwave background anisotropy, and provide explicit formulas for the expected amplitudes $\langle a_{lm}a_{l'm'}^*\rangle$ of the spherical-harmonic coefficients. We then provide a model and study the two-point correlation of a massless scalar (the inflaton) when the stress tensor contains the energy density from an infinitely long straight cosmic string in addition to a cosmological constant. Finally, we discuss if inflation can reconcile with the Liouville's theorem as far as the fine-tuning problem is concerned. In the second part, we find several problems in the cyclic/ekpyrotic cosmology. First of all, quantum to classical transition would not happen during an ekpyrotic phase even for superhorizon modes, and therefore the fluctuations cannot be interpreted as classical. This implies the prediction of scale-free power spectrum in ekpyrotic/cyclic universe model requires more inspection. Secondly, we find that the usual mechanism to solve fine-tuning problems is not compatible with eternal universe which contains infinitely many cycles in both direction of time. Therefore, all fine-tuning problems including the flatness problem still asks for an explanation in any generic cyclic models.

Absolute measurement of roughness and lateral-correlation length of random surfaces by use of the simplified model of image-speckle contrast

We present a method of image-speckle contrast for the nonprecalibration measurement of the root-mean-square roughness and the lateral-correlation length of random surfaces with Gaussian correlation. We use the simplified model of the speckle fields produced by the weak scattering object in the theoretical analysis. The explicit mathematical relation shows that the saturation value of the image-speckle contrast at a large aperture radius determines the roughness, while the variation of the contrast with the aperture radius determines the lateral-correlation length. In the experimental performance, we specially fabricate the random surface samples with Gaussian correlation. The square of the image-speckle contrast is measured versus the radius of the aperture in the 4f system, and the roughness and the lateral-correlation length are extracted by fitting the theoretical result to the experimental data. Comparison of the measurement with that by an atomic force microscope shows our method has a satisfying accuracy. (C) 2002 Optical Society of America.

Indentification and characterization of a novel CA^(2+)-binding protein in avian erythrocytes

A novel Ca^(2+)-binding protein with Mr of 23 K (designated p23) has been identified in avian erythrocytes and thrombocytes. p23 localizes to the marginal bands (MBs), centrosomes and discrete sites around the nuclear membrane in mature avian erythrocytes. p23 appears to bind Ca^(2+) directly and its interaction with subcellular organelles seems to be modulated by intracellular [Ca^(2+)]. However, its unique protein sequence lacks any known Ca^(2+)-binding motif. Developmental analysis reveals that p23 association to its target structures occurs only at very late stages of bone marrow definitive erythropoeisis. In primitive erythroid cells, p23 distributes diffusely in the cytoplasm and lacks any distinct localization. It is postulated that p23 association to subcellular structures may be induced in part by decreased intracellular [Ca^(2+)]. In vitro and in vivo experiments indicate that p23 does not appear to act as a classical microtubule-associated protein (MAP) but p23 homologues appear to be expressed in MB-containing cells of a variety of species from different vertebrate classes. It has been hypothesized that p23 may play a regulatory role in MB stabilization in a Ca^(2+)-dependent manner.

Binucleated (bnbn) turkey erythrocytes were found to express a truncated p23 variant (designated p21) with identical subcellular localization as p23 except immunostaining reveals the presence of multi-centrosomes in bnbn cells. The p21 sequence has a 62 amino acid deletion at the C-terminus and must therefore have an additional ~40 amino acids at the N-terminus. In addition, p21 seems to have lost the ability to bind Ca^(2+) and its supramolecular interactions are not modulated by intracellular [Ca^(2+)]. These apparent differences between p23 and p21 raised the possibility that the p23/p21 allelism could be the Bn/bn genotype. However, genetic analysis suggested that p23/p21 allelism had no absolute correlation with the Bn/bn genotype.

Topics in gravitational-wave science : macroscopic quantum mechanics and black hole physics

The theories of relativity and quantum mechanics, the two most important physics discoveries of the 20th century, not only revolutionized our understanding of the nature of space-time and the way matter exists and interacts, but also became the building blocks of what we currently know as modern physics. My thesis studies both subjects in great depths --- this intersection takes place in gravitational-wave physics.

Gravitational waves are "ripples of space-time", long predicted by general relativity. Although indirect evidence of gravitational waves has been discovered from observations of binary pulsars, direct detection of these waves is still actively being pursued. An international array of laser interferometer gravitational-wave detectors has been constructed in the past decade, and a first generation of these detectors has taken several years of data without a discovery. At this moment, these detectors are being upgraded into second-generation configurations, which will have ten times better sensitivity. Kilogram-scale test masses of these detectors, highly isolated from the environment, are probed continuously by photons. The sensitivity of such a quantum measurement can often be limited by the Heisenberg Uncertainty Principle, and during such a measurement, the test masses can be viewed as evolving through a sequence of nearly pure quantum states.

The first part of this thesis (Chapter 2) concerns how to minimize the adverse effect of thermal fluctuations on the sensitivity of advanced gravitational detectors, thereby making them closer to being quantum-limited. My colleagues and I present a detailed analysis of coating thermal noise in advanced gravitational-wave detectors, which is the dominant noise source of Advanced LIGO in the middle of the detection frequency band. We identified the two elastic loss angles, clarified the different components of the coating Brownian noise, and obtained their cross spectral densities.

The second part of this thesis (Chapters 3-7) concerns formulating experimental concepts and analyzing experimental results that demonstrate the quantum mechanical behavior of macroscopic objects - as well as developing theoretical tools for analyzing quantum measurement processes. In Chapter 3, we study the open quantum dynamics of optomechanical experiments in which a single photon strongly influences the quantum state of a mechanical object. We also explain how to engineer the mechanical oscillator's quantum state by modifying the single photon's wave function.

In Chapters 4-5, we build theoretical tools for analyzing the so-called "non-Markovian" quantum measurement processes. Chapter 4 establishes a mathematical formalism that describes the evolution of a quantum system (the plant), which is coupled to a non-Markovian bath (i.e., one with a memory) while at the same time being under continuous quantum measurement (by the probe field). This aims at providing a general framework for analyzing a large class of non-Markovian measurement processes. Chapter 5 develops a way of characterizing the non-Markovianity of a bath (i.e.,whether and to what extent the bath remembers information about the plant) by perturbing the plant and watching for changes in the its subsequent evolution. Chapter 6 re-analyzes a recent measurement of a mechanical oscillator's zero-point fluctuations, revealing nontrivial correlation between the measurement device's sensing noise and the quantum rack-action noise.

Chapter 7 describes a model in which gravity is classical and matter motions are quantized, elaborating how the quantum motions of matter are affected by the fact that gravity is classical. It offers an experimentally plausible way to test this model (hence the nature of gravity) by measuring the center-of-mass motion of a macroscopic object.

The most promising gravitational waves for direct detection are those emitted from highly energetic astrophysical processes, sometimes involving black holes - a type of object predicted by general relativity whose properties depend highly on the strong-field regime of the theory. Although black holes have been inferred to exist at centers of galaxies and in certain so-called X-ray binary objects, detecting gravitational waves emitted by systems containing black holes will offer a much more direct way of observing black holes, providing unprecedented details of space-time geometry in the black-holes' strong-field region.

The third part of this thesis (Chapters 8-11) studies black-hole physics in connection with gravitational-wave detection.

Chapter 8 applies black hole perturbation theory to model the dynamics of a light compact object orbiting around a massive central Schwarzschild black hole. In this chapter, we present a Hamiltonian formalism in which the low-mass object and the metric perturbations of the background spacetime are jointly evolved. Chapter 9 uses WKB techniques to analyze oscillation modes (quasi-normal modes or QNMs) of spinning black holes. We obtain analytical approximations to the spectrum of the weakly-damped QNMs, with relative error O(1/L^2), and connect these frequencies to geometrical features of spherical photon orbits in Kerr spacetime. Chapter 11 focuses mainly on near-extremal Kerr black holes, we discuss a bifurcation in their QNM spectra for certain ranges of (l,m) (the angular quantum numbers) as a/M → 1. With tools prepared in Chapter 9 and 10, in Chapter 11 we obtain an analytical approximate for the scalar Green function in Kerr spacetime.

Sensorische Bewertung, Mikrobiologie und chemische Kenngrößen von eisgelagertem Wittling (Merlangius merlangus)

During the 160th research cruise of the FRV "Walther Herwig III" in the North Sea in May 1995 an ice-storage experiment with whiting was performed. Gutted whiting with and without spleen was stored in melting water-ice. Freshness and/or spoilage were monitored by measuring sensory, chemical, physical and microbiological indicators. It was found that besides the classical sensory assessment on the cooked sample and the EU-quality grading scheme, the microbiological counts were of major importance for the determination of the degree of freshness or spoilage. The cfu (colony forming units) of spoilage bacteria on the skin correlated significantly with time in ice. A very good correlation was also found for the cfu of spoilage bacteria with the sensory assessed odour of the cooked fillet sample. The measurement of the fish tissue with the Intellectron Fischtester VI and the determination of the creatine content in fillet are both suitable freshness and spoilage indicators. The pH-value measured in different body compartments and in musele homogenate and the ammonia content are only of limited value for freshness determination. Removal of kidney did not influence the shelf life.

Nonstationary response of structures and its application to earthquake engineering

This thesis presents a simplified state-variable method to solve for the nonstationary response of linear MDOF systems subjected to a modulated stationary excitation in both time and frequency domains. The resulting covariance matrix and evolutionary spectral density matrix of the response may be expressed as a product of a constant system matrix and a time-dependent matrix, the latter can be explicitly evaluated for most envelopes currently prevailing in engineering. The stationary correlation matrix of the response may be found by taking the limit of the covariance response when a unit step envelope is used. The reliability analysis can then be performed based on the first two moments of the response obtained.

The method presented facilitates obtaining explicit solutions for general linear MDOF systems and is flexible enough to be applied to different stochastic models of excitation such as the stationary models, modulated stationary models, filtered stationary models, and filtered modulated stationary models and their stochastic equivalents including the random pulse train model, filtered shot noise, and some ARMA models in earthquake engineering. This approach may also be readily incorporated into finite element codes for random vibration analysis of linear structures.

A set of explicit solutions for the response of simple linear structures subjected to modulated white noise earthquake models with four different envelopes are presented as illustration. In addition, the method has been applied to three selected topics of interest in earthquake engineering, namely, nonstationary analysis of primary-secondary systems with classical or nonclassical dampings, soil layer response and related structural reliability analysis, and the effect of the vertical components on seismic performance of structures. For all the three cases, explicit solutions are obtained, dynamic characteristics of structures are investigated, and some suggestions are given for aseismic design of structures.

Crystal Coulomb energies: I. Organic donor-acceptor complexes--a review. II. Classical Ewald calculations of the Coulomb binding energy of four donor-acceptor crystals and Wurster's blue perchlorate. III. A rapid-convergence quantum-mechanical formalism for crystal electronic energies

Chapter I

Theories for organic donor-acceptor (DA) complexes in solution and in the solid state are reviewed, and compared with the available experimental data. As shown by McConnell et al. (Proc. Natl. Acad. Sci. U.S., 53, 46-50 (1965)), the DA crystals fall into two classes, the holoionic class with a fully or almost fully ionic ground state, and the nonionic class with little or no ionic character. If the total lattice binding energy 2ε₁ (per DA pair) gained in ionizing a DA lattice exceeds the cost 2ε_o of ionizing each DA pair, ε₁ + ε_o less than 0, then the lattice is holoionic. The charge-transfer (CT) band in crystals and in solution can be explained, following Mulliken, by a second-order mixing of states, or by any theory that makes the CT transition strongly allowed, and yet due to a small change in the ground state of the non-interacting components D and A (or D⁺ and A^-). The magnetic properties of the DA crystals are discussed.

Chapter II

A computer program, EWALD, was written to calculate by the Ewald fast-convergence method the crystal Coulomb binding energy E_C due to classical monopole-monopole interactions for crystals of any symmetry. The precision of E_C values obtained is high: the uncertainties, estimated by the effect on E_C of changing the Ewald convergence parameter η, ranged from ± 0.00002 eV to ± 0.01 eV in the worst case. The charge distribution for organic ions was idealized as fractional point charges localized at the crystallographic atomic positions: these charges were chosen from available theoretical and experimental estimates. The uncertainty in E_C due to different charge distribution models is typically ± 0.1 eV (± 3%): thus, even the simple Hückel model can give decent results.

E_C for Wurster's Blue Perchl orate is -4.1 eV/molecule: the crystal is stable under the binding provided by direct Coulomb interactions. E_C for N-Methylphenazinium Tetracyanoquino- dimethanide is 0.1 eV: exchange Coulomb interactions, which cannot be estimated classically, must provide the necessary binding.

EWALD was also used to test the McConnell classification of DA crystals. For the holoionic (1:1)-(N,N,N',N'-Tetramethyl-para- phenylenediamine: 7,7,8,8-Tetracyanoquinodimethan) E_C = -4.0 eV while 2ε_o = 4.6₅ eV: clearly, exchange forces must provide the balance. For the holoionic (1:1)-(N,N,N',N'-Tetramethyl-para- phenylenediamine:para-Chloranil) E_C = -4.4 eV, while 2ε_o = 5.0 eV: again EC falls short of 2ε₁. As a Gedankenexperiment, two nonionic crystals were assumed to be ionized: for (1:1)-(Hexamethyl- benzene:para-Chloranil) E_C = -4.5 eV, 2ε_o = 6.6 eV; for (1:1)- (Napthalene:Tetracyanoethylene) E_C = -4.3 eV, 2ε_o = 6.5 eV. Thus, exchange energies in these nonionic crystals must not exceed 1 eV.

Chapter III

A rapid-convergence quantum-mechanical formalism is derived to calculate the electronic energy of an arbitrary molecular (or molecular-ion) crystal: this provides estimates of crystal binding energies which include the exchange Coulomb inter- actions. Previously obtained LCAO-MO wavefunctions for the isolated molecule(s) ("unit cell spin-orbitals") provide the starting-point. Bloch's theorem is used to construct "crystal spin-orbitals". Overlap between the unit cell orbitals localized in different unit cells is neglected, or is eliminated by Löwdin orthogonalization. Then simple formulas for the total kinetic energy Q^(XT)_λ, nuclear attraction [λ/λ]^XT, direct Coulomb [λλ/λ'λ']^XT and exchange Coulomb [λλ'/λ'λ]^XT integrals are obtained, and direct-space brute-force expansions in atomic wavefunctions are given. Fourier series are obtained for [λ/λ]^XT, [λλ/λ'λ']^XT, and [λλ/λ'λ]^XT with the help of the convolution theorem; the Fourier coefficients require the evaluation of Silverstone's two-center Fourier transform integrals. If the short-range interactions are calculated by brute-force integrations in direct space, and the long-range effects are summed in Fourier space, then rapid convergence is possible for [λ/λ]^XT, [λλ/λ'λ']^XT and [λλ'/λ'λ]^XT. This is achieved, as in the Ewald method, by modifying each atomic wavefunction by a "Gaussian convergence acceleration factor", and evaluating separately in direct and in Fourier space appropriate portions of [λ/λ]^XT, etc., where some of the portions contain the Gaussian factor.