Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets

This paper shows that countries characterized by a financial accelerator mechanism may reverse the usual finding of the literature -- flexible exchange rate regimes do a worse job of insulating open economies from external shocks. I obtain this result with a calibrated small open economy model that endogenizes foreign interest rates by linking them to the banking sector's foreign currency leverage. This relationship renders exchange rate policy more important compared to the usual exogeneity assumption. I find empirical support for this prediction using the Local Projections method. Finally, 2nd order approximation to the model finds larger welfare losses under flexible regimes.

Corg, CaCO3, bulk densities, accumulation rates and ages of ODP Leg 167 sites and three piston cores, California margin

Sediments from five Leg 167 drill sites and three piston cores were analyzed for Corg and CaCO3. Oxygen isotope stratigraphy on benthic foraminifers was used to assign age models to these sedimentary records. We find that the northern and central California margin is characterized by k.y.-scale events that can be found in both the CaCO3 and Corg time series. We show that the CaCO3 events are caused by changes in CaCO3 production by plankton, not by dissolution. We also show that these CaCO3 events occur in marine isotope Stages (MIS) 2, 3, and 4 during Dansgaard/Oeschger interstadials. They occur most strongly, however, on the MIS 5/4 glaciation and MIS 2/1 deglaciation. We believe that the link between the northeastern Pacific Ocean and North Atlantic is primarily transmitted by the atmosphere, not the ocean. Highest CaCO3 production and burial occurs when the surface ocean is somewhat cooler than the modern ocean, and the surface mixed layer is somewhat more stable.

Asymptotic solution for the two-body problem with constant tangencial acceleration

An analytical solution of the two body problem perturbed by a constant tangential acceleration is derived with the aid of perturbation theory. The solution, which is valid for circular and elliptic orbits with generic eccentricity, describes the instantaneous time variation of all orbital elements. A comparison with high-accuracy numerical results shows that the analytical method can be effectively applied to multiple-revolution low-thrust orbit transfer around planets and in interplanetary space with negligible error.

Optimization of multidimensional cross-section tables for few-group core calculations

Multigroup diffusion codes for three dimensional LWR core analysis use as input data pre-generated homogenized few group cross sections and discontinuity factors for certain combinations of state variables, such as temperatures or densities. The simplest way of compiling those data are tabulated libraries, where a grid covering the domain of state variables is defined and the homogenized cross sections are computed at the grid points. Then, during the core calculation, an interpolation algorithm is used to compute the cross sections from the table values. Since interpolation errors depend on the distance between the grid points, a determined refinement of the mesh is required to reach a target accuracy, which could lead to large data storage volume and a large number of lattice transport calculations. In this paper, a simple and effective procedure to optimize the distribution of grid points for tabulated libraries is presented. Optimality is considered in the sense of building a non-uniform point distribution with the minimum number of grid points for each state variable satisfying a given target accuracy in k-effective. The procedure consists of determining the sensitivity coefficients of k-effective to cross sections using perturbation theory; and estimating the interpolation errors committed with different mesh steps for each state variable. These results allow evaluating the influence of interpolation errors of each cross section on k-effective for any combination of state variables, and estimating the optimal distance between grid points.

Optical signal impairment study of cascaded optical filters in 40 Gbps DQPSK and 100 Gbps PM-DQPSK systems

Optical filters are crucial elements in optical communications. The influence of cascaded filters in the optical signal will affect the communications quality seriously. In this paper we will study and simulate the optical signal impairment caused by different kinds of filters which include Butterworth, Bessel, Fiber Bragg Grating (FBG) and Fabry-Perot (FP). Optical signal impairment is analyzed from an Eye Opening Penalty (EOP) and optical spectrum point of view. The simulation results show that when the center frequency of all filters aligns with the laser’s frequency, the Butterworth has the smallest influence to the signal while the F-P has the biggest. With a -1dB EOP, the amount of cascaded Butterworth optical filters with a bandwidth of 50 GHz is 18 in 40 Gbps NRZ-DQPSK systems and 12 in 100 Gbps PMNRZ- DQPSK systems. The value is reduced to 9 and 6 respectively for Febry-Perot optical filters. In the situation of frequency misalignment, the impairment caused by filters is more serious. Our research shows that with a frequency deviation of 5 GHz, only 12 and 9 Butterworth optical filters can be cascaded in 40 Gbps NRZ-DQPSK and 100 Gbps PM-NRZ-DQPSK systems respectively. We also study the signal impairment caused by different orders of the Butterworth filter model. Our study shows that although the higher-order has a smaller clipping effect in the transmission spectrum, it will introduce a more serious phase ripple which seriously affects the signal. Simulation result shows that the 2nd order Butterworth filter has the best performance.

An asymptotic solution for the main problem

In this paper, an analytical solution of the main problem, a satellite only perturbed by the J2 harmonic, is derived with the aid of perturbation theory and by using DROMO variables. The solution, which is valid for circular and elliptic orbits with generic eccentricity and inclination, describes the instantaneous time variation of all orbital elements, that is, the actual values of the osculating elements

V-substituted In2S3: an intermediate band material with photocatalytic activity in the whole visible light range

We proposed in our previous work V-substituted In2S3 as an intermediate band (IB) material able to enhance the efficiency of photovoltaic cells by combining two photons to achieve a higher energy electron excitation, much like natural photosynthesis. Here this hyper-doped material is tested in a photocatalytic reaction using wavelength-controlled light. The results evidence its ability to use photons with wavelengths of up to 750 nm, i.e. with energy significantly lower than the bandgap (=2.0 eV) of non-substituted In2S3, driving with them the photocatalytic reaction at rates comparable to those of non-substituted In2S3 in its photoactivity range (λ ≤ 650 nm). Photoluminescence spectra evidence that the same bandgap excitation as in V-free In2S3 occurs in V-substituted In2S3 upon illumination with photons in the same sub-bandgap energy range which is effective in photocatalysis, and its linear dependence on light intensity proves that this is not due to a nonlinear optical property. This evidences for the first time that a two-photon process can be active in photocatalysis in a single-phase material. Quantum calculations using GW-type many-body perturbation theory suggest that the new band introduced in the In2S3 gap by V insertion is located closer to the conduction band than to the valence band, so that hot carriers produced by the two-photon process would be of electron type; they also show that the absorption coefficients of both transitions involving the IB are of significant and similar magnitude. The results imply that V-substituted In2S3, besides being photocatalytically active in the whole visible light range (a property which could be used for the production of solar fuels), could make possible photovoltaic cells of improved efficiency.

Simulación eficiente de mecanismos flexibles mediante formulaciones topológicas

El objetivo de esta Tesis es presentar un método eficiente para la evaluación de sistemas multi-cuerpo con elementos flexibles con pequeñas deformaciones, basado en métodos topológicos para la simulación de sistemas tan complejos como los que se utilizan en la práctica y en tiempo real o próximo al real. Se ha puesto un especial énfasis en la resolución eficiente de aquellos aspectos que conllevan mayor coste computacional, tales como la evaluación de las ecuaciones dinámicas y el cálculo de los términos de inercia. Las ecuaciones dinámicas se establecen en función de las variables independientes del sistema, y la integración de las mismas se realiza mediante formulaciones implícitas de index-3. Esta Tesis se articula en seis Capítulos. En el Capítulo 1 se realiza una revisión bibliográfica de la simulación de sistemas flexibles y los métodos más relevantes de integración de las ecuaciones diferenciales del movimiento. Asimismo, se presentan los objetivos de esta Tesis. En el Capítulo 2 se presenta un método semi-recursivo para la evaluación de las ecuaciones de los sistemas multi-cuerpo con elementos flexibles basado en formulaciones topológicas y síntesis modal. Esta Tesis determina la posición de cada punto del cuerpo flexible en función de un sistema de referencia flotante que se mueve con dicho cuerpo y de las amplitudes de ciertos modos de deformación calculados a partir de un mallado obtenido mediante el Método de Elementos Finitos. Se presta especial atención en las condiciones de contorno que se han de tener en cuenta a la hora de establecer las variables que definen la deformación del cuerpo flexible. El Capítulo 3 se centra en la evaluación de los términos de inercia de los sistemas flexibles que generalmente conllevan un alto coste computacional. Se presenta un método que permite el cálculo de dichos términos basado en el uso de 24 matrices constantes que pueden ser calculadas previamente al proceso de integración. Estas matrices permiten evaluar la matriz de masas y el vector de fuerzas de inercia dependientes de la velocidad sin que sea necesario evaluar la posición deformada de todos los puntos del cuerpo flexible. Se realiza un análisis pormenorizado de dichas matrices con el objetivo de optimizar su cálculo estableciendo aproximaciones que permitan reducir el número de dichos términos y optimizar aún más su evaluación. Se analizan dos posibles simplificaciones: la primera utiliza una discretización no-consistente basada en elementos finitos en los que se definen únicamente los desplazamientos axiales de los nodos; en la segunda propuesta se hace uso de una matriz de masas concentradas (Lumped Mass). Basándose en la formulación presentada, el Capítulo 4 aborda la integración eficiente de las ecuaciones dinámicas. Se presenta un método iterativo para la integración con fórmulas de index-3 basado en la proyección de las ecuaciones dinámicas según las variables independientes del sistema multi-cuerpo. El cálculo del residuo del sistema de ecuaciones no lineales que se ha de resolver de modo iterativo se realiza mediante un proceso recursivo muy eficiente que aprovecha la estructura topológica del sistema. Se analizan tres formas de evaluar la matriz tangente del citado sistema no lineal: evaluación aproximada, numérica y recursiva. El método de integración presentado permite el uso de distintas fórmulas. En esta Tesis se analizan la Regla Trapezoidal, la fórmula BDF de segundo orden y un método híbrido TR-BDF2. Para este último caso se presenta un algoritmo de paso variable. En el Capítulo 5 plantea la implementación del método propuesto en un programa general de simulación de mecanismos que permita la resolución de cualquier sistema multi-cuerpo definiéndolo mediante un fichero de datos. La implementación de este programa se ha realizado tanto en C++ como en Java. Se muestran los resultados de las formulaciones presentadas en esta Tesis mediante la simulación de cuatro ejemplos de distinta complejidad. Mediante análisis concretos se comparan la formulación presentada con otras existentes. También se analiza el efecto del lenguaje de programación utilizado en la implementación y los efectos de las posibles simplificaciones planteadas. Por último, el Capítulo 6 resume las principales conclusiones alcanzadas en la Tesis y las futuras líneas de investigación que con ella se abren. ABSTRACT This Thesis presents an efficient method for solving the forward dynamics of a multi-body sys-tem formed by rigid and flexible bodies with small strains for real-time simulation of real-life models. It is based on topological formulations. The presented work focuses on the efficient solution of the most time-consuming tasks of the simulation process, such as the numerical integration of the motion differential equations and in particular the evaluation of the inertia terms corresponding to the flexible bodies. The dynamic equations are formulated in terms of independent variables of the muti-body system, and they are integrated by means of implicit index-3 formulae. The Thesis is arranged in six chapters. Chapter 1 presents a review of the most relevant and recent contributions related to the modelization of flexible multi-body systems and the integration of the corresponding dynamic equations. The main objectives of the Thesis are also presented in detail. Chapter 2 presents a semi-recursive method for solving the equations of a multi-body system with flexible bodies based on topological formulations and modal synthesis. This Thesis uses the floating frame approach and the modal amplitudes to define the position of any point at the flexible body. These modal deformed shapes are obtained by means of the Finite Element Method. Particular attention has been taken to the boundary conditions used to define the deformation of the flexible bodies. Chapter 3 focuses on the evaluation of the inertia terms, which is usually a very time-consuming task. A new method based on the use of 24 constant matrices is presented. These matrices are evaluated during the set-up step, before the integration process. They allow the calculation of the inertia terms in terms of the position and orientation of the local coordinate system and the deformation variables, and there is no need to evaluate the position and velocities of all the nodes of the FEM mesh. A deep analysis of the inertia terms is performed in order to optimize the evaluation process, reducing both the terms used and the number of arithmetic operations. Two possible simplifications are presented: the first one uses a non-consistent approach in order to define the inertia terms respect to the Cartesian coordinates of the FEM mesh, rejecting those corresponding to the angular rotations; the second approach makes use of lumped mass matrices. Based on the previously presented formulation, Chapter 4 is focused on the numerical integration of the motion differential equations. A new predictor-corrector method based on index-3 formulae and on the use of multi-body independent variables is presented. The evaluation of the dynamic equations in a new time step needs the solution of a set on nonlinear equations by a Newton-Raphson iterative process. The computation of the corresponding residual vector is performed efficiently by taking advantage of the system’s topological structure. Three methods to compute the tangent matrix are presented: an approximated evaluation that considers only the most relevant terms, a numerical approach based on finite differences and a recursive method that uses the topological structure. The method presented for integrating the dynamic equations can use a variety of integration formulae. This Thesis analyses the use of the trapezoidal rule, the 2nd order BDF formula and the hybrid TR-BDF2 method. A variable-time step strategy is presented for the last one. Chapter 5 describes the implementation of the proposed method in a general purpose pro-gram for solving any multibody defined by a data file. This program is implemented both in C++ and Java. Four examples are used to check the validity of the formulation and to compare this method with other methods commonly used to solve the dynamic equations of multi-body systems containing flexible bodies. The efficiency of the programming methodology used and the effect of the possible simplifications proposed are also analyzed. Chapter 6 summarizes the main Conclusions obtained in this Thesis and the new lines of research that have been opened.

Ionophores and receptors using cation-π interactions: Collarenes

Cation-π interactions are important forces in molecular recognition by biological receptors, enzyme catalysis, and crystal engineering. We have harnessed these interactions in designing molecular systems with circular arrangement of benzene units that are capable of acting as ionophores and models for biological receptors. [n]Collarenes are promising candidates with high selectivity for a specific cation, depending on n, because of their structural rigidity and well-defined cavity size. The interaction energies of [n]collarenes with cations have been evaluated by using ab initio calculations. The selectivity of these [n]collarenes in aqueous solution was revealed by using statistical perturbation theory in conjunction with Monte Carlo and molecular dynamics simulations. It has been observed that in [n]collarenes the ratio of the interaction energies of a cation with it and the cation with the basic building unit (benzene) can be correlated to its ion selectivity. We find that collarenes are excellent and efficient ionophores that bind cations through cation-π interactions. [6]Collarene is found to be a selective host for Li+ and Mg2+, [8]collarene for K+ and Sr2+, and [10]collarene for Cs+ and Ba2+. This finding indicates that [10]collarene and [8]collarene could be used for effective separation of highly radioactive isotopes, 137Cs and 90Sr, which are major constituents of nuclear wastes. More interestingly, collarenes of larger cavity size can be useful in capturing organic cations. [12]Collarene exhibits a pronounced affinity for tetramethylammonium cation and acetylcholine, which implies that it could serve as a model for acetylcholinestrase. Thus, collarenes can prove to be novel and effective ionophores/model-receptors capable of heralding a new direction in molecular recognition and host-guest chemistry.

Cosmic velocity fields and their interpretation

We review the current status of our knowledge of cosmic velocity fields, on both small and large scales. A new statistic is described that characterizes the incoherent, thermal component of the velocity field on scales less than 2h−1 Mpc (h is H0/100 km·s−1·Mpc−1, where H0 is the Hubble constant and 1 Mpc = 3.09 × 1022 m) and smaller. The derived velocity is found to be quite stable across different catalogs and is of remarkably low amplitude, consistent with an effective Ω ∼ 0.15 on this scale. We advocate the use of this statistic as a standard diagnostic of the small-scale kinetic energy of the galaxy distribution. The analysis of large-scale flows probes the velocity field on scales of 10–60 h−1 Mpc and should be adequately described by linear perturbation theory. Recent work has focused on the comparison of gravity or density fields derived from whole-sky redshift surveys of galaxies [e.g., the Infrared Astronomical Satellite (IRAS)] with velocity fields derived from a variety of sources. All the algorithms that directly compare the gravity and velocity fields suggest low values of the density parameter, while the POTENT analysis, using the same data but comparing the derived IRAS galaxy density field with the Mark-III derived matter density field, leads to much higher estimates of the inferred density. Since the IRAS and Mark-III fields are not fully consistent with each other, the present discrepancies might result from the very different weighting applied to the data in the competing methods.

Dynamical hierarchy in transition states: Why and how does a system climb over the mountain?

How a reacting system climbs through a transition state during the course of a reaction has been an intriguing subject for decades. Here we present and quantify a technique to identify and characterize local invariances about the transition state of an N-particle Hamiltonian system, using Lie canonical perturbation theory combined with microcanonical molecular dynamics simulation. We show that at least three distinct energy regimes of dynamical behavior occur in the region of the transition state, distinguished by the extent of their local dynamical invariance and regularity. Isomerization of a six-atom Lennard–Jones cluster illustrates this: up to energies high enough to make the system manifestly chaotic, approximate invariants of motion associated with a reaction coordinate in phase space imply a many-body dividing hypersurface in phase space that is free of recrossings even in a sea of chaos. The method makes it possible to visualize the stable and unstable invariant manifolds leading to and from the transition state, i.e., the reaction path in phase space, and how this regularity turns to chaos with increasing total energy of the system. This, in turn, illuminates a new type of phase space bottleneck in the region of a transition state that emerges as the total energy and mode coupling increase, which keeps a reacting system increasingly trapped in that region.

Cyclically-arranged, storm-controlled, prograding lithosomes in Messinian terrigenous shelves (Bajo Segura Basin, western Mediterranean)

This work focuses on a Messinian shallow-marine terrigenous unit, termed the La Virgen Formation, which forms part of the sedimentary infill of the Bajo Segura Basin (Betic margin of the western Mediterranean). This formation was deposited during a high sea level phase prior to the onset of the Messinian Salinity Crisis. Stratigraphically, it comprises a prograding stack of sandstone lithosomes alternating with marly intervals (1st-order cyclicity). These lithosomes are characterized by a homoclinal geometry that tapers distally, and interfinger with pelagic sediments rich in planktonic and benthic microfauna (Torremendo Formation). An analysis of sedimentary facies of each lithosome reveals a repetitive succession of sandy storm beds (tempestites), occasionally amalgamated, which are separated by thin marly layers (2nd-order cyclicity). Each storm bed contains internal erosional surfaces (3rd-order cyclicity) that delimit sets of laminae. Two categories of storm beds have been differentiated. The first one includes layers formed below storm wave base (SWB), characterized by traction structures associated to unidirectional flows (scoured base, planar lamination, and parting lineation). The second category consists of layers deposited above the SWB which display typical high regime oscillatory flow structures (swaley and hummocky cross lamination). In both cases, the ichnological record is characterized by an oligotypic association of Ophiomorpha nodosa, which can be interpreted as the result of allochthonous tracemakers (crustaceans) transported during storm events together with the sediment. The benthic microfauna in the marly intervals that separate the sandstone lithosomes (1st-order cyclicity) indicates that the storm ebb surges were deposited at depths ranging from those of inner shelf settings (with Elphidium spp. and Cibicides lobatulus) to those of outer shelf (with Valvulineria complanata and Uvigerina cylindrica). At the distal end of the sandstone lithosomes, the planktonic microfauna is characterized by a high content of taxa indicative of warm-oligotrophic waters (Globigerinoides obliquus and Globigerinoides bulloideus). In contrast, in the marly intervals, the microfauna is dominated by species typical of cold-eutrophic waters (Globigerina and Neogloboquadrina). This alternation of planktic foraminiferal assemblages is interpreted as being the expression of climatic cycles, in which every episode of progradation of tempestite-dominated lithosomes corresponds to maximum insolation and warm waters, whereas episodes of marly deposition correspond to minimal insolation and cold waters. The 1st-order cyclicity recorded in the La Virgen Formation, in a context of terrigenous storm-dominated shelf, corresponds to sapropel/homogeneous marl cycles formed in a pelagic basin (Torremendo Fm). These cycles in pelagic sediments are commonplace throughout the Mediterranean during the Messinian and reflect precession orbital changes: repeated periods of maximum insolation – minimum precession (sapropels) and minimal insolation – maximum precession (homogeneous marls). The fact that the example of terrigenous unit studied herein is coetaneous with the well-developed reef complexes in the Mediterranean basins points out the importance of sediment supply in the formation of large-scale sandy lithosomes. This is a crucial aspect to understanding reservoir genesis as well as lateral stratigraphic relationships with potential seal and/or source rocks.

Consequences of Kondo exchange on quantum spins

When individual quantum spins are placed in close proximity to conducting substrates, the localized spin is coupled to the nearby itinerant conduction electrons via Kondo exchange. In the strong coupling limit this can result in the Kondo effect — the formation of a correlated, many body singlet state — and a resulting renormalization of the density of states near the Fermi energy. However, even when Kondo screening does not occur, Kondo exchange can give rise to a wide variety of other phenomena. In addition to the well known renormalization of the g factor and the finite spin decoherence and relaxation times, Kondo exchange has recently been found to give rise to a newly discovered effect: the renormalization of the single ion magnetic anisotropy. Here we put these apparently different phenomena on equal footing by treating the effect of Kondo exchange perturbatively. In this formalism, the central quantity is ρJ, the product of the density of states at the Fermi energy ρ and the Kondo exchange constant J. We show that perturbation theory correctly describes the experimentally observed exchange induced shifts of the single spin excitation energies, demonstrating that Kondo exchange can be used to tune the effective magnetic anisotropy of a single spin.

Complete method for clarinet : op. 63 -[64] /

1st division translated from German to English.

Microcanonical temperature for a classical field: Application to Bose-Einstein condensation

We show that the projected Gross-Pitaevskii equation (PGPE) can be mapped exactly onto Hamilton's equations of motion for classical position and momentum variables. Making use of this mapping, we adapt techniques developed in statistical mechanics to calculate the temperature and chemical potential of a classical Bose field in the microcanonical ensemble. We apply the method to simulations of the PGPE, which can be used to represent the highly occupied modes of Bose condensed gases at finite temperature. The method is rigorous, valid beyond the realms of perturbation theory, and agrees with an earlier method of temperature measurement for the same system. Using this method we show that the critical temperature for condensation in a homogeneous Bose gas on a lattice with a uv cutoff increases with the interaction strength. We discuss how to determine the temperature shift for the Bose gas in the continuum limit using this type of calculation, and obtain a result in agreement with more sophisticated Monte Carlo simulations. We also consider the behavior of the specific heat.