A Fast Nonlinear Model Identification Method

The identification of nonlinear dynamic systems using linear-in-the-parameters models is studied. A fast recursive algorithm (FRA) is proposed to select both the model structure and to estimate the model parameters. Unlike orthogonal least squares (OLS) method, FRA solves the least-squares problem recursively over the model order without requiring matrix decomposition. The computational complexity of both algorithms is analyzed, along with their numerical stability. The new method is shown to require much less computational effort and is also numerically more stable than OLS.

SiIX emission lines in spectra obtained with the Solar EUV Research Telescope and Spectrograph (SERTS)

Theoretical electron-density-sensitive emission line ratios involving 2s(2)2p(2)-2s2p(3) transitions in Si IX between 223 and 350 Angstrom are presented. A comparison of these with an extensive dataset of solar-active-region, quiet-Sun, subflare and off-limb observations, obtained during rocket flights by the Solar EUV Research Telescope and Spectrograph (SERTS), reveals generally very good agreement between theory and experiment. This provides support for the accuracy of the line- ratio diagnostics, and hence the atomic data on which they are based. In particular, the density-sensitive intensity ratio I (258.10 Angstrom)/ I (349.87 Angstrom) offers an especially promising diagnostic for studies of coronal plasmas, as it involves two reasonably strong emission lines and varies by more than an order of magnitude over the useful density range of 10(9)-10(11) cm(-3). The 2s(2)2p(2) S-1(0) - 2s2p(3) P-1(1) transition at 259.77 Angstrom is very marginally identified for the first time in the SERTS database, although it has previously been detected in solar flare observations.

Emission lines of Na-like ions in spectra obtained with the Solar EUV Research Telescope and Spectrograph (SERTS)

Theoretical emission-line ratios involving transitions in the 236-412 Angstrom wavelength range are presented for the Na-like ions Ar viii, Cr xiv, Mn xv, Fe xvi, Co xvii, Ni xviii and Zn xx. A comparison of these with an extensive data set of the solar active region, quiet-Sun, subflare and off-limb observations, obtained during rocket flights by the Solar EUV Research Telescope and Spectrograph (SERTS), reveals generally very good agreement between theory and experiment. This indicates that most of the Na-like ion lines are reliably detected in the SERTS observations, and hence may be employed with confidence in solar spectral analyses. However, the features in the SERTS spectra at 236.34 and 300.25 Angstrom, originally identified as the Ni xviii 3p (2) P-3/2 -3d (2) D- 3/2 and Cr xiv 3p (2) P-3/2 -3d (2) D-5/2 transitions, respectively, are found to be due to emission lines of Ar xiii (236.34 Angstrom) and possibly S v or Ni vi (300.25 Angstrom). The Co xvii 3s (2) S-3p (2) P-3/2 line at 312.55 Angstrom is always badly blended with an Fe xv feature at the same wavelength, but Mn xv 3s (2) S-3p (2) P-1/2 at 384.75 Angstrom may not always be as affected by second-order emission from Fe xii 192.37 Angstrom as previously thought. On the other hand, we find that the Zn xx 3s (2) S-3p (2) P-3/2 transition can sometimes make a significant contribution to the Zn xx/Fe xiii 256.43- Angstrom blend, and hence care must be taken when using this feature as an Fe xiii electron density diagnostic. A line in the SERTS-89 active region spectrum at 265.00 Angstrom has been re-assessed, and we confirm its identification as the Fe xvi 3p (2) P-3/2 -3d (2) D-3/2 transition.

Nonharmonic transverse vibration of the H-bonded molecules and the THz spectra in ice and water

A nonlinear equation of motion is found for the dimer comprising two charged H2O molecules. The THz dielectric response to nonharmonic vibration of a nonrigid dipole, forming the hydrogen bond (HB), is found in the direction transverse to this bond. An explicit expression is derived for the autocorrelator that governs the spectrum generated by transverse vibration (TV) of such a dipole. This expression is obtained by analytical solution of the truncated set of recurrence equations. The far infrared (FIR) spectra of ice at the temperature - 7 degrees C are calculated. The wideband, in the wavenumber (frequency) v range 0... 100.0 cm(-1), spectra are obtained for liquid water at room temperature and for supercooled water at -5.6 degrees C. All spectra are represented in terms of the complex permittivity epsilon(v) and the absorption coefficient alpha(v). The obtained analytical formula for epsilon comprises the term epsilon(perpendicular to) pertinent to the studied TV mechanism with three additional terms Delta epsilon(q), Delta epsilon(mu), and epsilon(or) arising, respectively, from: elastic harmonic vibration of charged molecules along the H-bond; elastic reorientation of HB permanent dipoles; and rather free libration of permanent dipoles in 'defects' of water/ice structure. The suggested TV-dielectric relaxation mechanism allows us: (a) to remove the THz 'deficit' of loss epsilon" inherent in previous theoretical studies; (b) to explain the THz loss and absorption spectra in supercooled (SC) water; and (c) to describe, in agreement with the experiment, the low- and high-frequency tails of the two bands of ice H2O located in the range 10...300 cm(-1). Specific THz dielectric properties of SC water are ascribed to association of water molecules, revealed in our study by transverse vibration of HB charged molecules. (C) 2006 Published by Elsevier B.V.

DFT studies of long-chain FAMEs: theoretical justification for determining chain length and unsaturation from experimental Raman spectra

Density functional calculations, using B3LPY/6-31G(d) methods, have been used to investigate the conformations and vibrational (Raman) spectra of a series of long-chain, saturated fatty acid methyl esters (FAMEs) with the formula CH2nO2 (n = 5-21) and two series of unsaturated FAMEs. The calculations showed that the lowest energy conformer within the saturated FAMEs is the simple (all-trans) structure and, in general, it was possible to reproduce experimental data using calculations on only the all-trans conformer. The only exception was C6H12O2, where a second low-lying conformer had to be included in order to correctly simulate the experimental Raman spectrum. The objective of the work was to provide theoretical justification for the methods that are commonly used to determine the properties of the fats and oils, such as chain length and degree of unsaturation, from experimental Raman data. Here it is shown that the calculations reproduce the trends and calibration curves that are found experimentally and also allow the reasons for the failure of what would appear to be rational measurements to be understood. This work shows that although the assumption that each FAME can simply be treated as a collection of functional groups can be justified in some cases, many of the vibrational modes are complex motions of large sections of the molecules and thus would not be expected to show simple linear trends with changes in structure, such as increasing chain length and/or unsaturation. Simple linear trends obtained from experimental data may thus arise from cancellation of opposing effects, rather than reflecting an underlying simplicity.

Nonlinear excitations in electron-positron-ion plasmas in accretion disks of active galactic nuclei

The propagation of acoustic nonlinear excitations in an electron-positron-ion (e-p-i) plasma composed of warm electrons and positrons, as well as hot ions, has been investigated by adopting a two-dimensional cylindrical geometry. The electrons and positrons are modeled by hydrodynamic fluid equations, while the ions are assumed to follow a temperature-parametrized Boltzmann distribution (the fixed ion model is recovered in the appropriate limit). This situation applies in the accretion disk near a black hole in active galactic nuclei, where the ion temperature may be as high as 3 to 300 times that of the electrons. Using a reductive perturbation technique, a cylindrical Kadomtsev-Petviashvili equation is derived and its exact soliton solutions are presented. Furthermore, real situations in which the strength of the nonlinearity may be weak are considered, so that higher-order nonlinearity plays an important role. Accordingly, an extended cylindrical Kadomtsev-Petviashvili equation is derived, which admits both soliton and double-layer solutions. The characteristics of the nonlinear excitations obtained are investigated in detail

An investigation of Fe XVI emission lines in solar and stellar extreme-ultraviolet and soft X-ray spectra

New fully relativistic calculations of radiative rates and electron impact excitation cross-sections for Fe XVI are used to determine theoretical emission-line ratios applicable to the 251-361 and 32-77 angstrom portions of the extreme-ultraviolet (EUV) and soft X-ray spectral regions, respectively. A comparison of the EUV results with observations from the Solar Extreme-Ultraviolet Research Telescope and Spectrograph (SERTS) reveals excellent agreement between theory and experiment. However, for emission lines in the 32-49 angstrom portion of the soft X-ray spectral region, there are large discrepancies between theory and measurement for both a solar flare spectrum obtained with the X-Ray Spectrometer/Spectrograph Telescope (XSST) and for observations of Capella from the Low- Energy Transmission Grating Spectrometer (LETGS) on the Chandra X-ray Observatory. These are probably due to blending in the solar flare and Capella data from both first-order lines and from shorter wavelength transitions detected in second and third order. By contrast, there is very good agreement between our theoretical results and the XSST and LETGS observations in the 50-77 angstrom wavelength range, contrary to previous results. In particular, there is no evidence that the Fe XVI emission from the XSST flare arises from plasma at a much higher temperature than that expected for Fe XVI in ionization equilibrium, as suggested by earlier work.

[Ag(NH3)(2)]ClO4: Crystal structures, phase transition, and vibrational spectra

[Ag(NH3)(2)](ClO4) is obtained from a solution of AgClO4 in cone. ammonia as colourless single crystals (orthorhombic, Pnmn, Z = 4, a = 795.2(1) pm, b 617.7(1) pm, c = 1298.2(2) pm, R-all = 0.0494). The structure consists of linearly coordinated cations, [Ag(NH3)(2)](+), stacked in a staggered conformation and of tetrahedral (ClO4)(-) anions. A first order phase transition was observed between 210 and 200 K and the crystal structure of the low-temperature modification (monoclinic. P2/m, Z = 4, a = 789.9(5) pm, b = 604.1(5) pm, c = 1290.4(5) pm, beta = 97.436(5)degrees, at 170 K, R-all = 0.0636) has also been solved. Spectroscopic investigations (IR/Raman) have been carried out and the assignment of the spectra is discussed.

Hybridization of a class of "second order" models of traffic flow

Despite the simultaneous progress of traffic modelling both on the macroscopic and microscopic front, recent works [E. Bourrel, J.B. Lessort, Mixing micro and macro representation of traffic flow: a hybrid model based on the LWR theory, Transport. Res. Rec. 1852 (2003) 193–200; D. Helbing, M. Treiber, Critical discussion of “synchronized flow”, Coop. Transport. Dyn. 1 (2002) 2.1–2.24; A. Hennecke, M. Treiber, D. Helbing, Macroscopic simulations of open systems and micro–macro link, in: D. Helbing, H.J. Herrmann, M. Schreckenberg, D.E. Wolf (Eds.), Traffic and Granular Flow ’99, Springer, Berlin, 2000, pp. 383–388] highlighted that one of the most promising way to simulate efficiently traffic flow on large road networks is a clever combination of both traffic representations: the hybrid modelling. Our focus in this paper is to propose two hybrid models for which the macroscopic (resp. mesoscopic) part is based on a class of second order model [A. Aw, M. Rascle, Resurection of second order models of traffic flow?, SIAM J. Appl. Math. 60 (2000) 916–938] whereas the microscopic part is a Follow-the Leader type model [D.C. Gazis, R. Herman, R.W. Rothery, Nonlinear follow-the-leader models of traffic flow, Oper. Res. 9 (1961) 545–567; R. Herman, I. Prigogine, Kinetic Theory of Vehicular Traffic, American Elsevier, New York, 1971]. For the first hybrid model, we define precisely the translation of boundary conditions at interfaces and for the second one we explain the synchronization processes. Furthermore, through some numerical simulations we show that the waves propagation is not disturbed and the mass is accurately conserved when passing from one traffic representation to another.

On the treatment of singularities of the Watson Hamiltonian for nonlinear molecules

The applicability of the Watson Hamiltonian for the description of nonlinear molecules—especially triatomic ones—has always been questioned, as the Jacobian of the transformation that leads to the Watson Hamiltonian, vanishes at the linear configuration. This results in singular behavior of the Watson Hamiltonian, giving rise to serious numerical problems in the computation of vibrational spectra, with unphysical, spurious vibrational states appearing among the physical vibrations, especially in the region of highly excited states. In this work, we analyze the problem and propose a simple way to confine the nuclear wavefunction in such a way that the spurious solutions are eliminated. We study the water molecule and observe an improvement compared with previous results. We also apply the method to the van der Walls molecule XeHe2.

Many-body theory of gamma spectra from positron-atom annihilation

A many-body theory approach to the calculation of gamma spectra of positron annihilation on many-electron atoms is developed. We evaluate the first-order correlation correction to the annihilation vertex and perform numerical calculations for the noble gas atoms. Extrapolation with respect to the maximal orbital momentum of the intermediate electron and positron states is used to achieve convergence. The inclusion of correlation corrections improves agreement with experimental gamma spectra.

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.

TIME-RESOLVED ABSORPTION, INFRARED, AND RESONANCE RAMAN-SPECTRA OF THE COMPLEXES [RU(X)(R)(CO)(2)(ALPHA-DIIMINE)] (X=HALIDE R=ALKYL) - INFLUENCE OF X ON THE CHARGE-TRANSFER CHARACTER OF THE LOWEST EXCITED-STATE

Nanosecond time-resolved absorption (TA), resonance Raman (TR(3)), and infrared (TRIR) spectra are reported for several complexes [Ru(X)(R)(CO)(2)(alpha-diimine)] (X = Cl, Br, I; R = Me, Et; alpha-diimine = N,N'-diisopropyl-1,4-diaza-1,3-butadiene (iPr-DAB), pyridine-2-carbaldehyde-N-isopropylimine (iPr-PyCa), 2,2'-bipyridine (bpy)). This is the first instance in which the TA, TR(3), and TRIR techniques have been used to probe excited states in the same series of complexes. The TA spectra of the iodide complexes show a transient absorption between 550 and 700 nm, which does not depend on the solvent but shifts to lower energy in the order iPr-DAB > bpy > iPr-PyCa. This band is assigned to an intraligand transition. For the corresponding chloride and bromide complexes this band occurs at higher energy, most probably because of a change of character of the lowest excited state from XLCT to MLCT. The TRIR spectra show an increase in v(CO) (and k(CO)) on promotion to the excited state; however, the shifts Delta v(CO) show a decrease in the order Cl- > Br- > I-. The TR(3) spectra of the excited complexes [Ru(X)(R)(Co)(2)(iPr-DAB)] show v(s)(CN) of the iPr-DAB ligand 50-80 cm(-1) lower in frequency than for the complexes in their ground state. This frequency shift decreases in the order Cl- > Br- > I-, indicating a decrease of CT character of the lowest excited state in this order. However, going from X = Br to I, the effect on Delta v(CO) is much larger than the decrease of Delta v(s)(CN). This different effect on the CO- and CN-stretching frequencies is assigned to a gradual change in character of the lowest excited state from MLCT to XLCT when Cl- is replaced by Br- and I-. This result confirms a similar conclusion derived from previous resonance Raman and emission experiments on these complexes.

Emission lines of Fe XI in the 257-407 A wavelength region observed in solar spectra from EIS/Hinode and SERTS

Theoretical emission-line ratios involving Fe xi transitions in the 257-407 A wavelength range are derived using fully relativistic calculations of radiative rates and electron impact excitation cross-sections. These are subsequently compared with both long wavelength channel Extreme-Ultraviolet Imaging Spectrometer (EIS) spectra from the Hinode satellite (covering 245-291 A) and first-order observations (similar to 235-449 A) obtained by the Solar Extreme-ultraviolet Research Telescope and Spectrograph (SERTS). The 266.39, 266.60 and 276.36 A lines of Fe xi are detected in two EIS spectra, confirming earlier identifications of these features, and 276.36 A is found to provide an electron density (N-e) diagnostic when ratioed against the 257.55 A transition. Agreement between theory and observation is found to be generally good for the SERTS data sets, with discrepancies normally being due to known line blends, while the 257.55 A feature is detected for the first time in SERTS spectra. The most useful Fe xi electron density diagnostic is found to be the 308.54/352.67 intensity ratio, which varies by a factor of 8.4 between N-e = 108 and 1011 cm-3, while showing little temperature sensitivity. However, the 349.04/352.67 ratio potentially provides a superior diagnostic, as it involves lines which are closer in wavelength, and varies by a factor of 14.7 between N-e = 108 and 1011 cm-3. Unfortunately, the 349.04 A line is relatively weak, and also blended with the second-order Fe x 174.52 A feature, unless the first-order instrument response is enhanced.