Tests of Joint Hypotheses for Time Series Regression with a Unit Root

This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).

Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

The tautomerism, solvatochromism and non-linear optical properties of fluorescent 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine

The Schiff base, 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine, was synthesized by the condensation of 3-hydroxyquinoxaline-2-carboxaldehyde with 4-aminoantipyrine. HPLC, FT-IR and NMR spectral data revealed that the compound exists predominantly in the amide tautomeric form and exhibits both absorption and fluorescence solvatochromism, large stokes shift, two electron quasireversible redox behaviour and good thermal stability, with a glass transition temperature of 104oC. The third-order non-linear optical character was studied using open aperture Z-scan methodology employing 7 ns pulses at 532 nm. The third-order non-linear absorption coefficient, b, was 1.48 x 10-6 cm W-1 and the imaginary part of the third-order non-linear optical susceptibility, Im c(3), was 3.36 x10-10 esu. The optical limiting threshold for the compound was found to be 340 MW cm-2.

The tautomerism, solvatochromism and non-linear optical properties of fluorescent 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine

The Schiff base, 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine, was synthesized by the condensation of 3-hydroxyquinoxaline-2-carboxaldehyde with 4-aminoantipyrine. HPLC, FT-IR and NMR spectral data revealed that the compound exists predominantly in the amide tautomeric form and exhibits both absorption and fluorescence solvatochromism, large stokes shift, two electron quasireversible redox behaviour and good thermal stability, with a glass transition temperature of 104 oC. The third-order non-linear optical character was studied using open aperture Z-scan methodology employing 7 ns pulses at 532 nm. The third-order non-linear absorption coefficient, b, was 1.48 x 10-6 cm W-1 and the imaginary part of the third-order non-linear optical susceptibility, Im c(3), was 3.36x10-10 esu. The optical limiting threshold for the compound was found to be 340 MW cm-2.

Structural Characterization and Non-linear Optical Properties of Metal Complexes of Some Donor-Acceptor Substituted N-salicylidene-N' -aroylhydrazine Ligands

The present work deals with the complexation of Schiff bases of aroylhydrazines with various transition metal ions. The hydrazone systems selected for study have long 7I:-delocalized chain in the ligand molecule itself, which get intensified due to metal-to-ligand or ligand-to-metal charge transfer excitations upon coordination. Complexation with metal ions like copper, nickel, cobalt, manganese, iron, zinc and cadmium are tried. Various spectral techniques are employed for characterization. The structures of some complexes have been well established by single crystal X-ray diffraction studies. The nonIinaer optical studies of the ligands and complexes synthesized have been studied by hyper-Rayleigh scattering technique.The work is presented in seven chapters and the last one deals with summary and conclusion. One of the hydrazone system selected for study proved that it could give rise to polymeric metal complexes. Some of the copper, nickel, zinc and cadmium complexes showed non-linear optical activity. The NLO studies of manganese and iron showed negative result, may be due to the inversion centre of symmetry within the molecular lattice.

Some non- linear problems in theoretical physics

An immense variety of problems in theoretical physics are of the non-linear type. Non~linear partial differential equations (NPDE) have almost become the rule rather than an exception in diverse branches of physics such as fluid mechanics, field theory, particle physics, statistical physics and optics, and the construction of exact solutions of these equations constitutes one of the most vigorous activities in theoretical physics today. The thesis entitled ‘Some Non-linear Problems in Theoretical Physics’ addresses various aspects of this problem at the classical level. For obtaining exact solutions we have used mathematical tools like the bilinear operator method, base equation technique and similarity method with emphasis on its group theoretical aspects. The thesis deals with certain methods of finding exact solutions of a number of non-linear partial differential equations of importance to theoretical physics. Some of these new solutions are of relevance from the applications point of view in diverse branches such as elementary particle physics, field theory, solid state physics and non-linear optics and give some insight into the stable or unstable behavior of dynamical Systems The thesis consists of six chapters.

Fluid mechanics-non-linear waves studies on korteweg-de vries equations

In this thesis the author has presented qualitative studies of certain Kdv equations with variable coefficients. The well-known KdV equation is a model for waves propagating on the surface of shallow water of constant depth. This model is considered as fitting into waves reaching the shore. Renewed attempts have led to the derivation of KdV type equations in which the coefficients are not constants. Johnson's equation is one such equation. The researcher has used this model to study the interaction of waves. It has been found that three-wave interaction is possible, there is transfer of energy between the waves and the energy is not conserved during interaction.

Design and Synthesis of Donor-Acceptor Low Band Gap Copolymers for Photoconductive and Non-linear Optical Applications

The main focus of the present study was to develop ideal low band gap D-A copolymers for photoconducting and non-linear optical applications. This chapter summarizes the overall research work done. Designed copolymers were synthesized via direct arylation or Suzuki coupling reactions. Copolymers were characterized by theoretical and experimental methods. The suitability of these copolymers in photoconducting and optical limiting devices has been investigated.The results suggest that the copolymers investigated in the present study have a good non-linear optical response and are comparable to or even better than the D-A copolymers reported in the literature and hence could be chosen as ideal candidates with potential applications for non-linear optics. The results also show that the structures of the polymers have great impact on NLO properties. Copolymers studied here exhibits good optical limiting property at 532 nm wavelength due to two-photon absorption (TPA) process. The results revealed that the two copolymers, (P(EDOT-BTSe) and P(PH-TZ)) exhibited strong two-photon absorption and superior optical power limiting properties, which are much better than that of others.

Non-linear mechanical behavior of the elastomer polydimethylsiloxane (PDMS) used in the manufacture of microfluidic devices

Polydimethylsiloxane (PDMS) is the elastomer of choice to create a variety of microfluidic devices by soft lithography techniques (eg., [1], [2], [3], [4]). Accurate and reliable design, manufacture, and operation of microfluidic devices made from PDMS, require a detailed characterization of the deformation and failure behavior of the material. This paper discusses progress in a recently-initiated research project towards this goal. We have conducted large-deformation tension and compression experiments on traditional macroscale specimens, as well as microscale tension experiments on thin-film (≈ 50µm thickness) specimens of PDMS with varying ratios of monomer:curing agent (5:1, 10:1, 20:1). We find that the stress-stretch response of these materials shows significant variability, even for nominally identically prepared specimens. A non-linear, large-deformation rubber-elasticity model [5], [6] is applied to represent the behavior of PDMS. The constitutive model has been implemented in a finite-element program [7] to aid the design of microfluidic devices made from this material. As a first attempt towards the goal of estimating the non-linear material parameters for PDMS from indentation experiments, we have conducted micro-indentation experiments using a spherical indenter-tip, and carried out corresponding numerical simulations to verify how well the numerically-predicted P(load-h(depth of indentation) curves compare with the corresponding experimental measurements. The results are encouraging, and show the possibility of estimating the material parameters for PDMS from relatively simple micro-indentation experiments, and corresponding numerical simulations.

Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed at different points in time. Inherently, then, a compositional time series is a multivariate time series with important constraints on the variables observed at any instance in time. Although this type of data frequently occurs in situations of real practical interest, a trawl through the statistical literature reveals that research in the field is very much in its infancy and that many theoretical and empirical issues still remain to be addressed. Any appropriate statistical methodology for the analysis of compositional time series must take into account the constraints which are not allowed for by the usual statistical techniques available for analysing multivariate time series. One general approach to analyzing compositional time series consists in the application of an initial transform to break the positive and unit sum constraints, followed by the analysis of the transformed time series using multivariate ARIMA models. In this paper we discuss the use of the additive log-ratio, centred log-ratio and isometric log-ratio transforms. We also present results from an empirical study designed to explore how the selection of the initial transform affects subsequent multivariate ARIMA modelling as well as the quality of the forecasts