860 resultados para array microstructure


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This is the first paper to examine the microstructure of the Irish Stock Market empirically and is motivated by the adoption, on June 7th of Xetra the modern pan European auction trading system. Prior to this the exchange utilized an antiquated floor based system. This change was an important event for the market as a rich literature exists to suggest that the trading system exerts a strong influence over the behavior of security returns. We apply the ICSS algorithm of Inclan and Tiao (1994) to discover whether the change to the trading system caused a shift in unconditional volatility at the time Xetra was introduced. Because the trading mechanism can influence volatility in a number of ways we also estimate the partial adjustment coefficients of the Amihud and Mendelson (1987) model prior and subsequent to the introduction of Xetra. Although we find no evidence of volatility changes associated with the introduction of Xetra we do find evidence of an increase in the speed of adjustment (JEL: G15).

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This thesis presents detailed investigation of UV inscribed fibre grating based devices and novel developments in the applications of such devices in optical sensing and fibre laser systems. The major contribution of this PhD programme includes the systematic study on fabrication, spectral characteristics and applications of different types of UV written in-fibre gratings such as Type I and IA Fibre Bragg Gratings (FBGs), Chirped Fibre Bragg Gratings (CFBGs) and Tilted Fibre Gratings (TFGs) with small, large and 45º tilted structures inscribed in normal silica fibre. Three fabrication techniques including holographic, phase-mask and blank beam exposure scanning, which were employed to fabricate a range of gratings in standard single mode fibre, are fully discussed. The thesis reports the creation of smart structures with self-sensing capability by embedding FBG-array sensors in Al matrix composite. In another part of this study, we have demonstrated the particular significant improvements made in sensitising standard FBGs to the chemical surrounding medium by inducing microstructure to the grating by femtosecond (fs) patterning assisted chemical etching technique. Also, a major work is presented for the investigation on the structures, inscription methods and spectral Polarisation Dependent Loss (PDL) and thermal characteristics of different angle TFGs. Finally, a very novel application in realising stable single polarisation and multiwavelength switchable Erbium Doped Fibre Lasers (EDFLs) using intracavity polarisation selective filters based on TFG devices with tilted structures at small, large and exact 45° angles forms another important contribution of this thesis.

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The authors have demonstrated an optical fibre grating based delay line which produces time delays in increments as small as 31 ps. The device could provide a true time delay component for a phased array antenna

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Sensory cells usually transmit information to afferent neurons via chemical synapses, in which the level of noise is dependent on an applied stimulus. Taking into account such dependence, we model a sensory system as an array of LIF neurons with a common signal. We show that information transmission is enhanced by a nonzero level of noise. Moreover, we demonstrate a phenomenon similar to suprathreshold stochastic resonance with additive noise. We remark that many properties of information transmission found for the LIF neurons was predicted by us before with simple binary units [Phys. Rev. E 75, 021121 (2007)]. This confirmation of our predictions allows us to point out identical roots of the phenomena found in the simple threshold systems and more complex LIF neurons.

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The purpose of this thesis is to shed more light in the FX market microstructure by examining the determinants of bid-ask spread for three currencies pairs, the US dollar/Japanese yen, the British pound/US dollar and the Euro/US dollar in different time zones. I examine the commonality in liquidity with the elaboration of FX market microstructure variables in financial centres across the world (New York, London, Tokyo) based on the quotes of three exchange rate currency pairs over a ten-year period. I use GARCH (1,1) specifications, ICSS algorithm, and vector autoregression analysis to examine the effect of trading activity, exchange rate volatility and inventory holding costs on both quoted and relative spreads. ICSS algorithm results show that intraday spread series are much less volatile compared to the intraday exchange rate series as the number of change points obtained from ICSS algorithm is considerably lower. GARCH (1,1) estimation results of daily and intraday bid-ask spreads, show that the explanatory variables work better when I use higher frequency data (intraday results) however, their explanatory power is significantly lower compared to the results based on the daily sample. This suggests that although daily spreads and intraday spreads have some common determinants there are other factors that determine the behaviour of spreads at high frequencies. VAR results show that there are some differences in the behaviour of the variables at high frequencies compared to the results from the daily sample. A shock in the number of quote revisions has more effect on the spread when short term trading intervals are considered (intra-day) compared to its own shocks. When longer trading intervals are considered (daily) then the shocks in the spread have more effect on the future spread. In other words, trading activity is more informative about the future spread when intra-day trading is considered while past spread is more informative about the future spread when daily trading is considered

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The channelled spectrum of an optical beam generated by a laser diode operated below threshold after traversing microscope glass plates is spectrally analysed using a grating and a CCD linear array. The experiment has the following goals: to display the resulting channelled spectrum, to familiarize students with an important topic in metrology and to illustrate some interesting topics from spectroscopy using a CCD array as a spectrometer.

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A novel form of low coherence interferometric sensor is described. The channelled spectrum produced by illuminating a sensing interferometer with a broadband source is analysed directly using a CCD array. The system currently provides unambiguous measurement over a range of 1.5 mm with an accuracy of better than 6 µm.

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Investigations concentrated on the styrene butadiene rubber (SBR) latex and formulations included standard carboxylated and special carboxylated latexes. The aqueous component, containing the stabilisers and antifoaming agent but not the polymer solids, was also used. For comparison, limited investigations were carried out using other polymer types e.g. acrylic, ethylene-vinyl acetate (EVA), and redispersible powders rather than emulsions. The major findings were: 1) All latex systems investigated acted as retarders for cement hydration. The extent of retardation depends on the type of polymer. The mechanism for cement hydration may be changed, and excessive retardation influences properties. 2) Polymer modified cements exhibited either similar or coarser pore structures compared with unmodified cements. Results suggest that polymer mainly exists in a mixture of cement hydrates and polymer phase. Very little evidence was found for the formation of a distinct polymer film phase. 3) During the first few days of curing the polymer solids are removed from the pore solution and concentrations of OH-, Na+ and K+ are reduced. These observations are probably a result of polymer-cement surface interactions since there was no evidence of any chemical reactions or degradation of the polymer. 4) Improved diffusional resistance of modified cements depends on the ability to achieve adequate workability at low w/c ratio, rather than modification of matrix structure.

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Linear Elastic Fracture Mechanics has been used to study the microstructural factors controlling the strength and toughness of two alpha-beta, titanium alloys. Fracture toughness was found to be independent of orientation for alloy Ti/6A1/4-V, but orientation dependent for IMI 700, bend and tension specimens giving similar toughness values. Increasing the solution temperature led to the usual inverse relationship between strength and toughness, with toughness becoming a minimum as the beta transus was approached. The production of a double heat treated microstructure led to a 100% increase in toughness in the high strength alloy and a 20% increase in alloy Ti/6A1/4V, with little decrease in strength. The double heat treated microstruoture was produced by cooling from the beta field into the alpha beta field, followed. by conventional solution treatment and ageing. Forging above the beta transus led to an increase in toughness over alpha beta forging in the high strength alloy, but had little effect on the toughness of Ti/6A1/4V. Light and electron microscopy showed that the increased toughness resulted from the alpha phase being changed from mainly continuous to a discontinuous platelet form in a transformed beta matrix. Void formation occurred at the alpha-beta interface and crack propagation was via the interface or across the platelet depending on which process required the least energy. Varying the solution treatment temperature produced a varying interplatelet spacing and platelet thickness. The finest interplatelet spacing was associated with the highest toughness, since a higher applied stress was required to give the necessary stress concentration to initiate void formation. The thickest alpha platelet size gave the highest toughness which could be interpreted in terms of Krafftt's "process zone size" and the critical crack tip displacement criterion by Hahn and Rosenfield from an analysis by Goodier and Field.

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The fabrication of in-fibre Bragg gratings, and the application of arrays of such gratings as strain sensors and as true time delay elements for the control of phased array antennas is reported. Chirped period Bragg gratings were produced using the fibre deformation fabrication technique, with chirps of between 2.9nm and 17.3nm achieved. Arrays of 5mm and 2mm long uniform period Bragg gratings were fabricated using the inscription method, for use as true time delay elements,dissimilar wavefronts and their spectral characteristics recorded. The uniform period grating arrays were used to create minimum time delays of 9.09ps, 19.02ps and 31ps; making them suitable for controlling phased array antennas operating at RF frequencies of up to 3GHz, with 10° phase resolution. Four 4mm long chirped gratings were produced using the dissimilar wavefronts fabrication method, having chirps of 7nm, 12nm, 20nm and 30nm, and were used to create time delays of between 0.3ps and 59ps. Hence they are suitable for controlling phased array antennas at RF frequencies of up to 48GHz. The application of in fibre Bragg gratings as strain sensors within smart structure materials was investigated, with their sensitivity to applied strain and compression measured for both embedded and surface mounted uniform period and fibre Fabry-Perot filter gratings. A fibre Bragg grating sensor demultiplexing scheme based on a liquid crystal filled Fabry-Perot etalon tuneable transmission filter was proposed, successfully constructed and fully characterised. Three characteristics of the LCFP etalon were found to pose operational limitations to its application in a Bragg grating sensor system; most significantly, the resonance peak wavelength was highly (-2,77nm/°C) temperature dependent. Several methods for minimising this temperature sensitivity were investigated, but enjoyed only limited success. It was therefore concluded that this type (E7 filled) of LCFP etalon is unsuitable for use as a Bragg grating sensor demultiplexing element.