Nonlinear effects in the dynamics of transient pattern formation in nematics

A nonlinear calculation of the dynamics of transient pattern formation in the Fréedericksz transition is presented. A Gaussian decoupling is used to calculate the time dependence of the structure factor. The calculation confirms the range of validity of linear calculations argued in earlier work. In addition, it describes the decay of the transient pattern.

Integration of local-scale hydrological and regional-scale geophysical based on a nonlinear Bayesian sequential simulation approach

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the regional scale represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed a downscaling procedure based on a non-linear Bayesian sequential simulation approach. The basic objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity, which is available throughout the model space. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariate kernel density function. This method is then applied to the stochastic integration of low-resolution, re- gional-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities. Finally, the overall viability of this downscaling approach is tested and verified by performing and comparing flow and transport simulation through the original and the downscaled hydraulic conductivity fields. Our results indicate that the proposed procedure does indeed allow for obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Robust Nonlinear Mapping of Soil Contamination Using Support Regression

Spatial data analysis mapping and visualization is of great importance in various fields: environment, pollution, natural hazards and risks, epidemiology, spatial econometrics, etc. A basic task of spatial mapping is to make predictions based on some empirical data (measurements). A number of state-of-the-art methods can be used for the task: deterministic interpolations, methods of geostatistics: the family of kriging estimators (Deutsch and Journel, 1997), machine learning algorithms such as artificial neural networks (ANN) of different architectures, hybrid ANN-geostatistics models (Kanevski and Maignan, 2004; Kanevski et al., 1996), etc. All the methods mentioned above can be used for solving the problem of spatial data mapping. Environmental empirical data are always contaminated/corrupted by noise, and often with noise of unknown nature. That's one of the reasons why deterministic models can be inconsistent, since they treat the measurements as values of some unknown function that should be interpolated. Kriging estimators treat the measurements as the realization of some spatial randomn process. To obtain the estimation with kriging one has to model the spatial structure of the data: spatial correlation function or (semi-)variogram. This task can be complicated if there is not sufficient number of measurements and variogram is sensitive to outliers and extremes. ANN is a powerful tool, but it also suffers from the number of reasons. of a special type ? multiplayer perceptrons ? are often used as a detrending tool in hybrid (ANN+geostatistics) models (Kanevski and Maignank, 2004). Therefore, development and adaptation of the method that would be nonlinear and robust to noise in measurements, would deal with the small empirical datasets and which has solid mathematical background is of great importance. The present paper deals with such model, based on Statistical Learning Theory (SLT) - Support Vector Regression. SLT is a general mathematical framework devoted to the problem of estimation of the dependencies from empirical data (Hastie et al, 2004; Vapnik, 1998). SLT models for classification - Support Vector Machines - have shown good results on different machine learning tasks. The results of SVM classification of spatial data are also promising (Kanevski et al, 2002). The properties of SVM for regression - Support Vector Regression (SVR) are less studied. First results of the application of SVR for spatial mapping of physical quantities were obtained by the authorsin for mapping of medium porosity (Kanevski et al, 1999), and for mapping of radioactively contaminated territories (Kanevski and Canu, 2000). The present paper is devoted to further understanding of the properties of SVR model for spatial data analysis and mapping. Detailed description of the SVR theory can be found in (Cristianini and Shawe-Taylor, 2000; Smola, 1996) and basic equations for the nonlinear modeling are given in section 2. Section 3 discusses the application of SVR for spatial data mapping on the real case study - soil pollution by Cs137 radionuclide. Section 4 discusses the properties of the modelapplied to noised data or data with outliers.

General electromagnetic simulation tool to predict the microwave nonlinear response of planar, arbitrarily-shaped HTS structures

This work describes a simulation tool being developed at UPC to predict the microwave nonlinear behavior of planar superconducting structures with very few restrictions on the geometry of the planar layout. The software is intended to be applicable to most structures used in planar HTS circuits, including line, patch, and quasi-lumped microstrip resonators. The tool combines Method of Moments (MoM) algorithms for general electromagnetic simulation with Harmonic Balance algorithms to take into account the nonlinearities in the HTS material. The Method of Moments code is based on discretization of the Electric Field Integral Equation in Rao, Wilton and Glisson Basis Functions. The multilayer dyadic Green's function is used with Sommerfeld integral formulation. The Harmonic Balance algorithm has been adapted to this application where the nonlinearity is distributed and where compatibility with the MoM algorithm is required. Tests of the algorithm in TM010 disk resonators agree with closed-form equations for both the fundamental and third-order intermodulation currents. Simulations of hairpin resonators show good qualitative agreement with previously published results, but it is found that a finer meshing would be necessary to get correct quantitative results. Possible improvements are suggested.

Nonlinear prediction based on score function

The linear prediction coding of speech is based in the assumption that the generation model is autoregresive. In this paper we propose a structure to cope with the nonlinear effects presents in the generation of the speech signal. This structure will consist of two stages, the first one will be a classical linear prediction filter, and the second one will model the residual signal by means of two nonlinearities between a linear filter. The coefficients of this filter are computed by means of a gradient search on the score function. This is done in order to deal with the fact that the probability distribution of the residual signal still is not gaussian. This fact is taken into account when the coefficients are computed by a ML estimate. The algorithm based on the minimization of a high-order statistics criterion, uses on-line estimation of the residue statistics and is based on blind deconvolution of Wiener systems [1]. Improvements in the experimental results with speech signals emphasize on the interest of this approach.

Multiple scales analysis of nonlinear oscillations of a portal frame foundation for several machines

An analytical study of the nonlinear vibrations of a multiple machines portal frame foundation is presented. Two unbalanced rotating machines are considered, none of them resonant with the lower natural frequencies of the supporting structure. Their combined frequencies is set in such a way as to excite, due to nonlinear behavior of the frame, either the first anti-symmetrical mode (sway) or the first symmetrical mode. The physical and geometrical characteristics of the frame are chosen to tune the natural frequencies of these two modes into a 1:2 internal resonance. The problem is reduced to a two degrees of freedom model and its nonlinear equations of motions are derived via a Lagrangian approach. Asymptotic perturbation solutions of these equations are obtained via the Multiple Scales Method.

Nonlinear dynamics and control of multibody systems

The dynamics of flexible systems, such as robot manipulators , mechanical chains or multibody systems in general, is becoming increasingly important in engineering. This article deals with some nonlinearities that arise in the study of dynamics and control of multibody systems in connection to large rotations. Specifically, a numerical scheme that adresses the conservation of fundamental constants is presented in order to analyse the control-structure interaction problems.

Application of the center manifold theory to the study of slewing flexible Non-ideal structures with nonlinear curvature: a case study

In this paper is Analyzed the local dynamical behavior of a slewing flexible structure considering nonlinear curvature. The dynamics of the original (nonlinear) governing equations of motion are reduced to the center manifold in the neighborhood of an equilibrium solution with the purpose of locally study the stability of the system. In this critical point, a Hopf bifurcation occurs. In this region, one can find values for the control parameter (structural damping coefficient) where the system is unstable and values where the system stability is assured (periodic motion). This local analysis of the system reduced to the center manifold assures the stable / unstable behavior of the original system around a known solution.

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Modeling Energy Futures Returns With Markov Regime Switching Model

Financial time series have a tendency of abruptly changing their behavior and maintain this behavior for several consecutive periods, and commodity futures returns are not an exception. This quality proposes that nonlinear models, as opposed to linear models, can more accurately describe returns and volatility. Markov regime switching models are able to match this behavior and have become a popular way to model financial time series. This study uses Markov regime switching model to describe the behavior of energy futures returns on a commodity level, because studies show that commodity futures are a heterogeneous asset class. The purpose of this thesis is twofold. First, determine how many regimes characterize individual energy commodities’ returns in different return frequencies. Second, study the characteristics of these regimes. We extent the previous studies on the subject in two ways: We allow for the possibility that the number of regimes may exceed two, as well as conduct the research on individual commodities rather than on commodity indices or subgroups of these indices. We use daily, weekly and monthly time series of Brent crude oil, WTI crude oil, natural gas, heating oil and gasoil futures returns over 1994–2014, where available, to carry out the study. We apply the likelihood ratio test to determine the sufficient number of regimes for each commodity and data frequency. Then the time series are modeled with Markov regime switching model to obtain the return distribution characteristics of each regime, as well as the transition probabilities of moving between regimes. The results for the number of regimes suggest that daily energy futures return series consist of three to six regimes, whereas weekly and monthly returns for all energy commodities display only two regimes. When the number of regimes exceeds two, there is a tendency for the time series of energy commodities to form groups of regimes. These groups are usually quite persistent as a whole because probability of a regime switch inside the group is high. However, individual regimes in these groups are not persistent and the process oscillates between these regimes frequently. Regimes that are not part of any group are generally persistent, but show low ergodic probability, i.e. rarely prevail in the market. This study also suggests that energy futures return series characterized with two regimes do not necessarily display persistent bull and bear regimes. In fact, for the majority of time series, bearish regime is considerably less persistent. Rahoituksen aikasarjoilla on taipumus arvaamattomasti muuttaa käyttäytymistään ja jatkaa tätä uutta käyttäytymistä useiden periodien ajan, eivätkä hyödykefutuurien tuotot tee tähän poikkeusta. Tämän ominaisuuden johdosta lineaaristen mallien sijasta epälineaariset mallit pystyvät tarkemmin kuvailemaan esimerkiksi tuottojen jakauman parametreja. Markov regiiminvaihtomallit pystyvät vangitsemaan tämän ominaisuuden ja siksi niistä on tullut suosittuja rahoituksen aikasarjojen mallintamisessa. Tämä tutkimus käyttää Markov regiiminvaihtomallia kuvaamaan yksittäisten energiafutuurien tuottojen käyttäytymistä, sillä tutkimukset osoittavat hyödykefutuurien olevan hyvin heterogeeninen omaisuusluokka. Tutkimuksen tarkoitus on selvittää, kuinka monta regiimiä tarvitaan kuvaamaan energiafutuurien tuottoja eri tuottofrekvensseillä ja mitkä ovat näiden regiimien ominaisuudet. Aiempaa tutkimusta aiheesta laajennetaan määrittämällä regiimien lukumäärä tilastotieteellisen testauksen menetelmin sekä tutkimalla energiafutuureja yksittäin; ei indeksi- tai alaindeksitasolla. Tutkimuksessa käytetään päivä-, viikko- ja kuukausiaikasarjoja Brent-raakaöljyn, WTI-raakaöljyn, maakaasun, lämmitysöljyn ja polttoöljyn tuotoista aikaväliltä 1994–2014, siltä osin kuin aineistoa on saatavilla. Likelihood ratio -testin avulla estimoidaan kaikille aikasarjoille regiimien määrä,jonka jälkeen Markov regiiminvaihtomallia hyödyntäen määritetään yksittäisten regiimientuottojakaumien ominaisuudet sekä regiimien välinen transitiomatriisi. Tulokset regiimien lukumäärän osalta osoittavat, että energiafutuurien päiväkohtaisten tuottojen aikasarjoissa regiimien lukumäärä vaihtelee kolmen ja kuuden välillä. Viikko- ja kuukausituottojen kohdalla kaikkien energiafutuurien prosesseissa regiimien lukumäärä on kaksi. Kun regiimejä on enemmän kuin kaksi, on prosessilla taipumus muodostaa regiimeistä koostuvia ryhmiä. Prosessi pysyy ryhmän sisällä yleensä pitkään, koska todennäköisyys siirtyä ryhmään kuuluvien regiimien välillä on suuri. Yksittäiset regiimit ryhmän sisällä eivät kuitenkaan ole kovin pysyviä. Näin ollen prosessi vaihtelee ryhmän sisäisten regiimien välillä tiuhaan. Regiimit, jotka eivät kuulu ryhmään, ovat yleensä pysyviä, mutta prosessi ajautuu niihin vain harvoin, sillä todennäköisyys siirtyä muista regiimeistä niihin on pieni. Tutkimuksen tulokset osoittavat myös, että prosesseissa, joita ohjaa kaksi regiimiä, nämä regiimit eivät välttämättä ole pysyvät bull- ja bear-markkinatilanteet. Tulokset osoittavat sen sijaan, että bear-markkinatilanne on energiafutuureissa selvästi vähemmän pysyvä.

Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy

In an economy where cash can be stored costlessly (in nominal terms), the nominal interest rate is bounded below by zero. This paper derives the implications of this nonnegativity constraint for the term structure and shows that it induces a nonlinear and convex relation between short- and long-term interest rates. As a result, the long-term rate responds asymmetrically to changes in the short-term rate, and by less than predicted by a benchmark linear model. In particular, a decrease in the short-term rate leads to a decrease in the long-term rate that is smaller in magnitude than the increase in the long-term rate associated with an increase in the short-term rate of the same size. Up to the extent that monetary policy acts by affecting long-term rates through the term structure, its power is considerably reduced at low interest rates. The empirical predictions of the model are examined using data from Japan.

Plasma Polymerised Organic Thin Films-A Study on the Structural, Electrical and Nonlinear Optical Properties for Possible Applications

This proposed thesis is entitled “Plasma Polymerised Organic Thin Films: A study on the Structural, Electrical, and Nonlinear Optical Properties for Possible Applications. Polymers and polymer based materials find enormous applications in the realm of electronics and optoelectronics. They are employed as both active and passive components in making various devices. Enormous research activities are going on in this area for the last three decades or so, and many useful contributions are made quite accidentally. Conducting polymers is such a discovery, and eversince the discovery of conducting polyacetylene, a new branch of science itself has emerged in the form of synthetic metals. Conducting polymers are useful materials for many applications like polymer displays, high density data storage, polymer FETs, polymer LEDs, photo voltaic devices and electrochemical cells. With the emergence of molecular electronics and its potential in finding useful applications, organic thin films are receiving an unusual attention by scientists and engineers alike. This is evident from the vast literature pertaining to this field appearing in various journals. Recently, computer aided design of organic molecules have added further impetus to the ongoing research activities in this area. Polymers, especially, conducting polymers can be prepared both in the bulk and in the thinfilm form. However, many applications necessitate that they are grown in the thin film form either as free standing or on appropriate substrates. As far as their bulk counterparts are concerned, they can be prepared by various polymerisation techniques such as chemical routes and electrochemical means. A survey of the literature reveals that polymers like polyaniline, polypyrrole, polythiophene, have been investigated with a view to studying their structural electrical and optical properties. Among the various alternate techniques employed for the preparation of polymer thin films, the method of plasma polymerisation needs special attention in this context. The technique of plasma polymerisation is an inexpensive method and often requires very less infra structure. This method includes the employment of ac, rf, dc, microwave and pulsed sources. They produce pinhole free homogeneous films on appropriate substrates under controlled conditions. In conventional plasma polymerisation set up, the monomer is fed into an evacuated chamber and an ac/rf/dc/ w/pulsed discharge is created which enables the monomer species to dissociate, leading to the formation of polymer thin films. However, it has been found that the structure and hence the properties exhibited by plasma polymerized thin films are quite different from that of their counterparts produced by other thin film preparation techniques such as electrochemical deposition or spin coating. The properties of these thin films can be tuned only if the interrelationship between the structure and other properties are understood from a fundamental point of view. So very often, a through evaluation of the various properties is a pre-requisite for tailoring the properties of the thin films for applications. It has been found that conjugation is a necessary condition for enhancing the conductivity of polymer thin films. RF technique of plasma polymerisation is an excellent tool to induce conjugation and this modifies the electrical properties too. Both oxidative and reductive doping can be employed to modify the electrical properties of the polymer thin films for various applications. This is where organic thin films based on polymers scored over inorganic thin films, where in large area devices can be fabricated with organic semiconductors which is difficult to achieve by inorganic materials. For such applications, a variety of polymers have been synthesized such as polyaniline, polythiophene, polypyrrole etc. There are newer polymers added to this family every now and then. There are many virgin areas where plasma polymers are yet to make a foray namely low-k dielectrics or as potential nonlinear optical materials such as optical limiters. There are also many materials which are not been prepared by the method of plasma polymerisation. Some of the materials which are not been dealt with are phenyl hydrazine and tea tree oil. The advantage of employing organic extracts like tea tree oil monomers as precursors for making plasma polymers is that there can be value addition to the already existing uses and possibility exists in converting them to electronic grade materials, especially semiconductors and optically active materials for photonic applications. One of the major motivations of this study is to synthesize plasma polymer thin films based on aniline, phenyl hydrazine, pyrrole, tea tree oil and eucalyptus oil by employing both rf and ac plasma polymerisation techniques. This will be carried out with the objective of growing thin films on various substrates such as glass, quartz and indium tin oxide (ITO) coated glass. There are various properties namely structural, electrical, dielectric permittivity, nonlinear optical properties which are to be evaluated to establish the relationship with the structure and the other properties. Special emphasis will be laid in evaluating the optical parameters like refractive index (n), extinction coefficient (k), the real and imaginary components of dielectric constant and the optical transition energies of the polymer thin films from the spectroscopic ellipsometric studies. Apart from evaluating these physical constants, it is also possible to predict whether a material exhibit nonlinear optical properties by ellipsometric investigations. So further studies using open aperture z-scan technique in order to evaluate the nonlinear optical properties of a few selected samples which are potential nonlinear optical materials is another objective of the present study. It will be another endeavour to offer an appropriate explanation for the nonlinear optical properties displayed by these films. Doping of plasma polymers is found to modify both the electrical conductivity and optical properties. Iodine is found to modify the properties of the polymer thin films. However insitu iodine doping is tricky and the film often looses its stability because of the escape of iodine. An appropriate insitu technique of doping will be developed to dope iodine in to the plasma polymerized thin films. Doping of polymer thin films with iodine results in improved and modified optical and electrical properties. However it requires tools like FTIR and UV-Vis-NIR spectroscopy to elucidate the structural and optical modifications imparted to the polymer films. This will be attempted here to establish the role of iodine in the modification of the properties exhibited by the films

Signatures of Higher Functions of Brain Dynamics in Electroencephalogram: A Nonlinear Analysis

The brain with its highly complex structure made up of simple units,imterconnected information pathways and specialized functions has always been an object of mystery and sceintific fascination for physiologists,neuroscientists and lately to mathematicians and physicists. The stream of biophysicists are engaged in building the bridge between the biological and physical sciences guided by a conviction that natural scenarios that appear extraordinarily complex may be tackled by application of principles from the realm of physical sciences. In a similar vein, this report aims to describe how nerve cells execute transmission of signals ,how these are put together and how out of this integration higher functions emerge and get reflected in the electrical signals that are produced in the brain.Viewing the E E G Signal through the looking glass of nonlinear theory, the dynamics of the underlying complex system-the brain ,is inferred and significant implications of the findings are explored.

Bifurcation structure and Lyapunov exponents of a modulated logistic map

We have studied the bifurcation structure of the logistic map with a time dependant control parameter. By introducing a specific nonlinear variation for the parameter, we show that the bifurcation structure is modified qualitatively as well as quantitatively from the first bifurcation onwards. We have also computed the two Lyapunov exponents of the system and find that the modulated logistic map is less chaotic compared to the logistic map.

Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.