Boundary value problems for third-order linear PDEs in time-dependent domains

We present the extension of a methodology to solve moving boundary value problems from the second-order case to the case of the third-order linear evolution PDE qt + qxxx = 0. This extension is the crucial step needed to generalize this methodology to PDEs of arbitrary order. The methodology is based on the derivation of inversion formulae for a class of integral transforms that generalize the Fourier transform and on the analysis of the global relation associated with the PDE. The study of this relation and its inversion using the appropriate generalized transform are the main elements of the proof of our results.

Enhanced second order non-linear optical properties of silica sol-gel thin films through photo-induced poling

Sol-gel derived inorganic materials are of interest as hosts for non-linear optically active guest molecules and they offer particular advantages in the field of non-linear optics. Orientationally ordered glasses have been prepared using a sol-gel system based on tetramethoxysilane, methyltrimethoxysilane and a non-linear optical chromophore Disperse Red 1. The novel technique of photo-induced poling was used to generate enhanced levels of polar order. The level of enhancement is strongly dependent on the extent of gelation and an optimum preparation time of ∼100 h led to an enhancement factor of ∼5. Films prepared in this manner exhibited a high stability of the polar order.

On SETAR non-linearity and forecasting

We compare linear autoregressive (AR) models and self-exciting threshold autoregressive (SETAR) models in terms of their point forecast performance, and their ability to characterize the uncertainty surrounding those forecasts, i.e. interval or density forecasts. A two-regime SETAR process is used as the data-generating process in an extensive set of Monte Carlo simulations, and we consider the discriminatory power of recently developed methods of forecast evaluation for different degrees of non-linearity. We find that the interval and density evaluation methods are unlikely to show the linear model to be deficient on samples of the size typical for macroeconomic data

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

This paper proposes and implements a new methodology for forecasting time series, based on bicorrelations and cross-bicorrelations. It is shown that the forecasting technique arises as a natural extension of, and as a complement to, existing univariate and multivariate non-linearity tests. The formulations are essentially modified autoregressive or vector autoregressive models respectively, which can be estimated using ordinary least squares. The techniques are applied to a set of high-frequency exchange rate returns, and their out-of-sample forecasting performance is compared to that of other time series models

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Testing for non-linearity in daily sterling exchange rates

A number of tests for non-linear dependence in time series are presented and implemented on a set of 10 daily sterling exchange rates covering the entire post Bretton-Woods era until the present day. Irrefutable evidence of non-linearity is shown in many of the series, but most of this dependence can apparently be explained by reference to the GARCH family of models. It is suggested that the literature in this area has reached an impasse, with the presence of ARCH effects clearly demonstrated in a large number of papers, but with the tests for non-linearity which are currently available being unable to classify any additional non-linear structure.

English-Spanish bilingual learners of Portuguese as a third language: non-redundant acquisition and its typological nature

This chapter has two goals: (a) to discuss the Spanish-Portuguese interface in current formal language acquisition research and (b) to highlight the contributions of this language pairing in the emerging field of formal third language acquisition. The authors discuss two L3 acquisition studies (Montrul, Dias, & Santos, 2011; Giancaspro, Halloran, & Iverson, in press) examining Differential Object Marking, a morphological case marker present in Spanish but not in Portuguese, arguing that the results show how data from Spanish-English bilinguals learning Brazilian Portuguese as an L3 illuminate the deterministic role of structural and typological similarity in linguistic transfer. The data provide supportive evidence for only one of three existing L3 transfer models: the Typological Proximity Model (Rothman, 2010, 2011, 2013).

Third-order nonlinearity of Er(3+)-doped lead phosphate glass

The third-order optical susceptibility and dispersion of the linear refractive index of Er(3+)-doped lead phosphate glass were measured in the wavelength range between 400 and 1940 nm by using the spectrally resolved femtosecond Maker fringes technique. The nonlinear refractive index obtained from the third-order susceptibility was found to be five times higher than that of silica, indicating that Er(3+)-doped lead phosphate glass is a potential candidate to be used as the base component for the fabrication of photonic devices. For comparison purposes, the Z-scan technique was also employed to obtain the values of the nonlinear refractive index of Er(3+)-doped lead phosphate glass at several wavelengths, and the values obtained using the two techniques agree to within 15%.

RINEX_HO: second- and third-order ionospheric corrections for RINEX observation files

When GNSS receivers capable of collecting dual-frequency data are available, it is possible to eliminate the first-order ionospheric effect in the data processing through the ionosphere-free linear combination. However, the second- and third-order ionospheric effects still remain. The first-, second- and third-order ionospheric effects are directly proportional to the total electron content (TEC), although the second- and third-order effects are influenced, respectively, by the geomagnetic field and the maximum electron density. In recent years, the international scientific community has given more attention to these kinds of effects and some works have shown that for high precision GNSS positioning these effects have to be taken into consideration. We present a software tool called RINEX_HO that was developed to correct GPS observables for second- and third-order ionosphere effects. RINEX_HO requires as input a RINEX observation file, then computes the second- and third-order ionospheric effects, and applies the corrections to the original GPS observables, creating a corrected RINEX file. The mathematical models implemented to compute these effects are presented, as well as the transformations involving the earth's magnetic field. The use of TEC from global ionospheric maps and TEC calculated from raw pseudorange measurements or pseudoranges smoothed by phase is also investigated.

Second and Third Order Ionospheric Effects on GNSS Positioning: A Case Study in Brazil

The Global Positioning System (GPS) transmits signals in two frequencies. It allows the correction of the first order ionospheric effect by using the ionosphere free combination. However, the second and third order ionospheric effects, which combined may cause errors of the order of centimeters in the GPS measurements, still remain. In this paper the second and third order ionospheric effects, which were taken into account in the GPS data processing in the Brazilian region, were investigated. The corrected and not corrected GPS data from these effects were processed in the relative and precise point positioning (PPP) approaches, respectively, using Bernese V5.0 software and the PPP software (GPSPPP) from NRCAN (Natural Resources Canada). The second and third order corrections were applied in the GPS data using an in-house software that is capable of reading a RINEX file and applying the corrections to the GPS observables, creating a corrected RINEX file. For the relative processing case, a Brazilian network with long baselines was processed in a daily solution considering a period of approximately one year. For the PPP case, the processing was accomplished using data collected by the IGS FORT station considering the period from 2001 to 2006 and a seasonal analysis was carried out, showing a semi-annual and an annual variation in the vertical component. In addition, a geographical variation analysis in the PPP for the Brazilian region has confirmed that the equatorial regions are more affected by the second and third order ionospheric effects than other regions.

4f-4f intensities of the Tm3+ ions in fluoroindate glasses: the influence of third-order effects through odd intensity parameters

In this work an analysis of the phenomenological Omega(lambda) intensity parameters for the Tm3+ ion in fluoroindate glass is made using the standard Judd-Ofelt theory, and a modified oscillator strength taking into account odd-order contributions is utilized. Different sets of phenomenological intensity parameters Omega(lambda) (lambda=1,2,3,4,5,6) are discussed. The set of better quality is used to analyze the influence of third-order effects through odd intensity parameters in the new approximation. Fluoroindate glasses of compositions (40-x)InF3-20ZnF(2)-20SrF(2)-16BaF(2)-2GdF(3)-2NaF-xTmF(3) with x=1, 2 and 3 mol% were prepared, and the absorption spectra at room temperature in the spectral range from 300 to 2500 nm were obtained. The experimental oscillator strengths determined from the area under the absorption band are compared to the calculated ones. (C) 1998 Elsevier B.V. S.A.

Nonresonant third-order nonlinearity of antimony glasses at telecom wavelengths

We report measurements of the nonresonant nonlinear refractive index n(2) in antimony glasses at telecom wavelengths. The measurements were performed using the Z-scan technique with a 130 fs pulsed laser operating at five wavelengths in the range of 1400-1600 nm. Values of n(2)approximate to 10(-15) cm(2)/W were measured and a negligible two-photon absorption coefficient (< 0.003 cm/GW) was estimated for all glasses compositions. The samples present a good figure of merit for ultrafast all-optical switching. (c) 2006 American Institute of Physics.

Nonresonant third-order nonlinear properties of NaPO3-WO3-Bi2O3 glasses in the near infrared

nonlinear (NL) refractive index, n(2), of NaPO3-WO3-Bi2O3 glass with different relative amounts of the constituents was measured at 1064 and 800 nm using the Z-scan and the thermally managed eclipse Z-scan techniques, respectively. The values of n(2) >= 10(-15) cm(2)/W and negligible NL absorption coefficient were determined. The large values of the NL refractive index and the very small NL absorption indicate that these materials have large potential for all-optical switching applications. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3212972]