Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries. CEPS Working Document No. 395/May 2014

The significant gains in export market shares made in a number of vulnerable euro-area crisis countries have not been accompanied by an appropriate improvement in price competitiveness. This paper argues that, under certain conditions, firms consider export activity as a substitute for serving domestic demand. The strength of the link between domestic demand and exports is dependent on capacity constraints. Our econometric model for six euro-area countries suggests domestic demand pressure and capacity-constraint restrictions as additional variables of a properly specified export equation. As an innovation to the literature, we assess the empirical significance through the logistic and the exponential variant of the non-linear smooth transition regression model. We find that domestic demand developments are relevant for the short-run dynamics of exports in particular during more extreme stages of the business cycle. A strong substitutive relationship between domestic and foreign sales can most clearly be found for Spain, Portugal and Italy, providing evidence of the importance of sunk costs and hysteresis in international trade.

A new analytical solution for water table fluctuations in coastal aquifers with sloping beaches

The Boussinesq equation appears as the zeroth-order term in the shallow water flow expansion of the non-linear equation describing the flow of fluid in an unconfined aquifer. One-dimensional models based on the Boussinesq equation have been used to analyse tide-induced water table fluctuations in coastal aquifers. Previous analytical solutions for a sloping beach are based on the perturbation parameter, epsilon(N) = alphaepsilon cot beta (in which beta is the beach slope, alpha is the amplitude parameter and epsilon is the shallow water parameter) and are limited to tan(-1) (alphaepsilon) much less than beta less than or equal to pi/2. In this paper, a new higher-order solution to the non-linear boundary value problem is derived. The results demonstrate the significant influence of the higher-order components and beach slope on the water table fluctuations. The relative difference between the linear solution and the present solution increases as 6 and a increase, and reaches 7% of the linear solution. (C) 2003 Elsevier Ltd. All rights reserved.

Coral reefs in a century of rapid environmental change

Coral reefs are the most diverse marine ecosystem and embrace possibly millions of plant, animal and protist species. Mutualistic symbioses are a fundamental feature of coral reefs that have been used to explain their structure, biodiversity and existence. Complex inter-relationships between hosts, habitats and symbionts belie closely coupled nutrient and community dynamics that create the circumstances for something from nothing (or the oasis in a nutrient desert). The flip side of these dynamics is a close dependency between species, which results in a series of non-linear relationships as conditions change. These responses are being highlighted as anthropogenic influences increase across the world's tropical and subtropical coastlines. Caribbean as well as Indo-Pacific coral populations are now in a serious decline in many parts of the world. This has resulted in a significant reorganization of how coral reef ecosystems function. Among the spectra of changes brought about by humans is rapid climate change. Mass coral bleaching - the loss of the dinoflagellate symbionts from reef-building corals - and mortality has affected the world's coral reefs with increasing frequency and intensity since the late 1970s. Mass bleaching events, which often cover thousands of square kilometres of coral reefs, are triggered by small increases (+1-3degreesC) in water temperature. These increases in sea temperature are often seen during warm phase weather conditions (e.g. ENSO) and are increasing in size and magnitude. The loss of living coral cover (e.g. 16% globally in 1998, an exceptionally warm year) is resulting in an as yet unspecified reduction in the abundance of a myriad of other species. Projections from general circulation models (GCM) used to project changes in global temperature indicate that conditions even under the mildest greenhouse gas emission scenarios may exceed the thermal tolerances of most reef-building coral communities. Research must now explore key issues such as the extent to which the thermal tolerances of corals and their symbionts are dynamic if bleaching and disease are linked; how the loss of high densities of reef-building coral will affect other dependent species; and, how the loss of coral populations will affect the millions of people globally who depend on coral reefs for their daily survival.

Adaptive phase measurements in linear optical quantum computation

Photon counting induces an effective non-linear optical phase shift in certain states derived by linear optics from single photons. Although this non-linearity is non-deterministic, it is sufficient in principle to allow scalable linear optics quantum computation (LOQC). The most obvious way to encode a qubit optically is as a superposition of the vacuum and a single photon in one mode-so-called 'single-rail' logic. Until now this approach was thought to be prohibitively expensive (in resources) compared to 'dual-rail' logic where a qubit is stored by a photon across two modes. Here we attack this problem with real-time feedback control, which can realize a quantum-limited phase measurement on a single mode, as has been recently demonstrated experimentally. We show that with this added measurement resource, the resource requirements for single-rail LOQC are not substantially different from those of dual-rail LOQC. In particular, with adaptive phase measurements an arbitrary qubit state a alpha/0 > + beta/1 > can be prepared deterministically.

Optimal unravellings for feedback control in linear quantum systems

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case: Given a fixed interaction between the system and the environment what is the optimal measurement on the environment for a particular control problem? We show that for a broad class of optimal (state- based) control problems ( the stationary linear-quadratic-Gaussian class), this question is a semidefinite program. Moreover, the answer also applies to Markovian (current-based) feedback.

Analytical solutions of linear finite- and small-strain one-dimensional consolidation

Analytical solutions are presented for linear finite-strain one-dimensional consolidation of initially unconsolidated soil layers with surcharge loading for both one- and two-way drainage. These solutions complement earlier solutions for initially unconsolidated soil layers without surcharge and initially normally consolidated soil layers with surcharge. Small-strain solutions for the consolidation of initially unconsolidated soil layers with surcharge loading are also presented, and the relationship between the earlier solutions for initially unconsolidated soil without surcharge and the corresponding small-strain solutions, which was not addressed in the earlier work, is clarified. The new solutions for initially unconsolidated soil with surcharge loading can be applied to the analysis of low stress consolidation tests and to the partial validation of numerical solutions of non-linear finite-strain consolidation. They also clarify a formerly perplexing aspect of finite-strain solution charts first noted in numerical solutions. Copyright (C) 2004 John Wiley Sons, Ltd.

On the chaotic rotation of a liquid-filled gyrostat via the Melnikov-Holmes-Marsden integral

The non-linear motions of a gyrostat with an axisymmetrical, fluid-filled cavity are investigated. The cavity is considered to be completely filled with an ideal incompressible liquid performing uniform rotational motion. Helmholtz theorem, Euler's angular momentum theorem and Poisson equations are used to develop the disturbed Hamiltonian equations of the motions of the liquid-filled gyrostat subjected to small perturbing moments. The equations are established in terms of a set of canonical variables comprised of Euler angles and the conjugate angular momenta in order to facilitate the application of the Melnikov-Holmes-Marsden (MHM) method to investigate homoclinic/heteroclinic transversal intersections. In such a way, a criterion for the onset of chaotic oscillations is formulated for liquid-filled gyrostats with ellipsoidal and torus-shaped cavities and the results are confirmed via numerical simulations. (c) 2006 Elsevier Ltd. All rights reserved.

Prediction of chaotic instabilities in a dragline bucket swing

The occurrence of chaotic instabilities is investigated in the swing motion of a dragline bucket during operation cycles. A dragline is a large, powerful, rotating multibody system utilised in the mining industry for removal of overburden. A simplified representative model of the dragline is developed in the form of a fundamental non-linear rotating multibody system with energy dissipation. An analytical predictive criterion for the onset of chaotic instability is then obtained in terms of critical system parameters using Melnikov's method. The model is shown to exhibit chaotic instability due to a harmonic slew torque for a range of amplitudes and frequencies. These chaotic instabilities could introduce irregularities into the motion of the dragline system, rendering the system difficult to control by the operator and/or would have undesirable effects on dragline productivity and fatigue lifetime. The sufficient analytical criterion for the onset of chaotic instability is shown to be a useful predictor of the phenomenon under steady and unsteady slewing conditions via comparisons with numerical results. (c) 2005 Elsevier Ltd. All rights reserved.

A comparison of linear forecasting models and neural networks:an application to Euro inflation and Euro Divisia

Linear models reach their limitations in applications with nonlinearities in the data. In this paper new empirical evidence is provided on the relative Euro inflation forecasting performance of linear and non-linear models. The well established and widely used univariate ARIMA and multivariate VAR models are used as linear forecasting models whereas neural networks (NN) are used as non-linear forecasting models. It is endeavoured to keep the level of subjectivity in the NN building process to a minimum in an attempt to exploit the full potentials of the NN. It is also investigated whether the historically poor performance of the theoretically superior measure of the monetary services flow, Divisia, relative to the traditional Simple Sum measure could be attributed to a certain extent to the evaluation of these indices within a linear framework. Results obtained suggest that non-linear models provide better within-sample and out-of-sample forecasts and linear models are simply a subset of them. The Divisia index also outperforms the Simple Sum index when evaluated in a non-linear framework. © 2005 Taylor & Francis Group Ltd.

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Motion sharpening and contrast:Gain control precedes compressive non-linearity?

Blurred edges appear sharper in motion than when they are stationary. We (Vision Research 38 (1998) 2108) have previously shown how such distortions in perceived edge blur may be accounted for by a model which assumes that luminance contrast is encoded by a local contrast transducer whose response becomes progressively more compressive as speed increases. If the form of the transducer is fixed (independent of contrast) for a given speed, then a strong prediction of the model is that motion sharpening should increase with increasing contrast. We measured the sharpening of periodic patterns over a large range of contrasts, blur widths and speeds. The results indicate that whilst sharpening increases with speed it is practically invariant with contrast. The contrast invariance of motion sharpening is not explained by an early, static compressive non-linearity alone. However, several alternative explanations are also inconsistent with these results. We show that if a dynamic contrast gain control precedes the static non-linear transducer then motion sharpening, its speed dependence, and its invariance with contrast, can be predicted with reasonable accuracy. © 2003 Elsevier Science Ltd. All rights reserved.

Unequal OTDM channels in a 2R regenerated, dispersion managed transmission system

The dynamics of switching and transmission of an optical signal comprising individual OTDM channels of unequal amplitudes in a dispersion-managed link with in-line non-linear fibre loop mirrors is investigated for the first time.

Nonlinearly regenerated long haul data transmission

This thesis experimentally examines the use of different techniques for optical fibre transmission over ultra long haul distances. Its format firstly examines the use of dispersion management as a means of achieving long haul communications. Secondly, examining the use concatenated NOLMs for DM autosoliton ultra long haul propagation, by comparing their performance with a generic system without NOLMs. Thirdly, timing jitter in concatenated NOLM system is examined and compared to the generic system and lastly issues of OTDM amplitude non-uniformity from channel to channel in a saturable absorber, specifically a NOLM, are raised. Transmission at a rate of 40Gbit/s is studied in an all-Raman amplified standard fibre link with amplifier spacing of the order of 80km. We demonstrate in this thesis that the detrimental effects associated with high power Raman amplification can be minimized by dispersion map optimization. As a result, a transmission distance of 1600 km (2000km including dispersion compensating fibre) has been achieved in standard single mode fibre. The use of concatenated NOLMs to provide a stable propagation regime has been proposed theoretically. In this thesis, the observation experimentally of autosoliton propagation is shown for the first time in a dispersion managed optical transmission system. The system is based on a strong dispersion map with large amplifier spacing. Operation at transmission rates of 10, 40 and 80Gbit/s is demonstrated. With an insertion of a stabilizing element to the NOLM, the transmission of a 10 and 20Gbit/s data stream was extended and demonstrated experimentally. Error-free propagation over 100 and 20 thousand kilometres has been achieved at 10 and 20Gbit/s respectively, with terrestrial amplifier spacing. The monitor of timing jitter is of importance to all optical systems. Evolution of timing jitter in a DM autosoliton system has been studied in this thesis and analyzed at bit ranges from 10Gbit/s to 80Gbit/s. Non-linear guiding by in-line regenerators considerably changes the dynamics of jitter accumulation. As transmission systems require higher data rates, the use of OTDM will become more prolific. The dynamics of switching and transmission of an optical signal comprising individual OTDM channels of unequal amplitudes in a dispersion-managed link with in-line non-linear fibre loop mirrors is investigated.

A study of magnetic non-linearity and finite length effects in solid iron subjected to a travelling MMF wave

This thesis describes an experimental and analytic study of the effects of magnetic non-linearity and finite length on the loss and field distribution in solid iron due to a travelling mmf wave. In the first half of the thesis, a two-dimensional solution is developed which accounts for the effects of both magnetic non-linearity and eddy-current reaction; this solution is extended, in the second half, to a three-dimensional model. In the two-dimensional solution, new equations for loss and flux/pole are given; these equations contain the primary excitation, the machine parameters and factors describing the shape of the normal B-H curve. The solution applies to machines of any air-gap length. The conditions for maximum loss are defined, and generalised torque/frequency curves are obtained. A relationship between the peripheral component of magnetic field on the surface of the iron and the primary excitation is given. The effects of magnetic non-linearity and finite length are combined analytically by introducing an equivalent constant permeability into a linear three-dimensional analysis. The equivalent constant permeability is defined from the non-linear solution for the two-dimensional magnetic field at the axial centre of the machine to avoid iterative solutions. In the linear three-dimensional analysis, the primary excitation in the passive end-regions of the machine is set equal to zero and the secondary end faces are developed onto the air-gap surface. The analyses, and the assumptions on which they are based, were verified on an experimental machine which consists of a three-phase rotor and alternative solid iron stators, one with copper end rings, and one without copper end rings j the main dimensions of the two stators are identical. Measurements of torque, flux /pole, surface current density and radial power flow were obtained for both stators over a range of frequencies and excitations. Comparison of the measurements on the two stators enabled the individual effects of finite length and saturation to be identified, and the definition of constant equivalent permeability to be verified. The penetration of the peripheral flux into the stator with copper end rings was measured and compared with theoretical penetration curves. Agreement between measured and theoretical results was generally good.

The spatial patterns of beta-amyloid (Abeta) deposits in elderly non-demented patients and patients with Alzheimer’s disease

The spatial patterns of diffuse, primitive, classic and compact beta-amyloid (Abeta) deposits were studied in the medial temporal lobe in 14 elderly, non-demented patients (ND) and in nine patients with Alzheimer’s disease (AD). In both patient groups, Abeta deposits were clustered and in a number of tissues, a regular periodicity of Abeta deposit clusters was observed parallel to the tissue boundary. The primitive deposit clusters were significantly larger in the AD cases but there were no differences in the sizes of the diffuse and classic deposit clusters between patient groups. In AD, the relationship between Abeta deposit cluster size and density in the tissue was non-linear. This suggested that cluster size increased with increasing Abeta deposit density in some tissues while in others, Abeta deposit density was high but contained within smaller clusters. It was concluded that the formation of large clusters of primitive deposits could be a factor in the development of AD.