Parametric FIR Design of Propagation Loss Filters in Digital Waveguide String Models

One of the attractive features of sound synthesis by physical modeling is the potential to build acoustic-sounding digital instruments that offer more flexibility and different options in its design and control than their real-life counterparts. In order to develop such virtual-acoustic instruments, the models they are based on need to be fully parametric, i.e., all coefficients employed in the model are functions of physical parameters that are controlled either online or at the (offline) design stage. In this letter we show how propagation losses can be parametrically incorporated in digital waveguide string models with the use of zero-phase FIR filters. Starting from the simplest possible design in the form of a three-tap FIR filter, a higher-order FIR strategy is presented and discussed within the perspective of string sound synthesis with digital waveguide models.

Data mining approach identifies research priorities and data requirements for resolving the red algal tree of life

Background. The assembly of the tree of life has seen significant progress in recent years but algae and protists have been largely overlooked in this effort. Many groups of algae and protists have ancient roots and it is unclear how much data will be required to resolve their phylogenetic relationships for incorporation in the tree of life. The red algae, a group of primary photosynthetic eukaryotes of more than a billion years old, provide the earliest fossil evidence for eukaryotic multicellularity and sexual reproduction. Despite this evolutionary significance, their phylogenetic relationships are understudied. This study aims to infer a comprehensive red algal tree of life at the family level from a supermatrix containing data mined from GenBank. We aim to locate remaining regions of low support in the topology, evaluate their causes and estimate the amount of data required to resolve them. Results. Phylogenetic analysis of a supermatrix of 14 loci and 98 red algal families yielded the most complete red algal tree of life to date. Visualization of statistical support showed the presence of five poorly supported regions. Causes for low support were identified with statistics about the age of the region, data availability and node density, showing that poor support has different origins in different parts of the tree. Parametric simulation experiments yielded optimistic estimates of how much data will be needed to resolve the poorly supported regions (ca. 103 to ca. 104 nucleotides for the different regions). Nonparametric simulations gave a markedly more pessimistic image, some regions requiring more than 2.8 105 nucleotides or not achieving the desired level of support at all. The discrepancies between parametric and nonparametric simulations are discussed in light of our dataset and known attributes of both approaches. Conclusions. Our study takes the red algae one step closer to meaningful inclusion in the tree of life. In addition to the recovery of stable relationships, the recognition of five regions in need of further study is a significant outcome of this work. Based on our analyses of current availability and future requirements of data, we make clear recommendations for forthcoming research.

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.

Exact theory for localized envelope modulated electrostatic wavepackets in space and dusty plasmas

Abundant evidence for the occurrence of modulated envelope plasma wave packets is provided by recent satellite missions. These excitations are characterized by a slowly varying localized envelope structure, embedding the fast carrier wave, which appears to be the result of strong modulation of the wave amplitude. This modulation may be due to parametric interactions between different modes or, simply, to the nonlinear (self-)interaction of the carrier wave. A generic exact theory is presented in this study, for the nonlinear self-modulation of known electrostatic plasma modes, by employing a collisionless fluid model. Both cold (zero-temperature) and warm fluid descriptions are discussed and the results are compared. The (moderately) nonlinear oscillation regime is investigated by applying a multiple scale technique. The calculation leads to a Nonlinear Schrodinger-type Equation (NLSE), which describes the evolution of the slowly varying wave amplitude in time and space. The NLSE admits localized envelope (solitary wave) solutions of bright(pulses) or dark- (holes, voids) type, whose characteristics (maximum amplitude, width) depend on intrinsic plasma parameters. Effects like amplitude perturbation obliqueness (with respect to the propagation direction), finite temperature and defect (dust) concentration are explicitly considered. Relevance with similar highly localized modulated wave structures observed during recent satellite missions is discussed.

Electromagnetic pulse compression and energy localization in quantum plasmas

The evolution of the intensity of a relativistic laser beam propagating through a dense quantum plasma is investigated, by considering different plasma regimes. A cold quantum fluid plasma and then a thermal quantum description(s) is (are) adopted, in comparison with the classical case of reference. Considering a Gaussian beam cross-section, we investigate both the longitudinal compression and lateral/longitudinal localization of the intensity of a finite-radius electromagnetic pulse. By employing a quantum plasma fluid model in combination with Maxwell's equations, we rely on earlier results on the quantum dielectric response, to model beam-plasma interaction. We present an extensive parametric investigation of the dependence of the longitudinal pulse compression mechanism on the electron density in cold quantum plasmas, and also study the role of the Fermi temperature in thermal quantum plasmas. Our numerical results show pulse localization through a series of successive compression cycles, as the pulse propagates through the plasma. A pulse of 100 fs propagating through cold quantum plasma is compressed to a temporal size of approximate to 1.35 attosecond and a spatial size of approximate to 1.08 10(-3) cm. Incorporating Fermi pressure via a thermal quantum plasma model is shown to enhance localization effects. A 100 fs pulse propagating through quantum plasma with a Fermi temperature of 350 K is compressed to a temporal size of approximate to 0.6 attosecond and a spatial size of approximate to 2.4 10(-3) cm. (c) 2010 Elsevier B.V. All rights reserved.

Nonlinear Dynamics of Rotating Multi-Component Pair Plasmas and e-p-i Plasmas

The propagation of small amplitude stationary profile nonlinear electrostatic excitations in a pair plasma is investigated, mainly drawing inspiration from experiments on fullerene pair-ion plasmas. Two distinct pair ion species are considered of opposite polarity and same mass, in addition to a massive charged background species, which is assumed to be stationary, given the frequency scale of interest. In the pair-ion context, the third species is thought of as a background defect (e.g. charged dust) component. On the other hand, the model also applies formally to electron-positron-ion (e-p-i) plasmas, if one neglects electron-positron annihilation. A two-fluid plasma model is employed, incorporating both Lorentz and Coriolis forces, thus taking into account the interplay between the gyroscopic (Larmor) frequency ?c and the (intrinsic) plasma rotation frequency O0. By employing a multi-dimensional reductive perturbation technique, a Zakharov-Kuznetsov (ZK) type equation is derived for the evolution of the electric potential perturbation. Assuming an arbitrary direction of propagation, with respect to the magnetic field, we derive the exact form of nonlinear solutions, and study their characteristics. A parametric analysis is carried out, as regards the effect of the dusty plasma composition (background number density), species temperature(s) and the relative strength of rotation to Larmor frequencies. It is shown that the Larmor and mechanical rotation affect the pulse dynamics via a parallel-to-transverse mode coupling diffusion term, which in fact diverges at ?c ? ±2O0. Pulses collapse at this limit, as nonlinearity fails to balance dispersion. The analysis is complemented by investigating critical plasma compositions, in fact near-symmetric (T- ˜ T+) “pure” (n- ˜ n+) pair plasmas, i.e. when the concentration of the 3rd background species is negligible, case in which the (quadratic) nonlinearity vanishes, so one needs to resort to higher order nonlinear theory. A modified ZK equation is derived and analyzed. Our results are of relevance in pair-ion (fullerene) experiments and also potentially in astrophysical environments, e.g. in pulsars.

Significant correlation in linkage signals from genome-wide scans of schizophrenia and schizotypy

Prior family and adoption studies have suggested a genetic relationship between schizophrenia and schizotypy. However, this has never been verified using linkage methods. We therefore attempted to test for a correlation in linkage signals from genome-wide scans of schizophrenia and schizotypy. The Irish study of high-density schizophrenia families comprises 270 families with at least two members with schizophrenia or poor-outcome schizoaffective disorder (n = 637). Non-psychotic relatives were assessed using the structured interview for schizotypy (n = 746). A 10-cM multipoint, non-parametric, autosomal genomewide scan of schizophrenia was performed in Merlin. A scan of a quantitative trait comprising ratings of DSM-III-R criteria for schizotypal personality disorder in non-psychotic relatives was also performed. Schizotypy logarithm of the odds (LOD) scores were regressed onto schizophrenia LOD scores at all loci, with adjustment for spatial autocorrelation. To assess empirical significance, this was also carried out using 1000 null scans of schizotypy. The number of jointly linked loci in the real data was compared to distribution of jointly linked loci in the null scans. No markers were suggestively linked to schizotypy based on strict Lander Kruglyak criteria. Schizotypy LODs predicted schizophrenia LODs above chance expectation genome wide (empirical P = 0.04). Two and four loci yielded nonparametric LOD (NPLs) > 1.0 and > 0.75, respectively, for both schizophrenia and schizotypy (genome-wide empirical P = 0.04 and 0.02, respectively). These results suggest that at least a subset of schizophrenia susceptibility genes also affects schizotypy in non-psychotic relatives. Power may therefore be increased in molecular genetic studies of schizophrenia if they incorporate measures of schizotypy in non-psychotic relatives.

Entangling two distant oscillators with a quantum reservoir

The generation of entanglement between two oscillators that interact via a common reservoir is theoretically studied. The reservoir is modeled by a one-dimensional harmonic crystal initially in thermal equilibrium. Starting from a separable state, the oscillators can become entangled after a transient time, that is of the order of the thermalization time scale. This behaviour is observed at finite temperature even when the oscillators are at a distance significantly larger than the crystal's interparticle spacing. The underlying physical mechanisms can be explained by the dynamical properties of the collective variables of the two oscillators which may decouple from or be squeezed by the reservoir. Our predictions can be tested with an ion chain in a linear Paul trap. Copyright (C) EPLA, 2011

Determining the parametric effectiveness of a CAD model

The motivation for this paper is to present an approach for rating the quality of the parameters in a computer-aided design model for use as optimization variables. Parametric Effectiveness is computed as the ratio of change in performance achieved by perturbing the parameters in the optimum way, to the change in performance that would be achieved by allowing the boundary of the model to move without the constraint on shape change enforced by the CAD parameterization. The approach is applied in this paper to optimization based on adjoint shape sensitivity analyses. The derivation of parametric effectiveness is presented for optimization both with and without the constraint of constant volume. In both cases, the movement of the boundary is normalized with respect to a small root mean squared movement of the boundary. The approach can be used to select an initial search direction in parameter space, or to select sets of model parameters which have the greatest ability to improve model performance. The approach is applied to a number of example 2D and 3D FEA and CFD problems.

The influence of prepulse level on the 3p-3s XUV laser output from Ne-like ions of Zn, Cu and Ni

We have studied the effect of prepulses in enhancing the efficiency of generating ASE beams in soft X-ray laser plasma amplifiers based on pumping Ne-like ions, Slab targets were irradiated with a weak prepulse followed by a main plasma heating pulse of nanosecond duration, Time-integrated; time and spectrally resolved and time and angularly resolved lasing emissions on the 3p-3s (J=0-1) XUV lasing lines of Ne-like Ni, Cu and Zn at wavelengths 232 Angstrom 221 Angstrom and 212 Angstrom respectively have been monitored. Measurements were made for pre-pulse/main-pulse intensity ratios from 10(-5)-10(-1) and for pump delay times of 2 ns and 4.5 ns. Zinc is shown to exhibit a peak in output intensity at similar to 2x10(-3) pre-pulse fraction for a 4.5 ns pump delay, with a main pulse pump intensity of similar to 1.3x10(13) W cm(-2) on a 20 mm target. The Zn lasing emission had a duration of similar to 240 ps and this was insensitive to prepulse fraction. The J=0-1 XUV laser output for nickel and copper increased monotonically with prepulse fraction, with copper targets showing least sensitivity to either prepulse level or prepulse to main pulse delay. Under the conditions of the study, the pre-pulse level was observed to haveno significant influence on the output intensity of the 3p-3s (J=2-1) lines of any of the elements investigated.

PRELIMINARY STUDIES OF RADIATION COUPLING BETWEEN REMOTE SOFT-X-RAY LASER-AMPLIFIERS

Coupling of a soft X-ray laser beam with a relaying concave mirror in a sequentially pumped amplifier geometry using the Ne-like Ge system has been studied experimentally. Preliminary observations indicate an increase in the spatial coherence of the amplified relayed beam. In addition, near-field imaging of one of the amplifier plasmas shows a double-lobed intensity pattern of the emergent beam indicating refractive guiding of the amplified beam with components both normal and tangential to the target surface.

Temporal and Urban Peripheries in Systems Thinking

The “Temporal and Urban Peripheries” is the fall project of the final year of the Architecture program of Izmir University of Economics in Turkey. With a critical and contextual look at the built environment, the studio focuses on the significance of the incorporation of history, urban design, and parametrics in architectural design. This short article presents the thrust of the studio, basic concepts, the process, and outcomes.

Cooperative bank efficiency in Japan: a parametric distance function analysis

This study examines the relative performance of Japanese cooperative banks between 1998 and 2009, explicitly modeling non-performing loans as an undesirable output. Three key findings emerge. First, the sector is characterized by increasing returns to scale which supports the ongoing amalgamation process within the sector. Second, although restricted in product offerings, markets and their membership base, Japanese cooperatives secured both technical progress (a positive shift in the frontier) and a decrease in technical inefficiency (distance from the frontier). Third, the analysis highlighted that regulatory pressure to reduce non-performing loans will have an adverse impact on both output and performance. 

Non-parametric nonlinear system identification: A data-driven orthogonal basis function approach

In this paper, a data driven orthogonal basis function approach is proposed for non-parametric FIR nonlinear system identification. The basis functions are not fixed a priori and match the structure of the unknown system automatically. This eliminates the problem of blindly choosing the basis functions without a priori structural information. Further, based on the proposed basis functions, approaches are proposed for model order determination and regressor selection along with their theoretical justifications. © 2008 IEEE.