Non-commutative symbolic coding

Gohm, Rolf; Kummerer, B.; Lang, T., (2006) 'Non-commutative symbolic coding', Ergodic Theory and Dynamical Systems 26(5) pp.1521-1548 RAE2008

Steady-state motion of a Mode-III crack on imperfect interfaces

Mishuris, Gennady; Movchan, N.V.; Movchan, A.B., (2006) 'Steady-state motion of a Mode-III crack on imperfect interfaces', Quarterly Journal of Mechanics and Applied Mathematics 59(4) pp.487-516 RAE2008

Contraction/expansion flows: The pressure drop and related issues

Binding, David; Phillips, P.M.; Philips, T.N., (2006) 'Contraction/expansion flows: The pressure drop and related issues', Journal of Non-Newtonian Fluid Mechanics 137 pp.31-38 RAE2008

Estimation of long-run parameters in unbalanced cointegration

This paper analyses the asymptotic properties of nonlinear least squares estimators of the long run parameters in a bivariate unbalanced cointegration framework. Unbalanced cointegration refers to the situation where the integration orders of the observables are different, but their corresponding balanced versions (with equal integration orders after filtering) are cointegrated in the usual sense. Within this setting, the long run linkage between the observables is driven by both the cointegrating parameter and the difference between the integration orders of the observables, which we consider to be unknown. Our results reveal three noticeable features. First, superconsistent (faster than √ n-consistent) estimators of the difference between memory parameters are achievable. Next, the joint limiting distribution of the estimators of both parameters is singular, and, finally, a modified version of the ‘‘Type II’’ fractional Brownian motion arises in the limiting theory. A Monte Carlo experiment and the discussion of an economic example are included.

INVESTIGATION OF BUBBLE DYNAMICS AND HEATING DURING FOCUSED ULTRASOUND INSONATION IN TISSUE-MIMICKING MATERIALS

The deposition of ultrasonic energy in tissue can cause tissue damage due to local heating. For pressures above a critical threshold, cavitation will occur in tissue and bubbles will be created. These oscillating bubbles can induce a much larger thermal energy deposition in the local region. Traditionally, clinicians and researchers have not exploited this bubble-enhanced heating since cavitation behavior is erratic and very difficult to control. The present work is an attempt to control and utilize this bubble-enhanced heating. First, by applying appropriate bubble dynamic models, limits on the asymptotic bubble size distribution are obtained for different driving pressures at 1 MHz. The size distributions are bounded by two thresholds: the bubble shape instability threshold and the rectified diffusion threshold. The growth rate of bubbles in this region is also given, and the resulting time evolution of the heating in a given insonation scenario is modeled. In addition, some experimental results have been obtained to investigate the bubble-enhanced heating in an agar and graphite based tissue- mimicking material. Heating as a function of dissolved gas concentrations in the tissue phantom is investigated. Bubble-based contrast agents are introduced to investigate the effect on the bubble-enhanced heating, and to control the initial bubble size distribution. The mechanisms of cavitation-related bubble heating are investigated, and a heating model is established using our understanding of the bubble dynamics. By fitting appropriate bubble densities in the ultrasound field, the peak temperature changes are simulated. The results for required bubble density are given. Finally, a simple bubbly liquid model is presented to estimate the shielding effects which may be important even for low void fraction during high intensity focused ultrasound (HIFU) treatment.

PROPAGATION OF SONIC BOOMS THROUGH A REAL, STRATIFIED ATMOSPHERE

Sonic boom propagation in a quiet) stratified) lossy atmosphere is the subject of this dissertation. Two questions are considered in detail: (1) Does waveform freezing occur? (2) Are sonic booms shocks in steady state? Both assumptions have been invoked in the past to predict sonic boom waveforms at the ground. A very general form of the Burgers equation is derived and used as the model for the problem. The derivation begins with the basic conservation equations. The effects of nonlinearity) attenuation and dispersion due to multiple relaxations) viscosity) and heat conduction) geometrical spreading) and stratification of the medium are included. When the absorption and dispersion terms are neglected) an analytical solution is available. The analytical solution is used to answer the first question. Geometrical spreading and stratification of the medium are found to slow down the nonlinear distortion of finite-amplitude waves. In certain cases the distortion reaches an absolute limit) a phenomenon called waveform freezing. Judging by the maturity of the distortion mechanism, sonic booms generated by aircraft at 18 km altitude are not frozen when they reach the ground. On the other hand, judging by the approach of the waveform to its asymptotic shape, N waves generated by aircraft at 18 km altitude are frozen when they reach the ground. To answer the second question we solve the full Burgers equation and for this purpose develop a new computer code, THOR. The code is based on an algorithm by Lee and Hamilton (J. Acoust. Soc. Am. 97, 906-917, 1995) and has the novel feature that all its calculations are done in the time domain, including absorption and dispersion. Results from the code compare very well with analytical solutions. In a NASA exercise to compare sonic boom computer programs, THOR gave results that agree well with those of other participants and ran faster. We show that sonic booms are not steady state waves because they travel through a varying medium, suffer spreading, and fail to approximate step shocks closely enough. Although developed to predict sonic boom propagation, THOR can solve other problems for which the extended Burgers equation is a good propagation model.

Approximately Uniform Random Sampling in Sensor Networks

Recent work in sensor databases has focused extensively on distributed query problems, notably distributed computation of aggregates. Existing methods for computing aggregates broadcast queries to all sensors and use in-network aggregation of responses to minimize messaging costs. In this work, we focus on uniform random sampling across nodes, which can serve both as an alternative building block for aggregation and as an integral component of many other useful randomized algorithms. Prior to our work, the best existing proposals for uniform random sampling of sensors involve contacting all nodes in the network. We propose a practical method which is only approximately uniform, but contacts a number of sensors proportional to the diameter of the network instead of its size. The approximation achieved is tunably close to exact uniform sampling, and only relies on well-known existing primitives, namely geographic routing, distributed computation of Voronoi regions and von Neumann's rejection method. Ultimately, our sampling algorithm has the same worst-case asymptotic cost as routing a point-to-point message, and thus it is asymptotically optimal among request/reply-based sampling methods. We provide experimental results demonstrating the effectiveness of our algorithm on both synthetic and real sensor topologies.

The Perception of Globally Coherent Motion

How do human observers perceive a coherent pattern of motion from a disparate set of local motion measures? Our research has examined how ambiguous motion signals along straight contours are spatially integrated to obtain a globally coherent perception of motion. Observers viewed displays containing a large number of apertures, with each aperture containing one or more contours whose orientations and velocities could be independently specified. The total pattern of the contour trajectories across the individual apertures was manipulated to produce globally coherent motions, such as rotations, expansions, or translations. For displays containing only straight contours extending to the circumferences of the apertures, observers' reports of global motion direction were biased whenever the sampling of contour orientations was asymmetric relative to the direction of motion. Performance was improved by the presence of identifiable features, such as line ends or crossings, whose trajectories could be tracked over time. The reports of our observers were consistent with a pooling process involving a vector average of measures of the component of velocity normal to contour orientation, rather than with the predictions of the intersection-of-constraints analysis in velocity space.

Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.

Interaction of additive and quantization noises in digital PLLs

Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.

Monopoles for gravitation and for higher spin fields

We consider massless higher spin gauge theories with both electric and magnetic sources, with a special emphasis on the spin two case. We write the equations of motion at the linear level (with conserved external sources) and introduce Dirac strings so as to derive the equations from a variational principle. We then derive a quantization condition that generalizes the familiar Dirac quantization condition, and which involves the conserved charges associated with the asymptotic symmetries for higher spins. Next we discuss briefly how the result extends to the nonlinear theory. This is done in the context of gravitation, where the Taub-NUT solution provides the exact solution of the field equations with both types of sources. We rederive, in analogy with electromagnetism, the quantization condition from the quantization of the angular momentum. We also observe that the Taub-NUT metric is asymptotically flat at spatial infinity in the sense of Regge and Teitelboim (including their parity conditions). It follows, in particular, that one can consistently consider in the variational principle configurations with different electric and magnetic masses. © 2006 The American Physical Society.

On the role of molecular clustering on infrared absorption line shapes of acetylene in a supersonic expansion

A supersonic expansion containing acetylene seeded into Ar and produced from a circular nozzle is investigated using CW/cavity ring down spectroscopy, in the 1.5 μm range. The results, also involving experiments with pure acetylene and acetylene-He expansions, as well as slit nozzles, demonstrate that the denser central section in the expansion is slightly heated by the formation of acetylene aggregates, resulting into a dip in the monomer absorption line profiles. Acetylene-Ar aggregates are also formed at the edge of the circular nozzle expansion cone. © 2008 Elsevier B.V. All rights reserved.

Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities

We develop general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit recent nonparametric asymptotic distributional results, are both easy-to-implement and highly accurate in empirically realistic situations. We also illustrate that properly accounting for the measurement errors in the volatility forecast evaluations reported in the existing literature can result in markedly higher estimates for the true degree of return volatility predictability.

Confidence intervals for half-life deviations from purchasing power parity

Existing point estimates of half-life deviations from purchasing power parity (PPP), around 3-5 years, suggest that the speed of convergence is extremely slow. This article assesses the degree of uncertainty around these point estimates by using local-to-unity asymptotic theory to construct confidence intervals that are robust to high persistence in small samples. The empirical evidence suggests that the lower bound of the confidence interval is between four and eight quarters for most currencies, which is not inconsistent with traditional price-stickiness explanations. However, the upper bounds are infinity for all currencies, so we cannot provide conclusive evidence in favor of PPP either. © 2005 American Statistical Association.

Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.