G-jitter effects on half floating-zone convection in intermediate-frequency range

The g-jitter influence on thermocapillary convection and critical Marangoni number in a liquid bridge of half-floating rone was discussed in the low frequency range of 0.4 to 1.5 Hz in a previous paper. This paper extended the experiments to the intermediate frequency range of 2 to 18 Hz, which htrs often been recorded as vibration environment of spacecrafts. The experiment was completed on the deck of a vibration machine, which gave a periodical applied acceleration to simulate the effects of g-jitter. The experimental results in the intermediate frequency range are different from that in the low frequency range. The velocity field and the shape of the free surface have periodical fluctuations in response to g-jitter. The amplitude of the periodical varying part of the temperature response decreases obviously with increasing frequency of g-jitter and vanishes almost when the frequency of g-jitter is high enough. The critical Marangoni number is defined to describe the transition from a periodical convection in response to g-jitter to an oscillatory convection due to internal instability, and will increase with increasing g-jitter frequency. According to the spectral analysis, it can be found that the oscillatory part of temperature is a superposition of two harmonic waves if the Marangoni number is larger than a critical value.

Theory of local mode excitation in polyatomics by frequency-modulated lasers

that the Stokes-interaction relation is reasonable qualitatively but not correct

One possible way to promote the bond-selective chemical-reactions by frequency-modulated lasers

It is proposed in this paper that we can use frequency-modulated (FM) lasers to realize bond-selective chemical reactions or to raise the efficiency of molecular isotope separation. Examples are given for HF molecule and the C–H bond in some hydrocarbons.

Another Look to the Price-Dividend Ratio: A Markov-Switching Approach

This paper analyzes the stationarity of this ratio in the context of a Markov-switching model à la Hamilton (1989) where an asymmetric speed of adjustment is introduced. This particular specification robustly supports a nonlinear reversion process and identifies two relevant episodes: the post-war period from the mid-50’s to the mid-70’s and the so called “90’s boom” period. A three-regime Markov-switching model displays the best regime identification and reveals that only the first part of the 90’s boom (1985-1995) and the post-war period are near-nonstationary states. Interestingly, the last part of the 90’s boom (1996-2000), characterized by a growing price-dividend ratio, is entirely attributed to a regime featuring a highly reverting process.

Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates

This paper considers the basic present value model of interest rates under rational expectations with two additional features. First, following McCallum (1994), the model assumes a policy reaction function where changes in the short-term interest rate are determined by the long-short spread. Second, the short-term interest rate and the risk premium processes are characterized by a Markov regime-switching model. Using US post-war interest rate data, this paper finds evidence that a two-regime switching model fits the data better than the basic model. The estimation results also show the presence of two alternative states displaying quite different features.