Green function for the diffusion limit of one-dimensional continuous time random walks

It is shown how the fractional probability density diffusion equation for the diffusion limit of one-dimensional continuous time random walks may be derived from a generalized Markovian Chapman-Kolmogorov equation. The non-Markovian behaviour is incorporated into the Markovian Chapman-Kolmogorov equation by postulating a Levy like distribution of waiting times as a kernel. The Chapman-Kolmogorov equation so generalised then takes on the form of a convolution integral. The dependence on the initial conditions typical of a non-Markovian process is treated by adding a time dependent term involving the survival probability to the convolution integral. In the diffusion limit these two assumptions about the past history of the process are sufficient to reproduce anomalous diffusion and relaxation behaviour of the Cole-Cole type. The Green function in the diffusion limit is calculated using the fact that the characteristic function is the Mittag-Leffler function. Fourier inversion of the characteristic function yields the Green function in terms of a Wright function. The moments of the distribution function are evaluated from the Mittag-Leffler function using the properties of characteristic functions and a relation between the powers of the second moment and higher order even moments is derived. (C) 2004 Elsevier B.V. All rights reserved.

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

Surface alloying and mixing at the Mn/Fe(001) interface: Real-time photoelectron spectroscopy and modified embedded atom simulations

Structural and magnetic properties of thin Mn films on the Fe(001) surface have been investigated by a combination of photoelectron spectroscopy and computer simulation in the temperature range 300 Kless than or equal toTless than or equal to750 K. Room-temperature as deposited Mn overlayers are found to be ferromagnetic up to 2.5-monolayer (ML) coverage, with a magnetic moment parallel to that of the iron substrate. The Mn atomic moment decreases with increasing coverage, and thicker samples (4-ML and 4.5-ML coverage) are antiferromagnetic. Photoemission measurements performed while the system temperature is rising at constant rate (dT/dtsimilar to0.5 K/s) detect the first signs of Mn-Fe interdiffusion at T=450 K, and reveal a broad temperature range (610 Kless than or equal toTless than or equal to680 K) in which the interface appears to be stable. Interdiffusion resumes at Tgreater than or equal to680 K. Molecular dynamics and Monte Carlo simulations allow us to attribute the stability plateau at 610 Kless than or equal toTless than or equal to680 K to the formation of a single-layer MnFe surface alloy with a 2x2 unit cell and a checkerboard distribution of Mn and Fe atoms. X-ray-absorption spectroscopy and analysis of the dichroic signal show that the alloy has a ferromagnetic spin structure, collinear with that of the substrate. The magnetic moments of Mn and Fe atoms in the alloy are estimated to be 0.8mu(B) and 1.1mu(B), respectively.

Spectroscopic measurements of phase-resolved electron energy distribution functions in RF-excited discharges

The reliable measurement of the electron energy distribution function (EEDF) of plasmas is one of the most important subjects of plasma diagnostics, because this piece of information is the key to understand basic discharge mechanisms. Specific problems arise in the case of RF-excited plasmas, since the properties of electrons are subject to changes on a nanosecond time scale and show pronounced spatial anisotropy. We report on a novel spectroscopic method for phase- and space-resolved measurements of the electron energy distribution function of energetic (> 12 eV) electrons in RF discharges. These electrons dominate excitation and ionization processes and are therefore of particular interest. The technique is based on time-dependent measurements during the RF cycle of excited-state populations of rare gases admixed in small fractions. These measurements yield � in combination with an analytical model � detailed information on the excitation processes. Phase-resolved optical emission spectroscopy allows us to overcome the difficulties connected with the very low densities (107�109 cm�3) and the transient character of the electrons in the sheath region. The EEDF of electrons accelerated in the sheath region can be described by a shifted Maxwellian with a drift velocity component in direction of the electric field. The method yields the high-energy tail of the EEDF on an absolute scale. The applicability of the method is demonstrated at a capacitively coupled RF discharge in hydrogen.

Time dependence of rotational state populations of excited hydrogen molecules in an RF excited plasma reactor

We report on time-dependent population distributions of excited rotational states of hydrogen in a capacitively coupled RF discharge. The common model to obtain the gas temperature from the rotational distribution is not applicable at all times during the discharge cycle due to the time dependence of the EEDF. The apparent temperature within a cycle assumes values between 350 K and 450 K for the discharge parameters of this experiment. We discuss the optimum time window within the discharge cycle that yields the best approximation to the actual temperature. Erroneous results can be obtained, in principle, with time-integrated measurements; we find, however, that in the present case the systematic error amounts to only approximately 20 K. This is due to the fact that the dominant contribution to the average intensity arises during that time window for which the assumptions underlying the analysis are best fulfilled. A similar analysis can be performed for N+2 rotational bands with a small amount of nitrogen added to the discharge gas. These populations do not exhibit the time variations found in the case of H2.

Space and time resolved rotational state populations and gas temperatures in an inductively coupled hydrogen RF discharge

Gas temperature is of major importance in plasma based surface treatment, since the surface processes are strongly temperature sensitive. The spatial distribution of reactive species responsible for surface modification is also influenced by the gas temperature. Industrial applications of RF plasma reactors require a high degree of homogeneity of the plasma in contact with the substrate. Reliable measurements of spatially resolved gas temperatures are, therefore, of great importance. The gas temperature can be obtained, e.g. by optical emission spectroscopy (OES). Common methods of OES to obtain gas temperatures from analysis of rotational distributions in excited states do not include the population dynamics influenced by cascading processes from higher electronic states. A model was developed to evaluate this effect on the apparent rotational temperature that is observed. Phase resolved OES confirmed the validity of this model. It was found that cascading leads to higher apparent temperatures, but the deviation (similar or equal to 25 K) is relatively small and can be ignored in most cases. This analysis is applied to investigate axially and radially resolved temperature profiles in an inductively coupled hydrogen RF discharge.

Reducing quantum control for spin-spin entanglement distribution

We present a protocol that sets maximum stationary entanglement between remote spins through scattering of mobile mediators without initialization, post-selection or feedback of the mediators' state. No time-resolved tuning is needed and, counterintuitively, the protocol generates two-qubit singlet states even when classical mediators are used. The mechanism responsible for this effect is resilient against non-optimal coupling strengths and dephasing affecting the spins. The scheme uses itinerant particles and scattering centres and can be implemented in various settings. When quantum dots and photons are used a striking result is found: injection of classical mediators, rather than quantum ones, improves the scheme efficiency.

The soundscape as time capsule: A creative project based on the sounds of the first train station of Cuenca

This article reflects on the changing environment through the passage of time and how certain technologies for a creative proposal allow the preservation and transmission of a significant part of that ephemeral heritage for future generations. The general purpose of this particular project is aimed to achieve the sound synthesis of a specific and representative cityscape as the old train station in Cuenca –located in the heart of the city– that could be preserved and reproduced as an unique document of a present time, ascertainable in the future: a memory that interpret sound as a time capsule. This soundscape was made to mark the arrival of the high speed train in 2010 to a brand new station in the outskirts of the city. Therefore, the goal of this research was focused on achieving a synthetic document that provided a sound memory capable of reflecting the significant social, cultural and logistical features, of what was until then the only railway communication symbol in the city of Cuenca from 1883 to the first decade of the 21st century.

Influence of solution viscosity and injection protocol on distribution patterns of jet injectors: Application to photodynamic tumour targeting

Photodynamic therapy of deep or nodular skin tumours is currently limited by the poor tissue penetration of the porphyrin precursor 5-aminolevulinic acid (ALA) and preformed photosensitisers. In this study, we investigated the potential of jet injection to deliver both ALA and a preformed photosensitiser (meso-tetra (N-methyl-4-pyridyl) porphine tetra tosylate, TMP) into a defined volume of skin. Initial studies using a model hydrogel showed that as standoff distance is increased, injection depth decreases. As the ejected volume is increased, injection depth increases. It was also shown, for the first time, that, as injection solution viscosity was increased, for a given injection setting and standoff distance, both total depth of jet penetration, L-t, and depth at which the maximum width of the penetration pattern occurred, L-m, decreased progressively. For a standoff distance of zero, the maximum width of the penetration pattern, L-w, increased progressively with increasing viscosity at each of the injection settings. Conversely, when the standoff distance was 2.5 mm, L-w decreased progressively with increasing viscosity. Studies with neonate porcine skin revealed that an injection protocol comprising an 8.98 mPas solution, an arbitrary injection setting of 8 and a standoff distance of zero was capable of delivering photosensitisers to a volume of tissue (L-t of 2.91 mm, L-m of 2.14 mm, L-w of 5. 10 mm) comparable to that occupied by a typical nodular basal cell carcinoma. Both ALA and TMP were successfully delivered using jet injection, with peak tissue concentrations (67.3 mg cm(-3) and 5.6 mg cm(-3), respectively) achieved at a depth of around 1.0 mm and substantial reductions in drug concentration seen at depths below 3.0 mm. Consequently, jet injection may be suitable for selective targeting of ALA or preformed photosensitisers to skin tumours. (c) 2007 Elsevier B.V. All rights reserved.

Temporal changes in the distribution of native and introduced freshwater amphipods in Lough Neagh, Northern Ireland

Studies of invasion scenarios over long time periods are important to refine explanations and predictions of invasion success and impact. We used data from surveys in 1958 and 1999 of the macroinvertebrates of Lough Neagh, Northern Ireland, to assess changes in the distribution of native and introduced amphipods in relation to the wider assemblage. In 1958, the invader G. tigrinus dominated the shoreline fauna, with the native G. d. celticus present in very low numbers, whereas in 1999 the reverse was evident. In both surveys, G. tigrinus was the only amphipod present in the mid-Lough. G. tigrinus thus seems to have become established within L. Neagh, perhaps overshot and then senesced, with the native species re-establishing on the shoreline, with the invader mostly restricted to the deep mid-Lough. The non-amphipod macroinvertebrate assemblage was similar between the two surveys, in terms of Bray-Curtis community similarity, assemblage diversity, dominance and the taxa based ASPT water quality index. However, the mean density of macroinvertebrates (all taxa combined) was lower in 1999 compared to 1958, largely accounted for by a decline in oligochaete numbers. Since Gammarus species may be predators of other macroinvertebrates and influence their distribution and abundance, we investigated this trophic link in staged laboratory encounters. Both G. tigrinus and G. d. celticus preyed on isopods, alderflies, mayflies, chironomids and mysids, however, the native G. d. celticus had a significantly greater predatory impact on isopods and chironomids than did the invader G. tigrinus. While we cannot definitively ascribe cause and effect in the present scenario, we discuss how replacement of one amphipod species by another may have impacts on the wider macroinvertebrate assemblage.

The pressure distribution along the stone column in soft clay when subjected to consolidation and foundation loading

The mechanism whereby the foundation loading is transmitted through stone the column (included in soft clay) has received less attention from researchers. This paper reports on some interesting findings obtained from a laboratory-based model study in respect of this issue. The stone column, included in the soft clay bed was subjected to foundation loading under drained conditions. The results show, probably for the first time, how the foundation loadings are transmitted through the column and indeed the existence of “negative skin friction” (a widely accepted phenomena in solid piles) in granular columns in soft clays.

Efficient Evaluation of Multidimensional Time-Varying Density Forecasts

We propose two simple evaluation methods for time varying density forecasts of continuous higher dimensional random variables. Both methods are based on the probability integral transformation for unidimensional forecasts. The first method tests multinormal densities and relies on the rotation of the coordinate system. The advantage of the second method is not only its applicability to any continuous distribution but also the evaluation of the forecast accuracy in specific regions of its domain as defined by the user’s interest. We show that the latter property is particularly useful for evaluating a multidimensional generalization of the Value at Risk. In simulations and in an empirical study, we examine the performance of both tests.

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.

NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY

The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.

A review of the equations used to predict the velocity distribution within a ship’s propeller jet

Predicting the velocity within the ship’s propeller jet is the initial step to investigate the scouring made by the propeller jet. Albertson et al. (1950) suggested the investigation of a submerged jet can be undertaken through observation of the plain water jet from an orifice. The plain water jet investigation of Albertson et al. (1950) was based on the axial momentum theory. This has been the basis of all subsequent work with propeller jets. In reality, the velocity characteristic of a ship’s propeller jet is more complicated than a plain water jet. Fuehrer and Römisch (1977), Blaauw and van de Kaa (1978), Berger et al. (1981), Verhey (1983) and Hamill (1987) have carried out investigations using physical model. This paper reviews the state-of-art of the equations used to predict the time-averaged axial, tangential and radial components of velocity within the zone of flow establishment and the zone of established flow of a ship’s propeller jet.