Nonlinear mixture autoregressive model: economic applications

The aim of this dissertation is to model economic variables by a mixture autoregressive (MAR) model. The MAR model is a generalization of linear autoregressive (AR) model. The MAR -model consists of K linear autoregressive components. At any given point of time one of these autoregressive components is randomly selected to generate a new observation for the time series. The mixture probability can be constant over time or a direct function of a some observable variable. Many economic time series contain properties which cannot be described by linear and stationary time series models. A nonlinear autoregressive model such as MAR model can a plausible alternative in the case of these time series. In this dissertation the MAR model is used to model stock market bubbles and a relationship between inflation and the interest rate. In the case of the inflation rate we arrived at the MAR model where inflation process is less mean reverting in the case of high inflation than in the case of normal inflation. The interest rate move one-for-one with expected inflation. We use the data from the Livingston survey as a proxy for inflation expectations. We have found that survey inflation expectations are not perfectly rational. According to our results information stickiness play an important role in the expectation formation. We also found that survey participants have a tendency to underestimate inflation. A MAR model has also used to model stock market bubbles and crashes. This model has two regimes: the bubble regime and the error correction regime. In the error correction regime price depends on a fundamental factor, the price-dividend ratio, and in the bubble regime, price is independent of fundamentals. In this model a stock market crash is usually caused by a regime switch from a bubble regime to an error-correction regime. According to our empirical results bubbles are related to a low inflation. Our model also imply that bubbles have influences investment return distribution in both short and long run.

Coupling of surface acoustic waves propagating in two separated piezoelectric media

The coupling of surface acoustic waves propagating in two separated piezoelectric media is studied using the perturbation theory of Auld. The results of the analysis are applied to two configurations using Bi12GeO20 and CdS crystals. It is found that the loss due to coupling is about 7 dB at 50 MHz in the cases of (111)-cut, [110]-prop. Bi12GeO20 and Y-cut, 60°-X prop. CdS combination. On étudie le couplage des ondes acoustiques de surface se propageant sur deux milieux piezo-eléctriques par la théorie de perturbation de Auld. Les resultats d'analyse sont appliqué's aux deux configurations des cristanx Bi12GeO20 et CdS. On trouve que la perte par couplage est environ de 7 dB a 50 MHz dans le cas de combination de (111)-coupe, [110]-prop. Bi12GeO20 et Y-coupe, 60°-X prop. CdS.

ADC Static Characterization Using Nonlinear Ramp Signal

Static characteristics of an analog-to-digital converter (ADC) can be directly determined from the histogram-based quasi-static approach by measuring the ADC output when excited by an ideal ramp/triangular signal of sufficiently low frequency. This approach requires only a fraction of time compared to the conventional dc voltage test, is straightforward, is easy to implement, and, in principle, is an accepted method as per the revised IEEE 1057. However, the only drawback is that ramp signal sources are not ideal. Thus, the nonlinearity present in the ramp signal gets superimposed on the measured ADC characteristics, which renders them, as such, unusable. In recent years, some solutions have been proposed to alleviate this problem by devising means to eliminate the contribution of signal source nonlinearity. Alternatively, a straightforward step would be to get rid of the ramp signal nonlinearity before it is applied to the ADC. Driven by this logic, this paper describes a simple method about using a nonlinear ramp signal, but yet causing little influence on the measured ADC static characteristics. Such a thing is possible because even in a nonideal ramp, there exist regions or segments that are nearly linear. Therefore, the task, essentially, is to identify these near-linear regions in a given source and employ them to test the ADC, with a suitable amplitude to match the ADC full-scale voltage range. Implementation of this method reveals that a significant reduction in the influence of source nonlinearity can be achieved. Simulation and experimental results on 8- and 10-bit ADCs are presented to demonstrate its applicability.

A generalised cole-hopf transformation for nonlinear parabolic and hyperbolic equations

The Cole-Hopf transformation has been generalized to generate a large class of nonlinear parabolic and hyperbolic equations which are exactly linearizable. These include model equations of exchange processes and turbulence. The methods to solve the corresponding linear equations have also been indicated.La transformation de Cole et de Hopf a été généralisée en vue d'engendrer une classe d'équations nonlinéaires paraboliques et hyperboliques qui peuvent être rendues linéaires de façon exacte. Elles comprennent des équations modèles de procédés d'échange et de turbulence. Les méthodes pour résoudre les équations linéaires correspondantes ont également été indiquées.

Eigenvalues of kinematical conservation laws (KCL) based 3-D weakly nonlinear ray theory (WNLRT)

System of kinematical conservation laws (KCL) govern evolution of a curve in a plane or a surface in space, even if the curve or the surface has singularities on it. In our recent publication K. R. Arun, P. Prasad, 3-D kinematical conservation laws (KCL): evolution of a surface in R-3-in particular propagation of a nonlinear wavefront, Wave Motion 46 (2009) 293-311] we have developed a mathematical theory to study the successive positions and geometry of a 3-D weakly nonlinear wavefront by adding an energy transport equation to KCL. The 7 x 7 system of equations of this KCL based 3-D weakly nonlinear ray theory (WNLRT) is quite complex and explicit expressions for its two nonzero eigenvalues could not be obtained before. In this short note, we use two different methods: (i) the equivalence of KCL and ray equations and (ii) the transformation of surface coordinates, to derive the same exact expressions for these eigenvalues. The explicit expressions for nonzero eigenvalues are important also for checking stability of any numerical scheme to solve 3-D WNLRT. (C) 2010 Elsevier Inc. All rights reserved.

Graphene analogue BCN: Femtosecond nonlinear optical susceptibility and hot carrier dynamics

Third-order nonlinear absorption and refraction coefficients of a few-layer boron carbon nitride (BCN) and reduced graphene oxide (RGO) suspensions have been measured at 3.2 eV in the femtosecond regime. Optical limiting behavior is exhibited by BCN as compared to saturable absorption in RGO. Nondegenerate time-resolved differential transmissions from BCN and RGO show different relaxation times. These differences in the optical nonlinearity and carrier dynamics are discussed in the light of semiconducting electronic band structure of BCN vis-a-vis the Dirac linear band structure of graphene. (C) 2010 Elsevier B.V. All rights reserved.

Nonlinear fracture properties of concrete-concrete interfaces

The fracture properties of different concrete-concrete interfaces are determined using the Bazant's size effect model. The size effect on fracture properties are analyzed using the boundary effect model proposed by Wittmann and his co-workers. The interface properties at micro-level are analyzed through depth sensing micro-indentation and scanning electron microscopy. Geometrically similar beam specimens of different sizes having a transverse interface between two different strengths of concrete are tested under three-point bending in a closed loop servo-controlled machine with crack mouth opening displacement control. The fracture properties such as, fracture energy (G(f)), length of process zone (c(f)), brittleness number (beta), critical mode I stress intensity factor (K-ic), critical crack tip opening displacement CTODc (delta(c)), transitional ligament length to free boundary (a(j)), crack growth resistance curve and micro-hardness are determined. It is seen that the above fracture properties decrease as the difference between the compressive strength of concrete on either side of the interface increases. (C) 2010 Elsevier Ltd. All rights reserved.

Elasto-Electrostatic Analysis of Circular Microplates Used in Capacitive Micromachined Ultrasonic Transducers

The active structural component of a capacitive micromachined ultrasonic transducer (CMUT) is the top plate which vibrates under the influence of a time-varying electrostatic force thereby producing ultrasound waves of the desired frequency in the surrounding medium. Analysis of MEMS devices which rely on electrostatic actuation is complicated due to the fact that the structural deformations alter the electrostatic forces, which redistribute and modify the applied loads. Hence, it becomes imperative to consider the electrostatics-structure coupling aspect in the design of these devices. This paper presents an approximate analytical solution for the static deflection of a thin, clamped circular plate caused by electrostatic forces which are inherently nonlinear. Traditionally, finite element simulations using some commercial software such as ANSYS are employed to determine the structural deflections caused by electrostatic forces. Since the structural deformation alters the electrostatic field, a coupled-field simulation is required wherein the electrostatic mesh is continuously updated to coincide with the deflection of the structure. Such simulations are extremely time consuming, in addition to being nontransparent and somewhat hard to implement. We employ the classical thin-plate theory which is adequate when the ratio of the diameter to thickness of the plate is very large, a situation commonly prevalent in many MEMS devices, especially the CMUTs. We solve the thin-plate electrostatic-elastic equation using the Galerkin-weighted residual technique, under the assumption that the deflections are small in comparison to the thickness of the plate. The evaluation of the electrostatic force between the two plates is simplified due to the fact that the electrostatic gap is much smaller than the lateral dimensions of the device. The results obtained are compared to those found from ANSYS simulations and an excellent agreement is observed between the two. The pull-in voltage predicted by our model is close to the value predicted by ANSYS simulations.

Invariant norm quantifying nonlinear content of Hamiltonian systems

Given a Hamiltonian system, one can represent it using a symplectic map. This symplectic map is specified by a set of homogeneous polynomials which are uniquely determined by the Hamiltonian. In this paper, we construct an invariant norm in the space of homogeneous polynomials of a given degree. This norm is a function of parameters characterizing the original Hamiltonian system. Such a norm has several potential applications. (C) 2010 Elsevier Inc. All rights reserved.

Weber-Fechner type nonlinear behavior in zigzag edge graphene nanoribbons

Using a continuum Dirac theory, we study the density and spin response of zigzag edge-terminated graphene ribbons subjected to edge potentials and Zeeman fields. Our analytical calculations of the density and spin responses of the closed system (fixed particle number) to the static edge fields, show a highly nonlinear Weber-Fechner type behavior where the response depends logarithmically on the edge potential. The dependence of the response on the size of the system (e.g., width of a nanoribbon) is also uncovered. Zigzag edge graphene nanoribbons, therefore, provide a realization of response of organs such as the eye and ear that obey Weber-Fechner law. We validate our analytical results with tight-binding calculations. These results are crucial in understanding important effects of electron-electron interactions in graphene nanoribbons such as edge magnetism, etc., and also suggest possibilities for device applications of graphene nanoribbons.

A DC-to-Three-Phase-AC High-Frequency Link Converter With Compensation for Nonlinear Distortion

This paper focuses on a new high-frequency (HF) link dc-to-three-phase-ac power converter. The least number of switching devices among other HF link dc-to-three-phase-ac converters, improved power density due to the absence of devices of bidirectional voltage-blocking capability, simple commutation requirements, and isolation between input and output are the integral features of this topology. The commutation process of the converter requires zero portions in the link voltage. This causes a nonlinear distortion in the output three-phase voltages. The mathematical analysis is carried out to investigate the problem, and suitable compensation in modulating signal is proposed for different types of carrier. Along with the modified modulator structure, a synchronously rotating reference-frame-based control scheme is adopted for the three-phase ac side in order to achieve high dynamic performance. The effectiveness of the proposed scheme has been investigated and verified through computer simulations and experimental results with 1-kVA prototype.

Hydromagnetic surface waves in a compressible medium

The dispersive characteristic of hydromagnetic surface waves along a plasma-plasma interface when the upper fluid moves with a uniform velocity is discussed. The region of propagation of these waves is shifted above or below depending on whether the basic velocity (uniform)Ugl0.

Low-temperature internal friction of glass ceramics

Low-temperature internal-friction measurements have been used to study the universal low-energy excitations in glasses before and after crystallization in two glass ceramics, one based on MgO-Al2O3-SiO2 (Corning Code 9606) and one based on Li2O-Al2O3-SiO2 (Corning Code 9623). In the Code 9606 sample, the number density of excitations is greatly reduced, while in the Code 9623 sample, their number density remains practically unaltered in the crystallized state. These measurements confirm the conclusions reached by Cahill et al. (preceding paper), which were based on thermal measurements up to room temperature. These measurements also demonstrate the usefulness of internal friction as a tool for the study of these low-energy excitations, since internal friction is less sensitive to defects common to glass ceramics, like magnetic impurities and grain boundaries, which tend to dominate low-temperature specific heat and thermal conductivity, respectively.

Approximation of Internal Refractive Index Variation Improves Image Guided Diffuse Optical Tomography of Breast

Effective usage of image guidance by incorporating the refractive index (RI) variation in computational modeling of light propagation in tissue is investigated to assess its impact on optical-property estimation. With the aid of realistic patient breast three-dimensional models, the variation in RI for different regions of tissue under investigation is shown to influence the estimation of optical properties in image-guided diffuse optical tomography (IG-DOT) using numerical simulations. It is also shown that by assuming identical RI for all regions of tissue would lead to erroneous estimation of optical properties. The a priori knowledge of the RI for the segmented regions of tissue in IG-DOT, which is difficult to obtain for the in vivo cases, leads to more accurate estimates of optical properties. Even inclusion of approximated RI values, obtained from the literature, for the regions of tissue resulted in better estimates of optical properties, with values comparable to that of having the correct knowledge of RI for different regions of tissue.