The domain derivative in rough-surface scattering and rigorous estimates for first-order perturbation theory

We investigate Fréchet differentiability of the scattered field with respect to variation in the boundary in the case of time–harmonic acoustic scattering by an unbounded, sound–soft, one–dimensional rough surface. We rigorously prove the differentiability of the scattered field and derive a characterization of the Fréchet derivative as the solution to a Dirichlet boundary value problem. As an application of these results we give rigorous error estimates for first–order perturbation theory, justifying small perturbation methods that have a long history in the engineering literature. As an application of our rigorous estimates we show that a plane acoustic wave incident on a sound–soft rough surface can produce an unbounded scattered field.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

First-order turbulence closure for modelling complex canopy flows

Simple first-order closure remains an attractive way of formulating equations for complex canopy flows when the aim is to find analytic or simple numerical solutions to illustrate fundamental physical processes. Nevertheless, the limitations of such closures must be understood if the resulting models are to illuminate rather than mislead. We propose five conditions that first-order closures must satisfy then test two widely used closures against them. The first is the eddy diffusivity based on a mixing length. We discuss the origins of this approach, its use in simple canopy flows and extensions to more complex flows. We find that it satisfies most of the conditions and, because the reasons for its failures are well understood, it is a reliable methodology. The second is the velocity-squared closure that relates shear stress to the square of mean velocity. Again we discuss the origins of this closure and show that it is based on incorrect physical principles and fails to satisfy any of the five conditions in complex canopy flows; consequently its use can lead to actively misleading conclusions.

Magnetic interaction in exchange-biased bilayers: a first-order reversal curve analysis

The distributions of coercivities and magnetic interactions in a set of polycrystalline Ni(0.8)Fe(0.2)/FeMn bilayers have been determined using the first-order reversal curve (FORC) formalism. The thickness of the permalloy (Py) film was fixed at 10 nm (nominal), while that of the FeMn film varied within the range 0-20 nm. The FORC diagrams of each bilayer displayed two clearly distinguishable regions. The main region was generated by Py particles whose coercivities were enhanced in comparison with those in which the FeMn film was absent (sample O). The minor region was produced by Py particles with coercivities similar to or slightly higher than those of particles in the Py film of sample O. Each sample presented two distributions of interaction fields, one for each region, and both were centred slightly below the exchange-bias field, thus indicating a prevalence of magnetizing interactions. These results are consistent with a grain size distribution in the Py layer and the presence of uncompensated antiferromagnetic moments.

First-order-reversal-curve analysis of Pr-Fe-B-based exchange spring magnets

Ribbons of nominal composition (Pr(9.5)Fe(84.5)B(6))(0.96)Cr(0.01)(TiC)(0.03) were produced by arc-melting and melt-spinning the alloys on a Cu wheel. X-ray diffraction (XRD) reveals two main phases, one based upon alpha-Fe and the other upon Pr(2)Fe(14)B. The ribbons show exchange spring behavior with H (c) = 12.5 kOe and (BH)(max) = 13.6 MGOe when these two phases are well coupled. Transmission electron microscopy revealed the coupled behavior is observed when the microstructure consists predominantly of alpha-Fe grains (diameter similar to 100 nm.) surrounded by hard material containing Pr(2)Fe(14)B. The microstructure is discussed in terms of a calculation by Skomski and Coey. A first-order-reversal-curve (FORC) analysis was performed for both a well-coupled sample and a poorly coupled sample. The FORC diagrams show two strong peaks for both the poorly coupled sample and for the well-coupled material. In both cases, the localization of the FORC probability suggests magnetizing interactions between particles. Switching field distributions were calculated and are consistent with the sample microstructure.

First-order-reversal-curve analysis of Pr-Fe-B-based nanocomposites

Ribbons of nominal composition (Pr(9.5)Fe(84.5)B(6))(0.96)Cr(0.01)(TiC)(0.03) were produced by arc-melting and melt-spinning the alloys on a Cu wheel. X-ray diffraction reveals two main phases, one based upon alpha-Fe and the other upon Pr(2)Fe(14)B. The ribbons show exchange spring behavior with H(c)=12.5 kOe and (BH)(max)= 13.6 MGOe when these two phases are well coupled. Transmission electron microscopy revealed that the coupled behavior is observed when the microstructure consists predominantly of alpha-Fe grains(diameter similar to 100 nm.) surrounded by hard material containing Pr(2)Fe(14)B. A first-order-reversal-curve (FORC) analysis was performed for both a well-coupled sample and a partially-coupled sample. The FORC diagrams show two strong peaks for both the partially-coupled sample and for the well coupled material. In both cases, the localization of the FORC probability suggests demagnetizing interactions between particles. Switching field distributions were calculated and are consistent with the sample microstructure. (C) 2009 Elsevier B.V. All rights reserved.

First order reversal curve analysis of nanocrystalline Pd(80)Co(20) alloy films

Films of isotropic nanocrystalline Pd(80)Co(20) alloys were obtained by electrodeposition onto brass substrate in plating baths maintained at different pH values. Increasing the pH of the plating bath led to an increase in mean grain size without inducing significant changes in the composition of the alloy. The magnetocrystalline anisotropy constant was estimated and the value was of the same order of magnitude as that reported for samples with perpendicular magnetic anisotropy. First order reversal curve (FORC) analysis revealed the presence of an important component of reversible magnetization. Also, FORC diagrams obtained at different sweep rate of the applied magnetic field, revealed that this reversible component is strongly affected by kinetic effect. The slight bias observed in the irreversible part of the FORC distribution suggested the dominance of magnetizing intergrain exchange coupling over demagnetizing dipolar interactions and microstructural disorder. (c) 2009 Elsevier B.V. All rights reserved.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Mechanising first-order temporal resolution

First-order temporal logic is a concise and powerful notation, with many potential applications in both Computer Science and Artificial Intelligence. While the full logic is highly complex, recent work on monodic first-order temporal logics has identified important enumerable and even decidable fragments. Although a complete and correct resolution-style calculus has already been suggested for this specific fragment, this calculus involves constructions too complex to be of practical value. In this paper, we develop a machine-oriented clausal resolution method which features radically simplified proof search. We first define a normal form for monodic formulae and then introduce a novel resolution calculus that can be applied to formulae in this normal form. By careful encoding, parts of the calculus can be implemented using classical first-order resolution and can, thus, be efficiently implemented. We prove correctness and completeness results for the calculus and illustrate it on a comprehensive example. An implementation of the method is briefly discussed.

Towards the Implementation of First-Order Temporal Resolution: the Expanding Domain Case

First-order temporal logic is a concise and powerful notation, with many potential applications in both Computer Science and Artificial Intelligence. While the full logic is highly complex, recent work on monodic first-order temporal logics has identified important enumerable and even decidable fragments. In this paper, we develop a clausal resolution method for the monodic fragment of first-order temporal logic over expanding domains. We first define a normal form for monodic formulae and then introduce novel resolution calculi that can be applied to formulae in this normal form. We state correctness and completeness results for the method. We illustrate the method on a comprehensive example. The method is based on classical first-order resolution and can, thus, be efficiently implemented.