Spatiotemporal Pattern Formation in the Oscillatory Electro-Oxidation of Sulfide on a Platinum Disk

Spatiotemporal pattern formation in the electrocatalytic oxidation of sulfide on a platinum disk is investigated using electrochemical methods and a charge-coupled device (CCD) camera simultaneously. The system is characterized by different oscillatory regions spread over a wide potential range. An additional series resistor and a large electrode area facilitate observation of multiple regions of kinetic instabilities along the current/potential curve. Spatiotemporal patterns on the working electrode, such as fronts, pulses, spirals, twinkling eyes, labyrinthine stripes, and alternating synchronized deposition and dissolution, are observed at different operating conditions of series resistance and sweep rate.

Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Forecasting with Vector Nonlinear Time Series Models

This work concerns forecasting with vector nonlinear time series models when errorsare correlated. Point forecasts are numerically obtained using bootstrap methods andillustrated by two examples. Evaluation concentrates on studying forecast equality andencompassing. Nonlinear impulse responses are further considered and graphically sum-marized by highest density region. Finally, two macroeconomic data sets are used toillustrate our work. The forecasts from linear or nonlinear model could contribute usefulinformation absent in the forecasts form the other model.

Residual-based Inference for Common Nonlinear Features

This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.

Reflection of matter waves in potential structures

In this paper the behavior of matter waves in suddenly terminated potential structures is investigated numerically. It is shown that there is no difference between a fully quantum mechanical treatment and a semiclassical one with regards to energy redistribution. For the quantum case it is demonstrated that there can be substantial reflection at the termination. The neglect of backscattering by the semiclassical method brings about major differences in the case of low kinetic energies. A simple phenomenological model is shown to partially explain the observed backscattering using dynamics of reduced dimensionality.

Localization in splitting of matter waves

In this paper we present an analysis of how matter waves, guided as propagating modes in potential structures, are split under adiabatic conditions. The description is formulated in terms of localized states obtained through a unitary transformation acting on the mode functions. The mathematical framework results in coupled propagation equations that are decoupled in the asymptotic regions as well before as after the split. The resulting states have the advantage of describing propagation in situations, for instance matter-wave interferometers, where local perturbations make the transverse modes of the guiding potential unsuitable as a basis. The different regimes of validity of adiabatic propagation schemes based on localized versus delocalized basis states are also outlined. Nontrivial dynamics for superposition states propagating through split potential structures is investigated through numerical simulations. For superposition states the influence of longitudinal wave-packet extension on the localization is investigated and shown to be accurately described in quantitative terms using the adiabatic formulations presented here.

Single-mode acceleration of matter waves in circular waveguides

Ultracold gases in ring geometries hold promise for significant improvements of gyroscopic sensitivity. Recent experiments have realized atomic and molecular storage rings with radii in the centimeter range, sizes whose practical use in inertial sensors requires velocities significantly in excess of typical recoil velocities. We use a combination of analytical and numerical techniques to study the coherent acceleration of matter waves in circular waveguides, with particular emphasis on its impact on single-mode propagation. In the simplest case we find that single-mode propagation is best maintained by the application of time-dependent acceleration force with the temporal profile of a Blackmann pulse. We also assess the impact of classical noise on the acceleration process.

Gravitational self-localization for spherical masses

In this work, I consider the center-of-mass wave function for a homogenous sphere under the influence of the self-interaction due to Newtonian gravity. I solve for the ground state numerically and calculate the average radius as a measure of its size. For small masses, M≲10−17 kg, the radial size is independent of density, and the ground state extends beyond the extent of the sphere. For masses larger than this, the ground state is contained within the sphere and to a good approximation given by the solution for an effective radial harmonic-oscillator potential. This work thus determines the limits of applicability of the point-mass Newton Schrödinger equations for spherical masses. In addition, I calculate the fringe visibility for matter-wave interferometry and find that in the low-mass case, interferometry can in principle be performed, whereas for the latter case, it becomes impossible. Based on this, I discuss this transition as a possible boundary for the quantum-classical crossover, independent of the usually evoked environmental decoherence. The two regimes meet at sphere sizes R≈10−7 m, and the density of the material causes only minor variations in this value.

Three principles of competitive nonlinear pricing

We make three contributions to the theory of contracting under asymmetric information. First, we establish a competitive analog to the revelation principIe which we call the implementation principIe. This principIe provides a complete characterization of all incentive compatible, indirect contracting mechanisms in terms of contract catalogs (or menus), and allows us to conclude that in competi tive contracting situations, firms in choosing their contracting strategies can restrict attention, without loss of generality, to contract catalogs. Second, we establish a competi tive taxation principIe. This principIe, a refinement of the implementation principIe, provides a complete characterization of all implementable nonlinear pricing schedules in terms of product-price catalogs and allows us to reduce any game played over nonlinear pricing schedules to a strategically equivalent game played over product-price catalogs. Third, using the competitive taxation principIe and a recent result due to Reny (1999) on the existence of Nash equilibria in discontinuous games, we demonstrate the existence of a N ash equilibrium for the mixed extension of the nonlinear pricing game.

Moral hazard and nonlinear pricing in a general equilibrium model

The paper analyzes a two period general equilibrium model with individual risk and moral hazard. Each household faces two individual states of nature in the second period. These states solely differ in the household's vector of initial endowments, which is strictly larger in the first state (good state) than in the second state (bad state). In the first period households choose a non-observable action. Higher leveis of action give higher probability of the good state of nature to occur, but lower leveIs of utility. Households have access to an insurance market that allows transfer of income across states of oature. I consider two models of financiaI markets, the price-taking behavior model and the nonlínear pricing modelo In the price-taking behavior model suppliers of insurance have a belief about each household's actíon and take asset prices as given. A variation of standard arguments shows the existence of a rational expectations equilibrium. For a generic set of economies every equilibrium is constraíned sub-optímal: there are commodity prices and a reallocation of financiaI assets satisfying the first period budget constraint such that, at each household's optimal choice given those prices and asset reallocation, markets clear and every household's welfare improves. In the nonlinear pricing model suppliers of insurance behave strategically offering nonlinear pricing contracts to the households. I provide sufficient conditions for the existence of equilibrium and investigate the optimality properties of the modeI. If there is a single commodity then every equilibrium is constrained optimaI. Ir there is more than one commodity, then for a generic set of economies every equilibrium is constrained sub-optimaI.