SuperWASP observations of long timescale photometric variations in cataclysmic variables

Aims: We investigated whether the predictions and results of Stanishev et al. (2002, A&A, 394, 625) concerning a possible relationship between eclipse depths in PX And and its retrograde disc precession phase, could be confirmed in long term observations made by SuperWASP. In addition, two further CVs (DQ Her and V795 Her) in the same SuperWASP data set were investigated to see whether evidence of superhump periods and disc precession periods were present and what other, if any, long term periods could be detected. Methods: Long term photometry of PX And, V795 Her and DQ Her was carried out and Lomb-Scargle periodogram analysis undertaken on the resulting light curves. For the two eclipsing CVs, PX And and DQ Her, we analysed the potential variations in the depth of the eclipse with cycle number. Results: The results of our period and eclipse analysis on PX And confirm that the negative superhump period is 0.1417 ± 0.0001d. We find no evidence of positive superhumps in our data suggesting that PX And may have been in a low state during our observations. We improve on existing estimates of the disc precession period and find it to be 4.43 ± 0.05d. Our results confirm the predictions of Stanishev et al. (2002). We find that DQ Her does not appear to show a similar variation for we find no evidence of negative superhumps or of a retrograde disc precession. We also find no evidence of positive superhumps or of a prograde disc precession and we attribute the lack of positive superhumps in DQ Her to be due to the high mass ratio of this CV. We do however find evidence for a modulation of the eclipse depth over a period of 100 days which may be linked with solar-type magnetic cycles which give rise to long term photometric variations. The periodogram analysis for V795 Her detected the likely positive superhump period 0.1165d, however, neither the 0.10826d orbital period nor the prograde 1.53d disc precession period were seen. Here though we have found a variation in the periodogram power function at the positive superhump period, over a period of at least 120 days.

Performance of calcium deficient hydroxyapatite-polyglycolic acid composites: An in vitro study

The strategic incorporation of bioresorbable polymeric additives to calcium-deficient hydroxyapatite cement may provide short-term structural reinforcement and modify the modulus to closer match bone. The longer-term resorption properties may also be improved, creating pathways for bone in-growth. The aim of this study was to investigate the resorption process of a calcium phosphate cement system containing either in polyglycolic acid tri-methylene carbonate particles or polyglycolic acid fibres. This was achieved by in vitro aging in physiological conditions (phosphate buffered solution at 37°C) over 12 weeks. The unreinforced CPC exhibited an increase in compressive strength at 12 weeks, however catastrophic failure was observed above a critical loading. The fracture behaviour of cement was improved by the incorporation of PGA fibres; the cement retained its cohesive structure after critical loading. Gravimetric analysis and scanning electron microscopy showed a large proportion of the fibres had resorbed after 12 weeks allowing for the increased cement porosity, which could facilitate cell infiltration and faster integration of natural bone. Incorporating the particulate additives in the cement did not provide any mechanism for mechanical property augmentation or did not demonstrate any appreciable level of resorption after 12 weeks.

ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE

This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 macroeconomic variables of OECD countries can be best represented as random walk or stationary fluctuations around a deterministic trend. In contrast to previous studies, based essentially on visual inspection of the break type or just applying the most general break model, we use a model selection procedure based on BIC. We do this for each time series so that heterogeneous break models are allowed for in the panel. Our results suggest, overwhelmingly, that if we account for a structural break, cross-sectional dependence and choose the break models to be congruent with the data, then the null of stationarity cannot be rejected for all the 14 macroeconomic variables examined in this article. This is in sharp contrast with the results obtained by Hurlin (2004), using the same data but a different methodology.