Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

Combined R-matrix eigenstate basis set and finite-difference propagation method for the time-dependent Schrodinger equation: The one-electron case

In this work we present the theoretical framework for the solution of the time-dependent Schrödinger equation (TDSE) of atomic and molecular systems under strong electromagnetic fields with the configuration space of the electron’s coordinates separated over two regions; that is, regions I and II. In region I the solution of the TDSE is obtained by an R-matrix basis set representation of the time-dependent wave function. In region II a grid representation of the wave function is considered and propagation in space and time is obtained through the finite-difference method. With this, a combination of basis set and grid methods is put forward for tackling multiregion time-dependent problems. In both regions, a high-order explicit scheme is employed for the time propagation. While, in a purely hydrogenic system no approximation is involved due to this separation, in multielectron systems the validity and the usefulness of the present method relies on the basic assumption of R-matrix theory, namely, that beyond a certain distance (encompassing region I) a single ejected electron is distinguishable from the other electrons of the multielectron system and evolves there (region II) effectively as a one-electron system. The method is developed in detail for single active electron systems and applied to the exemplar case of the hydrogen atom in an intense laser field.

Finite ion temperature effects on oblique modulational stability and envelope excitations of dust-ion acoustic waves

Theoretical and numerical investigations are carried out for the amplitude modulation of dust-ion acoustic waves (DIAW) propagating in an unmagnetized weakly coupled collisionless fully ionized plasma consisting of isothermal electrons, warm ions and charged dust grains. Modulation oblique (by an angle theta) to the carrier wave propagation direction is considered. The stability analysis, based on a nonlinear Schrodinger-type equation (NLSE), exhibits a sensitivity of the instability region to the modulation angle theta, the dust concentration and the ion temperature. It is found that the ion temperature may strongly modify the wave's stability profile, in qualitative agreement with previous results, obtained for an electron-ion plasma. The effect of the ion temperature on the formation of DIAW envelope excitations (envelope solitons) is also discussed.

A hypercyclic finite rank perturbation of a unitary operator

A unitary operator V and a rank 2 operator R acting on a Hilbert space H are constructed such that V + R is hypercyclic. This answers affirmatively a question of Salas whether a finite rank perturbation of a hyponormal operator can be supercyclic.

Finite difference time domain modeling of phase grating diffusion

In this paper, a method for modeling diffusion caused by non-smooth boundary surfaces in simulations of room acoustics using finite difference time domain (FDTD) technique is investigated. The proposed approach adopts the well-known theory of phase grating diffusers to efficiently model sound scattering from rough surfaces. The variation of diffuser well-depths is attained by nesting allpass filters within the reflection filters from which the digital impedance filters used in the boundary implementation are obtained. The presented technique is appropriate for modeling diffusion at high frequencies caused by small surface roughness and generally diffusers that have narrow wells and infinitely thin separators. The diffusion coefficient was measured with numerical experiments for a range of fractional Brownian diffusers.

Modal Representation of the Resonant Body within a Finite Difference Framework for Simulation of String Instruments

This paper investigates numerical simulation of a string coupled
transversely to a resonant body. Starting from a complete nite
difference formulation, a second model is derived in which the
body is represented in modal form. The main advantage of this hybrid form is that the body model is scalable, i.e. the computational
complexity can be adjusted to the available processing power. Numerical results are calculated and discussed for simplied models
in the form of string-string coupling and string-plate coupling.

Predicting revision risk for aseptic loosening of femoral components in total flip arthroplasty in individual patients - A finite element study

Advances in surgical procedure, prosthesis design, and biomaterials performance have considerably increased the longevity of total joint replacements. Preoperative planning is another step in joint replacement that may have the potential to improve clinical outcome for the individual patient, but has remained relatively consistent for a longtime. One means of advancing this aspect of joint replacement surgery may be to include predictive computer simulation into the planning process. In this article, the potential of patient-specific finite element analysis in preoperative assessment is investigated. Seventeen patient-specific finite element models of cemented Charnley reconstructions were created, of which six were early (