Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

Time-dependent transport through molecular junctions.

We investigate transport properties of molecular junctions under two types of bias--a short time pulse or an ac bias--by combining a solution for Green's functions in the time domain with electronic structure information coming from ab initio density functional calculations. We find that the short time response depends on lead structure, bias voltage, and barrier heights both at the molecule-lead contacts and within molecules. Under a low frequency ac bias, the electron flow either tracks or leads the bias signal (resistive or capacitive response) depending on whether the junction is perfectly conducting or not. For high frequency, the current lags the bias signal due to the kinetic inductance. The transition frequency is an intrinsic property of the junctions.

Reformulating time-dependent density functional theory with non-orthogonal localized molecular orbitals.

Time-dependent density functional theory (TDDFT) has broad application in the study of electronic response, excitation and transport. To extend such application to large and complex systems, we develop a reformulation of TDDFT equations in terms of non-orthogonal localized molecular orbitals (NOLMOs). NOLMO is the most localized representation of electronic degrees of freedom and has been used in ground state calculations. In atomic orbital (AO) representation, the sparsity of NOLMO is transferred to the coefficient matrix of molecular orbitals (MOs). Its novel use in TDDFT here leads to a very simple form of time propagation equations which can be solved with linear-scaling effort. We have tested the method for several long-chain saturated and conjugated molecular systems within the self-consistent charge density-functional tight-binding method (SCC-DFTB) and demonstrated its accuracy. This opens up pathways for TDDFT applications to large bio- and nano-systems.

Vacuum arc remelting time dependent modelling

Vacuum arc remelting (VAR) aims at production of high quality, segregation-free alloys. The quality of the produced ingots depends on the operating conditions which could be monitored and analyzed using numerical modelling. The remelting process uniformity is controlled by critical medium scale time variations of the order 1-100 s, which are physically initiated by the droplet detachment and the large scale arc motion at the top of liquid pool [1,2]. The newly developed numerical modelling tools are addressing the 3-dimensional magnetohydrodynamic and thermal behaviour in the liquid zone and the adjacent ingot, electrode and crucible.

Time-dependent modelling and experimental validation of the metal/flux interface in a continuous casting mould

A finite volume computer model of the continuous casting process for steel flat products has been developed. In this first stage, the model concentrates on the hydrodynamic aspects of the process and in particular the dynamic behavior of the metal/slag interface. The model was validated against experimental measurements obtained in a water model apparatus.

Modelling the time-dependent behaviour of solder pastes used in the electronics assembly applications

Solder paste is the most widely used bonding material in the assembly of surface mount devices in electronic industries. It generally has a flocculated structure (show aggregation of solder particles), and hence are known to exhibit a thixotropic behavior. This is recognized by the decrease in apparent viscosity of paste material with time when subjected to a constant shear rate. The proper characterisation of this timedependent rheological behaviour of solder pastes is crucial for establishing the relationships between the pastes’ structure and flow behaviour; and for correlating the physical parameters with paste printing performance. In this paper, we present a novel method which has been developed for characterising the timedependent and non-Newtonian rheological behaviour of solder pastes as a function of shear rates. The objective of the study reported in this paper is to investigate the thixotropic build-up behaviour of solder pastes. The stretched exponential model(SEM) has been used to model the structural changes during the build-up process and to correlate model parameters with the paste printing process.

Vacuum arc remelting time dependent modelling

Newly developed numerical modelling tools are described, which address the 3-dimensional (3D) time-dependent magnetohydrodynamic and thermal behaviour in the liquid pool zone in the adjacent ingot, electrode and crucible. The melting electrode film flow and the droplet detachment initiation are simulated separately by an axisymmetric transient model.

Modelling of the time-dependent flow behaviour of lead-free solder pastes used for flip-chip assembly applications

The market for solder paste materials in the electronic manufacturing and assembly sector is very large and consists of material and equipment suppliers and end users. These materials are used to bond electronic components (such as flip-chip, CSP and BGA) to printed circuit boards (PCB's) across a range of dimensions where the solder interconnects can be in the order of 0.05mm to 5mm in size. The non-Newtonian flow properties exhibited by solder pastes during its manufacture and printing/deposition phases have been of practical concern to surface mount engineers and researchers for many years. The printing of paste materials through very small-sized stencil apertures is known to lead to increased stencil clogging and incomplete transfer of paste to the substrate pads. At these very narrow aperture sizes the paste rheology and particle-wall interactions become crucial for consistent paste withdrawal. These non-Newtonian effects must be understood so that the new paste formulations can be optimised for consistent printing. The focus of the study reported in this paper is the characterisation of the rheological properties of solder pastes and flux mediums, and the evaluation of the effect of these properties on the pastes' printing performance at the flip-chip assembly application level. Solder pastes are known to exhibit a thixotropic behaviour, which is recognised by the decrease in apparent viscosity of paste material with time when subjected to a constant shear rate. The proper characterisation of this time-dependent theological behaviour of solder pastes is crucial for establishing the relationships between the pastes' structure and flow behaviour; and for correlating the physical parameters with paste printing performance. In this paper, we present a number of methods which have been developed for characterising the time-dependent and non-Newtonian rheological behaviour of solder pastes and flux mediums as a function of shear rates. We also present results of the study of the rheology of the solder pastes and flux mediums using the structural kinetic modelling approach, which postulates that the network structure of solder pastes breaks down irreversibly under shear, leading to time and shear dependent changes in the flow properties. Our results show that for the solder pastes used in the study, the rate and extent of thixotropy was generally found to increase with increasing shear rate. The technique demonstrated in this study has wide utility for R&D personnel involved in new paste formulation, for implementing quality control procedures used in solder paste manufacture and packaging; and for qualifying new flip-chip assembly lines

A discrete time-dependent method for metastable atoms and molecules in intense fields

The full-dimensional time-dependent Schrodinger equation for the electronic dynamics of single-electron systems in intense external fields is solved directly using a discrete method. Our approach combines the finite-difference and Lagrange mesh methods. The method is applied to calculate the quasienergies and ionization probabilities of atomic and molecular systems in intense static and dynamic electric fields. The gauge invariance and accuracy of the method is established. Applications to multiphoton ionization of positronium, the hydrogen atom and the hydrogen molecular ion are presented. At very high laser intensity, above the saturation threshold, we extend the method using a scaling technique to estimate the quasienergies of metastable states of the hydrogen molecular ion. The results are in good agreement with recent experiments. (C) 2004 American Institute of Physics.

Time-dependent tight binding

Starting from a Lagrangian mean-field theory, a set of time-dependent tight-binding equations is derived to describe dynamically and self-consistently an interacting system of quantum electrons and classical nuclei. These equations conserve norm, total energy and total momentum. A comparison with other tight-binding models is made. A previous tight-binding result for forces on atoms in the presence of electrical current flow is generalized to the time-dependent domain and is taken beyond the limit of local charge neutrality.

Molecular conduction: Do time-dependent simulations tell you more than the Landauer approach?

A dynamical method for simulating steady-state conduction in atomic and molecular wires is presented which is both computationally and conceptually simple. The method is tested by calculating the current-voltage spectrum of a simple diatomic molecular junction, for which the static Landauer approach produces multiple steady-state solutions. The dynamical method quantitatively reproduces the static results and provides information on the stability of the different solutions. (c) 2006 American Institute of Physics.