Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Zeros of classical orthogonal polynomials of a discrete variable

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Calculation of product state distributions from resonance decay via Lanczos subspace filter diagonalization: Application to HO2

Resonance phenomena associated with the unimolecular dissociation of HO2 have been investigated quantum-mechanically by the Lanczos homogeneous filter diagonalization (LHFD) method. The calculated resonance energies, rates (widths), and product state distributions are compared to results from an autocorrelation function-based filter diagonalization (ACFFD) method. For calculating resonance wave functions via ACFFD, an analytical expression for the expansion coefficients of the modified Chebyshev polynomials is introduced. Both dissociation rates and product state distributions of O-2 show strong fluctuations, indicating the dissociation of HO2 is essentially irregular. (C) 2001 American Institute of Physics.

A real symmetric Lanczos subspace implementation of quantum scattering using boundary inhomogeneities

We present an efficient and robust method for calculating state-to-state reaction probabilities utilising the Lanczos algorithm for a real symmetric Hamiltonian. The method recasts the time-independent Artificial Boundary Inhomogeneity technique recently introduced by Jang and Light (J. Chem. Phys. 102 (1995) 3262) into a tridiagonal (Lanczos) representation. The calculation proceeds at the cost of a single Lanczos propagation for each boundary inhomogeneity function and yields all state-to-state probabilities (elastic, inelastic and reactive) over an arbitrary energy range. The method is applied to the collinear H + H-2 reaction and the results demonstrate it is accurate and efficient in comparison with previous calculations. (C) 2002 Elsevier Science B.V. All rights reserved.

Lanczos subspace time-independent wave packet calculations of S(D-1)+H-2 reactive scattering

In this paper. we present the results of quantum dynamical simulations of the S (D-1) + H-2 insertion reaction on a newly developed potential energy surface (J. Chem. Phys. 2001, 114, 320). State-to-state reaction probabilities. product state distributions, and initial-state resolved cumulative reaction probabilities from a given incoming reactant channel are obtained from a time-independent wave packet analysis, performed within a single Lanczos subspace. Integral reaction cross sections are then estimated by J-shifting method and compared with the results from molecular beam experiment and QCT calculations.

Calculation of resonances and product state distributions for the unimolecular dissociation of H2S

Resonance phenomena associated with the unimolecular dissociation of H2S --> SH + H have been investigated quantum mechanically by the Lanczos homogeneous filter diagonalization method using a newly developed potential energy surface (J. Chem. Phys. 2001, 114, 320). Resonance energies, widths (rates), and product state distributions have been obtained. Both dissociation rates and product state distributions of SH show, strong fluctuations, indicating that the dissociation of H2S is essentially irregular. Statistical analysis of neighboring level spacing and width distributions also confirms this behavior. The dissociation rates and product state distributions are compared to the predictions of quantum phase space theory.

Calculation of bound and resonance states of HO2 for nonzero total angular momentum

Bound and resonance states of HO2 have been calculated quantum mechanically by the Lanczos homogeneous filter diagonalization method [Zhang and Smith, Phys. Chem. Chem. Phys. 3, 2282 (2001); J. Chem. Phys. 115, 5751 (2001)] for nonzero total angular momentum J = 1,2,3. For lower bound states, agreement between the results in this paper and previous work is quite satisfactory; while for high lying bound states and resonances these are the first reported results. A helicity quantum number V assignment (within the helicity conserving approximation) is performed and the results indicate that for lower bound states it is possible to assign the V quantum numbers unambiguously, but for resonances it is impossible to assign the V helicity quantum numbers due to strong mixing. In fact, for the high-lying bound states, the mixing has already appeared. These results indicate that the helicity conserving approximation is not good for the resonance state calculations and exact quantum calculations are needed to accurately describe the reaction dynamics for HO2 system. Analysis of the resonance widths shows that most of the resonances are overlapping and the interferences between them lead to large fluctuations from one resonance to another. In accord with the conclusions from earlier J = 0 calculations, this indicates that the dissociation of HO2 is essentially irregular. (C) 2003 American Institute of Physics.

Converged quantum calculations of HO2 bound states and resonances for J=6 and 10

Bound and resonance states of HO2 are calculated quantum mechanically using both the Lanczos homogeneous filter diagonalization method and the real Chebyshev filter diagonalization method for nonzero total angular momentum J=6 and 10, using a parallel computing strategy. For bound states, agreement between the two methods is quite satisfactory; for resonances, while the energies are in good agreement, the widths are in general agreement. The quantum nonzero-J specific unimolecular dissociation rates for HO2 are also calculated. (C) 2004 American Institute of Physics.

Iterative quantum computations of HO2 bound states and resonances for J=4 and 5

Bound and resonance states of HO2 have been calculated by both the complex Lanczos homogeneous filter diagonalisation (LHFD) method(1,2) and the real Chebyshev filter diagonalisation method(3,4) for non-zero total angular momentum J = 4 and 5. For bound states, the agreement between the two methods is quite satisfactory; for resonances while the energies are in good agreement, the widths are only in general agreement. The relative performances of the two iterative FD methods have also been discussed in terms of efficiency as well as convergence behaviour for such a computationally challenging problem. A helicity quantum number Ohm assignment (within the helicity conserving approximation) is performed and the results indicate that Coriolis coupling becomes more important as J increases and the helicity conserving approximation is not a good one for the HO2 resonance states.

Unimolecular Rovibrational Bound and Resonance States for Large Angular Momentum: J=20 Calculations for HO2

We explore the calculation of unimolecular bound states and resonances for deep-well species at large angular momentum using a Chebychev filter diagonalization scheme incorporating doubling of the autocorrelation function as presented recently by Neumaier and Mandelshtam [Phys. Rev. Lett. 86, 5031 (2001)]. The method has been employed to compute the challenging J=20 bound and resonance states for the HO2 system. The methodology has firstly been tested for J=2 in comparison with previous calculations, and then extended to J=20 using a parallel computing strategy. The quantum J-specific unimolecular dissociation rates for HO2-> H+O-2 in the energy range from 2.114 to 2.596 eV have been reported for the first time, and comparisons with the results of Troe and co-workers [J. Chem. Phys. 113, 11019 (2000) Phys. Chem. Chem. Phys. 2, 631 (2000)] from statistical adiabatic channel method/classical trajectory calculations have been made. For most of the energies, the reported statistical adiabatic channel method/classical trajectory rate constants agree well with the average of the fluctuating quantum-mechanical rates. Near the dissociation threshold, quantum rates fluctuate more severely, but their average is still in agreement with the statistical adiabatic channel method/classical trajectory results.

Positive Encounters: An Investigative Study on the Effects of Interactions between Cations and Quantum Dots

Thesis (Ph.D.)--University of Washington, 2016-06

A novel continuous time representation for the scheduling of pipeline systems with pumping yield rate constraints

Pipeline systems play a key role in the petroleum business. These operational systems provide connection between ports and/or oil fields and refineries (upstream), as well as between these and consumer markets (downstream). The purpose of this work is to propose a novel MINLP formulation based on a continuous time representation for the scheduling of multiproduct pipeline systems that must supply multiple consumer markets. Moreover, it also considers that the pipeline operates intermittently and that the pumping costs depend on the booster stations yield rates, which in turn may generate different flow rates. The proposed continuous time representation is compared with a previously developed discrete time representation [Rejowski, R., Jr., & Pinto, J. M. (2004). Efficient MILP formulations and valid cuts for multiproduct pipeline scheduling. Computers and Chemical Engineering, 28, 1511] in terms of solution quality and computational performance. The influence of the number of time intervals that represents the transfer operation is studied and several configurations for the booster stations are tested. Finally, the proposed formulation is applied to a larger case, in which several booster configurations with different numbers of stages are tested. (C) 2007 Elsevier Ltd. All rights reserved.

Group theory and quasiprobability integrals of Wigner functions

The integral of the Wigner function of a quantum-mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval [0, 1]. It is characterized by a corresponding selfadjoint operator, to be called a region or contour operator as appropriate, which is determined by the characteristic function of that region or contour. The spectral problem is studied for commuting families of region and contour operators associated with concentric discs and circles of given radius a. Their respective eigenvalues are determined as functions of a, in terms of the Gauss-Laguerre polynomials. These polynomials provide a basis of vectors in a Hilbert space carrying the positive discrete series representation of the algebra su(1, 1) approximate to so(2, 1). The explicit relation between the spectra of operators associated with discs and circles with proportional radii, is given in terms of the discrete variable Meixner polynomials.

On Solutions of Holonomic Divided-Difference Equations on Non-Uniform Lattices

The main aim of this paper is the development of suitable bases (replacing the power basis x^n (n\in\IN_\le 0) which enable the direct series representation of orthogonal polynomial systems on non-uniform lattices (quadratic lattices of a discrete or a q-discrete variable). We present two bases of this type, the first of which allows to write solutions of arbitrary divided-difference equations in terms of series representations extending results given in [16] for the q-case. Furthermore it enables the representation of the Stieltjes function which can be used to prove the equivalence between the Pearson equation for a given linear functional and the Riccati equation for the formal Stieltjes function. If the Askey-Wilson polynomials are written in terms of this basis, however, the coefficients turn out to be not q-hypergeometric. Therefore, we present a second basis, which shares several relevant properties with the first one. This basis enables to generate the defining representation of the Askey-Wilson polynomials directly from their divided-difference equation. For this purpose the divided-difference equation must be rewritten in terms of suitable divided-difference operators developed in [5], see also [6].

Stieltjes functions and discrete classical orthogonal polynomials

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