Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models

Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cross-correlations of standardized squared residuals and the other is a score (Lagrange multiplier) test. The cross-correlations test can be used to detect the presence of multivariate conditional heteroscedasticity whereas the other test can be used for diagnostic checking. Simulation studies on the size and power of the test statistics are reported. The application of the tests is illustrated by an example using the S & P 500 and Sydney All Ordinary Indexes.     

Writhing instabilities of twisted rods: from infinite to finite length

We use three different approaches to describe the static spatial configurations of a twisted rod as well as its stability during rigid loading experiments. The first approach considers the rod as infinite in length and predicts an instability causing a jump to self-contact at a certain point of the experiment. Semi-finite corrections, taken into account as a second approach, reveal some possible experiments in which the configuration of a very long rod will be stable through out. Finally, in a third approach, we consider a rod of real finite length and we show that another type of instability may occur, leading to possible hysteresis behavior. As we go from infinite to finite length, we compare the different information given by the three approaches on the possible equilibrium configurations of the rod and their stability. These finite size effects studied here in a 1D elasticity problem could help us guess what are the stability features of other more complicated (2D elastic shells for example) problems for which only the infinite length approach is understood.     

The Geometry of the Newton Method on Non-Compact Lie Groups

An important class of optimization problems involve minimizing a cost function on a Lie group. In the case where the Lie group is non-compact there is no natural choice of a Riemannian metric and it is not possible to apply recent results on the optimization of functions on Riemannian manifolds. In this paper the invariant structure of a Lie group is exploited to provide a strong interpretation of a Newton iteration on a general Lie group. The paper unifies several previous algorithms proposed in the literature in a single theoretical framework. Local asymptotic quadratic convergence is proved for the algorithms considered.     

Threshold electrical switching in As45Te55-xInx and As50Te50-xInx glasses

The electrical switching behaviour of As₄₅Te_55-xIn_x (5≤x≤15) and As₅₀Te_50-xIn_x (2.5≤x≤11.5) has been studied over a wide range of compositions. These glasses are found to exhibit threshold switching. The composition dependence of switching voltage (V_t) has been found to exhibit a change in slope and a local minimum at compositions x=10 and 12.5 for As₄₅Te_55-xIn_x and x=7.5 and 10.8 for As₅₀Te_50-xIn_x, respectively. The slope change in V_t verses x and the local minimum have been identified using two network topological effects, namely the rigidity percolation threshold and the chemical threshold. Received: 23 August 2001 / Accepted: 27 August 2001 / Published online: 11 February 2002     

Gauge fixing, families index theory, and topological features of the space of lattice gauge fields

The families index theory for the overlap lattice Dirac operator is applied to derive topological features of the space of SU(N) lattice gauge fields on the 4-torus: the topological sectors, specified by the fermionic topological charge, are shown to contain noncontractible even-dimensional spheres when N3, and noncontractible circles in the N=2 case. We describe how certain obstructions to the existence of gauge fixings without the Gribov problem in the continuum setting correspond on the lattice to obstructions to the contractibility of these spheres and circles. We also point out a canonical connection on the space of lattice gauge fields with monopole-like singularities associated with the spheres.     

Tesla变压器型电子束加速器初步实验

 介绍了一种Tesla变压器型的强流电子束加速器。当变压器初级输入20kV左右的电压时，加速器二极管输出电压500kV，电流9kA，信号脉宽大约50ns，该装置具有结构简单，安装方便，运行可靠等特点。     

Carbon diffusion between the volume and surface of (100) molybdenum

The diffusion of carbon atoms between the volume and the surface of (100) molybdenum is directly studied at temperatures between 1400 and 2000 K (i.e., at process temperatures) for the first time. The balance of carbon atoms in the system is determined. The difference in the activation energies of carbon dissolution and precipitation, ΔE=E s 1-E1s, is found for the case when the diffusion fluxes of dissolved and precipitated carbon atoms are in equilibrium. This difference defines the enrichment of the surface by carbon relative to the bulk. The experimentally found activation energy of carbon dissolution is Es1=3.9 eV. The activation energy of carbon precipitation is estimated at E 1 s=1.9 eV. The latter value is close to the energy of bulk diffusion of carbon in molybdenum.     

Barrier-free intermolecular proton transfer in the uracil-glycine complex induced by excess electron attachment

The photoelectron spectra (PES) of anions of uracil-glycine and uracil-phenylalanine complexes reveal broad features with maxima at 1.8 and 2.0 eV. The results of ab initio density functional B3LYP and second order M?ller-Plesset theory calculations indicate that the excess electron occupies a π^* orbital localized on uracil. The excess electron attachment to the complex can induce a barrier-free proton transfer (BFPT) from the carboxylic group of glycine to the O8 atom of uracil. As a result, the four most stable structures of the anion of uracil-glycine complex can be characterized as the neutral radical of hydrogenated uracil solvated by the anion of deprotonated glycine. The similarity between the PES spectra for the uracil complexes with glycine and phenylalanine suggests that the BFPT is also operative in the case of the latter anionic species. The BFPT to the O8 atom of uracil may be related to the damage of nucleic acid bases by low energy electrons because the O8 atom is involved in a hydrogen bond with adenine in the standard Watson-Crick pairing scheme. Received 6 April 2002 Published online 13 September 2002     

Controlling global stochasticity of Hamiltonian systems by nonlinear perturbation

A method of controlling global stochasticity in Hamiltonian systems by applying nonlinear perturbation is proposed. With the well-known standard map we demonstrate that this control method can convert global stochasticity into regular motion in a wide chaotic region for arbitrary initial condition, in which the control signal remains very weak after a few kicks. The system in which chaos has been controlled approximates to the original Hamiltonian system, and this approach appears robust against small external noise. The mechanism underlying this high control efficiency is intuitively explained. Received 15 January 2002 Published online 6 June 2002