Design and fabrication of fluid controlled dynamic optical lens system

A novel small fluid controlled optical lens system that is capable of displaying dynamic variation of its focal length and field-of-view (FOV) is designed and fabricated. In this active lens system, appropriate volume of the optical fluid can be pumped into or out of the lens chamber to provide double-convex (DCX) or double-concave (DCV) lens effect. Simple optical imaging experiments were performed using different sets of glass lenses with fixed focal lengths to determine the optimum lens configuration required for designing a dynamic optical lens system. The experimental results obtained from the glass lenses demonstrate that a combination of a single DCX lens with three DCV lenses provides a wider FOV. The flexible membranes for fluid controlled lenses were fabricated using polydimethylsiloxane polymer material, which has good optical transparency and elasticity. A simple fluid injection system is used to vary the radius of curvature of the lenses, and thereby to change the focal length. A dynamic optical lens system with a combination of one DCX and multiple variable focal length DCV lenses as designed here can image an object with a wide range of focal length and FOV. With this fluid controlled optical system, the FOV and focal length could be continuously varied and a maximum FOV of 118.3° could be achieved. The smallest f-number (f_/#) for this fluid controlled single lens system was found to be 1.3, which corresponds to the numerical aperture value of 0.35.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

A decomposition result for a class of polling models

Boxma and Groenendijk have shown that the workload in polling models decomposes into two independent variables. This paper demonstrates a different type of decomposition that has an explicit multi-dimensional form. This decomposition does not apply to all polling models, but does, for example, apply to models with constant switch-over times and either exhaustive or gated service disciplines. For such models, we show that the population of customers present in the system (represented by a vector indicating the number of customers at each queue) at key time points breaks into two independent subpopulations: (1) the population of customers present in the related model with zero switch-over times; (2) another population, which is particularly easy to analyze. This result has a number of theoretical and applied implications.     

监测Lévy稳定过程均值变点的平均运行时间估计

平均运行长度(时间)(ARL)是判断一控制图监测变点效果好坏的一个重要工具.本文主要研究Lévy稳定过程的均值变点监测问题.我们给出了三个控制图,即EWMA,GEWMA和GLR的ARL估计,并通过数值模拟比较了4个控制图监测均值变点的效果和差异.     

Dependence of calculated electron effective attenuation lengths on transport mean free paths obtained from two atomic potentials

We report changes in electron effective attenuation lengths (EALs) resulting from use of transport mean free paths (TMFPs) obtained from the Dirac–Hartree–Fock (DHF) potential instead of the Thomas–Fermi–Dirac (TFD) potential in an algorithm used in the National Institute of Standards and Technology (NIST) Electron Effective‐Attenuation‐Length Database (SRD 82). TMFPs from the former potential are believed to be more reliable than those obtained from the latter potential. We investigated changes in the EALs for selected photoelectron and Auger‐electron lines in four elemental solids (Si, Cu, Ag, and W), for Si 2p photoelectrons of varying energy in SiO₂, and for photoelectrons excited by Al Kα X rays in four candidate gate‐dielectric materials (HfO₂, ZrO₂, HfSiO₄, and ZrSiO₄). For each material, we computed the change in the average EAL for a range of overlayer‐film thicknesses from zero to a maximum value corresponding to attenuation of the substrate signal to 10% of its original value. This EAL change was a maximum for electrons emitted normally from the surface and decreased monotonically with increasing emission angle. The maximum EAL change varied between ?4.4% and 2.6% for the three groups of materials. We found that the maximum EAL change correlated mainly with the TMFP change. We found that TMFP changes in other solids could generally lead to maximum EAL changes between ?2.6% and 1.9% for electron energies between 500 and 2000 eV. For lower energies, the maximum EAL changes could be larger for some solids. Our revised EALs for Si 2p photoelectrons in SiO₂ excited by Mg and Al Kα X rays agree within 0.5% with values reported by Seah and Spencer from a detailed analysis of SiO₂ film‐thickness measurements by XPS and other techniques. Copyright © 2006 John Wiley & Sons, Ltd.     

Algorithmic analysis of theMAP/PH/1 retrial queue

In this paper the distribution of the maximum number of customers in a retrial orbit for a single server queue with Markovian arrival process and phase type services is studied. Efficient algorithm for computing the probability distribution and some interesting numerical examples are presented.     

Relationships between characteristics in periodic Poisson queues

We study single server periodic queues in the day equilibrium conditions. The following characteristics of interest are considered at time of dayt: V^p(t)-the work load, L^p(t)-the number of customers and u^p(t)-the departure rate. We give relationships between E[V^p(t)], E[L^p(t)] and u^p(t). We also prove that E[V^p(t)] < and E[L^p(t)] < provided the second moment of the service time is finite.     

Electron microscope study of viscoelastic cationic surfactant systems

Some cationic surfactants such as cetyltrimethylammonium bromide (CTAB) show a very spectacular viscoelasticity in solution, in even very diluted states, with some aromatic substances added, such as salicylic acid. Formerly, the authors established that the remarkable solution behaviour was the result of the entanglement of such enormously elongated giant micelles, based on recognition of the existence of large aggregates, through direct observation of them as substantial images under the electron microscope.In this report, we further confirm the relation between micelle length and solution viscoelasticity after arbitrarily obtaining different size aggregates by altering the media pH, or by admixing shorter chain length surfactants than CTAB, which alone did not induce viscoelasticity.     

Influences of local polymer-solvent π-π-interaction on dynamics of phenyl ring rotation and its role on photophysics of conjugated polymer

In this report, the role of local polymer-solvent π-π-interaction on rotational dynamics of phenyl rings of poly[2-methoxy-5-(2′-ethyl-hexyloxy)-1,4-phenylenevinylene] (MEH-PPV) is examined by utilizing nuclear magnetic resonance (NMR) spectroscopy. We have found that an aromatic solvent can couple strongly with the phenyl rings via favorable local π-π-interaction, causing a restriction of the ring rotation. The dynamic process takes place at much faster rate in a non-aromatic solvent. NMR line shape analysis indicates the existence of two side chain configurations with relatively long life-time in toluene and pyridine while a single time-averaged configuration is detected in chloroform and tetrahydrofuran. Addition of chloroform or cyclohexane to a solution of MEH-PPV in toluene is accompanied by an increase of the rotational dynamics. This indicates that the expansion or collapse of main chain upon varying solvent quality play a minor role on the rotational dynamics. The relationship between the dynamics of ring rotation and photophysics of MEH-PPV in solution is discussed.