Volatility return intervals analysis of the Japanese market

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.     

A High-Order Immersed Boundary Method for Acoustic Wave Scattering and Low-Mach Number Flow-Induced Sound in Complex Geometries

A new sharp-interface immersed boundary method based approach for the computation of low-Mach number flow-induced sound around complex geometries is described. The underlying approach is based on a hydrodynamic/acoustic splitting technique where the incompressible flow is first computed using a second-order accurate immersed boundary solver. This is followed by the computation of sound using the linearized perturbed compressible equations (LPCE). The primary contribution of the current work is the development of a versatile, high-order accurate immersed boundary method for solving the LPCE in complex domains. This new method applies the boundary condition on the immersed boundary to a high-order by combining the ghost-cell approach with a weighted least-squares error method based on a high-order approximating polynomial. The method is validated for canonical acoustic wave scattering and flow-induced noise problems. Applications of this technique to relatively complex cases of practical interest are also presented.     

Diffusion barrier performance of TiVCr alloy film in Cu metallization

In this study, 15 nm-thick sputter-deposited TiVCr alloy thin films were developed as diffusion barrier layers for Cu interconnects. The TiVCr alloy film tends to form a solid solution and a simple crystal structure from the constituted elements. Under TEM, the 15 nm-thick as-deposited TiVCr alloy film was observed to have a dense semi-amorphous or nanocrystalline structure. In conjunction with X-ray diffraction, transmission electron microscopy, and energy-dispersive spectroscopy analyses, the Si/TiVCr/Cu film stack remained stable at a high temperature of 700 °C for 30 min. The electrical resistance of Si/TiVCr/Cu film stack remained as low as the as-deposited value. These indicated that the mixed TiVCr refractory elements’ alloy barrier layer is very beneficial to prevent Cu diffusion.     

Impact of pulse dynamics on timing jitter in mode-locked fiber lasers

We investigate the high-frequency timing jitter spectral density of mode-locked fiber lasers in different mode-locked regimes. Quantum-noise-limited timing jitter spectra of mode-locked-regime-switchable Yb fiber lasers are measured up to the Nyquist frequency with sub-100-as resolution. The integrated rms timing jitter of soliton, stretched-pulse, and self-similar Yb fiber lasers is measured to be 1.8, 1.1, and 2.9 fs, respectively, when integrated from 10 kHz to 40 MHz. The distinct behavior of jitter spectral density related to pulse formation mechanisms is revealed experimentally for the first time.     

Short-Range Inverse-Square Law Experiment in Space

The objective of ISLES (Inverse-Square Law Experiment in Space) is to perform a null test of Newton's law in space with a resolution of one part in 10⁵ or better at 100 m. ISLES will be sensitive enough to detect axions with the strongest allowed coupling and probe large extra dimensions of string theory down to a few m. The experiment will be cooled to 2 K, which permits superconducting magnetic levitation of the test masses. This soft, low-loss suspension, combined with a low-noise SQUID, leads to extremely low intrinsic noise in the detector. To minimize Newtonian errors, ISLES employs a near null source, a circular disk of large diameter-to-thickness ratio. Two test masses, also disk-shaped, are suspended on the two sides of the source mass at a nominal distance of 100 m. The signal is detected by a superconducting differential accelerometer.