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.     

Plasticity field adjacent to faces of asperities on a rotating roll after initial indentation into a half-space

The plastic deformation field near the horizontal surface of a half space of perfectly plastic material associated with an indenting rotating rigid tooth is studied using slip line theory. The tooth is one of many on a roll surface and indents first into the half-space material and then rotates about the roll center. A slip line field is proposed for the deforming plastic region and a solution scheme is outlined. The emphasis is on determining the shape of the deforming region, especially that of the free surface. The study has a potential application in roughness transfer in metal forming processing.     

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     

Study of the peak effect phenomenon in single crystals of 2H-NbSe2

The weakly pinned single crystals of the hexagonal 2H-NbSe₂ compound have emerged as prototypes for determining and characterizing the phase boundaries of the possible order-disorder transformations in the vortex matter. We present here a status report based on the ac and dc magnetization measurements of the peak effect phenomenon in three crystals of 2H-NbSe₂, in which the critical current densities vary over two orders of magnitude. We sketch the generic vortex phase diagram of a weakly pinned superconductor, which also utilizes theoretical proposals. We also establish the connection between the metastability effects and pinning.     

Adhesion measurement of thin films by a modified laser spallation technique: theoretical analysis and experimental investigation

Laser driven shocks can lead to a dynamic failure, called film spallation. Here, we use a modified laser spallation set-up to measure the dynamic adhesion of thin films and we propose a novel diagnostic technology. Based on correlation theory, new spallation criteria for characterizing the progressive damage at the interface between the film and the substrate are established, such as interface delamination, film spallation and film expulsion. With the help of the theory, the degree of damage and the dimension of damage (i.e. fracture), such as the minimum width of delamination radius, the thickness of the film etc., are estimated. Experiments are carried out on epoxy/stainless steel and epoxy/Al, and the experimental results show that their dynamic bonding strengths are about 25 MPa and 20 MPa, respectively. The detailed results, analyses and discussions are presented in this paper. Received: 6 February 2001 / Accepted: 3 December 2001 / Published online: 11 February 2002     

Magnetic properties of mechanically alloyed Co–Ti powder

An amorphous phase containing traces of non-transformed Co and Ti powders was obtained by mechanical alloying nominal compositions of Co₆₇Ti₃₃ and Co₅₀Ti₅₀ in a high-energy ball-mill. These alloys were prepared from elemental powders of Co and Ti. The heat treatment of Co₆₇Ti₃₃ at 573, 873 and 1173 K crystallized nanoparticles of Co₂Ti and Co₃Ti compounds, while the same treatments conducted on Co₅₀Ti₅₀ resulted in the formation of Co₂Ti and CoTi nanoparticles. The saturation magnetizations reached a maximum value in the amorphous state and they decreased when the temperatures of the heat treatment rose. Demagnetizing interparticle interaction effects were estimated through hysteresis loops and initial magnetization curves using the Fourier technique.     

Magnetic resonance in beta-active nuclei 8Li at the doubled larmor frequency in LiF polycrystals containing dislocations

The nuclear magnetic resonance in beta-active nuclei ⁸Li at the doubled Larmor frequency in LiF polycrystals is studied before and after treating these polycrystals with an external pressure. A quantitative approach is proposed that makes it possible to calculate the parameters of the resonance line-shape function versus the dislocation structure of crystallites. Data suggesting that the samples under investigation that were subjected to a treatment with an external pressure develop dislocations whose Burgers vectors are parallel are obtained.     

Metrics of Homogeneous Spaces Admitting (3.1)-Type Complete Sets

A classification has been obtained for spaces which admit complete sets of motion integrals of the (3.1)-type and are spatially homogeneous. The metrics and Killing vectors have been found in explicit form for all types of these spaces. A classification by Bianchi is given for the spaces obtained.     

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