ARIMA,cointegration, Kalman-filter, α -stable distributions

A group of scientists, from Ukraine, the United Kingdom and Switzerland met at the 3rd International Congress on Industrial and Applied Mathematics (ICIAM95) Hamburg. They decided to pool their applied research efforts and experiences in the domain of mathematics, statistics and economics and to collaborate in empirical research on the subject of the transitional economies of Ukraine and Eastern Europe after 1989. The activity started in autumn 1995 within the framework of a project titled Analysis of Economic and Environmental Time Series (AEETS).At theMinisymposium Cointegrating, Kalman Filtering of Economic Time Series, α-stable Distributions, of the ICIAM07 in Zurich, the AEETS group has presented a sample of recently treated questions. In this abstract two of these subjects are summarised. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Adaptive time series filters to smooth and forecast economic variables

Four monthly Ukrainian trucking industry time series are investigated within period of January 2003 to February 2007. The AR(1) models are used to filter and predict real values of the series. The problems are solved on the basis of a differentiable matrix functional, defined on the coefficient matrix of the filter. The functional presents an information measure of the distribution parameters of the vector state and its tentative estimations and is well known as Kullback information divergence. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Design of a lattice-matched III–V–N/Si photovoltaic tandem cell monolithically integrated on silicon substrate

In this paper, we present a comprehensive study of high efficiencies tandem solar cells monolithically grown on a silicon substrate using GaAsPN absorber layer. InGaAs(N) quantum dots and GaAsPN quantum wells have been grown recently on GaP/Si susbstrate for applications related to light emission. For photovoltaic applications, we consider the GaAsPN diluted nitride alloy as the top junction material due to both its perfect lattice matching with Si and ideal bandgap energy for current generation in association with the Si bottom cell. Numerical simulation of the top cell is performed. The effect of layer thicknesses and doping on the cell efficiency are evidenced. In these structures a tunnel junction (TJ) is needed to interconnect both the top and bottom sub-cells. We compare the simulated performances of different TJ structures and show that the GaP(n+)/Si(p+) TJ is promising to improve performances of the current–voltage characteristic.     

High stability silver nanoparticles–graphene/poly(ionic liquid)-based chemoresistive sensors for volatile organic compounds’ detection

Hybrids of silver nanoparticle-decorated reduced graphene oxide (Ag-RGO) have been prepared with the use of poly(ionic liquid) (PIL) as a versatile capping agent to develop volatile organic compound (VOC) sensors. The hybrid materials of Ag-RGO/PIL were assembled into three-dimensional-laminated nanostructures, where spherical Ag nanoparticles with diameters between 50 and 300 nm were homogeneously distributed on the graphene sheets and interspaced between them. Ag-RGO/PIL sensors were fabricated by spray layer-by-layer technique and used to detect a set of polar (methanol, ethanol, methyl acetate, acetone and water) and non-polar (chloroform, dichlorobenzene, toluene and styrene) organic vapours. Much higher sensitivity and discriminability were obtained for polar vapours although non-polar ones could also be detected. In comparison with either simple reduced graphene oxide or carbon nanotubes (CNT) functionalised by PIL, the hybrid Ag-RGO/PIL-based sensors showed superior performances in terms of sensitivity, selectivity, stability and high reliability. For example, a signal-to-noise ratio up to 168 was obtained for 1 ppm of methanol and signals drift between two experiments spaced out in the time of 3 months was less than 3 %. It is expected that by extrapolation, a limit of detection at the parts per billion level can be reached. These results are promising to design e-noses based on high stability chemoresistive sensors for emerging applications such as anticipated diagnostic of food degradation or diseases by the analysis of VOC, some of them being in this case considered as biomarkers.     

Rheological analysis of highly concentrated w/o emulsions

A series of highly concentrated lipophilic cosmetic emulsions were analysed, in order to determine their rheological and textural properties, as a function of their microstructure. The originality of this study lies in the methodology used, especially the shear-stress scanning analysis. The results of a very powerful and comprehensive dynamic rheological analysis suggest the existence of two critical volume fraction values: besides the “close-packed” value φ _c , a “slack-packed” value φ₀, close to 0.60 could be demonstrated. It has been shown that the close-packed structure is stable under shear; in constrast, the slack-packed configuration, defined as φ₀<φ<φ _c is unstable under shear. A comparison with theoretical models, especially that of Princen, showed good agreement and allowed the close-packed value φ _c to be defined more precisely as 0.67. The gap between 0.67 and 0.74 is probably indicative of a highly polydisperse distribution, as confirmed by microscopic analysis. Flow experiments confirmed the validity of Princen‘s model. Received: 20 February 1997 Accepted: 20 January 1998     

Surface Grafting via Photo‐Induced Copper‐Mediated Radical Polymerization at Extremely Low Catalyst Concentrations

Surface‐initiated photo‐induced copper‐mediated radical polymerization is employed to graft a wide range of polyacrylate brushes from silicon substrates at extremely low catalyst concentrations. This is the first time that the controlled nature of the reported process is demonstrated via block copolymer formation and re‐initiation experiments. In addition to unmatched copper catalyst concentrations in the range of few ppb, film thicknesses up to almost 1 μm are achieved within only 1 h.

     

Arrest of self-focusing collapse in femtosecond air filaments: higher order Kerr or plasma defocusing?

Experimentally measured conical emission rings on the blue side of the filament supercontinuum of a 800 nm 50 fs pulse in air are reproduced in simulations with plasma and the third-order Kerr as the nonlinear terms. This agreement indicates plasma as the dominant mechanism arresting the self-focusing collapse. The higher order Kerr terms with the recently measured coefficients stop the collapse at a lower intensity than the plasma does and lead to the spherical angle-wavelength spectrum without blueshifted rings.     

New Trends in Magnetic Exchange Bias

The study of layered magnetic structures is one of the hottest topics in magnetism due to the growing attraction of applications in magnetic sensors and magnetic storage media, such as random access memory. For almost half a century, new discoveries have driven researchers to re-investigate magnetism in thin film structures. Phenomena such as giant magnetoresistance, tunneling magnetoresistance, exchange bias and interlayer exchange coupling led to new ideas to construct devices, based not only on semiconductors but on a variety of magnetic materials Upon cooling fine cobalt particles in a magnetic field through the Néel temperature of their outer antiferromagnetic oxide layer, Meiklejohn and Bean discovered exchange bias in 1956. The exchange bias effect through which an antiferromagnetic AF layer can cause an adjacent ferromagnetic F layer to develop a preferred direction of magnetization, is widely used in magnetoelectronics technology to pin the magnetization of a device reference layer in a desired direction. However, the origin and effects due to exchange interaction across the interface between antiferromagneic and ferromagnetic layers are still debated after about fifty years of research, due to the extreme difficulty associated with the determination of the magnetic interfacial structure in F/AF bilayers. Indeed, in an AF/F bilayer system, the AF layer acts as “the invisible man” during conventional magnetic measurements and the presence of the exchange coupling is evidenced indirectly through the unusual behavior of the adjacent F layer. Basically, the coercive field of the F layer increases in contact with the AF and, in some cases, its hysteresis loop is shifted by an amount called exchange bias field. Thus, AF/F exchange coupling generates a new source of anisotropy in the F layer. This induced anisotropy strongly depends on basic features such as the magnetocrystalline anisotropy, crystallographic and spin structures, defects, domain patterns etc of the constituant layers. The spirit of this topical issue is, for the first time, to gather and survey recent and original developments, both experimental and theoretical, which bring new insights into the physics of exchange bias. It has been planned in relation with an international workshop exclusively devoted to exchange bias, namely IWEBMN’04 (International Workshop on Exchange Bias in Magnetic Nanostructures) that took place in Anglet, in the south west of France, from 16th to 18th September 2004. The conference gathered worldwide researchers in the area, both experimentalists and theoreticians. Several research paths are particularly active in the field of magnetic exchange coupling. The conference, as well as this topical issue, which was also open to contributions from scientists not participating in the conference, has been organized according to the following principles: 1. Epitaxial systems: Since the essential behavior of exchange bias critically depends on the atomic-level chemical and spin structure at the interface between the ferromagnetic and antiferromagnetic components, epitaxial AF/F systems in which the quality of the interface and the crystalline coherence are optimized and well known are ideal candidates for a better understanding of the underlying physics of exchange bias. The dependence of exchange bias on the spin configurations at the interfaces can be accomplished by selecting different crystallographic orientations. The role of interface roughness can also be understood from thin-film systems by changing the growth parameters, and correlations between the interface structure and exchange bias can be made, as reported in this issue. 2. Out-of-plane magnetized systems: While much important work has been devoted to the study of structures with in-plane magnetization, little has been done on the study of exchange bias and exchange coupling in samples with out-of-plane magnetization. Some systems can exhibit either in-plane or out-of-plane exchange bias, depending on the field cooling direction. This is of particular interest since it allows probing of the three-dimensional spin structure of the AF layer. The interface magnetic configuration is extremely important in the perpendicular geometry, as the short-range exchange coupling competes with a long-range dipolar interaction; the induced uniaxial anisotropy must overcome the demagnetization energy to establish perpendicular anisotropy films. Those new studies are of primary importance for the magnetic media industry as perpendicular recording exhibits potential for strongly increased storage densities. 3. Parameters tuning exchange bias in polycrystalline samples and magnetic configurations: Different parameters can be used to tune the exchange bias coupling in polycrystalline samples similar to those used in devices. Particularly fascinating aspects are the questions of the appearance of exchange bias or coercivity in ferromagnet/antiferromagnet heterostructures, and its relation to magnetic configurations formed on either side of the interface. Several papers report on either growth choices or post preparation treatments that enable tuning of the exchange bias in bilayers. The additional complexity and novel features of the exchange coupled interface make the problem particularly rich. 4. Dynamics and magnetization reversal: Linear response experiments, such as ferromagnetic resonance, have been used with great success to identify interface, surface anisotropies and interlayer exchange in multilayer systems. The exchange bias structure is particularly well suited to study because interface driven changes in the spin wave frequencies in the ferromagnet can be readily related to interlayer exchange and anisotropy parameters associated with the antiferromagnet. Because the exchange bias is intimately connected with details of the magnetization process during reversal and the subsequent formation of hysteresis, considerations of time dependence and irreversible processes are also relevant. Thermal processes like the training effect manifesting itself in changes in the hysteretic characteristics depending on magnetic history can lead to changes in the magnetic configurations. This section contains an increasing number of investigations of dynamics in exchange bias coupled bilayers, and in particular those of the intriguing asymmetric magnetization reversal in both branches of a hysteresis loop. The Editors of the topical issue: Alexandra Mougin Laboratoire de Physique des Solides, UMR CNRS 8502, Université Paris Sud, F-91405 Orsay, France Stéphane Mangin Laboratoire de Physique des Matériaux, UMR CNRS 7556, Université Henri Poincaré, F-54506 Nancy, France Jean-Francois Bobo Laboratoire de Physique de la Matière Condensée - NMH, FRE 2686 CNRS ONERA, 2 avenue Edouard Belin, F-31400 Toulouse, France Alois Loidl Experimentalphysik V, EKM, Institut für Physik, Universität Augsburg, Universitätsstrasse 1, D-86135, Augsburg, Germany