Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being based on autocorrelations and cross-correlations of the series. In the present paper, we employ a local Gaussian approach in an empirical investigation of lead–lag and causality relations. The study is carried out for monthly recorded financial indices for ten countries in Europe, North America, Asia and Australia. The local Gaussian approach makes it possible to examine lead–lag relations locally and separately in the tails and in the center of the return distributions of the series. It is shown that this results in a new and much more detailed picture of these relationships. Typically, the dependence is much stronger in the tails than in the center of the return distributions. It is shown that the ensuing nonlinear Granger causality tests may detect causality where traditional linear tests fail.     

The Influence of Mineral Impurities on the „Sulphur Puffing”︁ at High Temperature Treatment of Brown Coal Pitch Cokes

Cokes rich in sulphur usually show throughout the high temperature treatment between 1500 and 1800 °C an irreversible dilatation which can be suppressed by additives of inorganic oxides or salts. In brown coal pitch cokes with high content of sulphur and mineral impurities (ash), however, this suphur puffing cannot be observed. Basic ash components (e. g. CaO, Fe₂O₃, MgO) are responsible for the puffing inhibition. The inhibition is already sufficient if the concerntration of basic ash components equals the suphur conentration.     

Beitrag zur Züchtung von ZnSiP2 unter nichtstöchiometrischen Bedingungen aus der Gasphase in Auswertung mikroanalytischer Untersuchungen

Röntgenographically identified single-phase ZnSiP₂ of stoichiometric composition which has been grown in gas phase has a specific resistance of > 10³ Ωcm and locally limited luminescence spectra. The presence of foreign phases and inhomogeneities as well as stoichiometric deviations in the ZnSiP₂ are possible causes of these physical properties. An attempt was made to grow, in the gas phase, ZnSiP₂ containing foreign phases. For this purpose, synthesis and crystallization of ZnSiP₂ were carried out using non-stoichiometric proportions of silicon. The phase composition of the crystals was investigated by means of light microscopy and electron-beam microanalysis. In the case of hypostoichiometric silicon amounts (–50 mole% Si) the ZnSiP₂ matrix contains the binary phases ZnP₂ and Zn₃P₂. Under hyperstoichiometric conditions (> 100 mole% Si) ZnS₁₃P₂ layers are deposited on the ZnSiP₂. Distinct differences between the physical properties of stoichiometric single-phase ZnSiP₂ and ZnSiP₂ containing foreign phases could not be detected.     

Mössbauer study of the vibrational anisotropy and of the light-induced population of metastable states in single-crystalline guanidinium nitroprusside

M?ssbauer studies were performed on single crystals of guanidinium nitroprusside with different orientations of their principal crystallographic axes (a, b, c) with respect to the incident radiation. The markedly anisotropic Lamb-M?ssbauer factor f _LM , i.e. f _LM ^(a) = 0.118(8), f _LM ^(b) = 0.174(8), f _LM ^(c) = 0.202(8) is in contrast to that of nitroprussides with inorganic anions. The observed anisotropy is ascribed to the anisotropic vibrational mean-square displacement of the nitroprusside anions as a whole which is due to the specific packing of both, anions and cations, as well as the very weak chemical bonding between the ions, typical only for guanidinium nitroprusside. The vibrational anisotropy of iron atoms in barium nitroprusside that has been observed by X-ray structural investigations has a different origin and therefore does not result in an anisotropic Lamb-M?ssbauer factor. We have also investigated metastable states in guanidinium nitroprusside that have been populated by means of incoherent irradiation from light-emitting diodes. With a specific orientation of the guanidinium nitroprusside single crystal a population of the metastable states up to 26% could be achieved. Populations of comparable size on lithium, sodium and potassium nitroprussides have only been reached using coherent laser irradiation. Received 15 December 1998 and Received in final form 3 March 1999     

Light charged particle emission and fission in238U+238U collisions at 1,740 MeV

Inclusive⁴He and⁴H energy spectra and heavy fragment coincidence correlations have been measured for reactions of 7.31 MeV/u²³⁸U with²³⁸U and^?197Au targets. The H/He production cross sections are in the range 15–26 mb, and their emission spectra are very similar for the two systems. The observed strong kinematic shifts with angle are reproduced in shape and magnitude by Monte Carlo simulations of particle evaporation from projectile-like and target-like fragments, indicating competition between charged particle emission and sequential fission. No evidence is found for high energy charged particle emission associated with ultra-highZ composite systems. Heavy fragment measurements indicate an abundance of quasielastic and deeply inelastic reaction fragments, as well as sequential fission of target and projectile nuclei. For²³⁸U nuclei, the fission occurs predominantly in an asymmetric mode, reminiscent of fission at low excitation energy. For²³⁸+²³⁸U reactions in the vicinity of the grazing angle, the frequency of single sequential fission (with survival of the partner fragment) is twice as large as double sequential fission in which both the target and projectile undergo fission. In²³⁸U+¹⁹⁷Au reactions, the survival probability of the heavy fragments is even greater. The surprisingly high survival probabilities of high-Z fragments imply a preponderance of very soft collisions in these very-heavy-ion reactions, at least at energies not very far over the Coulomb barrier.     

High-pressure phase transition of Bi2Fe4O9

The high-pressure behaviour of Bi2Fe4O9 was analysed by in situ powder and single-crystal x-ray diffraction and Raman spectroscopy. Pressures up to 34.3(8) GPa were generated using the diamond anvil cell technique. A reversible phase transition is observed at approximately 6.89(6) GPa and the high-pressure structure is stable up to 26.3(1) GPa. At higher pressures the onset of amorphization is observed. The crystal structures were refined from single-crystal data at ambient pressure and pressures of 4.49(2), 6.46(2), 7.26(2) and 9.4(1) GPa. The high-pressure structure is isotypic to the high-pressure structure of Bi2Ga4O9. The lower phase transition pressure of Bi2Fe4O9 with respect to that of Bi2Ga4O9 (16 GPa) confirms the previously proposed strong influence of cation substitution on the high-pressure stability and the misfit of Ga3+ and Fe3+ in tetrahedral coordination at high pressure. A fit of a second-order Birch–Murnaghan equation of state to the p–V data results in K0 = 74(3) GPa for the low-pressure phase and K0 = 79(2) GPa for the high-pressure phase. The mode Grüneisen parameters were obtained from Raman-spectroscopic measurements.     

Direct observation of ferroelectric domain switching in varying electric field regimes using in situ TEM

In situ Transmission Electron Microscopy (TEM) techniques can potentially fill in gaps in the current understanding interfacial phenomena in complex oxides. Select multiferroic oxide materials, such as BiFeO(3) (BFO), exhibit ferroelectric and magnetic order, and the two order parameters are coupled through a quantum-mechanical exchange interaction. The magneto-electric coupling in BFO allows control of the ferroelectric and magnetic domain structures via applied electric fields. Because of these unique properties, BFO and other magneto-electric multiferroics constitute a promising class of materials for incorporation into devices such as high-density ferroelectric and magnetoresistive memories, spin valves, and magnetic field sensors. The magneto-electric coupling in BFO is mediated by volatile ferroelastically switched domains that make it difficult to incorporate this material into devices. To facilitate device integration, an understanding of the microstructural factors that affect ferroelastic relaxation and ferroelectric domain switching must be developed. In this article, a method of viewing ferroelectric (and ferroelastic) domain dynamics using in situ biasing in TEM is presented. The evolution of ferroelastically switched ferroelectric domains in BFO thin films during many switching cycles is investigated. Evidence of partial domain nucleation, propagation, and switching even at applied electric fields below the estimated coercive field is revealed. Our observations indicate that the occurrence of ferroelastic relaxation in switched domains and the stability of these domains is influenced the applied field as well as the BFO microstructure. These biasing experiments provide a real time view of the complex dynamics of domain switching and complement scanning probe techniques. Quantitative information about domain switching under bias in ferroelectric and multiferroic materials can be extracted from in situ TEM to provide a predictive tool for future device development.     

Taylor collocation method for the numerical solution of the nonlinear Schrödinger equation using quintic B-spline basis

In this study, we construct a Taylor collocation method for the numerical solution of the nonlinear Schrödinger (NLS) equation. We use suitable initial and boundary conditions. Taylor series expansion is used for time discretization. The cubic B-spline collocation method is applied to spatial discretization. Test problems concerning the single soliton motion, interaction of two colliding solitons, and the formation and bound states of solitons of the NLS equation are studied to evaluate the method. The L ₂ and L _∞ error norms are calculated to improve the accuracy of the numerical results.     

Improved linear multi-step methods for stochastic ordinary differential equations

We consider linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. We present schemes where the drift part is approximated by well-known methods for deterministic ordinary differential equations. In previous work, we considered Maruyama-type schemes, where only the increments of the driving Wiener process are used to discretize the diffusion part. Here, we suggest the improvement of the discretization of the diffusion part by also taking into account mixed classical-stochastic integrals. We show that the relation of the applied step sizes to the smallness of the noise is essential in deciding whether the new methods are worthwhile. Simulation results illustrate the theoretical findings.     

The number oft-wise balanced designs

We prove that the number oft-wise balanced designs of ordern is asymptotically , provided that blocks of sizet are permitted. In the process, we prove that the number oft-profiles (multisets of block sizes) is bounded below by and above by for constants c₂>c₁>0.