QUALITATIVE AND QUANTITATIVE ANALYSIS OF STOCHASTIC PROCESSES BASED ON MEASURED DATA, II: APPLICATIONS TO EXPERIMENTAL DATA

Analysis of stochastic processes governed by the Langevin equation is discussed. The analysis is based on a general method for non-parametric estimation of deterministic and random terms of the Langevin equation directly from given data. Separate estimation of the terms corresponds to the decomposition of process dynamics into deterministic and random components. Part I of the paper presented several possibilities for qualitative and quantitative analysis of process dynamics based on such decomposition. In Part II, some of these analysis possibilities are applied to experimental datasets from metal cutting and laser-beam welding.     

Aeolian Tones of a Honeycomb Lattice Cell

Aeroacoustic resonant oscillations (aeolian tones) are studied for flow past two plates forming a cross in a square cross section channel. Possible oscillation modes are classified on the basis of admissible symmetry groups and the existence of the modes is proved. The infinite linear system of equations for these modes obtained by the sewing method was simplified and studied numerically. Curves of eigenfrequency versus plate length are constructed. The form of the eigenfunctions is studied.     

Influence of barrier parameters on tunneling in ferromagnet-insulator-ferromagnet contacts

The contribution of electrons moving at large angles to the barrier junction plane to the tunnel current is calculated. This contribution turns out to be small only if the Fermi energy of the electrons equals several electron volts. Otherwise, specifically, when the Fermi energy is no higher than 1–2 eV, this contribution dominates in high and thin potential barriers. It is found that the tunnel magnetic resistance in ferromagnet-insulator-ferromagnet contacts correlates with this contribution. It is this correlation that is responsible for a decrease in this contribution as the potential barriers get lower and thicker.     

On the excitation of a closely spaced array by a line source

An infinite row of periodically spaced, identical rigid circularcylinders is excited by an acoustic line source which is parallelto the generators of the cylinders. A method for calculatingthe scattered field accurately and efficiently is presented.When the cylinders are sufficiently close together, Rayleigh–Blochsurface waves that propagate energy to infinity along the arrayare excited. An expression is derived which enables the amplitudesof these surface waves to be computed without requiring thesolution to the full scattering problem.     

Sympathetic cooling rate of gas-phase ions in a radio-frequency-quadrupole ion trap

We theoretically investigated the mass dependence of the sympathetic cooling rate of gas-phase ions trapped in a linear radio-frequency-quadrupole ion trap. Using an a priori molecular dynamical calculation, tracing numerically with Newtonian equations of motion, we found that ions with a mass greater than 0.54±0.04 times that of the laser-cooled ions are sympathetically cooled; otherwise, they are heated. To understand the mass dependence obtained using the molecular-dynamical calculation, we made a heat-exchange model of sympathetic cooling, which shows that the factor of 0.54±0.04 is a consequence of absence of micro-motion along the axis of the linear ion trap. Received: 10 December 2001 / Revised version: 28 January 2002 / Published online: 14 March 2002     

Conditional Time Before Ruin of an Insurance Company

The statistical characteristics of conditional time before ruin of an insurance company, including the distribution function of conditional time and its moments are examined.