On the solution of large,structured linear complementarity problems: The tridiagonal case

This paper delineates the underlying theory of an efficient method for solving a class of specially-structured linear complementarity problems of potentially very large size. Problems of the type considered here arise in the process of making discrete approximations to differential equations in the presence of special side conditions. This problem source is exemplified by the free boundary problem for (infinite) journal bearings. Some of the authors' computational experience with the method is presented.Research and reproduction of this report was partially supported by the Office of Naval Research under contract N-00014-67-A-0112-0011; U.S. Atomic Energy Commission Contract AT(04-3)-326 PA # 18.     

Singular perturbation analysis of a certain volterra integral equation

An investigation is made of the asymptotic behavior of the solutionu(t;ε) to the Volterra integral equation $$\varepsilon u(t;\varepsilon ) = \pi ^{ - \tfrac{1}{2}} \int\limits_0^t {(t - s)^{ - \tfrac{1}{2}} [f(s) - u^n (s;\varepsilon )]} ds, t \geqslant 0, n \geqslant 1$$ , in the limit as ε→0. This investigation involves a singular perturbation analysis. For the linear problem (n=1) an infinite, uniformly valid asymptotic expansion ofu(t;ε) is obtained. For the nonlinear problem (n≥2), the leading two terms of a uniformly valid expansion are found     

A millimeter wave dielectric waveguide antenna

This paper describes the theoretical and experimental results of a novel leaky-wave antenna incorporating a homogeneous dielectric transmission line and radiating aperture into a single structure. The primary objective of this investigation is to demonstrate the ability to control aperture radiation by simply cutting slots into a metal-free dielectric transmission line. Experimental line source antennas with identical periodic slots were designed to operate in the 35 GHz frequency region. The successful performance of these antennas resulted in the design of a dielectric line source antenna with a symmetrical amplitude taper which provided a lower sidelobe level. The design represents a significant breakthrough in achieving affordable, low-loss, lightweight antennas in the millimeter wave region. The most significant applications for this type of antenna include radar surveillance and tactical missile-seeker terminal guidance.     

Ward's identity in critical dynamics

We consider the relaxation of an order-parameter fluctuation of wave numberk in a system undergoing a second-order phase transition. In general, close to the critical point, wherek ^{–1 –1} (the correlation length) the relaxation rate has a linear dependence on/k of the form (k, ) = (k, 0)x(1–a/k). In analogy with the use of Ward's identity in elementary particle physics, we show that the numerical coefficienta is readily calculated by means of a mass insertion. We demonstrate, furthermore, that this initial linear drop is the main feature of the full/k dependence of the scaling functionR ^–x (k,), wherex is the dynamic critical exponent andR=(k²+ ²)^1/2 is the distance variable.     

Frequency- and bias-dependent ac conductivity of charge-density waves in TaS3

The charge-density wave contribution to the dc and the small-signal ac conductivity of orthorhombic TaS₃ has been completely characterized for a single crystal. The ac conductivity is found to be independent of dc bias below threshold. The tunneling theory of charge-density wave depinning successfully predicts the real and imaginary parts of the ac conductivity as functions of both frequency and applied dc bias, using only a fit to the dc I–V data and one adjustable parameter.     

Modeling of MIG/MAG welding with experimental validation using an active contour algorithm applied on high speed movies

This paper investigates some issues in physical modeling of metal inert gas/metal active gas (MIG/MAG) welding process in the short arc mode. In this mode, a metal supply is molten in the arc state and then transferred to the weld pool during the short-circuit state. A hybrid model having two distinct continuous states whose switchings are controlled by two guard conditions is proposed. Due to the complexity of the physical phenomena involved in the welding process, simplifications are used to obtain a model accounting for the main physical contributions but simple enough to yield an efficient, fast and numerically tractable simulator which can be used intensively for evaluating different control strategies. In an attempt to validate the proposed model, different measurements have been made including supply voltage and current sampled synchronously with high speed digital video. In order to extract some relevant quantities representative of the metal transfer from image sequences, an active contour algorithm is developed and tested. The effectiveness of the proposed model in the prediction of major tendencies of a welding process, especially in the arc state, is shown using experimental data. Some limitations of the model during the metal transfer are also stressed and possible remedies are then proposed.     

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.     

Falling and explosive,dormant, and rising markets via multiple‐regime financial time series models

A multiple‐regime threshold nonlinear financial time series model, with a fat‐tailed error distribution, is discussed and Bayesian estimation and inference are considered. Furthermore, approximate Bayesian posterior model comparison among competing models with different numbers of regimes is considered which is effectively a test for the number of required regimes. An adaptive Markov chain Monte Carlo (MCMC) sampling scheme is designed, while importance sampling is employed to estimate Bayesian residuals for model diagnostic testing. Our modeling framework provides a parsimonious representation of well‐known stylized features of financial time series and facilitates statistical inference in the presence of high or explosive persistence and dynamic conditional volatility. We focus on the three‐regime case where the main feature of the model is to capturing of mean and volatility asymmetries in financial markets, while allowing an explosive volatility regime. A simulation study highlights the properties of our MCMC estimators and the accuracy and favourable performance as a model selection tool, compared with a deviance criterion, of the posterior model probability approximation method. An empirical study of eight international oil and gas markets provides strong support for the three‐regime model over its competitors, in most markets, in terms of model posterior probability and in showing three distinct regime behaviours: falling/explosive, dormant and rising markets. Copyright © 2009 John Wiley & Sons, Ltd.