Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

Machine assignment in a nonlinear multi-product flowline

A group of machines for processing a set of jobs in a manufacturing system is often located in a serial line. An efficient strategy for locating these machines such that the total travel distance or the cost of transporting the jobs is minimized is desired. In this research, the assumption of a linear line with equally spaced machine location is relaxed. This research addressed problems of locating unique machines. It is found that the machine distances possess unique properties in this type of a problem. Utilizing these properties, heuristic strategies are proposed to obtain efficient solution where optimal methods are expected to be computationally prohibitive. A lower bound for the optimum solution is also proposed. Results are encouraging.     

Stagnation flow on a cylinder with partial slip--an exact solution of the Navier-Stokes equations

The stagnation slip flow on an axially moving cylinder is studied.The Navier–Stokes and energy equations reduce to nonlinearordinary differential equations under a similarity transform.For large slip, the flow field decays exponentially into potentialflow. The heat transfer can be expressed as an incomplete gammafunction. In general, the heat transfer increases with slip,Prandtl number and Reynolds number.     

Numerical study on performance of disk MHD generator using frozen inert gas plasma

In an magnetohydrodynamic (MHD) generator using a frozen inert gas plasma (FIP), the availability of a frozen argon plasma, the influence of plasma uniformity at the generator inlet on the performance, and the feasibility of a large-scale generator are numerically examined by /spl gamma/-/spl theta/ two-dimensional simulation. The FIP is produced by pre-ionizing inert gas without an alkali metal seed at the generator inlet, then the ionization degree of the plasma is kept almost constant in the whole of the channel because of considerable slow recombination of the inert gas just like frozen reaction plasma. It is found that not only helium, but also argon frozen plasma MHD generation is realized, although highly accurate control of inlet ionization degree is necessary for argon. It is important to reduce the nonuniformity of plasma properties at the generator inlet in order to raise the maximum enthalpy extraction ratio. Even for the large-scale generator with 1000-MW thermal input, the ionization degree is kept almost constant in the whole of the channel and the high performance is obtainable. This result is extremely attractive for the FIP MHD generator.     

Nonlinear magneto-optical diffraction by two-dimensional magnetic superstructures

Nonlinear (at the second-harmonic frequency of the incident light) optical reflection by two-dimensional magnetic superstructures is theoretically studied. A square lattice of magnetic dots and a hexagonal lattice of magnetic bubbles (cylindrical magnetic domains) are considered. Because the periods of these structures are comparable with the wavelengths of the fundamental and the second-harmonic radiation, it would be possible to observe diffraction at the second-harmonic frequency. A polarization analysis of nonlinearly diffracted radiation is performed and the numbers of observable diffraction orders for the above structures are estimated. Received: 10 January 2002 / Published online: 11 June 2002     

The nonlinear effects of quantum electrodynamics at high energies

In this paper we considere ⁺ e ^? scattering with intermediate photon-photon scattering as a possibility for getting information about the nonlinear effects of quantum electrodynamics (QED) at high energies. This process is a higher-order correction to double bremsstrahlung. However, these two processes have quite different behaviour with the photon-photon scattering angle. Here we calculate the unpolarized differential cross section of thee ⁺ e ^? scattering with intermediate γγ scattering and also the interference terms with the double bremsstrahlung. Moreover, we show that the sum of these two contributions predominates over the contribution of the double bremsstrahlung for sufficiently large scattering angles of the photons. This result enables us to extract the differential cross section of the γγ scattering. Through extrapolation to different kinematical conditions we can get the cross sections for nearly real photon-photon scattering, photon splitting and Delbrück scattering. As a quantitative example we use the result for a test of the electron propagator in a gauge-invariant way with the usual minimal interaction. We give also numerical examples of this test, which will improve the present values of the testing parameters.     

Fluorides of ruthenium and chromium: Theoretical studies

The electronic and structural characteristics of CrF₅, CrF₄, RuF₅ and RuF₄ were studied. Ab initio (SCF-CI) calculations were performed with different structures and spin states for each complex. The favored conformation always corresponds to the highest multiplicity: doublet for CrF₅ in D_3h, triplet for CrF₄ in T_d, quadruplet for RuF₅ in C_4v and quintuplet for RuF₄ in D_4h symmetry.     

The Organization of Interaction Between Oil Refineries

The paper deals with the appropriate form of interaction between two refineries with different demand patterns. This problem can be formulated as finding a decentralized solution of linear programming problems linked by buying and selling activities. The complete problem is first solved for central values of product demands and costs and revenues. The structure of the basis then determines the organization of the interaction in terms of which unit sets quantities and which prices, or whether centralized decisions should be made. If, for expected values of product demand and costs, the structure of the basis is the same then the related organization of trading can be used for day-to-day transactions. For a well-known oil refinery model it is found that, for fairly large demand variations, decentralized interaction is effective, but that the structure of the basis changes easily with crude price variations, and that simulations did not converge for these variations.     

CO-laser photoacoustic detection of phosgene (COCl2)

Detection of COCl₂, a highly toxic gas in chemical industry, using laser photoacoustic spectroscopy is presented. The spectrophone system used has a broad band LN₂ cooled CW CO laser as a source of radiation, which operates from 4.8–8.4 um in the mid-infrared. Using an extracavity open longitudinal resonant cell, absorption signals to about 30 CO laser lines in the 5.45 um region could be observed. detection sensitivity has been estimated to be ppb order.This work has been supported by the NSFC