Order conditions for linearly implicit fractional step Runge Kutta methods

^{In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of ‘simpler’ linear differentialoperators and a nonlinear term.}     

A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

A principled technique for monitoring the performance of a consumer credit scorecard through time is derived from Kalman filtering. Standard approaches sporadically compare certain characteristics of the new applicants with those predicted from the scorecard. The new approach systematically updates the scorecard combining new applicant information with the previous best estimate. The dynamically updated scorecard is tracked through time and compared to limits calculated by sequential simulation from the baseline scorecard. The observation equation of the Kalman filter is tailored to take the results of fitting local scorecards by logistic regression to batches of new clients that arrive in the current time interval. The states in the Kalman filter represent the true or underlying score for each attribute in the card: the parameters of the logistic regression. Their progress in time is modelled by a random walk and the filter provides the best estimate of the scores using past and present information. We illustrate the technique using a commercial mortgage portfolio and the results indicate significant emerging deficiencies in the baseline scorecard.     

Einstein relation in chemically doped organic semiconductors

Based on the assumption of Gaussian energy distributions of the lowest unoccupied molecular orbital (LUMO) and the highest occupied molecular orbital (HOMO), analytical expressions of generalized Einstein relation in chemically doped organic semiconductor are developed, by approximation of Coulomb traps with a rectangle potential well. Numerical calculations show that traditional Einstein relations do not hold for chemically doped organic semiconductors. Similar to physical doping, the dependence of diffusion coefficient to mobility D/μ ratio on the carrier concentration has a maximum. An essential difference between chemical doping and physical doping is that, the D/μ ratio in chemically doped organic semiconductors depends not only on carrier concentration and doping concentration, but also on the applied electric field. PACS 71.20.Rv; 72.90.+y; 73.50.-h     

Non-aggregated Pd nanoparticles deposited onto catalytic supports

Nanostructured powders have shown great promise for a variety of applications including chemical gas sensors, high surface area supports for catalysis, tribology, chemical mechanical polishing, and optoelectronics. In this report, highly dispersed Pd nanoparticles with a narrow size distribution, and mean diameter of 2±0.2 nm, were deposited at room temperature onto amorphous carbon and oxide supports (TiO₂, Al₂O₃) by pulsed-laser ablation of a Pd sputtering target. Depositions were performed in Ar at a back-fill pressure of 3 mTorr after reaching a base pressure of 10^-7 Torr. Populations of uniformly dispersed particles with an interparticle spacing of 3 to 10 nm were observed by high-resolution transmission electron microscopy with little evidence of nanoparticle aggregation. The chemical compositions of individual nanoparticles were confirmed by high spatial resolution energy-dispersive X-ray spectroscopy.     

System dependence of the correlation function of IMFs in Ar + Sn at 35 MeV/u

The inclusive reduced velocity correlation functions of the intermediate mass fragments were measured in the reactions of ³⁶Ar + ^112,124Sn at 35 MeV/u. The anti-correlation is observed to be stronger in ³⁶Ar + ¹²⁴Sn system than that in ³⁶Ar + ¹¹²Sn. The difference of the correlation functions between the two reactions is mainly contributed by the particle pairs with high momenta. A three body Coulomb repulsive trajectory model is employed to calculate the emission time scale of the IMFs for the two systems. The time scale is 150 fm/c in ³⁶Ar + ¹¹²Sn and 120 fm/c in the ³⁶Ar + ¹²⁴Sn, respectively.     

Microprocessor testability

As the level of microprocessor complexity increases to several hundred thousand transistors for a single-chip machine, it is becoming very difficult to test commercially available designs to the level of fault coverage desired by some customers. In order to achieve near 100-percent coverage of single stuck-at faults, future microprocessors must be designed with special testing features (designed for testability). The authors describe the testing problem for microprocessors, including the various methods of generating test sets and their application by the user. A survey of the testability features of some of today's commercially available microprocessors is presented. Suggestions for testability features for future-generation microprocessors are also discussed     

Probability of error for selection diversity as a function of dwelltime

An expression is derived for the probability of error of an N th-order selection diversity system for the case where the receiver is forced to swell on one channel for several symbols before being allowed to make a decision regarding the best channel. It is found that the time-varying nature of a fading channel causes significant degradation of the probability of error when the dwell time becomes longer than about 10% of the inverse of the fading bandwidth of the channel. The onset of degradation is a function of the signal-to-noise ratio and of the order of diversity. Specific probabilities of error are calculated for differential phase-shift keyed modulation (DPSK). However, the calculations can be done for any other modulation technique     

QRS feature extraction using linear prediction

This communication proposes a method called linear prediction (a high performant technique in digital speech processing) for analyzing digital ECG signals. There are several significant properties indicating that ECG signals have an important feature in the residual error signal obtained after processing by Durbin's linear prediction algorithm. This communication also indicates that the prediction order need not be more than two for fast arrhythmia detection. The ECG signal classification puts an emphasis on the residual error signal. For each ECG's QRS complex, the feature for recognition is obtained from a nonlinear transformation which transforms every residual error signal to a set of three states pulse-code train relative to the original ECG signal. The pulse-code train has the advantage of easy implementation in digital hardware circuits to achieve automated ECG diagnosis. The algorithm performs very well in feature extraction in arrhythmia detection. Using this method, our studies indicate that the PVC (premature ventricular contraction) detection has at least a 92 percent sensitivity for MIT/BIH arrhythmia database.     

The study of cluster phenomenon at accelerator energies

Correlation between the particles from the proton-nucleus interactions in emulsion at 70 GeV/c is presented through the study of the rapidity gap analysis and compared with the two-particle rapidity correlations. It is observed that the strength of correlation decreases as the size of cluster increases. Asymmetry between the forward and backward components were also studied.Authors are thankful to Prof. K. D. Tolstov, JINR, Dubna, USSR for sending the exposed emulsion plates. Thanks are also due to UGC for financial assistance. We sincerely acknowledge the encouragement from Prof. T. Roy.