Degradation in gain for a free electron laser amplifier due to electron momentum spread

A finite spread in axial momentum for the electron beam in a free electron laser amplifier is shown to decrease the small-signal gain. For millimeter and sub-millimeter wave amplifiers, where exponential growth dominates the gain, it is shown that the gain is approximately 3 db below that for a cold beam if the relative momentum spread (u/u)_1/2 = (G_o/248)^1/2 (_o/L), where G_o1 is the gain in db for the cold-beam case, _o is the magnetic wiggler period, and L is the amplifier length. Exact numerical examples are given for representative FEL amplifiers at 35 and 550 GHz.This research was sponsored by the U.S. Office of Naval Research, and by the U.S.-Israel Binational Science Foundation.     

Statistical inference and modelling of momentum in stock prices

The following results are obtained, (i) It is possible to obtain a time series of market data {y(t)} in which the fluctuations in fundamental value have been compensated for. An objective test of the efficient market hypothesis (EMH), which would predict random correlations about a constant value, is thereby possible, (ii) A time series procedure can be used to determine the extent to which the differences in the data and the moving averages are significant. This provides a model of the form y(t)-y(t-l)=0.5{y(t- l)-y(t-2)}+ε(t)+0.8ε(r-1) where ε(t) is the error at time t, and the coefficients 0.5 and 0.8 are determined from the data. One concludes that today's price is not a random perturbation from yesterday's; rather, yesterday's rate of change is a significant predictor of today's rate of change. This confirms the concept of momentum that is crucial to market participants. (iii) The model provides out-of-sample predictions that can be tested statistically. (iv) The model and coefficients obtained in this way can be used to make predictions on laboratory experiments to establish an objective and quantitative link between the experiments and the market data. These methods circumvent the central difficulty in testing market data, namely, that changes in fundamentals obscure intrinsic trends and autocorrelations. This procedure is implemented by considering the ratio of two similar funds (Germany and Future Germany) with the same manager and performing a set of statistical tests that have excluded fluctuations in fundamental factors. For the entire data of the first 1149 days beginning with the introduction of the latter fund, a standard runs test indicates that the data is 29 standard deviations away from that which would be expected under a hypothesis of random fluctuations about the fundamental value. This and other tests provide strong evidence against the efficient market hypothesis and in favour of autocorrelations in the data. An ARIMA time series finds strong evidence (9.6 and 21.6 standard deviations in the two coefficients) that the data is described by a model that involves the first difference, indicating that momentum is the significant factor. The first quarter's data is used to make out-of-sample predictions for the second quarter with results that are significant to 3 standard deviations. Finally, the ARIMA model and coefficients are used to make predictions on laboratory experiments of Porter and Smith in which the intrinsic value is clear. The model's forecasts are decidedly more accurate than that of the null hypothesis of random fluctuations about the fundamental value.     

Three‐unit semicircles curve: A compact 3D graphical representation of DNA sequences based on classifications of nucleotides

A new three‐dimensional graphical representation of DNA sequences, three‐unit semicircles (TUS)‐curve, which maps a given sequence into a dot sequences embedded in three‐unit semicircles, is proposed based on three biclassifications of nucleotides. TUS‐curve has the merit of compactness and could avoid the degeneracy and loss of information. The geometrical center of the curve, which indicates the distribution of base frequencies of the corresponding DNA sequence, is extracted and applied to analyze the similarity of various species. Phylogenetic tree of 11 species based on their first exons of β‐globin genes showed that the TUS‐curve is a powerful tool to get valuable biological information. © 2011 Wiley Periodicals, Inc. Int J Quantum Chem, 2011     

Classroom note: The area under x α by geometry

By stretching the area under the curve x ^α it is shown to be of the form x ^{α + 1} p(α). Geometry is then used to prove p(α) = 1/(α + 1).     

Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R

We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factorσ(·).We focus on the functional ergodic limits for the occupation time processes of the models in R.It is proved that the limiting process has the form ofλξ(·),where A is the Lebesgue measure on IE andξ(·)is a real-valued process which is non-degenerate if and only ifσis integrable.Whenξ(·)is non-degenerate,it is strictly positive for t0.Moreover,ξconverges to O in finite-dimensional distributions if the integral ofσtends to infinity.     

Integral representation in the theory of continuous trading

This paper deals with predictable representation in continuous trading. First of all we give a positive answer to a conjecture of Harrison and Pliska [2]. Then we prove the completeness of a model of mixed type (see[2]). A slight modificationof this example shows that the continuous and purely discontinuous parts of a local martingale depend on the filtration.     

Accuracy of high‐order density‐based compressible methods in low Mach vortical flows

At low Mach numbers, Godunov‐type approaches, based on the method of lines, suffer from an accuracy problem. This paper shows the importance of using the low Mach number correction in Godunov‐type methods for simulations involving low Mach numbers by utilising a new, well‐posed, two‐dimensional, two‐mode Kelvin–Helmholtz test case. Four independent codes have been used, enabling the examination of several numerical schemes. The second‐order and fifth‐order accurate Godunov‐type methods show that the vortex‐pairing process can be captured on a low resolution with the low Mach number correction applied down to 0.002. The results are compared without the low Mach number correction and also three other methods, a Lagrange‐remap method, a fifth‐order accurate in space and time finite difference type method based on the wave propagation algorithm, and fifth‐order spatial and third‐order temporal accurate finite volume Monotone Upwind Scheme for Conservation Laws (MUSCL) approach based on the Godunov method and Simple Low Dissipation Advection Upstream Splitting Method (SLAU) numerical flux with low Mach capture property. The ability of the compressible flow solver of the commercial software, ANSYS FLUENT , in solving low Mach flows is also demonstrated for the two time‐stepping methods provided in the compressible flow solver, implicit and explicit. Results demonstrate clearly that a low Mach correction is required for all algorithms except the Lagrange‐remap approach, where dissipation is independent of Mach number. © 2013 Crown copyright. International Journal for Numerical Methods in Fluids. © 2013 John Wiley & Sons, Ltd.