结构阻尼模型及系统时域动响应

振动界对经典的非频变结构阻尼模型一直有种种争议,本文检查了它的前提并指出将该模型推广到系统时域动响应分析时导致的悖论.为了提供结构阻尼系统的时域动响应实用分析方法,文中分别提出了基于响应优势谱成份的粘性阻尼近似模型和基于粘弹性理论的三参数频变结构阻尼模型;它们既可逼近结构阻尼缓频变的特性,又可保证系统的时域动响应具有因果性.     

Axiomatic formulations of nonlocal and noncommutative field theories

We analyze functional analytic aspects of axiomatic formulations of nonlocal and noncommutative quantum field theories. In particular, we completely clarify the relation between the asymptotic commutativity condition, which ensures the CPT symmetry and the standard spin-statistics relation for nonlocal fields, and the regularity properties of the retarded Green’s functions in momentum space that are required for constructing a scattering theory and deriving reduction formulas. This result is based on a relevant Paley-Wiener-Schwartz-type theorem for analytic functionals. We also discuss the possibility of using analytic test functions to extend the Wightman axioms to noncommutative field theory, where the causal structure with the light cone is replaced with that with the light wedge. We explain some essential peculiarities of deriving the CPT and spin-statistics theorems in this enlarged framework. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 147, No. 2, pp. 257–269, May, 2006.     

Causality Principle for a Reissner–Nordstrom Field in the RTG: The Small-Charge Case q2≤m2

We analyze the validity of the causality principle for the external electrovac solution generated by a static spherically symmetric and electrically charged body in the relativistic theory of gravity with a vanishing graviton mass, i.e., the Reissner–Nordstrom solution. We show that this principle restricts values of the constant in the external solution and also sets a lower bound for the source radius. We demonstrate that the external field of superdense star configurations satisfies the causality principle.     

Testing for cointegration using induced-order statistics

In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random walks against wide cointegrating alternatives including monotonic nonlinearities and certain types of level shifts in the cointegration relationship. We call our testing device the induced-order Kolmogorov–Smirnov cointegration test (KS), since it is constructed from the induced-order statistics of the series, and we derive its limiting distribution. This non-parametric statistic endows the test with a number of desirable properties: invariance to monotonic transformations of the series, and robustness for the presence of important parameter shifts. By Monte Carlo simulations we analyze the small sample properties of this test. Our simulation results show the robustness of the induced order cointegration test against departures from linear and constant parameter models. This paper is an extension of the work of Aparicio and Granger (1995) and Aparicio and Escribano (1998).     

When is a hidden variable theory compatible with quantum mechanics?

This paper is devoted to a study of some of the basic conditions which have to be satisfied by a hidden variable theory in order that it can reproduce the quantum mechanical probabilities. Of course one such condition, which emerges from the important theorem of Bell, is that a hidden variable theory has to be non-local. It is shown that a hidden variable theory is also incompatible with the conventional interpretation of mixed states and the mixing operation in quantum theory. It is therefore concluded that, apart from being non-local, a hidden variable theory would also necessarily violate the usual assumption of quantum theory that the density operator provides an adequate characterization of any ensemble of systems, pure or mixed.     

Factorization in retrocausality: a response to O. Costa de Beauregard

Costa de Beauregard's reformulation of joint probability, in connection with retrocausality, reveals a mathematical paradox independent of time-reversal. That paradox is intrinsic to Bell's theorem and has a physical manifestation in the Orsay experiments.     

Functional MRI and multivariate autoregressive models

Connectivity refers to the relationships that exist between different regions of the brain. In the context of functional magnetic resonance imaging (fMRI), it implies a quantifiable relationship between hemodynamic signals from different regions. One aspect of this relationship is the existence of small timing differences in the signals in different regions. Delays of 100 ms or less may be measured with fMRI, and these may reflect important aspects of the manner in which brain circuits respond as well as the overall functional organization of the brain. The multivariate autoregressive time series model has features to recommend it for measuring these delays and is straightforward to apply to hemodynamic data. In this review, we describe the current usage of the multivariate autoregressive model for fMRI, discuss the issues that arise when it is applied to hemodynamic time series and consider several extensions. Connectivity measures like Granger causality that are based on the autoregressive model do not always reflect true neuronal connectivity; however, we conclude that careful experimental design could make this methodology quite useful in extending the information obtainable using fMRI.     

汽车产业模块化对不连续创新影响的实证分析

为探讨产业模块化与不连续创新之间的相互作用关系,分别构建了产业模块化指数与不连续创新指数的测度指标,基于全球汽车产业1972~2011年的专利数据,主要利用格兰杰因果检验方法就产业模块化对不连续创新的影响及其因果方向进行了实证分析。结果表明,产业模块化对不连续创新存在显著正向影响且长期影响较为显著。     

整体视角下的投资者过度自信实证研究

过度自信是行为金融学中的一个重要假说。本文以证券市场整体为研究对象,采用可行的广义最小二乘法(FGLS)估计线性回归模型并结合格兰杰因果检验、指数自回归条件异方差模型(EGARCH)等对中国证券投资者过度自信情况进行实证研究。结果显示,中国投资者普遍存在着过度自信,且这种心理偏差对其投资行为产生了明显影响;与美国等成熟证券市场不同,中国投资者过度自信程度在牛市和熊市中并没有统计上的显著差别。     

Biotic patterns in LIGO recordings point to the creativity of gravitational interactions

The waves recorded by the Laser Interferometer Gravitational‐Wave Observatory (LIGO) presumably represent gravitational waves. Time series analyses revealed chaotic characteristics (nonperiodic oscillations, causal generation) and features of creativity that characterize Bios: increasing diversity (as contrasted to convergence to an attractor); novelty (lesser recurrence than randomized copies); and temporal complexity (a succession of different time‐limited patterns). Bios is also observed in quantum, cosmological, biological, and economic processes. Bios can be generated mathematically by bipolar feedback. Finding features of creativity in gravitational waves indicates that gravitational interactions causally generate complex patterns. As the gravitational wave background dates from the trillionth‐of‐a‐second after the Big Bang, these results indicate that causal and creative processes were important in the early universe, in contrast to the presumed predominance of random oscillations. © 2009 Wiley Periodicals, Inc. Complexity, 2010