Bayesian estimation of incompletely observed diffusions

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on an unknown parameter. A data-augmentation algorithm for drawing from the posterior distribution is presented which is based on simulating diffusion bridges conditional on a noisy incomplete observation at an intermediate time. The dynamics of such filtered bridges are derived and it is shown how these can be simulated using a generalised version of the guided proposals introduced in Schauer, Van der Meulen and Van Zanten (2017, Bernoulli 23(4A)).     

Typical Frobenius coverings

A covering p from a Cayley graph Cay（G, X） onto another Cay（H, Y） is called typical Frobenius if G is a Frobenius group with H as a Frobenius complement and the map p ： G →H is a group epimorphism. In this paper, we emphasize on the typical Frobenius coverings of Cay（H, Y）. We show that any typical Frobenius covering Cay（G, X） of Cay（H, Y） can be derived from an epimorphism /from G to H which is determined by an automorphism f of H. If Cay（G, X1） and Cay（G, X2） are two isomorphic typical Frobenius coverings under a graph isomorphism Ф, some properties satisfied by Фare given.     

Liquid crystals: applications and industry

Liquid crystals (LCs) are mesogenic phases of matter which combine liquid fluidity with crystalline solid properties. Precise knowledge of the molecular orientations – close to the boundaries and within the material bulk – is necessary for understanding their flow behaviour, especially in microfluidic settings. While the boundary conditions are set, passively, by surface-induced molecular orientations, the bulk orientation in flow is determined, actively, by the anisotropic coupling between the flow and the molecular orientation. Together, the surface and the bulk orientations offer a range of topological constraints within microfluidic channels, which affect the evolution and sustenance of flow-induced phenomena in LC-based systems. The concept of topological microfluidics can be extended to different classes of anisotropic fluids, allowing us to explore and to employ such fluids as complex functional materials for microfluidics, thereby significantly broadening the reach of conventional microfluidics.     

The single-longitudinal-mode operation of a ridge waveguide laser based on two-dimensional photonic crystals

An electrically driven, single-longitudinal-mode GaAs based photonic crystal (PC) ridge waveguide (RWG) laser emitting at around 850 nm is demonstrated. The single-longitudinal-mode lasing characteristic is achieved by introducing the PC to the RWG laser. The triangle PC is etched on both sides of the ridge by photolithography and inductive coupled plasma (ICP) etching. The lasing spectra of the RWG lasers with and without the PC are studied, and the result shows that the PC purifies the longitudinal mode. The power per facet versus current and current-voltage characteristics have also been studied and compared.     

Surface waves and mode conversion at a surface coated with an elastic heavy layer

A surface wave of frequency lying within bulk band of transverse waves is found in an elastic medium coated with a thin layer endowed with a surface mass density, surface Young's modulus and surface bending modulus. The wave is a particular case of surface resonance with infinite lifetime. In materials with negative Poisson's ratio (auxetics) the wave exists even for coating material with zero bending modulus, whereas with positive Poisson's ratio it requires the surface bending modulus to be larger than the surface Young's modulus. The manifestation of this wave in the reflection coefficient seems promising for fabrication of devices showing monochromator properties.     

An accurate solution for the surface of elastic layer under normal concentrated load acting on a rigid horizontal base

On the basis of ref.^[1], this paper deduces an accurate solution for the surface of elastic layer under normal concentrated load acting on a rigid horizontal base, and gives numerical results, which suit civil engineers for reference.     

Numerical simulations of the nonlinear propagation of femtosecond optical pulses in gases

A two-dimensional axisymmetric model of the propagation of intense femtosecond laser pulses through dispersion-free transparent media is described. The effects of diffraction, nonlinear Kerr effect (instantaneous and retarded) and multiphoton ionisation are included. Numerical results concerning air and other gases are discussed. In particular, time self-compression of femtosecond pulses is predicted. Stable self-guided pulses are simulated, in agreement with recent experimental observations. Received: 19 June 1998 / Received in final form: 14 January 1999