Critical slowing-down as indicator of approach to the loss of stability

We consider stochastic electro-mechanical dynamics of an overdamped power system in the vicinity of the saddle-node bifurcation associated with the loss of global stability such as voltage collapse or phase angle instability. Fluctuations of the system state vector are driven by random variations of loads and intermittent renewable generation. In the vicinity of collapse the power system experiences so-called phenomenon of critical slowing-down characterized by slowing and simultaneous amplification of the system state vector fluctuations. In generic case of a co-dimension 1 bifurcation corresponding to the threshold of instability it is possible to extract a single mode of the system state vector responsible for this phenomenon. We characterize stochastic fluctuations of the system state vector using the formal perturbative expansion over the lowest (real) eigenvalue of the system power flow Jacobian and verify the resulting expressions for correlation functions of the state vector by direct numerical simulations. We conclude that the onset of critical slowing-down is a good marker of approach to the threshold of global instability. It can be straightforwardly detected from the analysis of single-node autostructure and autocorrelation functions of system state variables and thus does not require full observability of the grid.Comment: Shorter version submitted to IEEE SmartGridComm 2014; 6 pages, 4 figures, discussion of autostructure functions adde

Electro-Magnetic Nucleon Form Factors and their Spectral Functions in Soliton Models

It is demonstrated that in simple soliton models essential features of the electro-magnetic nucleon form factors observed over three orders of magnitude in momentum transfer $t$ are naturally reproduced. The analysis shows that three basic ingredients are required: an extended object, partial coupling to vector mesons, and relativistic recoil corrections. We use for the extended object the standard skyrmion, one vector meson propagator for both isospin channels, and the relativistic boost to the Breit frame. Continuation to timelike $t$ leads to quite stable results for the spectral functions in the regime from the 2- or 3-pion threshold to about two rho masses. Especially the onset of the continuous part of the spectral functions at threshold can be reliably determined and there are strong analogies to the results imposed on dispersion theoretic approaches by the unitarity constraint.Comment: 24 pages, (RevTeX), 5 PS-figures; Data points in fig.2 and corresponding references added. Final version, to be published in Z.Physik

Threshold Saturation for Spatially Coupled Turbo-like Codes over the Binary Erasure Channel

In this paper we prove threshold saturation for spatially coupled turbo codes (SC-TCs) and braided convolutional codes (BCCs) over the binary erasure channel. We introduce a compact graph representation for the ensembles of SC-TC and BCC codes which simplifies their description and the analysis of the message passing decoding. We demonstrate that by few assumptions in the ensembles of these codes, it is possible to rewrite their vector recursions in a form which places these ensembles under the category of scalar admissible systems. This allows us to define potential functions and prove threshold saturation using the proof technique introduced by Yedla et al..Comment: 5 pages, 3figure

Is there evidence for dimension-two corrections in QCD two-point functions?

The ALEPH data on the (non-strange) vector and axial-vector spectral functions, extracted from tau-lepton decays, is used in order to search for evidence for a dimension-two contribution, $C_{2 V,A}$, to the Operator Product Expansion (other than $d=2$ quark mass terms). This is done by means of a dimension-two Finite Energy Sum Rule, which relates QCD to the experimental hadronic information. The average $C_{2} \equiv (C_{2V} + C_{2A})/2$ is remarkably stable against variations in the continuum threshold, but depends rather strongly on $\Lambda_{QCD}$. Given the current wide spread in the values of $\Lambda_{QCD}$, as extracted from different experiments, we would conservatively conclude from our analysis that $C_{2}$ is consistent with zero.Comment: A misprint in Eq. (14) has been corrected. No other changes. Paper to appear in Phys. Rev.

Correlations between the proton temperature anisotropy and transverse high-frequency waves in the solar wind

Correlations are studied between the power density of transverse waves having frequencies between $0.01$ and $1$ normalized to the proton gyrofrequency in the plasma frame and the ratio of the perpendicular and parallel temperature of the protons. The wave power spectrum is evaluated from high-resolution 3D magnetic field vector components, and the ion temperatures are derived from the velocity distribution functions as measured in fast solar wind during the Helios-2 primary mission at radial distances from the Sun between 0.3~AU and 0.9~AU. From our statistical analysis, we obtain a striking correlation between the increases in the proton temperature ratio and enhancements in the wave power spectrum. Near the Sun the transverse part of the wave power is often found to be by more than an order of magnitude higher than its longitudinal counterpart. Also the measured ion temperature anisotropy appears to be limited by the theoretical threshold value for the ion-cyclotron instability. This suggests that high-frequency Alfv\'{e}n-cyclotron waves regulate the proton temperature anisotropy.Comment: Some references have been adde

A new approximation Algorithm for the Matching Distance in Multidimensional Persistence

Topological Persistence has proven to be a promising framework for dealing with problems concerning shape analysis and comparison. In this contexts, it was originally introduced by taking into account 1-dimensional properties of shapes, modeled by real-valued functions. More recently, Topological Persistence has been generalized to consider multidimensional properties of shapes, coded by vector-valued functions. This extension has led to introduce suitable shape descriptors, named the multidimensional persistence Betti numbers functions, and a distance to compare them, the so-called multidimensional matching distance. In this paper we propose a new computational framework to deal with the multidimensional matching distance. We start by proving some new theoretical results, and then we use them to formulate an algorithm for computing such a distance up to an arbitrary threshold error

Higher Order Bases in a 2D Hybrid BEM/FEM Formulation

The advantages of using higher order, interpolatory basis functions are examined in the analysis of transverse electric (TE) plane wave scattering by homogeneous, dielectric cylinders. A boundary-element/finite-element (BEM/FEM) hybrid formulation is employed in which the interior dielectric region is modeled with the vector Helmholtz equation, and a radiation boundary condition is supplied by an Electric Field Integral Equation (EFIE). An efficient method of handling the singular self-term arising in the EFIE is presented. The iterative solution of the partially dense system of equations is obtained using the Quasi-Minimal Residual (QMR) algorithm with an Incomplete LU Threshold (ILUT) preconditioner. Numerical results are shown for the case of an incident wave impinging upon a square dielectric cylinder. The convergence of the solution is shown versus the number of unknowns as a function of the completeness order of the basis functions

Price transmission dynamics for quality‐certified food products: A comparison between conventional and organic fluid milk in Italy

Despite the vast number of works investigating price transmission (PT) processes in diverse agrifood markets, very little has been said about quality‐differentiated products. In this paper, we compare the conventional and organic fluid milk sectors in Italy to better understand the economic organization and functioning of one of the most important agrifoods in Italy. Using a unique dataset featuring processor and retail (scanner) prices for the two types of milk, we estimate Momentum‐Threshold Autoregressive models to account for asymmetric price movements in both sectors, but the PT results are eventually symmetric. The Vector Error Correction Model estimations and Impulse Response Functions analysis provide significant insights into the differences between the two markets. [EconLit citations: Q130, Q110, C590]info:eu-repo/semantics/acceptedVersio

Three Essays in Macroeconometrics

Motivated by the recent availability of extensive macroeconomic data sets, this thesis consists of three independent chapters that examine the ways to approach to this issue from various angles. The first chapter discusses the particularities of forecasting with factor-augmented predictive regressions under general loss functions. In line with the literature, principal component analysis is employed to extract factors from the set of predictors. We also extract information on the volatility of the series to be predicted, since volatility is forecast-relevant under non-quadratic loss functions. Both the theoretical and the empirical results emphasize the importance of using the relevant loss functions while performing forecasting exercises with extracted factors. The second chapter proposes a Threshold Factor Augmented Vector Autoregression model to address the interpretability issue of factors. The novelty is the interpretation of factors by observing how frequently factor loadings fall below estimated thresholds and become irrelevant. The results indicate that we are able to relate most of the factors to specific categories of the data without any prior specification on the data set. The third chapter uses the large information sets in vector autoregression sense. Motivated by the desire to probe macroeconomic tail events and to capture nonlinear economic dynamics, we estimate two types of regime switching models with Bayesian estimation methods: Threshold VAR and Markov switching VAR. We also use linear Bayesian VAR model as a benchmark. We show that small shock hitting in recessions worsen financial stress. Similarly small shocks hitting in financially stressful periods worsen recessions. We also demonstrate the power of a feedback loop between real and financial sectors when extremely large shocks hit the economy in normal/financially stable periods