High performance structures

Materials selection, structural geometry, proof testing and statistical screening, prestressing, and system energy as tools for designing optimum trusses and other high performance structure

Studies in prestressed and segmented brittle structures

Application of nonlinear bending theory to prestressed and segmented brittle structure

Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach

This paper compares the different dynamics of the simple sum monetary aggregates and the Divisia monetary aggregate indexes over time, over the business cycle, and across high and low inflation and interest rate phases. Although traditional comparisons of the series sometimes suggest that simple sum and Divisia monetary aggregates share similar dynamics, there are important differences during certain periods, such as around turning points. These differences cannot be evaluated by their average behavior. We use a factor model with regime switching. The model separates out the common movements underlying the monetary aggregate indexes, summarized in the dynamic factor, from individual variations in each individual series, captured by the idiosyncratic terms. The idiosyncratic terms and the measurement errors reveal where the monetary indexes differ. We find several new results. In general, the idiosyncratic terms for both the simple sum aggregates and the Divisia indexes display a business cycle pattern, especially since 1980. They generally rise around the end of high interest rate phases – a couple of quarters before the beginning of recessions – and fall during recessions to subsequently converge to their average in the beginning of expansions. We find that the major differences between the simple sum aggregates and Divisia indexes occur around the beginnings and ends of economic recessions, and during some high interest rate phases. We note the inferences’ policy relevance, which is particularly dramatic at the broadest (M3) level of aggregation. Indeed, as Belongia (1996) has observed in this regard, “measurement matters.”Measurement Error, Divisia Index, Aggregation, State Space, Markov Switching, Monetary Policy

The role of freestream turbulence scale in subsonic flow separation

The ojective of this work is the clarification of the role of freestream turbulence scale in determining the location of boundary layer separation. An airfoil in subsonic wind tunnel flow is the specific case studied. Hot-film and hot-wire anemometry, liquid-film visualization and pressure measurements are the principal diagnostic techniques in use. The Vanderbilt University subsonic wind tunnel is the flow facility being used

Is the angular momentum of an electron conserved in a uniform magnetic field?

We show that an electron moving in a uniform magnetic field possesses a time-varying ``diamagnetic'' angular momentum. Surprisingly this means that the kinetic angular momentum of the electron may vary with time, despite the rotational symmetry of the system. This apparent violation of angular momentum conservation is resolved by including the angular momentum of the surrounding fields

Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach

This paper compares the different dynamics of simple sum monetary aggregates and the Divisia indexes over time, over the business cycle, and across high and low inflation and interest rate phases. Although the traditional comparison of the series may suggest that they share similar dynamics, there are important differences during certain times and around turning points that can not be evaluated by their average behavior. We use a factor model with regime switching that offers several ways in which these differences can be analyzed. The model separates out the common movements underlying the monetary aggregate indexes, summarized in the dynamic factor, from individual variations in each one series, captured by the idiosyncratic terms. The idiosyncratic terms and the measurement errors represent exactly where the monetary indexes differ. We find several new results. In general, the idiosyncratic terms for both the simple sum aggregates and the Divisia indexes display a business cycle pattern, especially since 1980. They generally rise around the end of high interest rate phases – a couple of quarters before the beginning of recessions – and fall during recessions to subsequently converge to their average in the beginning of expansions. We also find that the major differences between the simple sum aggregates and Divisia indexes occur around the beginning and end of economic recessions, and during some high interest rate phases.Measurement Error, Divisia Index, Aggregation, State Space, Markov Switching, Monetary Policy

Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach

This paper compares the different dynamics of the simple sum monetary aggregates and the Divisia monetary aggregate indexes over time, over the business cycle, and across high and low inflation and interest rate phases. Although traditional comparisons of the series sometimes suggest that simple sum and Divisia monetary aggregates share similar dynamics, there are important differences during certain periods, such as around turning points. These differences cannot be evaluated by their average behavior. We use a factor model with regime switching. The model separates out the common movements underlying the monetary aggregate indexes, summarized in the dynamic factor, from individual variations in each individual series, captured by the idiosyncratic terms. The idiosyncratic terms and the measurement errors reveal where the monetary indexes differ. We find several new results. In general, the idiosyncratic terms for both the simple sum aggregates and the Divisia indexes display a business cycle pattern, especially since 1980. They generally rise around the end of high interest rate phases – a couple of quarters before the beginning of recessions – and fall during recessions to subsequently converge to their average in the beginning of expansions. We find that the major differences between the simple sum aggregates and Divisia indexes occur around the beginnings and ends of economic recessions, and during some high interest rate phases. We note the inferences’ policy relevance, which is particularly dramatic at the broadest (M3) level of aggregation. Indeed, as Belongia (1996) has observed in this regard, “measurement matters.”Measurement Error, Divisia Index, Aggregation, State Space, Markov Switching, Monetary Policy

Exotic vortex lattices in binary repulsive superfluids

We investigate a mixture of two repulsively interacting superfluids with different constituent particle masses: m1≠m2. Solutions to the Gross-Pitaevskii equation for homogeneous infinite vortex lattices predict the existence of rich vortex lattice configurations, a number of which correspond to Platonic and Archimedean planar tilings. Some notable geometries include the snub-square, honeycomb, kagome, and herringbone lattice configurations. We present a full phase diagram for the case m2/m1=2 and list a number of geometries that are found for higher integer mass ratios

Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach

This paper compares the different dynamics of the simple sum monetary aggregates and the Divisia monetary aggregate indexes over time, over the business cycle, and across high and low inflation and interest rate phases. Although traditional comparisons of the series sometimes suggest that simple sum and Divisia monetary aggregates share similar dynamics, there are important differences during certain periods, such as around turning points. These differences cannot be evaluated by their average behavior. We use a factor model with regime switching. The model separates out the common movements underlying the monetary aggregate indexes, summarized in the dynamic factor, from individual variations in each individual series, captured by the idiosyncratic terms. The idiosyncratic terms and the measurement errors reveal where the monetary indexes differ. We find several new results. In general, the idiosyncratic terms for both the simple sum aggregates and the Divisia indexes display a business cycle pattern, especially since 1980. They generally rise around the end of high interest rate phases – a couple of quarters before the beginning of recessions – and fall during recessions to subsequently converge to their average in the beginning of expansions. We find that the major differences between the simple sum aggregates and Divisia indexes occur around the beginnings and ends of economic recessions, and during some high interest rate phases. We note the policy relevance of the inferences. Indeed, as Belongia (1996) has observed in this regard, "measurement matters."Measurement error; monetary aggregation; Divisia index; aggregation; state space; Markov switching; monetary policy; index number theory; factor models

Flexible Invariants Through Semantic Collaboration

Modular reasoning about class invariants is challenging in the presence of dependencies among collaborating objects that need to maintain global consistency. This paper presents semantic collaboration: a novel methodology to specify and reason about class invariants of sequential object-oriented programs, which models dependencies between collaborating objects by semantic means. Combined with a simple ownership mechanism and useful default schemes, semantic collaboration achieves the flexibility necessary to reason about complicated inter-object dependencies but requires limited annotation burden when applied to standard specification patterns. The methodology is implemented in AutoProof, our program verifier for the Eiffel programming language (but it is applicable to any language supporting some form of representation invariants). An evaluation on several challenge problems proposed in the literature demonstrates that it can handle a variety of idiomatic collaboration patterns, and is more widely applicable than the existing invariant methodologies.Comment: 22 page