Capture of liquid hydrogen boiloff with metal hydride absorbers

A procedure which uses metal hydrides to capture some of this low pressure (,1 psig) hydrogen for subsequent reliquefaction is described. Of the five normally occurring sources of boil-off vapor the stream associated with the off-loading of liquid tankers during dewar refill was identified as the most cost effective and readily recoverable. The design, fabrication and testing of a proof-of-concept capture device, operating at a rate that is commensurate with the evolution of vapor by the target stream, is described. Liberation of the captured hydrogen gas at pressure .15 psig at normal temperatures (typical liquefier compressor suction pressure) are also demonstrated. A payback time of less than three years is projected

Wavelet entropy of stochastic processes

We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the Normalized Total Wavelet Entropy (NTWS) family [Phys. Rev. E 57 (1998) 932; J. Neuroscience Method 105 (2001) 65; Physica A (2005) in press] and a second introduced by Tavares and Lucena [Physica A 357 (2005)~71]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (-1<alpha< 1) and the fractional Brownian motion (1 < alpha < 3) are assessed. We find out that NTWS family performs better as a characterization method for these stochastic processes.Comment: 12 pages, 4 figures, submitted to Physica

Polynomial Relations in the Centre of U_q(sl(N))

When the parameter of deformation q is a m-th root of unity, the centre of U_q(sl(N))$ contains, besides the usual q-deformed Casimirs, a set of new generators, which are basically the m-th powers of all the Cartan generators of U_q(sl(N)). All these central elements are however not independent. In this letter, generalising the well-known case of U_q(sl(2)), we explicitly write polynomial relations satisfied by the generators of the centre. Application to the parametrization of irreducible representations and to fusion rules are sketched.Comment: 8 pages, minor TeXnical revision to allow automatic TeXin

The (in)visible hand in the Libor market: an Information Theory approach

This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in the financial literature: the complexity-entropy causality plane. This representation is able to classify different stochastic and chaotic regimes in time series. We use sliding temporal windows to assess changes in the intrinsic stochastic dynamics of the time series. Anomalous behavior in the Libor is detected, especially around the time of the last financial crisis, that could be consistent with data manipulation.Comment: PACS 89.65.Gh Econophysics; 74.40.De noise and chao

Metal Oxidation Kinetics and the Transition from Thin to Thick Films

We report an investigation of growth kinetics and transition from thin to thick films during metal oxidation. In the thin film limit (< 20 nm), Cabrera and Mott's theory is usually adopted by explicitly considering ionic drift through the oxide in response to electric fields, where the growth kinetics follow an inverse logarithmic law. It is generally accepted that Wagner's theory, involving self-diffusion, is valid only in the limit of thick film regime and leads to parabolic growth kinetics. Theory presented here unifies the two models and provides a complete description of oxidation including the transition from thin to thick film. The range of validity of Cabrera and Mott's theory and Wagner's theory can be well defined in terms of the Debye-Huckel screening length. The transition from drift-dominated ionic transport for thin film to diffusion-dominated transport for thick film is found to strictly follow the direct logarithmic law that is frequently observed in many experiments

Libor at crossroads: stochastic switching detection using information theory quantifiers

This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity-Entropy Causality Plane. This planar representation allows the discrimination of different stochastic and chaotic regimes. Using a temporal analysis based on moving windows, this paper unveals an abnormal movement of Libor time series arround the period of the 2007 financial crisis. This alteration in the stochastic dynamics of Libor is contemporary of what press called "Libor scandal", i.e. the manipulation of interest rates carried out by several prime banks. We argue that our methodology is suitable as a market watch mechanism, as it makes visible the temporal redution in informational efficiency of the market.Comment: 17 pages, 9 figures. arXiv admin note: text overlap with arXiv:1508.04748, arXiv:1509.0021