Efficient Estimation of a Dynamic Error-Shock Model

This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary disturbances under the assumption that the variables are subject to random measurement errors. The conditions under which the parameters are identified are stated. An asymptotically efficient frequency-domain class of instrumental variables estimators is suggested. The procedure consists of two basic steps. The first step transforms the model in such a way that the observed exogenous variables are asymptotically orthogonal to the residual terms. The second step involves an iterative procedure like that of Robinson [13].

Polynomial Cointegration among Stationary Processes with Long Memory

n this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we consider a form of spectral regression around frequency zero. For these estimates, we establish consistency by means of a more general result on continuously averaged estimates of the spectral density matrix at frequency zeroComment: 25 pages, 7 figures. Submitted in August 200

Shear-Free Gravitational Waves in an Anisotropic Universe

We study gravitational waves propagating through an anisotropic Bianchi I dust-filled universe (containing the Einstein-de-Sitter universe as a special case). The waves are modeled as small perturbations of this background cosmological model and we choose a family of null hypersurfaces in this space-time to act as the histories of the wavefronts of the radiation. We find that the perturbations we generate can describe pure gravitational radiation if and only if the null hypersurfaces are shear-free. We calculate the gauge-invariant small perturbations explicitly in this case. How these differ from the corresponding perturbations when the background space-time is isotropic is clearly exhibited.Comment: 32 pages, accepted for publication in Physical Review

Improved determination of Q-factor and resonant frequency by a quadratic curve-fitting method

The Q-factor and peak frequency of resonant phenomena give useful information about the propagation and storage of energy in an electronic system and therefore its electromagnetic compatibility performance. However, the calculation of Q by linear interpolation of a discrete frequency response to obtain the half-power bandwidth can give inaccurate results, particularly if the data are noisy or the frequency resolution is low. We describe a more accurate method that makes use of the Lorentzian shape of the resonant peaks and involves fitting a second-order polynomial to the reciprocal power plotted against angular frequency. We demonstrate that this new method requires less than one quarter the number of frequency points as the linear method to give comparable accuracy in Q. The new method also gives comparable accuracy for signal-to-noise ratios that are approximately 8 dB greater. It is also more accurate for determination of peak frequency. Examples are given both from measured frequency responses and from simulated data obtained by the transmission line matrix method

A second derivative SQP method: theoretical issues

Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second derivative information may often be calculated, there is little practical theory that justifies exact-Hessian SQP methods. In particular, the resulting quadratic programming (QP) subproblems are often nonconvex, and thus finding their global solutions may be computationally nonviable. This paper presents a second-derivative SQP method based on quadratic subproblems that are either convex, and thus may be solved efficiently, or need not be solved globally. Additionally, an explicit descent-constraint is imposed on certain QP subproblems, which “guides” the iterates through areas in which nonconvexity is a concern. Global convergence of the resulting algorithm is established

The Global Star Formation Rate from the 1.4 GHz Luminosity Function

The decimetric luminosity of many galaxies appears to be dominated by synchrotron emission excited by supernova explosions. Simple models suggest that the luminosity is directly proportional to the rate of supernova explosions of massive stars averaged over the past 30 Myr. The proportionality may be used together with models of the evolving 1.4 GHz luminosity function to estimate the global star formation rate density in the era z < 1. The local value is estimated to be 0.026 solar masses per year per cubic megaparsec, some 50% larger than the value inferred from the Halpha luminosity density. The value at z ~ 1 is found to be 0.30 solar masses per year per cubic megaparsec. The 10-fold increase in star formation rate density is consistent with the increase inferred from mm-wave, far-infrared, ultra-violet and Halpha observations.Comment: 10 pages, 2 figures, Astrophysical Journal Letters (in press); new PS version has improved figure placemen

Unified Viscoplastic Behavior of Metal Matrix Composites

The need for unified constitutive models was recognized more than a decade ago in the results of phenomenological tests on monolithic metals that exhibited strong creep-plasticity interaction. Recently, metallic alloys have been combined to form high-temperature ductile/ductile composite materials, raising the natural question of whether these metallic composites exhibit the same phenomenological features as their monolithic constituents. This question is addressed in the context of a limited, yet definite (to illustrate creep/plasticity interaction) set of experimental data on the model metal matrix composite (MMC) system W/Kanthal. Furthermore, it is demonstrated that a unified viscoplastic representation, extended for unidirectional composites and correlated to W/Kanthal, can accurately predict the observed longitudinal composite creep/plasticity interaction response and strain rate dependency. Finally, the predicted influence of fiber orientation on the creep response of W/Kanthal is illustrated