Modified Whittle estimation of multilateral models on a lattice.

In the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional lattice, for d≥2, the achievement of asymptotic efficiency under Gaussianity, and asymptotic normality more generally, with standard convergence rate, faces two obstacles. One is the “edge effect”, which worsens with increasing d. The other is the possible difficulty of computing a continuous-frequency form of Whittle estimate or a time domain Gaussian maximum likelihood estimate, due mainly to the Jacobian term. This is especially a problem in “multilateral” models, which are naturally expressed in terms of lagged values in both directions for one or more of the d dimensions. An extension of the discrete-frequency Whittle estimate from the time series literature deals conveniently with the computational problem, but when subjected to a standard device for avoiding the edge effect has disastrous asymptotic performance, along with finite sample numerical drawbacks, the objective function lacking a minimum-distance interpretation and losing any global convexity properties. We overcome these problems by first optimizing a standard, guaranteed non-negative, discrete-frequency, Whittle function, without edge-effect correction, providing an estimate with a slow convergence rate, then improving this by a sequence of computationally convenient approximate Newton iterations using a modified, almost-unbiased periodogram, the desired asymptotic properties being achieved after finitely many steps. The asymptotic regime allows increase in both directions of all d dimensions, with the central limit theorem established after re-ordering as a triangular array. However our work offers something new for “unilateral” models also. When the data are non-Gaussian, asymptotic variances of all parameter estimates may be affected, and we propose consistent, non-negative definite estimates of the asymptotic variance matrix.Spatial data; Multilateral modelling; Whittle estimation; Edge effect; Consistent variance estimation;

Edgeworth expansions for semiparametric Whittle estimation of long memory.

The semiparametric local Whittle or Gaussian estimate of the long memory parameter is known to have especially nice limiting distributional properties, being asymptotically normal with a limiting variance that is completely known. However in moderate samples the normal approximation may not be very good, so we consider a refined, Edgeworth, approximation, for both a tapered estimate, and the original untapered one. For the tapered estimate, our higher-order correction involves two terms, one of order m-1/2 (where m is the bandwidth number in the estimation), the other a bias term, which increases in m; depending on the relative magnitude of the terms, one or the other may dominate, or they may balance. For the untapered estimate we obtain an expansion in which, for m increasing fast enough, the correction consists only of a bias term. We discuss applications of our expansions to improved statistical inference and bandwidth choice. We assume Gaussianity, but in other respects our assumptions seem mild.

Embracing polygenicity: a review of methods and tools for psychiatric genetics research.

The availability of genome-wide genetic data on hundreds of thousands of people has led to an equally rapid growth in methodologies available to analyse these data. While the motivation for undertaking genome-wide association studies (GWAS) is identification of genetic markers associated with complex traits, once generated these data can be used for many other analyses. GWAS have demonstrated that complex traits exhibit a highly polygenic genetic architecture, often with shared genetic risk factors across traits. New methods to analyse data from GWAS are increasingly being used to address a diverse set of questions about the aetiology of complex traits and diseases, including psychiatric disorders. Here, we give an overview of some of these methods and present examples of how they have contributed to our understanding of psychiatric disorders. We consider: (i) estimation of the extent of genetic influence on traits, (ii) uncovering of shared genetic control between traits, (iii) predictions of genetic risk for individuals, (iv) uncovering of causal relationships between traits, (v) identifying causal single-nucleotide polymorphisms and genes or (vi) the detection of genetic heterogeneity. This classification helps organise the large number of recently developed methods, although some could be placed in more than one category. While some methods require GWAS data on individual people, others simply use GWAS summary statistics data, allowing novel well-powered analyses to be conducted at a low computational burden

Nariai, Bertotti-Robinson and anti-Nariai solutions in higher dimensions

We find all the higher dimensional solutions of the Einstein-Maxwell theory that are the topological product of two manifolds of constant curvature. These solutions include the higher dimensional Nariai, Bertotti-Robinson and anti-Nariai solutions, and the anti-de Sitter Bertotti-Robinson solutions with toroidal and hyperbolic topology (Plebanski-Hacyan solutions). We give explicit results for any dimension D>3. These solutions are generated from the appropriate extremal limits of the higher dimensional near-extreme black holes in a de Sitter, and anti-de Sitter backgrounds. Thus, we also find the mass and the charge parameters of the higher dimensional extreme black holes as a function of the radius of the degenerate horizon.Comment: 10 pages, 11 figures, RevTeX4. References added. Published versio

Perturbed angular correlations for Gd in gadolinium: in-beam comparisons of relative magnetizations

Perturbed angular correlations were measured for Gd ions implanted into gadolinium foils following Coulomb excitation with 40 MeV O-16 beams. A technique for measuring the relative magnetizations of ferromagnetic gadolinium hosts under in-beam conditions is described and discussed. The combined electric-quadrupole and magnetic-dipole interaction is evaluated. The effect of nuclei implanted onto damaged or non-substitutional sites is assessed, as is the effect of misalignment between the internal hyperfine field and the external polarizing field. Thermal effects due to beam heating are discussed.Comment: 37 pages, 15 figures, accepted for publication in NIM

Chaos in a double driven dissipative nonlinear oscillator

We propose an anharmonic oscillator driven by two periodic forces of different frequencies as a new time-dependent model for investigating quantum dissipative chaos. Our analysis is done in the frame of statistical ensemble of quantum trajectories in quantum state diffusion approach. Quantum dynamical manifestation of chaotic behavior, including the emergence of chaos, properties of strange attractors, and quantum entanglement are studied by numerical simulation of ensemble averaged Wigner function and von Neumann entropy.Comment: 9 pages, 18 figure

Stress corrosion cracking in Al-Zn-Mg-Cu aluminum alloys in saline environments

Copyright 2013 ASM International. This paper was published in Metallurgical and Materials Transactions A, 44A(3), 1230 - 1253, and is made available as an electronic reprint with the permission of ASM International. One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplications of any material in this paper for a fee or for commercial purposes, or modification of the content of this paper are prohibited.Stress corrosion cracking of Al-Zn-Mg-Cu (AA7xxx) aluminum alloys exposed to saline environments at temperatures ranging from 293 K to 353 K (20 °C to 80 °C) has been reviewed with particular attention to the influences of alloy composition and temper, and bulk and local environmental conditions. Stress corrosion crack (SCC) growth rates at room temperature for peak- and over-aged tempers in saline environments are minimized for Al-Zn-Mg-Cu alloys containing less than ~8 wt pct Zn when Zn/Mg ratios are ranging from 2 to 3, excess magnesium levels are less than 1 wt pct, and copper content is either less than ~0.2 wt pct or ranging from 1.3 to 2 wt pct. A minimum chloride ion concentration of ~0.01 M is required for crack growth rates to exceed those in distilled water, which insures that the local solution pH in crack-tip regions can be maintained at less than 4. Crack growth rates in saline solution without other additions gradually increase with bulk chloride ion concentrations up to around 0.6 M NaCl, whereas in solutions with sufficiently low dichromate (or chromate), inhibitor additions are insensitive to the bulk chloride concentration and are typically at least double those observed without the additions. DCB specimens, fatigue pre-cracked in air before immersion in a saline environment, show an initial period with no detectible crack growth, followed by crack growth at the distilled water rate, and then transition to a higher crack growth rate typical of region 2 crack growth in the saline environment. Time spent in each stage depends on the type of pre-crack (“pop-in” vs fatigue), applied stress intensity factor, alloy chemistry, bulk environment, and, if applied, the external polarization. Apparent activation energies (E a) for SCC growth in Al-Zn-Mg-Cu alloys exposed to 0.6 M NaCl over the temperatures ranging from 293 K to 353 K (20 °C to 80 °C) for under-, peak-, and over-aged low-copper-containing alloys (~0.8 wt pct), they are typically ranging from 20 to 40 kJ/mol for under- and peak-aged alloys, and based on limited data, around 85 kJ/mol for over-aged tempers. This means that crack propagation in saline environments is most likely to occur by a hydrogen-related process for low-copper-containing Al-Zn-Mg-Cu alloys in under-, peak- and over-aged tempers, and for high-copper alloys in under- and peak-aged tempers. For over-aged high-copper-containing alloys, cracking is most probably under anodic dissolution control. Future stress corrosion studies should focus on understanding the factors that control crack initiation, and insuring that the next generation of higher performance Al-Zn-Mg-Cu alloys has similar longer crack initiation times and crack propagation rates to those of the incumbent alloys in an over-aged condition where crack rates are less than 1 mm/month at a high stress intensity factor

Gravitational Lensing at Millimeter Wavelengths

With today's millimeter and submillimeter instruments observers use gravitational lensing mostly as a tool to boost the sensitivity when observing distant objects. This is evident through the dominance of gravitationally lensed objects among those detected in CO rotational lines at z>1. It is also evident in the use of lensing magnification by galaxy clusters in order to reach faint submm/mm continuum sources. There are, however, a few cases where millimeter lines have been directly involved in understanding lensing configurations. Future mm/submm instruments, such as the ALMA interferometer, will have both the sensitivity and the angular resolution to allow detailed observations of gravitational lenses. The almost constant sensitivity to dust emission over the redshift range z=1-10 means that the likelihood for strong lensing of dust continuum sources is much higher than for optically selected sources. A large number of new strong lenses are therefore likely to be discovered with ALMA, allowing a direct assessment of cosmological parameters through lens statistics. Combined with an angular resolution <0.1", ALMA will also be efficient for probing the gravitational potential of galaxy clusters, where we will be able to study both the sources and the lenses themselves, free of obscuration and extinction corrections, derive rotation curves for the lenses, their orientation and, thus, greatly constrain lens models.Comment: 69 pages, Review on quasar lensing. Part of a LNP Topical Volume on "Dark matter and gravitational lensing", eds. F. Courbin, D. Minniti. To be published by Springer-Verlag 2002. Paper with full resolution figures can be found at ftp://oden.oso.chalmers.se/pub/tommy/mmviews.ps.g