Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses

This paper considers testing procedures for the null hypothesis of a unit root process against the alternative of a fractional process, called a fractional unit root test. We extend the Lagrange Multiplier (LM) tests of Robinson (1994) and Tanaka (1999), which are locally best invariant and uniformly most powerful, to allow for a slope change in trend with or without a concurrent level shift under both the null and alternative hypotheses. We show that the limit distribution of the proposed LM tests is standard normal. Finite sample simulation experiments show that the tests have good size and power. As an empirical analysis, we apply the tests to the Consumer Price Indices of the G7 countries

Rattling and freezing in a 1-D transport model

We consider a heat conduction model introduced in \cite{Collet-Eckmann 2009}. This is an open system in which particles exchange momentum with a row of (fixed) scatterers. We assume simplified bath conditions throughout, and give a qualitative description of the dynamics extrapolating from the case of a single particle for which we have a fairly clear understanding. The main phenomenon discussed is {\it freezing}, or the slowing down of particles with time. As particle number is conserved, this means fewer collisions per unit time, and less contact with the baths; in other words, the conductor becomes less effective. Careful numerical documentation of freezing is provided, and a theoretical explanation is proposed. Freezing being an extremely slow process, however, the system behaves as though it is in a steady state for long durations. Quantities such as energy and fluxes are studied, and are found to have curious relationships with particle density

Kinetic decomposition for periodic homogenization problems

We develop an analytical tool which is adept for detecting shapes of oscillatory functions, is useful in decomposing homogenization problems into limit-problems for kinetic equations, and provides an efficient framework for the validation of multi-scale asymptotic expansions. We apply it first to a hyperbolic homogenization problem and transform it to a hyperbolic limit problem for a kinetic equation. We establish conditions determining an effective equation and counterexamples for the case that such conditions fail. Second, when the kinetic decomposition is applied to the problem of enhanced diffusion, it leads to a diffusive limit problem for a kinetic equation that in turn yields the effective equation of enhanced diffusion

Dewetting of a solid monolayer

We report on the dewetting of a monolayer on a solid substrate, where mass transport occurs via surface diffusion. For a wide range of parameters, a labyrinthine pattern of bilayer islands is formed. An irreversible regime and a thermodynamic regime are identified. In both regimes, the velocity of a dewetting front, the wavelength of the bilayer island pattern, and the rate of nucleation of dewetted zones are obtained. We also point out the existence of a scaling behavior, which is analyzed by means of a geometrical model.Comment: to be published in PhysRevLet

Diffusion in a continuum model of self-propelled particles with alignment interaction

In this paper, we provide the $O(\epsilon)$ corrections to the hydrodynamic model derived by Degond and Motsch from a kinetic version of the model by Vicsek & coauthors describing flocking biological agents. The parameter $\epsilon$ stands for the ratio of the microscopic to the macroscopic scales. The $O(\epsilon)$ corrected model involves diffusion terms in both the mass and velocity equations as well as terms which are quadratic functions of the first order derivatives of the density and velocity. The derivation method is based on the standard Chapman-Enskog theory, but is significantly more complex than usual due to both the non-isotropy of the fluid and the lack of momentum conservation

Atmospheric Calorimetry above 1019^{19} eV: Shooting Lasers at the Pierre Auger Cosmic-Ray Observatory

The Pierre Auger Cosmic-Ray Observatory uses the earth's atmosphere as a calorimeter to measure extensive air-showers created by particles of astrophysical origin. Some of these particles carry joules of energy. At these extreme energies, test beams are not available in the conventional sense. Yet understanding the energy response of the observatory is important. For example, the propagation distance of the highest energy cosmic-rays through the cosmic microwave background radiation (CMBR) is predicted to be strong function of energy. This paper will discuss recently reported results from the observatory and the use of calibrated pulsed UV laser "test-beams" that simulate the optical signatures of ultra-high energy cosmic rays. The status of the much larger 200,000 km$^3$ companion detector planned for the northern hemisphere will also be outlined.Comment: 6 pages, 11 figures XIII International Conference on Calorimetry in High Energy Physic