Light clusters in nuclear matter of finite temperature

We investigate properties and the distribution of light nuclei (A<4) in symmetric nuclear matter of finite temperature within a microscopic framework. For this purpose we have solved few-body Alt-Grassberger-Sandhas type equations for quasi-nucleons that include self-energy corrections and Pauli blocking in a systematic way. In a statistical model we find a significant influence in the composition of nuclear matter if medium effects are included in the microscopic calculation of nuclei. If multiplicities are frozen out at a certain time (or volume), we expect significant consequences for the formation of light fragments in a heavy ion collision. As a consequence of the systematic inclusion of medium effects the ordering of multiplicities becomes opposite to the law of mass action of ideal components. This is necessary to explain the large abundance of $\alpha$-particles in a heavy ion collision that are otherwise largely suppressed in an ideal equilibrium scenario.Comment: 9 pages, 9 figures, epja-style file

On the Indeterminacy of New-Keynesian Economics

We study identification in a class of three-equation monetary models. We argue that these models are typically not identified. For any given exactly identified model, we provide an algorithm that generates a class of equivalent models that have the same reduced form. We use our algorithm to provide four examples of the consequences of lack of identification. In our first two examples we show that it is not possible to tell whether the policy rule or the Phillips curve is forward or backward looking. In example 3 we establish an equivalence between a class of models proposed by Benhabib and Farmer and the standard new-Keynesian model. This result is disturbing since equilibria in the Benhabib-Farmer model are typically indeterminate for a class of policy rules that generate determinate outcomes in the new-Keynesian model. In example 4, we show that there is an equivalence between determinate and indeterminate models even if one knows the structural equations of the modelIndeterminacy, identification

On the indeterminacy of determinacy and indeterminacy

A number of authors have attempted to test whether the U.S. economy is in a determinate or an indeterminate equilibrium. We argue that to answer this question, one must impose a priori restrictions on lag length that cannot be tested. We provide examples of two economic models. Model 1 displays an indeterminate equilibrium, driven by sunspots. Model 2 displays a determinate equilibrium driven by fundamentals. Given assumptions about the shock distribution of model 2, it is possible to find a distribution of sunspot shocks that drive model 1 such that the two models are observationally equivalent. JEL Classification: C39, C62, D51Identification, indeterminacy

On the indeterminacy of new-Keynesian economics

We study identiÞcation in a class of three-equation monetary models. We argue that these models are typically not identiÞed. For any given exactly identiÞed model, we provide an algorithm that generates a class of equivalent models that have the same reduced form. We use our algorithm to provide four examples of the consequences of lack of identiÞcation. In our Þrst two examples we show that it is not possible to tell whether the policy rule or the Phillips curve is forward or backward looking. In example 3 we establish an equivalence between a class of models proposed by Benhabib and Farmer [1] and the standard new-Keynesian model. This result is disturbing since equilibria in the Benhabib-Farmer model are typically indeterminate for a class of policy rules that generate determinate outcomes in the new-Keynesian model. In example 4, we show that there is an equivalence between determinate and indeterminate models even if one knows the structural equations of the model. JEL Classification: C39, C62, D51, E52, E58IdentiÞcation, indeterminacy, new-Keynesian model, transparency

PCPro a Novel Technology for Rapid Prototyping and Rapid Manufacturing

PCPro stands for Precise Cast Prototyping, which is a combination of casting technologies and milling. This method was developed at Fraunhofer IWS in Dresden, Germany. It is patented in Germany [1] and is applied in the USA under US 10/794,936. The main goal for this development was to shorten the process chain for making plastic prototypes accompanied by higher quality. The casting technology was integrated in a machining center in order to enable a high degree of automation and to avoid an external casting system. This means that Rapid Manufacturing can be easily implemented using such an automated combination of casting and machining. This article describes the PCPro method by means of the fabrication of sample parts. The advantages and the limitations in comparison to common Rapid Prototyping and Rapid Manufacturing process chains will be discussed. In addition, the manufacturing of a prototype machine is presented.Mechanical Engineerin

Spinodal phase separation in semi-interpenetrating polymer networks - polystyrene-cross-polymethacrylate

Morphology control in semi-interpenetrating polymer networks has been achieved by means of a two-step process, separating morphology formation and polymerization/crosslinking. Phase textures formed during spinodal liquid/liquid demixing of a solution of atactic polystyrene in methacrylate monomers were arrested by thermoreversible gelation of the polymer-rich phase as this phase passed its glass transition temperature. The phase separated structure was permanently stabilized by low-temperature crosslinking ultraviolet (UV) polymerization of the methacrylate monomer, and studied by transmission electron microscopy. Thus, it was directly observed how the initial demixing process depended on the initial viscosity of the polymer solution and the mode of quenching. Arrest of the earliest stage of spinodal demixing resulted in separated domains of 0.05-0.08 m thickness, which were separated by a distance of the spinodal wavelength . A cocontinuous network only developed in a relatively late stage of demixing

Identifying the monetary transmission mechanism using structural breaks

We propose a method for estimating a subset of the parameters of a structural rational expectations model by exploiting changes in policy. We define a class of models, midway between a vector autoregression and a structural model, that we call the recoverable structure. As an application of our method we estimate the parameters of a model of the US monetary transmission mechanism. We estimate a vector autoregression and find that its parameters are unstable. However, using our proposed identification method we are able to attribute instability in the parameters of the VAR solely to changes in the parameters of the policy rule. We recover parameter estimates of the recoverable structure and we demonstrate that these parameters are invariant to changes in policy. Since the recoverable structure includes future expectations as explanatory variables our parameter estimates are not subject to the Lucas [24] critique of econometric policy evaluation. JEL Classification: C51, E43, E52, E58Fed, Identification, monetary transmission, recoverable structure, structural breaks

A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models

We develop a technique for analyzing the response dynamics of economic variables to structural shocks in linear rational expectations models. Our work differs fromstandard SVARs since we allow expectations of future variables to enter structural equations. We show how to estimate the variance-covariance matrix of fundamental and non-fundamental shocks and we construct point estimates and confidence bounds for impulse response functions. Our technique can handle both determinate and indeterminate equilibria. We provide an application to U.S. monetary policy under pre and post Volcker monetary policy rules. JEL Classification: C39, C62, D51, E52, E58Identification, indeterminacy, rational expectations models

The JKind Model Checker

JKind is an open-source industrial model checker developed by Rockwell Collins and the University of Minnesota. JKind uses multiple parallel engines to prove or falsify safety properties of infinite state models. It is portable, easy to install, performance competitive with other state-of-the-art model checkers, and has features designed to improve the results presented to users: inductive validity cores for proofs and counterexample smoothing for test-case generation. It serves as the back-end for various industrial applications.Comment: CAV 201