The formation and arrangement of pits by a corrosive gas

When corroding or otherwise aggressive particles are incident on a surface, pits can form. For example, under certain circumstances rock surfaces that are exposed to salts can form regular tessellating patterns of pits known as "tafoni". We introduce a simple lattice model in which a gas of corrosive particles, described by a discrete convection diffusion equation, drifts onto a surface. Each gas particle has a fixed probability of being absorbed and causing damage at each contact. The surface is represented by a lattice of strength numbers which reduce after each absorbtion event, with sites being removed when their strength becomes negative. The model generates regular formations of pits, with each pit having a characteristic trapezoidal geometry determined by the particle bias, absorbtion probability and surface strength. The formation of this geometry may be understood in terms of a first order partial differential equation. By viewing pits as particle funnels, we are able to relate the gradient of pit walls to absorbtion probability and particle bias

Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series

Recent experimental results presented in Burridge and Taylor (2001a,b, and 2003) show that, as usually implemented, the Hylleberg et al. (1990) seasonal unit root tests can be rather liberal, with true level often substantially higher than nominal level. This effect is due to the presence of any of three things: data-based lag selection in the implementation of the tests, and either or both periodic heteroscedasticity and serial correlation in the driving shocks. Burridge and Taylor (2003) demonstrate that under experimental conditions a carefully implemented bootstrap substantially corrects test level without loss of power. The present study applies their technique to a large number of publicly available series, and demonstrates conclusively that the bootstrap produces less liberal, and, given the experimental results cited above, more reliable inference. We report results for Sweden, the UK and the US, which are typical of the fifteen countries in our panel. Other results, the GAUSS code, and raw data are all available at: www.staff.city.ac.uk/p.burridge