Nonlinear Transition Research Articles

Nonlinear Exchange Rate Pass-Through: The Role of National Debt

This study uses the panel smooth transition regression model with a debt ratio as the transition variable to evaluate the level of exchange rate pass-through. This model can investigate the threshold effect of the debt ratio on the pass-through. To perform the empirical estimation, we choose the 22 Organization for Economic Co-operation and Development member countries during 1994–2013 as sample objects. The empirical results show that the exchange rate pass-through displays a nonlinear and smooth transition process, depending on each period of debt ratio of the export country in different regimes. That is, the pass-through is nonlinear and varies with time and across countries. The larger the debt ratio is, the lower the pass-through would be. The threshold for the pass-through to generate smooth regime switching is 36.62% of debt ratio.

Dual-wavelength pump-probe microscopy analysis of melanin composition.

Pump-probe microscopy is an emerging technique that provides detailed chemical information of absorbers with sub-micrometer spatial resolution. Recent work has shown that the pump-probe signals from melanin in human skin cancers correlate well with clinical concern, but it has been difficult to infer the molecular origins of these differences. Here we develop a mathematical framework to describe the pump-probe dynamics of melanin in human pigmented tissue samples, which treats the ensemble of individual chromophores that make up melanin as Gaussian absorbers with bandwidth related via Frenkel excitons. Thus, observed signals result from an interplay between the spectral bandwidths of the individual underlying chromophores and spectral proximity of the pump and probe wavelengths. The model is tested using a dual-wavelength pump-probe approach and a novel signal processing method based on gnomonic projections. Results show signals can be described by a single linear transition path with different rates of progress for different individual pump-probe wavelength pairs. Moreover, the combined dual-wavelength data shows a nonlinear transition that supports our mathematical framework and the excitonic model to describe the optical properties of melanin. The novel gnomonic projection analysis can also be an attractive generic tool for analyzing mixing paths in biomolecular and analytical chemistry.

Robust inference for predictability in smooth transition predictive regressions

ABSTRACTThis article provides a novel test for predictability within a nonlinear smooth transition predictive regression (STPR) model where inference is complicated due not only to the presence of persistent, local to unit root, predictors, and endogeneity but also the presence of unidentified parameters under the null of no predictability. In order to circumvent the unidentified parameters problem, t− statistic for the predictor in the STPR model is optimized over the Cartesian product of the spaces for the transition and threshold parameters; and to address the difficulties due to persistent and endogenous predictors, the instrumental variable (IVX) method originally developed in the linear cointegration testing framework is adopted within the STPR model. Limit distribution of this statistic (i.e., sup−tIVX test) is shown to be nuisance parameter-free and robust to the local to unit root and endogenous regressors. Simulations show that sup−tIVX has good size and power properties. An application to stock return predictability reveals presence of asymmetric regime-dependence and variability in the strength and size of predictability across asset-related (e.g., dividend/price ratio) vs. other (e.g., default yield spread) predictors.

Renewable versus nonrenewable resources: an analysis of volatility in futures prices

This study outlines a new approach for differentiating commodity futures based on their exhaustibility. Various aspects of volatility in the futures prices of renewable resources (palm oil, coffee, soya beans, rice, wheat and corn) and nonrenewable resources (zinc, aluminium, natural gas, gold, crude oil and copper) are studied, exploring whether volatility is greater in the former than in the latter. We use a generalised autoregressive conditional heteroskedasticity (GARCH) model to test our main hypothesis that the volatility in futures prices for renewable resources has recently been equal to or greater than the volatility in futures prices for nonrenewable resources. Our key findings suggest that futures prices for some renewable resources have greater variance than those for benchmark crude oil in a simulated GARCH series. We extend our analysis using a nonlinear vector smooth transition autoregressive (VSTAR) model to test for the existence of a shifting-mean tendency in the commodity series that we researched. We show that transition from a stable to a volatile regime is more abrupt for renewable resources.

Optimal transit fare and service frequency of a nonlinear origin-destination based fare structure

This paper proposes a new nonlinear distance-based transit fare structure, which is measured by a function of the Euclidean distance between the origin and destination stations, termed as Origin-Destination (OD)-based fare. The novel fare structure encourages passengers to freely choose the most efficient trip plan. An optimization model is formulated based on a three-party game (involving the transport authority, transit company, and passenger) to determine the optimal fare function and frequency. An artificial bee colony algorithm is adopted to solve the model. Finally, a numerical example is provided to verify the proposed method.

Loading–Unloading Cycles of Three-Dimensional-Printed Built Bimaterial Structures With Ceramic and Elastomer

This paper studies the loading–unloading behaviors of a three-dimensional (3D)-printing built bimaterial structure consisting of an open-cellular plaster frame filled with silicone. The combination of the plaster (ceramic phase) and silicone (elastomer phase) is hypothesized to possess a nonlinearly elastic property and a better ductility. Four-point bending tests with programmed cycles of preceding deformations were conducted. The results show that there exists a linear–nonlinear transition when the bending deflection is around 2 mm in the first cycle bending. As the cycle proceeds, this linear–nonlinear transition is found at the maximum deflection of the previous cycle; meanwhile, the bending stiffness degrades. It is believed that the occurrence of microcracks inside the plaster frame is the mechanism behind the phenomenon. The silicone provides a strong network suppressing the abrupt crack propagation in a brittle material. The effects of the frame structure and plaster–silicone ratio were also compared. A high plaster content and large cell size tend to have a higher stiffness and obvious linear to nonlinear transition while it also has more significant stiffness degradation.

The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures

Currently, oversupply coal and coal-based power in China poses a great challenge to energy structure optimization and emissions reduction. The energy industry, however, is closely linked to the financial sector. In view of this, using a non-linear Panel Smooth Transition Regression (PSTR) model, this paper examines the threshold effects of financial developments on energy supply structures for 17 energy supply provinces in China observed over 2000–2014. The main results are: (1) The ratio of coal supply (LCSR) specification is seen to be a four-regime PSTR model with added value in the financial industry/GDP (LFIR) as the threshold variable. The LFIR and LCSR show a positive correlation, and the elastic coefficients change between 0.02 and ~0.085; the impact of financial institutions’ loan balance/GDP (LLAN) on LCSR takes on an inverse U-shaped curve: first positive, then negative, and again positive with the financial crisis in 2008 as the turning point; (2) The ratio of thermal power generation (LTPG) specification is seen to be a two-regime PSTR model with investment in the coal industry/GDP (LCIR) as the threshold variable. Results show that LFIR has a negative effect on LTPG, and the coefficients in the low regime tend to be 0.344%, then gradually decrease to 0.051% in the high regime. The influence of LLAN on the LTPG is positive before and negative after the financial crisis. The influence of the foreign direct investment GDP proportion (LFDI, the degree of financial openness) on the LCSR and LTPG both remain negative. Therefore, in the process of formulating energy conservation policies and adjusting energy-intensive industrial structures, the government should fully consider the effect of financial developments.

The relationship between rheological behavior and microstructure of nanocomposite based on PA6/NBR/clay

Microstructure, rheological properties and their relationships of PA6/NBR/nano‐clay nanocomposite have been investigated. Scanning electron microscopy (SEM) and transmission electron microscopy imaging techniques were used to study micro‐structure. The nano‐clay dispersion was measured by small angle X‐ray diffraction. Frequency sweep, steady shear, startup shear transient, and startup shear free transient experiments were carried out to study rheological characteristics of nanocomposite. SEM micrograph revealed that nano‐clay decreased the size of rubber droplets to a half in comparison with samples without nano‐clay. Storage modulus of nanocomposite containing 7% wt nano‐clay exhibited frequency independent behavior because of physical network which formed in matrix, in contrast to pure PA6 which showed terminal storage modulus at low frequencies. Shear thinning at high shear rates was observed by addition of rubber to PA6 matrix caused by deformation of rubber droplets. Nano‐clay orientation in shear flow field accelerated non‐Newtonian behavior in steady shear experiment. Transient shear viscosity studies were used for measurement the strength of nano‐clay physical network. It was found that network breakdown is more stress consuming factor in comparison with nano‐particle orientation and hydrodynamic forces. Elongation transient viscosity studies showed that critical Hencky strain for linear–nonlinear viscoelastic transition shifted to higher strains by increasing nano‐clay concentration. POLYM. COMPOS., 39:2403–2410, 2018. © 2016 Society of Plastics Engineers

Observational evidence of the nonlinear wave growth theory of plasmaspheric hiss

AbstractWe test the recently developed nonlinear wave growth theory of plasmaspheric hiss against discrete rising tone elements of hiss emissions observed by the Van Allen Probes. From the phase variation of the waveforms processed by bandpass filters, we calculate the instantaneous frequencies and wave amplitudes. We obtain the theoretical relation between the wave amplitude and frequency sweep rates at the observation point by applying the convective growth rates and dispersion factors to the known relation at the equator. By plotting the theoretical relation over scatterplots of the wave amplitudes and the frequency sweep rates for rising tone elements, we find good agreement between the hiss observations and the nonlinear theory. We also find that the duration periods of the hiss elements are in good agreement with the nonlinear transition time necessary for the formation of a resonant current through coherent nonlinear wave‐particle interactions.

Distributed model projection based transition processes recognition and quality-related fault detection

In this paper, a novel transition process identification algorithm based on distributed model projection (DMP) is proposed for clustering nonlinear transition data and monitoring the variations in the transition process. Compared to several alternative identification methods, the DMP algorithm considers both the correlations between variables and correlations between samples. Also, a framework is proposed to combine DMP algorithm and hierarchical clustering to derive an optimal clustering results through a large amount of individual trials of the DMP algorithm. Based on the offline classification results, a transition process is divided into several sub-segments and each of them can be characterized by a stable model. Then the online identification and monitoring methods are carried out based on the sub-models established in those segments. Finally, the Tennessee Eastman (TE) benchmark process is utilized to demonstrate the performance of the proposed process identification and monitoring strategy. Compared to previous works, the proposed algorithm is shown to be superior both in identification and monitoring.

Continuously forced transient growth in oblique breakdown for supersonic boundary layers

The early nonlinear transition process initiated by a small-amplitude pair of oblique waves is studied using both temporal numerical simulation and theoretical considerations. This investigation is performed under the flow conditions of the experiments by Corke et al. (AIAA J., vol. 40, 2002, pp. 1015–1018) who investigated a sharp $7^{\circ }$ cone in the NASA Mach 3.5 Quiet Tunnel. In particular, both the linear and the nonlinear mechanisms prior to transition onset are investigated in great detail as the physics of this regime predetermine the flow topology of the nonlinear transition zone. The objective of this study is (i) to advance the understanding of the underlying physical mechanisms relevant for the early nonlinear transition regime of oblique breakdown and (ii) to make the connection to oblique transition, the incompressible scenario for bypass transition investigated by Schmid & Henningson (Phys. Fluids A, vol. 4, 1992, pp. 1986–1989). The dominance of the longitudinal vortex mode in oblique breakdown is shown to be a consequence of a constantly forced transient growth instability. In particular, the primary pair of oblique waves serves as an ‘actuator’ that is permanently introducing disturbances into the longitudinal mode where these disturbances exhibit transient growth. The effect of the transient growth instability on the longitudinal mode is to raise its amplitude rather than change the growth rate of this mode.

Nonlinear Transition from Mitigation to Suppression of the Edge Localized Mode with Resonant Magnetic Perturbations in the EAST Tokamak.

Evidence of a nonlinear transition from mitigation to suppression of the edge localized mode (ELM) by using resonant magnetic perturbations (RMPs) in the EAST tokamak is presented. This is the first demonstration of ELM suppression with RMPs in slowly rotating plasmas with dominant radio-frequency wave heating. Changes of edge magnetic topology after the transition are indicated by a gradual phase shift in the plasma response field from a linear magneto hydro dynamics modeling result to a vacuum one and a sudden increase of three-dimensional particle flux to the divertor. The transition threshold depends on the spectrum of RMPs and plasma rotation as well as perturbation amplitude. This means that edge topological changes resulting from nonlinear plasma response plays a key role in the suppression of ELM with RMPs.

Negative-permittivity plasma generation in negative-permeability space with high-energy metamaterials

Plasma generation by electromagnetic waves in negative-permeability space is analyzed using experimental results and theoretical models. Installation of negative-permeability metamaterials triggers drastic changes to the propagation of electromagnetic waves. Unlike usual cases in which permeability is +1, negative permeability induces evanescent modes in a space without plasma. However, if permittivity becomes negative due to high-electron-density or overdense plasma, electromagnetic waves can propagate because negative-refractive-index states emerge. In this study, reviewing our previous experimental data, we study the underlying physical processes in plasma generation in terms of wave propagation and parameters of wave media. We confirm nonlinear (transition) processes in the phase of density evolution up to the negative permittivity state and negative-refractive-index states in the quasi-steady phase. We also note that such energetic metamaterials are built up when we use plasma, unlike conventional metamaterials composed of solid-state materials.

Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models

This paper formally tests the presence of threshold effect in sovereign credit ratings with respect to government debt level. As ad hoc methods have been used in the previous studies, we propose to implement a nonlinear panel smooth transition model where the appropriate debt-threshold value is estimated endogenously from the data. Our results reveal a strong regime-dependence in rating decisions, in the sense that the determinants of sovereign risk vary across different vulnerability levels.

Micromagnetics-Based Analysis of Multi-Track Detection With Simplified 2-D Write Precompensation on Shingled Magnetic Recording

In shingled magnetic recording systems, a shingled writer is used to write narrow tracks by overlapping the previous tracks, which also leads to severe inter-track interference, jitter, and nonlinear transition shift (NLTS) in the cross-track direction. To deal with these challenges, we propose a simplified 2-D write precompensation (WPC) scheme that adjusts the write current magnitude instead of the timing, to mitigate the 2-D NLTS in the writing process. In the proposed WPC scheme, the WPC is only implemented for the few specific patterns that seem to cause large media noise mean and variance. During the training period, the optimum write field for current transition being written is obtained by subtracting demagnetizing field from the previous neighboring bits in the current and nearest previous tracks from a fixed write field, and the optimum writing current is determined by minimizing the mean-squared error between the needed field and the available fields within a writer field library. Then, the specific bits producing the dominant demagnetizing field and the obtained optimum writing current are stored in a lookup table during the training period. During the writing process, we can obtain the optimum writing current by matching the specific previous written bits against the bit patterns in the lookup table, avoiding the need for computing the demagnetizing field and optimum writing current for every written bit. Here, two simplified WPC schemes are investigated corresponding to precompensating two sets of data patterns. For readback, a joint pattern-dependent noise-predictive (PDNP) detector is investigated to further whiten the 2-D media noise. Simulations indicate that at the target bit error rate of $10^{-2}$ , the proposed simplified WPC schemes combined with the joint PDNP detector can provide the density gains of as high as 22% compared with the system without WPC and detected with a joint Bahl–Cocke–Jelinek–Raviv detector.

Highly photostable, reversibly photoswitchable fluorescent protein with high contrast ratio for live-cell superresolution microscopy

Two long-standing problems for superresolution (SR) fluorescence microscopy are high illumination intensity and long acquisition time, which significantly hamper its application for live-cell imaging. Reversibly photoswitchable fluorescent proteins (RSFPs) have made it possible to dramatically lower the illumination intensities in saturated depletion-based SR techniques, such as saturated depletion nonlinear structured illumination microscopy (NL-SIM) and reversible saturable optical fluorescence transition microscopy. The characteristics of RSFPs most critical for SR live-cell imaging include, first, the integrated fluorescence signal across each switching cycle, which depends upon the absorption cross-section, effective quantum yield, and characteristic switching time from the fluorescent "on" to "off" state; second, the fluorescence contrast ratio of on/off states; and third, the photostability under excitation and depletion. Up to now, the RSFPs of the Dronpa and rsEGFP (reversibly switchable EGFP) families have been exploited for SR imaging. However, their limited number of switching cycles, relatively low fluorescence signal, and poor contrast ratio under physiological conditions ultimately restrict their utility in time-lapse live-cell imaging and their ability to reach the desired resolution at a reasonable signal-to-noise ratio. Here, we present a truly monomeric RSFP, Skylan-NS, whose properties are optimized for the recently developed patterned activation NL-SIM, which enables low-intensity (∼100 W/cm(2)) live-cell SR imaging at ∼60-nm resolution at subsecond acquisition times for tens of time points over broad field of view.

GEOMETRICAL ANALYSIS OF NON-LINEAR CURVATURE TRANSITION CURVES OF HIGH SPEED RAILWAYS

The transition curves in the modern railway construction are route elements equally crucial as alignment and tracking. For high speed routes, in order to prevent a sudden change of the centrifugal force , the nonlinear curvature transition curve must be applied due to the impact of the motion in a sharp curve. This article proposes a new curve representing transition curve as a polynomial non - linear curvature transition curve which is considered as a remodeling of the third degree parabolic non – linear transition curve.Formulation of the curve relies on a pre – valuation of the lateral shock such that it increases gradually to the maximum value at the midpoint, then decreases gradually and tangent to x – axis at both the start and end points.Various transition curves adjusted for the high speed railways tracks, including the proposed one, are geometrically examined for the purpose of studying the possibility of considering such transition curves in high speed railways network. The concerned curves are the new and these needed to be optimized, which are designed for high speed up to 350 km/h.Based on the enhancement of the effect of the dynamical elements, i. e. lateral shock, curvature and lateral displacement, the comparative study cited from the geometrical analysis assured that he second degree parabolic non – linear and the proposed transition curve are the most relevant curves to be connected to the railways routes.

Stable propagation of mechanical signals in soft media using stored elastic energy

Soft structures with rationally designed architectures capable of large, nonlinear deformation present opportunities for unprecedented, highly tunable devices and machines. However, the highly dissipative nature of soft materials intrinsically limits or prevents certain functions, such as the propagation of mechanical signals. Here we present an architected soft system composed of elastomeric bistable beam elements connected by elastomeric linear springs. The dissipative nature of the polymer readily damps linear waves, preventing propagation of any mechanical signal beyond a short distance, as expected. However, the unique architecture of the system enables propagation of stable, nonlinear solitary transition waves with constant, controllable velocity and pulse geometry over arbitrary distances. Because the high damping of the material removes all other linear, small-amplitude excitations, the desired pulse propagates with high fidelity and controllability. This phenomenon can be used to control signals, as demonstrated by the design of soft mechanical diodes and logic gates.

Quantum‐classical transition equation with complex trajectories

AbstractA quantum‐classical transition equation in complex space is derived in the framework of the complex quantum Hamilton–Jacobi formalism. The transition equation is obtained by subtracting a complex‐valued quantum potential term from the complex‐extended time‐dependent Schrödinger equation (TDSE). It is shown that the nonlinear transition equation is equivalent to a linear scaled TDSE with a rescaled Planck's constant. Employing the quantum momentum function defined by the gradient of the complex action, we can analyze the quantum‐classical transition of physical systems using complex transition trajectories. Complex transition trajectories are presented for the free Gaussian wave packet, the harmonic oscillator, and the Morse potential. This study demonstrates that the transition equation provides a continuous description for the quantum‐classical transition of physical systems in complex space.

Frequency noise analysis of 1.55 µm indium arsenide/indium phosphide quantum dot lasers: impact of non‐linear gain and direct carrier transition

Frequency noise (FN) characteristic of 1.55 µm quantum dot (QD) lasers is investigated by introducing a theoretical model. A set of five rate equations are developed in presence of Langevin noise sources by writing a new equation for dynamics of the optical field phase. To investigate the effects of non-linear gain and direct carrier transition on FN spectrum of QD lasers, the auto and cross-correlation coefficients between carriers and photons have been calculated. Calculations demonstrate that the excited state and ground state (GS) carriers’ shot noises play dominant role on both the level and the resonance frequency of FN spectrum. Moreover, the level of FN declines by increasing the non-linear gain coefficient. On the other hand, direct carrier transition from wetting layer to the lasing state of GS leads to lower-frequency fluctuations. Finally, it is revealed that the linewidth of QD laser decreases by increasing the pumping current and its value is in the order of about 1 MHz.