Modelling Federal Reserve Discount Policy

We employ threshold cointegration methodology to model the policy problem solved by the Federal Reserve System in their manipulation of the discount rate under a reserves target operating procedure utilized since October 1979. The infrequent and discrete adjustments that characterize movements in the discount rate instrument vis-a-vis the Federal Funds rate do not lend themselves to a linear cointegration framework. The inherently nonlinear relationship arising from the Fed's self-imposed constraints on discontinuously changing the discount rate is satisfactorily modelled as an instance of threshold cointegration between the discount rate and the Federal Funds rate.     

Impact of tuning delay on the performance of bandwidth-limitedoptical broadcast networks with uniform traffic

This paper studies the effects of tuning delay of transmitters in packet-based optical broadcast networks. We consider scheduling of random traffic with tunable transmitters and fixed-tuned receivers and obtain the degradation imposed by tuning delay using several performance criteria, such as schedule completion time, average packet delay, and session blocking rates. We show that for off-line scheduling the effects of tuning delay are small even if the tuning time is as large as the packet duration. We provide a lower bound to the expected completion time of any off-line schedule with an arbitrary number of wavelengths. We then describe a near-optimal schedule which is based on the principle of having idle transmitters tune to wavelengths just-in-time to start their transmissions. Stability and capacity issues in the transmission of real-time traffic are considered and a queueing-theoretic analysis of average packet delay is given. The packet delay is found to be insensitive to tuning delay under near-optimal transmission scheduling. Finally we extend the model to connection-oriented networks and evaluate the session blocking performance for scheduled circuit connections     

The benefits of wavelength conversion in WDM networks withnon-Poisson traffic

The effects of wavelength conversion on wavelength routing optical networks with dynamic non-Poisson traffic are investigated. A model that characterizes any non-Poisson traffic by its first two moments is utilized. The arrival occupancy distribution of busy wavelengths for this model process is derived and is used to analyze the effects of wavelength conversion. The model predicts that traffic peakedness plays an important role in determining the blocking performance     

Envelope detection of orthogonal signals with phase noise

The authors analyze the performance of receivers that use envelope detection at an IF to detect optical signals with orthogonal modulation formats. Exact closed-form expressions for the error probability conditioned on the normalized envelope were obtained. The only information necessary for obtaining the unconditional error probability is a small set of tilted moments of the envelope. The authors then provide an approximation to this envelope which is not only accurate to the first order in phase noise strength, but also has the same range as the actual random envelope. This approximation was used to obtain the bit error performance of the three receiver models considered. A tight lower bound in closed form is given. The analysis is extended to the case of N-ary frequency-shift-keying (FSK) to provide very tight upper and lower bounds to the bit error probability     

DRBEM solution of exterior nonlinear wave problem using FDM and LSM time integrations

The nonlinear wave equation is solved numerically in an exterior region. For the discretization of the space derivatives dual reciprocity boundary element method (DRBEM) is applied using the fundamental solution of Laplace equation. The time derivative and the nonlinearity are treated as the nonhomogenity. The boundary integrals coming from the far boundary are eliminated using rational and exponential interpolation functions which have decay properties far away from the region of interest. The resulting system of ordinary differential equations in time are solved using finite difference method (FDM) with a relaxation parameter and least squares method (LSM). The proposed methods are examined with numerical test problems in which the behaviours of solutions are known. Although it gives almost the same accuracy with the DRBEM+FDM procedure, DRBEM+LSM solution procedure is preferred, since it is a direct method without the need of a parameter.     

Scheduling a batch processing machine with non-identical job sizes

The problem of scheduling batch processors is important in some industries and, at a more fundamental level, captures an element of complexity common to many practical scheduling problems. We describe a branch and bound procedure applicable to a batch processor model with arbitrary job processing times, job weights and job sizes. The scheduling objective is to minimize total weighted completion time. We find that the procedure returns optimal solutions to problems of up to 25 jobs in reasonable CPU time, and can be adapted for use as a heuristic for larger problems.     

Blast furnace slag or fly ash filled rigid polyurethane composite foams: A comprehensive investigation

Ground granulated blast furnace slag (BFS) and fly ash (FA) are iron-making industry and power plant byproducts, respectively. Although their use in concrete is quite common, investigation of the effects of these inorganic compounds on polymer properties is quite new, and their use as fillers in polymer foam composites has not yet been really explored. Their properties, such as high electrical resistivity, make them a good asset for use in rigid polyurethane foams that are widely used for insulation. In this study, a comprehensive investigation of the effect of BFS and FA on morphology, electrical and thermal conductivity, and rheological and mechanical properties of water-blown rigid polyurethane foams was performed. The relationship between these properties was examined. A relative enhancement of the properties is observed for filled foams, especially up to the percolation threshold. The results highlight a noticeable effect of the electrical percolation threshold on the different properties of foams. © 2019 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2019 , 136, 47433.     

银离子在斛壳丹宁酸树脂表面的吸附和解吸(英文)

将斛壳丹宁酸与甲醛聚合来形成的凝胶作为吸附剂能有效地移去水溶液中的银离子。研究了不同银离子初始浓度、溶液温度、pH值条件下斛壳丹宁酸树脂的附和解吸行为。研究了有关经验动力学模型的适应性。伪二级动力学模型表明银离子的吸附是很快的。用FTIR和SEM对吸附和解吸银离子后的斛壳彤宁酸和斛壳丹宁酸树脂进行表征。银离子在斛壳宁酸树脂上的吸附随着银离子初始浓度的增加而增加,随着溶液温度的升高而减少。在低pH值的H2SO4、HNO3和HCl溶液中进行解吸实验。斛壳丹宁酸树脂在pH2.0~7.0溶液中对银离子表现出高的吸附容量,在银离子初始浓度100.0mg/L、温度296K和pH5.0的条件下达到最大的吸附量97.08mg/g。在1mol/LHCl+1%硫脲溶液中银离子的脱吸率达99.6%。