Develop and test fuel cell powered on-site integrated total energy system

Test results are presented for a 24 cell, two sq ft (4kW) stack. This stack is a precursor to a 25kW stack that is a key milestone. Results are discussed in terms of cell performance, electrolyte management, thermal management, and reactant gas manifolding. The results obtained in preliminary testing of a 50kW methanol processing subsystem are discussed. Subcontracting activities involving application analysis for fuel cell on site integrated energy systems are updated

A Protocol for Generating Random Elements with their Probabilities

We give an AM protocol that allows the verifier to sample elements x from a probability distribution P, which is held by the prover. If the prover is honest, the verifier outputs (x, P(x)) with probability close to P(x). In case the prover is dishonest, one may hope for the following guarantee: if the verifier outputs (x, p), then the probability that the verifier outputs x is close to p. Simple examples show that this cannot be achieved. Instead, we show that the following weaker condition holds (in a well defined sense) on average: If (x, p) is output, then p is an upper bound on the probability that x is output. Our protocol yields a new transformation to turn interactive proofs where the verifier uses private random coins into proofs with public coins. The verifier has better running time compared to the well-known Goldwasser-Sipser transformation (STOC, 1986). For constant-round protocols, we only lose an arbitrarily small constant in soundness and completeness, while our public-coin verifier calls the private-coin verifier only once

A Time-Space Tradeoff for Triangulations of Points in the Plane

In this paper, we consider time-space trade-offs for reporting a triangulation of points in the plane. The goal is to minimize the amount of working space while keeping the total running time small. We present the first multi-pass algorithm on the problem that returns the edges of a triangulation with their adjacency information. This even improves the previously best known random-access algorithm

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to forecast financial crashes. In order to accomplish reliable statistical inference for unknown parameters, we incorporate an autoregressive dynamic and a conditional heteroskedasticity structure in the error term of the original model, yielding the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended models are fitted to financial indices of U. S. market, namely S&P500 and NASDAQ. Our analysis reveal two main points: (i) the log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical properties and (ii) the estimation of the parameter concerning the time of the financial crash has been improved.Comment: 17 pages, 4 figures, 12 tables, to appear in Europen Physical Journal

Bifurcations and Chaos in the Six-Dimensional Turbulence Model of Gledzer

The cascade-shell model of turbulence with six real variables originated by Gledzer is studied numerically using Mathematica 5.1. Periodic, doubly-periodic and chaotic solutions and the routes to chaos via both frequency-locking and period-doubling are found by the Poincar\'e plot of the first mode $v_1$. The circle map on the torus is well approximated by the summation of several sinusoidal functions. The dependence of the rotation number on the viscosity parameter is in accordance with that of the sine-circle map. The complicated bifurcation structure and the revival of a stable periodic solution at the smaller viscosity parameter in the present model indicates that the turbulent state may be very sensitive to the Reynolds number.Comment: 19 pages, 12 figures submitted to JPS

The quasi-periodic doubling cascade in the transition to weak turbulence

The quasi-periodic doubling cascade is shown to occur in the transition from regular to weakly turbulent behaviour in simulations of incompressible Navier-Stokes flow on a three-periodic domain. Special symmetries are imposed on the flow field in order to reduce the computational effort. Thus we can apply tools from dynamical systems theory such as continuation of periodic orbits and computation of Lyapunov exponents. We propose a model ODE for the quasi-period doubling cascade which, in a limit of a perturbation parameter to zero, avoids resonance related problems. The cascade we observe in the simulations is then compared to the perturbed case, in which resonances complicate the bifurcation scenario. In particular, we compare the frequency spectrum and the Lyapunov exponents. The perturbed model ODE is shown to be in good agreement with the simulations of weak turbulence. The scaling of the observed cascade is shown to resemble the unperturbed case, which is directly related to the well known doubling cascade of periodic orbits

Stochastics theory of log-periodic patterns

We introduce an analytical model based on birth-death clustering processes to help understanding the empirical log-periodic corrections to power-law scaling and the finite-time singularity as reported in several domains including rupture, earthquakes, world population and financial systems. In our stochastics theory log-periodicities are a consequence of transient clusters induced by an entropy-like term that may reflect the amount of cooperative information carried by the state of a large system of different species. The clustering completion rates for the system are assumed to be given by a simple linear death process. The singularity at t_{o} is derived in terms of birth-death clustering coefficients.Comment: LaTeX, 1 ps figure - To appear J. Phys. A: Math & Ge

Are Financial Crashes Predictable?

We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not appear to be the accumulation point of a geometric series of local minima.Comment: LaTeX, 5 pages + 1 postscript figur

Relaxing the Irrevocability Requirement for Online Graph Algorithms

Online graph problems are considered in models where the irrevocability requirement is relaxed. Motivated by practical examples where, for example, there is a cost associated with building a facility and no extra cost associated with doing it later, we consider the Late Accept model, where a request can be accepted at a later point, but any acceptance is irrevocable. Similarly, we also consider a Late Reject model, where an accepted request can later be rejected, but any rejection is irrevocable (this is sometimes called preemption). Finally, we consider the Late Accept/Reject model, where late accepts and rejects are both allowed, but any late reject is irrevocable. For Independent Set, the Late Accept/Reject model is necessary to obtain a constant competitive ratio, but for Vertex Cover the Late Accept model is sufficient and for Minimum Spanning Forest the Late Reject model is sufficient. The Matching problem has a competitive ratio of 2, but in the Late Accept/Reject model, its competitive ratio is 3/2

Multifractality in Time Series

We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor's 500 stock index x(t). It is found that within the framework of multifractality, the "analogous" specific heat of the S&P500 discrete price index displays a shoulder to the right of the main peak for low values of time lags. On decreasing T, the presence of the shoulder is a consequence of the peaked, temporal x(t+T)-x(t) fluctuations in this regime. For large time lags (T>80), we have found that C_{q} displays typical features of a classical phase transition at a critical point. An example of such dynamic phase transition in a simple economic model system, based on a mapping with multifractality phenomena in random multiplicative processes, is also presented by applying former results obtained with a continuous probability theory for describing scaling measures.Comment: 22 pages, Revtex, 4 ps figures - To appear J. Phys. A (2000