Searches for new particles at LEP: a summary report

We review the progress made at LEP in the quest for new particles.Comment: 10 pages, latex, 1 figure, summary talk given at `13th Convegno sulla Fisica al LEP (LEPTRE 2001)', Rome, Italy, 18-20 April 200

Full QCD on APE100 Machines

We present the first tests and results from a study of QCD with two flavours of dynamical Wilson fermions using the Hybrid Monte Carlo Algorithm (HMCA) on APE100 machines.Comment: 23 pages, LaTeX, 13 PS figures not include

Managing standards compliance

Software engineering standards determine practices that `compliant' software processes shall follow. standards generally define practices in terms of constraints that must hold for documents. The document types identified by standards include typical development products, such as user requirements, and also process-oriented documents, such as progress reviews and management reports. The degree of standards compliance can be established by checking these documents against the constraints. It is neither practical nor desirable to enforce compliance at all points in the development process. Thus compliance must be managed rather than imposed. We outline a model of standards and compliance and illustrate it with some examples. We give a brief account of the notations we have developed tosupport the use of the model and describe a support environment we have constructed. We contrast our approach to related work and discuss the broader implications of our findings for process modelling and the management of inconsistent information

Weak solutions to problems involving inviscid fluids

We consider an abstract functional-differential equation derived from the pressure-less Euler system with variable coefficients that includes several systems of partial differential equations arising in the fluid mechanics. Using the method of convex integration we show the existence of infinitely many weak solutions for prescribed initial data and kinetic energy

Extragalactic gamma-ray background from AGN winds and star-forming galaxies in cosmological galaxy formation models

We derive the contribution to the extragalactic gamma-ray background (EGB) from AGN winds and star-forming galaxies by including a physical model for the gamma-ray emission produced by relativistic protons accelerated by AGN-driven and supernova-driven shocks into a state-of-the-art semi-analytic model of galaxy formation. This is based on galaxy interactions as triggers of AGN accretion and starburst activity and on expanding blast wave as the mechanism to communicate outwards the energy injected into the interstellar medium by the active nucleus. We compare the model predictions with the latest measurement of the EGB spectrum performed by the Fermi-LAT in the range between 100 MeV and 820 GeV. We find that AGN winds can provide ~35$\pm$15% of the observed EGB in the energy interval E_{\gamma}=0.1-1 GeV, for ~73$\pm$15% at E_{\gamma}=1-10 GeV, and for ~60$\pm$20% at E_{\gamma}>10 GeV. The AGN wind contribution to the EGB is predicted to be larger by a factor of 3-5 than that provided by star-forming galaxies (quiescent plus starburst) in the hierarchical clustering scenario. The cumulative gamma-ray emission from AGN winds and blazars can account for the amplitude and spectral shape of the EGB, assuming the standard acceleration theory, and AGN wind parameters that agree with observations. We also compare the model prediction for the cumulative neutrino background from AGN winds with the most recent IceCube data. We find that for AGN winds with accelerated proton spectral index p=2.2-2.3, and taking into account internal absorption of gamma-rays, the Fermi-LAT and IceCube data could be reproduced simultaneously.Comment: 12 pages, 8 figures, accepted for publication in A&

Non-factorizable contributions to Bd0ˉ→Ds(∗)Ds(∗)ˉ\bar{B^0_d} \to D_s^{(*)} \bar{D_s^{(*)}}

It is pointed out that decays of the type $B \to D \bar{D}$ have no factorizable contributions, unless at least one of the charmed mesons in the final state is a vector meson. The dominant contributions to the decay amplitudes arise from chiral loop contributions and tree level amplitudes generated by soft gluon emissions forming a gluon condensate. We predict that the branching ratios for the processes $\bar B^0 \to D_s^+ D_s^-$, $\bar B^0 \to D_s^{+*} D_s^-$ and $\bar B^0 \to D_s^+ D_s^{-*}$ are all of order $(3- 4) \times 10^{-4}$, while $\bar B^0 \to D_s^{+*} D_s^{-*}$ has a branching ratio 5 to 10 times bigger. We emphasize that the branching ratios are sensitive to $1/m_c$ corrections.Comment: 4 pages, 4 figures. Based on talk by J.O. Eeg at BEACH 2004, 6th international conference on Hyperons, Charm and Beauty Hadrons, Illionois Institute of Technology, Chicago, june. 27 - july 3, 200

The X-ray afterglow of GRB 081109A: clue to the wind bubble structure

We present the prompt BAT and afterglow XRT data of Swift-discovered GRB081109A up to ~ 5\times 10^5 sec after the trigger, and the early ground-based optical follow-ups. The temporal and spectral indices of the X-ray afterglow emission change remarkably. We interpret this as the GRB jet first traversing the freely expanding supersonic stellar wind of the progenitor with density varying as $\rho \propto r^{-2}$. Then after approximately 300 sec the jet traverses into a region of apparent constant density similar to that expected in the stalled-wind region of a stellar wind bubble or the interstellar medium (ISM). The optical afterglow data are generally consistent with such a scenario. Our best numerical model has a wind density parameter {$A_{*} \sim 0.02$, a density of the stalled wind $n\sim 0.12 {\rm cm}^{-3}$, and a transition radius $\sim 4.5 \times 10^{17}$ cm}. Such a transition radius is smaller than that predicted by numerical simulations of the stellar wind bubbles and may be due to a rapidly evolving wind of the progenitor close to the time of its core-collapse.Comment: 7 pages, 5 figures, 2 tables, MNRAS accepted for publicatio

Exchange option pricing under stochastic volatility: a correlation expansion

Efficient valuation of exchange options with random volatilities while challenging at analytical level, has strong practical implications: in this paper we present a new approach to the problem which allows for extensions of previous known results. We undertake a route based on a multi-asset generalization of a methodology developed in Antonelli and Scarlatti (Finan Stoch 13:269–303, 2009) to handle simple European one-asset derivatives with volatility paths described by Ito’s diffusive equations. Our method seems to adapt rather smoothly to the evaluation of Exchange options involving correlations among all the financial quantities that specify the model and it is based on expanding and approximating the theoretical evaluation formula with respect to correlation parameters. It applies to a whole range of models and does not require any particular distributional property. In order to test the quality of our approximation numerical simulations are provided in the last part of the paper

Random Time Forward Starting Options

We introduce a natural generalization of the forward-starting options, first discussed by M. Rubinstein. The main feature of the contract presented here is that the strike-determination time is not fixed ex-ante, but allowed to be random, usually related to the occurrence of some event, either of financial nature or not. We will call these options {\bf Random Time Forward Starting (RTFS)}. We show that, under an appropriate "martingale preserving" hypothesis, we can exhibit arbitrage free prices, which can be explicitly computed in many classical market models, at least under independence between the random time and the assets' prices. Practical implementations of the pricing methodologies are also provided. Finally a credit value adjustment formula for these OTC options is computed for the unilateral counterparty credit risk.Comment: 19 pages, 1 figur