On the probability of hitting the boundary for Brownian motions on the SABR plane

Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models–related to the SABR model in mathematical finance–which can be obtained by geometry-preserving transformations, and show how to translate the properties of the hyperbolic Brownian motion (density, probability mass, drift) to each particular model. Our main result is an explicit expression for the probability of any of these models hitting the boundary of their domains, the proof of which relies on the properties of the aforementioned transformations as well as time-change methods

Seasonal dependency of polar cap patches in the high-latitude nightside ionosphere

Observations and a computer simulation were used to investigate the seasonal dependency of the occurrence of polar cap patches in the high-latitude nightside ionosphere together with the relative importance of the driving processes. Measurements were conducted above northern Scandinavia around solar maximum (1999-2001) under conditions predicted to be favourable for observing patches with the EISCAT Svalbard Radar (ESR). The requirements were that the ESR was poleward of the convection reversal boundary, in antisunward cross polar cap flow and that IMF Bz was predominantly negative. The high latitude convection pattern was inferred from the Super Dual Auroral Radar Network (SuperDARN) and the IMF was taken from the Advanced Composition Explorer (ACE) spacecraft. In each study the patch-to-background ratio was calculated and, in most of the winter cases, this ratio was greater than two consistent with a polar cap patch. In summer clear electron density enhancements were seen in the nightside ionosphere, but the patch-to-background ratio was less than two. While these enhancements could not formally be called patches, it was clear that the high-latitude convection pattern was responsible for electron density enhancements. Using a computer simulation the relative importance of the physical processes driving the variation in the patch-to-background ratio was investigated. The dominant factor was changes in the thermospheric composition influencing plasma production and recombination rates

The geometry of the double-pulsar system J0737-3039 from systematic intensity variations

The recent discovery of J0737-3039A & B-two pulsars in a highly relativistic orbit around one another - offers an unprecedented opportunity to study the elusive physics of pulsar radio emission. The system contains a rapidly rotating pulsar with a spin period of 22.7 ms and a slow companion with a spin period of 2.77 s, hereafter referred to as 'A' and 'B', respectively. A unique property of the system is that the pulsed radio flux from B increases systematically by almost two orders-of-magnitude during two short portions of each orbit. Here, we describe a geometrical model of the system that simultaneously explains the intensity variations of B and makes definitive and testable predictions for the future evolution of the emission properties of both stars. Our model assumes that B's pulsed radio flux increases when illuminated by emission from A. This model provides constraints on the spin axis orientation and emission geometry of A and predicts that its pulse profile will evolve considerably over the next several years due to geodetic precession until it disappears entirely in 15-20 years

Antibody-resistant mutants of Borrelia burgdorferi: in vitro selection and characterization.

We used polyclonal antisera and monoclonal antibodies (mAbs) to inhibit the growth of clonal populations of two strains of Borrelia burgdorferi, the Lyme disease agent, and thereby select for antibody-resistant mutants. mAbs were directed at the outer membrane proteins, OspA or OspB. Mutants resistant to the growth-inhibiting properties of the antibodies were present in the populations at frequencies ranging from 10(-5) to 10(-2). The several escape variants that were examined were of four classes. Class I mutants were resistant to all mAbs; they lacked OspA and OspB and the linear plasmid that encodes them. Two other proteins were expressed in larger amounts in class I mutants; mAbs to these proteins inhibited the mutant but not the wild-type cells. Class II mutants were resistant to some but not all mAbs; they had truncated OspA and/or OspB proteins. Class III mutants were resistant only to the selecting mAb; they had full-length Osp proteins that were not bound by the selecting antibody in Western blots. In two class III mutants resistant to different anti-OspA mAbs, missense mutations were demonstrated in the ospA genes. Class IV mutants were likewise resistant only to selecting antibody, but in this case the selecting antibody still bound in Western blots

Circulating inflammatory and hemostatic biomarkers are associated with risk of myocardial infarction and coronary death, but not angina pectoris, in older men

Aims: The extent to which hemostatic and inflammatory biomarkers are related to angina pectoris as compared with myocardial infarction (MI) remains uncertain. We examined the relationship between a wide range of inflammatory and hemostatic biomarkers, including markers of activated coagulation, fibrinolysis and endothelial dysfunction and viscosity, with incident myocardial infarction (MI) or coronary heart disease (CHD) death and incident angina pectoris uncomplicated by MI or CHD death in older men. Methods: A prospective study of 3217 men aged 60-79 years with no baseline CHD (angina or MI) and who were not on warfarin, followed up for 7 years during which there were 198 MI/CHD death cases and 220 incident uncomplicated angina cases. Results: Inflammatory biomarkers [C-reactive protein (CRP), interleukin-6, fibrinogen], plasma viscosity and hemostatic biomarkers [von Willebrand factor (VWF) and fibrin D-dimer] were associated with a significant increased risk of MI/CHD death but not with uncomplicated angina even after adjustment for age and conventional risk factors. Adjustment for CRP attenuated the relationships between VWF, fibrin D-dimer and plasma viscosity with MI/CHD death. Comparisons of differing associations with risk of MI/CHD deaths and uncomplicated angina were significant for the inflammatory markers (P < 0.05) and marginally significant for fibrin D-dimer (P = 0.05). In contrast, established risk factors including blood pressure and high-density lipoprotein (HDL)-cholesterol were associated with both MI/CHD death and uncomplicated angina. Conclusion: Circulating biomarkers of inflammation and hemostasis are associated with incident MI/CHD death but not incident angina uncomplicated by MI or CHD death in older men

Synthesis of dense bulk MgB2 by an infiltration and growth process

We report the processing of dense, superconducting MgB2 (2.4 g cm-3) by an infiltration and growth technique. The process, which involves infiltration of liquid magnesium at 750 C into a pre-defined boron precursor pellet, is relatively simple, results in the formation of a hard, dense structure and has the potential to fabricate large bulk samples of complex geometries. X-ray diffraction has been used to confirm the presence of the MgB2 primary phase with only residual magnesium content in the fully processed samples. The samples exhibit sharp superconducting transitions at 38.4 K and have critical current densities of up to 260 kA cm-2 in self-field at 5 K. Modest measured values of Hc2(0) of 17 T suggest that superconductivity in bulk MgB2 fabricated by this technique is in the clean pairing limit