666 research outputs found

    Integrated chronological control on an archaeologically significant Pleistocene river terrace sequence: the Thames-Medway, eastern Essex, England

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    Late Middle Pleistocene Thames-Medway deposits in eastern Essex comprise both large expanses of Palaeolithic artefact-bearing river sands/gravels and deep channels infilled with thick sequences of fossiliferous fine-grained estuarine sediments that yield valuable palaeoenvironmental information. Until recently, chronological control on these deposits was limited to terrace stratigraphy and limited amino-acid racemisation (AAR) determinations. Recent developments in both this and optically stimulated luminescence (OSL) dating make them potentially powerful tools for improving the chronological control on such sequences. This paper reports new AAR analyses and initial OSL dating from the deposits in this region. These results will help with ongoing investigation of patterns of early human settlement. Using AAR, the attribution by previous workers of the interglacial channel deposits to both MIS 11 (Tillingham Clay) and MIS 9 (Rochford and Shoeburyness Clays) is reinforced. Where there are direct stratigraphic relationships between AAR and OSL as with the Cudmore Grove and Rochford Clays and associated gravels, they agree well. Where OSL dating is the only technique available, it seems to replicate well, but must be treated with caution since there are relatively few aliquots. It is suggested on the basis of this initial OSL dating that the gravel deposits date from MIS 8 (Rochford and Cudmore Grove Gravels) and potentially also MIS 6 (Dammer Wick and Barling Gravels). However, the archaeological evidence from the Barling Gravel and the suggested correlations between this sequence and upstream Thames terraces conflict with this latter age estimate and suggest that it may need more investigation

    A Delayed Black and Scholes Formula I

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    In this article we develop an explicit formula for pricing European options when the underlying stock price follows a non-linear stochastic differential delay equation (sdde). We believe that the proposed model is sufficiently flexible to fit real market data, and is yet simple enough to allow for a closed-form representation of the option price. Furthermore, the model maintains the no-arbitrage property and the completeness of the market. The derivation of the option-pricing formula is based on an equivalent martingale measure

    Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

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    Path integral techniques for the pricing of financial options are mostly based on models that can be recast in terms of a Fokker-Planck differential equation and that, consequently, neglect jumps and only describe drift and diffusion. We present a method to adapt formulas for both the path-integral propagators and the option prices themselves, so that jump processes are taken into account in conjunction with the usual drift and diffusion terms. In particular, we focus on stochastic volatility models, such as the exponential Vasicek model, and extend the pricing formulas and propagator of this model to incorporate jump diffusion with a given jump size distribution. This model is of importance to include non-Gaussian fluctuations beyond the Black-Scholes model, and moreover yields a lognormal distribution of the volatilities, in agreement with results from superstatistical analysis. The results obtained in the present formalism are checked with Monte Carlo simulations.Comment: 9 pages, 2 figures, 1 tabl

    Computational design of accelerated life testing applied to frozen green beans

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    Three different accelerated life tests (ALT) were designed by computer simulation to investigate their practical applicability to quantify kinetics of quality loss in frozen stored foods. Heat transfer and quality degradation inside a green bean were simulated, using a spectral finite element method (SFEM), to develop pseudo-experimental data. Temperature fluctuations inside a refrigerator were simulated, by a piecewise linear stochastic differential equation, and integrated into the SFEM program. Thereafter, the simulated data was treated by non-linear regression analysis to estimate the kinetic parameters. The different ALT tests were then compared in terms of precision and accuracy. This study shows that temperature fluctuations, inside a refrigerator, influence the accuracy of the kinetic estimates, and if the temperature spectrum is used to derive kinetic estimates, it is possible to apply accurately ALT methodologies to frozen foods

    Stellar structure and compact objects before 1940: Towards relativistic astrophysics

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    Since the mid-1920s, different strands of research used stars as "physics laboratories" for investigating the nature of matter under extreme densities and pressures, impossible to realize on Earth. To trace this process this paper is following the evolution of the concept of a dense core in stars, which was important both for an understanding of stellar evolution and as a testing ground for the fast-evolving field of nuclear physics. In spite of the divide between physicists and astrophysicists, some key actors working in the cross-fertilized soil of overlapping but different scientific cultures formulated models and tentative theories that gradually evolved into more realistic and structured astrophysical objects. These investigations culminated in the first contact with general relativity in 1939, when J. Robert Oppenheimer and his students George Volkoff and Hartland Snyder systematically applied the theory to the dense core of a collapsing neutron star. This pioneering application of Einstein's theory to an astrophysical compact object can be regarded as a milestone in the path eventually leading to the emergence of relativistic astrophysics in the early 1960s.Comment: 83 pages, 4 figures, submitted to the European Physical Journal

    The mechanism of disaster capitalism and the failure to build community resilience:learning from the 2009 earthquake in L'Aquila, Italy

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    This paper reflects on what materialised during recovery operations following the earthquake in L'Aquila, Italy, on 6 April 2009. Previous critiques have focused on the actions of the Government of Italy and the Department of Civil Protection (Protezione Civile), with little attention paid to the role of local authorities. This analysis sheds light on how the latter used emergency powers, the command-and-control approach, and top-down planning to manage the disaster context, especially in terms of removal of rubble, implementing safety measures, and allocating temporary accommodation. It discusses how these arrangements constituted the mechanism via which ‘disaster capitalism’ took hold at the local and national level, and how it violated human rights, produced environmental and social impacts, hindered local communities from learning, transforming, and building resilience, and facilitated disaster capitalism and corruption. To make the disaster risk reduction and resilience paradigm more effective, a shift from centralised civil protection to decentralised, inclusive community empowerment systems is needed

    Measurement of the polarisation of W bosons produced with large transverse momentum in pp collisions at sqrt(s) = 7 TeV with the ATLAS experiment

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    This paper describes an analysis of the angular distribution of W->enu and W->munu decays, using data from pp collisions at sqrt(s) = 7 TeV recorded with the ATLAS detector at the LHC in 2010, corresponding to an integrated luminosity of about 35 pb^-1. Using the decay lepton transverse momentum and the missing transverse energy, the W decay angular distribution projected onto the transverse plane is obtained and analysed in terms of helicity fractions f0, fL and fR over two ranges of W transverse momentum (ptw): 35 < ptw < 50 GeV and ptw > 50 GeV. Good agreement is found with theoretical predictions. For ptw > 50 GeV, the values of f0 and fL-fR, averaged over charge and lepton flavour, are measured to be : f0 = 0.127 +/- 0.030 +/- 0.108 and fL-fR = 0.252 +/- 0.017 +/- 0.030, where the first uncertainties are statistical, and the second include all systematic effects.Comment: 19 pages plus author list (34 pages total), 9 figures, 11 tables, revised author list, matches European Journal of Physics C versio

    Observation of a new chi_b state in radiative transitions to Upsilon(1S) and Upsilon(2S) at ATLAS

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    The chi_b(nP) quarkonium states are produced in proton-proton collisions at the Large Hadron Collider (LHC) at sqrt(s) = 7 TeV and recorded by the ATLAS detector. Using a data sample corresponding to an integrated luminosity of 4.4 fb^-1, these states are reconstructed through their radiative decays to Upsilon(1S,2S) with Upsilon->mu+mu-. In addition to the mass peaks corresponding to the decay modes chi_b(1P,2P)->Upsilon(1S)gamma, a new structure centered at a mass of 10.530+/-0.005 (stat.)+/-0.009 (syst.) GeV is also observed, in both the Upsilon(1S)gamma and Upsilon(2S)gamma decay modes. This is interpreted as the chi_b(3P) system.Comment: 5 pages plus author list (18 pages total), 2 figures, 1 table, corrected author list, matches final version in Physical Review Letter

    Search for displaced vertices arising from decays of new heavy particles in 7 TeV pp collisions at ATLAS

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    We present the results of a search for new, heavy particles that decay at a significant distance from their production point into a final state containing charged hadrons in association with a high-momentum muon. The search is conducted in a pp-collision data sample with a center-of-mass energy of 7 TeV and an integrated luminosity of 33 pb^-1 collected in 2010 by the ATLAS detector operating at the Large Hadron Collider. Production of such particles is expected in various scenarios of physics beyond the standard model. We observe no signal and place limits on the production cross-section of supersymmetric particles in an R-parity-violating scenario as a function of the neutralino lifetime. Limits are presented for different squark and neutralino masses, enabling extension of the limits to a variety of other models.Comment: 8 pages plus author list (20 pages total), 8 figures, 1 table, final version to appear in Physics Letters
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