Mechanics of deformations and fracture final report

Thermal analysis of mechanical behavior of material models with temperature dependent propertie

Forward looking information in S&P 500 options

Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not already captured by historical information. Historical information is represented by current levels of volatility and model based forecasts using a variety of volatility models. The VIX index, constructed from S&P 500 options data is the measure of implied volatility used in this study. Once accounting for historical information, VIX appears to contain no forward looking information regarding future S&P 500 volatilityImplied volatility, information, volatility forecasts, volatility models, realized volatility

Spectral Formation in X-Ray Pulsar Accretion Columns

We present the first self-consistent model for the dynamics and the radiative transfer occurring in bright X-ray pulsar accretion columns, with a special focus on the role of the shock in energizing the emerging X-rays. The pressure inside the accretion column of a luminous X-ray pulsar is dominated by the photons, and consequently the equations describing the coupled radiative-dynamical structure must be solved simultaneously. Spectral formation in these sources is therefore a complex, nonlinear phenomenon. We obtain the analytical solution for the Green's function describing the upscattering of monochromatic radiation injected into the column from the thermal mound located near the base of the flow. The Green's function is convolved with a Planck distribution to model the X-ray spectrum resulting from the reprocessing of blackbody photons produced in the thermal mound. These photons diffuse through the infalling gas and eventually escape out the walls of the column, forming the observed X-ray spectrum. We show that the resulting column-integrated, phase-averaged spectrum has a power-law shape at high energies and a blackbody shape at low energies, in agreement with the observational data for many X-ray pulsars.Comment: Accepted for publication in ApJ Letters. Several typos noticed during the proof review were correcte

The Deep Lens Survey Transient Search I : Short Timescale and Astrometric Variability

We report on the methodology and first results from the Deep Lens Survey transient search. We utilize image subtraction on survey data to yield all sources of optical variability down to 24th magnitude. Images are analyzed immediately after acquisition, at the telescope and in near-real time, to allow for followup in the case of time-critical events. All classes of transients are posted to the web upon detection. Our observing strategy allows sensitivity to variability over several decades in timescale. The DLS is the first survey to classify and report all types of photometric and astrometric variability detected, including solar system objects, variable stars, supernovae, and short timescale phenomena. Three unusual optical transient events were detected, flaring on thousand-second timescales. All three events were seen in the B passband, suggesting blue color indices for the phenomena. One event (OT 20020115) is determined to be from a flaring Galactic dwarf star of spectral type dM4. From the remaining two events, we find an overall rate of \eta = 1.4 events deg-2 day-1 on thousand-second timescales, with a 95% confidence limit of \eta < 4.3. One of these events (OT 20010326) originated from a compact precursor in the field of galaxy cluster Abell 1836, and its nature is uncertain. For the second (OT 20030305) we find strong evidence for an extended extragalactic host. A dearth of such events in the R passband yields an upper 95% confidence limit on short timescale astronomical variability between 19.5 < R < 23.4 of \eta_R < 5.2. We report also on our ensemble of astrometrically variable objects, as well as an example of photometric variability with an undetected precursor.Comment: 24 pages, 12 figures, 3 tables. Accepted for publication in ApJ. Variability data available at http://dls.bell-labs.com/transients.htm

Two-sided stability and convergence of multistage and multistep methods for ordinary differential equations

AbstractA norm is introduced which allows the extension of bistability and biconvergence results of Stummel (“Topics in Numerical Analysis, II,” Academic Press, New York, 1975; “Approximation Methods in Analysis,” Aarhus Universiteit, 1973) (which apply to one-step methods) to the case of multistage and multistep methods

The Learning and Retention of Concepts of Psychotics

Psychologists have done very little research in the field of concept formation in psychotics. It is desirable that more such investigations be ma.de. It is particularly desirable that investigations be made with other types of concepts and that we investigate not only the differences between normals and psychotics but also investigate the possibility of using concept-formation tests for diagnostic purposes. The writer hopes to make a contribution in this direction