Information of Interest

A pricing formula for discount bonds, based on the consideration of the market perception of future liquidity risk, is established. An information-based model for liquidity is then introduced, which is used to obtain an expression for the bond price. Analysis of the bond price dynamics shows that the bond volatility is determined by prices of certain weighted perpetual annuities. Pricing formulae for interest rate derivatives are derived.Comment: 12 pages, 3 figure

Covariant Uniform Acceleration

We show that standard Relativistic Dynamics Equation F=dp/d\tau is only partially covariant. To achieve full Lorentz covariance, we replace the four-force F by a rank 2 antisymmetric tensor acting on the four-velocity. By taking this tensor to be constant, we obtain a covariant definition of uniformly accelerated motion. We compute explicit solutions for uniformly accelerated motion which are divided into four types: null, linear, rotational, and general. For null acceleration, the worldline is cubic in the time. Linear acceleration covariantly extends 1D hyperbolic motion, while rotational acceleration covariantly extends pure rotational motion. We use Generalized Fermi-Walker transport to construct a uniformly accelerated family of inertial frames which are instantaneously comoving to a uniformly accelerated observer. We explain the connection between our approach and that of Mashhoon. We show that our solutions of uniformly accelerated motion have constant acceleration in the comoving frame. Assuming the Weak Hypothesis of Locality, we obtain local spacetime transformations from a uniformly accelerated frame K' to an inertial frame K. The spacetime transformations between two uniformly accelerated frames with the same acceleration are Lorentz. We compute the metric at an arbitrary point of a uniformly accelerated frame. We obtain velocity and acceleration transformations from a uniformly accelerated system K' to an inertial frame K. We derive the general formula for the time dilation between accelerated clocks. We obtain a formula for the angular velocity of a uniformly accelerated object. Every rest point of K' is uniformly accelerated, and its acceleration is a function of the observer's acceleration and its position. We obtain an interpretation of the Lorentz-Abraham-Dirac equation as an acceleration transformation from K' to K.Comment: 36 page

Testing Einstein's time dilation under acceleration using M\"ossbauer spectroscopy

The Einstein time dilation formula was tested in several experiments. Many trials have been made to measure the transverse second order Doppler shift by M\"{o}ssbauer spectroscopy using a rotating absorber, to test the validity of this formula. Such experiments are also able to test if the time dilation depends only on the velocity of the absorber, as assumed by Einstein's clock hypothesis, or the present centripetal acceleration contributes to the time dilation. We show here that the fact that the experiment requires $\gamma$-ray emission and detection slits of finite size, the absorption line is broadened; by geometric longitudinal first order Doppler shifts immensely. Moreover, the absorption line is non-Lorenzian. We obtain an explicit expression for the absorption line for any angular velocity of the absorber. The analysis of the experimental results, in all previous experiments which did not observe the full absorption line itself, were wrong and the conclusions doubtful. The only proper experiment was done by K\"{u}ndig (Phys. Rev. 129 (1963) 2371), who observed the broadening, but associated it to random vibrations of the absorber. We establish necessary conditions for the successful measurement of a transverse second order Doppler shift by M\"{o}ssbauer spectroscopy. We indicate how the results of such an experiment can be used to verify the existence of a Doppler shift due to acceleration and to test the validity of Einstein's clock hypothesis.Comment: 11 pages, 4 figure

Quantum Lattice Fluctuations and Luminescence in C_60

We consider luminescence in photo-excited neutral C_60 using the Su-Schrieffer-Heeger model applied to a single C_60 molecule. To calculate the luminescence we use a collective coordinate method where our collective coordinate resembles the displacement of the carbon atoms of the Hg(8) phonon mode and extrapolates between the ground state "dimerisation" and the exciton polaron. There is good agreement for the existing luminescence peak spacing and fair agreement for the relative intensity. We predict the existence of further peaks not yet resolved in experiment. PACS Numbers : 78.65.Hc, 74.70.Kn, 36.90+

The rotational modes of relativistic stars: Numerical results

We study the inertial modes of slowly rotating, fully relativistic compact stars. The equations that govern perturbations of both barotropic and non-barotropic models are discussed, but we present numerical results only for the barotropic case. For barotropic stars all inertial modes are a hybrid mixture of axial and polar perturbations. We use a spectral method to solve for such modes of various polytropic models. Our main attention is on modes that can be driven unstable by the emission of gravitational waves. Hence, we calculate the gravitational-wave growth timescale for these unstable modes and compare the results to previous estimates obtained in Newtonian gravity (i.e. using post-Newtonian radiation formulas). We find that the inertial modes are slightly stabilized by relativistic effects, but that previous conclusions concerning eg. the unstable r-modes remain essentially unaltered when the problem is studied in full general relativity.Comment: RevTeX, 29 pages, 31 eps figure

Models of helically symmetric binary systems

Results from helically symmetric scalar field models and first results from a convergent helically symmetric binary neutron star code are reported here; these are models stationary in the rotating frame of a source with constant angular velocity omega. In the scalar field models and the neutron star code, helical symmetry leads to a system of mixed elliptic-hyperbolic character. The scalar field models involve nonlinear terms that mimic nonlinear terms of the Einstein equation. Convergence is strikingly different for different signs of each nonlinear term; it is typically insensitive to the iterative method used; and it improves with an outer boundary in the near zone. In the neutron star code, one has no control on the sign of the source, and convergence has been achieved only for an outer boundary less than approximately 1 wavelength from the source or for a code that imposes helical symmetry only inside a near zone of that size. The inaccuracy of helically symmetric solutions with appropriate boundary conditions should be comparable to the inaccuracy of a waveless formalism that neglects gravitational waves; and the (near zone) solutions we obtain for waveless and helically symmetric BNS codes with the same boundary conditions nearly coincide.Comment: 19 pages, 7 figures. Expanded version of article to be published in Class. Quantum Grav. special issue on Numerical Relativit

Ferromagnetism of 3^3He Films in the Low Field Limit

We provide evidence for a finite temperature ferromagnetic transition in 2-dimensions as $H \to 0$ in thin films of $^3$He on graphite, a model system for the study of two-dimensional magnetism. We perform pulsed and CW NMR experiments at fields of 0.03 - 0.48 mT on $^3$He at areal densities of 20.5 - 24.2 atoms/nm$^2$. At these densities, the second layer of $^3$He has a strongly ferromagnetic tendency. With decreasing temperature, we find a rapid onset of magnetization that becomes independent of the applied field at temperatures in the vicinity of 1 mK. Both the dipolar field and the NMR linewidth grow rapidly as well, which is consistent with a large (order unity) polarization of the $^3$He spins.Comment: 4 figure

TreeGrad: Transferring Tree Ensembles to Neural Networks

Gradient Boosting Decision Tree (GBDT) are popular machine learning algorithms with implementations such as LightGBM and in popular machine learning toolkits like Scikit-Learn. Many implementations can only produce trees in an offline manner and in a greedy manner. We explore ways to convert existing GBDT implementations to known neural network architectures with minimal performance loss in order to allow decision splits to be updated in an online manner and provide extensions to allow splits points to be altered as a neural architecture search problem. We provide learning bounds for our neural network.Comment: Technical Report on Implementation of Deep Neural Decision Forests Algorithm. To accompany implementation here: https://github.com/chappers/TreeGrad. Update: Please cite as: Siu, C. (2019). "Transferring Tree Ensembles to Neural Networks". International Conference on Neural Information Processing. Springer, 2019. arXiv admin note: text overlap with arXiv:1909.1179

Rossby-Haurwitz waves of a slowly and differentially rotating fluid shell

Recent studies have raised doubts about the occurrence of r modes in Newtonian stars with a large degree of differential rotation. To assess the validity of this conjecture we have solved the eigenvalue problem for Rossby-Haurwitz waves (the analogues of r waves on a thin-shell) in the presence of differential rotation. The results obtained indicate that the eigenvalue problem is never singular and that, at least for the case of a thin-shell, the analogues of r modes can be found for arbitrarily large degrees of differential rotation. This work clarifies the puzzling results obtained in calculations of differentially rotating axi-symmetric Newtonian stars.Comment: 8pages, 3figures. Submitted to CQ