Quasinormal modes of Kerr-Newman black holes: coupling of electromagnetic and gravitational perturbations

We compute numerically the quasinormal modes of Kerr-Newman black holes in the scalar case, for which the perturbation equations are separable. Then we study different approximations to decouple electromagnetic and gravitational perturbations of the Kerr-Newman metric, computing the corresponding quasinormal modes. Our results suggest that the Teukolsky-like equation derived by Dudley and Finley gives a good approximation to the dynamics of a rotating charged black hole for Q<M/2. Though insufficient to deal with Kerr-Newman based models of elementary particles, the Dudley-Finley equation should be adequate for astrophysical applications.Comment: 13 pages, 3 figures. Minor changes to match version accepted in Phys. Rev.

Active gravitational mass and the invariant characterization of Reissner-Nordstrom spacetime

We analyse the concept of active gravitational mass for Reissner-Nordstrom spacetime in terms of scalar polynomial invariants and the Karlhede classification. We show that while the Kretschmann scalar does not produce the expected expression for the active gravitational mass, both scalar polynomial invariants formed from the Weyl tensor, and the Cartan scalars, do.Comment: 6 pages Latex, to appear in General Relativity and Gravitatio

Implied volatility of basket options at extreme strikes

In the paper, we characterize the asymptotic behavior of the implied volatility of a basket call option at large and small strikes in a variety of settings with increasing generality. First, we obtain an asymptotic formula with an error bound for the left wing of the implied volatility, under the assumption that the dynamics of asset prices are described by the multidimensional Black-Scholes model. Next, we find the leading term of asymptotics of the implied volatility in the case where the asset prices follow the multidimensional Black-Scholes model with time change by an independent increasing stochastic process. Finally, we deal with a general situation in which the dependence between the assets is described by a given copula function. In this setting, we obtain a model-free tail-wing formula that links the implied volatility to a special characteristic of the copula called the weak lower tail dependence function

Superradiance from BEC vortices: a numerical study

The scattering of sound wave perturbations from vortex excitations of Bose-Einstein condensates(BEC) is investigated by numerical integration of the associated Klein-Gordon equation. It is found that, at sufficiently high angular speeds, sound wave-packets can extract a sizeable fraction of the vortex energy through a mechanism of superradiant scattering. It is conjectured that this superradiant regime may be detectable in BEC experiments.Comment: 4 pages, 4 figure

Molecular Structures in T=1 states of 10B

Multi-center (molecular) structures can play an important role in light nuclei. The highly deformed rotational band in 10Be with band head at 6.179 MeV has been observed recently and suggested to have an exotic alpha:2n:alpha configuration. A search for states with alpha:pn:alpha two-center molecular configurations in 10B that are analogous to the states with alpha:2n:alpha structure in 10Be has been performed. The T=1 isobaric analog states in 10B were studied in the excitation energy range of E=8.7-12.1 MeV using the reaction 1H(9Be,alpha)6Li*(T=1, 0+, 3.56 MeV). An R-matrix analysis was used to extract parameters for the states observed in the (p,alpha) excitation function. Five T=1 states in 10B have been identified. The known 2+ and 3- states at 8.9 MeV have been observed and their partial widths have been measured. The spin-parities and partial widths for three higher lying states were determined. Our data support theoretical predictions that the 2+ state at 8.9 MeV (isobaric analog of the 7.54 MeV state in 10Be) is a highly clustered state and can be identified as a member of the alpha:np:alpha rotational band. The next member of this band, the 4+ state, has not been found. A very broad 0+ state at 11 MeV that corresponds to pure alpha+6Li(0+,T=1) configuration is suggested and it might be related to similar structures found in 12C, 18O and 20Ne.Comment: 10 pages, 10 figures, accepted in Physical Review

Trojan Horse as an indirect technique in nuclear astrophysics. Resonance reactions

The Trojan Horse method is a powerful indirect technique that provides information to determine astrophysical factors for binary rearrangement processes $x + A \to b + B$ at astrophysically relevant energies by measuring the cross section for the Trojan Horse reaction $a + A \to y+ b + B$ in quasi-free kinematics. We present the theory of the Trojan Horse method for resonant binary subreactions based on the half-off-energy-shell R matrix approach which takes into account the off-energy-shell effects and initial and final state interactions.Comment: 6 pages and 1 figur

Indirect techniques in nuclear astrophysics. Asymptotic Normalization Coefficient and Trojan Horse

Owing to the presence of the Coulomb barrier at astrophysically relevant kinetic energies it is very difficult, or sometimes impossible, to measure astrophysical reaction rates in the laboratory. That is why different indirect techniques are being used along with direct measurements. Here we address two important indirect techniques, the asymptotic normalization coefficient (ANC) and the Trojan Horse (TH) methods. We discuss the application of the ANC technique for calculation of the astrophysical processes in the presence of subthreshold bound states, in particular, two different mechanisms are discussed: direct capture to the subthreshold state and capture to the low-lying bound states through the subthreshold state, which plays the role of the subthreshold resonance. The ANC technique can also be used to determine the interference sign of the resonant and nonresonant (direct) terms of the reaction amplitude. The TH method is unique indirect technique allowing one to measure astrophysical rearrangement reactions down to astrophysically relevant energies. We explain why there is no Coulomb barrier in the sub-process amplitudes extracted from the TH reaction. The expressions for the TH amplitude for direct and resonant cases are presented.Comment: Invited talk on the Conference "Nuclear Physics in Astrophysics II", Debrecen, Hungary, 16-20 May, 200

Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major stocks are compatible with the Gaussian copula hypothesis, while this hypothesis can be rejected for the dependence between pairs of commodities (metals). Notwithstanding the apparent qualification of the Gaussian copula hypothesis for most of the currencies and the stocks, a non-Gaussian copula, such as the Student's copula, cannot be rejected if it has sufficiently many ``degrees of freedom''. As a consequence, it may be very dangerous to embrace blindly the Gaussian copula hypothesis, especially when the correlation coefficient between the pair of asset is too high as the tail dependence neglected by the Gaussian copula can be as large as 0.6, i.e., three out five extreme events which occur in unison are missed.Comment: Latex document of 43 pages including 14 eps figure