1,213 research outputs found
Star Jasmine : March
https://digitalcommons.library.umaine.edu/mmb-ps/2366/thumbnail.jp
Electron Impact Excitation Cross Sections for Hydrogen-Like Ions
We present cross sections for electron-impact-induced transitions n --> n' in
hydrogen-like ions C 5+, Ne 9+, Al 12+, and Ar 17+. The cross sections are
computed by Coulomb-Born with exchange and normalization (CBE) method for all
transitions with n < n' < 7 and by convergent close-coupling (CCC) method for
transitions with n 2s and 1s
--> 2p are presented as well. The CCC and CBE cross sections agree to better
than 10% with each other and with earlier close-coupling results (available for
transition 1 --> 2 only). Analytical expression for n --> n' cross sections and
semiempirical formulae are discussed.Comment: RevTeX, 5 pages, 13 PostScript figures, submitted to Phys. Rev.
Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio
We use a continuous version of the standard deviation premium principle for
pricing in incomplete equity markets by assuming that the investor issuing an
unhedgeable derivative security requires compensation for this risk in the form
of a pre-specified instantaneous Sharpe ratio. First, we apply our method to
price options on non-traded assets for which there is a traded asset that is
correlated to the non-traded asset. Our main contribution to this particular
problem is to show that our seller/buyer prices are the upper/lower good deal
bounds of Cochrane and Sa\'{a}-Requejo (2000) and of Bj\"{o}rk and Slinko
(2006) and to determine the analytical properties of these prices. Second, we
apply our method to price options in the presence of stochastic volatility. Our
main contribution to this problem is to show that the instantaneous Sharpe
ratio, an integral ingredient in our methodology, is the negative of the market
price of volatility risk, as defined in Fouque, Papanicolaou, and Sircar
(2000).Comment: Keywords: Pricing derivative securities, incomplete markets, Sharpe
ratio, correlated assets, stochastic volatility, non-linear partial
differential equations, good deal bound
Electron impact excitation cross sections for allowed transitions in atoms
We present a semiempirical Gaunt factor for widely used Van Regemorter
formula [Astrophys. J. 136, 906 (1962)] for the case of allowed transitions in
atoms with the LS coupling scheme. Cross sections calculated using this Gaunt
factor agree with measured cross sections to within the experimental error.Comment: RevTeX, 3 pages, 10 PS figures, 2 PS tables, submitted to Phys. Rev.
Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
We consider a possibly degenerate porous media type equation over all of
with , with monotone discontinuous coefficients with linear
growth and prove a probabilistic representation of its solution in terms of an
associated microscopic diffusion. This equation is motivated by some singular
behaviour arising in complex self-organized critical systems. The main idea
consists in approximating the equation by equations with monotone
non-degenerate coefficients and deriving some new analytical properties of the
solution
Exact propagators for atom-laser interactions
A class of exact propagators describing the interaction of an -level atom
with a set of on-resonance -lasers is obtained by means of the Laplace
transform method. State-selective mirrors are described in the limit of strong
lasers. The ladder, V and configurations for a three-level atom are
discussed. For the two level case, the transient effects arising as result of
the interaction between both a semi-infinite beam and a wavepacket with the
on-resonance laser are examined.Comment: 13 pages, 6 figure
An Optimal Execution Problem with Market Impact
We study an optimal execution problem in a continuous-time market model that
considers market impact. We formulate the problem as a stochastic control
problem and investigate properties of the corresponding value function. We find
that right-continuity at the time origin is associated with the strength of
market impact for large sales, otherwise the value function is continuous.
Moreover, we show the semi-group property (Bellman principle) and characterise
the value function as a viscosity solution of the corresponding
Hamilton-Jacobi-Bellman equation. We introduce some examples where the forms of
the optimal strategies change completely, depending on the amount of the
trader's security holdings and where optimal strategies in the Black-Scholes
type market with nonlinear market impact are not block liquidation but gradual
liquidation, even when the trader is risk-neutral.Comment: 36 pages, 8 figures, a modified version of the article "An optimal
execution problem with market impact" in Finance and Stochastics (2014
Singular solutions of fully nonlinear elliptic equations and applications
We study the properties of solutions of fully nonlinear, positively
homogeneous elliptic equations near boundary points of Lipschitz domains at
which the solution may be singular. We show that these equations have two
positive solutions in each cone of , and the solutions are unique
in an appropriate sense. We introduce a new method for analyzing the behavior
of solutions near certain Lipschitz boundary points, which permits us to
classify isolated boundary singularities of solutions which are bounded from
either above or below. We also obtain a sharp Phragm\'en-Lindel\"of result as
well as a principle of positive singularities in certain Lipschitz domains.Comment: 41 pages, 2 figure
Experimental mathematics on the magnetic susceptibility of the square lattice Ising model
We calculate very long low- and high-temperature series for the
susceptibility of the square lattice Ising model as well as very long
series for the five-particle contribution and six-particle
contribution . These calculations have been made possible by the
use of highly optimized polynomial time modular algorithms and a total of more
than 150000 CPU hours on computer clusters. For 10000 terms of the
series are calculated {\it modulo} a single prime, and have been used to find
the linear ODE satisfied by {\it modulo} a prime.
A diff-Pad\'e analysis of 2000 terms series for and
confirms to a very high degree of confidence previous conjectures about the
location and strength of the singularities of the -particle components of
the susceptibility, up to a small set of ``additional'' singularities. We find
the presence of singularities at for the linear ODE of ,
and for the ODE of , which are {\it not} singularities
of the ``physical'' and that is to say the
series-solutions of the ODE's which are analytic at .
Furthermore, analysis of the long series for (and )
combined with the corresponding long series for the full susceptibility
yields previously conjectured singularities in some , .
We also present a mechanism of resummation of the logarithmic singularities
of the leading to the known power-law critical behaviour occurring
in the full , and perform a power spectrum analysis giving strong
arguments in favor of the existence of a natural boundary for the full
susceptibility .Comment: 54 pages, 2 figure
- …