Analysis and applications of autoregressive moving average models with stochastic variance

It is known that volatility plays a central role in financial modelling problems. This paper studies, in detail, a class of discrete time stochastic volatility (SV) models driven by ARMA models with innovations having a stochastic variances. The auto- correlation function of this class of models is derived and methods of identification of such processes are described. An example is added to illustrate the development of the theory over the standard methods

Wet Chemical Synthesis and Characterization of Nanomaterials for Solar Cell Applications

During long term space missions, it is necessary to have a reliable source of energy. Solar cells are an easy and reliable way to convert energy from the sun to electrical energy. NASA has used solar cells manufactured on Earth as an energy source for many of its missions. In order to develop technologies that will enable high efficiency solar cells, we are synthesizing nanostructured materials. A range of nanostructured materials, such as titanium dioxide nanowires, nickel nanoparticles, copper nanoparticles, and silver nanoparticles/nanowires, are synthesized. In this work, we are reporting on the synthesis of these nanomaterials and the electron microscopic characterizations. Nanomaterials were synthesized using well-known protocols, such as the polyol process for silver nanowires and the hydrothermal method to produce titanium dioxide nanowires. The nanomaterials were characterized using Scanning Electron Microscopy (SEM) at NASA Ames and X-ray Photoelectron Spectroscopy (XPS) from the Stanford Synchrotron Radiation Lightsource at SLAC National Acceleratory Laboratory. This study will bring understanding on the chemical structure and morphology of these nanomaterials that will potentially be used for high efficiency solar cells

Dispersion of Magnetic Fields in Molecular Clouds. III

We apply our technique on the dispersion of magnetic fields in molecular clouds to high spatial resolution Submillimeter Array polarization data obtained for Orion KL in OMC-1, IRAS 16293, and NGC 1333 IRAS 4A. We show how one can take advantage of such high resolution data to characterize the magnetized turbulence power spectrum in the inertial and dissipation ranges. For Orion KL we determine that in the inertial range the spectrum can be approximately fitted with a power law k^-(2.9\pm0.9) and we report a value of 9.9 mpc for {\lambda}_AD, the high spatial frequency cutoff presumably due to turbulent ambipolar diffusion. For the same parameters we have \sim k^-(1.4\pm0.4) and a tentative value of {\lambda}_AD \simeq 2.2 mpc for NGC 1333 IRAS 4A, and \sim k^-(1.8\pm0.3) with an upper limit of {\lambda}_AD < 1.8 mpc for IRAS 16293. We also discuss the application of the technique to interferometry measurements and the effects of the inherent spatial filtering process on the interpretation of the results.Comment: 25 pages, 9 figures; accepted for publication in The Astrophysical Journa

ALMA observations of dust polarization and molecular line emission from the Class 0 protostellar source Serpens SMM1

We present high angular resolution dust polarization and molecular line observations carried out with the Atacama Large Millimeter/submillimeter Array (ALMA) toward the Class 0 protostar Serpens SMM1. By complementing these observations with new polarization observations from the Submillimeter Array (SMA) and archival data from the Combined Array for Research in Millimeter-wave Astronomy (CARMA) and the James Clerk Maxwell Telescopes (JCMT), we can compare the magnetic field orientations at different spatial scales. We find major changes in the magnetic field orientation between large (~0.1 pc) scales -- where the magnetic field is oriented E-W, perpendicular to the major axis of the dusty filament where SMM1 is embedded -- and the intermediate and small scales probed by CARMA (~1000 AU resolution), the SMA (~350 AU resolution), and ALMA (~140 AU resolution). The ALMA maps reveal that the redshifted lobe of the bipolar outflow is shaping the magnetic field in SMM1 on the southeast side of the source; however, on the northwestern side and elsewhere in the source, low velocity shocks may be causing the observed chaotic magnetic field pattern. High-spatial-resolution continuum and spectral-line observations also reveal a tight (~130 AU) protobinary system in SMM1-b, the eastern component of which is launching an extremely high-velocity, one-sided jet visible in both CO(2-1) and SiO(5-4); however, that jet does not appear to be shaping the magnetic field. These observations show that with the sensitivity and resolution of ALMA, we can now begin to understand the role that feedback (e.g., from protostellar outflows) plays in shaping the magnetic field in very young, star-forming sources like SMM1.Comment: 15 pages, 6 figures, 4 tables, 1 appendix. Accepted for publication in the Astrophysical Journal. Materials accessible in the online version of the (open-access) ApJ article include the FITS files used to make the ALMA image in Figure 1(d), and a full, machine-readable version of Table

Non-clasical Nucleation in Supercooled Nickel

The dynamics of homogeneous nucleation and growth of crystalline nickel from the super-cooled melt is examined during rapid quenching using molecular dynamics and a modified embedded atom method potential. The character of the critical nuclei of the crystallization transition is examined using common neighbor analysis and visualization. At nucleation the saddle point droplet consists of randomly stacked planar structures with an in plane triangular order. These results are consistent with previous theoretical results that predict that the nucleation process in some metals is non-classical due to the presence of long-range forces and a spinodal.Comment: 4 pages, 5 figure

Characterizing Magnetic Field Morphologies in Three Serpens Protostellar Cores with ALMA

With the aim of characterizing the dynamical processes involved in the formation of young protostars, we present high-angular-resolution ALMA dust polarization observations of the Class 0 protostellar cores Serpens SMM1, Emb 8(N), and Emb 8. With spatial resolutions ranging from 150 to 40 au at 870 μm, we find unexpectedly high values of the polarization fraction along the outflow cavity walls in Serpens Emb 8(N). We use 3 mm and 1 mm molecular tracers to investigate outflow and dense-gas properties and their correlation with the polarization. These observations allow us to investigate the physical processes involved in the radiative alignment torques (RATs) acting on dust grains along the outflow cavity walls, which experience irradiation from accretion processes and outflow shocks. The inner core of SMM1-a presents a polarization pattern with a poloidal magnetic field at the bases of the two lobes of the bipolar outflow. To the south of SMM1-a we see two polarized filaments, one of which seems to trace the redshifted outflow cavity wall. The other may be an accretion streamer of material infalling onto the central protostar. We propose that the polarized emission we see at millimeter wavelengths along the irradiated cavity walls can be reconciled with the expectations of RAT theory if the aligned grains present at <500 au scales in Class 0 envelopes have grown larger than the 0.1 μm size of dust grains in the interstellar medium. Our observations allow us to constrain the magnetic field morphologies of star-forming sources within the central cores, along the outflow cavity walls, and in possible accretion streamers

BMP-SMAD Signaling Regulates Lineage Priming, but Is Dispensable for Self-Renewal in Mouse Embryonic Stem Cells

Naive mouse embryonic stem cells (mESCs) are in a metastable state and fluctuate between inner cell mass- and epiblast-like phenotypes. Here, we show transient activation of the BMP-SMAD signaling pathway in mESCs containing a BMP-SMAD responsive reporter transgene. Activation of the BMP-SMAD reporter transgene in naive mESCs correlated with lower levels of genomic DNA methylation, high expression of 5-methylcytosine hydroxylases Tet1/2 and low levels of DNA methyltransferases Dnmt3a/b. Moreover, naive mESCs, in which the BMP-SMAD reporter transgene was activated, showed higher resistance to differentiation. Using double Smad1;Smad5 knockout mESCs, we showed that BMP-SMAD signaling is dispensable for self-renewal in both naive and ground state. These mutant mESCs were still pluripotent, but they exhibited higher levels of DNA methylation than their wild-type counterparts and had a higher propensity to differentiate. We showed that BMP-SMAD signaling modulates lineage priming in mESCs, by transiently regulating the enzymatic machinery responsible for DNA methylation