The ARAUCARIA project. Discovery of Cepheid Variables in NGC 300 from a Wide-Field Imaging Survey

Based on observations of NGC 300, obtained with the Wide-Field Camera at the 2.2 m ESO/MPI telescope during 29 nights spread over a 5.3 month interval, 117 Cepheids and 12 Cepheid candidates were found which cover the period range from 115 to 5.4 days. We present a catalog which provides equatorial coordinates, period, time of maximum brightness, and intensity mean B and V magnitudes for each variable, and we show phased B and V light curves for all the Cepheids found. We also present the individual B and V observations for each Cepheid in our catalog. We find very good agreement between our photometry and that obtained by Freedman et al. from ground-based CCD data for common stars. The Cepheids delineate the spiral arms of NGC 300, and a couple of them were detected very close to the center of the galaxy. From the color-magnitude diagram of NGC 300 constructed from our data, we expect that our Cepheid detection is near-complete for variables with periods larger than about 10 days. We present plots of the PL relations in the B and V bands obtained from our data, which clearly demonstrate the presence of a Malmquist bias for periods below about 10 days. A thorough discussion of the distance to NGC 300 will be presented in a forthcoming paper which will include the analysis of photometry in longer-wavelength bands.Comment: 26 pages, Latex. Astronomical Journal in pres

Direct Distances to Cepheids in the Large Magellanic Cloud: Evidence for a Universal Slope of the Period-Luminosity Relation up to Solar Abundance

We have applied the infrared surface brightness (ISB) technique to derive distances to 13 Cepheids in the LMC which span a period range from 3 to 42 days. From the absolute magnitudes of the variables calculated from these distances, we find that the LMC Cepheids define tight period-luminosity relations in the V, I, W, J and K bands which agree exceedingly well with the corresponding Galactic PL relations derived from the same technique, and are significantly steeper than the LMC PL relations in these bands observed by the OGLE-II Project in V, I and W, and by Persson et al. in J and K. We find that the tilt-corrected true distance moduli of the LMC Cepheids show a significant dependence on period, which hints at a systematic error in the ISB technique related to the period of the stars. We identify as the most likely culprit the p-factor which converts the radial into pulsational velocities; our data imply a much steeper period dependence of the p-factor than previously thought, and we derive p=1.58 (+/-0.02) -0.15 (+/-0.05) logP as the best fit from our data, with a zero point tied to the Milky Way open cluster Cepheids. Using this revised p-factor law, the period dependence of the LMC Cepheid distance moduli disappears, and at the same time the Milky Way and LMC PL relations agree among themselves, and with the directly observed LMC PL relations, within the 1 sigma uncertainties. Our main conclusion is that the previous, steeper Galactic PL relations were caused by an erroneous calibration of the p-factor law, and that there is now evidence that the slope of the Cepheid PL relation is independent of metallicity up to solar metallicity, in both optical, and near-infrared bands.Comment: ApJ accepte

Improving the mass determination of Galactic Cepheids

We have selected a sample of Galactic Cepheids for which accurate estimates of radii, distances, and photometric parameters are available. The comparison between their pulsation masses, based on new Period-Mass-Radius (PMR) relations, and their evolutionary masses, based on both optical and NIR Color-Magnitude (CM) diagrams, suggests that pulsation masses are on average of the order of 10% smaller than the evolutionary masses. Current pulsation masses show, at fixed radius, a strongly reduced dispersion when compared with values published in literature.The increased precision in the pulsation masses is due to the fact that our predicted PMR relations based on nonlinear, convective Cepheid models present smaller standard deviations than PMR relations based on linear models. At the same time, the empirical radii of our Cepheid sample are typically accurate at the 5% level. Our evolutionary mass determinations are based on stellar models constructed by neglecting the effect of mass-loss during the He burning phase. Therefore, the difference between pulsation and evolutionary masses could be intrinsic and does not necessarily imply a problem with either evolutionary and/or nonlinear pulsation models. The marginal evidence of a trend in the difference between evolutionary and pulsation masses when moving from short to long-period Cepheids is also briefly discussed. The main finding of our investigation is that the long-standing Cepheid mass discrepancy seems now resolved at the 10% level either if account for canonical or mild convective core overshooting evolutionary models.Comment: 14 pages, 4 postscript figures, accepted for publication on ApJ Letter

Introduction to a landscape analysis of multisectoral approaches for prevention and control of infectious and vector-borne diseases

The Swiss Development Cooperation, Canada's International Development Research Centre, the Swiss Tropical Public Health Institute, and the UNICEF/United Nations Development Programme (UNDP)/World Bank/World Health Organization (WHO) Special Programme for Research and Training in Tropical Diseases (TDR) collaborated on a project to review, understand and promote the use of multisectoral approaches (MSAs) in the prevention and control of vector-borne diseases (VBDs). The objectives of the project were to support a landscape analysis of how MSAs have been used in the prevention and control of VBDs; to develop a theoretical framework for guiding the implementation of interventions; and to test the recommendations in real-life conditions. To realize these objectives, the project supported several activities, including commissioning a series of scientific reviews on MSAs in 5 thematic areas, sharing the key findings of these reviews in workshops and events, and developing a guidance framework for the implementation of MSAs. These activities have produced the theoretical framework that will be tested in real-life conditions through the support of case studies. The collaboration on implementing multisectoral activities against VBDs will continue among TDR, the Swiss Tropical Public Health Institute, and new partners such as the WHO Water Sanitation and Hygiene Group, UNDP, and UN-Habitat, in order to face the challenges identified and propose solutions tailored to specific contexts. The prevention and control of VBDs require strong and adapted MSAs with the full participation of all relevant sectors

Long-range memory model of trading activity and volatility

Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the same long range memory properties. Here we present a stochastic differential equation as a dynamical model of the observed memory in the financial time series. The continuous stochastic process reproduces the statistical properties of the trading activity and serves as a background model for the modeling waiting time, return and volatility. Empirically observed statistical properties: exponents of the power-law probability distributions and power spectral density of the long-range memory financial variables are reproduced with the same values of few model parameters.Comment: 12 pages, 5 figure

Theoretical Models for Classical Cepheids: IV. Mean Magnitudes and Colors and the Evaluation of Distance, Reddening and Metallicity

We discuss the metallicity effect on the theoretical visual and near-infrared PL and PLC relations of classical Cepheids, as based on nonlinear, nonlocal and time--dependent convective pulsating models at varying chemical composition. In view of the two usual methods of averaging (magnitude-weighted and intensity-weighted) observed magnitudes and colors over the full pulsation cycle, we briefly discuss the differences between static and mean quantities. We show that the behavior of the synthetic mean magnitudes and colors fully reproduces the observed trend of Galactic Cepheids, supporting the validity of the model predictions. In the second part of the paper we show how the estimate of the mean reddening and true distance modulus of a galaxy from Cepheid VK photometry depend on the adopted metal content, in the sense that larger metallicities drive the host galaxy to lower extinctions and distances. Conversely, self-consistent estimates of the Cepheid mean reddening, distance and metallicity may be derived if three-filter data are taken into account. By applying the theoretical PL and PLC relations to available BVK data of Cepheids in the Magellanic Clouds we eventually obtain Z \sim 0.008, E(B-V) \sim 0.02 mag, DM \sim 18.63 mag for LMC and Z \sim 0.004, E(B-V) \sim 0.01 mag., DM \sim 19.16 mag. for SMC. The discrepancy between such reddenings and the current values based on BVI data is briefly discussed.Comment: 16 pages, 11 postscript figures, accepted for publication on Ap

Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

We study the pricing problem for a European call option when the volatility of the underlying asset is random and follows the exponential Ornstein-Uhlenbeck model. The random diffusion model proposed is a two-dimensional market process that takes a log-Brownian motion to describe price dynamics and an Ornstein-Uhlenbeck subordinated process describing the randomness of the log-volatility. We derive an approximate option price that is valid when (i) the fluctuations of the volatility are larger than its normal level, (ii) the volatility presents a slow driving force toward its normal level and, finally, (iii) the market price of risk is a linear function of the log-volatility. We study the resulting European call price and its implied volatility for a range of parameters consistent with daily Dow Jones Index data.Comment: 26 pages, 6 colored figure

A New Calibration Of Galactic Cepheid Period-Luminosity Relations From B To K Bands, And A Comparison To LMC Relations

Context. The universality of the Cepheid period-luminosity (PL) relations has been under discussion since metallicity effects were assumed to play a role in the value of the intercept and, more recently, of the slope of these relations. Aims. The goal of the present study is to calibrate the Galactic PL relations in various photometric bands (from B to K) and to compare the results to the well-established PL relations in the LMC. Methods. We use a set of 59 calibrating stars, the distances of which are measured using five different distance indicators: Hubble Space Telescope and revised Hipparcos parallaxes, infrared surface brightness and interferometric Baade-Wesselink parallaxes, and classical Zero-Age-Main-Sequence-fitting parallaxes for Cepheids belonging to open clusters or OB stars associations. A detailed discussion of absorption corrections and projection factor to be used is given. Results. We find no significant difference in the slopes of the PL relations between LMC and our Galaxy. Conclusions. We conclude that the Cepheid PL relations have universal slopes in all photometric bands, not depending on the galaxy under study (at least for LMC and Milky Way). The possible zero-point variation with metal content is not discussed in the present work, but an upper limit of 18.50 for the LMC distance modulus can be deduced from our data.McDonald Observator