Financial rogue waves

The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.Comment: 4 papges, 2 figures, Final version accepted in Commun. Theor. Phys., 201

The Okavango; a river supporting its people, environment and economic development

The Okavango basin comprises the Cuito and Cubango active catchment areas in Angola, in addition to the Kavango–Okavango non-active catchment in northern Namibia and Botswana. The Okavango River water and its ecosystem resources are critically important sources of livelihoods for people in the basin. Pressures from livelihoods and development are already impacting on the environment. These pressures may increase in the future due to the rapid increase in population, the peace process and associated resettlement activities in Angola, and major development initiatives in Botswana and Namibia. For instance, possible future increase in water abstraction from the Okavango River may affect the long-term environmental sustainability of the Okavango Delta by minimizing channel shifting and thereby reducing spatial biodiversity. The paper argues that while conservation of the natural environment is critical, the pressing development needs must be recognized. The reduction of poverty within the basin should be addressed in order to alleviate adverse effects on the environment. The paper recommends that the development of sustainable tourism and community-based natural resource management initiatives may be appropriate strategies for reaching the Millennium Development Goals of poverty alleviation and achievement of environmental sustainability in the Okavango Basin. These initiatives have a comparative advantage in this area as demonstrated by the performance of the existing projects

Search for direct production of charginos and neutralinos in events with three leptons and missing transverse momentum in √s = 7 TeV pp collisions with the ATLAS detector

A search for the direct production of charginos and neutralinos in final states with three electrons or muons and missing transverse momentum is presented. The analysis is based on 4.7 fb−1 of proton–proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with Standard Model expectations in three signal regions that are either depleted or enriched in Z-boson decays. Upper limits at 95% confidence level are set in R-parity conserving phenomenological minimal supersymmetric models and in simplified models, significantly extending previous results

Measurement of D*+/- meson production in jets from pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

This paper reports a measurement of D*+/- meson production in jets from proton-proton collisions at a center-of-mass energy of sqrt(s) = 7 TeV at the CERN Large Hadron Collider. The measurement is based on a data sample recorded with the ATLAS detector with an integrated luminosity of 0.30 pb^-1 for jets with transverse momentum between 25 and 70 GeV in the pseudorapidity range |eta| < 2.5. D*+/- mesons found in jets are fully reconstructed in the decay chain: D*+ -> D0pi+, D0 -> K-pi+, and its charge conjugate. The production rate is found to be N(D*+/-)/N(jet) = 0.025 +/- 0.001(stat.) +/- 0.004(syst.) for D*+/- mesons that carry a fraction z of the jet momentum in the range 0.3 < z < 1. Monte Carlo predictions fail to describe the data at small values of z, and this is most marked at low jet transverse momentum.Comment: 10 pages plus author list (22 pages total), 5 figures, 1 table, matches published version in Physical Review

Measurement of the 240Pu(n,f) cross-section at the CERN n-TOF facility : First results from experimental area II (EAR-2)

The accurate knowledge of the neutron-induced fission cross-sections of actinides and other isotopes involved in the nuclear fuel cycle is essential for the design of advanced nuclear systems, such as Generation-IV nuclear reactors. Such experimental data can also provide the necessary feedback for the adjustment of nuclear model parameters used in the evaluation process, resulting in the further development of nuclear fission models. In the present work, the 240Pu(n,f) cross-section was measured at CERN's n-TOF facility relative to the well-known 235U(n,f) cross section, over a wide range of neutron energies, from meV to almost MeV, using the time-of-flight technique and a set-up based on Micromegas detectors. This measurement was the first experiment to be performed at n-TOF's new experimental area (EAR-2), which offers a significantly higher neutron flux compared to the already existing experimental area (EAR-1). Preliminary results as well as the experimental procedure, including a description of the facility and the data handling and analysis, are presented

The measurement programme at the neutron time-of-flight facility n-TOF at CERN

Neutron-induced reaction cross sections are important for a wide variety of research fields ranging from the study of nuclear level densities, nucleosynthesis to applications of nuclear technology like design, and criticality and safety assessment of existing and future nuclear reactors, radiation dosimetry, medical applications, nuclear waste transmutation, accelerator-driven systems and fuel cycle investigations. Simulations and calculations of nuclear technology applications largely rely on evaluated nuclear data libraries. The evaluations in these libraries are based both on experimental data and theoretical models. CERN's neutron time-of-flight facility n-TOF has produced a considerable amount of experimental data since it has become fully operational with the start of its scientific measurement programme in 2001. While for a long period a single measurement station (EAR1) located at 185 m from the neutron production target was available, the construction of a second beam line at 20 m (EAR2) in 2014 has substantially increased the measurement capabilities of the facility. An outline of the experimental nuclear data activities at n-TOF will be presented

Search for supersymmetry in final states with jets, missing transverse momentum and one isolated lepton in sqrt{s} = 7 TeV pp collisions using 1 fb-1 of ATLAS data

We present an update of a search for supersymmetry in final states containing jets, missing transverse momentum, and one isolated electron or muon, using 1.04 fb^-1 of proton-proton collision data at sqrt{s} = 7 TeV recorded by the ATLAS experiment at the LHC in the first half of 2011. The analysis is carried out in four distinct signal regions with either three or four jets and variations on the (missing) transverse momentum cuts, resulting in optimized limits for various supersymmetry models. No excess above the standard model background expectation is observed. Limits are set on the visible cross-section of new physics within the kinematic requirements of the search. The results are interpreted as limits on the parameters of the minimal supergravity framework, limits on cross-sections of simplified models with specific squark and gluino decay modes, and limits on parameters of a model with bilinear R-parity violation.Comment: 18 pages plus author list (30 pages total), 9 figures, 4 tables, final version to appear in Physical Review

Reducing heterotic M-theory to five dimensional supergravity on a manifold with boundary

This paper constructs the reduction of heterotic $M$-theory in eleven dimensions to a supergravity model on a manifold with boundary in five dimensions using a Calabi-Yau three-fold. New results are presented for the boundary terms in the action and for the boundary conditions on the bulk fields. Some general features of dualisation on a manifold with boundary are used to explain the origin of some topological terms in the action. The effect of gaugino condensation on the fermion boundary conditions leads to a `twist' in the chirality of the gravitino which can provide an uplifting mechanism in the vacuum energy to cancel the cosmological constant after moduli stabilisation.Comment: 16 pages, RevTe