227 research outputs found
Risk Parity Optimality
A poster summarizing some of the results of research by Gregg S. Fisher, Philip Z. Maymin, Zakhar G. Maymin that was published in Journal of Portfolio Management (2015), 41:2, 42-56 under the title "Risk Parity Optimality"
Phase transitions in nanosystems caused by interface motion: The Ising bi-pyramid with competing surface fields
The phase behavior of a large but finite Ising ferromagnet in the presence of
competing surface magnetic fields +/- H_s is studied by Monte Carlo simulations
and by phenomenological theory. Specifically, the geometry of a double pyramid
of height 2L is considered, such that the surface field is positive on the four
upper triangular surfaces of the bi-pyramid and negative on the lower ones. It
is shown that the total spontaneous magnetization vanishes (for L -> infinity)
at the temperature T_f(H), related to the "filling transition" of a
semi-infinite pyramid, which can be well below the critical temperature of the
bulk. The discontinuous vanishing of the magnetization is accompanied by a
susceptibility that diverges with a Curie-Weiss power law, when the transition
is approached from either side. A Landau theory with size-dependent critical
amplitudes is proposed to explain these observations, and confirmed by finite
size scaling analysis of the simulation results. The extension of these results
to other nanosystems (gas-liquid systems, binary mixtures, etc.) is briefly
discussed
From Capillary Condensation to Interface Localization Transitions in Colloid Polymer Mixtures Confined in Thin Film Geometry
Monte Carlo simulations of the Asakura-Oosawa (AO) model for colloid-polymer
mixtures confined between two parallel repulsive structureless walls are
presented and analyzed in the light of current theories on capillary
condensation and interface localization transitions. Choosing a polymer to
colloid size ratio of q=0.8 and studying ultrathin films in the range of D=3 to
D=10 colloid diameters thickness, grand canonical Monte Carlo methods are used;
phase transitions are analyzed via finite size scaling, as in previous work on
bulk systems and under confinement between identical types of walls. Unlike the
latter work, inequivalent walls are used here: while the left wall has a
hard-core repulsion for both polymers and colloids, at the right wall an
additional square-well repulsion of variable strength acting only on the
colloids is present. We study how the phase separation into colloid-rich and
colloid-poor phases occurring already in the bulk is modified by such a
confinement. When the asymmetry of the wall-colloid interaction increases, the
character of the transition smoothly changes from capillary condensation-type
to interface localization-type. The critical behavior of these transitions is
discussed, as well as the colloid and polymer density profiles across the film
in the various phases, and the correlation of interfacial fluctuations in the
direction parallel to the confining walls. The experimental observability of
these phenomena also is briefly discussed.Comment: 36 pages, 15 figure
Adsorption hysteresis and capillary condensation in disordered porous solids: a density functional study
We present a theoretical study of capillary condensation of fluids adsorbed
in mesoporous disordered media. Combining mean-field density functional theory
with a coarse-grained description in terms of a lattice-gas model allows us to
investigate both the out-of-equilibrium (hysteresis) and the equilibrium
behavior. We show that the main features of capillary condensation in
disordered solids result from the appearance of a complex free-energy landscape
with a large number of metastable states. We detail the numerical procedures
for finding these states, and the presence or absence of transitions in the
thermodynamic limit is determined by careful finite-size studies.Comment: 30 pages, 18 figures. To appear in J. Phys.: Condens. Matte
Dark matter in early-type galaxies: dynamical modelling of IC1459, IC3370, NGC3379 and NGC4105
We analyse long-slit spectra of four early-type galaxies which extend from ~1
to ~3 effective radii: IC1459, IC3370, NGC3379 and NGC4105. We have extracted
the full line-of-sight velocity distribution (in the case of NGC3379 we also
used data from the literature) which we model using the two-integral approach.
Using two-integral modelling we find no strong evidence for dark haloes, but
the fits suggest that three-integral modelling is necessary. We also find that
the inferred constant mass-to-light ratio in all four cases is typical for
early-type galaxies. Finally, we also discuss the constraints on the
mass-to-light ratio which can be obtained using X-ray haloes in the case of
IC1459, NGC3379 and NGC4105 and compare the estimated values with the
predictions from the dynamical modelling.Comment: 42 pages, 18 figures, accepted for publication in MNRA
Long duration radio transients lacking optical counterparts are possibly Galactic Neutron Stars
(abridged) Recently, a new class of radio transients in the 5-GHz band was
detected by Bower et al. We present new deep near-Infrared (IR) observations of
the field containing these transients, and find no counterparts down to a
limiting magnitude of K=20.4 mag. We argue that the bright (>1 Jy) radio
transients recently reported by Kida et al. are consistent with being
additional examples of the Bower et al. transients. We refer to these groups of
events as "long-duration radio transients". The main characteristics of this
population are: time scales longer than 30 minute but shorter than several
days; rate, ~10^3 deg^-2 yr^-1; progenitors sky surface density of >60 deg^-2
(95% C.L.) at Galactic latitude ~40 deg; 1.4-5 GHz spectral slopes, f_\nu ~
\nu^alpha, with alpha>0; and most notably the lack of any counterparts in
quiescence in any wavelength. We rule out an association with many types of
objects. Galactic brown-dwarfs or some sort of exotic explosions remain
plausible options. We argue that an attractive progenitor candidate for these
radio transients is the class of Galactic isolated old neutron stars (NS). We
confront this hypothesis with Monte-Carlo simulations of the space distribution
of old NSs, and find satisfactory agreement for the large areal density.
Furthermore, the lack of quiescent counterparts is explained quite naturally.
In this framework we find: the mean distance to events in the Bower et al.
sample is of order kpc; the typical distance to the Kida et al. transients are
constrained to be between 30 pc and 900 pc (95% C.L.); these events should
repeat with a time scale of order several months; and sub-mJy level bursts
should exhibit Galactic latitude dependence. We discuss possible mechanisms
giving rise to the observed radio emission.Comment: Submitted to ApJ, 17 pages, 10 figure
Integrated Spectroscopy of Bulge Globular Clusters and Fields. II. Implications for stellar population models and elliptical galaxies
Synthetic Lick indices (e.g. Mg_2, Fe, etc.) of Simple Stellar Population
(SSP) models are calibrated for the first time up to solar metallicity with a
sample of Milky Way globular clusters (GCs) which includes the metal rich GCs
of the Galactic bulge. This metallicity range is relevant to elliptical
galaxies. It is shown that the Bulge GCs and integrated light follow the same
correlation between Mg and Fe indices of elliptical galaxies, showing weaker Fe
indices at given Mg indices with respect to models that assume solar-scaled
abundances. This similarity is the robust empirical evidence for enhanced
alpha/Fe ratios in the stellar populations of elliptical galaxies, since the
globular clusters are independently known to be alpha-enhanced. The uniqueness
of this alpha-overabundance solution is checked by exploring the whole range of
model ingredients. We argue that the standard models reproduce the Mg-Fe
correlation at low metallicities because the stellar templates used in the
synthesis are the alpha-enhanced stars of the galactic Halo. These same models,
however, fail to recover the Mg-Fe pattern of Bulge clusters and ellipticals at
high metallicities because the high-metallicity templates are disk stars, which
are not alpha-enhanced. The new SSP models by Thomas, Maraston & Bender (2002)
which incorporate the dependence on alpha/Fe reproduce the Mg and Fe indices of
GCs at all metallicities, with alpha/Fe=+0.3, which is in agreement with
spectroscopic abundance determinations. The Balmer indices (Hbeta, Hdelta,
Hgamma) are very well calibrated, provided the Horizontal Branch morphology is
taken into account. In particular, we reproduce the Balmer lines of NGC 6388
and NGC 6441, which are metal-rich GCs with a tail of warm Horizontal Branch
stars. {Abridged}Comment: 19 pages, 13 figures, Astronomy and Astrophysics in press. Only minor
changes after the referee repor
The State of Coral Reef Ecosystems of Southeast Florida
The northern extension of the Florida reef tract and a complex of limestone ridges run parallel to the subtropical Atlantic coastline of southeast Florida. Spanning 170 km from the northern border of Biscayne National Park (BNP) in Miami-Dade County to the St. Lucie Inlet in Martin County, the reefs and hardbottom areas in this region support a rich and diverse biological community (Figure 5.1). Nearshore reef habitats in southeast Florida include hardbottom areas, patch reefs and worm reefs (Phragmatopoma spp.) exhibiting abundant octocoral, macroalgae, stony coral and sponge assemblages. Offshore, coral reef associated biotic assemblages occur on linear Holocene Acropora palmata mid-shelf and shelf margin reefs that extend from Miami Dade County to Palm Beach County (Lighty, 1977; Figure 5.2). Anastasia Formation limestone ridges and terraces colonized by reef biota characterize the reefs from Palm Beach County to Martin County (Cooke and Mossom, 1929). The coastal region of southeast Florida is highly developed, containing one third of Florida’s population of 16 million people (U.S. Census Bureau, 2006). Many southeast Florida reefs are located just 1.5 km from this urbanized shoreline. Despite their unique position as the highest latitude reefs along the western Atlantic seaboard, the reefs of southeast Florida have only recently received limited scientific and resource management attention. Andrews et al. (2005) discussed the reefs of southeast Florida and the critical need to implement actions that fill resource knowledge gaps and address conservation and threats to reef health. This report further examines and updates the list of stressors imperiling the health of southeast Florida’s reefs, and presents information gained from new research, monitoring and management efforts to determine the extent and condition of reef resources in this distinctive region
Spintronics: Fundamentals and applications
Spintronics, or spin electronics, involves the study of active control and
manipulation of spin degrees of freedom in solid-state systems. This article
reviews the current status of this subject, including both recent advances and
well-established results. The primary focus is on the basic physical principles
underlying the generation of carrier spin polarization, spin dynamics, and
spin-polarized transport in semiconductors and metals. Spin transport differs
from charge transport in that spin is a nonconserved quantity in solids due to
spin-orbit and hyperfine coupling. The authors discuss in detail spin
decoherence mechanisms in metals and semiconductors. Various theories of spin
injection and spin-polarized transport are applied to hybrid structures
relevant to spin-based devices and fundamental studies of materials properties.
Experimental work is reviewed with the emphasis on projected applications, in
which external electric and magnetic fields and illumination by light will be
used to control spin and charge dynamics to create new functionalities not
feasible or ineffective with conventional electronics.Comment: invited review, 36 figures, 900+ references; minor stylistic changes
from the published versio
LSST: from Science Drivers to Reference Design and Anticipated Data Products
(Abridged) We describe here the most ambitious survey currently planned in
the optical, the Large Synoptic Survey Telescope (LSST). A vast array of
science will be enabled by a single wide-deep-fast sky survey, and LSST will
have unique survey capability in the faint time domain. The LSST design is
driven by four main science themes: probing dark energy and dark matter, taking
an inventory of the Solar System, exploring the transient optical sky, and
mapping the Milky Way. LSST will be a wide-field ground-based system sited at
Cerro Pach\'{o}n in northern Chile. The telescope will have an 8.4 m (6.5 m
effective) primary mirror, a 9.6 deg field of view, and a 3.2 Gigapixel
camera. The standard observing sequence will consist of pairs of 15-second
exposures in a given field, with two such visits in each pointing in a given
night. With these repeats, the LSST system is capable of imaging about 10,000
square degrees of sky in a single filter in three nights. The typical 5
point-source depth in a single visit in will be (AB). The
project is in the construction phase and will begin regular survey operations
by 2022. The survey area will be contained within 30,000 deg with
, and will be imaged multiple times in six bands, ,
covering the wavelength range 320--1050 nm. About 90\% of the observing time
will be devoted to a deep-wide-fast survey mode which will uniformly observe a
18,000 deg region about 800 times (summed over all six bands) during the
anticipated 10 years of operations, and yield a coadded map to . The
remaining 10\% of the observing time will be allocated to projects such as a
Very Deep and Fast time domain survey. The goal is to make LSST data products,
including a relational database of about 32 trillion observations of 40 billion
objects, available to the public and scientists around the world.Comment: 57 pages, 32 color figures, version with high-resolution figures
available from https://www.lsst.org/overvie
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