An Atlas of H-alpha and R Images and Radial Profiles of 29 Bright Isolated Spiral Galaxies

Narrow-band H-alpha+[NII] and broadband R images and surface photometry are presented for a sample of 29 bright (M_B < -18) isolated S0-Scd galaxies within a distance of 48 Mpc. These galaxies are among the most isolated nearby spiral galaxies of their Hubble classifications as determined from the Nearby Galaxies Catalog (Tully 1987a).Comment: To appear in Astrophysical Journal Supplement Series. 17 pages, including 8 atlas pages in JPEG format. Version with high resolution figures available at http://www1.union.edu/~koopmanr/preprints.htm

A Direct Distance to the LMC Cepheid HV 12198 from the Infrared Surface Brightness Technique

We report on a first application of the infrared surface brightness technique on a Cepheid in the Large Magellanic Cloud, the variable HV 12198 in the young globular cluster NGC 1866. From this one star, we determine a distance modulus of 18.42 +- 0.10 (random and systematic uncertainty) to the cluster. When the results on further member Cepheids in NGC 1866 become available, we expect to derive the distance to the LMC with a +- 3-4 percent accuracy, including systematic errors, from this technique.Comment: 4 pages, 4 figures, accepted in ApJ Letter

Interstellar extinction towards the inner Galactic Bulge

DENIS observations in the J (1.2 micron) and K_S (2.15 micron) bands together with isochrones calculated for the RGB and AGB phase are used to draw an extinction map of the inner Galactic Bulge. The uncertainty in this method is mainly limited by the optical depth of the Bulge itself. A comparison with fields of known extinction shows a very good agreement. We present an extinction map for the inner Galactic Bulge (approx. 20 sq. deg.)Comment: 4 pages, 4 figures, accepted for publication in A&A as a letter, see also http://www-denis.iap.fr/articles/extinction

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

Stellar and Gas properties of High HI Mass-to-Light Ratio Galaxies in the Local Universe

We present a multi-wavelength study (BVRI band photometry and HI line interferometry) of nine late-type galaxies selected from the HIPASS Bright Galaxy Catalog on the basis of apparently high HI mass-to-light ratios (3 M_sun/L_sun < M_HI/L_B < 27 M_sun/L_sun). We found that most of the original estimates for M_HI/L_B based on available photographic magnitudes in the literature were too high, and conclude that genuine high HI mass-to-light ratio (>5 M_sun/L_sun) galaxies are rare in the Local Universe. Extreme high M_HI/L_B galaxies like ESO215-G?009 appear to have formed only the minimum number of stars necessary to maintain the stability of their HI disks, and could possibly be used to constrain galaxy formation models. They may to have been forming stars at a low, constant rate over their lifetimes. The best examples all have highly extended HI disks, are spatially isolated, and have normal baryonic content for their total masses but are deficent in stars. This suggests that high M_HI/L_B galaxies are not lacking the baryons to create stars, but are underluminous as they lack either the internal or external stimulation for more extensive star formation.Comment: 29 Pages, 59 Figures. Accepted for publication in AJ (to be published ~April 2006

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

ExELS: an exoplanet legacy science proposal for the ESA Euclid mission. II. Hot exoplanets and sub-stellar systems

The Exoplanet Euclid Legacy Survey (ExELS) proposes to determine the frequency of cold exoplanets down to Earth mass from host separations of ~1 AU out to the free-floating regime by detecting microlensing events in Galactic Bulge. We show that ExELS can also detect large numbers of hot, transiting exoplanets in the same population. The combined microlensing+transit survey would allow the first self-consistent estimate of the relative frequencies of hot and cold sub-stellar companions, reducing biases in comparing "near-field" radial velocity and transiting exoplanets with "far-field" microlensing exoplanets. The age of the Bulge and its spread in metallicity further allows ExELS to better constrain both the variation of companion frequency with metallicity and statistically explore the strength of star-planet tides. We conservatively estimate that ExELS will detect ~4100 sub-stellar objects, with sensitivity typically reaching down to Neptune-mass planets. Of these, ~600 will be detectable in both Euclid's VIS (optical) channel and NISP H-band imager, with ~90% of detections being hot Jupiters. Likely scenarios predict a range of 2900-7000 for VIS and 400-1600 for H-band. Twice as many can be expected in VIS if the cadence can be increased to match the 20-minute H-band cadence. The separation of planets from brown dwarfs via Doppler boosting or ellipsoidal variability will be possible in a handful of cases. Radial velocity confirmation should be possible in some cases, using 30-metre-class telescopes. We expect secondary eclipses, and reflection and emission from planets to be detectable in up to ~100 systems in both VIS and NISP-H. Transits of ~500 planetary-radius companions will be characterised with two-colour photometry and ~40 with four-colour photometry (VIS,YJH), and the albedo of (and emission from) a large sample of hot Jupiters in the H-band can be explored statistically.Comment: 18 pages, 16 figures, accepted MNRA