Very accurate Distances and Radii of Open Cluster Cepheids from a Near-Infrared Surface Brightness Technique

We have obtained the radii and distances of 16 galactic Cepheids supposed to be members in open clusters or associations using the new optical and near-infrared calibrations of the surface brightness (Barnes-Evans) method given by Fouque & Gieren (1997). We discuss in detail possible systematic errors in our infrared solutions and conclude that the typical total uncertainty of the infrared distance and radius of a Cepheid is about 3 percent in both infrared solutions, provided that the data are of excellent quality and that the amplitude of the color curve used in the solution is larger than ~0.3 mag. We compare the adopted infrared distances of the Cepheid variables to the ZAMS-fitting distances of their supposed host clusters and associations and find an unweighted mean value of the distance ratio of 1.02 +- 0.04. A detailed discussion of the individual Cepheids shows that the uncertainty of the ZAMS-fitting distances varies considerably from cluster to cluster. We find clear evidence that four Cepheids are not cluster members (SZ Tau, T Mon, U Car and SV Vul) while we confirm cluster membership for V Cen and BB Sgr for which the former evidence for cluster membership was only weak. After rejection of non-members, we find a weighted mean distance ratio of 0.969 +- 0.014, with a standard deviation of 0.05, which demonstrates that both distance indicators are accurate to better than 5%, including systematic errors, and that there is excellent agreement between both distance scales.Comment: LaTeX, 11 Figures, 5 Tables, to be published in The Astrophysical Journal, Oct. 10, 1997 issu

Time-Changed Fast Mean-Reverting Stochastic Volatility Models

We introduce a class of randomly time-changed fast mean-reverting stochastic volatility models and, using spectral theory and singular perturbation techniques, we derive an approximation for the prices of European options in this setting. Three examples of random time-changes are provided and the implied volatility surfaces induced by these time-changes are examined as a function of the model parameters. Three key features of our framework are that we are able to incorporate jumps into the price process of the underlying asset, allow for the leverage effect, and accommodate multiple factors of volatility, which operate on different time-scales

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

Distances to six Cepheids in the LMC cluster NGC1866 from the near-IR surface-brightness method

We derive individual distances to six Cepheids in the young populous star cluster NGC1866 in the Large Magellanic Cloud employing the near-IR surface brightness technique. With six stars available at the exact same distance we can directly measure the intrinsic uncertainty of the method. We find a standard deviation of 0.11 mag, two to three times larger than the error estimates and more in line with the estimates from Bayesian statistical analysis by Barnes et al. (2005). Using all six distance estimates we determine an unweighted mean cluster distance of 18.30+-0.05. The observations indicate that NGC1866 is close to be at the same distance as the main body of the LMC. If we use the stronger dependence of the p-factor on the period as suggested by Gieren et al. (2005) we find a distance of 18.50+-0.05 (internal error) and the PL relations for Galactic and MC Cepheids are in very good agreement.Comment: Presented at the conference "Stellar Pulsation and Evolution" in Monte Porzio Catone, June 2005. To appear in Mem. Soc. Ast. It. 76/

Distributed Random Process for a Large-Scale Peer-to-Peer Lottery

Most online lotteries today fail to ensure the verifiability of the random process and rely on a trusted third party. This issue has received little attention since the emergence of distributed protocols like Bitcoin that demonstrated the potential of protocols with no trusted third party. We argue that the security requirements of online lotteries are similar to those of online voting, and propose a novel distributed online lottery protocol that applies techniques developed for voting applications to an existing lottery protocol. As a result, the protocol is scalable, provides efficient verification of the random process and does not rely on a trusted third party nor on assumptions of bounded computational resources. An early prototype confirms the feasibility of our approach

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

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

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