One-rank interaction kernel of the two-nucleon system for medium and high energies

A new version of the separable kernel of the nucleon-nucleon interaction in the Bethe-Salpeter approach is presented. The phase shifts are fitted to recent experimental data for singlet and uncoupled triplet partial waves of the neutron-proton scattering with total angular momenta J=0,1. The results are compared with other model calculations.Comment: 10 pages, 5 figures, 3 table

On vertex adjacencies in the polytope of pyramidal tours with step-backs

We consider the traveling salesperson problem in a directed graph. The pyramidal tours with step-backs are a special class of Hamiltonian cycles for which the traveling salesperson problem is solved by dynamic programming in polynomial time. The polytope of pyramidal tours with step-backs $PSB (n)$ is defined as the convex hull of the characteristic vectors of all possible pyramidal tours with step-backs in a complete directed graph. The skeleton of $PSB (n)$ is the graph whose vertex set is the vertex set of $PSB (n)$ and the edge set is the set of geometric edges or one-dimensional faces of $PSB (n)$. The main result of the paper is a necessary and sufficient condition for vertex adjacencies in the skeleton of the polytope $PSB (n)$ that can be verified in polynomial time.Comment: in Englis

Construction and Interpretation of Model-Free Implied Volatility

The notion of model-free implied volatility (MFIV), constituting the basis for the highly publicized VIX volatility index, can be hard to measure with accuracy due to the lack of precise prices for options with strikes in the tails of the return distribution. This is reflected in practice as the VIX index is computed through a tail-truncation which renders it more compatible with the related concept of corridor implied volatility (CIV). We provide a comprehensive derivation of the CIV measure and relate it to MFIV under general assumptions. In addition, we price the various volatility contracts, and hence estimate the corresponding volatility measures, under the standard Black-Scholes model. Finally, we undertake the first empirical exploration of the CIV measures in the literature. Our results indicate that the measure can help us refine and systematize the information embedded in the derivatives markets. As such, the CIV measure may serve as a tool to facilitate empirical analysis of both volatility forecasting and volatility risk pricing across distinct future states of the world for diverse asset categories and time horizons.

Relativistic three-nucleon calculations within the Bethe-Salpeter approach

The relativistic properties of the three-nucleon system are investigated using the Faddeev equations within the Bethe-Salpeter approach. The nucleon-nucleon interaction is chosen in a separable form. The Gauss quadrature method is used to calculate the integrals. The system of the integral equations are solving by iterations method. The binding energy and the partial-wave amplitudes (1S 0 and 3S 1) of the triton are found

On the Relativistic Separable Functions for the Breakup Reactions

In the paper the so-called modified Yamaguchi function for the Bethe-Salpeter equation with a separable kernel is discussed. The type of the functions is defined by the analytic stucture of the hadron current with breakup - the reactions with interacting nucleon-nucleon pair in the final state (electro-, photo-, and nucleon-disintegration of the deuteron).Comment: 4 pages, 2 figures, to be published in EPJ Wo