Killing spinors in supergravity with 4-fluxes

We study the spinorial Killing equation of supergravity involving a torsion 3-form \T as well as a flux 4-form \F. In dimension seven, we construct explicit families of compact solutions out of 3-Sasakian geometries, nearly parallel \G_2-geometries and on the homogeneous Aloff-Wallach space. The constraint \F \cdot \Psi = 0 defines a non empty subfamily of solutions. We investigate the constraint \T \cdot \Psi = 0, too, and show that it singles out a very special choice of numerical parameters in the Killing equation, which can also be justified geometrically

Nonstationary Increments, Scaling Distributions, and Variable Diffusion Processes in Financial Markets

Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the distribution of fluctuations in returns. Empirical studies conducted over the last decade have reported that they arenon-Gaussian, scale in time, and have power-law(or fat) tails. However, because they use sliding interval methods of analysis, these studies implicitly assume that the underlying process has stationary increments. We explicitly show that this assumption is not valid for the Euro-Dollar exchange rate between 1999-2004. In addition, we find that fluctuations in returns of the exchange rate are uncorrelated and scale as power-laws for certain time intervals during each day. This behavior is consistent with a diffusive process with a diffusion coefficient that depends both on the time and the price change. Within scaling regions, we find that sliding interval methods can generate fat-tailed distributions as an artifact, and that the type of scaling reported in many previous studies does not exist.Comment: 12 pages, 4 figure

Generalized vortex-model for the inverse cascade of two-dimensional turbulence

We generalize Kirchhoff's point vortex model of two-dimensional fluid motion to a rotor model which exhibits an inverse cascade by the formation of rotor clusters. A rotor is composed of two vortices with like-signed circulations glued together by an overdamped spring. The model is motivated by a treatment of the vorticity equation representing the vorticity field as a superposition of vortices with elliptic Gaussian shapes of variable widths, augmented by a suitable forcing mechanism. The rotor model opens up the way to discuss the energy transport in the inverse cascade on the basis of dynamical systems theory.Comment: 14 pages, 21 figure

On the existence of Killing vector fields

In covariant metric theories of coupled gravity-matter systems the necessary and sufficient conditions ensuring the existence of a Killing vector field are investigated. It is shown that the symmetries of initial data sets are preserved by the evolution of hyperbolic systems.Comment: 9 pages, no figure, to appear in Class. Quant. Gra

Numerical treatment of the hyperboloidal initial value problem for the vacuum Einstein equations. I. The conformal field equations

This is the first in a series of articles on the numerical solution of Friedrich's conformal field equations for Einstein's theory of gravity. We will discuss in this paper why one should be interested in applying the conformal method to physical problems and why there is good hope that this might even be a good idea from the numerical point of view. We describe in detail the derivation of the conformal field equations in the spinor formalism which we use for the implementation of the equations, and present all the equations as a reference for future work. Finally, we discuss the implications of the assumptions of a continuous symmetry.Comment: 19 pages, LaTeX2

Three-Dimensional MOS Process Development

A novel MOS technology for three-dimensional integration of electronic circuits on silicon substrates was developed. Selective epitaxial growth and epitaxial lateral overgrowth of monocrystalline silicon over oxidized silicon were employed to create locally restricted silicon-on-insulator device islands. Thin gate oxides were discovered to deteriorate in ambients typically used for selective epitaxial growth. Conditions of general applicability to silicon epitaxy systems were determined under which this deterioration was greatly reduced. Selective epitaxial growth needed to be carried out at low temperatures. However, crystalline defects increase as deposition temperatures are decreased. An exact dependence between the residual moisture content in epitaxial growth ambients, deposition pressure, and deposition temperature was determined which is also generally applicable to silicon epitaxy systems. The dependences of growth rates and growth rate uniformity on loading, temperature, flow rates, gas composition, and masking oxide thickness were investigated for a pancake type epitaxy reactor. A conceptual model was discussed attempting to describe the effects peculiar to selective epitaxial growth. The newly developed processing steps were assembled to fabricate three dimensional silicon-on-insulator capacitors. These capacitors were electrically evaluated. Surface state densities were in the order of 1O11cm-2 eV-1 and therefore within the range of applicability for a practical CMOS process. Oxidized polysilicon gates were overgrown with silicon by epitaxial lateral overgrowth. The epitaxial silicon was planarized and source and drain regions were formed above the polysilicon gates in Silicon-on-insulator material. The modulation of the source-drain current by bias changes of the buried gate was demonstrated

Lattice calculations on the spectrum of Dirac and Dirac-K\"ahler operators

We present a matrix technique to obtain the spectrum and the analytical index of some elliptic operators defined on compact Riemannian manifolds. The method uses matrix representations of the derivative which yield exact values for the derivative of a trigonometric polynomial. These matrices can be used to find the exact spectrum of an elliptic operator in particular cases and in general, to give insight into the properties of the solution of the spectral problem. As examples, the analytical index and the eigenvalues of the Dirac operator on the torus and on the sphere are obtained and as an application of this technique, the spectrum of the Dirac-Kahler operator on the sphere is explored.Comment: 11 page

3D simulations of Einstein's equations: symmetric hyperbolicity, live gauges and dynamic control of the constraints

We present three-dimensional simulations of Einstein equations implementing a symmetric hyperbolic system of equations with dynamical lapse. The numerical implementation makes use of techniques that guarantee linear numerical stability for the associated initial-boundary value problem. The code is first tested with a gauge wave solution, where rather larger amplitudes and for significantly longer times are obtained with respect to other state of the art implementations. Additionally, by minimizing a suitably defined energy for the constraints in terms of free constraint-functions in the formulation one can dynamically single out preferred values of these functions for the problem at hand. We apply the technique to fully three-dimensional simulations of a stationary black hole spacetime with excision of the singularity, considerably extending the lifetime of the simulations.Comment: 21 pages. To appear in PR