Statistical mechanics of a colloidal suspension in contact with a fluctuating membrane

Surface effects are generally prevailing in confined colloidal systems. Here we report on dispersed nanoparticles close to a fluid membrane. Exact results regarding the static organization are derived for a dilute solution of non-adhesive colloids. It is shown that thermal fluctuations of the membrane broaden the density profile, but on average colloids are neither accumulated nor depleted near the surface. The radial correlation function is also evaluated, from which we obtain the effective pair-potential between colloids. This entropically-driven interaction shares many similarities with the familiar depletion interaction. It is shown to be always attractive with range controlled by the membrane correlation length. The depth of the potential well is comparable to the thermal energy, but depends only indirectly upon membrane rigidity. Consequenses for stability of the suspension are also discussed

Long memory conditional volatility and asset allocation

Pre-print version dated May 2011 issued as Discussion paper by University of Exeter. A definitive version was subsequently published in International Journal of Forecasting Volume 29, Issue 2, April–June 2013, Pages 258–273. Available online at http://www.sciencedirect.com/In this paper, we evaluate the economic benefits that arise from allowing for long memory when forecasting the covariance matrix of returns over both short and long horizons, using the asset allocation framework of Engle and Colacito (2006) In particular, we compare the statistical and economic performances of four multivariate long memory volatility models (the long memory EWMA, long memory EWMA–DCC, FIGARCH-DCC and component GARCH-DCC models) with those of two short memory models (the short memory EWMA and GARCH-DCC models). We report two main findings. First, for longer horizon forecasts, long memory models generally produce forecasts of the covariance matrix that are statistically more accurate and informative, and economically more useful than those produced by short memory models. Second, the two parsimonious long memory EWMA models outperform the other models–both short and long memory–across most forecast horizons. These results apply to both low and high dimensional covariance matrices and both low and high correlation assets, and are robust to the choice of the estimation window

Renormalized kinetic theory of classical fluids in and out of equilibrium

We present a theory for the construction of renormalized kinetic equations to describe the dynamics of classical systems of particles in or out of equilibrium. A closed, self-consistent set of evolution equations is derived for the single-particle phase-space distribution function $f$, the correlation function $C=$, the retarded and advanced density response functions $\chi^{R,A}=\delta f/\delta\phi$ to an external potential $\phi$, and the associated memory functions $\Sigma^{R,A,C}$. The basis of the theory is an effective action functional $\Omega$ of external potentials $\phi$ that contains all information about the dynamical properties of the system. In particular, its functional derivatives generate successively the single-particle phase-space density $f$ and all the correlation and density response functions, which are coupled through an infinite hierarchy of evolution equations. Traditional renormalization techniques are then used to perform the closure of the hierarchy through memory functions. The latter satisfy functional equations that can be used to devise systematic approximations. The present formulation can be equally regarded as (i) a generalization to dynamical problems of the density functional theory of fluids in equilibrium and (ii) as the classical mechanical counterpart of the theory of non-equilibrium Green's functions in quantum field theory. It unifies and encompasses previous results for classical Hamiltonian systems with any initial conditions. For equilibrium states, the theory reduces to the equilibrium memory function approach. For non-equilibrium fluids, popular closures (e.g. Landau, Boltzmann, Lenard-Balescu) are simply recovered and we discuss the correspondence with the seminal approaches of Martin-Siggia-Rose and of Rose.and we discuss the correspondence with the seminal approaches of Martin-Siggia-Rose and of Rose.Comment: 63 pages, 10 figure

Tritium Beta Decay, Neutrino Mass Matrices and Interactions Beyond the Standard Model

The interference of charge-changing interactions, weaker than the V-A Standard Model (SM) interaction and having a different Lorentz structure, with that SM interaction, can, in principle, produce effects near the end point of the Tritium beta decay spectrum which are of a different character from those produced by the purely kinematic effect of neutrino mass expected in the simplest extension of the SM. We show that the existence of more than one mass eigenstate can lead to interference effects at the end point that are stronger than those occurring over the entire spectrum. We discuss these effects both for the special case of Dirac neutrinos and the more general case of Majorana neutrinos and show that, for the present precision of the experiments, one formula should suffice to express the interference effects in all cases. Implications for "sterile" neutrinos are noted.Comment: 32 pages, LaTeX, 6 figures, PostScript; full discussion and changes in notation from Phys. Lett. B440 (1998) 89, nucl-th/9807057; submitted to Phys. Rev.

Non-monotonic variation with salt concentration of the second virial coefficient in protein solutions

The osmotic virial coefficient $B_2$ of globular protein solutions is calculated as a function of added salt concentration at fixed pH by computer simulations of the ``primitive model''. The salt and counter-ions as well as a discrete charge pattern on the protein surface are explicitly incorporated. For parameters roughly corresponding to lysozyme, we find that $B_2$ first decreases with added salt concentration up to a threshold concentration, then increases to a maximum, and then decreases again upon further raising the ionic strength. Our studies demonstrate that the existence of a discrete charge pattern on the protein surface profoundly influences the effective interactions and that non-linear Poisson Boltzmann and Derjaguin-Landau-Verwey-Overbeek (DLVO) theory fail for large ionic strength. The observed non-monotonicity of $B_2$ is compared to experiments. Implications for protein crystallization are discussed.Comment: 43 pages, including 17 figure

A-dependence of nuclear transparency in quasielastic A(e,e'p) at high Q^2

The A-dependence of the quasielastic A(e,e'p) reaction has been studied at SLAC with H-2, C, Fe, and Au nuclei at momentum transfers Q^2 = 1, 3, 5, and 6.8 (GeV/c)^2. We extract the nuclear transparency T(A,Q^2), a measure of the average probability that the struck proton escapes from the nucleus A without interaction. Several calculations predict a significant increase in T with momentum transfer, a phenomenon known as Color Transparency. No significant rise within errors is seen for any of the nuclei studied.Comment: 5 pages incl. 2 figures, Caltech preprint OAP-73

Conformational dynamics and internal friction in homopolymer globules: equilibrium vs. non-equilibrium simulations

We study the conformational dynamics within homopolymer globules by solvent-implicit Brownian dynamics simulations. A strong dependence of the internal chain dynamics on the Lennard-Jones cohesion strength ε and the globule size N [subscript G] is observed. We find two distinct dynamical regimes: a liquid-like regime (for ε ε[subscript s] with slow internal dynamics. The cohesion strength ε[subscript s] of this freezing transition depends on N G . Equilibrium simulations, where we investigate the diffusional chain dynamics within the globule, are compared with non-equilibrium simulations, where we unfold the globule by pulling the chain ends with prescribed velocity (encompassing low enough velocities so that the linear-response, viscous regime is reached). From both simulation protocols we derive the internal viscosity within the globule. In the liquid-like regime the internal friction increases continuously with ε and scales extensive in N [subscript G] . This suggests an internal friction scenario where the entire chain (or an extensive fraction thereof) takes part in conformational reorganization of the globular structure.American Society for Engineering Education. National Defense Science and Engineering Graduate Fellowshi

Momentum transfer dependence of nuclear transparency from the quasielastic 12C(e,e’p) reaction

The cross section for quasielastic 12C(e,e’p) scattering has been measured at momentum transfer Q2=1, 3, 5, and 6.8 (GeV/c)2. The results are consistent with scattering from a single nucleon as the dominant process. The nuclear transparency is obtained and compared with theoretical calculations that incorporate color transparency effects. No significant rise of the transparency with Q2 is observed

Measurement of the polarisation of W bosons produced with large transverse momentum in pp collisions at sqrt(s) = 7 TeV with the ATLAS experiment

This paper describes an analysis of the angular distribution of W->enu and W->munu decays, using data from pp collisions at sqrt(s) = 7 TeV recorded with the ATLAS detector at the LHC in 2010, corresponding to an integrated luminosity of about 35 pb^-1. Using the decay lepton transverse momentum and the missing transverse energy, the W decay angular distribution projected onto the transverse plane is obtained and analysed in terms of helicity fractions f0, fL and fR over two ranges of W transverse momentum (ptw): 35 < ptw < 50 GeV and ptw > 50 GeV. Good agreement is found with theoretical predictions. For ptw > 50 GeV, the values of f0 and fL-fR, averaged over charge and lepton flavour, are measured to be : f0 = 0.127 +/- 0.030 +/- 0.108 and fL-fR = 0.252 +/- 0.017 +/- 0.030, where the first uncertainties are statistical, and the second include all systematic effects.Comment: 19 pages plus author list (34 pages total), 9 figures, 11 tables, revised author list, matches European Journal of Physics C versio

Observation of a new chi_b state in radiative transitions to Upsilon(1S) and Upsilon(2S) at ATLAS

The chi_b(nP) quarkonium states are produced in proton-proton collisions at the Large Hadron Collider (LHC) at sqrt(s) = 7 TeV and recorded by the ATLAS detector. Using a data sample corresponding to an integrated luminosity of 4.4 fb^-1, these states are reconstructed through their radiative decays to Upsilon(1S,2S) with Upsilon->mu+mu-. In addition to the mass peaks corresponding to the decay modes chi_b(1P,2P)->Upsilon(1S)gamma, a new structure centered at a mass of 10.530+/-0.005 (stat.)+/-0.009 (syst.) GeV is also observed, in both the Upsilon(1S)gamma and Upsilon(2S)gamma decay modes. This is interpreted as the chi_b(3P) system.Comment: 5 pages plus author list (18 pages total), 2 figures, 1 table, corrected author list, matches final version in Physical Review Letter