Fractional smoothness and applications in finance

This overview article concerns the notion of fractional smoothness of random variables of the form $g(X_T)$, where $X=(X_t)_{t\in [0,T]}$ is a certain diffusion process. We review the connection to the real interpolation theory, give examples and applications of this concept. The applications in stochastic finance mainly concern the analysis of discrete time hedging errors. We close the review by indicating some further developments.Comment: Chapter of AMAMEF book. 20 pages

4pi Models of CMEs and ICMEs

Coronal mass ejections (CMEs), which dynamically connect the solar surface to the far reaches of interplanetary space, represent a major anifestation of solar activity. They are not only of principal interest but also play a pivotal role in the context of space weather predictions. The steady improvement of both numerical methods and computational resources during recent years has allowed for the creation of increasingly realistic models of interplanetary CMEs (ICMEs), which can now be compared to high-quality observational data from various space-bound missions. This review discusses existing models of CMEs, characterizing them by scientific aim and scope, CME initiation method, and physical effects included, thereby stressing the importance of fully 3-D ('4pi') spatial coverage.Comment: 14 pages plus references. Comments welcome. Accepted for publication in Solar Physics (SUN-360 topical issue

Magnetic fields in protoplanetary disks

Magnetic fields likely play a key role in the dynamics and evolution of protoplanetary discs. They have the potential to efficiently transport angular momentum by MHD turbulence or via the magnetocentrifugal acceleration of outflows from the disk surface, and magnetically-driven mixing has implications for disk chemistry and evolution of the grain population. However, the weak ionisation of protoplanetary discs means that magnetic fields may not be able to effectively couple to the matter. I present calculations of the ionisation equilibrium and magnetic diffusivity as a function of height from the disk midplane at radii of 1 and 5 AU. Dust grains tend to suppress magnetic coupling by soaking up electrons and ions from the gas phase and reducing the conductivity of the gas by many orders of magnitude. However, once grains have grown to a few microns in size their effect starts to wane and magnetic fields can begin to couple to the gas even at the disk midplane. Because ions are generally decoupled from the magnetic field by neutral collisions while electrons are not, the Hall effect tends to dominate the diffusion of the magnetic field when it is able to partially couple to the gas. For a standard population of 0.1 micron grains the active surface layers have a combined column of about 2 g/cm^2 at 1 AU; by the time grains have aggregated to 3 microns the active surface density is 80 g/cm^2. In the absence of grains, x-rays maintain magnetic coupling to 10% of the disk material at 1 AU (150 g/cm^2). At 5 AU the entire disk thickness becomes active once grains have aggregated to 1 micron in size.Comment: 11 pages, 11 figs, aastex.cls. Accepted for publication in Astrophysics & Space Science. v3 corrects bibliograph

Search for direct production of charginos and neutralinos in events with three leptons and missing transverse momentum in √s = 7 TeV pp collisions with the ATLAS detector

A search for the direct production of charginos and neutralinos in final states with three electrons or muons and missing transverse momentum is presented. The analysis is based on 4.7 fb−1 of proton–proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with Standard Model expectations in three signal regions that are either depleted or enriched in Z-boson decays. Upper limits at 95% confidence level are set in R-parity conserving phenomenological minimal supersymmetric models and in simplified models, significantly extending previous results

Jet size dependence of single jet suppression in lead-lead collisions at sqrt(s(NN)) = 2.76 TeV with the ATLAS detector at the LHC

Measurements of inclusive jet suppression in heavy ion collisions at the LHC provide direct sensitivity to the physics of jet quenching. In a sample of lead-lead collisions at sqrt(s) = 2.76 TeV corresponding to an integrated luminosity of approximately 7 inverse microbarns, ATLAS has measured jets with a calorimeter over the pseudorapidity interval |eta| < 2.1 and over the transverse momentum range 38 < pT < 210 GeV. Jets were reconstructed using the anti-kt algorithm with values for the distance parameter that determines the nominal jet radius of R = 0.2, 0.3, 0.4 and 0.5. The centrality dependence of the jet yield is characterized by the jet "central-to-peripheral ratio," Rcp. Jet production is found to be suppressed by approximately a factor of two in the 10% most central collisions relative to peripheral collisions. Rcp varies smoothly with centrality as characterized by the number of participating nucleons. The observed suppression is only weakly dependent on jet radius and transverse momentum. These results provide the first direct measurement of inclusive jet suppression in heavy ion collisions and complement previous measurements of dijet transverse energy imbalance at the LHC.Comment: 15 pages plus author list (30 pages total), 8 figures, 2 tables, submitted to Physics Letters B. All figures including auxiliary figures are available at http://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/HION-2011-02

Cosmic acceleration and phantom crossing in f(T)f(T)-gravity

In this paper, we propose two new models in $f(T)$ gravity to realize universe acceleration and phantom crossing due to dark torsion in the formalism. The model parameters are constrained and the observational test are discussed. The best fit results favors an accelerating universe with possible phantom crossing in the near past or future followed respectively by matter and radiation dominated era.Comment: 20 pages, 18 figures, Will appear in Astrophys Space Sc

Formation of stars and planets: the role of magnetic fields

Star formation is thought to be triggered by gravitational collapse of the dense cores of molecular clouds. Angular momentum conservation during the collapse results in the progressive increase of the centrifugal force, which eventually halts the inflow of material and leads to the development of a central mass surrounded by a disc. In the presence of an angular momentum transport mechanism, mass accretion onto the central object proceeds through this disc, and it is believed that this is how stars typically gain most of their mass. However, the mechanisms responsible for this transport of angular momentum are not well understood. Although the gravitational field of a companion star or even gravitational instabilities (particularly in massive discs) may play a role, the most general mechanisms are turbulence viscosity driven by the magnetorotational instability (MRI), and outflows accelerated centrifugally from the surfaces of the disc. Both processes are powered by the action of magnetic fields and are, in turn, likely to strongly affect the structure, dynamics, evolutionary path and planet-forming capabilities of their host discs. The weak ionisation of protostellar discs, however, may prevent the magnetic field from effectively coupling to the gas and shear and driving these processes. Here I examine the viability and properties of these magnetically-driven processes in protostellar discs. The results indicate that, despite the weak ionisation, the magnetic field is able to couple to the gas and shear for fluid conditions thought to be satisfied over a wide range of radii in these discs.Comment: Invited Review. 11 figures and 1 table. Accepted for publication in Astrophysics & Space Scienc

Search for strong gravity in multijet final states produced in pp collisions at √s=13 TeV using the ATLAS detector at the LHC

A search is conducted for new physics in multijet final states using 3.6 inverse femtobarns of data from proton-proton collisions at √s = 13TeV taken at the CERN Large Hadron Collider with the ATLAS detector. Events are selected containing at least three jets with scalar sum of jet transverse momenta (HT) greater than 1TeV. No excess is seen at large HT and limits are presented on new physics: models which produce final states containing at least three jets and having cross sections larger than 1.6 fb with HT > 5.8 TeV are excluded. Limits are also given in terms of new physics models of strong gravity that hypothesize additional space-time dimensions

Operation and performance of the ATLAS semiconductor tracker

The semiconductor tracker is a silicon microstrip detector forming part of the inner tracking system of the ATLAS experiment at the LHC. The operation and performance of the semiconductor tracker during the first years of LHC running are described. More than 99% of the detector modules were operational during this period, with an average intrinsic hit efficiency of (99.74±0.04)%. The evolution of the noise occupancy is discussed, and measurements of the Lorentz angle, δ-ray production and energy loss presented. The alignment of the detector is found to be stable at the few-micron level over long periods of time. Radiation damage measurements, which include the evolution of detector leakage currents, are found to be consistent with predictions and are used in the verification of radiation background simulations