606 research outputs found
How to make Dupire's local volatility work with jumps
There are several (mathematical) reasons why Dupire's formula fails in the
non-diffusion setting. And yet, in practice, ad-hoc preconditioning of the
option data works reasonably well. In this note we attempt to explain why. In
particular, we propose a regularization procedure of the option data so that
Dupire's local vol diffusion process recreates the correct option prices, even
in manifest presence of jumps
Fractional Equations of Curie-von Schweidler and Gauss Laws
The dielectric susceptibility of most materials follows a fractional
power-law frequency dependence that is called the "universal" response. We
prove that in the time domain this dependence gives differential equations with
derivatives and integrals of noninteger order. We obtain equations that
describe "universal" Curie-von Schweidler and Gauss laws for such dielectric
materials. These laws are presented by fractional differential equations such
that the electromagnetic fields in the materials demonstrate "universal"
fractional damping. The suggested fractional equations are common (universal)
to a wide class of materials, regardless of the type of physical structure,
chemical composition or of the nature of the polarization.Comment: 11 pages, LaTe
Using elicitation interview within a phenomenographic framework: developing the breadth of research designs associated with game based approaches.
This paper describes how elicitation interview technique was used within a phenomenographic research design to explore physical education teachers’ experiences of teaching games using a Game Based Approach (GBA). Participants taught in one of two different international contexts, Australia or England, and all had some experience of using a GBA to teach games. The focus of the paper is the presentation and discussion of the unique research design used to generate understanding about GBA teaching experiences as well as extending the examination of GBAs from different philosophical viewpoints. Authors’ reflections on the utilised research design are presented with concluding discussion identifying further research opportunities relating to GBAs in teaching and coaching contexts
Напрями та шляхи вдосконалення матеріально-технічного забезпечення підприємств АПК регіону
Background The growing number of web-based psychological treatments, based on textual communication, generates a wealth of data that can contribute to knowledge of online and face-to-face treatments. We investigated whether clients language use predicted treatment outcomes and adherence in Master Your Mood (MYM), an online group course for young adults with depressive symptoms. Methods Among 234 participants from a randomised controlled trial of MYM, we tested whether their word use on course application forms predicted baseline levels of depression, anxiety and mastery, or subsequent treatment adherence. We then analysed chat session transcripts of course completers (n=67) to investigate whether word use changes predicted changes in treatment outcomes. Results Depression improvement was predicted by increasing use of 'discrepancy words' during treatment (e.g. should). At baseline, more discrepancy words predicted higher mastery level. Adherence was predicted by more words used at application, more social words and fewer discrepancy words. Limitations Many variables were included, increasing the chance of coincidental results. This risk was constrained by examining only those word categories that have been investigated in relation to depression or adherence. Conclusions This is the first study to link word use during treatment to outcomes of treatment that has proven to be effective in an RCT. The results suggest that paying attention to the length of problem articulation at application and to 'discrepancy words' may be wise, as these seem to be psychological markers. To expand knowledge of word use as psychological marker, research on web-based treatment should include text analysis. © 2014 The Authors
Spin current and magneto-electric effect in non-collinear magnets
A new microscopic mechanism of the magneto-electric (ME) effect based on the
spin supercurrent is theoretically presented for non-collinear magnets. The
close analogy between the superconductors (charge current) and magnets (spin
current) is drawn to derive the distribution of the spin supercurrent and the
resultant electric polarization. Application to the spiral spin structure is
discussed.Comment: 5 pages, 2 figure
Phenomenological approach to the critical dynamics of the QCD phase transition revisited
The phenomenological dynamics of the QCD critical phenomena is revisited.
Recently, Son and Stephanov claimed that the dynamical universality class of
the QCD phase transition belongs to model H. In their discussion, they employed
a time-dependent Ginzburg-Landau equation for the net baryon number density,
which is a conserved quantity. We derive the Langevin equation for the net
baryon number density, i.e., the Cahn-Hilliard equation. Furthermore, they
discussed the mode coupling induced through the {\it irreversible} current.
Here, we show the {\it reversible} coupling can play a dominant role for
describing the QCD critical dynamics and that the dynamical universality class
does not necessarily belong to model H.Comment: 13 pages, the Curie principle is discussed in S.2, to appear in
J.Phys.
Radioactive decays at limits of nuclear stability
The last decades brought an impressive progress in synthesizing and studying
properties of nuclides located very far from the beta stability line. Among the
most fundamental properties of such exotic nuclides, usually established first,
is the half-life, possible radioactive decay modes, and their relative
probabilities. When approaching limits of nuclear stability, new decay modes
set in. First, beta decays become accompanied by emission of nucleons from
highly excited states of daughter nuclei. Second, when the nucleon separation
energy becomes negative, nucleons start to be emitted from the ground state.
Here, we present a review of the decay modes occurring close to the limits of
stability. The experimental methods used to produce, identify and detect new
species and their radiation are discussed. The current theoretical
understanding of these decay processes is overviewed. The theoretical
description of the most recently discovered and most complex radioactive
process - the two-proton radioactivity - is discussed in more detail.Comment: Review, 68 pages, 39 figure
Active nematics on a substrate: giant number fluctuations and long-time tails
We construct the equations of motion for the coupled dynamics of order
parameter and concentration for the nematic phase of driven particles on a
solid surface, and show that they imply (i) giant number fluctuations, with a
standard deviation proportional to the mean and (ii) long-time tails in the autocorrelation of the particle velocities in dimensions
despite the absence of a hydrodynamic velocity field. Our predictions can be
tested in experiments on aggregates of amoeboid cells as well as on layers of
agitated granular matter.Comment: Submitted to Europhys Lett 26 Aug 200
The theory of manipulations of pure state asymmetry: basic tools and equivalence classes of states under symmetric operations
If a system undergoes symmetric dynamics, then the final state of the system
can only break the symmetry in ways in which it was broken by the initial
state, and its measure of asymmetry can be no greater than that of the initial
state. It follows that for the purpose of understanding the consequences of
symmetries of dynamics, in particular, complicated and open-system dynamics, it
is useful to introduce the notion of a state's asymmetry properties, which
includes the type and measure of its asymmetry. We demonstrate and exploit the
fact that the asymmetry properties of a state can also be understood in terms
of information-theoretic concepts, for instance in terms of the state's ability
to encode information about an element of the symmetry group. We show that the
asymmetry properties of a pure state psi relative to the symmetry group G are
completely specified by the characteristic function of the state, defined as
chi_psi(g)= where g\in G and U is the unitary representation of
interest. For a symmetry described by a compact Lie group G, we show that two
pure states can be reversibly interconverted one to the other by symmetric
operations if and only if their characteristic functions are equal up to a
1-dimensional representation of the group. Characteristic functions also allow
us to easily identify the conditions for one pure state to be converted to
another by symmetric operations (in general irreversibly) for the various
paradigms of single-copy transformations: deterministic, state-to-ensemble,
stochastic and catalyzed.Comment: Published version. Several new results added. 31 Pages, 3 Figure
Introduction to Magnetic Monopoles
One of the most basic properties of magnetism is that a magnet always has two
poles, north and south, which cannot be separated into isolated poles, i.e.,
magnetic monopoles. However, there are strong theoretical arguments why
magnetic monopoles should exist. In spite of extensive searches they have not
been found, but they have nevertheless played a central role in our
understanding of physics at the most fundamental level.Comment: 22 pages, 7 figures. To be published in Contemporary Physic
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