An MHD Model For Magnetar Giant Flares

Giant flares on soft gamma-ray repeaters that are thought to take place on magnetars release enormous energy in a short time interval. Their power can be explained by catastrophic instabilities occurring in the magnetic field configuration and the subsequent magnetic reconnection. By analogy with the coronal mass ejection (CME) events on the Sun, we develop a theoretical model via an analytic approach for magnetar giant flares. In this model, the rotation and/or displacement of the crust causes the field to twist and deform, leading to flux rope formation in the magnetosphere and energy accumulation in the related configuration. When the energy and helicity stored in the configuration reach a threshold, the system loses its equilibrium, the flux rope is ejected outward in a catastrophic way, and magnetic reconnection helps the catastrophe develop to a plausible eruption. By taking SGR 1806 - 20 as an example, we calculate the free magnetic energy released in such an eruptive process and find that it is more than $10^{47}$ ergs, which is enough to power a giant flare. The released free magnetic energy is converted into radiative energy, kinetic energy and gravitational energy of the flux rope. We calculated the light curves of the eruptive processes for the giant flares of SGR 1806 - 20, SGR 0526-66 and SGR 1900+14, and compared them with the observational data. The calculated light curves are in good agreement with the observed light curves of giant flares.Comment: Accepted to Ap

N K and Delta K states in the chiral SU(3) quark model

The isospin I=0 and I=1 kaon-nucleon $S$, $P$, $D$, $F$ wave phase shifts are studied in the chiral SU(3) quark model by solving the resonating group method (RGM) equation. The calculated phase shifts for different partial waves are in agreement with the experimental data. Furthermore, the structures of the $\Delta K$ states with L=0, I=1 and I=2 are investigated. We find that the interaction between $\Delta$ and $K$ in the case of L=0, I=1 is attractive, which is not like the situation of the $NK$ system, where the $S$-wave interactions between $N$ and $K$ for both I=0 and I=1 are repulsive. Our numerical results also show that when the model parameters are taken to be the same as in our previous $NN$ and $YN$ scattering calculations, the $\Delta K$ state with L=0 and I=1 is a weakly bound state with about 2 MeV binding energy, while the one with I=2 is unbound in the present one-channel calculation.Comment: 14 pages, 6 figures. PRC70,064004(2004

Early Results on Radioactive Background Characterization for Sanford Laboratory and DUSEL Experiments

Measuring external sources of background for a deep underground laboratory at the Homestake Mine is an important step for the planned low-background experiments. The naturally occurring $\gamma$-ray fluxes at different levels in the Homestake Mine are studied using NaI detectors and Monte Carlo simulations. A simple algorithm is developed to convert the measured $\gamma$-ray rates into $\gamma$-ray fluxes. A good agreement between the measured and simulated $\gamma$-ray fluxes is achieved with the knowledge of the chemical composition and radioactivity levels in the rock. The neutron fluxes and $\gamma$-ray fluxes are predicted by Monte Carlo simulations for different levels including inaccessible levels that are under construction for the planned low background experiments.Comment: 16 pages, 2 figures, and 9 table

Interdecadal variability of winter precipitation in Southeast China

Interdecadal variability of observed winter precipitation in Southeast China (1961–2010) is characterized by the first empirical orthogonal function of the three-monthly Standardized Precipitation Index (SPI) subjected to a 9-year running mean. For interdecadal time scales the dominating spatial modes represent monopole features involving the Arctic Oscillation (AO) and the sea surface temperature (SST) anomalies. Dynamic composite analysis (based on NCEP/NCAR reanalyzes) reveals the following results: (1) Interdecadal SPI-variations show a trend from a dryer state in the 1970s via an increase during the 1980s towards stabilization on wetter conditions commencing with the 1990s. (2) Increasing wetness in Southeast China is attributed to an abnormal anticyclone over south Japan, with northward transport of warm and humid air from the tropical Pacific to South China. (3) In mid-to-high latitudes the weakened southward flow of polar airmasses induces low-level warming over Eurasia due to stronger AO by warmer zonal temperature advection. This indicates that AO is attributed to the Southeast China precipitation increase influenced by circulation anomalies over the mid-to-high latitudes. (4) The abnormal moisture transport along the southwestern boundary of the abnormal anticyclone over south Japan is related to anomalous south-easterlies modulated by the SST anomalies over Western Pacific Ocean; a positive (negative) SST anomaly will strengthen (weaken) warm and humid air transport, leading to abundant (reduced) precipitation in Southeast China. That is both AO and SST anomalies determine the nonlinear trend observed in winter precipitation over Southeast China

The effect of forecast bias on market behavior: evidence from experimental asset markets

This paper reports the results of 15 experimental asset markets designed to investigate the effect of optimistic forecast bias on market behavior. Each market is organized as a double oral auction in which participants trade a single-period asset with uncertain value. Traders are informed of the asset value distribution and, prior to trading, given the opportunity to acquire a forecast of the asset's period-end value. The degree of forecast bias is manipulated across experimental sessions so that in some sessions the forecast contains a systematic, upward (low or high) bias. We conduct sessions with inexperienced and experienced traders. The results suggest that market prices are supportive of a full revelation unbiased price in the unbiased markets and the experienced, low-bias markets. The results from the low-bias markets indicate that as long as traders have sufficient experience with such forecasts, asset prices reflect the debiased forecasts. In contrast, we find no evidence that high-bias forecasts are reflected in market prices, regardless of experience. We also find that the demand for forecasted information persists over time, but it is greater in the unbiased and low-bias conditions than in the high-bias condition. Finally, we provide little evidence that the net profit (that is, net of the information cost) of informed and uninformed traders differs, regardless of bias condition or experience level.Forecasting ; Asset pricing

Asset prices and informed traders' abilities: evidence from experimental asset markets

This study reports the results of fifteen experimental asset markets designed to investigate the effects of forecasts on market prices, traders' abilities to assess asset value, and the link between the two. Across the fifteen markets, the authors investigate alternative forecast-generating processes. In some markets the process produces an unbiased estimate of asset value and in others a biased estimate. The processes generating the biased forecasts, though, are less variable than the process generating the unbiased forecast. The authors find that, in general, period-end asset price reflects private forecasts, regardless of the forecast-generating process. Subsequently, they investigate whether traders' abilities to use forecasts differ across the forecast-generating processes. The authors find that most are able to properly use unbiased forecasts. They refer to them as smart traders. By comparison, a significant proportion is unable to properly use biased forecasts (typically traders' adjustments for bias are insufficient). Linking market outcomes and traders' abilities, the authors find that asset price appears to properly reflect unbiased forecasts as long as the market includes at least two smart informed traders who have sufficient ability to influence market outcomes. To obtain a comparable result in markets with the biased forecast, at least three smart informed traders with sufficient ability to influence market outcomes are necessary.Forecasting ; Markets ; Financial markets ; Risk

Uncertain litigation cost and seller behavior: Evidence from an auditing game

This paper reports the results of two experiments, each consisting of six sessions, designed to investigate difficulties that arise in estimating expected litigation costs in an auditing game. In each experimental session, the game consists of a series of periods in which sellers submit sealed offers to computerized buyers and, if hired, choose an effort level (low or high). The effort level affects the certain (direct) and uncertain (litigation) costs of performing the engagement. Across the two experiments, we vary the uncertainty surrounding the determination of the expected litigation cost. Our results strongly suggest that cognitive limitations hinder sellers' abilities to estimate total expected litigation costs. Across both experiments we observe a nontrivial number of suboptimal effort choices. Moreover, as the uncertainty of determining the expected litigation cost increases, the frequency of observed fee offers below the total expected cost of an engagement increases markedly.Accounting

Two ultracold atoms in a completely anisotropic trap

As a limiting case of ultracold atoms trapped in deep optical lattices, we consider two interacting atoms trapped in a general anisotropic harmonic oscillator potential, and obtain exact solutions of the Schrodinger equation for this system. The energy spectra for different geometries of the trapping potential are compared.Comment: 4 pages, 2 figure