Chemical Evolution in VeLLOs

A new type of object called "Very Low Luminosity Objects (VeLLOs)" has been discovered by the Spitzer Space Telescope. VeLLOs might be substellar objects forming by accretion. However, some VeLLOs are associated with strong outflows, indicating the previous existence of massive accretion. The thermal history, which significantly affects the chemistry, between substellar objects with a continuous low accretion rate and objects in a quiescent phase after massive accretion (outburst) must be greatly different. In this study, the chemical evolution has been calculated in an episodic accretion model to show that CO and N2H+ have a relation different from starless cores or Class 0/I objects. Furthermore, the CO2 ice feature at 15.2 micron will be a good tracer of the thermal process in VeLLOs.Comment: corrected e-mail addres

Period and toroidal knot mosaics

Knot mosaic theory was introduced by Lomonaco and Kauffman in the paper on `Quantum knots and mosaics' to give a precise and workable definition of quantum knots, intended to represent an actual physical quantum system. A knot (m,n)-mosaic is an $m \! \times \! n$ matrix whose entries are eleven mosaic tiles, representing a knot or a link by adjoining properly. In this paper we introduce two variants of knot mosaics: period knot mosaics and toroidal knot mosaics, which are common features in physics and mathematics. We present an algorithm producing the exact enumeration of period knot (m,n)-mosaics for any positive integers m and n, toroidal knot (m,n)-mosaics for co-prime integers m and n, and furthermore toroidal knot (p,p)-mosaics for a prime number p. We also analyze the asymptotics of the growth rates of their cardinality

Reverse Engineering Environment for Teaching Secure Coding in Java

Few toolsets for program analysis and Java learning system provide an integrated console, debugger, and reverse engineered visualizer. We present an interactive debugging environment for Java which helps students to understand the secure coding by detecting and visualizing the data flow anomaly. Previous research shows that the earlier students learn secure coding concepts, even at the same time as they first learn to write code, the better they will continue using secure coding practices. This paper proposes web-based Java programming environment for teaching secure coding practices which provides the essential and fundamental skills in secure coding. Also, this tool helps students to understand the data anomaly and security leak with detecting vulnerabilities in given code.Cockrell School of Engineerin

Two Approaches to Sidorenko's Conjecture

Sidorenko's conjecture states that for every bipartite graph $H$ on $\{1,\cdots,k\}$, $\int \prod_{(i,j)\in E(H)} h(x_i, y_j) d\mu^{|V(H)|} \ge \left( \int h(x,y) \,d\mu^2 \right)^{|E(H)|}$ holds, where $\mu$ is the Lebesgue measure on $[0,1]$ and $h$ is a bounded, non-negative, symmetric, measurable function on $[0,1]^2$. An equivalent discrete form of the conjecture is that the number of homomorphisms from a bipartite graph $H$ to a graph $G$ is asymptotically at least the expected number of homomorphisms from $H$ to the Erd\H{o}s-R\'{e}nyi random graph with the same expected edge density as $G$. In this paper, we present two approaches to the conjecture. First, we introduce the notion of tree-arrangeability, where a bipartite graph $H$ with bipartition $A \cup B$ is tree-arrangeable if neighborhoods of vertices in $A$ have a certain tree-like structure. We show that Sidorenko's conjecture holds for all tree-arrangeable bipartite graphs. In particular, this implies that Sidorenko's conjecture holds if there are two vertices $a_1, a_2$ in $A$ such that each vertex $a \in A$ satisfies $N(a) \subseteq N(a_1)$ or $N(a) \subseteq N(a_2)$, and also implies a recent result of Conlon, Fox, and Sudakov \cite{CoFoSu}. Second, if $T$ is a tree and $H$ is a bipartite graph satisfying Sidorenko's conjecture, then it is shown that the Cartesian product $T \Box H$ of $T$ and $H$ also satisfies Sidorenko's conjecture. This result implies that, for all $d \ge 2$, the $d$-dimensional grid with arbitrary side lengths satisfies Sidorenko's conjecture.Comment: 20 pages, 2 figure

The role of foreign investors in debt market development - conceptual frameworks and policy issues

To take full advantage of foreign investors, a host country must provide an appealing environment: a stable economic and political environment; a fair, rational, and, comprehensive legal system; a fair, reasonable, and, balanced tax program; a fair, productive, and, balanced regulatory system; and transparency in economic, financial, legislative, and regulatory systems. The country should also liberalize capital account transactions. To do so successfully, and minimize risks associated with foreign investors, capital account liberalization must be properly sequenced. The chief danger is removing most restrictions on capital account transactions, before addressing major problems in the domestic financial system, and hence risking a crisis. Typical major problems include shaky, inconsistent macroeconomic management; severe asymmetric information problems (such as inadequate accounting, auditing, and disclosure practices) in the financial, and corporate sectors; implicit government guarantees; and inadequate prudential supervision, and regulation of domestic financial markets, and institutions. Essential infrastructure must be developed if domestic debt instruments are to be opened to international portfolio investment. Developing countries should implement well-synchronized settlement, and depository arrangements. The risks from short-term debt - which could threaten financial stability - are best through sound financial management, and prudential regulation. A case could de made for additional policy measures aimed at curbing over-reliance on short-term debt. (Chile, Colombia, and Israel, for example, have adopted measures to influence the level, and composition of portfolio capital inflows). Arguably, liberalization of trade in financial services is integral to full liberalization of capital markets. Foreign firms operating in a domestic market may transfer useful technology, and know-how. Concern that hedge funds can dominate, or manipulate markets, can be dealt with through measures to strengthen supervision, regulation, and market transparency - as well as by strengthening reporting requirements for larger traders, and positions. The ability of hedge funds, and other foreign investors to take positions in domestic financial markets, could also be limited to: a) Taxing short-term capital flows (as Chile does). b) requiring banks, and brokers to raise margin, and collateral requirements. c) Limiting financial institutions; ability to provide the domestic credit needed to short the currency, and their ability to loan the securities needed to short equity, and fixed-income markets.International Terrorism&Counterterrorism,Fiscal&Monetary Policy,Financial Intermediation,Payment Systems&Infrastructure,Banks&Banking Reform,Environmental Economics&Policies,Economic Theory&Research,International Terrorism&Counterterrorism,Financial Intermediation,Banks&Banking Reform

The Adjusted Solow Residual and Asset Returns

The purpose of this study is to examine the effects of a measured aggregate productivity shock on asset returns. To achieve this, a simple equilibrium business cycle model is presented to show that an aggregate productivity shock can be identi?ed as a factor affecting asset returns. The paper uses the Solow residual to measure productivity changes, but deviates from standard practice by incorporating variations in capital utilization rates. The paper ?rst develops the theoretical link between productivity shocks and asset returns with no adjustment costs, and then tests that link with the two measures of productivity, the Solow residual with and without variation in capital utilization. Results based on U.S post-war data show signi?cant differences in the dynamic impacts of these two measures of productivity. The VAR evidence suggests that technology changes, measured with variation in capital utilization, have a delayed impact on asset returns, a distinct ?nding. Finally, policy implications of the ?ndings are discussed.