High-resolution imaging of KeplerKepler planet host candidates. A comprehensive comparison of different techniques

The Kepler mission has discovered thousands of planet candidates. Currently, some of them have already been discarded; more than 200 have been confirmed by follow-up observations, and several hundreds have been validated. However, most of them are still awaiting for confirmation. Thus, priorities (in terms of the probability of the candidate being a real planet) must be established for subsequent observations. The motivation of this work is to provide a set of isolated (good) host candidates to be further tested by other techniques. We identify close companions of the candidates that could have contaminated the light curve of the planet host. We used the AstraLux North instrument located at the 2.2 m telescope in the Calar Alto Observatory to obtain diffraction-limited images of 174 Kepler objects of interest. The lucky-imaging technique used in this work is compared to other AO and speckle imaging observations of Kepler planet host candidates. We define a new parameter, the blended source confidence level (BSC), to assess the probability of an object to have blended non-detected eclipsing binaries capable of producing the detected transit. We find that 67.2% of the observed Kepler hosts are isolated within our detectability limits, and 32.8% have at least one visual companion at angular separations below 6 arcsec. We find close companions (below 3 arcsec) for the 17.2% of the sample. The planet properties of this sample of non-isolated hosts are revised. We report one possible S-type binary (KOI-3158). We also report three possible false positives (KOIs 1230.01, 3649.01, and 3886.01) due to the presence of close companions. The BSC parameter is calculated for all the isolated targets and compared to both the value prior to any high-resolution image and, when possible, to observations from previous high-spatial resolution surveys in the Kepler sample.Comment: Accepted for publication in A&A on April 29, 2014; 32 pages, 11 figures, 11 table

Irreversibility-inversions in 2 dimensional turbulence

In this paper we consider a recent theoretical prediction (Bragg \emph{et al.}, Phys. Fluids \textbf{28}, 013305 (2016)) that for inertial particles in 2D turbulence, the nature of the irreversibility of the particle-pair dispersion inverts when the particle inertia exceeds a certain value. In particular, when the particle Stokes number, ${\rm St}$, is below a certain value, the forward-in-time (FIT) dispersion should be faster than the backward-in-time (BIT) dispersion, but for ${\rm St}$ above this value, this should invert so that BIT becomes faster than FIT dispersion. This non-trivial behavior arises because of the competition between two physically distinct irreversibility mechanisms that operate in different regimes of ${\rm St}$. In 3D turbulence, both mechanisms act to produce faster BIT than FIT dispersion, but in 2D turbulence, the two mechanisms have opposite effects because of the flux of energy from the small to the large scales. We supplement the qualitative argument given by Bragg \emph{et al.} (Phys. Fluids \textbf{28}, 013305 (2016)) by deriving quantitative predictions of this effect in the short time limit. We confirm the theoretical predictions using results of inertial particle dispersion in a direct numerical simulation of 2D turbulence. A more general finding of this analysis is that in turbulent flows with an inverse energy flux, inertial particles may yet exhibit a net downscale flux of kinetic energy because of their non-local in-time dynamics

Specialization of strategies and herding behavior of trading firms in a financial market

The understanding of complex social or economic systems is an important scientific challenge. Here we present a comprehensive study of the Spanish Stock Exchange showing that most financial firms trading in that market are characterized by a resulting strategy and can be classified in groups of firms with different specialization. Few large firms overally act as trending firms whereas many heterogeneous firm act as reversing firms. The herding properties of these two groups are markedly different and consistently observed over a four-year period of trading.Comment: 8 pages, 5 figure

on a coupled system of shallow water equations admitting travelling wave solutions

We consider three inviscid, incompressible, irrotational fluids that are contained between the rigid wallsy=−h1andy=h+Hand that are separated by two free interfacesη1andη2. A generalized nonlocal spectral (NSP) formulation is developed, from which asymptotic reductions of stratified fluids are obtained, including coupled nonlinear generalized Boussinesq equations and(1+1)-dimensional shallow water equations. A numerical investigation of the(1+1)-dimensional case shows the existence of solitary wave solutions which have been investigated for different values of the characteristic parameters

Stock mechanics: a general theory and method of energy conservation with applications on DJIA

A new method, based on the original theory of conservation of sum of kinetic and potential energy defined for prices is proposed and applied on Dow Jones Industrials Average (DJIA). The general trends averaged over months or years gave a roughly conserved total energy, with three different potential energies, i.e. positive definite quadratic, negative definite quadratic and linear potential energy for exponential rises (and falls), sinusoidal oscillations and parabolic trajectories, respectively. Corresponding expressions for force (impact) are also given. Keywords:Comment: 14 pages, 3 figures, scehudled for IJMPC 17/ issue

Kepler-539: a young extrasolar system with two giant planets on wide orbits and in gravitational interaction

We confirm the planetary nature of Kepler-539b (aka Kepler object of interest K00372.01), a giant transiting exoplanet orbiting a solar-analogue G2 V star. The mass of Kepler-539b was accurately derived thanks to a series of precise radial velocity measurements obtained with the CAFE spectrograph mounted on the CAHA 2.2m telescope. A simultaneous fit of the radial-velocity data and Kepler photometry revealed that Kepler-539b is a dense Jupiter-like planet with a mass of Mp = 0.97 Mjup and a radius of Rp = 0.747 Rjup, making a complete circular revolution around its parent star in 125.6 days. The semi-major axis of the orbit is roughly 0.5 au, implying that the planet is at roughly 0.45 au from the habitable zone. By analysing the mid-transit times of the 12 transit events of Kepler-539b recorded by the Kepler spacecraft, we found a clear modulated transit time variation (TTV), which is attributable to the presence of a planet c in a wider orbit. The few timings available do not allow us to precisely estimate the properties of Kepler-539c and our analysis suggests that it has a mass between 1.2 and 3.6 Mjup, revolving on a very eccentric orbit (0.4<e<0.6) with a period larger than 1000 days. The high eccentricity of planet c is the probable cause of the TTV modulation of planet b. The analysis of the CAFE spectra revealed a relatively high photospheric lithium content, A(Li)=2.48 dex, which, together with both a gyrochronological and isochronal analysis, suggests that the parent star is relatively young.Comment: 11 pages, 14 figures, accepted for publication in Astronomy & Astrophysic

Role of Noise in a Market Model with Stochastic Volatility

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES effect in our model with stochastic volatility. We investigate the role of the correlation between the two noise sources on the NES effect.Comment: 13 pages, 6 figures, Eur. Phys. J. B, in pres

Eclipsing binaries and fast rotators in the Kepler sample. Characterization via radial velocity analysis from Calar Alto

The Kepler mission has provided high-accurate photometric data in a long time span for more than two hundred thousands stars, looking for planetary transits. Among the detected candidates, the planetary nature of around 15% has been established or validated by different techniques. But additional data is needed to characterize the rest of the candidates and reject other possible configurations. We started a follow-up program to validate, confirm, and characterize some of the planet candidates. In this paper we present the radial velocity analysis (RV) of those presenting large variations, compatible with being eclipsing binaries. We also study those showing large rotational velocities, which prevents us from obtaining the necessary precision to detect planetary-like objects. We present new RV results for 13 Kepler objects of interest (KOIs) obtained with the CAFE spectrograph at the Calar Alto Observatory, and analyze their high-spatial resolution images and the Kepler light curves of some interesting cases. We have found five spectroscopic and eclipsing binaries. Among them, the case of KOI-3853 is of particular interest. This system is a new example of the so-called heartbeat stars, showing dynamic tidal distortions in the Kepler light curve. We have also detected duration and depth variations of the eclipse. We suggest possible scenarios to explain such effect, including the presence of a third substellar body possibly detected in our RV analysis. We also provide upper mass limits to the transiting companions of other six KOIs with large rotational velocities. This property prevents the RV method to obtain the necessary precision to detect planetary-like masses. Finally, we analyze the large RV variations of other two KOIs, incompatible with the presence of planetary-mass objects. These objects are likely to be stellar binaries but a longer timespan is still needed.Comment: Accepted for publication in A&A. 18 pages, 9 figures, 17 tables. This version fixes an error affecting the values of tables A.1-A.13. The text remains unaltere

Inference of the kinetic Ising model with heterogeneous missing data

We consider the problem of inferring a causality structure from multiple binary time series by using the kinetic Ising model in datasets where a fraction of observations is missing. Inspired by recent work on mean field methods for the inference of the model with hidden spins, we develop a pseudo-expectation-maximization algorithm that is able to work even in conditions of severe data sparsity. The methodology relies on the Martin-Siggia-Rose path integral method with second-order saddle-point solution to make it possible to approximate the log-likelihood in polynomial time, giving as output an estimate of the couplings matrix and of the missing observations. We also propose a recursive version of the algorithm, where at every iteration some missing values are substituted by their maximum-likelihood estimate, showing that the method can be used together with sparsification schemes such as lasso regularization or decimation. We test the performance of the algorithm on synthetic data and find interesting properties regarding the dependency on heterogeneity of the observation frequency of spins and when some of the hypotheses that are necessary to the saddle-point approximation are violated, such as the small couplings limit and the assumption of statistical independence between couplings

Kepler-447b: a hot-Jupiter with an extremely grazing transit

We present the radial velocity confirmation of the extrasolar planet Kepler-447b, initially detected as a candidate by the Kepler mission. In this work, we analyze its transit signal and the radial velocity data obtained with the Calar Alto Fiber-fed Echelle spectrograph (CAFE). By simultaneously modeling both datasets, we obtain the orbital and physical properties of the system. According to our results, Kepler-447b is a Jupiter-mass planet ($M_p=1.37^{+0.48}_{-0.46}~M_{\rm Jup}$), with an estimated radius of $R_p=1.65^{+0.59}_{-0.56}~R_{\rm Jup}$ (uncertainties provided in this work are $3\sigma$ unless specified). This translates into a sub-Jupiter density. The planet revolves every $\sim7.8$ days in a slightly eccentric orbit ($e=0.123^{+0.037}_{-0.036}$) around a G8V star with detected activity in the Kepler light curve. Kepler-447b transits its host with a large impact parameter ($b=1.076^{+0.112}_{-0.086}$), being one of the few planetary grazing transits confirmed so far and the first in the Kepler large crop of exoplanets. We estimate that only around 20% of the projected planet disk occults the stellar disk. The relatively large uncertainties in the planet radius are due to the large impact parameter and short duration of the transit. Planets with such an extremely large impact parameter can be used to detect and analyze interesting configurations such as additional perturbing bodies, stellar pulsations, rotation of a non-spherical planet, or polar spot-crossing events. All these scenarios would periodically modify the transit properties (depth, duration, and time of mid-transit), what could be detectable with sufficient accurate photometry. Short-cadence photometric data (at the 1 minute level) would help in the search for these exotic configurations in grazing planetary transits like that of Kepler-447b.Comment: Accepted for publication in A&A. 13 pages, 8 figures, 4 tables. This version replaces an earlier version of the pape