8,556 research outputs found
A study of the dynamics of rotating space stations with elastically connected counterweight and attached flexible appendages. Volume 1: Theory
The formulation of a mathematical model for predicting the dynamic behavior of rotating flexible space station configurations was conducted. The overall objectives of the study were: (1) to develop the theoretical techniques for determining the behavior of a realistically modeled rotating space station, (2) to provide a versatile computer program for the numerical analysis, and (3) to present practical concepts for experimental verification of the analytical results. The mathematical model and its associated computer program are described
Gravitational Wave Burst Source Direction Estimation using Time and Amplitude Information
In this article we study two problems that arise when using timing and
amplitude estimates from a network of interferometers (IFOs) to evaluate the
direction of an incident gravitational wave burst (GWB). First, we discuss an
angular bias in the least squares timing-based approach that becomes
increasingly relevant for moderate to low signal-to-noise ratios. We show how
estimates of the arrival time uncertainties in each detector can be used to
correct this bias. We also introduce a stand alone parameter estimation
algorithm that can improve the arrival time estimation and provide
root-sum-squared strain amplitude (hrss) values for each site. In the second
part of the paper we discuss how to resolve the directional ambiguity that
arises from observations in three non co-located interferometers between the
true source location and its mirror image across the plane containing the
detectors. We introduce a new, exact relationship among the hrss values at the
three sites that, for sufficiently large signal amplitudes, determines the true
source direction regardless of whether or not the signal is linearly polarized.
Both the algorithm estimating arrival times, arrival time uncertainties, and
hrss values and the directional follow-up can be applied to any set of
gravitational wave candidates observed in a network of three non co-located
interferometers. As a case study we test the methods on simulated waveforms
embedded in simulations of the noise of the LIGO and Virgo detectors at design
sensitivity.Comment: 10 pages, 14 figures, submitted to PR
Complex X-ray spectral variability in Mkn 421 observed with XMM-Newton
The bright blazar Mkn 421 has been observed four times for uninterrupted
durations of ~ 9 - 13 hr during the performance verification and calibration
phases of the XMM-Newton mission. The source was strongly variable in all
epochs, with variability amplitudes that generally increased to higher energy
bands. Although the detailed relationship between soft (0.1 - 0.75 keV) and
hard (2 - 10 keV) band differed from one epoch to the next, in no case was
there any evidence for a measurable interband lag, with robust upper limits of
hr in the best-correlated light curves. This is in conflict
with previous claims of both hard and soft lags of ~1 hr in this and other
blazars. However, previous observations suffered a repeated 1.6 hr feature
induced by the low-Earth orbital period, a feature that is not present in the
uninterrupted XMM-Newton data. The new upper limit on leads to a lower
limit on the magnetic field strength and Doppler factor of B \delta^{1/3} \gs
4.7 G, mildly out of line with the predictions from a variety of homogeneous
synchrotron self-Compton emission models in the literature of G. Time-dependent spectral fitting was performed on all epochs,
and no detectable spectral hysteresis was seen. We note however that the source
exhibited significantly different spectral evolutionary behavior from one epoch
to the next, with the strongest correlations in the first and last and an
actual divergance between soft and hard X-ray bands in the third. This
indicates that the range of spectral variability behavior in Mkn 421 is not
fully described in these short snippets; significantly longer uninterrupted
light curves are required, and can be obtained with XMM-Newton.Comment: 21 pages, 4 figures, accepted for ApJ, scheduled for August 1, 200
X-ray Characteristics of NGC 3516: A View through the Complex Absorber
We consider new Suzaku data for NGC 3516 taken during 2009, along with other
recent X-ray observations of the source. The cumulative characteristics of NGC
3516 cannot be explained without invoking changes in the line-of-sight
absorption. Contrary to many other well-studied Seyfert galaxies, NGC 3516 does
not show a positive lag of hard X-ray photons relative to soft photons over the
timescales sampled. In the context of reverberation models for the X-ray lags,
the lack of such a signal in NGC 3516 is consistent with flux variations being
dominated by absorption changes. The lack of any reverberation signal in such a
highly variable source disfavors intrinsic continuum variability in this case.
Instead, the colorless flux variations observed at high flux states for NGC
3516 are suggested to be a consequence of Compton-thick clumps of gas crossing
the line-of-sight.Comment: 12 pages, 6 figures, accepted for publication in The Astrophysical
Journa
Managing Risk of Bidding in Display Advertising
In this paper, we deal with the uncertainty of bidding for display
advertising. Similar to the financial market trading, real-time bidding (RTB)
based display advertising employs an auction mechanism to automate the
impression level media buying; and running a campaign is no different than an
investment of acquiring new customers in return for obtaining additional
converted sales. Thus, how to optimally bid on an ad impression to drive the
profit and return-on-investment becomes essential. However, the large
randomness of the user behaviors and the cost uncertainty caused by the auction
competition may result in a significant risk from the campaign performance
estimation. In this paper, we explicitly model the uncertainty of user
click-through rate estimation and auction competition to capture the risk. We
borrow an idea from finance and derive the value at risk for each ad display
opportunity. Our formulation results in two risk-aware bidding strategies that
penalize risky ad impressions and focus more on the ones with higher expected
return and lower risk. The empirical study on real-world data demonstrates the
effectiveness of our proposed risk-aware bidding strategies: yielding profit
gains of 15.4% in offline experiments and up to 17.5% in an online A/B test on
a commercial RTB platform over the widely applied bidding strategies
Optimal Investment in the Development of Oil and Gas Field
Let an oil and gas field consists of clusters in each of which an investor
can launch at most one project. During the implementation of a particular
project, all characteristics are known, including annual production volumes,
necessary investment volumes, and profit. The total amount of investments that
the investor spends on developing the field during the entire planning period
we know. It is required to determine which projects to implement in each
cluster so that, within the total amount of investments, the profit for the
entire planning period is maximum.
The problem under consideration is NP-hard. However, it is solved by dynamic
programming with pseudopolynomial time complexity. Nevertheless, in practice,
there are additional constraints that do not allow solving the problem with
acceptable accuracy at a reasonable time. Such restrictions, in particular, are
annual production volumes. In this paper, we considered only the upper
constraints that are dictated by the pipeline capacity. For the investment
optimization problem with such additional restrictions, we obtain qualitative
results, propose an approximate algorithm, and investigate its properties.
Based on the results of a numerical experiment, we conclude that the developed
algorithm builds a solution close (in terms of the objective function) to the
optimal one
Collective behavior of stock price movements in an emerging market
To investigate the universality of the structure of interactions in different
markets, we analyze the cross-correlation matrix C of stock price fluctuations
in the National Stock Exchange (NSE) of India. We find that this emerging
market exhibits strong correlations in the movement of stock prices compared to
developed markets, such as the New York Stock Exchange (NYSE). This is shown to
be due to the dominant influence of a common market mode on the stock prices.
By comparison, interactions between related stocks, e.g., those belonging to
the same business sector, are much weaker. This lack of distinct sector
identity in emerging markets is explicitly shown by reconstructing the network
of mutually interacting stocks. Spectral analysis of C for NSE reveals that,
the few largest eigenvalues deviate from the bulk of the spectrum predicted by
random matrix theory, but they are far fewer in number compared to, e.g., NYSE.
We show this to be due to the relative weakness of intra-sector interactions
between stocks, compared to the market mode, by modeling stock price dynamics
with a two-factor model. Our results suggest that the emergence of an internal
structure comprising multiple groups of strongly coupled components is a
signature of market development.Comment: 10 pages, 10 figure
X-ray Variability Characteristics of the Seyfert 1 Galaxy NGC 3783
We have characterized the energy-dependent X-ray variability properties of
the Seyfert~1 galaxy NGC 3783 using archival XMM-Newton and Rossi X-ray Timing
Explorer data. The high-frequency fluctuation power spectral density function
(PSD) slope is consistent with flattening towards higher energies. Light curve
cross correlation functions yield no significant lags, but peak coefficients
generally decrease as energy separation of the bands increases on both short
and long timescales. We have measured the coherence between various X-ray bands
over the temporal frequency range of 6e-8 to 1e-4 Hz; this range includes the
temporal frequency of the low-frequency power spectral density function (PSD)
break tentatively detected by Markowitz et al. and includes the lowest temporal
frequency over which coherence has been measured in any AGN to date. Coherence
is generally near unity at these temporal frequencies, though it decreases
slightly as energy separation of the bands increases. Temporal
frequency-dependent phase lags are detected on short time scales; phase lags
are consistent with increasing as energy separation increases or as temporal
frequency decreases. All of these results are similar to those obtained
previously for several Seyfert galaxies and stellar-mass black hole systems.
Qualitatively, these results are consistent with the variability models of
Kotov et al. and Lyubarskii, wherein the X-ray variability is due to inwardly
propagating variations in the local mass accretion rate.Comment: Accepted for publication in The Astrophysical Journal, 2005, vol.
635, p. 180; version 2 has minor grammatical changes; 23 pages; uses
emulateapj
Evolutionary estimation of a Coupled Markov Chain credit risk model
There exists a range of different models for estimating and simulating credit
risk transitions to optimally manage credit risk portfolios and products. In
this chapter we present a Coupled Markov Chain approach to model rating
transitions and thereby default probabilities of companies. As the likelihood
of the model turns out to be a non-convex function of the parameters to be
estimated, we apply heuristics to find the ML estimators. To this extent, we
outline the model and its likelihood function, and present both a Particle
Swarm Optimization algorithm, as well as an Evolutionary Optimization algorithm
to maximize the likelihood function. Numerical results are shown which suggest
a further application of evolutionary optimization techniques for credit risk
management
- …