The fast sampling algorithm for Lie-Trotter products

A fast algorithm for path sampling in path integral Monte Carlo simulations is proposed. The algorithm utilizes the Levy-Ciesielski implementation of Lie-Trotter products to achieve a mathematically proven computational cost of n*log_2(n) with the number of time slices n, despite the fact that each path variable is updated separately, for reasons of optimality. In this respect, we demonstrate that updating a group of random variables simultaneously results in loss of efficiency.Comment: 4 pages, 1 figure; fast rejection from Phys. Rev. Letts; transfered to PRE as a Rapid Communication. Eq. 6 to 10 contained some inconsistencies that have been repaired in the present version; A sample code implementing the algorithm for LJ clusters is available from the author upon reques

Critical sets of nonlinear Sturm-Liouville operators of Ambrosetti-Prodi type

The critical set C of the operator F:H^2_D([0,pi]) -> L^2([0,pi]) defined by F(u)=-u''+f(u) is studied. Here X:=H^2_D([0,pi]) stands for the set of functions that satisfy the Dirichlet boundary conditions and whose derivatives are in L^2([0,pi]). For generic nonlinearities f, C=\cup C_k decomposes into manifolds of codimension 1 in X. If f''0, the set C_j is shown to be non-empty if, and only if, -j^2 (the j-th eigenvalue of u -> u'') is in the range of f'. The critical components C_k are (topological) hyperplanes.Comment: 6 pages, no figure

A flux-ratio anomaly in the CO spectral line emission from gravitationally-lensed quasar MG J0414+0534

We present an analysis of archival observations with the Atacama Large (sub-)Millimetre Array (ALMA) of the gravitationally lensed quasar MG J0414+0534, which show four compact images of the quasar and an Einstein ring from the dust associated with the quasar host galaxy. We confirm that the flux-ratio anomalies observed in the mid-infrared and radio persists into the sub-mm for the continuum images of the quasar. We report the detection of CO (11-10) spectral line emission, which traces a region of compact gas around the quasar nucleus. This line emission also shows evidence of a flux-ratio anomaly between the merging lensed images that is consistent with those observed at other wavelengths, suggesting high-excitation CO can also provide a useful probe of substructures that is unaffected by microlensing or dust extinction. However, we do not detect the candidate dusty dwarf galaxy that was previously reported with this dataset, which we conclude is due to a noise artefact. Thus, the cause of the flux-ratio anomaly between the merging lensed images is still unknown. The composite compact and diffuse emission in this system suggest lensed quasar-starbursts will make excellent targets for detecting dark sub-haloes and testing models for dark matter.Comment: Accepted as MNRAS Lette

The final candidate from the JVAS/CLASS search for 6 arcsec to 15 arcsec image separation lensing

A search for 6 arcsec to 15 arcsec image separation lensing in the Jodrell Bank-Very Large Array Astrometric Survey (JVAS) and the Cosmic Lens All-Sky Survey (CLASS) by Phillips et al. found thirteen group and cluster gravitational lens candidates. Through radio and optical imaging and spectroscopy, Phillips et al. ruled out the lensing hypothesis for twelve of the candidates. In this paper, new optical imaging and spectroscopy of J0122+427, the final lens candidate from the JVAS/CLASS 6 arcsec to 15 arcsec image separation lens search, are presented. This system is found not to be a gravitational lens, but is just two radio-loud active galactic nuclei that are separated by ~10 arcsec on the sky and are at different redshifts. Therefore, it is concluded that there are no gravitational lenses in the JVAS and CLASS surveys with image separations between 6 arcsec to 15 arcsec. This result is consistent with the expectation that group- and cluster-scale dark matter haloes are inefficient lenses due to their relatively flat inner density profiles.Comment: 5 pages, 3 figures, 2 tables, accepted for publication in MNRA

Volatility and dividend risk in perpetual American options

American options are financial instruments that can be exercised at any time before expiration. In this paper we study the problem of pricing this kind of derivatives within a framework in which some of the properties --volatility and dividend policy-- of the underlaying stock can change at a random instant of time, but in such a way that we can forecast their final values. Under this assumption we can model actual market conditions because some of the most relevant facts that may potentially affect a firm will entail sharp predictable effects. We will analyse the consequences of this potential risk on perpetual American derivatives, a topic connected with a wide class of recurrent problems in physics: holders of American options must look for the fair price and the optimal exercise strategy at once, a typical question of free absorbing boundaries. We present explicit solutions to the most common contract specifications and derive analytical expressions concerning the mean and higher moments of the exercise time.Comment: 21 pages, 5 figures, iopart, submitted for publication; deep revision, two new appendice

ALMA imaging of SDP.81 - I. A pixelated reconstruction of the far-infrared continuum emission

We present a sub-50 pc-scale analysis of the gravitational lens system SDP.81 at redshift 3.042 using Atacama Large Millimetre/submillimetre Array (ALMA) science verification data. We model both the mass distribution of the gravitational lensing galaxy and the pixelated surface brightness distribution of the background source using a novel Bayesian technique that fits the data directly in visibility space. We find the 1 and 1.3 mm dust emission to be magnified by a factor of u_tot = 17.6+/-0.4, giving an intrinsic total star-formation rate of 315+/-60 M_sol/yr and a dust mass of 6.4+/-1.5*10^8 M_sol. The reconstructed dust emission is found to be non-uniform, but composed of multiple regions that are heated by both diffuse and strongly clumped star-formation. The highest surface brightness region is a ~1.9*0.7 kpc disk-like structure, whose small extent is consistent with a potential size-bias in gravitationally lensed starbursts. Although surrounded by extended star formation, with a density of 20-30+/-10 M_sol/yr/kpc^2, the disk contains three compact regions with densities that peak between 120-190+/-20 M_sol/yr/kpc^2. Such star-formation rate densities are below what is expected for Eddington-limited star-formation by a radiation pressure supported starburst. There is also a tentative variation in the spectral slope of the different star-forming regions, which is likely due to a change in the dust temperature and/or opacity across the source.Comment: MNRAS accepted 2015 April 1

Resolving on 100 pc scales the UV-continuum in Lyman-α\alpha emitters between redshift 2 to 3 with gravitational lensing

We present a study of seventeen LAEs at redshift 2$<z<$3 gravitationally lensed by massive early-type galaxies (ETGs) at a mean redshift of approximately 0.5. Using a fully Bayesian grid-based technique, we model the gravitational lens mass distributions with elliptical power-law profiles and reconstruct the UV-continuum surface brightness distributions of the background sources using pixellated source models. We find that the deflectors are close to, but not consistent with isothermal models in almost all cases, at the $2\sigma$-level. We take advantage of the lensing magnification (typically $\mu\simeq$ 20) to characterise the physical and morphological properties of these LAE galaxies. From reconstructing the ultra-violet continuum emission, we find that the star-formation rates range from 0.3 to 8.5 M$_{\odot}$ yr$^{-1}$ and that the galaxies are typically composed of several compact and diffuse components, separated by 0.4 to 4 kpc. Moreover, they have peak star-formation rate intensities that range from 2.1 to 54.1 M$_{\odot}$ yr$^{-1}$ kpc$^{-2}$. These galaxies tend to be extended with major axis ranging from 0.2 to 1.8 kpc (median 561 pc), and with a median ellipticity of 0.49. This morphology is consistent with disk-like structures of star-formation for more than half of the sample. However, for at least two sources, we also find off-axis components that may be associated with mergers. Resolved kinematical information will be needed to confirm the disk-like nature and possible merger scenario for the LAEs in the sample.Comment: 19 pages, 7 figures, accepted for publication on MNRA

A novel search for gravitationally lensed radio sources in wide-field VLBI imaging from the mJIVE-20 survey

We present a novel pilot search for gravitational lenses in the mJIVE-20 survey, which observed $24\,903$ radio sources selected from FIRST with the VLBA at an angular resolution of 5 mas. We have taken the visibility data for an initial $3\,640$ sources that were detected by the mJIVE-20 observations and re-mapped them to make wide-field images, selecting fourteen sources that had multiple components separated by $\geq100$ mas, with a flux-ratio of $\leq15$:$1$ and a surface brightness consistent with gravitational lensing. Two of these candidates are re-discoveries of gravitational lenses found as part of CLASS. The remaining twelve candidates were then re-observed at 1.4 GHz and then simultaneously at 4.1 and 7.1 GHz with the VLBA to measure the spectral index and surface brightness of the individual components as a function of frequency. Ten were rejected as core-jet or core-hotspot(s) systems, with surface brightness distributions and/or spectral indices inconsistent with gravitational lensing, and one was rejected after lens modelling demonstrated that the candidate lensed images failed the parity test. The final lens candidate has an image configuration that is consistent with a simple lens mass model, although further observations are required to confirm the lensing nature. Given the two confirmed gravitational lenses in the mJIVE-20 sample, we find a robust lensing-rate of $1$:($318\pm225$) for a statistical sample of 635 radio sources detected on mas-scales, which is consistent with that found for CLASS.Comment: 31 pages, 22 figures; accepted for publication in MNRA

ALMA imaging of SDP.81 - II. A pixelated reconstruction of the CO emission lines

We present a sub-100 pc-scale analysis of the CO molecular gas emission and kinematics of the gravitational lens system SDP.81 at redshift 3.042 using Atacama Large Millimetre/submillimetre Array (ALMA) science verification data and a visibility-plane lens reconstruction technique. We find clear evidence for an excitation dependent structure in the unlensed molecular gas distribution, with emission in CO (5-4) being significantly more diffuse and structured than in CO (8-7). The intrinsic line luminosity ratio is r_8-7/5-4 = 0.30 +/- 0.04, which is consistent with other low-excitation starbursts at z ~ 3. An analysis of the velocity fields shows evidence for a star-forming disk with multiple velocity components that is consistent with a merger/post-coalescence merger scenario, and a dynamical mass of M(< 1.56 kpc) = 1.6 +/- 0.6 x 10^10 M_sol . Source reconstructions from ALMA and the Hubble Space Telescope show that the stellar component is offset from the molecular gas and dust components. Together with Karl G. Jansky Very Large Array CO (1-0) data, they provide corroborative evidence for a complex ~2 kpc-scale starburst that is embedded within a larger ~15 kpc structure.Comment: MNRAS accepted, 6th July 201