Perturbation Theory for Fractional Brownian Motion in Presence of Absorbing Boundaries

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H unequal 1/2, x(t) is a non-Markovian process. Here we study x(t) in presence of an absorbing boundary at the origin and focus on the probability density P(x,t) for the process to arrive at x at time t, starting near the origin at time 0, given that it has never crossed the origin. It has a scaling form P(x,t) ~ R(x/t^H)/t^H. Our objective is to compute the scaling function R(y), which up to now was only known for the Markov case H=1/2. We develop a systematic perturbation theory around this limit, setting H = 1/2 + epsilon, to calculate the scaling function R(y) to first order in epsilon. We find that R(y) behaves as R(y) ~ y^phi as y -> 0 (near the absorbing boundary), while R(y) ~ y^gamma exp(-y^2/2) as y -> oo, with phi = 1 - 4 epsilon + O(epsilon^2) and gamma = 1 - 2 epsilon + O(epsilon^2). Our epsilon-expansion result confirms the scaling relation phi = (1-H)/H proposed in Ref. [28]. We verify our findings via numerical simulations for H = 2/3. The tools developed here are versatile, powerful, and adaptable to different situations.Comment: 16 pages, 8 figures; revised version 2 adds discussion on spatial small-distance cutof

Enumeration of chord diagrams on many intervals and their non-orientable analogs

Two types of connected chord diagrams with chord endpoints lying in a collection of ordered and oriented real segments are considered here: the real segments may contain additional bivalent vertices in one model but not in the other. In the former case, we record in a generating function the number of fatgraph boundary cycles containing a fixed number of bivalent vertices while in the latter, we instead record the number of boundary cycles of each fixed length. Second order, non-linear, algebraic partial differential equations are derived which are satisfied by these generating functions in each case giving efficient enumerative schemes. Moreover, these generating functions provide multi-parameter families of solutions to the KP hierarchy. For each model, there is furthermore a non-orientable analog, and each such model likewise has its own associated differential equation. The enumerative problems we solve are interpreted in terms of certain polygon gluings. As specific applications, we discuss models of several interacting RNA molecules. We also study a matrix integral which computes numbers of chord diagrams in both orientable and non-orientable cases in the model with bivalent vertices, and the large-N limit is computed using techniques of free probability.Comment: 23 pages, 7 figures; revised and extended versio

Extinction calculations of multi-sphere polycrystalline graphitic clusters - A comparison with the 2175 AA peak and between a rigorous solution and discrete-dipole approximations

Certain dust particles in space are expected to appear as clusters of individual grains. The morphology of these clusters could be fractal or compact. In this paper we study the light scattering by compact and fractal polycrystalline graphitic clusters consisting of touching identical spheres. We compare three general methods for computing the extinction of the clusters in the wavelength range 0.1 - 100 micron, namely, a rigorous solution (Gerardy & Ausloos 1982) and two different discrete-dipole approximation methods -- MarCODES (Markel 1998) and DDSCAT (Draine & Flatau 1994). We consider clusters of N = 4, 7, 8, 27,32, 49, 108 and 343 particles of radii either 10 nm or 50 nm, arranged in three different geometries: open fractal (dimension D = 1.77), simple cubic and face-centred cubic. The rigorous solution shows that the extinction of the fractal clusters, with N < 50 and particle radii 10 nm, displays a peak within 2% of the location of the observed interstellar extinction peak at ~4.6 inverse micron; the smaller the cluster, the closer its peak gets to this value. By contrast, the peak in the extinction of the more compact clusters lie more than 4% from 4.6 inverse micron. At short wavelengths (0.1 - 0.5 micron), all the methods show that fractal clusters have markedly different extinction from those of non-fractal clusters. At wavelengths > 5 micron, the rigorous solution indicates that the extinction from fractal and compact clusters are of the same order of magnitude. It was only possible to compute fully converged results of the rigorous solution for the smaller clusters, due to computational limitations, however, we find that both discrete-dipole approximation methods overestimate the computed extinction of the smaller fractal clusters.Comment: Corrections added in accordance with suggestions by the referee. 12 pages, 12 figures. Accepted for publication in Astronomy & Astrophysic

Constraining ΩM\Omega_M and Dark Energy with Gamma-Ray Bursts

An $E_{\gamma,{\rm jet}}\propto {E'_p}^{1.5}$ relationship with a small scatter for current $\gamma$-ray burst (GRB) data was recently reported, where $E_{\gamma,{\rm jet}}$ is the beaming-corrected $\gamma$-ray energy and $E'_p$ is the $\nu F_\nu$ peak energy in the local observer frame. By considering this relationship for a sample of 12 GRBs with known redshift, peak energy, and break time of afterglow light curves, we constrain the mass density of the universe and the nature of dark energy. We find that the mass density $\Omega_M=0.35\pm^{0.15}_{0.15}$ (at the $1\sigma$ confident level) for a flat universe with a cosmological constant, and the $w$ parameter of an assumed static dark-energy equation of state $w=-0.84\pm^{0.57}_{0.83}$ ($1\sigma$). Our results are consistent with those from type Ia supernovae. A larger sample established by the upcoming {\em Swift} satellite is expected to provide further constraints.Comment: 8 pages including 4 figures, to appear in ApJ Letters, typos correcte

Pinning of stripes by local structural distortions in cuprate high-Tc superconductors

We study the spin-density wave (stripe) instability in lattices with mixed low-temperature orthorhombic (LTO) and low-temperature tetragonal (LTT) crystal symmetry. Within an explicit mean-field model it is shown how local LTT regions act as pinning centers for static stripe formation. We calculate the modulations in the local density of states near these local stripe regions and find that mainly the coherence peaks and the van Hove singularity (VHS) are spatially modulated. Lastly, we use the real-space approach to simulate recent tunneling data in the overdoped regime where the VHS has been detected by utilizing local normal state regions.Comment: Conference proceedings for Stripes1

An interpolatory ansatz captures the physics of one-dimensional confined Fermi systems

Interacting one-dimensional quantum systems play a pivotal role in physics. Exact solutions can be obtained for the homogeneous case using the Bethe ansatz and bosonisation techniques. However, these approaches are not applicable when external confinement is present. Recent theoretical advances beyond the Bethe ansatz and bosonisation allow us to predict the behaviour of one-dimensional confined systems with strong short-range interactions, and new experiments with cold atomic Fermi gases have already confirmed these theories. Here we demonstrate that a simple linear combination of the strongly interacting solution with the well-known solution in the limit of vanishing interactions provides a simple and accurate description of the system for all values of the interaction strength. This indicates that one can indeed capture the physics of confined one-dimensional systems by knowledge of the limits using wave functions that are much easier to handle than the output of typical numerical approaches. We demonstrate our scheme for experimentally relevant systems with up to six particles. Moreover, we show that our method works also in the case of mixed systems of particles with different masses. This is an important feature because these systems are known to be non-integrable and thus not solvable by the Bethe ansatz technique.Comment: 22 pages including methods and supplementary materials, 11 figures, title slightly change

Thrombolysis in very elderly people: controlled comparison of SITS international stroke thrombolysis registry and virtual international stroke trials archive

&lt;p&gt;Objective To assess effect of age on response to alteplase in acute ischaemic stroke.&lt;/p&gt; &lt;p&gt;Design Adjusted controlled comparison of outcomes between non-randomised patients who did or did not undergo thrombolysis. Analysis used Cochran-Mantel-Haenszel test and proportional odds logistic regression analysis.&lt;/p&gt; &lt;p&gt;Setting Collaboration between International Stroke Thrombolysis Registry (SITS-ISTR) and Virtual International Stroke Trials Archive (VISTA).&lt;/p&gt; &lt;p&gt;Participants 23 334 patients from SITS-ISTR (December 2002 to November 2009) who underwent thrombolysis and 6166 from VISTA neuroprotection trials (1998-2007) who did not undergo thrombolysis (as controls). Of the 29 500 patients (3472 aged &#62;80 (“elderly,” mean 84.6), data on 272 patients were missing for baseline National Institutes of Health stroke severity score, leaving 29 228 patients for analysis adjusted for age and baseline severity.&lt;/p&gt; &lt;p&gt;Main outcome measures Functional outcomes at 90 days measured by score on modified Rankin scale.&lt;/p&gt; &lt;p&gt;Results Median severity at baseline was the same for patients who underwent thrombolysis and controls (median baseline stroke scale score: 12 for each group, P=0.14; n=29 228). The distribution of scores on the modified Rankin scale was better among all thrombolysis patients than controls (odds ratio 1.6, 95% confidence interval 1.5 to 1.7; Cochran-Mantel-Haenszel P&#60;0.001). The association occurred independently among patients aged ≤80 (1.6, 1.5 to 1.7; P&#60;0.001; n=25 789) and in those aged &#62;80 (1.4, 1.3 to 1.6; P0.001; n=3439). Odds ratios were consistent across all 10 year age ranges above 30, and benefit was significant from age 41 to 90; dichotomised outcomes (score on modified Rankin scale 0-1 v 2-6; 0-2 v 3-6; and 6 (death) v rest) were consistent with the results of the ordinal analysis.&lt;/p&gt; &lt;p&gt;Conclusions Outcome in patients with acute ischaemic stroke is significantly better in those who undergo thrombolysis compared with those who do not. Increasing age is associated with poorer outcome but the association between thrombolysis treatment and improved outcome is maintained in very elderly people. Age alone should not be a barrier to treatment.&lt;/p&gt

Survival of a Diffusing Particle in a Transverse Shear Flow: A First-Passage Problem with Continuously Varying Persistence Exponent

We consider a particle diffusing in the y-direction, dy/dt=\eta(t), subject to a transverse shear flow in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We treat the class of models defined by f(y) = \pm v_{\pm}(\pm y)^\alpha where the upper (lower) sign refers to y>0 (y<0). We show that the particle survives with probability Q(t) \sim t^{-\theta} with \theta = 1/4, independent of \alpha, if v_{+}=v_{-}. If v_{+} \ne v_{-}, however, we show that \theta depends on both \alpha and the ratio v_{+}/v_{-}, and we determine this dependence.Comment: 4 page