29,913 research outputs found
Steady state and dynamic properties of journal bearings in laminar and superlaminar flow regimes. II - Full floating ring bearings
Steady state and dynamic properties of journal bearings in laminar and superlaminar flow regime
Time-Varying Volatility and the Dynamic Behavior of the Term Structure
In this paper, we consider a framework with which the cross sectional and time series behavior of the yield curve can be studied simultaneously. We examine the relationship between the yield curve and the time-varying conditional volatility of the Treasury bill market. We demonstrate that differently shaped yield curves can result given different combinations of volatility and expectations about future spot rates. Moreover, adjusting the forward rate for the volatility related liquidity premium can improve its performance as a predictor of future spot rates at least for the period from August 1964 to August 1979.
Measuring and Testing the Impact of News on Volatility
This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests are presented which emphasize the asymmetry of the volatility response to news. A partially non-parametric ARCH model is introduced to allow the data to estimate this shape. A comparison of this model with the existing models suggests that the best models are one by Glosten Jaganathan and Runkle (GJR) and Nelson's EGARCE. Similar results hold on a pre-crash sample period but are less strong.
Field #3 of the Palomar-Groningen Survey II. Near-infrared photometry of semiregular variables
Near-infrared photometry (JHKL'M) was obtained for 78 semiregular variables
(SRVs) in field #3 of the Palomar-Groningen survey (PG3, l=0, b=-10). Together
with a sample of Miras in this field a comparison is made with a sample of
field SRVs and Miras. The PG3 SRVs form a sequence (period-luminosity
& period-colour) with the PG3 Miras, in which the SRVs are the short period
extension to the Miras. The field and PG3 Miras follow the same P/(J--K)o
relation, while this is not the case for the field and PG3 SRVs. Both the PG3
SRVs and Miras follow the SgrI period-luminosity relation adopted from Glass et
al. (1995, MNRAS 273, 383). They are likely pulsating in the fundamental mode
and have metallicities spanning the range from intermediate to approximately
solar.Comment: 14 pages LaTeX (2 tables, 8 figures), to appear in A&A 338 (1998);
minor modifications in tex
Supersolid phase in spin dimer XXZ systems under magnetic field
Using quantum Monte Carlo method, we study, under external magnetic fields,
the ground state phase diagram of the two-dimensional spin =1/2 dimer model
with an anisotropic intra-plane antiferromagnetic coupling. With the anisotropy
, a supersolid phase characterized by a non-uniform
bose condensate density that breaks translational symmetry is found. The rich
phase diagram also contains a checkerboard solid and two different types of
superfluid phase formed by and spin triplets, with finite
staggered magnetization in z-axis and in-plane direction, respectively. As we
show, the model can be realized as a consequence of including the next nearest
neighbor coupling among dimers and our results suggest that spin dimer systems
may be an ideal model system to study the supersolid phase.Comment: 4 pages, 5 figure
Precise LIGO Lensing Rate Predictions for Binary Black Holes
We show how LIGO is expected to detect coalescing binary black holes at
, that are lensed by the intervening galaxy population. Gravitational
magnification, , strengthens gravitational wave signals by ,
without altering their frequencies, which if unrecognised leads to an
underestimate of the event redshift and hence an overestimate of the binary
mass. High magnifications can be reached for coalescing binaries because the
region of intense gravitational wave emission during coalescence is so small
(100km), permitting very close projections between lensing caustics and
gravitational-wave events. Our simulations incorporate accurate waveforms
convolved with the LIGO power spectral density. Importantly, we include the
detection dependence on sky position and orbital orientation, which for the
LIGO configuration translates into a wide spread in observed redshifts and
chirp masses. Currently we estimate a detectable rate of lensed events
\rateEarly{}, that rises to \rateDesign{}, at LIGO's design sensitivity limit,
depending on the high redshift rate of black hole coalescence.Comment: 5 pages, 4 figure
Edge states in Open Antiferromagnetic Heisenberg Chains
In this letter we report our results in investigating edge effects of open
antiferromagnetic Heisenberg spin chains with spin magnitudes
using the density-matrix renormalization group (DMRG) method initiated by
White. For integer spin chains, we find that edge states with spin magnitude
exist, in agreement with Valence-Bond-Solid model picture. For
half-integer spin chains, we find that no edge states exist for spin
chain, but edge state exists in spin chain with , in
agreement with previous conjecture by Ng. Strong finite size effects associated
with spin dimmerization in half-integer spin chains will also be discussed.Comment: 4 pages, RevTeX 3.0, 5 figures in a separate uuencoded postscript
file. Replaced once to enlarge the acknowlegement
Bogoliubov transformations and exact isolated solutions for simple non-adiabatic Hamiltonians
We present a new method for finding isolated exact solutions of a class of
non-adiabatic Hamiltonians of relevance to quantum optics and allied areas.
Central to our approach is the use of Bogoliubov transformations of the bosonic
fields in the models. We demonstrate the simplicity and efficiency of this
method by applying it to the Rabi Hamiltonian.Comment: LaTeX, 16 pages, 1 figure. Minor additions and journal re
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