1,846 research outputs found
Intrinsic expansions for averaged diffusion processes
We show that the rate of convergence of asymptotic expansions for solutions
of SDEs is generally higher in the case of degenerate (or partial) diffusion
compared to the elliptic case, i.e. it is higher when the Brownian motion
directly acts only on some components of the diffusion. In the scalar case,
this phenomenon was already observed in (Gobet and Miri 2014) using Malliavin
calculus techniques. In this paper, we provide a general and detailed analysis
by employing the recent study of intrinsic functional spaces related to
hypoelliptic Kolmogorov operators in (Pagliarani et al. 2016). Relevant
applications to finance are discussed, in particular in the study of
path-dependent derivatives (e.g. Asian options) and in models incorporating
dependence on past information
Evidence for Disk Photoevaporation Driven by the Central Star
The lifetime of isolated protoplanetary disks is thought to be set by the
combination of viscous accretion and photoevaporation driven by stellar
high-energy photons. Observational evidence for magnetospheric accretion in
young sun-like stars is robust. Here we report the first observational evidence
for disk photoevaporation driven by the central star. We acquired
high-resolution (R~30,000) spectra of the [NeII] 12.81 micron line from 7
circumstellar disks using VISIR on Melipal/VLT. We show that the 3 transition
disks in the sample all have [NeII] line profiles consistent with those
predicted by a photoevaporative flow driven by stellar extreme UV photons. The
~6 km/s blue-shift of the line from the almost face-on disk of TW Hya is
clearly inconsistent with emission from a static disk atmosphere and
convincingly points to the presence of a photoevaporative wind. We do not
detect any [NeII] line close to the stellar velocity from the sample of
classical optically thick (non-transition) disks. We conclude that most of the
spectrally unresolved [NeII] emission in these less evolved systems arises from
jets/outflows rather than from the disk. The pattern of the [NeII] detections
and non-detections suggests that extreme UV-driven photoevaporation starts only
at a later stage in the disk evolution.Comment: accepted for publication to Ap
Gamma-GQM Time Headway Model: Endogenous Effects in Rural Two-lane Two-way Roads
AbstractStudy of vehicle time headway distributions is essential in many traffic engineering applications, such as capacity and level of service analysis and, in recent years, in the fields of vehicle generation in traffic micro-simulation models and driving simulation applications. This paper presents results from an experimental analysis of vehicle time headway distributions on two-lane two-way rural roads. Analysis focused on estimating a well-known model, the gamma-generalized queuing model (gamma-GQM). A trendless analysis of observed time headways was also carried out. The endogenous traffic parameters considered as affecting time headway distributions were flow rate and flow composition (percentage of heavy vehicles). Exogenous conditions, such as weather and geometric futures, were common to all time periods and cross-sections analysed. Gamma-GQM pdf appears to be very suitable for representing real headway distributions in all the analysed situations; it fits real-time headway distributions well, despite flow rate range and traffic composition (range of percentage of heavy vehicles)
The Photoevaporative Wind from the Disk of TW Hya
Photoevaporation driven by the central star is expected to be a ubiquitous
and important mechanism to disperse the circumstellar dust and gas from which
planets form. Here, we present a detailed study of the circumstellar disk
surrounding the nearby star TW Hya and provide observational constraints to its
photoevaporative wind. Our new high-resolution (R ~ 30,000) mid-infrared
spectroscopy in the [Ne II] 12.81 {\mu}m line confirms that this gas diagnostic
traces the unbound wind component within 10AU from the star. From the blueshift
and asymmetry in the line profile, we estimate that most (>80%) of the [Ne II]
emission arises from disk radii where the midplane is optically thick to the
redshifted outflowing gas, meaning beyond the 1 or 4AU dust rim inferred from
other observations. We re-analyze high-resolution (R ~ 48, 000) archival
optical spectra searching for additional transitions that may trace the
photoevaporative flow. Unlike the [Ne II] line, optical forbidden lines from
OI, SII, and MgI are centered at the stellar velocity and have symmetric
profiles. The only way these lines could trace the photoevaporative flow is if
they arise from a disk region physically distinct from that traced by the [Ne
II] line, specifically from within the optically thin dust gap. However, the
small (~10 km/s) FWHM of these lines suggest that most of the emitting gas
traced at optical wavelengths is bound to the system rather than unbound. We
discuss the implications of our results for a planet-induced versus a
photoevaporation-induced gap.Comment: Accepted for publication in Ap
A Search for Companions to Brown Dwarfs in the Taurus and Chamaeleon Star Forming Regions
We present the results of a search for companions to young brown dwarfs in
the Taurus and Chamaeleon I star forming regions (1/2-3 Myr). We have used
WFPC2 on board HST to obtain F791W and F850LP images of 47 members of these
regions that have spectral types of M6-L0 (0.01-0.1 Msun). An additional
late-type member of Taurus, FU Tau (M7.25+M9.25), was also observed with
adaptive optics at Keck Observatory. We have applied PSF subtraction to the
primaries and have searched the resulting images for objects that have colors
and magnitudes that are indicative of young low-mass objects. Through this
process, we have identified promising candidate companions to 2MASS
J04414489+2301513 (rho=0.105"/15 AU), 2MASS J04221332+1934392 (rho=0.05"/7 AU),
and ISO 217 (rho=0.03"/5 AU). We reported the discovery of the first candidate
in a previous study, showing that it has a similar proper motion as the primary
through a comparison of astrometry measured with WFPC2 and Gemini adaptive
optics. We have collected an additional epoch of data with Gemini that further
supports that result. By combining our survey with previous high-resolution
imaging in Taurus, Chamaeleon, and Upper Sco (10 Myr), we measure binary
fractions of 14/93 = 0.15+0.05/-0.03 for M4-M6 (0.1-0.3 Msun) and 4/108 =
0.04+0.03/-0.01 for >M6 (10 AU. Given the youth
and low density of these three regions, the lower binary fraction at later
types is probably primordial rather than due to dynamical interactions among
association members. The widest low-mass binaries (>100 AU) also appear to be
more common in Taurus and Chamaeleon than in the field, which suggests that the
widest low-mass binaries are disrupted by dynamical interactions at >10 Myr, or
that field brown dwarfs have been born predominantly in denser clusters where
wide systems are disrupted or inhibited from forming.Comment: Astrophysical Journal, in pres
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