Cosmological Constraints on Dissipative Models of Inflation

(Abridged) We study dissipative inflation in the regime where the dissipative term takes a specific form, \Gamma=\Gamma(\phi), analyzing two models in the weak and strong dissipative regimes with a SUSY breaking potential. After developing intuition about the predictions from these models through analytic approximations, we compute the predicted cosmological observables through full numerical evolution of the equations of motion, relating the mass scale and scale of dissipation to the characteristic amplitude and shape of the primordial power spectrum. We then use Markov Chain Monte Carlo techniques to constrain a subset of the models with cosmological data from the cosmic microwave background (WMAP three-year data) and large scale structure (SDSS Luminous Red Galaxy power spectrum). We find that the posterior distributions of the dissipative parameters are highly non-Gaussian and their allowed ranges agree well with the expectations obtained using analytic approximations. In the weak regime, only the mass scale is tightly constrained; conversely, in the strong regime, only the dissipative coefficient is tightly constrained. A lower limit is seen on the inflation scale: a sub-Planckian inflaton is disfavoured by the data. In both weak and strong regimes, we reconstruct the limits on the primordial power spectrum and show that these models prefer a {\it red} spectrum, with no significant running of the index. We calculate the reheat temperature and show that the gravitino problem can be overcome with large dissipation, which in turn leads to large levels of non-Gaussianity: if dissipative inflation is to evade the gravitino problem, the predicted level of non-Gaussianity might be seen by the Planck satellite.Comment: 14 pages, 9 figures, Accepted by JCAP without text changes, References adde

First Observational Tests of Eternal Inflation: Analysis Methods and WMAP 7-Year Results

In the picture of eternal inflation, our observable universe resides inside a single bubble nucleated from an inflating false vacuum. Many of the theories giving rise to eternal inflation predict that we have causal access to collisions with other bubble universes, providing an opportunity to confront these theories with observation. We present the results from the first observational search for the effects of bubble collisions, using cosmic microwave background data from the WMAP satellite. Our search targets a generic set of properties associated with a bubble collision spacetime, which we describe in detail. We use a modular algorithm that is designed to avoid a posteriori selection effects, automatically picking out the most promising signals, performing a search for causal boundaries, and conducting a full Bayesian parameter estimation and model selection analysis. We outline each component of this algorithm, describing its response to simulated CMB skies with and without bubble collisions. Comparing the results for simulated bubble collisions to the results from an analysis of the WMAP 7-year data, we rule out bubble collisions over a range of parameter space. Our model selection results based on WMAP 7-year data do not warrant augmenting LCDM with bubble collisions. Data from the Planck satellite can be used to more definitively test the bubble collision hypothesis.Comment: Companion to arXiv:1012.1995. 41 pages, 23 figures. v2: replaced with version accepted by PRD. Significant extensions to the Bayesian pipeline to do the full-sky non-Gaussian source detection problem (previously restricted to patches). Note that this has changed the normalization of evidence values reported previously, as full-sky priors are now employed, but the conclusions remain unchange

Impact of COVID-19 Pandemic on the Financial Livelihood Assets: A Case Study in Mahawewa Divisional Secretariat Division, Sri Lanka

The most recent catastrophe, COVID-19 changed the lives and the livelihoods of the people in the world and in Sri Lanka. The main objective of this study was to identify the nature of the impact of the COVID-19 pandemic on the financial assets of the community engaged in six (06) livelihood types and the measures taken by the government and social organizations to mitigate the impact. A total of 64 families representing the livelihood types in two Grama Niladhari divisions in the study area were selected for the sample by employing stratified random sampling technique. Data were collected through questionnaire survey and informal discussions while the data analysis was mainly done through Chi Squared Analysis. The study confirmed that the COVID-19 pandemic has adversely affected on the income generation and savings of the community in the study area. Further, 13% (out of 16) and 07% (out of 14) of households engaged in agriculture and fisheries respectively has earned a monthly income of over 150,000 while no household in all categories has earned a monthly income of less than 5,000 before the COVID 19 pandemic. However, the monthly income generation of 82%, and 57% of households who engaged in tourism and both fisheries and self-employments has significantly dropped to less than 5000/= respectively during the COVID 19 pandemic. Also, the pandemic has adversely affected the income generation of the households in fisheries, tourism and self-employment sectors compared to agriculture sector. Savings of the same categories was also reduced due to the pandemic. The study further ascertained that the government and social organizations have taken several measures to provide essential items to cope with the economic impacts of COVID 19. DOI: http://doi.org/10.31357/fhss/vjhss.v07i01.1

Class II ADP-ribosylation factors are required for efficient secretion of Dengue viruses

This article is available open access through the publisher’s website.Identification and characterization of virus-host interactions are very important steps toward a better understanding of the molecular mechanisms responsible for disease progression and pathogenesis. To date, very few cellular factors involved in the life cycle of flaviviruses, which are important human pathogens, have been described. In this study, we demonstrate a crucial role for class II Arf proteins (Arf4 and Arf5) in the dengue flavivirus life cycle. We show that simultaneous depletion of Arf4 and Arf5 blocks recombinant subviral particle secretion for all four dengue serotypes. Immunostaining analysis suggests that class II Arf proteins are required at an early pre-Golgi step for dengue virus secretion. Using a horseradish peroxidase protein fused to a signal peptide, we show that class II Arfs act specifically on dengue virus secretion without altering the secretion of proteins through the constitutive secretory pathway. Co-immunoprecipitation data demonstrate that the dengue prM glycoprotein interacts with class II Arf proteins but not through its C-terminal VXPX motif. Finally, experiments performed with replication-competent dengue and yellow fever viruses demonstrate that the depletion of class II Arfs inhibits virus secretion, thus confirming their implication in the virus life cycle, although data obtained with West Nile virus pointed out the differences in virus-host interactions among flaviviruses. Our findings shed new light on a molecular mechanism used by dengue viruses during the late stages of the life cycle and demonstrate a novel function for class II Arf proteins.Research Fund for Control of Infectious Diseases of Hong Kong and BNP Paribas Corporate and Investment Banking

Commodity cycles and financial instability in emerging economies

Commodity-exporting economies display procyclicality with the price of commodity exports. However, the evidence for the relative importance of commodity price shocks for aggregate fluctuations remains inconclusive. Using Russian data from 2001 to 2018 we estimate a small open economy New Keynesian model with a banking system and leveraged domestic firms who default on their unsecured domestic debt. We show that allowing default rates to vary endogenously over the business cycle amplifies the estimated contribution of commodity price shocks. Endogenous default introduces time-varying wedges that amplify the response of commodity price shocks through demand and income effects rather than the relative price effects that are found in the country risk-premium, balance sheet, and financial accelerator channels. We find that the contribution of commodity prices to explaining fluctuations in GDP rises from 2.5 to 33.6% while for deposits and non-performing loans, it increases from 5.3% and 1.6% to 71.3% and 60.4%, respectively

Classification of Multiwavelength Transients with Machine Learning

With the advent of powerful telescopes such as the Square Kilometer Array and the Vera C. Rubin Observatory, we are entering an era of multiwavelength transient astronomy that will lead to a dramatic increase in data volume. Machine learning techniques are well suited to address this data challenge and rapidly classify newly detected transients. We present a multiwavelength classification algorithm consisting of three steps: (1) interpolation and augmentation of the data using Gaussian processes; (2) feature extraction using wavelets; and (3) classification with random forests. Augmentation provides improved performance at test time by balancing the classes and adding diversity into the training set. In the first application of machine learning to the classification of real radio transient data, we apply our technique to the Green Bank Interferometer and other radio light curves. We find we are able to accurately classify most of the 11 classes of radio variables and transients after just eight hours of observations, achieving an overall test accuracy of 78 percent. We fully investigate the impact of the small sample size of 82 publicly available light curves and use data augmentation techniques to mitigate the effect. We also show that on a significantly larger simulated representative training set that the algorithm achieves an overall accuracy of 97 percent, illustrating that the method is likely to provide excellent performance on future surveys. Finally, we demonstrate the effectiveness of simultaneous multiwavelength observations by showing how incorporating just one optical data point into the analysis improves the accuracy of the worst performing class by 19 percent.Comment: 16 pages, 12 figure

Corporate legacy debt, inflation, and the efficacy of monetary policy

The COVID-19 pandemic has coincided with a rapid increase in indebtedness. Although the rise in public debt and its policy implications have received much attention recently, the rise in corporate debt has received less so. We argue that high levels of corporate debt may impede the transmission mechanism of monetary policy and make it less effective in controlling inflation. In an environment with working capital financing requirements, when firms’ indebtedness is sufficiently high, the income effect of higher nominal interest rates offsets or even dominates its usual negative substitution effect on aggregate demand and is quantitatively important. This mechanism is independent of standard financial and nominal frictions and enhances the trade-off between inflation and output stabilisation

Constraining Inflation

Slow roll reconstruction is derived from the Hamilton-Jacobi formulation of inflationary dynamics. It automatically includes information from sub-leading terms in slow roll, and facilitatesthe inclusion of priors based on the duration on inflation. We show that at low inflationary scales the Hamilton-Jacobi equations simplify considerably. We provide a new classification scheme for inflationary models, based solely on the number of parameters needed to specify the potential, and provide forecasts for likely bounds on the slow roll parameters from future datasets. A minimal running of the spectral index, induced solely by the first two slow roll parameters (\epsilon and \eta) appears to be effectively undetectable by realistic Cosmic Microwave Background experiments. However, we show that the ability to detect this signal increases with the lever arm in comoving wavenumber, and we conjecture that high redshift 21 cm data may allow tests of second order consistency conditions on inflation. Finally, we point out that the second order corrections to the spectral index are correlated with the inflationary scale, and thus the amplitude of the CMB B-mode.Comment: 32 pages. v

Primordial Black Holes, Eternal Inflation, and the Inflationary Parameter Space after WMAP5

We consider constraints on inflation driven by a single, minimally coupled scalar field in the light of the WMAP5 dataset, as well as ACBAR and the SuperNova Legacy Survey. We use the Slow Roll Reconstruction algorithm to derive optimal constraints on the inflationary parameter space. The scale dependence in the slope of the scalar spectrum permitted by WMAP5 is large enough to lead to viable models where the small scale perturbations have a substantial amplitude when extrapolated to the end of inflation. We find that excluding parameter values which would cause the overproduction of primordial black holes or even the onset of eternal inflation leads to potentially significant constraints on the slow roll parameters. Finally, we present a more sophisticated approach to including priors based on the total duration of inflation, and discuss the resulting restrictions on the inflationary parameter space.Comment: v2: version published in JCAP. Minor clarifications and references adde