Anomalies and O-plane charges in orientifolded brane tilings

We investigate orientifold of brane tilings. We clarify how the cancellations of gauge anomaly and Witten's anomaly are guaranteed by the conservation of the D5-brane charge. We also discuss the relation between brane tilings and the dual Calabi-Yau cones realized as the moduli spaces of gauge theories. Two types of flavor D5-branes in brane tilings and corresponding superpotentials of fundamental quark fields are proposed, and it is shown that the massless loci of these quarks in the moduli space correctly reproduce the worldvolume of flavor D7-branes in the Calabi-Yau cone dual to the fivebrane system.Comment: 46 pages, 19 figure

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

On a multi-assets Black-Scholes economy, we introduce a class of barrier options. In this model we apply a generalized reflection principle in a context of the finite reflection group acting on a Euclidean space to give a valuation formula and the semi-static hedge.Comment: Asia-Pacific Financial Markets, online firs

Path Integral for Space-time Noncommutative Field Theory

The path integral for space-time noncommutative theory is formulated by means of Schwinger's action principle which is based on the equations of motion and a suitable ansatz of asymptotic conditions. The resulting path integral has essentially the same physical basis as the Yang-Feldman formulation. It is first shown that higher derivative theories are neatly dealt with by the path integral formulation, and the underlying canonical structure is recovered by the Bjorken-Johnson-Low (BJL) prescription from correlation functions defined by the path integral. A simple theory which is non-local in time is then analyzed for an illustration of the complications related to quantization, unitarity and positive energy conditions. From the view point of BJL prescription, the naive quantization in the interaction picture is justified for space-time noncommutative theory but not for the simple theory non-local in time. We finally show that the perturbative unitarity and the positive energy condition, in the sense that only the positive energy flows in the positive time direction for any fixed time-slice in space-time, are not simultaneously satisfied for space-time noncommutative theory by the known methods of quantization.Comment: 21 page

Toric AdS4/CFT3 duals and M-theory Crystals

We study the recently proposed crystal model for three dimensional superconformal field theories arising from M2-branes probing toric Calabi-Yau four-fold singularities. We explain the algorithms mapping a toric Calabi-Yau to a crystal and vice versa, and show how the spectrum of BPS meson states fits into the crystal model.Comment: 24 pages, 24 figure

A proposed methodology for deriving tsunami fragility functions for buildings using optimum intensity measures

Tsunami fragility curves are statistical models which form a key component of tsunami risk models, as they provide a probabilistic link between a tsunami intensity measure (TIM) and building damage. Existing studies apply different TIMs (e.g. depth, velocity, force etc.) with conflicting recommendations of which to use. This paper presents a rigorous methodology using advanced statistical methods for the selection of the optimal TIM for fragility function derivation for any given dataset. This methodology is demonstrated using a unique, detailed, disaggregated damage dataset from the 2011 Great East Japan earthquake and tsunami (total 67,125 buildings), identifying the optimum TIM for describing observed damage for the case study locations. This paper first presents the proposed methodology, which is broken into three steps: (1) exploratory analysis, (2) statistical model selection and trend analysis and (3) comparison and selection of TIMs. The case study dataset is then presented, and the methodology is then applied to this dataset. In Step 1, exploratory analysis on the case study dataset suggests that fragility curves should be constructed for the sub-categories of engineered (RC and steel) and non-engineered (wood and masonry) construction materials. It is shown that the exclusion of buildings of unknown construction material (common practice in existing studies) may introduce bias in the results; hence, these buildings are estimated as engineered or non-engineered through use of multiple imputation (MI) techniques. In Step 2, a sensitivity analysis of several statistical methods for fragility curve derivation is conducted in order to select multiple statistical models with which to conduct further exploratory analysis and the TIM comparison (to draw conclusions which are non-model-specific). Methods of data aggregation and ordinary least squares parameter estimation (both used in existing studies) are rejected as they are quantitatively shown to reduce fragility curve accuracy and increase uncertainty. Partially ordered probit models and generalised additive models (GAMs) are selected for the TIM comparison of Step 3. In Step 3, fragility curves are then constructed for a number of TIMs, obtained from numerical simulation of the tsunami inundation of the 2011 GEJE. These fragility curves are compared using K-fold cross-validation (KFCV), and it is found that for the case study dataset a force-based measure that considers different flow regimes (indicated by Froude number) proves the most efficient TIM. It is recommended that the methodology proposed in this paper be applied for defining future fragility functions based on optimum TIMs. With the introduction of several concepts novel to the field of fragility assessment (MI, GAMs, KFCV for model optimisation and comparison), this study has significant implications for the future generation of empirical and analytical fragility functions

Mass-loaded spherical accretion flows

We have calculated the evolution of spherical accretion flows undergoing mass-loading from embedded clouds through either conduction or hydrodynamical ablation. We have observed the effect of varying the ratios of the mass-loading timescale and the cooling timescale to the ballistic crossing timescale through the mass-loading region. We have also varied the ratio of the potential energy of a particle injected into the flow near the outer region of mass-loading to the temperature at which a minimum occurs in the cooling curve. The two types of mass-loading produce qualitatively different types of behaviour in the accretion flow, since mass-loading through conduction requires the ambient gas to be hot, whereas mass ablation from clumps occurs throughout the flow. Higher ratios of injected to accreted mass typically occur with hydrodynamical ablation, in agreement with previous work on wind-blown bubbles and supernova remnants. We find that mass-loading damps the radiative overstability of such flows, in agreement with our earlier work. If the mass-loading is high enough it can stabilize the accretion shock at a constant radius, yielding an almost isothermal subsonic post-shock flow. Such solutions may be relevant to cooling flows onto massive galaxies. Mass-loading can also lead to the formation of isolated shells of high temperature material, separated by gas at cooler temperatures

Andreev Reflection in Ferromagnet/Superconductor/Ferromagnet Double Junction Systems

We present a theory of Andreev reflection in a ferromagnet/superconductor/ferromagnet double junction system. The spin polarized quasiparticles penetrate to the superconductor in the range of penetration depth from the interface by the Andreev reflection. When the thickness of the superconductor is comparable to or smaller than the penetration depth, the spin polarized quasiparticles pass through the superconductor and therefore the electric current depends on the relative orientation of magnetizations of the ferromagnets. The dependences of the magnetoresistance on the thickness of the superconductor, temperature, the exchange field of the ferromagnets and the height of the interfacial barriers are analyzed. Our theory explains recent experimental results well.Comment: 8 pages, 9 figures, submitted to Phys. Rev.

Gauge Structure of Vacuum String Field Theory

We study the gauge structure of vacuum string field theory expanded around the D-brane solution, namely, the gauge transformation and the transversality condition of the massless vector fluctuation mode. We find that the gauge transformation on massless vector field is induced as an anomaly; an infinity multiplied by an infinitesimal factor. The infinity comes from the singularity at the edge of the eigenvalue distribution of the Neumann matrix, while the infinitesimal factor from the violation of the equation of motion of the fluctuation modes due to the regularization for the infinity. However, the transversality condition cannot be obtained even if we take into account the anomaly contribution.Comment: 19 pages, LaTeX2