Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models

We consider a model for interest rates, where the short rate is given by a time-homogenous, one-dimensional affine process in the sense of Duffie, Filipovic and Schachermayer. We show that in such a model yield curves can only be normal, inverse or humped (i.e. endowed with a single local maximum). Each case can be characterized by simple conditions on the present short rate. We give conditions under which the short rate process will converge to a limit distribution and describe the limit distribution in terms of its cumulant generating function. We apply our results to the Vasicek model, the CIR model, a CIR model with added jumps and a model of Ornstein-Uhlenbeck type

Calculation of Effective Coulomb Interaction for Pr3+Pr^{3+}, U4+U^{4+}, and UPt3UPt_3

In this paper, the Slater integrals for a screened Coulomb interaction of the the Yukawa form are calculated and by fitting the Thomas-Fermi wavevector, good agreement is obtained with experiment for the multiplet spectra of $Pr^{3+}$ and $U^{4+}$ ions. Moreover, a predicted multiplet spectrum for the heavy fermion superconductor $UPt_3$ is shown with a calculated Coulomb U of 1.6 eV. These effective Coulomb interactions, which are quite simple to calculate, should be useful inputs to further many-body calculations in correlated electron metals.Comment: 8 pages, revtex, 3 uuencoded postscript figure

Unscreened Hartree-Fock calculations for metallic Fe, Co, Ni, and Cu from ab-initio Hamiltonians

Unscreened Hartree-Fock approximation (HFA) calculations for metallic Fe, Co, Ni, and Cu are presented, by using a quantum-chemical approach. We believe that these are the first HFA results to have been done for crystalline 3d transition metals. Our approach uses a linearized muffin-tin orbital calculation to determine Bloch functions for the Hartree one-particle Hamiltonian, and from these obtains maximally localized Wannier functions, using a method proposed by Marzari and Vanderbilt. Within this Wannier basis all relevant one-particle and two-particle Coulomb matrix elements are calculated. The resulting second-quantized multi-band Hamiltonian with ab-initio parameters is studied within the simplest many-body approximation, namely the unscreened, self-consistent HFA, which takes into account exact exchange and is free of self-interactions. Although the d-bands sit considerably lower within HFA than within the local (spin) density approximation L(S)DA, the exchange splitting and magnetic moments for ferromagnetic Fe, Co, and Ni are only slightly larger in HFA than what is obtained either experimentally or within LSDA. The HFA total energies are lower than the corresponding LSDA calculations. We believe that this same approach can be easily extended to include more sophisticated ab-initio many-body treatments of the electronic structure of solids.Comment: 11 papes, 7 figures, 5 table

Current Status of Simulations

As the title suggests, the purpose of this chapter is to review the current status of numerical simulations of black hole accretion disks. This chapter focuses exclusively on global simulations of the accretion process within a few tens of gravitational radii of the black hole. Most of the simulations discussed are performed using general relativistic magnetohydrodynamic (MHD) schemes, although some mention is made of Newtonian radiation MHD simulations and smoothed particle hydrodynamics. The goal is to convey some of the exciting work that has been going on in the past few years and provide some speculation on future directions.Comment: 15 pages, 14 figures, to appear in the proceedings of the ISSI-Bern workshop on "The Physics of Accretion onto Black Holes" (8-12 October 2012

Black Hole Spin via Continuum Fitting and the Role of Spin in Powering Transient Jets

The spins of ten stellar black holes have been measured using the continuum-fitting method. These black holes are located in two distinct classes of X-ray binary systems, one that is persistently X-ray bright and another that is transient. Both the persistent and transient black holes remain for long periods in a state where their spectra are dominated by a thermal accretion disk component. The spin of a black hole of known mass and distance can be measured by fitting this thermal continuum spectrum to the thin-disk model of Novikov and Thorne; the key fit parameter is the radius of the inner edge of the black hole's accretion disk. Strong observational and theoretical evidence links the inner-disk radius to the radius of the innermost stable circular orbit, which is trivially related to the dimensionless spin parameter a_* of the black hole (|a_*| < 1). The ten spins that have so far been measured by this continuum-fitting method range widely from a_* \approx 0 to a_* > 0.95. The robustness of the method is demonstrated by the dozens or hundreds of independent and consistent measurements of spin that have been obtained for several black holes, and through careful consideration of many sources of systematic error. Among the results discussed is a dichotomy between the transient and persistent black holes; the latter have higher spins and larger masses. Also discussed is recently discovered evidence in the transient sources for a correlation between the power of ballistic jets and black hole spin.Comment: 30 pages. Accepted for publication in Space Science Reviews. Also to appear in hard cover in the Space Sciences Series of ISSI "The Physics of Accretion onto Black Holes" (Springer Publisher). Changes to Sections 5.2, 6.1 and 7.4. Section 7.4 responds to Russell et al. 2013 (MNRAS, 431, 405) who find no evidence for a correlation between the power of ballistic jets and black hole spi

Influence of human leukocyte antigen (HLA) alleles and killer cell immunoglobulin-like receptors (KIR) types on heparin-induced thrombocytopenia (HIT)

Objectives Heparin-induced thrombocytopenia (HIT) is an unpredictable, life-threatening, immune-mediated reaction to heparin. Variation in human leukocyte antigen (HLA) genes is now used to prevent immune-mediated adverse drug reactions. Combinations of HLA alleles and killer cell immunoglobulin-like receptors (KIR) are associated with multiple autoimmune diseases and infections. The objective of this study is to evaluate the association of HLA alleles and KIR types, alone or in the presence of different HLA ligands, with HIT.\ud Methods HIT cases and heparin-exposed controls were identified in BioVU, an electronic health record coupled to a DNA biobank. HLA sequencing and KIR type imputation using Illumina® OMNI-Quad data were performed. Odds ratios for HLA alleles and KIR types and HLA*KIR interactions using conditional logistic regressions were determined in the overall population and by race/ethnicity. Analysis was restricted to KIR types and HLA alleles with a frequency greater than 0.01. P values for HLA and KIR association were corrected using a false discovery rate (FDR) q<0.05 and HLA*KIR interactions were considered significant at p<0.05. Results Sixty-five HIT cases and 350 matched controls were identified. No statistical differences in baseline characteristics were observed between cases and controls. The HLA-DRB3*01:01 allele was significantly associated with HIT in the overall population (odds ratio 2.81[1.57-5.02], p=2.1x10-4, q=0.02) and in individuals with European ancestry, independent of other alleles. No KIR types were associated with HIT, although a significant interaction was observed between KIR2DS5 and the HLA-C1 KIR binding group (p=0.03). Conclusions The HLA-DRB3*01:01 allele was identified as a potential risk factor for HIT. This class II HLA gene and allele represent biologically plausible candidates for influencing HIT pathogenesis. We found limited evidence of the role of KIR types in HIT pathogenesis. Replication and further study of the HLA-DRB3*01:01 association is necessary

Constraining the mass of dark photons and axion-like particles through black-hole superradiance

Ultralight bosons and axion-like particles appear naturally in different scenarios and could solve some long-standing puzzles. Their detection is challenging, and all direct methods hinge on unknown couplings to the Standard Model of particle physics. However, the universal coupling to gravity provides model-independent signatures for these fields. We explore here the superradiant instability of spinning black holes triggered in the presence of such fields. The instability taps angular momentum from and limits the maximum spin of astrophysical black holes. We compute, for the first time, the spectrum of the most unstable modes of a massive vector (Proca) field for generic black-hole spin and Proca mass. The observed stability of the inner disk of stellar-mass black holes can be used to derive \emph{direct} constraints on the mass of dark photons in the mass range $10^{-13}\,{\rm eV}\lesssim m_V \lesssim 3\times 10^{-12}\,{\rm eV}$. By including also higher azimuthal modes, similar constraints apply to axion-like particles in the mass range $6\times10^{-13}\,{\rm eV}\lesssim m_{\rm ALP} \lesssim 10^{-11}\, {\rm eV}$. Likewise, mass and spin distributions of supermassive BHs --~as measured through continuum fitting, K$\alpha$ iron line, or with the future space-based gravitational-wave detector LISA~-- imply indirect bounds in the mass range approximately $10^{-19}\,{\rm eV}\lesssim m_V, m_{\rm ALP} \lesssim 10^{-13}\, {\rm eV}$, for both axion-like particles and dark photons. Overall, superradiance allows to explore a region of approximately $8$ orders of magnitude in the mass of ultralight bosons

Magnetization steps in a diluted Heisenberg antiferromagnetic chain: Theory and experiments on TMMC:Cd

A theory for the equilibrium low-temperature magnetization M of a diluted Heisenberg antiferromagnetic chain is presented. The magnetization curve, M versus B, is calculated using the exact contributions of finite chains with 1 to 5 spins, and the "rise and ramp approximation" for longer chains. Some non-equilibrium effects that occur in a rapidly changing B, are also considered. Specific non-equilibrium models based on earlier treatments of the phonon bottleneck, and of spin flips associated with cross relaxation and with level crossings, are discussed. Magnetization data on powders of TMMC diluted with cadmium [i.e., (CH_3)_4NMn_xCd_(1-x)Cl_3, with 0.16<=x<=0.50 were measured at 0.55 K in 18 T superconducting magnets. The field B_1 at the first MST from pairs is used to determine the NN exchange constant, J, which changes from -5.9 K to -6.5 K as x increases from 0.16 to 0.50. The magnetization curves obtained in the superconducting magnets are compared with simulations based on the equilibrium theory. Data for the differential susceptibility, dM/dB, were taken in pulsed magnetic fields (7.4 ms duration) up to 50 T, with the powder samples in a 1.5 K liquid-helium bath. Non-equilibrium effects, which became more severe as x decreased, were observed. The non-equilibrium effects are tentatively interpreted using the "Inadequate Heat Flow Scenario," or to cross-relaxation, and crossings of energy levels, including those of excited states.Comment: 16 pages, 14 figure

Reconfiguring tissue banking consent through enrichment of a restricted debate

Tissue banks are thought to be an essential resource for medical research in the post-genomic age. Collections of tissue, usually removed in the course of diagnostic or therapeutic procedures, enable laboratory-based epidemiological studies to be carried out, linking abnormalities in the tissue to disease aetiology, prognosis and treatment responsiveness. There are, however, a number of technical, regulatory and ethical concerns that challenge those wishing to engage in tissue banking research. It is becoming increasingly apparent that tissue banking research is not without risk of harms, even though there is no direct physical risk to donors. This is because, in order to be most useful, banked specimens need to be linked to personal information about tissue donors and this poses the risk of inadvertent disclosure of personal─ particularly genetic─ information to those who might exploit such information (eg. insurance companies and employers). Furthermore, the long-term storage of specimens, and the impossibility of predicting all potential types of research programs for which they might be useful, raises the possibility that future projects will be carried out that are unacceptable to some (past) tissue donors. The ethical principles of autonomy and respect for persons demand that research subjects be informed of such risks and of the nature of the research, and that they participate willingly. On the other hand, there is a desire for science to progress unhindered by stringent consent requirements. For these reasons, a debate has emerged in the academic (bioethical and biomedical) literature and in the legal (law reform) sphere over what would constitute adequate consent. Despite an extensive discourse, it is still unclear whether it is permissible to carry out research on archival tissue that was originally taken for diagnostic purposes and whether project-specific (as opposed to open-ended) consent is required for research on tissue collected today. This lack of clarity is of concern to researchers, ethics committees and research subjects, all of whom recognise the importance of tissue banking research, yet fear that current consent procedures may be ethically or legally inadequate. Thus it is important that the consent dilemma be resolved as quickly and definitively as possible. Ongoing controversy and regulatory ambiguity are appropriate when morally contentious issues are at stake, and their existence does not, on its own, signal any flaws in the discourse process. There are, however, two reasons to suspect that the current 'consent to tissue banking' debate, as portrayed in the academic literature and law reform documentation, is problematic. Firstly, the debate appears to be mired in an intractable conflict between those who want to maximise personal autonomy through stringent consent requirements, and those who want the scientific endeavour to progress in a manner that is unconstrained by what are viewed as arduous consent procedures. Secondly, the possible practical options (consent models) being generated by the debate are all limited because they are underpinned by a restricted notion of consent as an individualistic, legalistic and static activity, without consideration of any alternative conceptualisations of consent. Through a thematic analysis of the current 'consent to tissue banking' debate in the academic and law reform literature (Section 3), this thesis shows that debate is essentially occurring between those who see individual autonomy (and stringent consent) as being of primary importance, and those who see unimpeded, market-driven scientific progress as the more important social good, which should not be impeded by unnecessarily stringent consent. Thematic analysis also confirms the existence of the two problems described above, and a failure of those engaged in the debate to reflect on, and challenge, the value-level assumptions underpinning their arguments and those of their opponents. It is argued that this lack of reflection accounts for the two problems: • Firstly, it precludes recognition of the cause of─ and, therefore, ways of resolving─ the intractable conflict at the centre of the debate. Value-level reflection shows that this is a result of the logical and moral conflict within western liberalism, between two modernist goods: individual freedom and scientific progress. • Secondly, it precludes the generation of varied conceptions of consent. Value-level reflection shows that the current range of consent models is restricted to procedures which are individualistic, abstract, static and legalistic, since they are underpinned by western liberal notions of autonomy and scientific progress. This recognition paves the way to consideration of alternative notions of autonomy, scientific progress and, therefore, consent, such as those derived from communitarian and feminist systems of values. A conceptually enriched model of tissue banking consent is then developed (Section 4). This model incorporates dominant (liberal) conceptions of autonomy and scientific progress as well as alternative notions of autonomy and scientific progress espoused by communitarian and feminist systems of values. It is argued that this conceptually-enriched model provides a practical solution to the two problems associated with the standard 'consent to tissue banking' debate. In relation to the philosophically intractable conflict─ or what is termed the 'modernist dilemma'─ between those privileging autonomy and those privileging scientific progress, it shows how the two apparently conflicting 'modernist' goods can both be accommodated at a practical level, thus making the 'consent to tissue banking' debate more tractable and fruitful. In relation to the restricted range of consent models being generated by the current debate, it provides new insights into the ways in which consent might be obtained such that a broader range of community values can be accommodated. More specifically, it stimulates the construction of a model that 1) involves communities, as opposed to merely individuals, in all stages of the scientific process; 2) is flexible and able to adapt consent procedures to specific contexts, rather than predefining procedures in abstract terms; and 3) is transactional and relational rather than static and legalistic. This outcome has interesting philosophical as well as practical implications. It shows that despite apparently unresolved, and possibly irresolvable, normative-level conflicts between the two modernist elements of western liberalism (autonomy and scientific progress), and between liberal, feminist and communitarian systems of values, a multi-perspectival, inclusive, model-building approach provides a practical solution that circumvents these normative-level conflicts

Neutrino Emission from Goldstone Modes in Dense Quark Matter

We calculate neutrino emissivities from the decay and scattering of Goldstone bosons in the color-flavor-locked (CFL) phase of quarks at high baryon density. Interactions in the CFL phase are described by an effective low-energy theory. For temperatures in the tens of keV range, relevant to the long-term cooling of neutron stars, the emissivities involving Goldstone bosons dominate over those involving quarks, because gaps in the CFL phase are $\sim 100$ MeV while the masses of Goldstone modes are on the order of 10 MeV. For the same reason, the specific heat of the CFL phase is also dominated by the Goldstone modes. Notwithstanding this, both the emissivity and the specific heat from the massive modes remain rather small, because of their extremely small number densities. The values of the emissivity and the specific heat imply that the timescale for the cooling of the CFL core in isolation is $\sim 10^{26}$ y, which makes the CFL phase invisible as the exterior layers of normal matter surrounding the core will continue to cool through significantly more rapid processes. If the CFL phase appears during the evolution of a proto-neutron star, neutrino interactions with Goldstone bosons are expected to be significantly more important since temperatures are high enough ($\sim 20-40$ MeV) to admit large number densities of Goldstone modes.Comment: 29 pages, no figures. slightly modified text, one new eqn. and new refs. adde