Polarisation dependence of magnetic Bragg scattering in YMn2_2O5_5

The polarisation dependence of the intensity of elastic magnetic scattering from \ymno\ single crystals has been measured at 25 K in magnetic fields between 1 and 9 T. A significant polarisation dependence was observed in the intensities of magnetic satellite reflections, propagation vector \pv=0.5,0,0.25 measured with both the [100] and [010] axes parallel to the common polarisation and applied field direction. The intensity asymmetries $A$ observed in sets of orthorhombicly equivalent reflections show systematic relationships which allow the phase relationship between different components of their magnetic interaction vectors to be determined. They fix the orientation relationships between the small $y$ and $z$ moments on the \mnfp\ and \mntp\ sub-lattices and lend support to the structure reported by Kim et al. It was found that that $A(hkl)\ne A(\bar h\bar k\bar l)$ which suggests that there is a small modulation of the nuclear structure which has the same wave-vector as the magnetic modulation leading to a small nuclear structure factor for the satellite reflections. The differences $A(hkl)- A(\bar h\bar k\bar l)$ observed indicate shifts in the atomic positions of order 0.005 \AA

European Option Pricing with Liquidity Shocks

We study the valuation and hedging problem of European options in a market subject to liquidity shocks. Working within a Markovian regime-switching setting, we model illiquidity as the inability to trade. To isolate the impact of such liquidity constraints, we focus on the case where the market is completely static in the illiquid regime. We then consider derivative pricing using either equivalent martingale measures or exponential indifference mechanisms. Our main results concern the analysis of the semi-linear coupled HJB equation satisfied by the indifference price, as well as its asymptotics when the probability of a liquidity shock is small. We then present several numerical studies of the liquidity risk premia obtained in our models leading to practical guidelines on how to adjust for liquidity risk in option valuation and hedging.Comment: 25 pages, 6 figure

Discovery of a Small Central Disk of CO and HI in the Merger Remnant NGC 34

We present CO(1-0) and HI(21-cm) observations of the central region of the wet merger remnant NGC 34. The Combined Array for Research in Millimeter-wave Astronomy (CARMA) observations detect a regularly rotating disk in CO with a diameter of 2.1 kpc and a total molecular hydrogen mass of ($2.1 \pm 0.2) \times10^9~M_\odot$. The rotation curve of this gas disk rises steeply, reaching maximum velocities at 1" (410 pc) from the center. Interestingly, HI observations done with the Karl G. Jansky Very Large Array show that the absorption against the central continuum has the exact same velocity range as the CO in emission. This strongly suggests that the absorbing HI also lies within 1" from the center, is mixed in and corotates with the molecular gas. A comparison of HI absorption profiles taken at different resolutions (5"-45") shows that the spectra at lower resolutions are less deep at the systemic velocity. This provides evidence for HI emission in the larger beams, covering the region from 1 kpc to 9 kpc from the center. The central rapidly rotating disk was likely formed either during the merger or from fall-back material. Lastly, the radio continuum flux of the central source at mm wavelengths ($5.4\pm1.8$ mJy) is significantly higher than expected from an extrapolation of the synchrotron spectrum, indicating the contribution of thermal free-free emission from the central starburst.Comment: Accepted for publication in A

Mode-coupling theory for structural and conformational dynamics of polymer melts

A mode-coupling theory for dense polymeric systems is developed which unifyingly incorporates the segmental cage effect relevant for structural slowing down and polymer chain conformational degrees of freedom. An ideal glass transition of polymer melts is predicted which becomes molecular-weight independent for large molecules. The theory provides a microscopic justification for the use of the Rouse theory in polymer melts, and the results for Rouse-mode correlators and mean-squared displacements are in good agreement with computer simulation results.Comment: 4 pages, 3 figures, Phys. Rev. Lett. in pres

Kinetics of crimp and slope grip in rock climbing

The aim was to investigate differences of the kinetics of the crimp and the slope grip used in rock climbing. Nine cadaver fingers were prepared and fixated with the proximal phalanx in a frame. The superficial (FDS) and deep (FDP) flexor tendons were loaded selectively and together with 40 N in the crimp grip (PIP joint flexed 90°/DIP joint hyperextended) and the slope grip position (<25° flexed/50° flexed respectively). Five different grip sizes were tested and the flexion force which was generated to the grip was measured. In the crimp grip the FDP generated more flexion force in small sized holds whereas the FDS generated more force in the larger holds. During the slope grip the FDP was more effective than the FDS. While both tendons were loaded, the flexion force was always greater during crimp grip compared with the slope grip. The FDP seems to be most important for very small holds using the crimp grip but also during slope grip holds whereas the FDS is more important for larger flat holds

Keck Spectroscopy of Two Young Globular Clusters in the Merger Remnant NGC 3921

Low-resolution UV-to-visual spectra of two candidate globular clusters in the merger remnant NGC 3921 are presented. These two clusters of apparent magnitude V = 22.2 (Mv = -12.5) lie at projected distances of ~5 kpc from the center and move with halo-type radial velocities relative to the local galaxy background. Their spectra show strong Balmer absorption lines indicative of main-sequence turnoffs dominated by A-type stars. Comparisons with model-cluster spectra computed by Bruzual & Charlot and others yield cluster ages in the range of 200-530 Myr, and metallicities about solar to within a factor of three. Given their small half-light radii (Reff < 5 pc) and ages corresponding to ~100 core- crossing times, these clusters are gravitationally bound and, hence, indeed young globulars. Assuming that they had Chabrier-type initial mass functions, their estimated current masses are 2.3(+-0.1)x10^6 Msun and 1.5(+-0.1)x10^6 Msun, respectively, or roughly half the mass of omegaCen. Since NGC 3921 itself shows many signs of being a 0.7(+-0.3) Gyr old protoelliptical, these two young globulars of roughly solar metallicity and their many counterparts observed with the Hubble Space Telescope provide supporting evidence that, in the process of forming elliptical-like remnants, major mergers of gas-rich disks can also increase the number of metal-rich globular clusters. (Abridged)Comment: 22 pages, 6 figures, accepted for publication in AJ, July 200

Structure and thermodynamics of colloid-polymer mixtures: a macromolecular approach

The change of the structure of concentrated colloidal suspensions upon addition of non-adsorbing polymer is studied within a two-component, Ornstein-Zernicke based liquid state approach. The polymers' conformational degrees of freedom are considered and excluded volume is enforced at the segment level. The polymer correlation hole, depletion layer, and excess chemical potentials are described in agreement with polymer physics theory in contrast to models treating the macromolecules as effective spheres. Known depletion attraction effects are recovered for low particle density, while at higher densities novel many-body effects emerge which become dominant for large polymers.Comment: 7 pages, 4 figures; to be published in Europhys. Let