Site-averaging in the integral equation theory of interaction site models of macromolecular fluids: An exact approach

A simple "trick" is proposed, which allows to perform exactly the site-averaging procedure required when developing integral equation theories of interaction site models of macromolecular fluids. It shows that no approximation is involved when the number of Ornstein-Zernike equations coupling the site-site correlation functions is reduced to one. Its potential practical interest for future theoretical developments is illustrated with a rederivation of the so-called molecular closures.Comment: 2 pages, revTeX

Explicit generating functional for pions and virtual photons

We construct the explicit one-loop functional of chiral perturbation theory for two light flavours, including virtual photons. We stick to contributions where 1 or 2 mesons and at most one photon are running in the loops. With the explicit functional at hand, the evaluation of the relevant Green functions boils down to performing traces over the flavour matrices. For illustration, we work out the pi+ pi- -> pi0 pi0 scattering amplitude at threshold at order p^4, e^2p^2.Comment: 20 pages, 2 figures; version accepted for publication, minor typographical changes, acknowledgments adde

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

Shifts in carbon and nitrogen stable isotope composition and epicuticular lipids in leaves reflect early water-stress in vineyards

Changes in leaf carbon and nitrogen isotope composition (δ <sup>13</sup> C and δ <sup>15</sup> N values) and the accumulation of epicuticular lipids have been associated with plant responses to water stress. We investigated their potential use as indicators of early plant water deficit in two grapevine (Vitis vinifera L.) cultivars, Chasselas and Pinot noir, that were field-grown under well-watered and water-deficient conditions. We tested the hypothesis that the bulk δ <sup>13</sup> C and δ <sup>15</sup> N values and the concentrations of epicuticular fatty acids may change in leaves of similar age with the soil water availability. For this purpose, leaves were sampled at the same position in the canopy at different times (phenological stages) during the 2014 growing season. Bulk dry matter of young leaves from flowering to veraison had higher δ <sup>13</sup> C values, higher total nitrogen content, and lower δ <sup>15</sup> N values than old leaves. In both cultivars, δ <sup>15</sup> N values were strongly correlated with plant water deficiency, demonstrating their integration of the plant water stress response. δ <sup>13</sup> C values recorded the water deficiency only in those plants that had not received foliar organic fertilization. The soil water deficiency triggered the accumulation of C <sub>>26</sub> fatty acids in the cuticular waxes. The compound-specific isotope analysis (CSIA) of fatty acids from old leaves showed an increase in δ <sup>13</sup> C among the C <sub>16</sub> -C <sub>22</sub> chains, including stress signaling linoleic and linolenic acids. Our results provide evidence for leaf <sup>13</sup> C-enrichment, <sup>15</sup> N-depletion, and enhanced FA-chain elongation and epicuticular accumulation in the grapevine response to water stress. The leaf δ <sup>13</sup> C and δ <sup>15</sup> N values, and the concentration of epicuticular fatty acids can be used as reliable and sensitive indicators of plant water deficit even when the level of water stress is low to moderate. They could also be used, particularly the more cost-efficient δ <sup>13</sup> C and δ <sup>15</sup> N measurements, for periodic biogeochemical mapping of the plant water availability at the vineyard and regional scale

Recurrent laryngeal nerve injury after thyroid and parathyroid surgery: Incidence and postoperative evolution assessment.

Recurrent laryngeal nerve (RLN) injury is a feared complication after thyroid and parathyroid surgery. It induces important postoperative morbidity. The present study aimed to assess the incidence of transient/permanent postoperative RLN injuries after thyroid and parathyroid surgery in the present cohort, to observe the timing of recovery, and to identify risk factors for permanent RLN injury after thyroidectomy.All consecutive patients operated on at our institution for thyroid and parathyroid pathologies from 2005 to 2013 were reviewed for vocal cord paresis. Vocal cord paresis was defined based on postoperative fiberoptic laryngoscopy. Demographics, intraoperative details, and postoperative outcomes were collected. Treatment types were assessed, and recovery times collected. Patients with vocal cord paresis on preoperative fiberoptic laryngoscopy were excluded from the analysis.The cohort included 451 thyroidectomies (756 nerves at risk) and 197 parathyroidectomies (276 nerves at risk). There were 63 postoperative vocal cord pareses after thyroidectomy and 13 after parathyroidectomy. Sixty-nine were transient (10.6%) and 7 permanent (1.1%). The main performed treatment was speech therapy in 51% (39/76) of the patients. Median recovery time after transient injuries was 8 weeks. In the group with vocal cord paresis, risk factors for permanent injuries after thyroidectomy were previous thyroidectomy and intraoperative RLN injury on univariate analysis. On multivariate analysis, only intraoperative RLN injury remained significant.Most of the patients with transient postoperative RLN injury recovered normal vocal cord mobility within 6 months. The most common performed treatment was in this cohort speech therapy. Permanent RLN injuries remained rare (1.1%)

Evidence for Three Subpopulations of Globular Clusters in the Early-Type Post-Starburst Shell Galaxy AM 0139-655

We present deep HST ACS images of the post-starburt shell galaxy AM 0139-655. We find evidence for the presence of three distinct globular cluster subpopulations associated with this galaxy: a centrally concentrated young population (~ 0.4 Gyr), an intermediate age population (~ 1 Gyr) and an old, metal-poor population similar to that seen around normal galaxies. The g-I color distribution of the clusters is bimodal with peaks at 0.85 and 1.35. The redder peak at g-I=1.35 is consistent with the predicted color for an old metal-poor population. The clusters associated with the peak at g-I=0.85 are centrally concentrated and interpreted as a younger and more metal-rich population. We suggest that these clusters have an age of ~ 0.4 Gyr and solar metallicity based on a comparison with population synthesis models. The luminosity function of these "blue" clusters is well represented by a power law. Interestingly, the brightest shell associated with the galaxy harbors some of the youngest clusters observed. This seems to indicate that the same merger event was responsible for the formation of both the shells and the young clusters. The red part of the color distribution contains several very bright clusters, which are not expected for an old, metal-poor population. Furthermore, the luminosity function of the "red" GCs cannot be fit well by either a single gaussian or a single power law. A composite (gaussian + power law) fit to the LF of the red clusters yields both a low rms and very plausible properties for an old population plus an intermediate-age population of GCs. Hence, we suggest that the red clusters in AM 0139-655 consist of two distinct GC subpopulations, one being an old, metal-poor population as seen in normal galaxies and one having formed during a recent dissipative galaxy merger.Comment: 35 pages, 12 figures, accepted for publication in A

Inter-molecular structure factors of macromolecules in solution: integral equation results

The inter-molecular structure of semidilute polymer solutions is studied theoretically. The low density limit of a generalized Ornstein-Zernicke integral equation approach to polymeric liquids is considered. Scaling laws for the dilute-to-semidilute crossover of random phase (RPA) like structure are derived for the inter-molecular structure factor on large distances when inter-molecular excluded volume is incorporated at the microscopic level. This leads to a non-linear equation for the excluded volume interaction parameter. For macromolecular size-mass scaling exponents, $\nu$, above a spatial-dimension dependent value, $\nu_c=2/d$, mean field like density scaling is recovered, but for $\nu<\nu_c$ the density scaling becomes non-trivial in agreement with field theoretic results and justifying phenomenological extensions of RPA. The structure of the polymer mesh in semidilute solutions is discussed in detail and comparisons with large scale Monte Carlo simulations are added. Finally a new possibility to determine the correction to scaling exponent $\omega_{12}$ is suggested.Comment: 11 pages, 5 figures; to be published in Phys. Rev. E (1999