Polynomial diffusions on compact quadric sets

Polynomial processes are defined by the property that conditional expectations of polynomial functions of the process are again polynomials of the same or lower degree. Many fundamental stochastic processes, including affine processes, are polynomial, and their tractable structure makes them important in applications. In this paper we study polynomial diffusions whose state space is a compact quadric set. Necessary and sufficient conditions for existence, uniqueness, and boundary attainment are given. The existence of a convenient parameterization of the generator is shown to be closely related to the classical problem of expressing nonnegative polynomials---specifically, biquadratic forms vanishing on the diagonal---as a sum of squares. We prove that in dimension $d\le 4$ every such biquadratic form is a sum of squares, while for $d\ge6$ there are counterexamples. The case $d=5$ remains open. An equivalent probabilistic description of the sum of squares property is provided, and we show how it can be used to obtain results on pathwise uniqueness and existence of smooth densities.Comment: Forthcoming in Stochastic Processes and their Application

Unimodular Trees versus Einstein Trees

The maximally helicity violating (MHV) tree level scattering amplitudes involving three, four or five gravitons are worked out in Unimodular Gravity. They are found to coincide with the corresponding amplitudes in General Relativity. This a remarkable result, insofar as both the propagators and the vertices are quite different in both theories.Comment: 20 pages, 5 figure

A posteriori modeling error estimates in the optimization of two-scale elastic composite materials

The a posteriori analysis of the discretization error and the modeling error is studied for a compliance cost functional in the context of the optimization of composite elastic materials and a two-scale linearized elasticity model. A mechanically simple, parametrized microscopic supporting structure is chosen and the parameters describing the structure are determined minimizing the compliance objective. An a posteriori error estimate is derived which includes the modeling error caused by the replacement of a nested laminate microstructure by this considerably simpler microstructure. Indeed, nested laminates are known to realize the minimal compliance and provide a benchmark for the quality of the microstructures. To estimate the local difference in the compliance functional the dual weighted residual approach is used. Different numerical experiments show that the resulting adaptive scheme leads to simple parametrized microscopic supporting structures that can compete with the optimal nested laminate construction. The derived a posteriori error indicators allow to verify that the suggested simplified microstructures achieve the optimal value of the compliance up to a few percent. Furthermore, it is shown how discretization error and modeling error can be balanced by choosing an optimal level of grid refinement. Our two scale results with a single scale microstructure can provide guidance towards the design of a producible macroscopic fine scale pattern

Unimodular Gravity and General Relativity UV divergent contributions to the scattering of massive scalar particles

We work out the one-loop and order $\kappa^2 m_\phi^2$ UV divergent contributions, coming from Unimodular Gravity and General Relativity, to the S matrix element of the scattering process $\phi + \phi\rightarrow \phi + \phi$ in a $\lambda \phi^4$ theory with mass $m_\phi$. We show that both Unimodular Gravity and General Relativity give rise to the same UV divergent contributions in Dimension Regularization. This seems to be at odds with the known result that in a multiplicative MS dimensional regularization scheme the General Relativity corrections, in the de Donder gauge, to the beta function $\beta_{\lambda}$ of the $\lambda$ coupling do not vanish, whereas the Unimodular Gravity corrections, in a certain gauge, do vanish. Actually, we show that the UV divergent contributions to the 1PI Feynman diagrams which give rise to those non-vanishing corrections to $\beta_{\lambda}$ do not contribute to the UV divergent behaviour of the S matrix element of $\phi + \phi\rightarrow \phi + \phi$ and this shows that any physical consequence --such existence of asymptotic freedom due to gravitational interactions-- drawn from the value of $\beta_{\lambda}$ is not physically meaningful.Comment: 13 pages, 4 figure

Markov cubature rules for polynomial processes

We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as Markov cubature rules. The polynomial property allows us to study such rules using algebraic techniques. Markov cubature rules aid the tractability of path-dependent tasks such as American option pricing in models where the underlying factors are polynomial processes.Comment: 29 pages, 6 Figures, 2 Tables; forthcoming in Stochastic Processes and their Application

Affine Volterra processes

We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither semimartingales, nor Markov processes in general. We provide explicit exponential-affine representations of the Fourier-Laplace functional in terms of the solution of an associated system of deterministic integral equations of convolution type, extending well-known formulas for classical affine diffusions. For specific state spaces, we prove existence, uniqueness, and invariance properties of solutions of the corresponding stochastic convolution equations. Our arguments avoid infinite-dimensional stochastic analysis as well as stochastic integration with respect to non-semimartingales, relying instead on tools from the theory of finite-dimensional deterministic convolution equations. Our findings generalize and clarify recent results in the literature on rough volatility models in finance

CS, HC3N and CH3CCH multi-line analyses towards starburst galaxies. The evolution of cloud structures in the central regions of galaxies

We aim to study the properties of the dense molecular gas towards the inner few 100 pc of four nearby starburst galaxies dominated both by photo dissociation regions (M82) and large-scale shocks (NGC253, IC342 and Maffei2), and to relate the chemical and physical properties of the molecular clouds with the evolutionary stage of the nuclear starbursts. We have carried out multi-transitional observations and analyses of three dense gas molecular tracers, CS, HC3N and CH3CCH, using Boltzmann diagrams in order to determine the rotational temperatures and column densities of the dense gas, and using a Large Velocity Gradients model to calculate the H2 density structure in the molecular clouds. The CS and HC3N data indicate the presence of density gradients in the molecular clouds, showing similar excitation conditions, and suggesting that they arise from the same gas components. In M82, CH3CCH has the highest fractional abundance determined in a extragalactic source (10^-8). The density and the chemical gradients found in all galaxies can be explained in the framework of the starburst evolution. The young shock-dominatedstarburst galaxies, like presumably Maffei2, show a cloud structure with a rather uniform density and chemical composition which suggests low star formation activity. Molecular clouds in galaxies with starburst in an intermediate stage of evolution, such as NGC253 and IC342, show clouds with a large density contrast (two orders of magnitude) between the denser regions (cores) and the less dense regions (halos) of the molecular clouds and relatively constant chemical abundance. Finally, the galaxy with the most evolved starburst, M82, has clouds with a rather uniform density structure, large envelopes of atomic/molecular gas subjected to UV photodissociating radiation from young star clusters, and very different chemical abundances of HC3N and CH3CCH.Comment: 14 pages + 1 appendix of 2 pages; 7 figures. Accepted for publication in Astronomy and Astrophysic