1,497 research outputs found
Computing Greeks using multilevel path simulation
We investigate the extension of the multilevel Monte Carlo method [2, 3] to the calculation of Greeks. The pathwise sensitivity analysis [5] differentiates the path evolution and effectively reduces the smoothness of the payoff. This leads to new challenges: the use of naive algorithms is often impossible because of the inapplicability of pathwise sensitivities to discontinuous payoffs.\ud
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These challenges can be addressed in three different ways: payoff smoothing using conditional expectations of the payoff before maturity [5]; an approximation of the above technique using path splitting for the final timestep [1]; the use of a hybrid combination of pathwise sensitivity and the Likelihood Ratio Method [4]. We discuss the strengths and weaknesses of these alternatives in different multilevel Monte Carlo settings
Chalcogenide-glass polarization-maintaining photonic crystal fiber for mid-infrared supercontinuum generation
In this paper, we report the design and fabrication of a highly birefringent
polarization-maintaining photonic crystal fiber (PM-PCF) made from chalcogenide
glass, and its application to linearly-polarized supercontinuum (SC) generation
in the mid-infrared region. The PM fiber was drawn using the casting method
from As38Se62 glass which features a transmission window from 2 to 10
and a high nonlinear index of 1.13.10mW. It has a
zero-dispersion wavelength around 4.5 and, at this wavelength, a large
birefringence of 6.10 and consequently strong polarization maintaining
properties are expected. Using this fiber, we experimentally demonstrate
supercontinuum generation spanning from 3.1-6.02 and 3.33-5.78
using femtosecond pumping at 4 and 4.53 , respectively. We
further investigate the supercontinuum bandwidth versus the input pump
polarization angle and we show very good agreement with numerical simulations
of the two-polarization model based on two coupled generalized nonlinear
Schr\"odinger equations.Comment: 13 pages, 8 figure
Discovery of Seven Companions To Intermediate-Mass Stars With Extreme Mass Ratios in the Scorpius-Centaurus Association
We report the detection of seven low-mass companions to intermediate-mass stars (SpT B/A/F; M similar to 1.5-4.5M(circle dot)) in the Scorpius-Centaurus (Sco-Cen) Association using nonredundant aperture masking interferometry. Our newly detected objects have contrasts Delta L' approximate to 4-6, corresponding to masses as low as similar to 20 M-Jup and mass ratios of q approximate to 0.01-0.08, depending on the assumed age of the target stars. With projected separations rho approximate to 10-30 AU, our aperture masking detections sample an orbital region previously unprobed by conventional adaptive optics imaging of intermediate-mass Sco-Cen stars covering much larger orbital radii (similar to 30-3000 AU). At such orbital separations, these objects resemble higher-mass versions of the directly imaged planetary mass companions to the 10-30 Myr, intermediate-mass stars HR 8799, beta Pictoris, and HD 95086. These newly discovered companions span the brown dwarf desert, and their masses and orbital radii provide a new constraint on models of the Formation of low-mass stellar and substellar companions to intermediate-mass stars.NASA through the Sagan Fellowship ProgramNSF Astronomy and Astrophysics Postdoctoral Fellowship AST-1203023Clay FellowshipNASA through Hubble Fellowship 51257.01AURA, Inc., for NASA NAS 5-26555W. M. Keck FoundationAstronom
Search for cool giant exoplanets around young and nearby stars - VLT/NaCo near-infrared phase-coronagraphic and differential imaging
[Abridged] Context. Spectral differential imaging (SDI) is part of the
observing strategy of current and future high-contrast imaging instruments. It
aims to reduce the stellar speckles that prevent the detection of cool planets
by using in/out methane-band images. It attenuates the signature of off-axis
companions to the star, such as angular differential imaging (ADI). However,
this attenuation depends on the spectral properties of the low-mass companions
we are searching for. The implications of this particularity on estimating the
detection limits have been poorly explored so far. Aims. We perform an imaging
survey to search for cool (Teff<1000-1300 K) giant planets at separations as
close as 5-10 AU. We also aim to assess the sensitivity limits in SDI data
taking the photometric bias into account. This will lead to a better view of
the SDI performance. Methods. We observed a selected sample of 16 stars (age <
200 Myr, d < 25 pc) with the phase-mask coronagraph, SDI, and ADI modes of
VLT/NaCo. Results. We do not detect any companions. As for the sensitivity
limits, we argue that the SDI residual noise cannot be converted into mass
limits because it represents a differential flux, unlike the case of
single-band images. This results in degeneracies for the mass limits, which may
be removed with the use of single-band constraints. We instead employ a method
of directly determining the mass limits. The survey is sensitive to cool giant
planets beyond 10 AU for 65% and 30 AU for 100% of the sample. Conclusions. For
close-in separations, the optimal regime for SDI corresponds to SDI flux ratios
>2. According to the BT-Settl model, this translates into Teff<800 K. The
methods described here can be applied to the data interpretation of SPHERE. We
expect better performance with the dual-band imager IRDIS, thanks to more
suitable filter characteristics and better image quality.Comment: 19 pages, 16 figures, accepted for publication in A&A, version
including language editin
Noise characterization for LISA
We consider the general problem of estimating the inflight LISA noise power
spectra and cross-spectra, which are needed for detecting and estimating the
gravitational wave signals present in the LISA data. For the LISA baseline
design and in the long wavelength limit, we bound the error on all spectrum
estimators that rely on the use of the fully symmetric Sagnac combination
(). This procedure avoids biases in the estimation that would otherwise
be introduced by the presence of a strong galactic background in the LISA data.
We specialize our discussion to the detection and study of the galactic white
dwarf-white dwarf binary stochastic signal.Comment: 9 figure
Confinement interaction in nonlinear generalizations of the Wick-Cutkosky model
We consider nonlinear-mediating-field generalizations of the Wick-Cutkosky
model. Using an iterative approach and eliminating the mediating field by means
of the covariant Green function we arrive at a Lagrangian density containing
many-point time-nonlocal interaction terms. In low-order approximations of
theory we obtain the usual two-current interaction as well as
a three-current interaction of a confining type. The same result is obtained
without approximation for a version of the dipole model. The transition to the
Hamiltonian formalism and subsequent canonical quantization is performed with
time non-locality taken into account approximately.
A relativistic three-particle wave equation is derived variationally by using
a three-particle Fock space trial state. The non-relativistic limit of this
equation is obtained and its properties are analyzed and discussed.Comment: 15 pages, 1 figure, LaTe
Internet as an Instrument to Transmit Theoretical Knowledge
The problem of transmitting theoretical knowledge and the role of the Internet in it require the solution due to the existing modernization of theoretical knowledge transmission process. The objective of this research is to define the role of the Internet in transmitting theoretical knowledge as it is the extremely important resource of the modern society. According to the carried out analysis of the problem and its solution the information technology is not only the mean that accumulates the volumes of knowledge, but also the tool of its social use, forms of social activity by way of social and information technology. As a result, using method of the methodological analysis in combination with competency-based approach we revealed that the Internet as a diachronic way of transmitting knowledge and experience is characterized by a polyagentity and interdisciplinarity
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