Randomized Extended Kaczmarz for Solving Least-Squares

We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to obtain an estimate of given accuracy is proportional to the square condition number of the system multiplied by the number of non-zeros entries of the input matrix. The proposed algorithm is an extension of the randomized Kaczmarz method that was analyzed by Strohmer and Vershynin.Comment: 19 Pages, 5 figures; code is available at https://github.com/zouzias/RE

Working group written presentation: Trapped radiation effects

The results of the Trapped Radiation Effects Panel for the Space Environmental Effects on Materials Workshop are presented. The needs of the space community for new data regarding effects of the space environment on materials, including electronics are listed. A series of questions asked of each of the panels at the workshop are addressed. Areas of research which should be pursued to satisfy the requirements for better knowledge of the environment and better understanding of the effects of the energetic charged particle environment on new materials and advanced electronics technology are suggested

Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strike price, K, and the distribution function of the returns. We derive this distribution function using for C(K) a Black-Scholes (BS) expression with volatility in the form of a volatility smile. We show that this approach based on a volatility smile leads to relative minima for the distribution function ("bad" probabilities) never observed in real data and, in the worst cases, negative probabilities. We show that these undesirable effects can be eliminated by requiring "adiabatic" conditions on the volatility smile

Development and geometry of isotropic and directional shrinkage crack patterns

We have studied shrinkage crack patterns which form when a thin layer of an alumina/water slurry dries. Both isotropic and directional drying were studied. The dynamics of the pattern formation process and the geometric properties of the isotropic crack patterns are similar to what is expected from recent models, assuming weak disorder. There is some evidence for a gradual increase in disorder as the drying layer become thinner, but no sudden transition, in contrast to what has been seen in previous experiments. The morphology of the crack patterns is influenced by drying gradients and front propagation effects, with sharp gradients having a strong orienting and ordering effect.Comment: 8 pages, 11 figures, 8 in jpg format, 3 in postscript. See also http://mobydick.physics.utoronto.ca/mud.htm

Semi-static hedging for certain Margrabe type options with barriers

It turns out that in the bivariate Black-Scholes economy Margrabe type options exhibit symmetry properties leading to semi-static hedges of rather general barrier options. Some of the results are extended to variants obtained by means of Brownian subordination. In order to increase the liquidity of the hedging instruments for certain currency options, the duality principle can be applied to set up hedges in a foreign market by using only European vanilla options sometimes along with a risk-less bond. Since the semi-static hedges in the Black-Scholes economy are exact, closed form valuation formulas for certain barrier options can be easily derived.Comment: 18 page

Neutron Beta Decay Studies with Nab

Precision measurements in neutron beta decay serve to determine the coupling constants of beta decay and allow for several stringent tests of the standard model. This paper discusses the design and the expected performance of the Nab spectrometer.Comment: Submitted to Proceedings of the Conference CIPANP12, St.Petersburg, Florida, May 201

Determination of the absolute accuracy of UK chamber facilities used in measuring methane emissions from livestock

Respiration chambers are one of the primary sources of data on methane emissions from livestock. This paper describes the results from a coordinated set of chamber validation experiments which establishes the absolute accuracy of the methane emission rates measured by the chambers, and for the first time provides metrological traceability to international standards, assesses the impact of both analyser and chamber response times on measurement uncertainty and establishes direct comparability between measurements made across different facilities with a wide range of chamber designs. As a result of the validation exercise the estimated combined uncertainty associated with the overall capability across all facilities reduced from 25.7% (k = 2, 95% confidence) before the validation to 2.1% (k = 2, 95% confidence) when the validation results are applied to the facilities’ data

Green Plants in the Red: A Baseline Global Assessment for the IUCN Sampled Red List Index for Plants

Plants provide fundamental support systems for life on Earth and are the basis for all terrestrial ecosystems; a decline in plant diversity will be detrimental to all other groups of organisms including humans. Decline in plant diversity has been hard to quantify, due to the huge numbers of known and yet to be discovered species and the lack of an adequate baseline assessment of extinction risk against which to track changes. The biodiversity of many remote parts of the world remains poorly known, and the rate of new assessments of extinction risk for individual plant species approximates the rate at which new plant species are described. Thus the question ‘How threatened are plants?’ is still very difficult to answer accurately. While completing assessments for each species of plant remains a distant prospect, by assessing a randomly selected sample of species the Sampled Red List Index for Plants gives, for the first time, an accurate view of how threatened plants are across the world. It represents the first key phase of ongoing efforts to monitor the status of the world’s plants. More than 20% of plant species assessed are threatened with extinction, and the habitat with the most threatened species is overwhelmingly tropical rain forest, where the greatest threat to plants is anthropogenic habitat conversion, for arable and livestock agriculture, and harvesting of natural resources. Gymnosperms (e.g. conifers and cycads) are the most threatened group, while a third of plant species included in this study have yet to receive an assessment or are so poorly known that we cannot yet ascertain whether they are threatened or not. This study provides a baseline assessment from which trends in the status of plant biodiversity can be measured and periodically reassessed

Disclosure of Maternal HIV Status to Children: To Tell or Not To Tell . . . That Is the Question

HIV-infected mothers face the challenging decision of whether to disclose their serostatus to their children. From the perspective of both mother and child, we explored the process of disclosure, providing descriptive information and examining the relationships among disclosure, demographic variables, and child adjustment. Participants were 23 mothers and one of their noninfected children (9 to 16 years of age). Sixty-one percent of mothers disclosed. Consistent with previous research, disclosure was not related to child functioning. However, children sworn to secrecy demonstrated lower social competence and more externalizing problems. Differential disclosure, which occurred in one-third of the families, was associated with higher levels of depressive and anxiety symptoms. Finally, knowing more than mothers had themselves disclosed was related to child maladjustment across multiple domains. Clinical implications and the need for future research are considered