Cumulant Expansion and Monthly Sum Derivative

Cumulant expansion is used to derive accurate closed-form approximation for Monthly Sum Options in case of constant volatility model. Payoff of Monthly Sum Option is based on sum of $N$ caped (and probably floored) returns. It is noticed, that $1/\sqrt{N}$ can be used as a small parameter in Edgeworth expansion. First two leading terms of this expansion are calculated here. It is shown that the suggest closed-form approximation is in a good agreement with numerical results for typical mode parameters.Comment: 8 pages, 2 figure

Delta-Isobar Magnetic Form Factor in QCD

We consider the QCD sum rules approach for Delta-isobar magnetic form factor in the infra-red region $0<Q^2<1GeV^2$. The QCD sum rules in external variable field are used. The obtained formfactor is in agreement with quark model predictions for the Delta-isobar magnetic moment.Comment: 13 pages, CEBAF-TH-93-02, Latex, 1 Figur

Soft Modes Contribution into Path Integral

A method for nonperturbative path integral calculation is proposed. Quantum mechanics as a simplest example of a quantum field theory is considered. All modes are decomposed into hard (with frequencies $\omega^2 >\omega^2_0$) and soft (with frequencies $\omega^2 <\omega^2_0$) ones, $\omega_0$ is a some parameter. Hard modes contribution is considered by weak coupling expansion. A low energy effective Lagrangian for soft modes is used. In the case of soft modes we apply a strong coupling expansion. To realize this expansion a special basis in functional space of trajectories is considered. A good convergency of proposed procedure in the case of potential $V(x)=\lambda x^4$ is demonstrated. Ground state energy of the unharmonic oscillator is calculated.Comment: 16 pages, 1 Figure, CEBAF-93-03.(Standard LATEX file

Rigid supersymmetry with boundaries

We construct rigidly supersymmetric bulk-plus-boundary actions, both in $x$-space and in superspace. For each standard supersymmetric bulk action a minimal supersymmetric bulk-plus-boundary action follows from an extended $F$- or $D$-term formula. Additional separately supersymmetric boundary actions can be systematically constructed using co-dimension one multiplets (boundary superfields). We also discuss the orbit of boundary conditions which follow from the Euler-Lagrange variational principle.Comment: 28 pages, JHEP clas

Magnetic Moments of Heavy ΞQ\Xi_{Q} Baryons in Light Cone QCD Sum Rules

The magnetic moments of heavy $\Xi_{Q}$ baryons containing a single charm or bottom quark are calculated in the framework of light cone QCD sum rules method. A comparison of our results with the predictions of the quark models is presented.Comment: 26 Pages, 8 Figures and 1 Tabl

Wetting, roughness and hydrodynamic slip

The hydrodynamic slippage at a solid-liquid interface is currently at the center of our understanding of fluid mechanics. For hundreds of years this science has relied upon no-slip boundary conditions at the solid-liquid interface that has been applied successfully to model many macroscopic experiments, and the state of this interface has played a minor role in determining the flow. However, the problem is not that simple and has been revisited recently. Due to the change in the properties of the interface, such as wettability and roughness, this classical boundary condition could be violated, leading to a hydrodynamic slip. In this chapter, we review recent advances in the understanding and expectations for the hydrodynamic boundary conditions in different situations, by focussing mostly on key papers from past decade. We highlight mostly the impact of hydrophobicity, roughness, and especially their combination on the flow properties. In particular, we show that hydrophobic slippage can be dramatically affected by the presence of roughness, by inducing novel hydrodynamic phenomena, such as giant interfacial slip, superfluidity, mixing, and low hydrodynamic drag. Promising directions for further research are also discussed.Comment: 36 pages, 19 figures. This chapter would be a part of "Nanoscale liquid interfaces" boo