Optimal time-domain combination of the two calibrated output quadratures of GEO 600

GEO 600 is an interferometric gravitational wave detector with a 600 m arm-length and which uses a dual-recycled optical configuration to give enhanced sensitivity over certain frequencies in the detection band. Due to the dual-recycling, GEO 600 has two main output signals, both of which potentially contain gravitational wave signals. These two outputs are calibrated to strain using a time-domain method. In order to simplify the analysis of the GEO 600 data set, it is desirable to combine these two calibrated outputs to form a single strain signal that has optimal signal-to-noise ratio across the detection band. This paper describes a time-domain method for doing this combination. The method presented is similar to one developed for optimally combining the outputs of two colocated gravitational wave detectors. In the scheme presented in this paper, some simplifications are made to allow its implementation using time-domain methods

Pricing of American call options using regression and numerical integration

Consider the American basket call option in the case where there are N underlying assets, the number of possible exercise times prior to maturity is finite, and the vector of N asset prices is modeled using a Levy process. A numerical method based on regression and numerical integration is proposed to estimate the price of the American option. In the proposed method, we first express the asset prices as nonlinear functions of N uncorrelated standard normal random variables. For a given set of time-t asset prices, we next determine the time-t continuation value by performing a numerical integration along the radial direction in the N-dimensional polar coordinate system for the N uncorrelated standard normal random variables, expressing the integrated value via a regression procedure as a function of the polar angles, and performing a numerical integration over the polar angles. The larger value of the continuation value and the time-t immediate exercise value will then be the option value. The time-t option values over the N-dimensional space may be represented by a quadratic function of the radial distance, with the coefficients of the quadratic function given by second degree polynomials in N-1 polar angles. Partitioning the maturity time T into k* intervals of length Δt, we obtain the time-(k-1)Δt option value from the time-kΔt option values for k= k*, k*-1,…, 1. The time-0 option value is then the price of the American option. It is found that the numerical results for the American option prices based on regression and numerical integration agree well with the simulation results, and exhibit a variation of the prices as we vary the non-normality of the underlying distributions of the assets. To assess the accuracy of the computed price we may use estimated standard error of the computed American option price. The standard error will help us gauge whether the number of selected points along the radial direction and the number of selected polar angles are large enough to achieve the required level of accuracy for the computed American option price

Grid generation on trimmed Bezier and NURBS quilted surfaces

This paper presents some recently added capabilities to RAGGS, Rockwell Automated Grid Generation System. Included are the trimmed surface handling and display capability and structures and unstructured grid generation on trimmed Bezier and NURBS (non-uniform rational B-spline surfaces) quilted surfaces. Samples are given to demonstrate the new capabilities

Testing Lorentz invariance by use of vacuum and matter filled cavity resonators

We consider tests of Lorentz invariance for the photon and fermion sector that use vacuum and matter-filled cavities. Assumptions on the wave-function of the electrons in crystals are eliminated from the underlying theory and accurate sensitivity coefficients (including some exceptionally large ones) are calculated for various materials. We derive the Lorentz-violating shift in the index of refraction n, which leads to additional sensitivity for matter-filled cavities ; and to birefringence in initially isotropic media. Using published experimental data, we obtain improved bounds on Lorentz violation for photons and electrons at levels of 10^-15 and below. We discuss implications for future experiments and propose a new Michelson-Morley type experiment based on birefringence in matter.Comment: 15 pages, 8 table

Space VLBI at Low Frequencies

At sufficiently low frequencies, no ground-based radio array will be able to produce high resolution images while looking through the ionosphere. A space-based array will be needed to explore the objects and processes which dominate the sky at the lowest radio frequencies. An imaging radio interferometer based on a large number of small, inexpensive satellites would be able to track solar radio bursts associated with coronal mass ejections out to the distance of Earth, determine the frequency and duration of early epochs of nonthermal activity in galaxies, and provide unique information about the interstellar medium. This would be a "space-space" VLBI mission, as only baselines between satellites would be used. Angular resolution would be limited only by interstellar and interplanetary scattering.Comment: To appear in "Astrophysical Phenomena Revealed by Space VLBI", ed. H. Hirabayashi, P. Edwards, and D. Murphy (ISAS, Japan

Calibration of the dual-recycled GEO600 detector for the S3 science run

The GEO 600 interferometric gravitational detector took part in an extended coincident science run of the LIGO Scientific Collaboration (S3) that started in November 2003. GEO had recently been upgraded to be the first large-scale fully suspended dual-recycled interferometer in the world and was in the early stages of commissioning in this configuration. In order to prepare the GEO 600 data for the possible extraction of science results and for exchange between analysis groups of the gravitational wave community, the data need to be accurately calibrated. An online, time-domain calibration scheme that was initially developed to calibrate the power-recycled GEO 600 configuration, has been extended to cover the significantly more complicated case of calibrating the dual-recycled interferometer, where the optical response of the instrument is much more difficult to measure and calibrate out online. This report presents an overview of this calibration scheme as it was applied to calibrating the GEO S3 science run data. In addition, results of the calibration process are presented together with some discussion of the accuracy achieved

Report on the first round of the Mock LISA Data Challenges

The Mock LISA Data Challenges (MLDCs) have the dual purpose of fostering the development of LISA data analysis tools and capabilities, and demonstrating the technical readiness already achieved by the gravitational-wave community in distilling a rich science payoff from the LISA data output. The first round of MLDCs has just been completed: nine data sets containing simulated gravitational wave signals produced either by galactic binaries or massive black hole binaries embedded in simulated LISA instrumental noise were released in June 2006 with deadline for submission of results at the beginning of December 2006. Ten groups have participated in this first round of challenges. Here we describe the challenges, summarise the results, and provide a first critical assessment of the entries.Comment: Proceedings report from GWDAW 11. Added author, added reference, clarified some text, removed typos. Results unchanged; Removed author, minor edits, reflects submitted versio

Inference on inspiral signals using LISA MLDC data

In this paper we describe a Bayesian inference framework for analysis of data obtained by LISA. We set up a model for binary inspiral signals as defined for the Mock LISA Data Challenge 1.2 (MLDC), and implemented a Markov chain Monte Carlo (MCMC) algorithm to facilitate exploration and integration of the posterior distribution over the 9-dimensional parameter space. Here we present intermediate results showing how, using this method, information about the 9 parameters can be extracted from the data.Comment: Accepted for publication in Classical and Quantum Gravity, GWDAW-11 special issu

Status of the GEO600 gravitational wave detector

The GEO600 laser interferometric gravitational wave detector is approaching the end of its commissioning phase which started in 1995.During a test run in January 2002 the detector was operated for 15 days in a power-recycled michelson configuration. The detector and environmental data which were acquired during this test run were used to test the data analysis code. This paper describes the subsystems of GEO600, the status of the detector by August 2002 and the plans towards the first science run