5,361 research outputs found
A multi-wavelength observation and investigation of six infrared dark clouds
Context. Infrared dark clouds (IRDCs) are ubiquitous in the Milky Way, yet
they play a crucial role in breeding newly-formed stars.
Aims. With the aim of further understanding the dynamics, chemistry, and
evolution of IRDCs, we carried out multi-wavelength observations on a small
sample.
Methods. We performed new observations with the IRAM 30 m and CSO 10.4 m
telescopes, with tracers , HCN, , ,
DCO, SiO, and DCN toward six IRDCs G031.97+00.07, G033.69-00.01,
G034.43+00.24, G035.39-00.33, G038.95-00.47, and G053.11+00.05.
Results. We investigated 44 cores including 37 cores reported in previous
work and seven newly-identified cores. Toward the dense cores, we detected 6
DCO, and 5 DCN lines. Using pixel-by-pixel spectral energy distribution
(SED) fits of the 70 to 500 m, we obtained dust
temperature and column density distributions of the IRDCs. We found that emission has a strong correlation with the dust temperature and column
density distributions, while showed the weakest correlation. It
is suggested that is indeed a good tracer in very dense
conditions, but is an unreliable one, as it has a relatively
low critical density and is vulnerable to freezing-out onto the surface of cold
dust grains. The dynamics within IRDCs are active, with infall, outflow, and
collapse; the spectra are abundant especially in deuterium species.
Conclusions. We observe many blueshifted and redshifted profiles,
respectively, with and toward the same core. This
case can be well explained by model "envelope expansion with core collapse
(EECC)".Comment: 24 pages, 11 figures, 4 tables. To be published in A&A. The
resolutions of the pictures are cut dow
Noise as Information for Illiquidity
We propose a market-wide liquidity measure by exploiting the connection between the amount of arbitrage capital in the market and observed “noise” in U.S. Treasury bonds—the shortage of arbitrage capital allows yields to deviate more freely from the curve, resulting in more noise in prices. Our noise measure captures episodes of liquidity crises of different origins across the financial market, providing information beyond existing liquidity proxies. Moreover, as a priced risk factor, it helps to explain cross-sectional returns on hedge funds and currency carry trades, both known to be sensitive to the general liquidity conditions of the market
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