3,965 research outputs found
A maximum principle for infinite horizon delay equations
We prove a maximum principle of optimal control of stochastic delay equations
on infinite horizon. We establish first and second sufficient stochastic
maximum principles as well as necessary conditions for that problem. We
illustrate our results by an application to the optimal consumption rate from
an economic quantity
Optimal control of predictive mean-field equations and applications to finance
We study a coupled system of controlled stochastic differential equations
(SDEs) driven by a Brownian motion and a compensated Poisson random measure,
consisting of a forward SDE in the unknown process and a
\emph{predictive mean-field} backward SDE (BSDE) in the unknowns . The driver of the BSDE at time may depend not just upon the
unknown processes , but also on the predicted future
value , defined by the conditional expectation . \\ We give a sufficient and a necessary
maximum principle for the optimal control of such systems, and then we apply
these results to the following two problems:\\ (i) Optimal portfolio in a
financial market with an \emph{insider influenced asset price process.} \\ (ii)
Optimal consumption rate from a cash flow modeled as a geometric It\^ o-L\'
evy SDE, with respect to \emph{predictive recursive utility}
High interseismic coupling in the Eastern Makran (Pakistan) subduction zone
Estimating the extent of interseismic coupling along subduction zone megathrusts is essential for quantitative assessments of seismic and tsunami hazards. Up to now, quantifying the seismogenic potential of the eastern Makran subduction zone at the northern edge of the Indian ocean has remained elusive due to a paucity of geodetic observations. Furthermore, non-tectonic processes obscure the signature of accumulating elastic strain. Historical earthquakes of magnitudes greater than 7 have been reported. In particular, the 1945 Mw 8.1 earthquake resulted in a significant tsunami that swept the shores of the Arabian Sea and the Indian Ocean. A quantitative estimate of elastic strain accumulation along the subduction plate boundary in eastern Makran is needed to confront previous indirect and contradictory conclusions about the seismic potential in the region. Here, we infer the distribution of interseismic coupling on the eastern Makran megathrust from time series of satellite Interferometric Synthetic Aperture Radar (InSAR) images acquired between 2003 and 2010, applying a consistent series of corrections to extract the low amplitude, long wavelength deformation signal associated with elastic strain on the megathrust. We find high interseismic coupling (i.e. the megathrust does not slip and elastic strain accumulates) in the central section of eastern Makran, where the 1945 earthquake occurred, while lower coupling coincides spatially with the subduction of the Sonne Fault Zone. The inferred accumulation of elastic strain since the 1945 earthquake is consistent with the future occurrence of magnitude 7+ earthquakes and we cannot exclude the possibility of a multi-segment rupture (Mw 8+). However, the likelihood for such scenarios might be modulated by partitioning of plate convergence between slip on the megathrust and internal deformation of the overlying, actively deforming, accretionary wedge
New Radar Interferometric Time Series Analysis Toolbox Released
Interferometric synthetic aperture radar (InSAR) has become an important geodetic
tool for measuring deformation of Earthâs surface due to various geophysical phenomena,
including slip on earthquake faults, subsurface migration of magma, slowâmoving
landslides, movement of shallow crustal fluids (e.g., water and oil), and glacier flow.
Airborne and spaceborne synthetic aperture radar (SAR) instruments transmit microwaves
toward Earthâs surface and detect the returning reflected waves. The phase of the
returned wave depends on the distance between the satellite and the surface, but it is
also altered by atmospheric and other effects. InSAR provides measurements of surface
deformation by combining amplitude and phase information from two SAR images of
the same location taken at different times to create an interferogram. Several existing
openâsource analysis tools [Rosen et al., 2004; Rosen et al., 2011; Kampes et al., 2003 ;
Sandwell et al., 2011] enable scientists to exploit observations from radar satellites
acquired at two different epochs to produce a surface displacement map
Search for right-handed W bosons in top quark decay
We present a measurement of the fraction f+ of right-handed W bosons produced
in top quark decays, based on a candidate sample of events in the
lepton+jets decay mode. These data correspond to an integrated luminosity of
230pb^-1, collected by the DO detector at the Fermilab Tevatron
Collider at sqrt(s)=1.96 TeV. We use a constrained fit to reconstruct the
kinematics of the and decay products, which allows for the
measurement of the leptonic decay angle for each event. By comparing
the distribution from the data with those for the expected
background and signal for various values of f+, we find
f+=0.00+-0.13(stat)+-0.07(syst). This measurement is consistent with the
standard model prediction of f+=3.6x10^-4.Comment: Submitted to Physical Review D Rapid Communications 7 pages, 3
figure
A search for W bb and W Higgs production in ppbar collisions at sqrt(s)=1.96 TeV
We present a search for W b \bar{b} production in p \bar{p} collisions at
sqrt{s}=1.96 TeV in events containing one electron, an imbalance in transverse
momentum, and two b-tagged jets. Using 174 pb-1 of integrated luminosity
accumulated by the D0 experiment at the Fermilab Tevatron collider, and the
standard-model description of such events, we set a 95% C.L. upper limit on W b
\bar{b}WH--$135
GeV.Comment: 7 pages, 4 figures, 1 table, submitted to Physical Review Letter
Measurement of Semileptonic Branching Fractions of B Mesons to Narrow D** States
Using the data accumulated in 2002-2004 with the DO detector in
proton-antiproton collisions at the Fermilab Tevatron collider with
centre-of-mass energy 1.96 TeV, the branching fractions of the decays B ->
\bar{D}_1^0(2420) \mu^+ \nu_\mu X and B -> \bar{D}_2^{*0}(2460) \mu^+ \nu_\mu X
and their ratio have been measured: BR(\bar{b}->B) \cdot BR(B-> \bar{D}_1^0
\mu^+ \nu_\mu X) \cdot BR(\bar{D}_1^0 -> D*- pi+) =
(0.087+-0.007(stat)+-0.014(syst))%; BR(\bar{b}->B)\cdot BR(B->D_2^{*0} \mu^+
\nu_\mu X) \cdot BR(\bar{D}_2^{*0} -> D*- \pi^+) =
(0.035+-0.007(stat)+-0.008(syst))%; and (BR(B -> \bar{D}_2^{*0} \mu^+ \nu_\mu
X)BR(D2*0->D*- pi+)) / (BR(B -> \bar{D}_1^{0} \mu^+ \nu_\mu X)\cdot
BR(\bar{D}_1^{0}->D*- \pi^+)) = 0.39+-0.09(stat)+-0.12(syst), where the charge
conjugated states are always implied.Comment: submitted to Phys. Rev. Let
Measurement of the Lifetime Difference in the B_s^0 System
We present a study of the decay B_s^0 -> J/psi phi We obtain the CP-odd
fraction in the final state at time zero, R_perp = 0.16 +/- 0.10 (stat) +/-
0.02 (syst), the average lifetime of the (B_s, B_sbar) system, tau (B_s^0)
=1.39^{+0.13}_{-0.16} (stat) ^{+0.01}_{-0.02} (syst) ps, and the relative width
difference between the heavy and light mass eigenstates, Delta Gamma/Gamma =
(Gamma_L - Gamma_H)/Gamma =0.24^{+0.28}_{-0.38} (stat) ^{+0.03}_{-0.04} (syst).
With the additional constraint from the world average of the B_s^0$lifetime
measurements using semileptonic decays, we find tau (B_s^0)= 1.39 +/- 0.06 ~ps
and Delta Gamma/\Gamma = 0.25^{+0.14}_{-0.15}. For the ratio of the B_s^0 and
B^0 lifetimes we obtain tau(B_s^0)/tau(B^0)} = 0.91 +/- 0.09 (stat) +/- 0.003
(syst).Comment: submitted to Phys. Rev. Lett. FERMILAB-PUB-05-324-
Search for Large Extra Spatial Dimensions in Dimuon Production with the D0 Detector
We present the results of a search for the effects of large extra spatial
dimensions in collisions at 1.96 TeV in events
containing a pair of energetic muons. The data correspond to 246 \ipb of
integrated luminosity collected by the \D0 experiment at the Fermilab Tevatron
Collider. Good agreement with the expected background was found, yielding no
evidence for large extra dimensions. We set 95% C.L. lower limits on the
fundamental Planck scale between 0.85 TeV and 1.27 TeV within several
formalisms. These are the most stringent limits achieved in the dimuon channel
to date.Comment: 8 pages, 3 figures, 1 table. Published in Phys. Rev. Lett. Minor
changes in v2 to match the published versio
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