Estimation of Equicorrelated Diffusions from Incomplete Data

The paper derives maximum likelihood parameter estimators for symmetrically correlated Weiner processes observed at discrete intervals. Such processes arise when pricing and determining Value-at-Risk for portfolio derivatives. Cases of driftless and mean-reverting state variables are considered. The procedure is applicable to samples with missing data of any pattern and to high dimensional systems. The estimation procedure is illustrated using a sample of stock prices.Maximum likelihood; Equicorrelation; Correlated di usions; Wiener process; Missing data

Response of Bird Populations to Long-term Changes in Local Vegetation and Regional Forest Cover

We analyzed data from a woodland site for a 59-year period to determine whether changes in bird populations are related to changes in the diversity and relative abundance of woody plant species even when vegetation structure, degree of forest fragmentation in the surrounding landscape, and regional changes in bird populations are taken into account. Principal component analyses generated vegetation factors encompassing variables such as total basal area, shrub density, basal area of common tree species, and measures of tree and shrub species diversity. We also calculated a forest edge/ forest area index based on GIS analysis of the landscape within 2 km of the study site. Poisson regression models revealed relationships between these covariates and population changes for 19 bird species and for seven groups of species characterized by similar migration strategies or habitat requirements. All groups of habitat specialists showed a positive relationship with the first vegetation factor, which indicates that they declined as total basal area and dominance of oaks and maples increased and as tree and shrub diversity decreased. This suggests that floristic diversity may be important for determining habitat quality. Bird species associated with the shrub layer and with hemlock stands showed positive relationships with the second vegetation factor, suggesting that the recent decline in eastern hemlocks (Tsuga canadensis) because of hemlock woolly adelgid (Adelges tsugae) had an adverse impact on these species. Forest migrants, shrub-layer specialists, long-distance migrants and permanent residents showed negative relationships with the forest edge/forest interior index, indicating that conservation efforts to protect bird communities should take the wider landscape into account. The strongest relationship for most species and species groups was with the first vegetation factor, which suggests that species composition and diversity of trees and shrubs may be especially important in determining abundance of many forest bird species

Exploring the limits of multiplexed photon-pair sources for the preparation of pure single-photon states

Current sources of heralded single photons based on nonlinear optics operate in a probabilistic manner. In order to build quantum-enhanced devices based around the use of single photons, compact, turn-key and deterministic sources are required. A possible solution is to multiplex a number of sources to increase the single-photon generation probability and in so doing reducing the waiting time to deliver large numbers of photons simultaneously, from independent sources. Previously it has been shown that, in the ideal case, 17 multiplexed sources allow deterministic generation of heralded single photons [Christ and Silberhorn, Phys. Rev. A 85, 023829 (2012)]. Here we extend this analysis to include undesirable effects of detector inefficiency and photon loss on a number of multiplexed sources using a variety of different detectors for heralding. We compare these systems for fixed signal-to-noise ratio to allow a direct comparison of performance for real- world heralded single photon sources.Comment: 10 pages, 7 figures. Equation 18 changed to include power of a half in the binomial facto

Use of soil and climate data to assess the risk of agricultural drought for policy support in Europe.

This paper describes the use of soil and climatic data for assessing the risk of drought in Europe. Soil moisture regimes are defined for soil classification purposes and these can be used to delineate areas with the same type of soil climate. Maps showing the distribution of arid soils in USA and dry areas in Southern Europe are presented. In the case of agricultural drought, it is the soil water available to plants (SWAP) that is the most important soil factor in assessing this risk and a simple model for estimating this is described. This model can be linked to spatial and point data from the European Soil Database. In the absence of sufficient soil water retention measurements, preliminary maps of SWAP in Europe have been produced using pedotransfer rules. The study concludes that basic soil maps can be used to identify some areas where agricultural drought is likely to be a problem. However more precise modelling of droughtiness, based on interactions of soil available water with the average soil moisture deficit, estimated from meteorological data, is needed, to support policy making today

On the necessary conditions for bursts of convection within the rapidly rotating cylindrical annulus

Zonal flows are often found in rotating convective systems. Not only are these jet-flows driven by the convection, they can also have a profound effect on the nature of the convection. In this work the cylindrical annulus geometry is exploited in order to perform nonlinear simulations seeking to produce strong zonal flows and multiple jets. The parameter regime is extended to Prandtl numbers that are not unity. Multiple jets are found to be spaced according to a Rhines scaling based on the zonal flow speed, not the convective velocity speed. Under certain conditions the nonlinear convection appears in quasi-periodic bursts. A mean field stability analysis is performed around a basic state containing both the zonal flow and the mean temperature gradient found from the nonlinear simulations. The convective growth rates are found to fluctuate with both of these mean quantities suggesting that both are necessary in order for the bursting phenomenon to occur

Temporal Loop Multiplexing: A resource efficient scheme for multiplexed photon-pair sources

Single photons are a vital resource for photonic quantum information processing. However, even state-of-the-art single photon sources based on photon-pair generation and heralding detection have only a low probability of delivering a single photon when one is requested. We analyse a scheme that uses a switched fibre delay loop to increase the delivery probability per time bin of single photons from heralded sources. We show that, for realistic experimental parameters, combining the output of up to 15 pulses can yield a performance improvement of a factor of 10. We consider the future performance of this scheme with likely component improvements.Comment: 5 pages, 4 figure

Design and Analysis of Novel Ge-GeTe PN Junction for Photovoltaics

The continuing rise in demand for energy places a similarly increasing demand to improve power production methods and efficiency. In regards to solar power generation, one major limiting factor with existing photovoltaic (PV) systems is the management of heat produced and photon interactions with the PV device. Typical devices operate within the 300-1000 nm range of the solar spectrum, greatly limiting the range of photons used for power generation. Furthermore, since infrared light

The dynamics and excitation of torsional waves in geodynamo simulations

The predominant force balance in rapidly rotating planetary cores is between Coriolis, pressure, buoyancy and Lorentz forces. This magnetostrophic balance leads to a Taylor state where the spatially averaged azimuthal Lorentz force is compelled to vanish on cylinders aligned with the rotation axis. Any deviation from this state leads to a torsional oscillation, signatures of which have been observed in the Earth's secular variation and are thought to influence length of day variations via angular momentum conservation. In order to investigate the dynamics of torsional oscillations (TOs), we perform several 3-D dynamo simulations in a spherical shell. We find TOs, identified by their propagation at the correct Alfvén speed, in many of our simulations. We find that the frequency, location and direction of propagation of the waves are influenced by the choice of parameters. Torsional waves are observed within the tangent cylinder and also have the ability to pass through it. Several of our simulations display waves with core traveltimes of 4–6 yr. We calculate the driving terms for these waves and find that both the Reynolds force and ageostrophic convection acting through the Lorentz force are important in driving TOs