24,206 research outputs found
Dynamics of kinks in the Ginzburg-Landau equation: Approach to a metastable shape and collapse of embedded pairs of kinks
We consider initial data for the real Ginzburg-Landau equation having two
widely separated zeros. We require these initial conditions to be locally close
to a stationary solution (the ``kink'' solution) except for a perturbation
supported in a small interval between the two kinks. We show that such a
perturbation vanishes on a time scale much shorter than the time scale for the
motion of the kinks. The consequences of this bound, in the context of earlier
studies of the dynamics of kinks in the Ginzburg-Landau equation, [ER], are as
follows: we consider initial conditions whose restriction to a bounded
interval have several zeros, not too regularly spaced, and other zeros of
are very far from . We show that all these zeros eventually disappear
by colliding with each other. This relaxation process is very slow: it takes a
time of order exponential of the length of
Effects of fuselage forebody geometry on low-speed lateral-directional characteristics of twin-tail fighter model at high angles of attack
Low-speed, static wind-tunnel tests were conducted to explore the effects of fighter fuselage forebody geometry on lateral-directional characteristics at high angles of attack and to provide data for general design procedures. Effects of eight different forebody configurations and several add-on devices (e.g., nose strakes, boundary-layer trip wires, and nose booms) were investigated. Tests showed that forebody design features such as fineness ratio, cross-sectional shape, and add-on devices can have a significant influence on both lateral-directional and longitudinal aerodynamic stability. Several of the forebodies produced both lateral-directional symmetry and strong favorable changes in lateral-directional stability. However, the same results also indicated that such forebody designs can produce significant reductions in longitudinal stability near maximum lift and can significantly change the influence of other configuration variables. The addition of devices to highly tailored forebody designs also can significantly degrade the stability improvements provided by the clean forebody
Options on realized variance and convex orders
Realized variance option and options on quadratic variation normalized to unit expectation are analysed for the property of monotonicity in maturity for call options at a fixed strike. When this condition holds the risk-neutral densities are said to be increasing in the convex order. For Leacutevy processes, such prices decrease with maturity. A time series analysis of squared log returns on the S&P 500 index also reveals such a decrease. If options are priced to a slightly increasing level of acceptability, then the resulting risk-neutral densities can be increasing in the convex order. Calibrated stochastic volatility models yield possibilities in both directions. Finally, we consider modeling strategies guaranteeing an increase in convex order for the normalized quadratic variation. These strategies model instantaneous variance as a normalized exponential of a Leacutevy process. Simulation studies suggest that other transformations may also deliver an increase in the convex order
I-O Psychology in Aotearoa, New Zealand: A world away?
Industrial-organizational psychology has had a fairly long history in this country, dating back to around the 1920s (Jamieson & Paterson, 1993). To a large extent the field developed initially within universities, although the focus of I-O psychologists’ activities in this country has always been very applied. Inclusion of I-O psychology in university curricula originally started at the University of Canterbury (in the south island) and then Massey University (in the north island); now two other universities (University of Auckland and University of Waikato, both in the north island) also provide training programs in the field. There are about a dozen academics in psychology departments who would consider themselves to be I-O psychologists, and a small handful in management or HRM departments. Clearly the number of academics specializing in this field is very small. Although this poses challenges for the development of I-O psychology in Aotearoa New Zealand, at the same time it helps communication among us
The fine structure of asset returns: an empirical investigation
We investigate the importance of diffusion and jumps in a new model for asset returns. In contrast to standard models, we allow for jump components displaying finite or infinite activity and variation. Empirical investigations of time series indicate that index dynamics are devoid of a diffusion component, which may be present in the dynamics of individual stocks. This leads to the conjecture, confirmed on options data, that the risk-neutral process should be free of a diffusion component. We conclude that the statistical and risk-neutral processes for equity prices are pure jump processes of infinite activity and finite variation
The Calculated and Measured Performance Characteristics of a Heated-Wire Liquid-Water-Content Meter for Measuring Icing Severity
Ground tests have been made of an instrument which, when assembled in a more compact form for flight installation, could be used to obtain statistical flight data on the liquid-water content of icing clouds and to provide an indication of icing severity. The sensing element of the instrument consists of an electrically heated wire which is mounted in the air stream. The degree of cooling of the wire resulting from evaporation of the impinging water droplets is a measure. of the liquid-water content of the cloud. Determination of the value of the liquid-water content from the wire temperature at any instant requires a knowledge of the airspeed, altitude, and air temperature. An analysis was made of the temperature response of a heated wire exposed to an air stream containing water drops. Comparisons were made of the liquid-water content as measured with several heated wires and absorbent cylinders in an artificially produced cloud. For one of the wires, comparative tests were made with a rotating-disk icing-rate meter in an icing wind tunnel. From the test results, it was shown that an instrument for measuring the concentration of liquid water in an air stream can be built using an electrically heated wire of known temperatureresistance characteristics, and that the performance of such a device can be predicted using appropriate theory. Although an instrument in a form suitable for gathering statistical data in flight was not built, the practicability of constructing such an instrument was illustrated. The ground-test results indicated that a flight heated-wire instrument would be simple and durable, would respond rapidly to variations in liquid-water content, and could be used for the measurement of water content in clouds which are above freezing temperature, as well as in icing clouds
Generating ring currents, solitons, and svortices by stirring a Bose-Einstein condensate in a toroidal trap
We propose a simple stirring experiment to generate quantized ring currents
and solitary excitations in Bose-Einstein condensates in a toroidal trap
geometry. Simulations of the 3D Gross-Pitaevskii equation show that pure ring
current states can be generated efficiently by adiabatic manipulation of the
condensate, which can be realized on experimental time scales. This is
illustrated by simulated generation of a ring current with winding number two.
While solitons can be generated in quasi-1D tori, we show the even more robust
generation of hybrid, solitonic vortices (svortices) in a regime of wider
confinement. Svortices are vortices confined to essentially one-dimensional
dynamics, which obey a similar phase-offset--velocity relationship as solitons.
Marking the transition between solitons and vortices, svortices are a distinct
class of symmetry-breaking stationary and uniformly rotating excited solutions
of the 2D and 3D Gross-Pitaevskii equation in a toroidal trapping potential.
Svortices should be observable in dilute-gas experiments.Comment: 8 pages, 4 figures; accepted for publication in J. Phys. B (Letters
Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion
On a multi-assets Black-Scholes economy, we introduce a class of barrier
options. In this model we apply a generalized reflection principle in a context
of the finite reflection group acting on a Euclidean space to give a valuation
formula and the semi-static hedge.Comment: Asia-Pacific Financial Markets, online firs
Evolution of a Primordial Black Hole Population
We reconsider in this work the effects of an energy absorption term in the
evolution of primordial black holes (hereafter PBHs) in the several epochs of
the Universe. A critical mass is introduced as a boundary between the accreting
and evaporating regimes of the PBHs. We show that the growth of PBHs is
negligible in the Radiation-dominated Era due to scarcity of energy density
supply from the expanding background, in agreement with a previous analysis by
Carr and Hawking, but that nevertheless the absorption term is large enough for
black holes above the critical mass to preclude their evaporation until the
universe has cooled sufficiently. The effects of PBH motion are also discussed:
the Doppler effect may give rise to energy accretion in black-holes with large
peculiar motions relative to background. We discuss how cosmological
constraints are modified by the introduction of the critical mass since that
PBHs above it do not disturb the CMBR. We show that there is a large range of
admissible masses for PBHs above the critical mass but well below the
cosmological horizon. Finally we outline a minimal kinetic formalism, solved in
some limiting cases, to deal with more complicated cases of PBH populationsComment: RevTex file, 8 pp., 3 .ps figures available upon request from
[email protected]
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