Parameter estimation of electricity spot models from futures prices

We consider a slight perturbation of the Schwartz-Smith model for the electricity futures prices and the resulting modified spot model. Using the martingale property of the modified price under the risk neutral measure, we derive the arbitrage free model for the spot and futures prices. We estimate the parameters of the model by the method of maximum likelihood using the Kalman filter's estimate of the unobservable state variables, coupled with the usual statistical techniques. The main advantage of the new model is that it avoids the inclusion of artificial noise to the observation equation for the implementation of Kalman filter. The extra noise is build in within the model in an arbitrage free setting

SDSS J0349-0059 is a GW Virginis star

High speed photometric observations of the spectroscopically-discovered PG 1159 star SDSS J034917.41-005917.9 in 2007 and 2009 reveal a suite of pulsation frequencies in the range of 1038 - 3323 microHz with amplitudes between 3.5 and 18.6 mmag. SDSS J034917.41-005917.9 is therefore a member of the GW Vir class of pulsating pre-white dwarfs. We have identified 10 independent pulsation frequencies that can be fitted by an asymptotic model with a constant period spacing of 23.61 +/- 0.21 s, presumably associated with a sequence of l = 1 modes. The highest amplitude peak in the suite of frequencies shows evidence for a triplet structure, with a frequency separation of 14.4 microHz. Five of the identified frequencies do not fit the l = 1 sequence, but are, however, well-modeled by an independent asymptotic sequence with a constant period spacing of 11.66 +/- 0.13 s. It is unclear to which l mode these frequencies belong.Comment: Accepted for publication in MNRAS; 5 pages, 6 figures and 4 table

Towards dynamical network biomarkers in neuromodulation of episodic migraine

Computational methods have complemented experimental and clinical neursciences and led to improvements in our understanding of the nervous systems in health and disease. In parallel, neuromodulation in form of electric and magnetic stimulation is gaining increasing acceptance in chronic and intractable diseases. In this paper, we firstly explore the relevant state of the art in fusion of both developments towards translational computational neuroscience. Then, we propose a strategy to employ the new theoretical concept of dynamical network biomarkers (DNB) in episodic manifestations of chronic disorders. In particular, as a first example, we introduce the use of computational models in migraine and illustrate on the basis of this example the potential of DNB as early-warning signals for neuromodulation in episodic migraine.Comment: 13 pages, 5 figure

Synchronization of Coupled Nonidentical Genetic Oscillators

The study on the collective dynamics of synchronization among genetic oscillators is essential for the understanding of the rhythmic phenomena of living organisms at both molecular and cellular levels. Genetic oscillators are biochemical networks, which can generally be modelled as nonlinear dynamic systems. We show in this paper that many genetic oscillators can be transformed into Lur'e form by exploiting the special structure of biological systems. By using control theory approach, we provide a theoretical method for analyzing the synchronization of coupled nonidentical genetic oscillators. Sufficient conditions for the synchronization as well as the estimation of the bound of the synchronization error are also obtained. To demonstrate the effectiveness of our theoretical results, a population of genetic oscillators based on the Goodwin model are adopted as numerical examples.Comment: 16 pages, 3 figure

Probing Trilinear Gauge Boson Interactions via Single Electroweak Gauge Boson Production at the LHC

We analyze the potential of the CERN Large Hadron Collider (LHC) to study anomalous trilinear vector-boson interactions W^+ W^- \gamma and W^+ W^- Z through the single production of electroweak gauge bosons via the weak boson fusion processes q q -> q q W (-> \ell^\pm \nu) and q q -> q q Z(-> \ell^+ \ell^-) with \ell = e or \mu. After a careful study of the standard model backgrounds, we show that the single production of electroweak bosons at the LHC can provide stringent tests on deviations of these vertices from the standard model prediction. In particular, we show that single gauge boson production exhibits a sensitivity to the couplings \Delta \kappa_{Z,\gamma} similar to that attainable from the analysis of electroweak boson pair production.Comment: 20 pages, 6 figure

Chaotic Phase Synchronization in Bursting-neuron Models Driven by a Weak Periodic Force

We investigate the entrainment of a neuron model exhibiting a chaotic spiking-bursting behavior in response to a weak periodic force. This model exhibits two types of oscillations with different characteristic time scales, namely, long and short time scales. Several types of phase synchronization are observed, such as 1 : 1 phase locking between a single spike and one period of the force and 1 : l phase locking between the period of slow oscillation underlying bursts and l periods of the force. Moreover, spiking-bursting oscillations with chaotic firing patterns can be synchronized with the periodic force. Such a type of phase synchronization is detected from the position of a set of points on a unit circle, which is determined by the phase of the periodic force at each spiking time. We show that this detection method is effective for a system with multiple time scales. Owing to the existence of both the short and the long time scales, two characteristic phenomena are found around the transition point to chaotic phase synchronization. One phenomenon shows that the average time interval between successive phase slips exhibits a power-law scaling against the driving force strength and that the scaling exponent has an unsmooth dependence on the changes in the driving force strength. The other phenomenon shows that Kuramoto's order parameter before the transition exhibits stepwise behavior as a function of the driving force strength, contrary to the smooth transition in a model with a single time scale

Clocking hadronization in relativistic heavy ion collisions with balance functions

A novel state of matter has been hypothesized to exist during the early stage of relativistic heavy ion collisions, with normal hadrons not appearing until several fm/c after the start of the reaction. To test this hypothesis, correlations between charges and their associated anticharges are evaluated with the use of balance functions. It is shown that late-stage hadronization is characterized by tightly correlated charge/anticharge pairs when measured as a function of relative rapidity.Comment: 5 pages, 3 figure

ANOMALOUS GAUGE BOSON INTERACTIONS

We discuss the direct measurement of the trilinear vector boson couplings in present and future collider experiments. The major goals of such experiments will be the confirmation of the Standard Model (SM) predictions and the search for signals of new physics. We review our current theoretical understanding of anomalous trilinear gauge boson self-interactions. If the energy scale of the new physics is $\sim 1$ TeV, these low energy anomalous couplings are expected to be no larger than ${\cal O}(10^{-2})$. Constraints from high precision measurements at LEP and low energy charged and neutral current processes are critically reviewed.Comment: 53 pages with 17 embedded figures, LaTeX, uses axodraw.sty, figures available on request. The complete paper, is available at ftp://phenom.physics.wisc.edu/pub/preprints/1995/madph-95-871.ps.Z or http://phenom.physics.wisc.edu/pub/preprints/1995/madph-95-871.ps.Z Summary of the DPF Working Subgroup on Anomalous Gauge Boson Interactions of the DPF Long Range Planning Stud

Scale Dependence of Halo Bispectrum from Non-Gaussian Initial Conditions in Cosmological N-body Simulations

We study the halo bispectrum from non-Gaussian initial conditions. Based on a set of large $N$-body simulations starting from initial density fields with local type non-Gaussianity, we find that the halo bispectrum exhibits a strong dependence on the shape and scale of Fourier space triangles near squeezed configurations at large scales. The amplitude of the halo bispectrum roughly scales as $f_nl^2$. The resultant scaling on the triangular shape is consistent with that predicted by Jeong & Komatsu based on perturbation theory. We systematically investigate this dependence with varying redshifts and halo mass thresholds. It is shown that the $f_nl$ dependence of the halo bispectrum is stronger for more massive haloes at higher redshifts. This feature can be a useful discriminator of inflation scenarios in future deep and wide galaxy redshift surveys.Comment: 27 pages, 10 figures; revised argument in section 6, added appendix C, JCAP accepted versio

New ATLAS9 And MARCS Model Atmosphere Grids for the Apache Point Observatory Galactic Evolution Experiment (APOGEE)

We present a new grid of model photospheres for the SDSS-III/APOGEE survey of stellar populations of the Galaxy, calculated using the ATLAS9 and MARCS codes. New opacity distribution functions were generated to calculate ATLAS9 model photospheres. MARCS models were calculated based on opacity sampling techniques. The metallicity ([M/H]) spans from -5 to 1.5 for ATLAS and -2.5 to 0.5 for MARCS models. There are three main differences with respect to previous ATLAS9 model grids: a new corrected H2O linelist, a wide range of carbon ([C/M]) and alpha element [alpha/M] variations, and solar reference abundances from Asplund et al. 2005. The added range of varying carbon and alpha element abundances also extends the previously calculated MARCS model grids. Altogether 1980 chemical compositions were used for the ATLAS9 grid, and 175 for the MARCS grid. Over 808 thousand ATLAS9 models were computed spanning temperatures from 3500K to 30000K and log g from 0 to 5, where larger temperatures only have high gravities. The MARCS models span from 3500K to 5500K, and log g from 0 to 5. All model atmospheres are publically available online.Comment: 8 pages, 6 figures, 5 tables, accepted for publication in The Astronomical Journa