A torsional completion of gravity for Dirac matter fields and its applications to neutrino oscillations

In this paper, we consider the torsional completion of gravitation for an underlying background filled with Dirac fields, applying it to the problem of neutrino oscillations: we discuss the effects of the induced torsional interactions as corrections to the neutrino oscillation mechanism.Comment: 4 page

An Hilbert space approach for a class of arbitrage free implied volatilities models

We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to be arbitrage free. The arbitrage free conditions give a system of stochastic PDEs for the evolution of the implied volatility surface ${\hat\sigma}_t(T,K)$. We will focus on the family obtained fixing a strike $K$ and varying $T$. In order to give conditions to prove an existence-and-uniqueness result for the solution of the system it is here expressed in terms of the square root of the forward implied volatility and rewritten in an Hilbert space setting. The existence and the uniqueness for the (arbitrage free) evolution of the forward implied volatility, and then of the the implied volatility, among a class of models, are proved. Specific examples are also given.Comment: 21 page

An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise

We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a certain weighted L2 space. An appropriate choice of weight allows us to prove a stronger regularity for the boundary terms appearing in the infinite dimensional state equation. The direct solution of the Riccati equation related to the associated non-stochastic problem is used to find the solution of the problem in feedback form and to write the value function of the problem.Comment: 16 pages. Many misprints have been correcte

Spontaneous breaking of conformal invariance in theories of conformally coupled matter and Weyl gravity

We study the theory of Weyl conformal gravity with matter degrees of freedom in a conformally invariant interaction. Specifically, we consider a triplet of scalar fields and SO(3) non-abelian gauge fields, i.e. the Georgi-Glashow model conformally coupled to Weyl gravity. We show that the equations of motion admit solutions spontaneously breaking the conformal symmetry and the gauge symmetry, providing a mechanism for supplying a scale in the theory. The vacuum solution corresponds to anti-de-Sitter space-time, while localized soliton solutions correspond to magnetic monopoles in asymptotically anti-de-Sitter space-time. The resulting effective action gives rise to Einstein gravity and the residual U(1) gauge theory. This mechanism strengthens the reasons for considering conformally invariant matter-gravity theory, which has shown promising indications concerning the problem of missing matter in galactic rotation curves.Comment: 20 pages, 1 figure, revised and added reference

Entanglement of Dirac fields in an expanding spacetime

We study the entanglement generated between Dirac modes in a 2-dimensional conformally flat Robertson-Walker universe. We find radical qualitative differences between the bosonic and fermionic entanglement generated by the expansion. The particular way in which fermionic fields get entangled encodes more information about the underlying space-time than the bosonic case, thereby allowing us to reconstruct the parameters of the history of the expansion. This highlights the importance of bosonic/fermionic statistics to account for relativistic effects on the entanglement of quantum fields.Comment: revtex4, 7 figures, I.F. previously published as Fuentes-Guridi and Fuentes-Schuller. Journal reference update

Cutoff AdS/CFT duality and the quest for braneworld black holes

We present significant evidence in favour of the holographic conjecture that ``4D black holes localized on the brane found by solving the classical bulk equations in $AdS_5$ are quantum corrected black holes and not classical ones''. The crucial test is the calculation of the quantum correction to the Newtonian potential based on a numerical computation of in Schwarzschild spacetime for matter fields in the zero temperature Boulware vacuum state. For the case of the conformally invariant scalar field the leading order term is found to be $M/45\pi r^3$. This result is equivalent to the result which was previously obtained in the weak-field approximation using Feynman diagrams and which has been shown to be equivalent, via the AdS/CFT duality, to the analogous calculation in Randall-Sundrum braneworlds. This asymptotic behavior was not captured in the analytical approximations for proposed in the literature. The 4D backreaction equations are then used to make a prediction about the existence and the possible spacetime structure of macroscopic static braneworld black holes.Comment: 4 pages, 2 figure