119,908 research outputs found
On the detectability of key-MeV solar protons through their nonthermal Lyman-alpha emission
The intensity and timescale of nonthermal Doppler-shifted hydrogen L alpha photon emission as diagnostics of 10 keV to 10 MeV protons bombarding the solar chromosphere during flares are investigated. The steady-state excitation and ionization balance of the proton beam are determined, taking into account all important atomic interactions with the ambient chromosphere. For a proton energy flux comparable to the electron energy flux commonly inferred for large flares, L alpha wing intensities orders of magnitude larger than observed nonflaring values were found. Investigation of timescales for ionization and charge exchange leads researchers to conclude that over a wide range of values of mean proton energy and beam parameters, Doppler-shifted nonthermal L alpha emission is a useful observational diagnostic of the presence of 10 keV to 10 MeV superthermal proton beams in the solar flare chromosphere
Structure of the Partition Function and Transfer Matrices for the Potts Model in a Magnetic Field on Lattice Strips
We determine the general structure of the partition function of the -state
Potts model in an external magnetic field, for arbitrary ,
temperature variable , and magnetic field variable , on cyclic, M\"obius,
and free strip graphs of the square (sq), triangular (tri), and honeycomb
(hc) lattices with width and arbitrarily great length . For the
cyclic case we prove that the partition function has the form ,
where denotes the lattice type, are specified
polynomials of degree in , is the corresponding
transfer matrix, and () for ,
respectively. An analogous formula is given for M\"obius strips, while only
appears for free strips. We exhibit a method for
calculating for arbitrary and give illustrative
examples. Explicit results for arbitrary are presented for
with and . We find very simple formulas
for the determinant . We also give results for
self-dual cyclic strips of the square lattice.Comment: Reference added to a relevant paper by F. Y. W
A review of substructure coupling methods for dynamic analysis
The state of the art is assessed in substructure coupling for dynamic analysis. A general formulation, which permits all previously described methods to be characterized by a few constituent matrices, is developed. Limited results comparing the accuracy of various methods are presented
Computational structures for robotic computations
The computational problem of inverse kinematics and inverse dynamics of robot manipulators by taking advantage of parallelism and pipelining architectures is discussed. For the computation of inverse kinematic position solution, a maximum pipelined CORDIC architecture has been designed based on a functional decomposition of the closed-form joint equations. For the inverse dynamics computation, an efficient p-fold parallel algorithm to overcome the recurrence problem of the Newton-Euler equations of motion to achieve the time lower bound of O(log sub 2 n) has also been developed
QCD Radiative Corrections to the Leptonic Decay Rate of the B_c Meson
The QCD radiative corrections to the leptonic decay rate of the meson
are calculated using the formalism of nonrelativistic QCD (NRQCD) to separate
short-distance and long-distance effects. The decay constant is factored
into a sum of NRQCD matrix elements each multiplied by a short-distance
coefficient. The short-distance coefficient for the leading matrix element is
calculated to order by matching a perturbative calculation in full
QCD with the corresponding perturbative calculation in NRQCD. This
short-distance correction decreases the leptonic decay rate by approximately
.Comment: Changed Eq. 2 to read 1/(8 \pi), put in a missing i M_{B_c} in Eq.
18, and put in a normalisation factor of 2 M_{B_c} in Eq. 19
Two-component model for the chemical evolution of the Galactic disk
In the present paper, we introduce a two-component model of the Galactic disk
to investigate its chemical evolution. The formation of the thick and thin
disks occur in two main accretion episodes with both infall rates to be
Gaussian. Both the pre-thin and post-thin scenarios for the formation of the
Galactic disk are considered. The best-fitting is obtained through
-test between the models and the new observed metallicity distribution
function of G dwarfs in the solar neighbourhood (Hou et al 1998). Our results
show that post-thin disk scenario for the formation of the Galactic disk should
be preferred. Still, other comparison between model predictions and
observations are given.Comment: 23 pages, 7 figure
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crude oil markets, Brent and WTI, to calculate optimal portfolio weights and optimal hedge ratios, and to suggest a crude oil hedge strategy. The empirical results show that the optimal portfolio weights of all multivariate volatility models for Brent suggest holding futures in larger proportions than spot. For WTI, however, DCC and BEKK suggest holding crude oil futures to spot, but CCC and VARMA-GARCH suggest holding crude oil spot to futures. In addition, the calculated optimal hedge ratios (OHRs) from each multivariate conditional volatility model give the time-varying hedge ratios, and recommend to short in crude oil futures with a high proportion of one dollar long in crude oil spot. Finally, the hedging effectiveness indicates that DCC (BEKK) is the best (worst) model for OHR calculation in terms of reducing the variance of the portfolio.conditional correlations;crude oil prices;hedging strategies;multivariate GARCH;optimal hedge ratio;optimal portfolio weights
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
This paper investigates the conditional correlations and volatility spillovers between crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil spot, forward and futures prices from the WTI and Brent markets, and the FTSE100, NYSE, Dow Jones and S&P500 index returns, are analysed using the CCC model of Bollerslev (1990), VARMA-GARCH model of Ling and McAleer (2003), VARMA-AGARCH model of McAleer, Hoti and Chan (2008), and DCC model of Engle (2002). Based on the CCC model, the estimates of conditional correlations for returns across markets are very low, and some are not statistically significant, which means the conditional shocks are correlated only in the same market and not across markets. However, the DCC estimates of the conditional correlations are always significant. This result makes it clear that the assumption of constant conditional correlations is not supported empirically. Surprisingly, the empirical results from the VARMA-GARCH and VARMA-AGARCH models provide little evidence of volatility spillovers between the crude oil and financial markets. The evidence of asymmetric effects of negative and positive shocks of equal magnitude on the conditional variances suggests that VARMA-AGARCH is superior to VARMA-GARCH and CCC.conditional correlations;crude oil prices;multivariate GARCH;forward and futures prices;spot;stock indices;volatility spillovers
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