NNLO Computational Techniques: the Cases H -> gamma gamma and H -> g g

A large set of techniques needed to compute decay rates at the two-loop level are derived and systematized. The main emphasis of the paper is on the two Standard Model decays H -> gamma gamma and H -> g g. The techniques, however, have a much wider range of application: they give practical examples of general rules for two-loop renormalization; they introduce simple recipes for handling internal unstable particles in two-loop processes; they illustrate simple procedures for the extraction of collinear logarithms from the amplitude. The latter is particularly relevant to show cancellations, e.g. cancellation of collinear divergencies. Furthermore, the paper deals with the proper treatment of non-enhanced two-loop QCD and electroweak contributions to different physical (pseudo-)observables, showing how they can be transformed in a way that allows for a stable numerical integration. Numerical results for the two-loop percentage corrections to H -> gamma gamma, g g are presented and discussed. When applied to the process pp -> gg + X -> H + X, the results show that the electroweak scaling factor for the cross section is between -4 % and + 6 % in the range 100 GeV < Mh < 500 GeV, without incongruent large effects around the physical electroweak thresholds, thereby showing that only a complete implementation of the computational scheme keeps two-loop corrections under control.Comment: LaTeX, 70 pages, 8 eps figure

On refined volatility smile expansion in the Heston model

It is known that Heston's stochastic volatility model exhibits moment explosion, and that the critical moment $s_+$ can be obtained by solving (numerically) a simple equation. This yields a leading order expansion for the implied volatility at large strikes: $\sigma_{BS}( k,T)^{2}T\sim \Psi (s_+-1) \times k$ (Roger Lee's moment formula). Motivated by recent "tail-wing" refinements of this moment formula, we first derive a novel tail expansion for the Heston density, sharpening previous work of Dragulescu and Yakovenko [Quant. Finance 2, 6 (2002), 443--453], and then show the validity of a refined expansion of the type $\sigma_{BS}( k,T) ^{2}T=( \beta_{1}k^{1/2}+\beta_{2}+...)^{2}$, where all constants are explicitly known as functions of $s_+$, the Heston model parameters, spot vol and maturity $T$. In the case of the "zero-correlation" Heston model such an expansion was derived by Gulisashvili and Stein [Appl. Math. Optim. 61, 3 (2010), 287--315]. Our methods and results may prove useful beyond the Heston model: the entire quantitative analysis is based on affine principles: at no point do we need knowledge of the (explicit, but cumbersome) closed form expression of the Fourier transform of $\log S_{T}$\ (equivalently: Mellin transform of $S_{T}$ ); what matters is that these transforms satisfy ordinary differential equations of Riccati type. Secondly, our analysis reveals a new parameter ("critical slope"), defined in a model free manner, which drives the second and higher order terms in tail- and implied volatility expansions

Reliability measurement during software development

During the development of data base software for a multi-sensor tracking system, reliability was measured. The failure ratio and failure rate were found to be consistent measures. Trend lines were established from these measurements that provided good visualization of the progress on the job as a whole as well as on individual modules. Over one-half of the observed failures were due to factors associated with the individual run submission rather than with the code proper. Possible application of these findings for line management, project managers, functional management, and regulatory agencies is discussed. Steps for simplifying the measurement process and for use of these data in predicting operational software reliability are outlined

Half-Megasecond Chandra Spectral Imaging of the Hot Circumgalactic Nebula around Quasar Mrk 231

A deep 400-ksec ACIS-S observation of the nearest quasar known, Mrk 231, is combined with archival 120-ksec data obtained with the same instrument and setup to carry out the first ever spatially resolved spectral analysis of a hot X-ray emitting circumgalactic nebula around a quasar. The 65 x 50 kpc X-ray nebula shares no resemblance with the tidal debris seen at optical wavelengths. One notable exception is the small tidal arc 3.5 kpc south of the nucleus where excess soft X-ray continuum emission and Si XIII 1.8 keV line emission are detected, consistent with star formation and its associated alpha-element enhancement, respectively. An X-ray shadow is also detected at the location of the 15-kpc northern tidal tail. The hard X-ray continuum emission within 6 kpc of the center is consistent with being due entirely to the bright central AGN. The soft X-ray spectrum of the outer (>6 kpc) portion of the nebula is best described as the sum of two thermal components with T~3 and ~8 million K and spatially uniform super-solar alpha element abundances, relative to iron. This result implies enhanced star formation activity over ~10^8 yrs accompanied with redistribution of the metals on large scale. The low-temperature thermal component is not present within 6 kpc of the nucleus, suggesting extra heating in this region from the circumnuclear starburst, the central quasar, or the wide-angle quasar-driven outflow identified from optical IFU spectroscopy on a scale of >3 kpc. Significant azimuthal variations in the soft X-ray intensity are detected in the inner region where the outflow is present. The soft X-ray emission is weaker in the western quadrant, coincident with a deficit of Halpha and some of the largest columns of neutral gas outflowing from the nucleus. Shocks created by the interaction of the wind with the ambient ISM may heat the gas to high temperatures at this location. (abridged)Comment: 43 pages, 11 figures, accepted for publication in the Astrophysical Journa

Analysis, Visualization, and Transformation of Audio Signals Using Dictionary-based Methods

date-added: 2014-01-07 09:15:58 +0000 date-modified: 2014-01-07 09:15:58 +0000date-added: 2014-01-07 09:15:58 +0000 date-modified: 2014-01-07 09:15:58 +000

Searching for molecular outflows in Hyper-Luminous Infrared Galaxies

We present constraints on the molecular outflows in a sample of five Hyper-Luminous Infrared Galaxies using Herschel observations of the OH doublet at 119 {\mu}m. We have detected the OH doublet in three cases: one purely in emission and two purely in absorption. The observed emission profile has a significant blueshifted wing suggesting the possibility of tracing an outflow. Out of the two absorption profiles, one seems to be consistent with the systemic velocity while the other clearly indicates the presence of a molecular outflow whose maximum velocity is about ~1500 km/s. Our analysis shows that this system is in general agreement with previous results on Ultra-luminous Infrared Galaxies and QSOs, whose outflow velocities do not seem to correlate with stellar masses or starburst luminosities (star formation rates). Instead the galaxy outflow likely arises from an embedded AGN.Comment: Accepted for publication in MNRAS. 13 pages, 11 figures, 4 table

Multivariate Nonnegative Quadratic Mappings

In this paper we study several issues related to the characterization of speci c classes of multivariate quadratic mappings that are nonnegative over a given domain, with nonnegativity de ned by a pre-speci ed conic order.In particular, we consider the set (cone) of nonnegative quadratic mappings de ned with respect to the positive semide nite matrix cone, and study when it can be represented by linear matrix inequalities.We also discuss the applications of the results in robust optimization, especially the robust quadratic matrix inequalities and the robust linear programming models.In the latter application the implementational errors of the solution is taken into account, and the problem is formulated as a semide nite program.optimization;linear programming;models