12,317 research outputs found
Verification of a localization criterion for several disordered media
We analytically compute a localization criterion in double scattering
approximation for a set of dielectric spheres or perfectly conducting disks
uniformly distributed in a spatial volume which can be either spherical or
layered. For every disordered medium, we numerically investigate a localization
criterion, and examine the influence of the system parameters on the wavelength
localization domains.Comment: 30 pages, LateX, amstex, revtex styles, 20 figure
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach
ABSTRACT. This paper considers the dynamics for interest rate processes within a multi-factor Heath, Jarrow and Morton (1992) specification. Despite the flexibility of and the notable advances in theoretical research about the HJM models, the number of empirical studies is still inadequate. This paucity is principally because of the difficulties in estimating models in this class, which are not only high-dimensional, but also nonlinear and involve latent state variables. This paper treats the estimation of a fairly broad class of HJM models as a nonlinear filtering problem, and adopts the local linearization filter of Jimenez and Ozaki (2003), which is known to have some desirable statistical and numerical features, to estimate the model via the maximum likelihood method. The estimator is then applied to the interbank offered-rates of the U.S, U.K, Australian and Japanese markets. The two-factor model, with the factors being the level and the slope effect, is found to be a reasonable choice for all of the markets. However, the contribution of each factor towards overall variability of the interest rates and the financial reward each factor claims differ considerably from one market to another
Warped Higgsless Models with IR--Brane Kinetic Terms
We examine a warped Higgsless model
in 5-- with IR(TeV)--brane kinetic terms. It is shown that adding a brane
term for the gauge field does not affect the scale (
TeV) where perturbative unitarity in is violated.
This term could, however, enhance the agreement of the model with the precision
electroweak data. In contrast, the inclusion of a kinetic term corresponding to
the custodial symmetry of the theory delays the unitarity violation
in scattering to energy scales of TeV for a significant
fraction of the parameter space. This is about a factor of 4 improvement
compared to the corresponding scale of unitarity violation in the Standard
Model without a Higgs. We also show that null searches for extra gauge bosons
at the Tevatron and for contact interactions at LEP II place non-trivial bounds
on the size of the IR-brane terms.Comment: 23 pages, 8 figure
Diffraction of light by a planar aperture in a metallic screen
We present a complete derivation of the formula of Smythe [Phys.Rev.72, 1066
(1947)] giving the electromagnetic field diffracted by an aperture created in a
perfectly conducting plane surface. The reasoning, valid for any excitating
field and any hole shape, makes use only of the free scalar Green function for
the Helmoltz equation without any reference to a Green dyadic formalism. We
compare our proof with the one previously given by Jackson and connect our
reasoning to the general Huygens Fresnel theorem.Comment: J. Math. Phys. 47, 072901 (2006
Constraints on Beta Functions from Duality
We analyze the way in which duality constrains the exact beta function and
correlation length in single-coupling spin systems. A consistency condition we
propose shows very concisely the relation between self-dual points and phase
transitions, and implies that the correlation length must be duality invariant.
These ideas are then tested on the 2-d Ising model, and used towards finding
the exact beta function of the -state Potts model. Finally, a generic
procedure is given for identifying a duality symmetry in other single-coupling
models with a continuous phase transition.Comment: LaTeX, 6 page
High Speed Lunar Navigation for Crewed and Remotely Piloted Vehicles
Increased navigation speed is desirable for lunar rovers, whether autonomous, crewed or remotely operated, but is hampered by the low gravity, high contrast lighting and rough terrain. We describe lidar based navigation system deployed on NASA's K10 autonomous rover and to increase the terrain hazard situational awareness of the Lunar Electric Rover crew
Monte Carlo Exploration of Warped Higgsless Models
We have performed a detailed Monte Carlo exploration of the parameter space
for a warped Higgsless model of electroweak symmetry breaking in 5 dimensions.
This model is based on the gauge group
in an AdS bulk with arbitrary gauge kinetic terms on both the Planck and
TeV branes. Constraints arising from precision electroweak measurements and
collider data are found to be relatively easy to satisfy. We show, however,
that the additional requirement of perturbative unitarity up to the cut-off,
TeV, in elastic scattering in the absence of dangerous
tachyons eliminates all models. If successful models of this class exist, they
must be highly fine-tuned.Comment: 26 pages, 7 figures; new fig and additional text adde
Bounds on R-Parity Violating Parameters from Fermion EDM's
We study one-loop contributions to the fermion electric dipole moments in the
Minimal Supersymmetric Standard Model with explicit R-parity violating
interactions. We obtain new individual bounds on R-parity violating Yukawa
couplings and put more stringent limits on certain parameters than those
obtained previously.Comment: 16 pages, LaTe
Effects of serum proteins on corrosion behavior of ISO 5832–9 alloy modified by titania coatings
Stainless steel ISO 5832–9 type is often used to
perform implants which operate in protein-containing physiological
environments. The interaction between proteins and
surface of the implant may affect its corrosive properties. The
aim of this work was to study the effect of selected serum
proteins (albumin and γ-globulins) on the corrosion of ISO
5832–9 alloy (trade name M30NW) which surface was modified
by titania coatings. These coatings were obtained by sol–
gel method and heated at temperatures of 400 and 800 °C. To
evaluate the effect of the proteins, the corrosion tests were
performed with and without the addition of proteins with
concentration of 1 g L−1 to the physiological saline solution
(0.9 % NaCl, pH 7.4) at 37 °C. The tests were carried out
within 7 days. The following electrochemical methods were
used: open circuit potential, linear polarization resistance, and
electrochemical impedance spectroscopy. In addition, surface
analysis by optical microscopy and X-ray photoelectron spectroscopy
(XPS) method was done at the end of weekly corrosion
tests. The results of corrosion tests showed that M30NW
alloy both uncoated and modified with titania coatings exhibits
a very good corrosion resistance during weekly exposition
to corrosion medium. The best corrosion resistance in
0.9 % NaCl solution is shown by alloy samples modified by
titania coating annealed at 400 °C. The serumproteins have no
significant effect onto corrosion of investigated biomedical
steel. The XPS results confirmed the presence of proteins on
the alloy surface after 7 days of immersion in proteincontaining
solutions.The investigations were supported by the National Science Centre project No. N N507 501339. The authors gratefully acknowledge Dr. Janusz
Sobczak and Dr. hab. Wojciech Lisowski from Institute of Physical
Chemistry of PAS for XPS surface analyses
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