A previous study of symmetric collisions of massive nuclei has shown that current models of multi-nucleon transfer (MNT) reactions do not adequately describe the transfer product yields. To gain further insight into this problem, we have measured the yields of MNT products in the interaction of 977 (E/A = 4.79 MeV) and 1143 MeV (E/A = 5.60 MeV) $^{204}$Hg with $^{208}$Pb. We find that the yield of multi-nucleon transfer products are similar in these two reactions and are substantially lower than those observed in the reaction of 1257 MeV (E/A = 6.16 MeV) $^{204}$Hg + $^{198}$Pt. We compare our measurements with the predictions of the GRAZING-F, di-nuclear systems (DNS) and improved quantum molecular dynamics (ImQMD) models. For the observed isotopes of the elements Au, Hg, Tl, Pb and Bi, the measured values of the MNT cross sections are orders of magnitude larger than the predicted values. Furthermore, the various models predict the formation of nuclides near the N=126 shell, which are not observed.
Phosphorus (P) is considered to be one of the key elements for life, making it an important element to look for in the abundance analysis of spectra of stellar systems. Yet, there exists only a handful of spectroscopic studies to estimate the P abundances and investigate its trend across a range of metallicities. We have observed full HK band spectra at a spectral resolving power of R=45,000 with IGRINS instrument. Abundances are determined using SME in combination with 1D MARCS stellar atmosphere models. The investigated sample of stars have reliable stellar parameters estimated using optical FIES spectra (GILD; Jönsson et al. in prep.). In order to determine the P abundances from the 16482.92 Angstrom P line, we take special care of the CO($ν=7-4$) blend. We determine the C, N, O abundances from atomic carbon and a range of non-blended molecular lines (CO, CN, OH) which are aplenty in the H band region of K giant stars, assuring an appropriate modelling of the blending CO($ν=7-4$) line. We present [P/Fe] vs [Fe/H] trend for 38 K giant stars in the metallicity range of -1.2 dex $<$ [Fe/H] $<$ 0.4 dex. We find that our trend matches well with the compiled literature sample of
In this work, we expand the idea of Samuelson[3] and Shepp[2,5,6] for stock optimization using the Bachelier model [4] as our models for the stock price at the money (X[stock price]= K[strike price]) for the American call and put options [1]. At the money (X= K) for American options, the expected payoff of both the call and put options is zero. Shepp investigated several stochastic optimization problems using martingale and stopping time theories [2,5,6]. One of the problems he investigated was how to optimize the stock price using both the Black-Scholes (multiplicative) and the Bachelier (additive) models [7,6] for the American option above the strike price K (exercise price) to a stopping point. In order to explore the non-relativistic quantum effect on the expected payoff for both the call and put options at the money, we assumed the stock price to undergo a stochastic process governed by the Bachelier (additive) model [4]. Further, using Ito calculus and martingale theory, we obtained a differential equation for the expected payoff for both the call and put options in terms of delta and gamma. We also obtained the solution to the non-relativistic Schroedinger equation as the ex
We have investigated the toroidal analog of ellipsoidal shells of matter, which are of great significance in Astrophysics. The exact formula for the gravitational potential $Ψ(R,Z)$ of a shell with a circular section at the pole of toroidal coordinates is first established. It depends on the mass of the shell, its main radius and axis-ratio $e$ (i.e. core-to-main radius ratio), and involves the product of the complete elliptic integrals of the first and second kinds. Next, we show that successive partial derivatives $\partial^{n +m} Ψ/\partial_{R^n} \partial_{Z^m}$ are also accessible by analytical means at that singular point, thereby enabling the expansion of the interior potential as a bivariate series. Then, we have generated approximations at orders $0$, $1$, $2$ and $3$, corresponding to increasing accuracy. Numerical experiments confirm the great reliability of the approach, in particular for small-to-moderate axis ratios ($e^2 \lesssim 0.1$ typically). In contrast with the ellipsoidal case (Newton's theorem), the potential is not uniform inside the shell cavity as a consequence of the curvature. We explain how to construct the interior potential of toroidal shells with a th
This paper, the second in a series of two, provides a set of recommendations that the American Astronomical Society (AAS) can take to create a more diverse and inclusive professional society for astronomers, with a focus on women astronomers. As noted in Paper I, now is the time for the AAS to take decisive action to transform astronomy into a diverse and inclusive profession. By combining the results of our 2019 survey, which is described in Paper I, peer-reviewed academic literature, and findings from many of the white papers submitted to Astro2020, the CSWA has developed 26 specific actions the AAS can take to help end harassment and bullying in astronomy; advance career development for astronomers who are women, members of other underrepresented groups, and intersections of these populations; and improve the climate and culture of AAS meetings. Actions to reduce rates of harassment and bullying include improvements to the AAS's anti-harassment policies and procedures and the development of astronomy-specific anti-harassment training resources. Actions to advance career development include creating a compensation database, improving how jobs are posted in the AAS Job Register, a
Binomial tree methods (BTM) and explicit difference schemes (EDS) for the variational inequality model of American options with time dependent coefficients are studied. When volatility is time dependent, it is not reasonable to assume that the dynamics of the underlying asset's price forms a binomial tree if a partition of time interval with equal parts is used. A time interval partition method that allows binomial tree dynamics of the underlying asset's price is provided. Conditions under which the prices of American option by BTM and EDS have the monotonic property on time variable are found. Using convergence of EDS for variational inequality model of American options to viscosity solution the decreasing property of the price of American put options and increasing property of the optimal exercise boundary on time variable are proved. First, put options are considered. Then the linear homogeneity and call-put symmetry of the price functions in the BTM and the EDS for the variational inequality model of American options with time dependent coefficients are studied and using them call options are studied.
Eccentric planets may spend a significant portion of their orbits at large distances from their host stars, where low temperatures can cause atmospheric CO2 to condense out onto the surface, similar to the polar ice caps on Mars. The radiative effects on the climates of these planets throughout their orbits would depend on the wavelength-dependent albedo of surface CO2 ice that may accumulate at or near apoastron and vary according to the spectral energy distribution of the host star. To explore these possible effects, we incorporated a CO2 ice-albedo parameterization into a one-dimensional energy balance climate model. With the inclusion of this parameterization, our simulations demonstrated that F-dwarf planets require 29% more orbit-averaged flux to thaw out of global water ice cover compared with simulations that solely use a traditional pure water ice-albedo parameterization. When no eccentricity is assumed, and host stars are varied, F-dwarf planets with higher bond albedos relative to their M-dwarf planet counterparts require 30% more orbit-averaged flux to exit a water snowball state. Additionally, the intense heat experienced at periastron aids eccentric planets in exiting
Map generalization is a process of producing maps at different levels of detail by retaining essential properties of the underlying geographic space. In this paper, we explore how the map generalization process can be guided by the underlying scaling of geographic space. The scaling of geographic space refers to the fact that in a geographic space small things are far more common than large ones. In the corresponding rank-size distribution, this scaling property is characterized by a heavy tailed distribution such as a power law, lognormal, or exponential function. In essence, any heavy tailed distribution consists of the head of the distribution (with a low percentage of vital or large things) and the tail of the distribution (with a high percentage of trivial or small things). Importantly, the low and high percentages constitute an imbalanced contrast, e.g., 20 versus 80. We suggest that map generalization is to retain the objects in the head and to eliminate or aggregate those in the tail. We applied this selection rule or principle to three generalization experiments, and found that the scaling of geographic space indeed underlies map generalization. We further relate the unive
We present the results of processing the effects of the powerful Gamma Ray Burst GRB221009A captured by the charged particle detectors (electrostatic analyzers and solid-state detectors) onboard spacecraft at different points in the heliosphere on October 9, 2022. To follow the GRB221009A propagation through the heliosphere we used the electron and proton flux measurements from solar missions Solar Orbiter and STEREO-A; Earth magnetosphere and the solar wind missions THEMIS and Wind; meteorological satellites POES15, POES19, MetOp3; and MAVEN - a NASA mission orbiting Mars. GRB221009A had a structure of four bursts: less intense Pulse 1 - the triggering impulse - was detected by gamma-ray observatories at 131659 UT (near the Earth); the most intense Pulses 2 and 3 were detected on board all the spacecraft from the list, and Pulse 4 detected in more than 500 s after Pulse 1. Due to their different scientific objectives, the spacecraft, which data was used in this study, were separated by more than 1 AU (Solar Orbiter and MAVEN). This enabled tracking GRB221009A as it was propagating across the heliosphere. STEREO-A was the first to register Pulse 2 and 3 of the GRB, almost 100 secon
While an integration by parts formula for the bilinear form of the hypersingular boundary integral operator for the transient heat equation in three spatial dimensions is available in the literature, a proof of this formula seems to be missing. Moreover, the available formula contains an integral term including the time derivative of the fundamental solution of the heat equation, whose interpretation is difficult at second glance. To fill these gaps we provide a rigorous proof of a general version of the integration by parts formula and an alternative representation of the mentioned integral term, which is valid for a certain class of functions including the typical tensor-product discretization spaces.
With a point of departure in the concept "uncomfortable knowledge," this article presents a case study of how the American Planning Association (APA) deals with such knowledge. APA was found to actively suppress publicity of malpractice concerns and bad planning in order to sustain a boosterish image of planning. In the process, APA appeared to disregard and violate APA's own Code of Ethics. APA justified its actions with a need to protect APA members' interests, seen as preventing planning and planners from being presented in public in a bad light. The current article argues that it is in members' interest to have malpractice critiqued and reduced, and that this best happens by exposing malpractice, not by denying or diverting attention from it as APA did in this case. Professions, organizations, and societies that stifle critique tend to degenerate and become socially and politically irrelevant "zombie institutions." The article asks whether such degeneration has set in for APA and planning. Finally, it is concluded that more debate about APA's ethics and actions is needed for improving planning practice. Nine key questions are presented to constructively stimulate such debate.
Since most of the traded options on individual stocks is of American type it is of interest to generalize the results obtained in semi-static trading to the case when one is allowed to statically trade American options. However, this problem has proved to be elusive so far because of the asymmetric nature of the positions of holding versus shorting such options. Here we provide a unified framework and generalize the fundamental theorem of asset pricing (FTAP) and hedging dualities in arXiv:1502.06681 (to appear in Annals of Applied Probability) to the case where the investor can also short American options. Following arXiv:1502.06681, we assume that the longed American options are divisible. As for the shorted American options, we show that the divisibility plays no role regarding arbitrage property and hedging prices. Then using the method of enlarging probability spaces proposed in arXiv:1604.05517, we convert the shorted American options to European options, and establish the FTAP and sub- and super-hedging dualities in the enlarged space both with and without model uncertainty.
We consider controller-stopper problems in which the controlled processes can have jumps. The global filtration is represented by the Brownian filtration, enlarged by the filtration generated by the jump process. We assume that there exists a conditional probability density function for the jump times and marks given the filtration of the Brownian motion and decompose the global controller-stopper problem into controller-stopper problems with respect to the Brownian filtration, which are determined by a backward induction. We apply our decomposition method to indifference pricing of American options under multiple default risk. The backward induction leads to a system of reflected backward stochastic differential equations (RBSDEs). We show that there exists a solution to this RBSDE system and that the solution provides a characterization of the value function.
Proposed as blanket structural materials for fusion power reactors, reduced activation ferritic/martensitic (RAFM) steel undergoes volume expanding and contracting in a cyclic mode under service environment. Particularly, being subjected to significant fluxes of fusion neutrons RAFM steel suffers considerable local volume variations in the radiation damage involved regions. It is necessary to study the structure properties of the alloying elements in contraction and expansion states. In this paper we studied local substitution structures of thirteen alloying elements Al, Co, Cr, Cu, Mn, Mo, Nb, Ni, Si, Ta, Ti, V, and W in bcc Fe and calculated their substitutional energies in the volume variation range from -1.0% to 1.0%. From the structure relaxation results of the first five neighbor shells around the substitutional atom we find the relaxation in each neighbor shell keeps approximately uniform within the volume variation from -1.0% to 1.0% except those of Mn and the relaxation of the fifth neighbor shell is stronger than that of the third and forth, indicating that the lattice distortion due to the substitution atom is easier to spread in <111> direction than in other direc
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods for American options that are based on Monte Carlo, tree and partial differential equation methods. We present an alternative approach that has become popular under the name de-Americanization in the financial industry. The method is easy to implement and enjoys fast run-times. Since it is based on ad hoc simplifications, however, theoretical results guaranteeing reliability are not available. To quantify the resulting methodological risk, we empirically test the performance of the de-Americanization method for calibration. We classify the scenarios in which de-Americanization performs very well. However, we also identify the cases where de-Americanization oversimplifies and can result in large errors.
Although geographic features, such as mountains and coastlines, are fractal, some studies have claimed that the fractal property is not universal. This claim, which is false, is mainly attributed to the strict definition of fractal dimension as a measure or index for characterizing the complexity of fractals. In this paper, we propose an alternative, the ht-index, to quantify the fractal or scaling structure of geographic features. A geographic feature has ht-index h if the pattern of far more small things than large ones recurs (h-1) times at different scales. The higher the ht-index, the more complex the geographic feature. We conduct three case studies to illustrate how the computed ht-indices capture the complexity of different geographic features. We further discuss how the ht-index is complementary to fractal dimension, and elaborate on a dynamic view behind the ht-index that enables better understanding of geographic forms and processes. Keywords: Scaling of geographic space, fractal dimension, Richardson plot, nested rank-size plots, and head/tail breaks
In this paper, we investigate conformal Killing's vectors (CKVs) admitted by some plane symmetric spacetimes. Ten conformal Killing's equations and their general forms of CKVs are derived along with their conformal factor. The existence of conformal Killing's symmetry imposes restrictions on the metric functions. The conditions imposing restrictions on these metric functions are obtained as a set of integrability conditions. Considering the cases of time-like and inheriting CKVs, we obtain spacetimes admitting plane conformal symmetry. Integrability conditions are solved completely for some known non-conformally flat and conformally flat classes of plane symmetric spacetimes. A special vacuum plane symmetric spacetime is obtained, and it is shown that for such a metric CKVs are just the homothetic vectors (HVs). Among all the examples considered, there exists only one case with a six dimensional algebra of special CKVs admitting one proper CKV. In all other examples of non-conformally flat metrics, no proper CKV is found and CKVs are either HVs or Killing's vectors (KVs). In each of the three cases of conformally flat metrics, a fifteen dimensional algebra of CKVs is obtained of wh
We consider a financial market where stocks are available for dynamic trading, and European and American options are available for static trading (semi-static trading strategies). We assume that the American options are infinitely divisible, and can only be bought but not sold. In the first part of the paper, we work within the framework without model ambiguity. We first get the fundamental theorem of asset pricing (FTAP). Using the FTAP, we get the dualities for the hedging prices of European and American options. Based on the hedging dualities, we also get the duality for the utility maximization. In the second part of the paper, we consider the market which admits non-dominated model uncertainty. We first establish the hedging result, and then using the hedging duality we further get the FTAP. Due to the technical difficulty stemming from the non-dominancy of the probability measure set, we use a discretization technique and apply the minimax theorem.
Solar radio type II bursts serve as early indicators of incoming geo-effective space weather events such as coronal mass ejections (CMEs). In order to investigate the origin of high-frequency type II bursts (HF type II bursts), we have identified 51 of them (among 180 type II bursts from SWPC reports) that are observed by ground-based Compound Astronomical Low-cost Low-frequency Instrument for Spectroscopy and Transportable Observatory (CALLISTO) spectrometers and whose upper-frequency cutoff (of either fundamental or harmonic emission) lies in between 150 MHz-450 MHz during 2010-2019. We found that 60% of HF type II bursts, whose upper-frequency cutoff $\geq$ 300 MHz originate from the western longitudes. Further, our study finds a good correlation $\sim $ 0.73 between the average shock speed derived from the radio dynamic spectra and the corresponding speed from CME data. Also, we found that analyzed HF type II bursts are associated with wide and fast CMEs located near the solar disk. In addition, we have analyzed the spatio-temporal characteristics of two of these high-frequency type II bursts and compared the derived from radio observations with those derived from multi-spacecr
In this paper we show that the optimal exercise boundary / free boundary of the American put option pricing problem for jump diffusions is continuously differentiable (except at the maturity). This differentiability result has been established by Yang et al. (European Journal of Applied Mathematics, 17(1):95-127, 2006) in the case where the condition $r\geq q+ λ\int_{\R_+} (e^z-1) ν(dz)$ is satisfied. We extend the result to the case where the condition fails using a unified approach that treats both cases simultaneously. We also show that the boundary is infinitely differentiable under a regularity assumption on the jump distribution.