Miracle-dz/UniFAR-FTUs huggingface dataset:
Option pricing for infinite variance data

We consider the asymptotic option pricing formula under an infinite variance paradigm using a randomized version of the Cox–Ross–Rubinstein binomial option pricing approach. We discuss practical difficulties in applying the asymptotic formula and suggest a non-parametric bootstrap as an estimation technique. Using point process theory, the asymptotic consistency of the bootstrap approach is established under a resampling scheme of m=o(n). We briefly discuss extensions to correlated data and show the option pricing formula may no longer be valid in such settings. Finally, we consider a finite variance setting involving innovations from a variance gamma process. We derive the asymptotic option pricing formula and show that the non-parametric bootstrap is consistent.
Why all stars should possess circumstellar temperature inversions

The paper shows that the circumstellar temperature inversions possessed by all stars are the consequence of the velocity filtration process described by Scudder (1992), according to which a stellar envelope is hotter than its underlying layers. The filtration scenario relies on the theoretically predicted and experimentally determined non-Maxwellian velocity distributions of ions and/or electrons in other sampled astrophysical plasmas and the transition region. The most immediate consequence is that the temperature and quasi-neutral plasma density become anticorrelated with increasing radius in a thin transition region, leaving the temperature profile inverted in excess of 10 exp 6 K up into a corona, without depositing a wave of magnetic field energy into the gas above the base of the transition region. 97 refs.
Polarization of Light Scattered by Isotropic Opalescent Media

A general study is given of the polarization of light scattered by isotropic media whose elements of heterogeneity are not very small in comparison with the wavelength, (suspensions, colloidal solutions, solutions of large molecules, .). This includes an extension of a theory by R. S. Krishnan, who, considering certain particular states of polarization of the incident light and applying the law of reciprocity, had proved the equality of two of the four coefficients which are to be considered in these cases. Using Stokes' linear representation of the polarization of light beams, it is shown that the scattering through a given angle and for a given wave‐length is characterized by the 16 coefficients of the linear forms which express the four polarization parameters of the scattered beam in terms of the four corresponding parameters of the incident beam and that the law of reciprocity leads to six relations between these sixteen coefficients. For an isotropic asymmetrical medium (having rotatory power), th.
A Hölder type inequality for symmetric matrices with nonnegative entries

(w(j), S(j)w(j))k 0 such that S(j)wCj) =Xw(j). Hence Sw=Xw+p, where p is a nonnegative n-vector for which (p, w) = 0. If w is not a characteristic vector of S then (p,p) >0 and it is easy to verify, using the symmetry of S, that
On the Canonical Module of A 0-Dimensional Scheme

Abstract The main topic of this paper is to give characterizations of geometric properties of O-dimensional subschemes in terms of the algebraic structure of the canonical module of their projective coordinate ring. We characterize Cayley- Bacharach, (higher order) uniform position, linearly and higher order general position properties, and derive inequalities for the Hilbert functions of such schemes. Finally we relate the structure of the canonical module to properties of the minimal free resolution of X.
A measurement of fluctuations in the X-ray background by UHURU

About one-third of the Uhuru sources with galactic latitude vertical-barbvertical-bar>20degree are identified with extra-galactic objects. The predicted level of fluctuations is based on assuming that all the unidentified high-galactic-latitude sources form a homogeneous volume distribution of extragalactic sources. The discrepancy between measured and predicted fluctuations does not easily disappear if all the unidentified sources are galactic. Therefore, we conclude that a portion of the unidentified sources represents a class of objects at cosmological distances. (AIP)
Measurement of ocean water optical properties and seafloor reflectance with scanning hydrographic operational airborne lidar survey (SHOALS): II. Practical results and comparison with independent data

Estimation of water column optical properties and seafloor reflectance (532 nm) is demonstrated using recent SHOALS data collected at Fort Lauderdale, Florida (November, 2003). To facilitate this work, the first radiometric calibrations of SHOALS were performed. These calibrations permit a direct normalization of recorded data by converting digitized counts at the output of the SHOALS receivers to input optical power. For estimation of environmental parameters, this normalization is required to compensate for the logarithmic compression of the signals and the finite frequency of the bandpass of the detector/amplifier. After normalization, the SHOALS data are used to estimate the backscattering coefficient, the beam attenuation coefficient, the single-scattering albedo, the VSF asymmetry, and seafloor reflectance by fitting simulated waveforms to actual waveforms measured by the SHOALS APD and PMT receivers. The resulting estimates of these water column optical properties are compared to in-situ measurements acquired at the time of the airborne data collections. Images of green laser bottom reflectance are also presented and compared to reflectance estimated from simultaneously acquired passive spectral data.
Regularization of Singular Systems by Derivative and Proportional Output Feedback

The problem of the regularization of singular systems by derivative and proportional output feedback is studied. Necessary and sufficient conditions are given to guarantee the existence of a derivative and proportional output feedback such that the closed-loop system is regular and of index at most 1. It is also shown that the closed-loop system becomes strongly controllable and observable by using this feedback.
The born approximation applied to electromagnetic scattering from a finite cone

The physical optics approximation is not applicable to the determination of electromagnetic scattering from obstacles that are not both large and smooth. In this paper, the second-order Born approximation has been utilized to determine the radar cross section of a fairly large, perfectly conducting finite cone. This method leads to radar cross-section values of proper magnitude for such cones, whereas the usual physical optics method yields cross-section values in error by an order of magnitude.
Numerical Study of Two Fluid Rayleigh‐Taylor Instability

A new computing technique for the time‐dependent calculation of the interaction of two incompressible fluids is used to study the linear and nonlinear phases of Rayleigh‐Taylor instability. The variation of the linear growth rate with Reynolds number is examined for Reynolds numbers < 200 at a ratio of fluid densities of 2 : 1. These findings support Chandrasekhar's predictions of the magnitude of the growth rate and the Reynolds number for which maximum growth rate is attained. A series of inviscid flow calculations, at density ratios between 1.1 : 1 and 10 : 1, is used to explore the effect of density ratio on aspects of the nonlinear Rayleigh‐Taylor instability. It is found that such influences as form drag and Kelvin‐Helmholtz instability decrease rapidly in importance as the density ratio increases.
APPLICATION OF THE NETWORK METHOD TO HEAT CONDUCTION PROCESSES WITH POLYNOMIAL AND POTENTIAL-EXPONENTIALLY VARYING THERMAL PROPERTIES

Nonlinear transient heat conduction in a finite slab with potential-exponential temperature-dependent specific heat and thermal conductivity is investigated numerically by using the network method. A general network model for this process is proposed, whatever the exponent of the temperature-dependent functions may be, including initial and boundary conditions. With this network model and using the electrical circuit simulation program PSPICE, time-dependent temperature and heat flux profiles at any location can be obtained. This approach allows us to solve this conduction problem by a general, efficient, and relatively simple method. To show the accuracy of the network method, a comparison is made of the present results and those obtained by other methods for a particular case.
Self-calibration for kinematic parameters of a redundant planar two-degree-of-freedom parallel manipulator using evolutionary algorithms

In this article, the self-calibration problem of a planar two-degree-of-freedom (2-DoF) parallel manipulator with a redundant joint sensor is studied. By eliminating the passive joint positions, a new error function is proposed. Furthermore, by decoupling the kinematic parameters of the error function, the minimization process is simplified. In order to obtain the global optimum, three evolutionary algorithms including genetic algorithm, particle swarm optimization, and differential evolution are applied to minimize the error function. In the application, the performances and effectiveness of the applied algorithms on this specific problem are compared under three different error functions, and the results show that the differential-evolution method under the decoupled error function produces the best result. Finally, actual calibration is carried out based on differential evolution under the decoupled error function, and the result demonstrates that all of the 12 parameters of the manipulator are calibrated with high accuracy.
Astrometric observations of Phobos and Deimos with the SRC on Mars Express

Observations of Phobos and Deimos, carried out by the SRC (Super Resolution Channel) on the Mars Express spacecraft between May 2004-April 2005, were used to determine the center-of-figure positions of the two Satellites with accuracies of 0.5-5 km (Phobos) and 1.0 km (Deimos). We find that the Phobos and Deimos orbit predictions from NASA-JPL (Jet Propulsion Laboratory) and ESA-ESOC (European Space Operation Center) differ substantially among each other and also do not agree with the actually observed positions of the satellites. Hence, our new astrometric data may motivate new efforts for Phobos and Deimos orbit modeling.
Discovery of Molecular Hydrogen Fluorescence in the Diffuse Interstellar Medium

The first detection of molecular hydrogen fluorescence in the diffuse interstellar medium is reported. Using the Berkeley UVX Shuttle Spectrometer, H2 Lyman band fluorescence has been observed in four directions, each with high significance. Molecular hydrogen fluorescence is detected in all directions that have previously been found to contain significant CO emission. A simple equilibrium model has been developed that includes attenuation of the incident UV radiation field by H2 line and dust continuum absorption. Evidence is found that the gas in the CO emission portions of the clouds may be clumpy, with a filling factor less than 0.2 and an average density greater than 30/cu cm in most cases. 24 refs.
Investigation on the Dielectric Properties of 0–3 Lead Zirconate Titanate-Geopolymer Composites

Lead zirconate titanate (PZT)-fly ash geopolymer pastes composites of 0–3 connectivity were fabricated using 30–50% by volume. The mineralogical compositions of fly ash geopolymer materials were investigated using X-ray diffraction (XRD). The 10 mol sodium hydroxide solution and sodium silicate solution at a sodium silicate-to-sodium hydroxide ratio of 0.67 were used to prepare geopolymer pastes. The pastes were cured at 60°C for 2 days. The results showed that the dielectric constant of PZT-fly ash geopolymer pastes composites decreased with increasing PZT content at 1 KHz. The dielectric properties of PZT-fly ash geopolymer pastes composites were also found to depend on the frequency.
Efficient time-domain model of the graphene dielectric function

A honey-comb monolayer lattice of carbon atoms, graphene, is not only ultra-thin, ultra-light, flexible and strong, but also highly conductive when doped and exhibits strong interaction with electromagnetic radiation in the spectral range from microwaves to the ultraviolet. Moreover, this interaction can be effectively controlled electrically. High flexibility and conductivity makes graphene an attractive material for numerous photonic applications requiring transparent conducting electrodes: touchscreens, liquid crystal displays, organic photovoltaic cells, and organic light-emitting diodes. Meanwhile, its tunability makes it desirable for optical modulators, tunable filters and polarizers. This paper deals with the basics of the time-domain modeling of the graphene dielectric function under a random-phase approximation. We focus at applicability of Padé approximants to the interband dielectric function (IDF) of single layer graphene. Our study is centered on the development of a two-critical points approximation (2CPA) of the IDF within a single-electron framework with negligible carrier scattering and a realistic range of chemical potential at room temperature. This development is successfully validated by comparing reflection and transmission spectra computed by a numerical method in time-domain versus semi-analytical calculations in frequency domain. Finally, we sum up our results - (1) high-quality approximation, (2) tunability, and (3) second-order accurate numerical FDTD implementation of the 2CPA of IDF demonstrated across the desired range of the chemical potential to temperature ratios (4 - 23). Finally, we put forward future directions for time-domain modeling of optical response of graphene with wide range of tunable and fabrication-dependent parameters, including other broadening factors and variations of temperature and chemical potentials.
Magnetohydrodynamics flow over a rapidly rotating axisymmetric wavy disk

A numerical study of Magnetohydrodynamics boundary layer flow over a rapidly rotating wavy disc was performed under which magnetic fields are imposed by a circular electric coil. The shape of the disc is assumed to be axisymmetric and sinusoidal in the radial direction, and semi-infinite space over the disc steadily rotating is occupied by an electrically conducting fluid. The study was conducted for the case where the representative Reynolds number is very large and the magnetic Reynolds number is negligibly small. The effect of Lorentz force on fluid motion was precisely investigated as the main external controlling force. The generalized boundary layer equation, including both magnetic field and heat flux, is derived to examine interactions among the effects of wavy surface shape, magnetic field and heat flux from the disc surface. Two cases of uniform magnetic field, much studied in previous research, and of non-uniform magnetic field, realized by a circular coil, have been scrutinized. Details of velocity profile, skin friction coefficient and heat transfer coefficient are given.
Rotating-compensator multichannel ellipsometry: Applications for real time Stokes vector spectroscopy of thin film growth

A multichannel spectroscopic ellipsometer based on the rotating-compensator principle was developed and applied to measure the time evolution of spectra (1.5–4.0 eV) in the normalized Stokes vector of the light beam reflected from the surface of a growing film. With this instrument, a time resolution of 32 ms for full spectra is possible. Several advantages of the rotating-compensator multichannel ellipsometer design over the simpler rotating-polarizer design are demonstrated here. These include the ability to: (i) determine the sign of the p-s wave phase-shift difference Δ, (ii) obtain accurate Δ values for low ellipticity polarization states, and (iii) deduce spectra in the degree of polarization of the light beam reflected from the sample. We have demonstrated the use of the latter spectra to characterize instrument errors such as stray light inside the spectrograph attached to the multichannel detector. The degree of polarization of the reflected beam has also been applied to characterize the time evo.
Gravitational lensing of gravitational waves from inspiraling binaries by a point mass lens

Gravitational lensing of gravitational waves from inspiraling binaries is discussed in the context of advanced laser-interferometer detectors, taking correct account of the diffraction effect. Convolving the spectrum of the lensed waveform with that of the detector noise, we calculate how much the signal-to-noise ratio is magnified by gravitational lensing as a function of the mass and position of the lens. When the lens is much lighter than ∼102M⊙, the diffraction is so effective that the wave flux is not magnified appreciably. We predict that lensed waveforms are distinguishable from unlensed ones in that the signal-to-noise ratio shows an oscillatory behavior as the frequency sweeps up.
Pulsation and rotation of Kepler stars in the NGC 6866 field

We present an analysis of stars in the field of the open cluster NGC 6866 (age 650 Myr) using data from the Kepler Input Catalogue (KIC) and time series photometry from the Kepler data base. We identify 31 δ Scuti and 8 γ Doradus pulsating variables as well as 23 red giants with solar-like oscillations. There are 4 eclipsing binaries and 106 stars showing rotational modulation indicative of starspots. We attempted to identify cluster members using their proper motions but found very poor discrimination between members and non-members. The KIC shows a concentration of stars with distance modulus V0 − MV = 10.47 ± 0.02. We used assumed radial modes in 9 δ Sct stars to determine their asteroseismic luminosities and found that the distance modulus falls within three narrow ranges depending on the assignment of overtone number. One of these ranges coincides with the KIC distance modulus. The rotation periods of main-sequence stars are correlated with colour, so that a period–age–mass relation can be derived from open clusters and applied to stars of unknown ages. Surprisingly, we find that the correlation applies not only to cool stars, but extends to A-type stars in the cluster. Finally, we present measurements of solar-like oscillations in red giants, a few of which might be cluster members.
On the Use of Correlation to Augment Data

Abstract This paper provides an evaluation of the effects of a particular regression-estimation technique used to augment measurements when concurrent and additional measurements are available for two other variates. The investigation demonstrates that this use of regression does not always produce better estimates of population parameters, and indeed, that it may produce poorer estimates than could be obtained from the original data alone. Tables of a parameter I, the relative information, are provided so that the utility of making regression estimates to decrease the variance of the mean or variance may be easily evaluated. And finally, the use of these results in the specification of an optimal sampling program is briefly indicated.
Event Rate for Extreme Mass Ratio Burst Signals in the Laser Interferometer Space Antenna Band

Stellar mass compact objects in short-period (P ≲ 103 s) orbits about a 104.5-107.5 M☉ massive black hole (MBH) are thought to be a significant continuous-wave source of gravitational radiation for the ESA/NASA Laser Interferometer Space Antenna (LISA) gravitational wave detector. These extreme mass ratio inspiral sources began in long-period, nearly parabolic orbits that have multiple close encounters with the MBH. The gravitational radiation emitted during the close encounters may be detectable by LISA as a gravitational wave burst if the characteristic passage timescale is less than 105 s. Scaling a static, spherical model to the size and mass of the Milky Way bulge, we estimate an event rate of ~15 yr-1 for such burst signals, detectable by LISA with signal-to-noise ratio greater than 5, originating in our Galaxy. When extended to include Virgo Cluster galaxies, our estimate increases to a gravitational wave burst rate of ~18 yr-1. We conclude that these extreme mass ratio burst sources may be a steady and significant source of gravitational radiation in the LISA data streams.
Boundary value problems with jumping nonlinearities

Soit Ω un domaine borne de R n a frontiere suffisamment lisse et on considere le probleme aux valeurs limites: Δu+f(u)=g(x), x∈Ω, u=0, x∈∂Ω ou f∈C 1 (R) et g est continue de Holder sur Ω. Soient λ 0 <λ 1 ≤λ 2 ≤. l'ensemble des valeurs propres du probleme homogene Δu+λu=0, x∈Ω u=0, x∈∂Ω. On obtient des resultats sur la multiplicite des solutions pour t grand
On the Physics of Hadronic Blazar Emission Models

The material of relativistic jets of active galactic nuclei is composed of leptons and hadrons. If a significant fraction of the overall jet power is converted into energizing protons to relativistic energies, along with the leptons, hadronic interactions play a role in converting particle energy into radiation and neutrino production. I will discuss the physics and some properties of hadronic blazar emission models in the framework of recent developments in this field.
Microfabricated sensors for the measurement of electromagnetic fields in biological tissues

Public awareness of the risks of exposure to electromagnetic radiation has grown over the past ten yeras. The effects of power lines on human and animal health have drawn particular attention. Some longitudinal studies of cancer rates near power lines show a significant correlation, while others show a null result. The studies have suffered from inadequate sensors for the measurement of electromagnetic radiation in vivo. In this work, we describe the design, construction, and testing of electrically passive, microfabricated single-pole antennas and coils. These sensors will be used in vivo to study the effects of electromagnetic radiation on animals. Our testing to date has been limited to in vitro studies of the magnetic field probes. Magnetic field pickup coils were fabricated with up to 100 turns, over a length of up to 1000 micrometers . Measurements were carried out with the sensors in air, and in water of various saline concentrations. Magnetic fields were applied using a Helmholtz coil. Both dc and ac fields were applied. The results indicate that small-area measurements of electromagnetic fields in vitro can be made successfully, provided adequate shielding and amplification are used.
A motion-based approach for segmenting dynamic textures

Characterisation of visual processes consisting of multiple dynamic textures is of vital importance to computer vision research, with a diverse set of applications in the field of robot navigation and remote monitoring applications, etc. In the current literature, however, studies are mostly limited to characterisation of single dynamic textures. In this paper, we aim to address the problem of segmenting image sequences consisting of multiple dynamic textures. More precisely, we separate image segments having different characteristic motion patterns – a key attribute of individual dynamic textures. Experimental results demonstrate the ability of the proposed technique by segmenting a wide variety of multiple dynamic texture image sequences.