Correlations between black holes formed in cosmic string breaking

An analysis of cosmic string breaking with the formation of black holes attached to the ends reveals a remarkable feature: the black holes can be correlated or uncorrelated. We find that, as a consequence, the number-of-states enhancement factor in the action governing the formation of uncorrelated black holes is twice the one for a correlated pair. We argue that when an uncorrelated pair forms at the ends of the string, the physics involved is more analogous to thermal nucleation than to particle-antiparticle creation. Also, we analyze the process of intercommuting strings induced by black hole annihilation and merging. Finally, we discuss the consequences for grand unified strings. The process whereby uncorrelated black holes are formed yields a rate which significantly improves over those previously considered, but still not enough to modify string cosmology. 1995 The American Physical Society.

Particle dispersion in synthetic turbulent flows

We study particle dispersion advected by a synthetic turbulent flow from a Lagrangian perspective and focus on the two-particle and cluster dispersion by the flow. It has been recently reported that Richardson¿s law for the two-particle dispersion can stem from different dispersion mechanisms, and can be dominated by either diffusive or ballistic events. The nature of the Richardson dispersion depends on the parameters of our flow and is discussed in terms of the values of a persistence parameter expressing the relative importance of the two above-mentioned mechanisms. We support this analysis by studying the distribution of interparticle distances, the relative velocity correlation functions, as well as the relative trajectories.

Particle dispersion in synthetic turbulent flows

We study particle dispersion advected by a synthetic turbulent flow from a Lagrangian perspective and focus on the two-particle and cluster dispersion by the flow. It has been recently reported that Richardson¿s law for the two-particle dispersion can stem from different dispersion mechanisms, and can be dominated by either diffusive or ballistic events. The nature of the Richardson dispersion depends on the parameters of our flow and is discussed in terms of the values of a persistence parameter expressing the relative importance of the two above-mentioned mechanisms. We support this analysis by studying the distribution of interparticle distances, the relative velocity correlation functions, as well as the relative trajectories.

Particle shape and orientation in laser diffraction and static image analysis size distribution analysis of micrometer sized rectangular particles

Laser diffraction (LD) and static image analysis (SIA) of rectangular particles [United States Pharmacopeia, USP30-NF25, General Chapter <776>, Optical Miroscopy.] have been systematically studied. To rule out sample dispersion and particle orientation as the root cause of differences in size distribution profiles, we immobilize powder samples on a glass plate by means of a dry disperser. For a defined region of the glass plate, we measure the diffraction pattern as induced by the dispersed particles, and the 2D dimensions of the individual particles using LD and optical microscopy, respectively. We demonstrate a correlation between LD and SIA, with the scattering intensity of the individual particles as the dominant factor. In theory, the scattering intensity is related to the square of the projected area of both spherical and rectangular particles. In traditional LD the size distribution profile is dominated by the maximum projected area of the particles (A). The diffraction diameters of a rectangular particle with length L and breadth B as measured by the LD instrument approximately correspond to spheres of diameter ØL and ØB respectively. Differences in the scattering intensity between spherical and rectangular particles suggest that the contribution made to the overall LD volume probability distribution by each rectangular particle is proportional to A2/L and A2/B. Accordingly, for rectangular particles the scattering intensity weighted diffraction diameter (SIWDD) explains an overestimation of their shortest dimension and an underestimation of their longest dimension. This study analyzes various samples of particles whose length ranges from approximately 10 to 1000 μm. The correlation we demonstrate between LD and SIA can be used to improve validation of LD methods based on SIA data for a variety of pharmaceutical powders all with a different rectangular particle size and shape.

Influence of the single-particle structure on the nuclear surface and the neutron skin

We analyze the influence of the single-particle structure on the neutron density distribution and the neutron skin in Ca, Ni, Zr, Sn, and Pb isotopes. The nucleon density distributions are calculated in the Hartree-Fock+BCS approach with the SLy4 Skyrme force. A close correlation is found between the quantum numbers of the valence neutrons and the changes in the position and the diffuseness of the nuclear surface, which in turn affect the neutron skin thickness. Neutrons in the valence orbitals with low principal quantum number and high angular momentum mainly displace the position of the neutron surface outwards, while neutrons with high principal quantum number and low angular momentum basically increase the diffuseness of the neutron surface. The impact of the valence shell neutrons on the tail of the neutron density distribution is discussed.

Circumsolar energetic particle distribution on 2011 November 3

Late on 2011 November 3, STEREO-A, STEREO-B, MESSENGER, and near-Earth spacecraft observed an energetic particle flux enhancement. Based on the analysis of in situ plasma and particle observations, their correlation with remote sensing observations, and an interplanetary transport model, we conclude that the particle increases observed at multiple locations had a common single source active region and the energetic particles filled a very broad region around the Sun. The active region was located at the solar backside (as seen from Earth) and was the source of a large flare, a fast and wide coronal mass ejection, and an EIT wave, accompanied by type II and type III radio-emission. In contrast to previous solar energetic particle events showing broad longitudinal spread, this event showed clear particle anisotropies at three widely separated observation points at 1AU, suggesting direct particle injection close to the magnetic footpoint of each spacecraft, lasting for several hours.We discuss these observations and the possible scenarios explaining the extremely broad particle spread for this event.

Stability and asymptotic analysis of a fluid-particle interaction model

We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov-Fokker-Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.

Simulación de fluidos inmiscibles con el Particle Finite Element Method (PFEM)

Proyecto de investigación realizado a partir de una estancia en el Centro Internacional de Métodos Computacionales en Ingeniería (CIMEC), Argentina, entre febrero y abril del 2007. La simulación numérica de problemas de mezclas mediante el Particle Finite Element Method (PFEM) es el marco de estudio de una futura tesis doctoral. Éste es un método desarrollado conjuntamente por el CIMEC y el Centre Internacional de Mètodos Numèrics en l'Enginyeria (CIMNE-UPC), basado en la resolución de las ecuaciones de Navier-Stokes en formulación Lagrangiana. El mallador ha sido implementado y desarrollado por Dr. Nestor Calvo, investigador del CIMEC. El desarrollo del módulo de cálculo corresponde al trabajo de tesis de la beneficiaria. La correcta interacción entre ambas partes es fundamental para obtener resultados válidos. En esta memoria se explican los principales aspectos del mallador que fueron modificados (criterios de refinamiento geométrico) y los cambios introducidos en el módulo de cálculo (librería PETSc, algoritmo predictor-corrector) durante la estancia en el CIMEC. Por último, se muestran los resultados obtenidos en un problema de dos fluidos inmiscibles con transferencia de calor.

Quantiles of the Realized Stock-Bond Correlation

Abstract: We scrutinize the realized stock-bond correlation based upon high frequency returns. We use quantile regressions to pin down the systematic variation of the extreme tails over their economic determinants. The correlation dependence behaves differently when the correlation is large negative and large positive. The important explanatory variables at the extreme low quantile are the short rate, the yield spread, and the volatility index. At the extreme high quantile the bond market liquidity is also important. The empirical fi…ndings are only partially robust to using less precise measures of the stock-bond correlation. The results are not caused by the recent …financial crisis. Keywords: Extreme returns; Financial crisis; Realized stock-bond correlation; Quantile regressions; VIX. JEL Classifi…cations: C22; G01; G11; G12

Smooth Transition Patterns in the Realized Stock- Bond Correlation

Abstract: We analyze the realized stock-bond correlation. Gradual transitions between negative and positive stock-bond correlation is accommodated by the smooth transition regression (STR) model. The changes in regime are de…ned by economic and …financial transition variables. Both in sample and out-of- sample results document that STR models with multiple transition variables outperform STR models with a single transition variable. The most important transition variables are the short rate, the yield spread, and the VIX volatility index. Keywords: realized correlation; smooth transition regressions; stock-bond correlation; VIX index JEL Classifi…cations: C22; G11; G12; G17

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates

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Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

Role of Particle Shape on the Stress Propagation in Granular Packings

We present an experimental and numerical study on the influence that particle aspect ratio has on the mechanical and structural properties of granular packings. For grains with maximal symmetry (squares), the stress propagation in the packing localizes forming chainlike forces analogous to the ones observed for spherical grains. This scenario can be understood in terms of stochastic models of aggregation and random multiplicative processes. As the grains elongate, the stress propagation is strongly affected. The interparticle normal force distribution tends toward a Gaussian, and, correspondingly, the force chains spread leading to a more uniform stress distribution reminiscent of the hydrostatic profiles known for standard liquids

The mapping of the local contributions of Fermi and Coulomb correlation into intracule and extracule density distributions

The contributions of the correlated and uncorrelated components of the electron-pair density to atomic and molecular intracule I(r) and extracule E(R) densities and its Laplacian functions ∇2I(r) and ∇2E(R) are analyzed at the Hartree-Fock (HF) and configuration interaction (CI) levels of theory. The topologies of the uncorrelated components of these functions can be rationalized in terms of the corresponding one-electron densities. In contrast, by analyzing the correlated components of I(r) and E(R), namely, IC(r) and EC(R), the effect of electron Fermi and Coulomb correlation can be assessed at the HF and CI levels of theory. Moreover, the contribution of Coulomb correlation can be isolated by means of difference maps between IC(r) and EC(R) distributions calculated at the two levels of theory. As application examples, the He, Ne, and Ar atomic series, the C2-2, N2, O2+2 molecular series, and the C2H4 molecule have been investigated. For these atoms and molecules, it is found that Fermi correlation accounts for the main characteristics of IC(r) and EC(R), with Coulomb correlation increasing slightly the locality of these functions at the CI level of theory. Furthermore, IC(r), EC(R), and the associated Laplacian functions, reveal the short-ranged nature and high isotropy of Fermi and Coulomb correlation in atoms and molecules