1/c expansion of a separable model of direct-interaction type

The properties of a proposed model of N point particles in direct interaction are considered in the limit of small velocities. It is shown that, in this limit, time correlations cancel out and that Newtonian dynamics is recovered for the system in a natural way.

Renormalization of gauge-invariant operators and the axial anomaly

The renormalization properties of gauge-invariant composite operators that vanish when the classical equations of motion are used (class II^a operators) and which lead to diagrams where the Adler-Bell-Jackiw anomaly occurs are discussed. It is shown that gauge-invariant operators of this kind do need, in general, nonvanishing gauge-invariant (class I) counterterms.

Gauge-invariant actions from constraint Hamiltonian dynamics

Dirac's constraint Hamiltonian formalism is used to construct a gauge-invariant action for the massive spin-one and -two fields.

From Galilean-invariant to relativistic wave equations

Through an imaginary change of coordinates in the Galilei algebra in 4 space dimensions and making use of an original idea of Dirac and Lvy-Leblond, we are able to obtain the relativistic equations of Dirac and of Bargmann and Wigner starting with the (Galilean-invariant) Schrdinger equation.

Poincar-Cartan integral invariant and canonical transformation for singular lagrangians

In this work we develop the canonical formalism for constrained systems with a finite number of degrees of freedom by making use of the PoincarCartan integral invariant method. A set of variables suitable for the reduction to the physical ones can be obtained by means of a canonical transformation. From the invariance of the PoincarCartan integral under canonical transformations we get the form of the equations of motion for the physical variables of the system.

Heat capacity measurements on the equiatomic compounds in Ni-X (X = Al, In, Si, Ge and Bi) and M-Sb (with M = Ni, Co and Fe) systems

Molar heat capacities of the binary compounds NiAl, NiIn, NiSi, NiGe, NiBi, NiSb, CoSb and FeSb were determined every 10 K by differential scanning calorimetry in the temperature range 310-1080 K. The experimental results have been fitted versus temperature according to C-p = a + b . T + c . T-2 + d . T-2. Results are given, discussed and compared to estimations found in the literature. Two compounds, NiBi and FeSb, are subject to transformations between 460 and 500 K. (C) 1999 Elsevier Science Ltd. All rights reserved.

Poincar-Cartan intregral invariant and canonical trasformation for singular Lagrangians: an addendum

The results of a previous work, concerning a method for performing the canonical formalism for constrained systems, are extended when the canonical transformation proposed in that paper is explicitly time dependent.

Geographical and altitudinal population genetic structure of two dung fly species with contrasting mobility and temperature preference.

Local adaptation of populations requires some degree of spatio-temporal isolation. Previous studies of the two dung fly species Scathophaga stercoraria and Sepsis cynipsea have revealed low levels of geographic and altitudinal genetic differentiation in quantitative life history and morphological traits, but instead high degrees of phenotypic plasticity. These patterns suggest that gene flow is extensive despite considerable geographic barriers and large spatio-temporal variation in selection on body size and related traits. In this study we addressed this hypothesis by investigating genetic differentiation of dung fly populations throughout Switzerland based on the same 10 electrophoretic loci in each species. Overall, we found no significant geographic differentiation of populations for either species. This is inconsistent with the higher rates of gene flow expected due to better flying capacity of the larger S. stercoraria. However, heterozygote deficiencies within populations indicated structuring on a finer scale, seen for several loci in S. cynipsea, and for the locus PGM (Phosphoglucomutase) in S. stercoraria. Additionally, S. cynipsea showed a tendency towards a greater gene diversity at higher altitudes, mediated primarily by the locus MDH (malate dehydrogenase), at which a second allele was only present in populations above 1000 m. This may be caused by increased environmental stress at higher altitudes in this warm-adapted species. MDH might thus be a candidate locus subject to thermal selection in this species, but this remains to be corroborated by direct evidence. In S. stercoraria, no altitudinal variation was found.

Invariant decomposition of the retarded electromagnetic field.

The integral representation of the electromagnetic two-form, defined on Minkowski space-time, is studied from a new point of view. The aim of the paper is to obtain an invariant criteria in order to define the radiative field. This criteria generalizes the well-known structureless charge case. We begin with the curvature two-form, because its field equations incorporate the motion of the sources. The gauge theory methods (connection one-forms) are not suited because their field equations do not incorporate the motion of the sources. We obtain an integral solution of the Maxwell equations in the case of a flow of charges in irrotational motion. This solution induces us to propose a new method of solving the problem of the nature of the retarded radiative field. This method is based on a projection tensor operator which, being local, is suited to being implemented on general relativity. We propose the field equations for the pair {electromagnetic field, projection tensor J. These field equations are an algebraic differential first-order system of oneforms, which verifies automatically the integrability conditions.

1/c expansion of a separable model of direct-interaction type

The properties of a proposed model of N point particles in direct interaction are considered in the limit of small velocities. It is shown that, in this limit, time correlations cancel out and that Newtonian dynamics is recovered for the system in a natural way.

From Galilean-invariant to relativistic wave equations

Through an imaginary change of coordinates in the Galilei algebra in 4 space dimensions and making use of an original idea of Dirac and Lvy-Leblond, we are able to obtain the relativistic equations of Dirac and of Bargmann and Wigner starting with the (Galilean-invariant) Schrdinger equation.

Massless minimally coupled fields in de Sitter space: O(4)-symmetric states versus de Sitter invariant vacuum

The issue of de Sitter invariance for a massless minimally coupled scalar field is examined. Formally, it is possible to construct a de Sitterinvariant state for this case provided that the zero mode of the field is quantized properly. Here we take the point of view that this state is physically acceptable, in the sense that physical observables can be computed and have a reasonable interpretation. In particular, we use this vacuum to derive a new result: that the squared difference between the field at two points along a geodesic observers spacetime path grows linearly with the observers proper time for a quantum state that does not break de Sitter invariance. Also, we use the Hadamard formalism to compute the renormalized expectation value of the energy-momentum tensor, both in the O(4)-invariant states introduced by Allen and Follaci, and in the de Sitterinvariant vacuum. We find that the vacuum energy density in the O(4)-invariant case is larger than in the de Sitterinvariant case.

Bi-planar 2D-to-3D registration in Fourier domain for stereoscopic X-ray motion tracking

In this paper we present a new method to track bonemovements in stereoscopic X-ray image series of the kneejoint. The method is based on two different X-ray imagesets: a rotational series of acquisitions of the stillsubject knee that will allow the tomographicreconstruction of the three-dimensional volume (model),and a stereoscopic image series of orthogonal projectionsas the subject performs movements. Tracking the movementsof bones throughout the stereoscopic image series meansto determine, for each frame, the best pose of everymoving element (bone) previously identified in the 3Dreconstructed model. The quality of a pose is reflectedin the similarity between its simulated projections andthe actual radiographs. We use direct Fourierreconstruction to approximate the three-dimensionalvolume of the knee joint. Then, to avoid the expensivecomputation of digitally rendered radiographs (DRR) forpose recovery, we reformulate the tracking problem in theFourier domain. Under the hypothesis of parallel X-raybeams, we use the central-slice-projection theorem toreplace the heavy 2D-to-3D registration of projections inthe signal domain by efficient slice-to-volumeregistration in the Fourier domain. Focusing onrotational movements, the translation-relevant phaseinformation can be discarded and we only consider scalarFourier amplitudes. The core of our motion trackingalgorithm can be implemented as a classical frame-wiseslice-to-volume registration task. Preliminary results onboth synthetic and real images confirm the validity ofour approach.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.