General covariance of the non-abelian DBI-action: checks and balances

We perform three tests on our proposal to implement diffeomorphism invariance in the non-abelian D0-brane DBI action as a base-point independence constraint between matrix Riemann normal coordinate systems. First, we show that T-duality along an isometry correctly interchanges the potential and kinetic terms in the action. Second, we show that the method to impose base-point independence using an auxiliary dN²-dimensional nonlinear sigma model also works for metrics which are curved along the brane, provided a physical gauge choice is made at the end. Third, we show that without alteration this method is applicable to higher order in velocities. Testing specifically to order 4, we elucidate the range of validity of the symmetrized trace approximation to the non-abelian DBI action.     

Space-Time Topology (II)—Causality, the Fourth Stiefel–Whitney Class and Space-Time as a Boundary

We show that stable causality is related to the vanishing of the top Stiefel–Whitney class of a space-time manifold M, and that if M is a stably causal space-time manifold, then it is the boundary of a five-dimensional space-time. We then propose a scheme for making it both a necessary and sufficient condition.     

Solutions of the WDVV Equations and Integrable Hierarchies of KP Type

We show that reductions of KP hierarchies related to the loop algebra of SL_n with homogeneous gradation give solutions of the Darboux-Egoroff system of PDE's. Using explicit dressing matrices of the Riemann-Hilbert problem generalized to include a set of commuting additional symmetries, we construct solutions of the Witten– Dijkgraaf–E. Verlinde–H. Verlinde equations.     

Minimal, rigid foliations by curves on ℂℙ n

We prove the existence of minimal and rigid singular holomorphic foliations by curves on the projective space ℂℙ ⁿ for every dimension n≥2 and every degree d≥2. Precisely, we construct a foliation ℱ which is induced by a homogeneous vector field of degree d, has a finite singular set and all the regular leaves are dense in the whole of ℂℙ ⁿ . Moreover, ℱ satisfies many additional properties expected from chaotic dynamics and is rigid in the following sense: if ℱ is conjugate to another holomorphic foliation by a homeomorphism sufficiently close to the identity, then these foliations are also conjugate by a projective transformation. Finally, all these properties are persistent for small perturbations of ℱ.?This is done by considering pseudo-groups generated on the unit ball 𝔹 ⁿ ⊆ℂ ⁿ by small perturbations of elements in Diff(ℂ ⁿ ,0). Under open conditions on the generators, we prove the existence of many pseudo-flows in their closure (for the C ⁰-topology) acting transitively on the ball. Dynamical features as minimality, ergodicity, positive entropy and rigidity may easily be derived from this approach. Finally, some of these pseudo-groups are realized in the transverse dynamics of polynomial vector fields in ℂℙ ⁿ . Received March 7, 2002 / final version received November 26, 2002?Published online February 7, 2003 Most of this work has been carried out during a visit of the first author to IMPA/RJ and a visit of the second author to the University of Lille 1. We would like to thank these institutes for hospitality and express our gratitude to CNPq-Brazil and CNRS-France for the financial support which made these visits possible. We are also indebted to Paulo Sad, Marcel Nicolau and the referee whose comments helped us to improve on the preliminary version. Finally, the second author has partially conducted this research for the Clay Mathematics Institute.     

Research problems

This section appears from time to time. Contributions are invited, and should be submitted to R. C. Thompson, Mathematics Department, University of California, Santa Barbara, CA 93106.     

Speed of adaptation in structured populations

Adaptation of populations takes place with the occurrence and subsequent fixation of mutations that confer some selective advantage to the individuals which acquire it. For this reason, the study of the process of fixation of advantageous mutations has a long history in the population genetics literature. Particularly, the previous investigations aimed to find out the main evolutionary forces affecting the strength of natural selection in the populations. In the current work, we investigate the dynamics of fixation of beneficial mutations in a subdivided population. The subpopulations (demes) can exchange migrants among their neighbors, in a migration network which is assumed to have either a random graph or a scale-free topology. We have observed that the migration rate drastically affects the dynamics of mutation fixation, despite of the fact that the probability of fixation is invariant on the migration rate, accordingly to Maruyama's conjecture. In addition, we have noticed a topological dependence of the adaptive evolution of the population when clonal interference becomes effective.     

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model.     

Superstable semigroups of operators

In [NR] the authors introduced the notion of superstable operators on a Banach space E using ultrapowers E_u of E. In [HR] this notion was extended to strongly continuous one-parameter semigroups again by means of ultrapowers.It is the aim of the present paper to give an equivalent intrinsic definition of superstability (without the reference to ultrapowers). This definition allows us to improve the results of [NR] as well as of [HR]. We apply our results to semigroups of positive linear operators on Banach lattices and C^*-algebras, respectively.     

Looking at Fokker-Planck dynamics with a noisy instrument

We consider the class of experiments which can be characterized by a Fokker-PIanck dynamics corresponding to the overdamped motion of a state point in a suitable stochastic potential. We assume that the general form of the potential is known (or can be guessed with reasonable accuracy), but that its parameters are to be determined experimentally by measurements made with a noisy instrument. This possible method for determining the potential parameters, which exploits the system's own internal stochastic motion in order to explore rapidly its available parameter space, is substantially more efficient than traditional methods involving time averages of single point measurements, and yet does not appear to have been previously considered. The method could be important when, for example, the experiment must be completed in a limited time owing either to the expense of the experimental materials or to the temporary stationarity of the preparation, situations which are commonly encountered in experimental biochemistry and biology.     

Lifetime study of high-spin states in 104,105In

In the neutron deficient isotopes _104,105In lifetimes of high spin states in the range from 0.5 ps to 600 ps have been measured in a coincidence recoil distance Doppler shift (RDDS) experiment. By combining the Doppler shift attenuation (DSA) and RDDS methods at few μm flight distances, the problem of delayed feeding has been avoided and very short lifetimes in the range 0.5–0.8 ps have been determined. Shell model calculations with strong restrictions for the neutron orbitals reveal good agreement with experimental level energies and still fair agreement for most measured B(M1) and B(E2) values. Received: 30 June 1998