Search results for " Identification"
showing 10 items of 707 documents
A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2006
Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L^1 constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first- and second-order optimality analysis. We prove the existe…
A modified Ant Colony damage identification algorithm for not well spaced frequency systems
2012
Damage identification is of primary concern in many fields of civil engineering. Usually the damage is detected from the variation of structural response induced. When the damage level is very low, incipient damage, this variation is hardly seen. In the present work is studied the case of not well spaced frequency systems. Identification problem is formulated as a minimum problem of a functional expressed in term of damage parameters. The minimum problem is solved by heuristic algorithm, ACORL.
A relativistically smeared spectrum in the neutron star X-ray binary 4U 1705−44: looking at the inner accretion disc with X-ray spectroscopy
2009
Iron emission lines at 6.4-6.97 keV, identified with fluorescent Kalpha transitions, are among the strongest discrete features in the X-ray band. These are therefore one of the most powerful probes to infer the properties of the plasma in the innermost part of the accretion disc around a compact object. In this paper we present a recent XMM observation of the X-ray burster 4U 1705-44, where we clearly detect a relativistically smeared iron line at about 6.7 keV, testifying with high statistical significance that the line profile is distorted by high velocity motion in the accretion disc. As expected from disc reflection models, we also find a significant absorption edge at about 8.3 keV; th…
Testing reflection features in 4U 1705-44 with XMM-Newton, BeppoSAX, and RXTE in the hard and soft states
2012
We use data of the bright atoll source 4U 1705-44 taken with XMM-Newton, BeppoSAX and RXTE both in the hard and in the soft state to perform a self-consistent study of the reflection component in this source. Although the data from these X-ray observatories are not simultaneous, the spectral decomposition is shown to be consistent among the different observations, when the source flux is similar. We therefore select observations performed at similar flux levels in the hard and soft state in order to study the spectral shape in these two states in a broad band (0.1-200 keV) energy range, with good energy resolution, and using self-consistent reflection models. These reflection models provide…
X-ray spectroscopy of MXB 1728-34 with XMM-Newton
2011
We have analysed an XMM-Newton observation of the low mass X-ray binary and atoll source MXB 1728-34. The source was in a low luminosity state during the XMM-Newton observation, corresponding to a bolometric X-ray luminosity of 5*10E36 d^2 erg/s, where d is the distance in units of 5.1 kpc. The 1-11 keV X-ray spectrum of the source, obtained combining data from all the five instruments on-board XMM-Newton, is well fitted by a Comptonized continuum. Evident residuals are present at 6-7 keV which are ascribed to the presence of a broad iron emission line. This feature can be equally well fitted by a relativistically smeared line or by a self-consistent, relativistically smeared, reflection mo…
Testing Rate Dependent corrections on timing mode EPIC-pn spectra of the accreting Neutron Star GX 13+1
2014
When the EPIC-pn instrument on board XMM-Newton is operated in Timing mode, high count rates (>100 cts/s) of bright sources may affect the calibration of the energy scale, resulting in a modification of the real spectral shape. The corrections related to this effect are then strongly important in the study of the spectral properties. Tests of these calibrations are more suitable in sources which spectra are characterised by a large number of discrete features. Therefore, in this work, we carried out a spectral analysis of the accreting Neutron Star GX 13+1, which is a dipping source with several narrow absorption lines and a broad emission line in its spectrum. We tested two different co…
Suzaku broad-band spectrum of 4U 1705-44: probing the reflection component in the hard state
2015
Iron emission lines at 6.4-6.97 keV, identified with Kalpha radiative transitions, are among the strongest discrete features in the X-ray band. These are one of the most powerful probes to infer the properties of the plasma in the innermost part of the accretion disk around a compact object. In this paper we present a recent Suzaku observation, 100-ks effective exposure, of the atoll source and X-ray burster 4U 1705-44, where we clearly detect signatures of a reflection component which is distorted by the high-velocity motion in the accretion disk. The reflection component consists of a broad iron line at about 6.4 keV and a Compton bump at high X-ray energies, around 20 keV. All these feat…
NuSTARandXMM–Newtonbroad-band spectrum of SAX J1808.4–3658 during its latest outburst in 2015
2018
The first discovered accreting millisecond pulsar, SAX J1808.4-3658, went into X-ray outburst in April 2015. We triggered a 100 ks XMM-Newton ToO, taken at the peak of the outburst, and a 55 ks NuSTAR ToO, performed four days apart. We report here the results of a detailed spectral analysis of both the XMM-Newton and NuSTAR spectra. While the XMM-Newton spectrum appears much softer than in previous observations, the NuSTAR spectrum confirms the results obtained with XMM-Newton during the 2008 outburst. We find clear evidence of a broad iron line that we interpret as produced by reflection from the inner accretion disk. For the first time, we use a self-consistent reflection model to fit the…
Suspected-screening assessment of the occurrence of organic compounds in sewage sludge
2021
The profiling of emerging organic pollutants present in sludge and generated during wastewater treatment is much more limited than in water. This is mainly due to the difficulty of sludge analysis because of its high content of organic matter and interfering compounds. In this study, a generic extraction method using a mixture of buffered water (pH 4.1) and solid phase extraction (SPE) clean-up was applied to samples of sludge obtained in different treatment plants. This extraction was followed by determination of the contaminants by ultra-high performance liquid chromatography coupled to high resolution mass spectrometry (UHPLC-HRMS), using suspected screening to detect the most relevant o…
Specific Identification and Quantification of the Spoilage Microorganism Brettanomyces in Wine by Flow Cytometry: A Useful Tool for Winemakers
2010
International audience; no abstract