Abstract: In this paper, we analyze the static solutions for the U(1)(4) consistent truncation of the maximally supersymmetric gauged supergravity in four dimensions. Using a new parametrization of the known solutions it is shown that for fixed charges there exist three Possible black hole configurations according to the pattern of symmetry breaking of the (scalars sector of the) Lagrangian. Namely a black hole without scalar fields, a black hole with a primary hair and a black hole with a secondary hair respectively. This is the first, exact, example of a black hole with a primary scalar hair, where both the black hole and the scalar fields are regular on and outside the horizon. The configurations with secondary and primary hair can be interpreted as a spontaneous symmetry breaking of discrete permutation and reflection symmetries of the action. It is shown that there exist a triple point in the thermodynamic phase space where the three solution coexist. The corresponding phase transitions are discussed and the free energies are written explicitly as function of the thermodynamic coordinates in the uncharged case. In the charged case the free energies of the primary hair and the hairless black hole are also given as functions of the thermodynamic coordinates.

Abstract: In the context of updating the 2015 Nationally Determined Contribution (NDC), the government of Chile has updated its estimates of compliance costs for a series of mitigation actions with an emphasis on the energy sector as the main source of its greenhouse gas emissions. Using the information developed in this process, we assess the impact on compliance costs of increasing the flexibility for sources by introducing different emissions trading schemes. For this we develop a detailed optimization model that represents the operational and investment decisions that could be taken by the energy generation, industrial and mining sectors if an Emissions Trading System (ETS) was implemented. An ETS with two cap and trade options is analysed together with an offset mechanism for sources not included in the ETS. Also, two policy goals are considered: a stringent 76% sectoral reduction goal in 2050 similar to Chile's current strict NDC, and a more lax 46% goal similar to Chile's initial 2015 NDC proposal. The results show that (i) cost reductions from increased flexibility for Chile's current strict NDC are significant, and that offsets can play an important role; (ii) the stringency of the reduction goal affects the magnitude of the cost savings related to flexibility and, surprisingly, total abatement costs are negative (i.e. there are benefits) for the 46% reduction goal. In this latter case, the most significant cost reductions result from compelling firms to comply with their allowances in each sector, not increased flexibility. These results highlight the policy relevance of case by case analysis using a modelling approach similar to the one we develop here. Key policy insights ETS implementation can help Chile meet its mitigation commitment for 2050. The compliance costs can vary significantly depending on the flexibility implemented in the emissions trading schemes. Optimization models can help decision-makers define the attributes of an ETS, such as the sectors that should participate, the cap, and the percentage of offsets. The proposed methodology also highlights and quantifies the offsets that can be acquired from sectors that are not part of an ETS, such as forestry, agriculture, and the waste sector. The possibility to acquire of offsets could reduce significantly the cost for industries that participate of an ETS.

Abstract: We report the discovery and orbital characterization of three new transiting warm giant planets. These systems were initially identified as presenting single-transit events in the light curves generated from the full-frame images of the Transiting Exoplanet Survey Satellite. Follow-up radial velocity measurements and additional light curves were used to determine the orbital periods and confirm the planetary nature of the candidates. The planets orbit slightly metal-rich late F- and early G-type stars. We find that TOI 4406b has a mass of M ( P ) = 0.30 +/- 0.04 M (J), a radius of R ( P ) = 1.00 +/- 0.02 R (J), and a low-eccentricity orbit (e = 0.15 +/- 0.05) with a period of P = 30.08364 +/- 0.00005 days. TOI 2338b has a mass of M ( P ) = 5.98 +/- 0.20 M (J), a radius of R ( P ) = 1.00 +/- 0.01 R (J), and a highly eccentric orbit (e = 0.676 +/- 0.002) with a period of P = 22.65398 +/- 0.00002 days. Finally, TOI 2589b has a mass of M ( P ) = 3.50 +/- 0.10 M (J), a radius of R ( P ) = 1.08 +/- 0.03 R (J), and an eccentric orbit (e = 0.522 +/- 0.006) with a period of P = 61.6277 +/- 0.0002 days. TOI 4406b and TOI 2338b are enriched in metals compared to their host stars, while the structure of TOI 2589b is consistent with having similar metal enrichment to its host star.

Abstract: We study the non-minimal pure spinor string in a curved background. We find that the minimal BRST invariance implies the existence of a non-trivial stress-energy tensor for the minimal and non-minimal variables in the heterotic curved background. We find constraint equations for the b ghost. We construct the b ghost as a solution of these constraints.

Abstract: We study the coupling of the non-minimal ghost fields of the pure spinor superstring in general curved backgrounds. The coupling is found solving the consistency relations from the nilpotency of the non-minimal BRST charge.

Abstract: In this paper we study the pure spinor formulation of the superstring in AdS(5) x S-5 around point particle solutions of the classical equations of motion. As a particular example we quantize the pure spinor string in the BMN background.

Abstract: Vertex operators in string theory me in two varieties: integrated and unintegrated. Understanding both types is important for the calculation of the string theory amplitudes. The relation between them is a descent procedure typically involving the b-ghost. In the pure spinor formalism vertex operators can be identified as cohomology classes of an infinite-dimensional Lie superalgebra formed by covariant derivatives. We show that in this language the construction of the integrated vertex from an unintegrated vertex is very straightforward, and amounts to the evaluation of the cocycle on the generalized Lax currents.

Abstract: The stochastic volatility models used in the financial world are characterized, in the continuous-time case, by a set of two coupled stochastic differential equations for the underlying asset price S and volatility sigma. In addition, the correlations of the two Brownian movements that drive the stochastic dynamics are measured by the correlation parameter rho (-1 <= rho <= 1). This stochastic system is equivalent to the Fokker-Planck equation for the transition probability density of the random variables S and sigma. Solutions for the transition probability density of the Heston stochastic volatility model (Heston, 1993) were explored in Dragulescu and Yakovenko (2002), where the fundamental quantities such as the transition density itself, depend on rho in such a manner that these are divergent for the extreme limit rho = +/- 1. The same divergent behavior appears in Hagan et al. (2002), where the probability density of the SABR model was analyzed. In an option pricing context, the propagator of the bi-dimensional Black-Scholes equation was obtained in Lemmens et al. (2008) in terms of the path integrals, and in this case, the propagator diverges again for the extreme values rho = +/- 1. This paper shows that these similar divergent behaviors are due to a universal property of the stochastic volatility models in the continuum: all of them are second class constrained systems for the most extreme correlated limit rho = +/- 1. In this way, the stochastic dynamics of the rho = +/- 1 cases are different of the rho (1 <= rho <= 1) case, and it cannot be obtained as a continuous limit from the rho not equal +/- 1 regimen. This conclusion is achieved by considering the Fokker-Planck equation or the bi-dimensional Black-Scholes equation as a Euclidean quantum Schrodinger equation. Then, the analysis of the underlying classical mechanics of the quantum model, implies that stochastic volatility models at rho = +/- 1 correspond to a constrained system. To study the dynamics in an appropriate form, Dirac's method for constrained systems (Dirac, 1958, 1967) must be employed, and Dirac's analysis reveals that the constraints are second class. In order to obtain the transition probability density or the option price correctly, one must evaluate the propagator as a constrained Hamiltonian path-integral (Henneaux and Teitelboim, 1992), in a similar way to the high energy gauge theory models. In fact, for all stochastic volatility models, after integrating over momentum variables, one obtains an effective Euclidean Lagrangian path integral over the volatility alone. The role of the second class constraints is determining the underlying asset price S completely in terms of volatility, so it plays no role in the path integral. In order to examine the effect of the constraints on the dynamics for both extreme limits, the probability density function is evaluated by using semi-classical arguments, in an analogous manner to that developed in Hagan et al. (2002), for the SABR model. (C) 2014 Elsevier B.V. All rights reserved.

Abstract: Mixture cure rate models have been developed to analyze failure time data where a proportion never fails. For such data, standard survival models are usually not appropriate because they do not account for the possibility of non-failure. In this context, mixture cure rate models assume that the studied population is a mixture of susceptible subjects who may experience the event of interest and non-susceptible subjects that will never experience it. More specifically, mixture cure rate models are a class of survival time models in which the probability of an eventual failure is less than one and both the probability of eventual failure and the timing of failure depend (separately) on certain individual characteristics. In this paper, we propose a Bayesian approach to estimate parametric mixture cure rate models with covariates. The probability of eventual failure is estimated using a binary regression model, and the timing of failure is determined using a Weibull distribution. Inference for these models is attained using Markov Chain Monte Carlo methods under the proposed Bayesian framework. Finally, we illustrate the method using data on the return-to-prison time for a sample of prison releases of men convicted of sexual crimes against women in England and Wales and we use mixture cure rate models to investigate the risk factors for long-term and short-term survival of recidivism.

Abstract: Chile is currently engaged in an energy transition process to meet ambitious greenhouse gas reductions and improved air quality indices. In this paper, we apply a long-term energy planning model, with the objective of finding the set of technologies that meet strong reductions of CO2 emissions and of local PM2.5 concentrations. For this purpose, we use the existing ETEM-Chile (Energy-Technology-Environment-Model) model which considers a simplified version of the Chilean electricity sector that we extend to the residential and commercial sectors and to local concentration considerations. We propose an original approach to integrate in the same framework local and global emission constraints. Results show that to meet the goal of zero emissions by 2050, electrification of end-use demands increases up to 49.2% with a strong growth of the CO2 marginal cost. It should be noted that this electrification rate is much lower than government projections and those usually found in the literature, in certain geographic areas in southern Chile with a wide availability of firewood for residential heating. Regarding local PM2.5 concentrations, our analysis shows that even without a specific emission reduction target, acceptable PM2.5 concentrations are achieved by 2045, due to first the emergence of more efficient, cleaner and cost-effective end-use technologies, in particular, residential firewood heaters, and second the use of drier and therefore less contaminating firewood. Achieving acceptable air quality as early as 2030 is also possible but comes with a high marginal cost of PM2.5 concentration. Our results illustrate the need for implementing effective public policies to (i) regulate the firewood heating market to increase its production and improve its environmental quality and (ii) incentivize the installation of efficient firewood heaters in the residential sector.