Abstract: We report the discovery and characterisation of a giant transiting planet orbiting a nearby M3.5V dwarf (d = 80.4pc, G = 15.1 mag, K=11.2mag, R-* = 0.358 +/- 0.015 R-circle dot, M-* = 0.340 +/- 0.009 M-circle dot). Using the photometric time series from TESS sectors 10, 36, 46, and 63 and near-infrared spectrophotometry from ExTrA, we measured a planetary radius of 0.77 +/- 0.03 R-J and an orbital period of 1.52 days. With high-resolution spectroscopy taken by the CFHT/SPIRou and ESO/ESPRESSO spectrographs, we refined the host star parameters ([Fe/H] = 0.27 +/- 0.12) and measured the mass of the planet (0.273 +/- 0.006 M-J). Based on these measurements, TOI-4860 b joins the small set of massive planets (>80 M-E) found around mid to late M dwarfs (<0.4 R-circle dot), providing both an interesting challenge to planet formation theory and a favourable target for further atmospheric studies with transmission spectroscopy. We identified an additional signal in the radial velocity data that we attribute to an eccentric planet candidate (e = 0.66 +/- 0.09) with an orbital period of 427 +/- 7 days and a minimum mass of 1.66 +/- 0.26 M-J, but additional data would be needed to confirm this.

Abstract: We report the detection of a transiting super-Earth-sized planet (R = 1.39 +/- 0.09 R-circle plus) in a 1.4-day orbit around L 168-9 (TOI-134), a bright M1V dwarf (V = 11, K = 7.1) located at 25.15 +/- 0.02 pc. The host star was observed in the first sector of the Transiting Exoplanet Survey Satellite (TESS) mission. For confirmation and planet mass measurement purposes, this was followed up with ground-based photometry, seeing-limited and high-resolution imaging, and precise radial velocity (PRV) observations using the HARPS and Magellan/PFS spectrographs. By combining the TESS data and PRV observations, we find the mass of L 168-9 b to be 4.60 +/- 0.56 M-circle plus and thus the bulk density to be 1.74(-0.33)(+0.44) times higher than that of the Earth. The orbital eccentricity is smaller than 0.21 (95% confidence). This planet is a level one candidate for the TESS mission's scientific objective of measuring the masses of 50 small planets, and it is one of the most observationally accessible terrestrial planets for future atmospheric characterization.

Abstract: In this paper, we study the multi-asset Black-Scholes model from a structural point of view. For this, we interpret the multi-asset Black-Scholes equation as a multidimensional Schrodinger one particle equation. The analysis of the classical Hamiltonian and Lagrangian mechanics associated with this quantum model implies that, in this system, the canonical momentums cannot always be written in terms of the velocities. This feature is a typical characteristic of the constrained system that appears in the high-energy physics. To study this model in the proper form, one must apply Dirac's method for constrained systems. The results of the Dirac's analysis indicate that in the correlation parameters space of the multi assets model, there exists a surface (called the Kummer surface Sigma(K), where the determinant of the correlation matrix is null) on which the constraint number can vary. We study in detail the cases with N = 2 and N = 3 assets. For these cases, we calculate the propagator of the multi-asset Black-Scholes equation and show that inside the Kummer Sigma(K) surface the propagator is well defined, but outside Sigma(K) the propagator diverges and the option price is not well defined. On Sigma(K) the propagator is obtained as a constrained path integral and their form depends on which region of the Kummer surface the correlation parameters lie. Thus, the multi-asset Black-Scholes model is an example of a variable constrained dynamical system, and it is a new and beautiful property that had not been previously observed. (C) 2016 Elsevier B.V. All rights reserved.

Abstract: We propose an algorithm based on infeasible irreducible subsystems to solve binary linear chance-constrained problems with random technology matrix. By leveraging on the problem structure we are able to generate good quality upper bounds to the optimal value early in the algorithm, and the discrete domain is used to guide us efficiently in the search of solutions. We apply our methodology to individual and joint binary linear chance-constrained problems, demonstrating the ability of our approach to solve those problems. Extensive numerical experiments show that, in some cases, the number of nodes explored by our algorithm is drastically reduced when compared to a commercial solver.

Abstract: Copper (Cu) is important for plant growth, but high concentrations can lead to detrimental effects such as primary root length inhibition, vegetative tissue chlorosis, and even plant death. The interaction between plant-soil microbiota and roots can potentially affect metal mobility and availability, and, therefore, overall plant metal concentration. Cupriavidus metallidurans CH34 is a multi metal-resistant bacterial model that alters metal mobility and bioavailability through ion pumping, metal complexation, and reduction processes. The interactions between strain CH34 and plants may affect the growth, metal uptake, and translocation of Arabidopsis thaliana plants that are exposed to or not exposed to Cu. In this study, we looked also at the specific gene expression changes in C. metallidurans when co-cultured with Cu-exposed A. thaliana. We found that A. thaliana's rosette area, primary and secondary root growth, and dry weight were affected by strain CH34, and that beneficial or detrimental effects depended on Cu concentration. An increase in some plant growth parameters was observed at copper concentrations lower than 50 mM and significant detrimental effects were found at concentrations higher than 50 mM Cu. We also observed up to a 90% increase and 60% decrease in metal accumulation and mobilization in inoculated A. thaliana. In turn, copper-stressed A. thaliana altered C. metallidurans colonization, and cop genes that encoded copper resistance in strain CH34 were induced by the combination of A. thaliana and Cu. These results reveal the complexity of the plant-bacteria-metal triad and will contribute to our understanding of their applications in plant growth promotion, protection, and phytoremediation strategies.

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: In a recent article, a generic optimal control problem was studied from a physicist's point of view (Contreras et al. 2017). Through this optic, the Pontryagin equations are equivalent to the Hamilton equations of a classical constrained system. By quantizing this constrained system, using the right ordering of the operators, the corresponding quantum dynamics given by the Schrodinger equation is equivalent to that given by the Hamilton-Jacobi-Bellman equation of Bellman's theory. The conclusion drawn there were based on certain analogies between the equations of motion of both theories. In this paper, a closer and more detailed examination of the quantization problem is carried out, by considering three possible quantization procedures: right quantization, left quantization, and Feynman's path integral approach. The Bellman theory turns out to be the classical limit h -> 0 of these three different quantum theories. Also, the exact relation of the phase S(x, t) of the wave function Psi(x, t) = e(i/hS(x,t)) of the quantum theory with Bellman's cost function J(+)(x, t) is obtained. In fact, S(x, t) satisfies a 'conjugate' form of the Hamilton-Jacobi-Bellman equation, which implies that the cost functional J(+)(x, t) must necessarily satisfy the usual Hamilton-Jacobi-Bellman equation. Thus, the Bellman theory effectively corresponds to a quantum view of the optimal control problem. (C) 2018 Elsevier B.V. All rights reserved.

Abstract: Context. The Multi-site All-Sky CAmeRA (MASCARA) and bRing are both photometric ground-based instruments with multiple stations that rely on interline charge-coupled devices with wide-field lenses to monitor bright stars in the local sky for variability. MASCARA has already discovered several planets in the northern sky, which are among the brightest known transiting hot Jupiter systems. Aims. In this paper, we aim to characterize a transiting planetary candidate in the southern skies found in the combined MASCARA and bRing data sets of HD 85628, an A7V star of V = 8.2 mag at a distance 172 pc, to establish its planetary nature. Methods. The candidate was originally detected in data obtained jointly with the MASCARA and bRing instruments using a Box Least-Square search for transit events. Further photometry was taken by the 0.7 m Chilean-Hungarian Automated Telescope (CHAT), and radial velocity measurements with the Fiber Dual Echelle Optical Spectrograph on the European Southern Observatory 1.0 m Telescope. High-resolution spectra during a transit were taken with the CTIO high-resolution spectrometer (CHIRON) on the Small and Moderate Aperture Research Telescope System 1.5 m telescope to target the Doppler shadow of the candidate. Results. We confirm the existence of a hot Jupiter transiting the bright A7V star HD 85628, which we co-designate as MASCARA-4b and bRing-1b. It is in an orbit of 2.824 days, with an estimated planet radius of 1.53(-0.04)(+0.07) R-Jup and an estimated planet mass of 3.1 +/- 0.9 M-Jup, putting it well within the planetary regime. The CHAT observations show a partial transit, reducing the probability that the transit was around a faint background star. The CHIRON observations show a clear Doppler shadow, implying that the transiting object is in a retrograde orbit with |lambda| = 244.9(-3.6)(+2.7)degrees. The planet orbits at a distance of 0.047 +/- 0.004 AU from the star and has a zero-albedo equilibrium temperature of 2100 +/- 100 K. In addition, we find that HD 85628 has a previously unreported stellar companion star in the Gaia DR2 data demonstrating common proper motion and parallax at 4.3 '' separation (projected separation similar to 740 AU), and with absolute magnitude consistent with being a K/M dwarf. Conclusions. MASCARA-4 b/bRing-1 b is the brightest transiting hot Jupiter known to date in a retrograde orbit. It further confirms that planets in near-polar and retrograde orbits are more common around early-type stars. Due to its high apparent brightness and short orbital period, the system is particularly well suited for further atmospheric characterization.

Abstract: This paper deals with the state estimation and control problem for nonlinear lateral vehicle dynamics with time delays. First, a novel time-varying delay vehicle model described as a Takagi-Sugeno fuzzy model is presented. In particular, it is considered that the lateral force contains an air resistance term which is assumed to be a quadratic function of the lateral vehicle velocity. A time-varying delay has been included in the vehicle states by a simple formula in order to capture brake actuation aspects or other practical aspects that may generate a delayed response, while the nonlinear part of the vehicle model is described as a Lipschitz function. A Takagi-Sugeno time-delay observer-based control that satisfies the Lipschitz condition is proposed to get closed-loop stability conditions. These results generalize existing ones in the literature on lateral dynamics control. Additionally, we provide a new methodology for the controller and observer gains design that can be cast as linear matrix inequality constraints. Finally, we illustrate our results with numerical examples, which also reveal the negative effect of not considering the presence of delays in the controller design.

Abstract: Imprecise probability allows quantifying the level of safety of a system taking into account the effect of both aleatory and epistemic uncertainty. The practical estimation of an imprecise probability is usually quite demanding from a numerical viewpoint, as it is necessary to propagate separately both types of uncertainty, leading in practical cases to a nested implementation in the so-called double loop approach. In view of this issue, this contribution presents an alternative approach that avoids the double loop by replacing the imprecise probability problem by an augmented, purely aleatory reliability analysis. Then, with the help of Bayes' theorem, it is possible to recover an expression for the failure probability as an explicit function of the imprecise parameters from the augmented reliability problem, which ultimately allows calculating the imprecise probability. The implementation of the proposed framework is investigated within the context of imprecise first excursion probability estimation of uncertain linear structures subject to imprecisely defined stochastic quantities and crisp stochastic loads. The associated augmented reliability problem is solved within the context of Directional Importance Sampling, leading to an improved accuracy at reduced numerical costs. The application of the proposed approach is investigated by means of two examples. The results obtained indicate that the proposed approach can be highly efficient and accurate.