arXiv subjects

Xiaoping Lu

Publications and source records attributed to Xiaoping Lu.

7 recordsLinked to original sources

arXiv2026

Tianwen-2 target asteroid (469219) Kamo'oalewa probably develops an Itokawa-compositional but ultra-highly space-weathered surface

China's Tianwen-2 mission plans to return samples from a small, rapidly spinning Earth quasi-satellite (469219) Kamo'oalewa. Previous studies linked Kamo'oalewa to lunar composition and origin. Here, we propose another scenario. We reanalyzed the reflectance spectrum of Kamo'oalewa and obtained an absorption band center at 1.001+-0.028 um (error is 1sigma), consistent with LL chondrites. We then conducted space weathering (SW) experiments on meteorites and found that highly space-weathered LL chondrite powder (but not slab) successfully reproduced the reflectance spectrum of Kamo'oalewa. We further traced the dynamical origin of Kamo'oalewa and found that it probably originated from the v6 secular resonance, and more specifically, the Flora family. Kamo'oalewa exhibits a similar composition to Itokawa and 7 objects in the Flora family, but with a higher degree of space weathering. We, therefore, proposed that Kamo'oalewa probably originated from the Flora family and developed an Itokawa-compositional, highly space-weathered, fine-regolith-dominated surface.

astro-ph.EP↗

arXiv2026

Shape, regolith size and thickness, SMFe^0 content, and spectral type of Tianwen-2 target asteroid (469219) Kamo'oalewa

China's Tianwen-2 spacecraft will return samples from the near-Earth asteroid (469219) Kamo'oalewa. We previously reported that Kamo'oalewa develops an LL-chondrite-compositional, highly space-weathered surface. This study aims to estimate Kamo'oalewa's shape, regolith grain size and thickness, sub-micrometer iron (SMFe0) content, and spectral type. Using the lightcurve data and the Cellinoid model, we modeled Kamo'oalewa's shape, rotation period, and pole orientation. We then estimated its global distribution of regolith critical size using the balance method of gravity, cohesive force, and centrifugal force. Furthermore, in the temperature range of 253.15 to 473.15 K, we measured the thermal parameters of laser-irradiated LL chondrite powder that best matches Kamo'oalewa's spectrum, estimating Kamo'oalewa's thermal inertia and skin depth (lower limit of regolith thickness). Using the radiative transfer mixing model, we also estimated the content of SMFe0 in Kamo'oalewa's regolith. Finally, using the MIT online spectral classification tool for the laser-irradiated LL chondrite powder, we obtained a virtual spectral type of Kamo'oalewa. Our model gives a size of 68 m x 46 m x 39 m, a rotation period of 27.66 minutes, and a pole orientation of 134.7 degrees longitude and -11.4 degrees latitude for Kamo'oalewa. Regolith grains with a size <2 cm can remain stable over 93.8% of the global surface area of Kamo'oalewa. Laser-irradiated LL chondrite powder shows a low thermal inertia (95.5 to 135.1 J m^-2 K^-1 s^-1/2), corresponding to a thermal skin depth of 3 to 3.5 mm on Kamo'oalewa. An SMFe0 content of 0.29 +- 0.05 wt.% is required to match Kamo'oalewa's spectrum. The virtual spectral type of Kamo'oalewa is given as "Sqw".

astro-ph.EP↗

arXiv2020

Robust portfolio optimization with multi-factor stochastic volatility

This paper studies a robust portfolio optimization problem under the multi-factor volatility model introduced by Christoffersen et al. (2009). The optimal strategy is derived analytically under the worst-case scenario with or without derivative trading. To illustrate the effects of ambiguity, we compare our optimal robust strategy with some strategies that ignore the information of uncertainty, and provide the corresponding welfare analysis. The effects of derivative trading to the optimal portfolio selection are also discussed by considering alternative strategies. Our study is further extended to the cases with jump risks in asset price and correlated volatility factors, respectively. Numerical experiments are provided to demonstrate the behavior of the optimal portfolio and utility loss.

q-fin.MF↗

arXiv2017

The Unusual Apparition of Comet 252P/2000 G1 (LINEAR) and Comparison with Comet P/2016 BA14 (PanSTARRS)

We imaged Comet 252P/2000 G1 (LINEAR) (hereafter 252P) with the Hubble Space Telescope and both 252P and P/2016 BA$_{14}$ (PanSTARRS) (hereafter BA$_{14}$) with the Discovery Channel Telescope in March and April 2016, surrounding its close encounter to Earth. The r'-band $Afρ$ of 252P in a 0.2"-radius aperture were $16.8\pm0.3$ and $57\pm1$ cm on March 14 and April 4, respectively, and its gas production rates were: $Q$(OH) = $(5.8\pm0.1)\times10^{27}$ s$^{-1}$, and $Q$(CN) = $(1.25\pm0.01)\times10^{25}$ s$^{-1}$ on April 17. The r'-band upper limit $Afρ$ of BA1$_{14}$ was $0.19\pm0.01$ cm in a 19.2"-radius aperture, and $Q$(CN) = $(1.4\pm0.1)10^{22}$ s$^{-1}$ on April 17, 2017. 252P shows a bright and narrow jet of a few hundred kilometers long in the sunward direction, changing its projected position angle in the sky with a periodicity consistent with 7.24 hours. However, its photometric lightcurve is consistent with a periodicity of 5.41 hours. We suggest that the nucleus of 252P is likely in a non-principal axis rotation. The nucleus radius of 252P is estimated to be about $0.3\pm0.03$ km, indicating an active fraction of 40% to >100% in its 2016 apparition. Evidence implies a possible cloud of slow-moving grains surrounding the nucleus. The activity level of 252P in the 2016 apparition increased by two orders of magnitude from its previous apparitions, making this apparition unusual. On the other hand, the activity level of BA14 appears to be at least three orders of magnitude lower than that of 252P, despite its ten times or larger surface area.

astro-ph.EP↗

arXiv2015

Pricing Parisian down-and-in options

In this paper, we price American-style Parisian down-and-in call options under the Black-Scholes framework. Usually, pricing an American-style option is much more difficult than pricing its European-style counterpart because of the appearance of the optimal exercise boundary in the former. Fortunately, the optimal exercise boundary associated with an American-style Parisian knock-in option only appears implicitly in its pricing partial differential equation (PDE) systems, instead of explicitly as in the case of an American-style Parisian knock-out option. We also recognize that the "moving window" technique developed for pricing European-style Parisian up-and-out options can be adopted to price American-style Parisian knock-in options as well. In particular, we obtain a simple analytical solution for American-style Parisian down-and-in call options and our new formula is written in terms of four double integrals, which can be easily computed numerically.

q-fin.PR↗

arXiv2012

A Fast Ellipsoid Model for Asteroids Inverted From Lightcurves

The research about asteroids attracts more and more attention recently, especially focusing on their physical structures, such as the spin axis, the rotation period and the shape. The long distance between Earth observers and asteroids makes it impossible to get the shape and other parameters of asteroids directly with the exception of the NEAs (Near Earth Asteroids) and others passed by some spacecrafts. Generally photometric measurement is still the main way to obtain the research data for asteroids now, i.e. the lightcurves recording the brightness and positions of asteroids. Supposing that the shape of the asteroid is a triaxial ellipsoid with a stable spinning status, a new method is present in this article to reconstruct the shape models of asteroids from the lightcurves, with the other physical parameters together. By applying a special curvature function, the method calculates the brightness integration on a unit sphere and Lebedev Quadrature is employed for the discretization. At last the method searches the optimal solution by Levenberg-Marquardt algorithm to minimize the residual of the brightness. By adopting this method not only related physical parameters of asteroids can be obtained at a reasonable accuracy, but also a simple shape model of Ellipsoid can be generated for reconstructing more sophisticated shape model further.

astro-ph.IM↗

arXiv2012

Optimal computation of brightness integrals parametrized on the unit sphere

We compare various approaches to find the most efficient method for the practical computation of the lightcurves (integrated brightnesses) of irregularly shaped bodies such as asteroids at arbitrary viewing and illumination geometries. For convex models, this reduces to the problem of the numerical computation of an integral over a simply defined part of the unit sphere. We introduce a fast method, based on Lebedev quadratures, which is optimal for both lightcurve simulation and inversion in the sense that it is the simplest and fastest widely applicable procedure for accuracy levels corresponding to typical data noise. The method requires no tessellation of the surface into a polyhedral approximation. At the accuracy level of 0.01 mag, it is up to an order of magnitude faster than polyhedral sums that are usually applied to this problem, and even faster at higher accuracies. This approach can also be used in other similar cases that can be modelled on the unit sphere. The method is easily implemented in lightcurve inversion by a simple alteration of the standard algorithm/software.

astro-ph.EP↗