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Yinhao Wu

Publications and source records attributed to Yinhao Wu.

At least 19 recordsLinked to original sources

Least-Favorable Location for Binomial Top-$t$ Selection

Consider $k$ independent Bernoulli populations, each sampled $n$ times, and select the $t$ populations with the largest success counts, breaking ties uniformly. Classical monotonicity reduces the worst case over the preference zone with separation $\delta$ to the slippage family with levels $p$ and $p+\delta$, leaving only its absolute location $p\in[0,1-\delta]$ undetermined. A Gaussian approximation suggests the symmetric center $p_{\mathrm c}=(1-\delta)/2$, and the exact two-population problem is uniquely centered there for every $n\ge2$. For fixed $k,t$ and $\delta\in(0,1)$, we prove that exact eventual centering holds precisely when $k=2t$. When $k\ne2t$, the least-favorable location $p_{n,k,t}^*$ satisfies \[ p_{n,k,t}^*-p_{\mathrm c} =(k-2t)C_\delta n^{-1/2}e^{-n\Gamma_\delta}\{1+o(1)\}, \] where $C_\delta$ and $\Gamma_\delta$ are explicit and positive. In either case, the least-favorable location is eventually unique. The proof writes incorrect selection as a union of pairwise misrankings and applies inclusion--exclusion, yielding a bipartite graph expansion. A single misranking has its exact maximum at the symmetric center and determines the central curvature; two-edge intersections sharing one population determine the central slope through their multiplicity imbalance; all remaining graphs have higher large-deviation rates.

math.PR

Microstructural Foundation for the Rough Hawkes--Heston Model

Hawkes-based microstructural foundations for rough volatility, leverage, and rough Heston-type limits were developed by El Euch et al. (2018, Finance Stoch., 22(2), 241--280) and connected to the affine rough Heston framework of El Euch and Rosenbaum (2019, Math. Finance, 29(1), 3--38). The rough Hawkes--Heston model with common price--volatility jumps of Bondi et al. (2024, Math. Finance, 34(4), 1197--1241) extends this framework by adding state-dependent common jumps to rough affine volatility. We provide a microstructural foundation for its variance and common-jump mechanism by constructing a Poisson-embedded marked Hawkes order-flow model. Ordinary arrivals generate rough continuous volatility and leverage through a nearly unstable heavy-tailed Hawkes mechanism, while rare marked arrivals represent common shock events that produce simultaneous price jumps and volatility excitation. Under the nearly unstable scaling and the reduced-form admissibility conditions, the complete rescaled price/variance/jump system converges along the full sequence to the unique complete canonical rough Hawkes--Heston weak solution. The Hawkes renewal structure yields a Mittag--Leffler Volterra representation, which is then rewritten in Riemann--Liouville fractional form. The limiting coefficients are expressed explicitly in terms of the microscopic parameters. The construction provides a microstructural foundation for the variance and common-jump mechanism of the rough Hawkes--Heston model. Numerical experiments illustrate the convergence of our microstructural foundation to the rough Hawkes-Heston model.

q-fin.MF

The Distinctive Evolution and Spectral Energy Distribution of Binary Massive Black Hole Accretion

Binary (super-)massive black holes (BHs) are expected to reside in the center of some galaxies. In this work, we re-visit accretion onto binary massive BHs, incorporating recent advances in both accretion theory and the mass transfer rate between the two massive BHs. We focus on relatively bright systems with an Eddington ratio of 0.1 for a binary with total BH mass $10^8\,M_\odot$, but consider a wide range of mass ratios $10^{-4} \le q \le 0.5$. The binary system consists of two mini-disks surrounding two individual BHs and a circumbinary disk surrounding the mass center of binary BHs. Depending on the mass ratio, the two mini-disks can be hot accretion flows, standard thin (cold) disks, or Slim disks. The radiative contributions from all three disks, each potentially in different accretion modes, are taken into account self-consistently. The spectral energy distributions of the binary BH system show universal ``notch'' features from the near-infrared to ultraviolet bands, caused by the gap or cavity in the accretion disk, consistent with previous studies. Binary with different mass ratios exhibit distinct spectral energy distribution properties, offering opportunities for testing (identifying candidates) with future broad band (infrared up to X-rays) observations. We also investigate the evolution of these binary systems, and find that, for systems with initial mass ratios $q \lesssim \text{a few} \times 10^{-3}$, the mass ratio evolves toward an equilibrium value $q \sim 10^{-3}$. For binary BH systems with a larger initial mass ratio, their mass ratio instead evolves toward unity.

astro-ph.HE

Ionized gas emission in protoplanetary disks with the SKAO

Protoplanetary disks represent a crucial stage in the evolution of Young Stellar Objects towards the formation of fully formed planetary systems. While substantial progress has been made in the last decades in the characterization of the dust and molecular gas in these systems, the ionized component remains poorly understood. Ionized gas traces important processes such as photoevaporation, accretion, disk winds, and jets, and therefore is key to studying disk dynamics, evolution, and ultimately planet formation. In this paper, we investigate the capabilities of the forthcoming SKA telescope to probe this component in protoplanetary disks within nearby star forming regions. We present state-of-the-art simulations of photoevaporative, magneto-thermal, and magnetohydrodynamic winds, and generate theoretical predictions and synthetic SKAO observations to assess its potential in detecting and characterizing free-free emission and Hydrogen recombination lines. Finally, we discuss synergies with complementary facilities and how they will provide a comprehensive, multi-scale view of disk winds and offer critical insights on the mechanisms driving disk evolution and the onset of planet formation.

astro-ph.SR

Demographics of planet-forming disks with the SKAO

Understanding how solid material in planet-forming disks evolves from micron-sized dust to planetary cores is a central challenge in modern astrophysics. This study has advanced dramatically in the past decade, largely driven by ALMA and high-contrast imaging facilities. However, major uncertainties remain regarding the presence, evolution, and role of centimeter-sized grains (the pebbles) in planet formation. The SKAO will fill this gap by enabling the first large-scale, high-resolution survey of disk emission at centimeter wavelengths. This chapter presents the scientific rationale and observational strategies to detect and characterize pebbles in the planet-forming disks of nearby star-forming regions. By resolving their spatial distribution, spectral properties, and evolutionary trends, SKA will offer essential constraints on dust growth and disk dynamics. This work provides observational strategies, target selection, and predictions on the detectability of hundreds of nearby disks. The chapter also explores SKA's potential to uncover the actual dust mass in disks, protoplanets and their circumplanetary disks, and other aspects of the planet formation. Together, these capabilities will establish SKAO as a cornerstone facility for planet formation science in the coming decade.

astro-ph.EP

Unveiling Complex Chemistry in Planet-forming Disks with the SKAO

The chemical composition of planets is inherited from that of the natal protoplanetary disk at the time of planet formation. In recent years, we have made huge progress in characterizing disk chemistry. (Sub-)millimeter interferometers, such as ALMA, allowed us to detect emission lines from simple to complex organic molecules and to probe their radial and vertical distribution in disks. On the other hand, JWST has started to unveil the composition of disk ices, and line emission from the innermost disk regions. The advent of SKA will open new domains in the field, by observing emission lines from heavier molecules including heavy carbon chains and rings, and prebiotic molecules with peak emission in the cm range. Moreover, SKA will probe molecular emission from regions which are obscured by dust opacity at mm wavelengths, hence from the disk midplane, and often from the inner 30 au region. These observations will constrain the initial conditions for disk evolution and planet formation, allowing us to predict the chemical composition of the forming planets and their atmospheres. Comparison with forthcoming results on exoplanet atmospheres and on the chemistry of pristine bodies in the Solar System will provide new hints on the origin and evolution of planetary systems including our own.

astro-ph.SR

Substructures in Planet-Forming Disks with the SKAO

Disks of gas and dust orbiting young stars are the arenas and material reservoirs for planet formation. Over the past decade, multiwavelength observations, from infrared to radio, have resolved the spatial distribution of hundreds of protoplanetary disks in nearby star-forming regions, revealing a diverse zoo of substructures. These substructures are morphological features such as rings, gaps, spirals, vortices, asymmetries, warps, or clumps that trace variations in density, temperature, or composition relative to an otherwise smooth distribution of gas and dust. Many unknowns persist as to the origin of these substructures, their role in planet assembly, and their true properties. SKA-Mid Band 5b continuum observations, offering angular resolutions of $\sim 0.05''$ ($\sim 0.15''$) with AA4 (AA*) at $12.5$ GHz / $2.4$ cm, will enable new progress at this frontier. In this chapter, we outline the open questions in the field of disk substructure that SKA-Mid is uniquely poised to address, with a lens on dust thermal emission.

astro-ph.EP

Chaotic migration of LISA Extreme Mass Ratio Inspirals in a turbulent accretion disk: effect on waveform de-phasing

Gravitational wave (GW) detector LISA will observe near-coalescence extreme mass ratio inspirals (EMRIs), which typically form in galactic central accretion disks. Torques from the disk can alter the GW-driven inspiral trajectory of an embedded EMRI from the vacuum expectation, leading to potentially observable GW dephasing ($\Delta\psi_{\rm gas}$). So far, all studies compute $\Delta\psi_{\rm gas}$ for a thin, laminar disk, with negligible flow turbulence, whereby the disk exerts the well-understood linear torque ($T_{\rm lin}$). However, these disks must be turbulent due to magneto-rotational instability in the inner regions. Hence, we present a proof-of-concept general prescription for the turbulent torque ($T_{\rm turb}$) acting on an EMRI by modeling it as a Gaussian distribution around $T_{\rm lin}$, inspired by recent global simulations that study such torques. We compute $\Delta\psi_{\rm gas}$ for the ``golden'' circular EMRI with total source mass $M=10^6~{\rm M}_\odot$ and mass ratio $q=5\times10^{-5}$ in its final four-year evolution at redshift $z=0.276$ and signal-to-noise ratio (SNR) $=50$ by varying turbulence amplitude $C$ ($=1$ in the aforementioned study), maximum correlation timescale ($N_{\rm max}$), Eddington ratio ${\rm f}_{\rm Edd}$, disk aspect ratio $h_0$, and turbo-viscous coefficient $\alpha$ in a reasonable parameters space. For $N_{\rm max}=100$ orbits, we find that for $C\gtrsim{10}$, ${\rm f}_{\rm Edd}\gtrsim0.3$, $h_0\gtrsim0.03$, and $\alpha\gtrsim0.1$, dephasings due to $T_{\rm lin}$ are unobservable but could become detectable ($\Delta\psi_{\rm gas}>8/$SNR) if EMRIs experience turbulent torques. Hence, this work motivates running MHD simulations of accretion disks with embedded early-inspiral LISA EMRIs over long timescales to understand the imprint of the turbulent environment on their orbital parameters and gravitational waveforms.

astro-ph.GA

Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes

This paper investigates the continuous-time limit of score-driven models with long memory. By extending score-driven models to incorporate infinite-lag structures with coefficients exhibiting heavy-tailed decay, we establish their weak convergence, under appropriate scaling, to fractional Ornstein-Uhlenbeck processes with Hurst parameter $H < 1/2$. When score-driven models are used to characterize the dynamics of volatility, they serve as discrete-time approximations for rough volatility. We present several examples, including EGARCH($\infty$) whose limits give rise to a new class of rough volatility models. Building on this framework, we carry out numerical simulations and option pricing analyses, offering new tools for rough volatility modeling and simulation.

math.PR

The continuous-time limit of quasi score-driven volatility models

This paper explores the continuous-time limit of a class of Quasi Score-Driven (QSD) models that characterize volatility. As the sampling frequency increases and the time interval tends to zero, the model weakly converges to a continuous-time stochastic volatility model where the two Brownian motions are correlated, thereby capturing the leverage effect in the market. Subsequently, we identify that a necessary condition for non-degenerate correlation is that the distribution of driving innovations differs from that of computing score, and at least one being asymmetric. We then illustrate this with two typical examples. As an application, the QSD model is used as an approximation for correlated stochastic volatility diffusions and quasi maximum likelihood estimation is performed. Simulation results confirm the method's effectiveness, particularly in estimating the correlation coefficient.

math.PR

Capture and Escape of Planetary Mean-motion Resonances in Turbulent Discs

Mean-motion resonances (MMRs) form through convergent disc migration of planet pairs, which may be disrupted by dynamical instabilities after protoplanetary disc (PPD) dispersal. This scenario is supported by recent analysis of TESS data showing that neighboring planet pairs in younger planetary systems are closer to resonance. To study stability of MMRs during migration, we perform hydrodynamical simulations of migrating planet pairs in PPDs, comparing the effect of laminar viscosity and realistic turbulence. We find stable 3:2 resonance capture for terrestrial planet pairs migrating in a moderately massive PPD, insensitive to a range of laminar viscosity (alpha = 0.001 to 0.1). However, realistic turbulence enhances overstability by sustaining higher equilibrium eccentricities and a positive growth rate in libration amplitude, ultimately leading to resonance escape. The equilibrium eccentricity growth rates decrease as planets migrate into tighter and more stable 4:3 and 5:4 MMRs. Our results suggest that active disc turbulence broadens the parameter space for overstability, causing planet pairs to end up in closer-in orbital separations. Libration within MMR typically lead to deviation from exact period ratio |Delta| \sim 0.5%, which alone is insufficient to produce the typical dispersion of |Delta| \sim 1 to 3% in TESS data, suggesting that post migration dynamical processes are needed to further amplify the offset.

astro-ph.EP

Planet Migration in Windy Discs

Accretion of protoplanetary discs (PPDs) could be driven by MHD disc winds rather than turbulent viscosity. With a dynamical prescription for angular momentum transport induced by disc winds, we perform 2D simulations of PPDs to systematically investigate the rate and direction of planet migration in a windy disc. We find that the the strength of disc winds influences the corotation region similarly to the "desaturation" effect of viscosity. The magnitude and direction of torque depend sensitively on the hierarchy between the radial advection timescale across the horseshoe due to disc wind $τ_{\rm dw}$, the horsehoe libration timescale $τ_{\rm lib}$ and U-turn timescale $τ_{\rm U-turn}$. Initially, as wind strength increases and the advection timescale shortens, a non-linear horseshoe drag emerges when $τ_{\rm dw} \lesssim τ_{\rm lib}$, which tends to drive strong outward migration. Subsequently, the drag becomes linear and planets typically still migrate inward when $τ_{\rm dw} \lesssim τ_{\rm U-turn} \sim τ_{\rm lib}h$, where $h$ is the disc aspect ratio. For a planet with mass ratio of $\sim 10^{-5}$, the zone of outward migration sandwiched between inner and outer inward migration zones corresponds to $\sim $ 10-100 au in a PPD with accretion rates between $10^{-8}$ and $10^{-7}$ $M_\odot \text{yr}^{-1}$.

astro-ph.EP

Asymmetry, Gap Opening and High Accretion Rate on DM Tau: A Hypothesis Based on Interaction of Magnetized Disk Wind with Planet

Over two hundred protoplanetary disk systems have been resolved by ALMA, and the vast majority suggest the presence of planets. The dust gaps in transition disks are considered evidence of giant planets sculpting gas and dust under appropriate disk viscosity. However, the unusually high accretion rates in many T Tauri stars hosting transition disks challenge this theory. As the only disk currently observed with high turbulence, the high accretion rate ($\sim10^{-8.3}M_{\odot}/yr$) observed in DM Tau indicates the presence of strong turbulence may within the system. Considering the recent theoretical advancements in magnetized disk winds is challenging the traditional gap-opening theories and viscosity-driven accretion models, our study presents a pioneering simulation incorporating a simplified magnetized disk wind model to explain the observed features in DM Tau. Employing multi-fluid simulations with an embedded medium mass planet, we successfully replicate the gap formation and asymmetric structures evident in ALMA Band 6 and the recently JVLA 7 mm observations. Our results suggest that when magnetized disk wind dominate the accretion mode of the system, it's entirely possible for a planet with a medium mass to exist within the gap inside 20 au of DM Tau. This means that DM Tau may not be as turbulence as imagined. However, viscosity within the disk should also contribute a few turbulence to maintain disk stability.

astro-ph.EP

Observability of substructures in planet-forming disk in (sub)cm wavelength with SKA and ngVLA

Current imaging observations of protoplanetary disks using ALMA primarily focus on the sub-millimeter wavelength, leaving a gap in effective observational approaches for centimeter-sized dust, which is crucial to the issue of planet formation. The forthcoming SKA and ngVLA may rectify this deficiency. In this paper, we employ multi-fluid hydrodynamic numerical simulations and radiative transfer calculations to investigate the potential of SKA1-Mid, ngVLA, and SKA2 for imaging protoplanetary disks at sub-cm/cm wavelengths. We create mock images with ALMA/SKA/ngVLA at multi-wavelengths based on the hydrodynamical simulation output, and test different sensitivity and spatial resolutions. We discover that both SKA and ngVLA will serve as excellent supplements to the existing observational range of ALMA, and their high resolution enables them to image substructures in the disk's inner region ($\sim$ 5 au from the stellar). Our results indicate that SKA and ngVLA can be utilized for more extended monitoring programs in the centimeter waveband. While in the sub-centimeter range, ngVLA possesses the capability to produce high-fidelity images within shorter observation times ($\sim$ 1 hour on source time) than previous research, holding potential for future survey observations. We also discuss for the first time the potential of SKA2 for observing protoplanetary disks at a 0.7 cm wavelength.

astro-ph.EP

Dust Dynamics in Hall-effected Protoplanetary Disks. I. Background Drift Hall Instability

Recent studies have shown that the large-scale gas dynamics of protoplanetary disks (PPDs) are controlled by non-ideal magneto-hydrodynamics (MHD), but how this influences dust dynamics is not fully understood. To this end, we investigate the stability of dusty, magnetized disks subject to the Hall effect, which applies to planet-forming regions of PPDs. We find a novel Background Drift Hall Instability (BDHI) that may facilitate planetesimal formation in Hall-effected disk regions. Through a combination of linear analysis and nonlinear simulations, we demonstrate the viability and characteristics of BDHI. We find it can potentially dominate over the classical streaming instability (SI) and standard MHD instabilities at low dust-to-gas ratios and weak magnetic fields. We also identify magnetized versions of the classic SI, but these are usually subdominant. We highlight the complex interplay between magnetic fields and dust-gas dynamics in PPDs, underscoring the need to consider non-ideal MHD like the Hall effect in the broader narrative of planet formation.

astro-ph.EP

Chaotic Type I Migration in Turbulent Discs

By performing global hydrodynamical simulations of accretion discs with driven turbulence models, we demonstrate that elevated levels of turbulence induce highly stochastic migration torques on low-mass companions embedded in these discs. This scenario applies to planets migrating within gravito-turbulent regions of protoplanetary discs as well as stars and black holes embedded in the outskirts of active galactic nuclei (AGN) accretion discs. When the turbulence level is low, linear Lindblad torques persists in the background of stochastic forces and its accumulative effect can still dominate over relatively long timescales. However, in the presence of very stronger turbulence, classical flow patterns around the companion embedded in the disc are disrupted, leading to significant deviations from the expectations of classical Type I migration theory over arbitrarily long timescales. Our findings suggest that the stochastic nature of turbulent migration can prevent low-mass companions from monotonically settling into universal migration traps within the traditional laminar disc framework, thus reducing the frequency of three-body interactions and hierarchical mergers compared to previously expected. We propose a scaling for the transition mass ratio from classical to chaotic migration $q\propto α_R$, where $α_R$ is the Reynolds viscosity stress parameter, which can be further tested and refined by conducting extensive simulations over the relevant parameter space.

astro-ph.EP

Using planet migration and dust drift to weigh protoplanetary discs

ALMA has spatially resolved over 200 annular structures in protoplanetary discs, many of which are suggestive of the presence of planets. Constraining the mass of these putative planets is quite degenerate for it depends on the disc physical properties, and for simplicity a steady-state is often assumed whereby the planet position is kept fixed and there is a constant source of dust at the outer edge of the disc. Here we argue against this approach by demonstrating how the planet and dust dynamics can lift degeneracies of such steady-state models. We take main disc parameters from the well-known protoplanetary disc HD 163296 with a suspected planet at $R\approx 86$~au as an example. By running gas and dust hydrodynamical simulations post-processed with dust radiative transfer calculations, we first find steady-state disc and planet parameters that reproduce ALMA continuum observations fairly well. For the same disc mass, but now allowing the planet to migrate in the simulation, we find that the planet undergoes runaway migration and reaches the inner disc in $\sim 0.2$ Myr. Further, decreasing the disc mass slows down planet migration, but it then also increases the dust's radial drift, thereby depleting the disc dust faster. We find that the opposing constraints of planet migration and dust drift require the disc mass to be at most $0.025~M_{\odot}$, must less massive than previously estimated, and for the dust to be porous rather than compact. We propose that similar analysis should be extended to other sources with suspected planetary companions.

astro-ph.EP

Distinguishing Magnetized Disc Winds from Turbulent Viscosity through Substructure Morphology in Planet-forming Discs

The traditional paradigm of viscosity-dominated evolution of protoplanetary discs has been recently challenged by magnetized disc winds. However, distinguishing wind-driven and turbulence-driven accretion through observations has been difficult. In this study, we present a novel approach to identifying their separate contribution to angular momentum transport by studying the gap and ring morphology of planet-forming discs in the ALMA continuum. We model the gap-opening process of planets in discs with both viscous evolution and wind-driven accretion by 2D multi-fluid hydrodynamical simulations. Our results show that gap-opening planets in wind-driven accreting discs generate characteristic substructures that differ from those in purely viscous discs. Specifically, we demonstrate that discs, where wind-driven accretion dominates the production of substructures, exhibit significant asymmetries. Based on the diverse outputs of mock images in the ALMA continuum, we roughly divide the planet-induced features into four regimes (moderate-viscosity dominated, moderate-wind dominated, strong-wind dominated, inviscid). The classification of these regimes sets up a potential method to constrain the strength of magnetized disc wind and viscosity based on the observed gap and ring morphology. We discuss the asymmetry feature in our mock images and its potential manifestation in ALMA observations.

astro-ph.EP