arXiv subjects

Yu Feng

Publications and source records attributed to Yu Feng.

At least 235 records · Page 13Linked to original sources

arXiv2018

Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models

We focus on two particular aspects of model risk: the inability of a chosen model to fit observed market prices at a given point in time (calibration error) and the model risk due to recalibration of model parameters (in contradiction to the model assumptions). In this context, we follow the approach of Glasserman and Xu (2014) and use relative entropy as a pre-metric in order to quantify these two sources of model risk in a common framework, and consider the trade-offs between them when choosing a model and the frequency with which to recalibrate to the market. We illustrate this approach applied to the models of Black and Scholes (1973) and Heston (1993), using option data for Apple (AAPL) and Google (GOOG). We find that recalibrating a model more frequently simply shifts model risk from one type to another, without any substantial reduction of aggregate model risk. Furthermore, moving to a more complicated stochastic model is seen to be counterproductive if one requires a high degree of robustness, for example as quantified by a 99 percent quantile of aggregate model risk.

q-fin.RM↗

arXiv2018

The remaining parts for the long-standing J/psi polarization puzzle

Based on the non-relativistic quantum chromodynamics factorization formalism, the polarization parameters $λ_{θϕ}$ and $λ_ϕ$ of $J/ψ$ hadroproduction are analyzed in helicity frame and calculated at QCD next-to-leading order for the first time. For prompt $J/ψ$ production, we take into account the feeddown contributions from $χ_{cJ}$ and $ψ(2S)$ decays. The theoretical predictions for the polarization parameters $λ_{θϕ}$ and $λ_ϕ$ of $J/ψ$ are presented. With the theoretical results we have done the fit to the experimental measurements on yield and polarization for $J/ψ$ hadroproduction simultaneously, and found that the results are coincide with the experimental measurements at the LHC quite well.

hep-ph↗

arXiv2018

Double longitudinal-spin asymmetries in $J/ψ$ production at RHIC

The double longitudinal-spin asymmetry, $A_{LL}$, of the $J/ψ$ production in polarized proton-proton collisions is presented in this paper at QCD next-to-leading order. It is found that the obtained values of $A_{LL}$ are in general consistent with the PHENIX measurements. Various sets of the long-distance matrix elements (LDMEs) are employed in our calculation to study the possible theoretical uncertainties. It is found that, for $p_t<5\gev$, all these LDMEs lead to almost the same results, which are within the tolerance of the experimental data uncertainties.

hep-ph↗

arXiv2018

Isolated singularities of conformal hyperbolic metrics

J. Nitsche proved that an isolated singularity of a conformal hyperbolic metric is either a conical singularity or a cusp one. We prove by developing map that there exists a complex coordinate $z$ centered at the singularity where the metric has the expression of either $\displaystyle{\frac{4α^2\vert z \vert^{2α-2}}{(1-\vert z \vert ^{2α})^2}\vert \mathrm{d} z \vert^2}$ with $α>0$ or $\displaystyle{\vert z \vert ^{-2}\big(\ln|z|\big)^{-2}|dz|^{2}}$.

math.DG↗

arXiv2018

An Efficient and Accurate Hybrid Method for Simulating Non-Linear Neutrino Structure

We present an efficient and accurate method for simulating massive neutrinos in cosmological structure formation simulations, together with an easy to use public implementation. Our method builds on our earlier implementation of the linear response approximation (LRA) for neutrinos, coupled with an N-body code for cold dark matter particles. The LRA's good behaviour at early times and in the linear regime is preserved, while better following the non-linear clustering of neutrinos on small scales. Massive neutrinos are split into initially "fast" and "slow" components. The fast component is followed analytically with the LRA all the way to redshift zero. The slow component is evolved with the LRA only down to a switch-on redshift $z_ν= 1$, below which it is followed with the particle method, in order to fully account for its non-linear evolution. The slow neutrino particles are initialized at $z = 99$ in order to have accurate positions and velocities at the switch-on time, but are not used to compute the potential until $z \leq 1$, thus avoiding the worst effect of particle shot noise. We show that our hybrid method matches (and for small neutrino masses, exceeds) the accuracy of neutrino particle simulations with substantially lower particle load requirements.

astro-ph.CO↗

arXiv2018

Intertwined Spin and Orbital Density Waves in MnP Uncovered by Resonant Soft X-ray Scattering

Unconventional superconductors are often characterized by numerous competing and even intertwined orders in their phase diagrams. In particular, the electronic nematic phases, which spontaneously break rotational symmetry and often simultaneously involve spin, charge and/or orbital orders, appear conspicuously in both the cuprate and iron-based superconductors. The fluctuations associated with these phases may provide the exotic pairing glue that underlies their high-temperature superconductivity. Helimagnet MnP, the first Mn-based superconductor under pressure, lacks high rotational symmetry. However our resonant soft X-ray scattering (RSXS) experiment discovers novel helical orbital density wave (ODW) orders in this three-dimensional, low-symmetry system, and reveals intertwined ordering phenomena in unprecedented detail. In particular, a ODW forms with half the period of the spin order and fully develops slightly above the spin ordering temperature, their domains develop simultaneously, yet the spin order domains are larger than those of the ODW, and they cooperatively produce another ODW with 1/3 the period of the spin order. These observations provide a comprehensive picture of the intricate interplay between spin and orbital orders in correlated materials, and they suggest that nematic-like physics ubiquitously exists beyond two-dimensional and high-symmetry systems, and the superconducting mechanism of MnP is likely analogous to those of cuprate and iron-based superconductors.

cond-mat.supr-con↗

arXiv2018

Coexistence of ferromagnetic and stripe-type antiferromagnetic spin fluctuations in YFe$_2$Ge$_2$

We report neutron scattering measurements of single-crystalline YFe$_2$Ge$_2$ in the normal state, which has the same crystal structure to the 122 family of iron pnictide superconductors. YFe$_2$Ge$_2$ does not exhibit long range magnetic order, but exhibits strong spin fluctuations. Like the iron pnictides, YFe$_2$Ge$_2$ displays anisotropic stripe-type antiferromagnetic spin fluctuations at ($π$, $0$, $π$). More interesting, however, is the observation of strong spin fluctuations at the in-plane ferromagnetic wavevector ($0$, $0$, $π$). These ferromagnetic spin fluctuations are isotropic in the ($H$, $K$) plane, whose intensity exceeds that of stripe spin fluctuations. Both the ferromagnetic and stripe spin fluctuations remain gapless down to the lowest measured energies. Our results naturally explain the absence of magnetic order in YFe$_2$Ge$_2$ and also imply that the ferromagnetic correlations may be a key ingredient for iron-based materials.

cond-mat.supr-con↗

arXiv2018

Exploring the posterior surface of the large scale structure reconstruction

The large scale structure (LSS) of the universe is generated by the linear density gaussian modes, which are evolved into the observed nonlinear LSS. The posterior surface of the modes is convex in the linear regime, leading to a unique global maximum (MAP), but this is no longer guaranteed in the nonlinear regime. In this paper we investigate the nature of posterior surface using the recently developed MAP reconstruction method, with a simplified but realistic N-body simulation as the forward model. The reconstruction method uses optimization with analytic gradients from back-propagation through the simulation. For low noise cases we recover the initial conditions well into the nonlinear regime ($k\sim 1$ h/Mpc) nearly perfectly. We show that the large scale modes can be recovered more precisely than the linear expectation, which we argue is a consequence of nonlinear mode coupling. For noise levels achievable with current and planned LSS surveys the reconstruction cannot recover very small scales due to noise. We see some evidence of non-convexity, specially for smaller scales where the non-injective nature of the mappings: several very different initial conditions leading to the same near perfect final data reconstruction. We investigate the nature of these phenomena further using a 1-d toy gravity model, where many well separated local maximas are found to have identical data likelihood but differ in the prior. We also show that in 1-d the prior favors some solutions over the true solution, though no clear evidence of these in 3-d. Our main conclusion is that on very small scales and for a very low noise the posterior surface is multi-modal and the global maximum may be unreachable with standard methods, while for realistic noise levels in the context of the current and next generation LSS surveys MAP optimization method is likely to be nearly optimal.

astro-ph.CO↗

arXiv2018

HOD modelling of high redshift galaxies using the BLUETIDES simulation

We construct halo occupation distribution (HOD) models of high redshift ($z \gtrsim 7.5$) galaxies with $M_{*}>10^8~M_{\odot}/h$ using the BlueTides hydrodynamic simulation suite, with a particular emphasis on modelling the small scale / 1-halo clustering ($0.01\lesssim r \lesssim 1~ h^{-1}\rm{Mpc}$). Similar to low redshift studies, we find that the central and satellite mean HODs ($\left $ and $\left $) can be modeled by a smoothed step function and a power law respectively. The number density of satellite galaxies is however significantly suppressed compared to low redshift (satellite fractions drop from $\sim 50 \%$ at $z=0$ to $\lesssim 10 \%$ at $z=7.5$). The mean number of satellites, $\left < 1$ for halo masses below $3 \times 10^{11} M_{\odot}/h$ (a rare halo at these redshifts). For the radial number density profiles, satellites with $10^8 \lesssim M^* \lesssim 10^{9} M_{\odot}/h$ in halos with $M_H \gtrsim 3 \times10^{11} M_{\odot}/h$ are consistent with NFW (with concentrations $c_{\mathrm{sat}} \sim 10-40$). Within halos of mass $M_H\lesssim 3 \times 10^{11} M_{\odot}/h$ satellites exhibit a power law profile with slope -3. Because these halos dominate the small scale clustering, the resulting 1-halo term is steeper than predicted using standard NFW profiles. Using this power-law profile for satellites, we can successfully reproduce the small-scale clustering exhibited by BlueTides galaxies using HOD modelling. We predict the highest probability of detecting satellites at $z>7.5$ is around centrals of $M^*\sim 3 \times 10^{10} M_{\odot}/h$ (with $M^{*}\gtrsim$ a few $10^{7} M_{\odot}/h$ ). This should be achievable with the James Webb Space Telescope (JWST).

astro-ph.GA↗

arXiv2018

Gas outflows from the z= 7.54 quasar : predictions from the BlueTides Simulation

Many theoretical models predict that quasar driven outflows account for the observed quenching of star formation in massive galaxies. There is growing observational evidence for quasar-launched massive outflows at z>6, while the details of outflow-host galaxy interaction remain obscure. In this paper, we study the feedback around the highest redshift quasar in the BlueTides simulation, the largest volume cosmological hydrodynamic simulation so far carried out. We present predictions for gas outflows around the brightest $z = 7.54$ quasar which hosts the most massive black hole in the simulation volume, which has grown to black hole mass $6.7\times 10^{8}{\rm M}_\odot$ consistent with the current record holder for high-z quasars. We introduce a method to identify and trace the gas outflowing from the halo. We find that the total mass of the outflow gas is about $3.6\times 10^{9}{\rm M}_\odot$, constituting 6\% of the total gas in the halo. The outflow gas contains a cold, dense molecular component with mass about $2.6\times 10^{8}{\rm M}_\odot$, that originates from the inner region of the halo, within a few kpc of the central black hole. The velocities of the outflow gas reach thousands of km/s, within which the molecular component has mass averaged outward radial velocity of $1300$ km/s, consistent with observations. The averaged outflow rate is about $200-300 {\rm M}_\odot/yr$, with the outflowing gas mainly in a hotter ($T \sim 10^7$ K) and lower density state than the average of the host halo gas.

astro-ph.GA↗

arXiv2018

A tiny host galaxy for the first giant black hole: $z= 7.5$ quasar in BlueTides

The most distant known quasar recently discovered by Bañados et al. (2018) is at $z=7.5$ (690 Myr after the Big Bang), at the dawn of galaxy formation. We explore the host galaxy of the brightest quasar in the large volume cosmological hydrodynamic simulation BlueTides, which in Phase II has reached these redshifts. The brightest quasar in BlueTides has a luminosity of a $\sim$ few $10^{13} L_{\odot}$ and a black hole mass of $6.4 \times 10^{8} M_{\odot}$ at $z \sim 7.5$, comparable to the observed quasar (the only one in this large volume). The quasar resides in a rare halo of mass $M_{H} \sim 10^{12} M_{\odot}$ and has a host galaxy of stellar mass of $4 \times 10^{10}M_{\odot}$ with an ongoing (intrinsic) star formation rate of $\sim 80 M_{\odot} yr^{-1}$. The corresponding intrinsic UV magnitude of the galaxy is $-23.1$, which is roughly $2.7$ magnitudes fainter than the quasar's magnitude of $-25.9$. We find that the galaxy is highly metal enriched with a mean metallicity equal to the solar value. We derive quasar and galaxy spectral energy distribution (SED) in the mid and near infrared JWST bands. We predict a significant amount of dust attenuation in the rest-frame UV corresponding to $A_{1500} \sim 1.7$ giving an UV based SFR of $\sim 14 M_{\odot} yr^{-1}$. We present mock JWST images of the galaxy with and without central point source, in different MIRI and NIRCam filters. The host galaxy is detectable in NIRCam filters, but it is extremely compact ($R_{E}=0.35$ kpc). It will require JWST's exquisite sensitivity and resolution to separate the galaxy from the central point source. Finally within the FOV of the quasar in BlueTides there are two more sources that would be detectable by JWST.

astro-ph.GA↗

arXiv2018

Theoretical Systematics of Future Baryon Acoustic Oscillation Surveys

Future Baryon Acoustic Oscillation surveys aim at observing galaxy clustering over a wide range of redshift and galaxy populations at great precision, reaching tenths of a percent, in order to detect any deviation of dark energy from the $\LCDM$ model. We utilize a set of paired quasi-\Nb\, FastPM simulations that were designed to mitigate the sample variance effect on the BAO feature and evaluated the BAO systematics as precisely as $\sim 0.01\%$. We report anisotropic BAO scale shifts before and after density field reconstruction in the presence of redshift-space distortions over a wide range of redshift, galaxy/halo biases, and shot noise levels. We test different reconstruction schemes and different smoothing filter scales, and introduce physically-motivated BAO fitting models. For the first time, we derive a Galilean-invariant infrared resummed model for halos in real and redshift space. We test these models from the perspective of robust BAO measurements and non-BAO information such as growth rate and nonlinear bias. We find that pre-reconstruction BAO scale has moderate fitting-model dependence at the level of $0.1\%-0.2\%$ for matter while the dependence is substantially reduced to less than $0.07\%$ for halos. We find that post-reconstruction BAO shifts are generally reduced to below $0.1\%$ in the presence of galaxy/halo bias and show much smaller fitting model dependence. Different reconstruction conventions can potentially make a much larger difference on the line-of-sight BAO scale, upto $0.3\%$. Meanwhile, the precision (error) of the BAO measurements is quite consistent regardless of the choice of the fitting model or reconstruction convention.

astro-ph.CO↗

arXiv2018

Cosmological Reconstruction From Galaxy Light: Neural Network Based Light-Matter Connection

We present a method to reconstruct the initial conditions of the universe using observed galaxy positions and luminosities under the assumption that the luminosities can be calibrated with weak lensing to give the mean halo mass. Our method relies on following the gradients of forward model and since the standard way to identify halos is non-differentiable and results in a discrete sample of objects, we propose a framework to model the halo position and mass field starting from the non-linear matter field using Neural Networks. We evaluate the performance of our model with multiple metrics. Our model is more than $95\%$ correlated with the halo-mass fields up to $k\sim 0.7 {\rm h/Mpc}$ and significantly reduces the stochasticity over the Poisson shot noise. We develop a data likelihood model that takes our modeling error and intrinsic scatter in the halo mass-light relation into account and show that a displaced log-normal model is a good approximation to it. We optimize over the corresponding loss function to reconstruct the initial density field and develop an annealing procedure to speed up and improve the convergence. We apply the method to halo number densities of $\bar{n} = 2.5\times 10^{-4} -10^{-3}({\rm h/Mpc})^3$, typical of current and future redshift surveys, and recover a Gaussian initial density field, mapping all the higher order information in the data into the power spectrum. We show that our reconstruction improves over the standard reconstruction. For baryonic acoustic oscillations (BAO) the gains are relatively modest because BAO is dominated by large scales where standard reconstruction suffices. We improve upon it by $\sim 15-20\%$ in terms of error on BAO peak as estimated by Fisher analysis at $z=0$. We expect larger gains will be achieved when applying this method to the broadband linear power spectrum reconstruction on smaller scales.

astro-ph.CO↗

arXiv2018

A gradient based method for modeling baryons and matter in halos of fast simulations

Fast N-body PM simulations with a small number of time steps such as FastPM or COLA have been remarkably successful in modeling the galaxy statistics, but their lack of small scale force resolution and long time steps cannot give accurate halo matter profiles or matter power spectrum. High resolution N-body simulations can improve on this, but lack baryonic effects, which can only be properly included in hydro simulations. Here we present a scheme to calibrate the fast simulations to mimic the precision of the hydrodynamic simulations or high resolution N-body simulations. The scheme is based on a gradient descent of either effective gravitational potential, which mimics the short range force, or of effective enthalpy, which mimics gas hydrodynamics and feedback. The scheme is fast and differentiable, and can be incorporated as a post-processing step into any simulation. It gives very good results for the matter power spectrum for several of the baryonic feedback and dark matter simulations, and also gives improved dark matter halo profiles. The scheme is even able to find the large subhalos, and increase the correlation coefficient between the fast simulations and the high resolution N-body or hydro simulations. It can also be used to add baryonic effects to the high resolution N-body simulations. While the method has free parameters that can be calibrated on various simulations, they can also be viewed as astrophysical nuisance parameters describing baryonic effects that can be marginalized over during the data analysis. In this view these parameters can be viewed as an efficient parametrization of baryonic effects.

astro-ph.CO↗

arXiv2018

Primordial non-Gaussianities and zero bias tracers of the Large Scale Structure

We develop a new method to constraint primordial non-Gaussianities of the local kind using unclustered tracers of the Large Scale Structure. We show that in the limit of low noise, zero bias tracers yield large improvement over standard methods, mostly due to vanishing sampling variance. We propose a simple technique to construct such a tracer, using environmental information obtained from the original sample, and validate our method with N-body simulations. Our results indicate that $σ_{f_{\mathrm{NL}}^{\mathrm{loc}}}\simeq1$ can be reached using only information on a single tracer of sufficiently high number density.

astro-ph.CO↗

arXiv2018

Towards optimal extraction of cosmological information from nonlinear data

One of the main unsolved problems of cosmology is how to maximize the extraction of information from nonlinear data. If the data are nonlinear the usual approach is to employ a sequence of statistics (N-point statistics, counting statistics of clusters, density peaks or voids etc.), along with the corresponding covariance matrices. However, this approach is computationally prohibitive and has not been shown to be exhaustive in terms of information content. Here we instead develop a Bayesian approach, expanding the likelihood around the maximum posterior of linear modes, which we solve for using optimization methods. By integrating out the modes using perturbative expansion of the likelihood we construct an initial power spectrum estimator, which for a fixed forward model contains all the cosmological information if the initial modes are gaussian distributed. We develop a method to construct the window and covariance matrix such that the estimator is explicitly unbiased and nearly optimal. We then generalize the method to include the forward model parameters, including cosmological and nuisance parameters, and primordial non-gaussianity. We apply the method in the simplified context of nonlinear structure formation, using either simplified 2-LPT dynamics or N-body simulations as the nonlinear mapping between linear and nonlinear density, and 2-LPT dynamics in the optimization steps used to reconstruct the initial density modes. We demonstrate that the method gives an unbiased estimator of the initial power spectrum, providing among other a near optimal reconstruction of linear baryonic acoustic oscillations.

astro-ph.CO↗

arXiv2018

The Epoch of IGM heating by early sources of X-rays

Observations of the 21 cm line from neutral hydrogen indicate that an Epoch of Heating (EoH) might have preceded the later Epoch of Reionization (EoR). Here we study the effects on the ionization state and the thermal history of the Intergalactic Medium (IGM) during the EoH induced by different assumptions on ionizing sources in the high redshift Universe: (i) stars, (ii) X-ray binaries (XRBs), (iii) thermal bremsstrahlung of the hot Interstellar Medium (ISM), and (iv) accreting nuclear black holes (BHs). To this aim, we post-process outputs from the ($100 h^{-1}$ cMpc)$^3$ hydrodynamical simulation MassiveBlack-II with the cosmological 3D radiative transfer code CRASH, which follows the propagation of UV and X-ray photons, computing the thermal and ionization state of hydrogen and helium through the EoH. We find that stars determine the fully ionized morphology of the IGM, while the spectrally hard XRBs pave way for efficient subsequent heating and ionization by the spectrally softer ISM. With the seeding prescription in MassiveBlack-II, BHs do not contribute significantly to either ionization or heating. With only stars, most of the IGM remains in a cold state (with a median $T=11$ K at $z=10$), however, the presence of more energetic sources raises the temperature of regions around the brightest and more clustered sources above that of the CMB, opening the possibility to observing the 21 cm signal in emission.

astro-ph.CO↗

arXiv2018

BlueTides simulation: establishing black hole-galaxy relations at high-redshift

The scaling relations between the mass of supermassive black holes ($M_{\bullet}$) and host galaxy properties (stellar mass, $M_{\star}$, and velocity dispersion, $σ$), provide a link between the growth of black holes (BHs) and that of their hosts. Here we investigate if and how the BH-galaxy relations are established in the high-$z$ universe using \textsc{BlueTides}, a high-resolution large volume cosmological hydrodynamic simulation. We find the $M_{\bullet}-M_{\star}$ and $M_{\bullet}-σ$ relations at $z=8$: $\log_{10}(M_{\bullet}) = 8.25 + 1.10 \ \log_{10}(M_{\star}/10^{11}M_{\odot})$ and $\log_{10}(M_{\bullet}) = 8.35 + 5.31 \ \log_{10}(σ/200kms^{-1})$ at $z=8$, both fully consistent with the local measurements. The slope of the $M_{\bullet}-σ$ relation is slightly steeper for high star formation rate and $M_{\star}$ galaxies while it remains unchanged as a function of Eddington accretion rate onto the BH. The intrinsic scatter in $M_{\bullet}-σ$ relation in all cases ($ε\sim 0.4$) is larger at these redshifts than inferred from observations and larger than in $M_{\bullet}-M_{\star}$ relation ($ε\sim 0.14$). We find the gas-to-stellar ratio $f=M_{\rm gas}/M_{\star}$ in the host (which can be very high at these redshifts) to have the most significant impact setting the intrinsic scatter of $M_{\bullet}-σ$. The scatter is significantly reduced when galaxies with high gas fractions ($ε= 0.28$ as $f<10$) are excluded (making the sample more comparable to low-$z$ galaxies); these systems have the largest star formation rates and black hole accretion rates, indicating that these fast-growing systems are still moving toward the relation at these high redshifts. Examining the evolution (from $z=10$ to 8) of high mass black holes in $M_{\bullet}-σ$ plane confirms this trend.

astro-ph.GA↗