The absorption rate of low-energy, or soft, electromagnetic radiation by spherically symmetric black holes in arbitrary dimensions is shown to be fixed by conservation of energy and large gauge transformations. We interpret this result as the explicit realization of the Hawking-Perry-Strominger Ward identity for large gauge transformations in the background of a non-evaporating black hole. Along the way we rederive and extend previous analytic results regarding the absorption rate for the minimal scalar and the photon.

In this paper, we investigate the boundary layer behavior of solutions to the one dimensional Broadwell model of the nonlinear Boltzmann equation for small mean free path. We consider the analogue of Maxwell's diffusive and the reflexive boundary conditions. It is found that even for such a simple model, there are boundary layers due to purely kinetic effects which cannot be detected by the corresponding Navier-Stokes system. It is also found numerically that a compressive boundary layer is not always stable in the sense that it may detach from the boundary and move into the interior of the gas as a shock layer.

The leverage effect refers to the generally negative correlation between an asset return and its changes of volatility. A natural estimate consists in using the empirical correlation between the daily returns and the changes of daily volatility estimated from high frequency data. The puzzle lies in the fact that such an intuitively natural estimate yields nearly zero correlation for most assets tested, despite the many economic reasons for expecting the estimated correlation to be negative. To better understand the sources of the puzzle, we analyze the different asymptotic biases that are involved in high frequency estimation of the leverage effect, including biases due to discretization errors, to smoothing errors in estimating spot volatilities, to estimation error, and to market microstructure noise. This decomposition enables us to propose novel bias correction methods for estimating the leverage effect.

We study the large time asymptotic speeds (turbulent flame speeds sT) of the simplified HamiltonJacobi (HJ) models arising in turbulent combustion. One HJ model is G-equation describing the front motion law in the form of local normal velocity equal to a constant (laminar speed) plus the normal projection of fluid velocity. In level set formulation, G-equations are HJ equations with convex (L1 type) but non-coercive Hamiltonians. The other is the quadratically nonlinear (L2 type) inviscid HJ model of MajdaSouganidis derived from the KolmogorovPetrovskyPiskunov reactive fronts. Motivated by a question posed by Embid, Majda and Souganidis (1995)[10], we compare the turbulent flame speeds sTs from these inviscid HJ models in two-dimensional cellular flows or a periodic array of steady vortices via sharp asymptotic estimates in the regime of large amplitude. The estimates are obtained by analyzing the action minimizing trajectories in the Lagrangian representation of solutions (Lax formula and its extension) in combination with delicate gradient bound of viscosity solutions to the associated cell problem of homogenization. Though the inviscid turbulent flame speeds share the same leading order asymptotics, their difference due to nonlinearities is identified as a subtle double logarithm in the large flow amplitude from the sharp growth laws. The turbulent flame speeds differ much more significantly in the corresponding viscous HJ models. 2013 Elsevier Masson SAS. All rights reserved.

Wave dynamics in topological materials has been widely studied recently. A striking feature is the existence of robust and chiral wave propagations that have potential applications in many fields. A common way to realize such wave patterns is to utilize Dirac points which carry topological indices and is supported by the symmetries of the media. In this work, we investigate these phenomena in photonic media. Starting with Maxwell's equations with a honeycomb material weight as well as the nonlinear Kerr effect, we first prove the existence of Dirac points in the dispersion surfaces of transverse electric and magnetic Maxwell operators under very general assumptions of the material weight. Our assumptions on the material weight are almost the minimal requirements to ensure the existence of Dirac points in a general hexagonal photonic crystal. We then derive the associated wave packet dynamics in the scenario where the honeycomb structure is weakly modulated. It turns out the reduced envelope equation is generally a two-dimensional nonlinear Dirac equation with a spatially varying mass. By studying the reduced envelope equation with a domain-wall-like mass term, we realize the subtle wave motions which are chiral and immune to local defects. The underlying mechanism is the existence of topologically protected linear line modes, also referred to as edge states. However, we show that these robust linear modes do not survive with nonlinearity. We demonstrate the existence of nonlinear line modes, which can propagate in the nonlinear media based on high-accuracy numerical computations. Moreover, we also report a new type of nonlinear modes which are localized in both directions.