248 resultados para portfolio theory


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We revisit the extraction of alpha(s)(M-tau(2)) from the QCD perturbative corrections to the hadronic tau branching ratio, using an improved fixed-order perturbation theory based on the explicit summation of all renormalization-group accessible logarithms, proposed some time ago in the literature. In this approach, the powers of the coupling in the expansion of the QCD Adler function are multiplied by a set of functions D-n, which depend themselves on the coupling and can be written in a closed form by iteratively solving a sequence of differential equations. We find that the new expansion has an improved behavior in the complex energy plane compared to that of the standard fixed-order perturbation theory (FOPT), and is similar but not identical to the contour-improved perturbation theory (CIPT). With five terms in the perturbative expansion we obtain in the (MS) over bar scheme alpha(s)(M-tau(2)) = 0.338 +/- 0.010, using as input a precise value for the perturbative contribution to the hadronic width of the tau lepton reported recently in the literature.

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In the present work, the effect of longitudinal magnetic field on wave dispersion characteristics of equivalent continuum structure (ECS) of single-walled carbon nanotubes (SWCNT) embedded in elastic medium is studied. The ECS is modelled as an Euler-Bernoulli beam. The chemical bonds between a SWCNT and the elastic medium are assumed to be formed. The elastic matrix is described by Pasternak foundation model, which accounts for both normal pressure and the transverse shear deformation. The governing equations of motion for the ECS of SWCNT under a longitudinal magnetic field are derived by considering the Lorentz magnetic force obtained from Maxwell's relations within the frame work of nonlocal elasticity theory. The wave propagation analysis is performed using spectral analysis. The results obtained show that the velocity of flexural waves in SWCNTs increases with the increase of longitudinal magnetic field exerted on it in the frequency range: 0-20 THz. The present analysis also shows that the flexural wave dispersion in the ECS of SWCNT obtained by local and nonlocal elasticity theories differ. It is found that the nonlocality reduces the wave velocity irrespective of the presence of the magnetic field and does not influences it in the higher frequency region. Further it is found that the presence of elastic matrix introduces the frequency band gap in flexural wave mode. The band gap in the flexural wave is found to independent of strength of the longitudinal magnetic field. (C) 2011 Elsevier Inc. All rights reserved.

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We present an extensive study of Mott insulator (MI) and superfluid (SF) shells in Bose-Hubbard (BH) models for bosons in optical lattices with harmonic traps. For this we apply the inhomogeneous mean-field theory developed by Sheshadri et al. Phys. Rev. Lett. 75, 4075 (1995)]. Our results for the BH model with one type of spinless bosons agree quantitatively with quantum Monte Carlo simulations. Our approach is numerically less intensive than such simulations, so we are able to perform calculations on experimentally realistic, large three-dimensional systems, explore a wide range of parameter values, and make direct contact with a variety of experimental measurements. We also extend our inhomogeneous mean-field theory to study BH models with harmonic traps and (a) two species of bosons or (b) spin-1 bosons. With two species of bosons, we obtain rich phase diagrams with a variety of SF and MI phases and associated shells when we include a quadratic confining potential. For the spin-1 BH model, we show, in a representative case, that the system can display alternating shells of polar SF and MI phases, and we make interesting predictions for experiments in such systems.

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The van der Waals and Platteuw (vdVVP) theory has been successfully used to model the thermodynamics of gas hydrates. However, earlier studies have shown that this could be due to the presence of a large number of adjustable parameters whose values are obtained through regression with experimental data. To test this assertion, we carry out a systematic and rigorous study of the performance of various models of vdWP theory that have been proposed over the years. The hydrate phase equilibrium data used for this study is obtained from Monte Carlo molecular simulations of methane hydrates. The parameters of the vdWP theory are regressed from this equilibrium data and compared with their true values obtained directly from simulations. This comparison reveals that (i) methane-water interactions beyond the first cage and methane-methane interactions make a significant contribution to the partition function and thus cannot be neglected, (ii) the rigorous Monte Carlo integration should be used to evaluate the Langmuir constant instead of the spherical smoothed cell approximation, (iii) the parameter values describing the methane-water interactions cannot be correctly regressed from the equilibrium data using the vdVVP theory in its present form, (iv) the regressed empty hydrate property values closely match their true values irrespective of the level of rigor in the theory, and (v) the flexibility of the water lattice forming the hydrate phase needs to be incorporated in the vdWP theory. Since methane is among the simplest of hydrate forming molecules, the conclusions from this study should also hold true for more complicated hydrate guest molecules.

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We develop a continuum theory to model low energy excitations of a generic four-band time reversal invariant electronic system with boundaries. We propose a variational energy functional for the wavefunctions which allows us to derive natural boundary conditions valid for such systems. Our formulation is particularly suited for developing a continuum theory of the protected edge/surface excitations of topological insulators both in two and three dimensions. By a detailed comparison of our analytical formulation with tight binding calculations of ribbons of topological insulators modelled by the Bernevig-Hughes-Zhang (BHZ) Hamiltonian, we show that the continuum theory with a natural boundary condition provides an appropriate description of the low energy physics.

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Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes in a region of Euclidean space. Following deployment, the nodes self-organize into a mesh topology with a key aspect being self-localization. Having obtained a mesh topology in a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this work, we analyze this approximation through two complementary analyses. We assume that the mesh topology is a random geometric graph on the nodes; and that some nodes are designated as anchors with known locations. First, we obtain high probability bounds on the Euclidean distances of all nodes that are h hops away from a fixed anchor node. In the second analysis, we provide a heuristic argument that leads to a direct approximation for the density function of the Euclidean distance between two nodes that are separated by a hop distance h. This approximation is shown, through simulation, to very closely match the true density function. Localization algorithms that draw upon the preceding analyses are then proposed and shown to perform better than some of the well-known algorithms present in the literature. Belief-propagation-based message-passing is then used to further enhance the performance of the proposed localization algorithms. To our knowledge, this is the first usage of message-passing for hop-count-based self-localization.

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This article is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work has impacted antiviral treatment and vaccine design strategies. Yet, predictions of the quasispecies model are at best viewed as a guideline, primarily because it assumes an infinite population size, whereas realistic population sizes can be quite small. In this paper we consider a population genetics-based model aimed at understanding the evolution of such organisms with finite population sizes and present a rigorous study of the convergence and computational issues that arise therein. Our first result is structural and shows that, at any time during the evolution, as the population size tends to infinity, the distribution of genomes predicted by our model converges to that predicted by the quasispecies model. This justifies the continued use of the quasispecies model to derive guidelines for intervention. While the stationary state in the quasispecies model is readily obtained, due to the explosion of the state space in our model, exact computations are prohibitive. Our second set of results are computational in nature and address this issue. We derive conditions on the parameters of evolution under which our stochastic model mixes rapidly. Further, for a class of widely used fitness landscapes we give a fast deterministic algorithm which computes the stationary distribution of our model. These computational tools are expected to serve as a framework for the modeling of strategies for the deployment of mutagenic drugs.

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Ampcalculator (AMPC) is a Mathematica (c) based program that was made publicly available some time ago by Unterdorfer and Ecker. It enables the user to compute several processes at one loop (upto O(p(4))) in SU(3) chiral perturbation theory. They include computing matrix elements and form factors for strong and non-leptonic weak processes with at most six external states. It was used to compute some novel processes and was tested against well-known results by the original authors. Here we present the results of several thorough checks of the package. Exhaustive checks performed by the original authors are not publicly available, and hence the present effort. Some new results are obtained from the software especially in the kaon odd-intrinsic parity non-leptonic decay sector involving the coupling G(27). Another illustrative set of amplitudes at tree level we provide is in the context of tau-decays with several mesons including quark mass effects, of use to the BELLE experiment. All eight meson-meson scattering amplitudes have been checked. The Kaon-Compton amplitude has been checked and a minor error in the published results has been pointed out. This exercise is a tutorial-based one, wherein several input and output notebooks are also being made available as ancillary files on the arXiv. Some of the additional notebooks we provide contain explicit expressions that we have used for comparison with established results. The purpose is to encourage users to apply the software to suit their specific needs. An automatic amplitude generator of this type can provide error-free outputs that could be used as inputs for further simplification, and in varied scenarios such as applications of chiral perturbation theory at finite temperature, density and volume. This can also be used by students as a learning aid in low-energy hadron dynamics.

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In this paper, we approach the classical problem of clustering using solution concepts from cooperative game theory such as Nucleolus and Shapley value. We formulate the problem of clustering as a characteristic form game and develop a novel algorithm DRAC (Density-Restricted Agglomerative Clustering) for clustering. With extensive experimentation on standard data sets, we compare the performance of DRAC with that of well known algorithms. We show an interesting result that four prominent solution concepts, Nucleolus, Shapley value, Gately point and \tau-value coincide for the defined characteristic form game. This vindicates the choice of the characteristic function of the clustering game and also provides strong intuitive foundation for our approach.

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Density functional theory (DFT) calculations are being performed to investigate the geometric, vibrational, and electronic properties of the chlorogenic acid isomer 3-CQA (1R,3R,4S,5R)-3-{(2E)-3-(3,4-dihydroxyphenyl)prop-2-enoyl]oxy}-1,4, 5-trihydroxycyclohexanecarboxylic acid), a major phenolic compound in coffee. DFT calculations with the 6-311G(d,p) basis set produce very good results. The electrostatic potential mapped onto an isodensity surface has been obtained. A natural bond orbital analysis (NBO) has been performed in order to study intramolecular bonding, interactions among bonds, and delocalization of unpaired electrons. HOMO-LUMO studies give insights into the interaction of the molecule with other species. The calculated HOMO and LUMO energies indicate that a charge transfer occurs within the molecule. (C) 2012 Elsevier B.V. All rights reserved.

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String theory and gauge/gravity duality suggest the lower bound of shear viscosity (eta) to entropy density (s) for any matter to be mu h/4 pi k(B), when h and k(B) are reduced Planck and Boltzmann constants respectively and mu <= 1. Motivated by this, we explore eta/s in black hole accretion flows, in order to understand if such exotic flows could be a natural site for the lowest eta/s. Accretion flow plays an important role in black hole physics in identifying the existence of the underlying black hole. This is a rotating shear flow with insignificant molecular viscosity, which could however have a significant turbulent viscosity, generating transport, heat and hence entropy in the flow. However, in presence of strong magnetic field, magnetic stresses can help in transporting matter independent of viscosity, via celebrated Blandford-Payne mechanism. In such cases, energy and then entropy produces via Ohmic dissipation. In,addition, certain optically thin, hot, accretion flows, of temperature greater than or similar to 10(9) K, may be favourable for nuclear burning which could generate/absorb huge energy, much higher than that in a star. We find that eta/s in accretion flows appears to be close to the lower bound suggested by theory, if they are embedded by strong magnetic field or producing nuclear energy, when the source of energy is not viscous effects. A lower bound on eta/s also leads to an upper bound on the Reynolds number of the flow.

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We consider the rotational motion of an elongated nanoscale object in a fluid under an external torque. The experimentally observed dynamics could be understood from analytical solutions of the Stokes equation, with explicit formulae derived for the dynamical states as a function of the object dimensions and the parameters defining the external torque. Under certain conditions, multiple analytical solutions to the Stokes equations exist, which have been investigated through numerical analysis of their stability against small perturbations and their sensitivity towards initial conditions. These experimental results and analytical formulae are general enough to be applicable to the rotational motion of any isolated elongated object at low Reynolds numbers, and could be useful in the design of non-spherical nanostructures for diverse applications pertaining to microfluidics and nanoscale propulsion technologies.

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Be the strong coupling constant alpha(s) from the tau hadronn width using a renormalization group summed (RGS) expansion of the QCD Adler lunction. The main theoretical uncertainty in the extraction of as is due to the manner in which renormalization group invariance is implemented, and the as yet uncalculated higher order terms in the QCD perturbative series. We show that new expansion exhibits good renormalization group improvement and the behavior of the series is similar to that of the standard RGS expansion. The value of the strong coupling in (MS) over bar scheme obtained with the RCS expansion is alpha(s) (M-tau(2)) = 0.338 +/- 0.010. The convergence properties of the new expansion can be improved by Bond transformation and analytic continuation in t he Bond plane. This is discussed elsewhere in these issues.

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The moments of the hadronic spectral functions are of interest for the extraction of the strong coupling alpha(s) and other QCD parameters from the hadronic decays of the tau lepton. Motivated by the recent analyses of a large class of moments in the standard fixed-order and contour-improved perturbation theories, we consider the perturbative behavior of these moments in the framework of a QCD nonpower perturbation theory, defined by the technique of series acceleration by conformal mappings, which simultaneously implements renormalization-group summation and has a tame large-order behavior. Two recently proposed models of the Adler function are employed to generate the higher-order coefficients of the perturbation series and to predict the exact values of the moments, required for testing the properties of the perturbative expansions. We show that the contour-improved nonpower perturbation theories and the renormalization-group-summed nonpower perturbation theories have very good convergence properties for a large class of moments of the so-called ``reference model,'' including moments that are poorly described by the standard expansions. The results provide additional support for the plausibility of the description of the Adler function in terms of a small number of dominant renormalons.