141 resultados para Black-Scholes Equation


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[1] During a comprehensive aerosol field campaign, simultaneous measurements were made of aerosol spectral optical depths, black carbon mass concentration (M-b), total (M-t) and size segregated aerosol mass concentrations over an urban continental location, Bangalore (13 degreesN, 77 degreesE, 960 m msl), in India. Large amounts of BC were observed; both in absolute terms and fraction of total mass (similar to11%) and submicron mass (similar to23%) implying a significantly low single scatter albedo. The aerosol visible optical depth (tau(p)) was in the range 0.24 to 0.45. Estimated surface forcing is as high as -23 W m(-2) and top of the atmosphere (TOA) forcing is +5 Wm(-2) during relatively cleaner periods (tau(p) similar to 0.24). The net atmospheric absorption translates to an atmospheric heating of similar to0.8 K day(-1) for cleaner periods and similar to1.5 K day(-1) for less cleaner periods (tau(p) similar to 0.45). Our observations raise several issues, which may have impacts to regional climate and monsoon.

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An analytical method is developed for solving an inverse problem for Helmholtz's equation associated with two semi-infinite incompressible fluids of different variable refractive indices, separated by a plane interface. The unknowns of the inverse problem are: (i) the refractive indices of the two fluids, (ii) the ratio of the densities of the two fluids, and (iii) the strength of an acoustic source assumed to be situated at the interface of the two fluids. These are determined from the pressure on the interface produced by the acoustic source. The effect of the surface tension force at the interface is taken into account in this paper. The application of the proposed analytical method to solve the inverse problem is also illustrated with several examples. In particular, exact solutions of two direct problems are first derived using standard classical methods which are then used in our proposed inverse method to recover the unknowns of the corresponding inverse problems. The results are found to be in excellent agreement.

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Electrochemically deposited Cu-Ni black coatings on molybdenum substrate from ethylenediaminetetraacetic acid (EDTA) bath solution are shown to exhibit good optical properties (alpha = 0.94, epsilon = 0.09). The deposit is characterized by X-ray diffraction (XRD), transmission electron microscopy (TEM) and X-ray photoelectron spectroscopy (XPS). Cu is present in metallic and +2 oxidation states in the as-prepared Cu-Ni black coating, whereas Ni2+ as well as Ni3+ species are observed in the same coating. Cu and Ni are observed in their metallic state after 10 and 20 min sputtering. X-ray initiated Auger electron spectroscopy (XAES) of Cu and Ni also agrees well with XPS investigations. (C) 2002 Elsevier Science Ltd. All rights reserved.

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A simple thermodynamic analysis of the well-known Michaelis-Menten equation (MME) of enzyme catalysis is proposed that employs the chemical potential mu to follow the Gibbs free energy changes attending the formation of the enzyme-substrate complex and its turnover to the product. The main conclusion from the above analysis is that low values of the Michaelis constant KM and high values of the turnover number k(cat) are advantageous: this supports a simple algebraic analysis of the MME, although at variance with current thinking. Available data apparently support the above findings. It is argued that transition state stabilisation - rather than substrate distortion or proximity - is the key to enzyme catalysis.

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We analyse the Roy equations for the lowest partial waves of elastic ππ scattering. In the first part of the paper, we review the mathematical properties of these equations as well as their phenomenological applications. In particular, the experimental situation concerning the contributions from intermediate energies and the evaluation of the driving terms are discussed in detail. We then demonstrate that the two S-wave scattering lengths a00 and a02 are the essential parameters in the low energy region: Once these are known, the available experimental information determines the behaviour near threshold to within remarkably small uncertainties. An explicit numerical representation for the energy dependence of the S- and P-waves is given and it is shown that the threshold parameters of the D- and F-waves are also fixed very sharply in terms of a00 and a20. In agreement with earlier work, which is reviewed in some detail, we find that the Roy equations admit physically acceptable solutions only within a band of the (a00,a02) plane. We show that the data on the reactions e+e−→ππ and τ→ππν reduce the width of this band quite significantly. Furthermore, we discuss the relevance of the decay K→ππeν in restricting the allowed range of a00, preparing the grounds for an analysis of the forthcoming precision data on this decay and on pionic atoms. We expect these to reduce the uncertainties in the two basic low energy parameters very substantially, so that a meaningful test of the chiral perturbation theory predictions will become possible.

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We compute the temperature profiles of accretion discs around rapidly rotating strange stars, using constant gravitational mass equilibrium sequences of these objects, considering the full effect of general relativity. Beyond a certain critical value of stellar angular momentum (J), we observe the radius ( $r_{\rm orb}$) of the innermost stable circular orbit (ISCO) to increase with J (a property seen neither in rotating black holes nor in rotating neutron stars). The reason for this is traced to the crucial dependence of ${\rm d}r_{\rm orb}/{\rm d}J$ on the rate of change of the radial gradient of the Keplerian angular velocity at $r_{\rm orb}$ with respect to J. The structure parameters and temperature profiles obtained are compared with those of neutron stars, as an attempt to provide signatures for distinguishing between the two. We show that when the full gamut of strange star equation of state models, with varying degrees of stiffness are considered, there exists a substantial overlap in properties of both neutron stars and strange stars. However, applying accretion disc model constraints to rule out stiff strange star equation of state models, we notice that neutron stars and strange stars exclusively occupy certain parameter spaces. This result implies the possibility of distinguishing these objects from each other by sensitive observations through future X-ray detectors.

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‘Best’ solutions for the shock-structure problem are obtained by solving the Boltzmann equation for a rigid sphere gas by applying minimum error criteria on the Mott-Smith ansatz. The use of two such criteria minimizing respectively the local and total errors, as well as independent computations of the remaining error, establish the high accuracy of the solutions, although it is shown that the Mott-Smith distribution is not an exact solution of the Boltzmann equation even at infinite Mach number. The minimum local error method is found to be particularly simple and efficient. Adopting the present solutions as the standard of comparison, it is found that the widely used v2x-moment solutions can be as much as a third in error, but that results based on Rosen's method provide good approximations. Finally, it is shown that if the Maxwell mean free path on the hot side of the shock is chosen as the scaling length, the value of the density-slope shock thickness is relatively insensitive to the intermolecular potential. A comparison is made on this basis of present results with experiment, and very satisfactory quantitative agreement is obtained.

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The purpose of this paper is to present exergy charts for carbon dioxide (CO2) based on the new fundamental equation of state and the results of a thermodynamic analysis of conventional and trans-critical vapour compression refrigeration cycles using the data thereof. The calculation scheme is anchored on the Mathematica platform. There exist upper and lower bounds for the high cycle pressure for a given set of evaporating and pre-throttling temperatures. The maximum possible exergetic efficiency for each case was determined. Empirical correlations for exergetic efficiency and COP, valid in the range of temperatures studied here, are obtained. The exergy losses have been quantified. (C) 2003 Elsevier Ltd. All rights reserved.

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We analyze the dynamics of desorption of a polymer molecule which is pulled at one of its ends with force f, trying to desorb it. We assume a monomer to desorb when the pulling force on it exceeds a critical value f(c). We formulate an equation for the average position of the n-th monomer, which takes into account excluded-volume interaction through the blob-picture of a polymer under external constraints. The approach leads to a diffusion equation with a p-Laplacian for the propagation of the stretching along the chain. This has to be solved subject to a moving boundary condition. Interestingly, within this approach, the problem can be solved exactly in the trumpet, stem-flower and stem regimes. In the trumpet regime, we get tau = tau(0)n(d)(2), where n(d) is the number of monomers that have desorbed at the time tau. tau(0) is known only numerically, but for f close to f(c), it is found to be tau(0) similar to f(c)/(f(2/3) - f(c)(2/3)) If one used simple Rouse dynamics, this result would change to tau similar to f(c)n(d)(2)/(f - f(c)). In the other regimes too, one can find exact solution, and interestingly, in all regimes tau similar to n(d)(2). Copyright (C) EPLA, 2011

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Molecular diffusion plays a dominant role in transport of contaminants through fine-grained soils with low hydraulic conductivity. Attenuation processes occur while contaminants travel through the soils. Effective diffusion coefficient (De) is expected to take into consideration various attenuation processes. Effective diffusion coefficient has been considered to develop a general approach for modelling of contaminant transport in soils.The effective diffusion coefficient of sodium in presence of sulphate has been obtained using the column test.The reliability of De, has been checked by comparing theoretical breakthrough curves of sodium ion in soils obtained using advection diffusion equation with the experimental curve.

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In this paper, we develop and analyze C(0) penalty methods for the fully nonlinear Monge-Ampere equation det(D(2)u) = f in two dimensions. The key idea in designing our methods is to build discretizations such that the resulting discrete linearizations are symmetric, stable, and consistent with the continuous linearization. We are then able to show the well-posedness of the penalty method as well as quasi-optimal error estimates using the Banach fixed-point theorem as our main tool. Numerical experiments are presented which support the theoretical results.

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Using the fact the BTZ black hole is a quotient of AdS(3) we show that classical string propagation in the BTZ background is integrable. We construct the flat connection and its monodromy matrix which generates the non-local charges. From examining the general behaviour of the eigen values of the monodromy matrix we determine the set of integral equations which constrain them. These equations imply that each classical solution is characterized by a density function in the complex plane. For classical solutions which correspond to geodesics and winding strings we solve for the eigen values of the monodromy matrix explicitly and show that geodesics correspond to zero density in the complex plane. We solve the integral equations for BMN and magnon like solutions and obtain their dispersion relation. We show that the set of integral equations which constrain the eigen values of the monodromy matrix can be identified with the continuum limit of the Bethe equations of a twisted SL(2, R) spin chain at one loop. The Landau-Lifshitz equations from the spin chain can also be identified with the sigma model equations of motion.