141 resultados para Black-Scholes Equation


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A fully discrete C-0 interior penalty finite element method is proposed and analyzed for the Extended Fisher-Kolmogorov (EFK) equation u(t) + gamma Delta(2)u - Delta u + u(3) - u = 0 with appropriate initial and boundary conditions, where gamma is a positive constant. We derive a regularity estimate for the solution u of the EFK equation that is explicit in gamma and as a consequence we derive a priori error estimates that are robust in gamma. (C) 2013 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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The classical Chapman-Enskog expansion is performed for the recently proposed finite-volume formulation of lattice Boltzmann equation (LBE) method D.V. Patil, K.N. Lakshmisha, Finite volume TVD formulation of lattice Boltzmann simulation on unstructured mesh, J. Comput. Phys. 228 (2009) 5262-5279]. First, a modified partial differential equation is derived from a numerical approximation of the discrete Boltzmann equation. Then, the multi-scale, small parameter expansion is followed to recover the continuity and the Navier-Stokes (NS) equations with additional error terms. The expression for apparent value of the kinematic viscosity is derived for finite-volume formulation under certain assumptions. The attenuation of a shear wave, Taylor-Green vortex flow and driven channel flow are studied to analyze the apparent viscosity relation.

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We study the process of bound state formation in a D-brane collision. We consider two mechanisms for bound state formation. The first, operative at weak coupling in the worldvolume gauge theory, is pair creation of W-bosons. The second, operative at strong coupling, corresponds to formation of a large black hole in the dual supergravity. These two processes agree qualitatively at intermediate coupling, in accord with the correspondence principle of Horowitz and Polchinski. We show that the size of the bound state and time scale for formation of a bound state agree at the correspondence point. The time scale involves matching a parametric resonance in the gauge theory to a quasinormal mode in supergravity.

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We study the collapse of a fuzzy sphere, that is a spherical membrane built out of D0-branes, in the Banks-Fischler-Shenker-Susskind model. At weak coupling, as the sphere shrinks, open strings are produced. If the initial radius is large then open string production is not important and the sphere behaves classically. At intermediate initial radius the backreaction from open string production is important but the fuzzy sphere retains its identity. At small initial radius the sphere collapses to form a black hole. The crossover between the later two regimes is smooth and occurs at the correspondence point of Horowitz and Polchinski.

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Stellar mass black holes (SMBHs), forming by the core collapse of very massive, rapidly rotating stars, are expected to exhibit a high density accretion disk around them developed from the spinning mantle of the collapsing star. A wide class of such disks, due to their high density and temperature, are effective emitters of neutrinos and hence called neutrino cooled disks. Tracking the physics relating the observed (neutrino) luminosity to the mass, spin of black holes (BHs) and the accretion rate ((M) over dot) of such disks, here we establish a correlation between the spin and mass of SMBHs at their formation stage. Our work shows that spinning BHs are more massive than nonspinning BHs for a given (M) over dot. However, slowly spinning BHs can turn out to be more massive than spinning BHs if (M) over dot at their formation stage was higher compared to faster spinning BHs.

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We study black hole solutions in Chern-Simons higher spin supergravity based on the superalgebra sl(3 vertical bar 2). These black hole solutions have a U(1) gauge field and a spin 2 hair in addition to the spin 3 hair. These additional fields correspond to the R-symmetry charges of the supergroup sl(3 vertical bar 2). Using the relation between the bulk field equations and the Ward identities of a CFT with N = 2 super-W-3 symmetry, we identify the bulk charges and chemical potentials with those of the boundary CFT. From these identifications we see that a suitable set of variables to study this black hole is in terms of the charges present in three decoupled bosonic sub-algebras of the N = 2 super-W-3 algebra. The entropy and the partition function of these R-charged black holes are then evaluated in terms of the charges of the bulk theory as well as in terms of its chemical potentials. We then compute the partition function in the dual CFT and find exact agreement with the bulk partition function.

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We address a physics-based solution of joule heating phenomenon in a single-layer graphene (SLG) sheet under the presence of Thomson effect. We demonstrate that the temperature in an isotopically pure (containing only C-12) SLG sheet attains its saturation level quicker than when doped with its isotopes (C-13). From the solution of the joule heating equation, we find that the thermal time constant of the SLG sheet is in the order of tenths of a nanosecond for SLG dimensions of a few micrometers. These results have been formulated using the electron interactions with the inplane and flexural phonons to demonstrate a field-dependent Landauer transmission coefficient. We further develop an analytical model of the SLG specific heat using the quadratic (out of plane) phonon band structure over the room temperature. Additionally, we show that a cooling effect in the SLG sheet can be substantially enhanced with the addition of C-13. The methodologies as discussed in this paper can be put forward to analyze the graphene heat spreader theory.

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Himalayan region is one of the most active seismic regions in the world and many researchers have highlighted the possibility of great seismic event in the near future due to seismic gap. Seismic hazard analysis and microzonation of highly populated places in the region are mandatory in a regional scale. Region specific Ground Motion Predictive Equation (GMPE) is an important input in the seismic hazard analysis for macro- and micro-zonation studies. Few GMPEs developed in India are based on the recorded data and are applicable for a particular range of magnitudes and distances. This paper focuses on the development of a new GMPE for the Himalayan region considering both the recorded and simulated earthquakes of moment magnitude 5.3-8.7. The Finite Fault simulation model has been used for the ground motion simulation considering region specific seismotectonic parameters from the past earthquakes and source models. Simulated acceleration time histories and response spectra are compared with available records. In the absence of a large number of recorded data, simulations have been performed at unavailable locations by adopting Apparent Stations concept. Earthquakes recorded up to 2007 have been used for the development of new GMPE and earthquakes records after 2007 are used to validate new GMPE. Proposed GMPE matched very well with recorded data and also with other highly ranked GMPEs developed elsewhere and applicable for the region. Comparison of response spectra also have shown good agreement with recorded earthquake data. Quantitative analysis of residuals for the proposed GMPE and region specific GMPEs to predict Nepal-India 2011 earthquake of Mw of 5.7 records values shows that the proposed GMPE predicts Peak ground acceleration and spectral acceleration for entire distance and period range with lower percent residual when compared to exiting region specific GMPEs. Crown Copyright (C) 2013 Published by Elsevier Ltd. All rights reserved.

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We study the effects of optically thin radiative cooling on the structure of radiatively inefficient accretion flows (RIAFs). The flow structure is geometrically thick, and independent of the gas density and cooling, if the cooling time is longer than the viscous time-scale (i.e. t(cool) greater than or similar to t(visc)). For higher densities, the gas can cool before it can accrete and forms the standard geometrically thin, optically thick Shakura-Sunyaev disc. For usual cooling processes (such as bremsstrahlung), we expect an inner hot flow and an outer thin disc. For a short cooling time the accretion flow separates into two phases: a radiatively inefficient hot coronal phase and a cold thin disc. We argue that there is an upper limit on the density of the hot corona corresponding to a critical value of t(cool)/t(ff)( similar to 10-100), the ratio of the cooling time and the free-fall time. Based on our simulations, we have developed a model for transients observed in black hole X-ray binaries (XRBs). An XRB in a quiescent hot RIAF state can transition to a cold blackbody-dominated state because of an increase in the mass accretion rate. The transition from a thin disc to a RIAF happens because of mass exhaustion due to accretion; the transition happens when the cooling time becomes longer than the viscous time at inner radii. Since the viscous time-scale for a geometrically thin disc is quite long, the high-soft state is expected to be long-lived. The different time-scales in black hole transients correspond to different physical processes such as viscous evolution, cooling and free fall. Our model captures the overall features of observed state transitions in XRBs.

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We undertake a systematic, direct numerical simulation of the twodimensional, Fourier-truncated, Gross-Pitaevskii equation to study the turbulent evolutions of its solutions for a variety of initial conditions and a wide range of parameters. We find that the time evolution of this system can be classified into four regimes with qualitatively different statistical properties. Firstly, there are transients that depend on the initial conditions. In the second regime, powerlaw scaling regions, in the energy and the occupation-number spectra, appear and start to develop; the exponents of these power laws and the extents of the scaling regions change with time and depend on the initial condition. In the third regime, the spectra drop rapidly for modes with wave numbers k > kc and partial thermalization takes place for modes with k < kc; the self-truncation wave number kc(t) depends on the initial conditions and it grows either as a power of t or as log t. Finally, in the fourth regime, complete thermalization is achieved and, if we account for finite-size effects carefully, correlation functions and spectra are consistent with their nontrivial Berezinskii-Kosterlitz-Thouless forms. Our work is a natural generalization of recent studies of thermalization in the Euler and other hydrodynamical equations; it combines ideas from fluid dynamics and turbulence, on the one hand, and equilibrium and nonequilibrium statistical mechanics on the other.

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In this article, we obtain explicit solutions of a system of forced Burgers equation subject to some classes of bounded and compactly supported initial data and also subject to certain unbounded initial data. In a series of papers, Rao and Yadav (2010) 1-3] obtained explicit solutions of a nonhomogeneous Burgers equation in one dimension subject to certain classes of bounded and unbounded initial data. Earlier Kloosterziel (1990) 4] represented the solution of an initial value problem for the heat equation, with initial data in L-2 (R-n, e(vertical bar x vertical bar 2/2)), as a series of self-similar solutions of the heat equation in R-n. Here we express the solutions of certain classes of Cauchy problems for a system of forced Burgers equation in terms of self-similar solutions of some linear partial differential equations. (C) 2013 Elsevier Inc. All rights reserved.

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Although grain boundary sliding (GBS) has been recognized as an important process during high-temperature deformation in crystalline materials, there is paucity in experimental data for characterizing a constitutive equation for GBS. High-temperature tensile creep experiments were conducted, together with measurements of GBS at different strains, stresses, grain sizes, and temperatures. Experimental data obtained on a Mg AZ31 alloy demonstrate that, for the first time, dynamic recrystallization during creep does not alter the contribution of GBS to creep during high-temperature deformation. The experimentally observed invariance of the sliding contribution with strain was used together with the creep data for developing a constitutive equation for GBS in a manner similar to the standard creep equation. Using this new approach, it is demonstrated that the stress, grain size, and temperature dependence for creep and GBS are identical. This is rationalized by a model based on GBS controlled by dislocations, within grains or near-grain boundaries. (C) The Minerals, Metals & Materials Society and ASM International 2013

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Using the numerical device simulation we show that the relationship between the surface potentials along the channel in any double gate (DG) MOSFET remains invariant in QS (quasistatic) and NQS (nonquasi-static) condition for the same terminal voltages. This concept along with the recently proposed `piecewise charge linearization' technique is then used to develop the intrinsic NQS charge model for a Independent DG (IDG) MOSFET by solving the governing continuity equation. It is also demonstrated that unlike the usual MOSFET transcapacitances, the inter-gate transcapacitance of a IDG-MOSFET initially increases with the frequency and then saturates, which might find novel analog circuit application. The proposed NQS model shows good agreement with numerical device simulations and appears to be useful for efficient circuit simulation.

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Volatile organic compounds (VOCs) are present in our every day used products such as plastics, cosmetics, air fresheners, paint, etc. The determination of amount of VOC present in atmosphere can be carried out via various sensors. In this work a nanocomposite of a novel thiophene based conducting polymer and carbon black is used as a volatile organic compound sensor. The fabricated 2 lead chemiresistor sensor was tested for vapours of toluene, acetone, cylcohexane, and carbon tetrachloride. The sensor responds to all the vapours, however, exhibit maximum response to toluene vapours. The sensor was evaluated for various concentrations of toluene. The lower limit of detection of the sensor is 15 +/- 10 ppm. The study of the effect of humidity on senor response to toluene showed that the response decreases at higher humidity conditions. The surface morphology of the nanocomposite was characterized by scanning electron microscopy. Diffuse reflectance spectroscopy was used to investigate the absorption of vapours by the nanocomposite film. Contact angle measurements were used to present the effect of water vapour on the toluene response of nanocomposite film. Solubility parameter of the conducting polymer is predicted by molecular dynamics. The sensing behaviour of the conducting polymer is correlated with solubility parameter of the polymer. Dispersion interaction of conducting polymer with toluene is believed to be the reason for the selective response towards toluene. (C) 2014 Elsevier B.V. All rights reserved.