141 resultados para Black-Scholes Equation


Relevância:

20.00% 20.00%

Publicador:

Resumo:

We propose an analytic perturbative scheme in the spirit of Lord Rayleigh's work for determining the eigenvalues of the Helmholtz equation in three dimensions inside an arbitrary boundary where the eigenfunction satisfies either the Dirichlet boundary condition or the Neumann boundary condition. Although numerous works are available in the literature for arbitrary boundaries in two dimensions, to the best of our knowledge the formulation in three dimensions is proposed for the first time. In this novel prescription, we have expanded the arbitrary boundary in terms of spherical harmonics about an equivalent sphere and obtained perturbative closed-form solutions at each order for the problem in terms of corrections to the equivalent spherical boundary for both the boundary conditions. This formulation is in parallel with the standard time-independent Rayleigh-Schrodinger perturbation theory. The efficacy of the method is tested by comparing the perturbative values against the numerically calculated eigenvalues for spheroidal, superegg and superquadric shaped boundaries. It is shown that this perturbation works quite well even for wide departure from spherical shape and for higher excited states too. We believe this formulation would find applications in the field of quantum dots and acoustical cavities.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The effects of radiative coupling between scattering and absorbing aerosols, in an external mixture, on the aerosol radiative forcing (ARF) due to black carbon (BC), its sensitivity to the composite aerosol loading and composition, and surface reflectance are investigated using radiative transfer model simulations. The ARF due to BC is found to depend significantly on the optical properties of the `neighboring' (non-BC) aerosol species. The scattering due to these species significantly increases the top of the atmospheric warming due to black carbon aerosols, and significant changes in the radiative forcing efficiency of BC. This is especially significant over dark surfaces (such as oceans), despite the ARF due to BC being higher over snow and land-surfaces. The spatial heterogeneity of this effect (coupling or multiple scattering by neighboring aerosol species) imposes large uncertainty in the estimation ARF due to BC aerosols, especially over the oceans. (C) 2014 Elsevier Ltd. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this article, we obtain explicit solutions of a linear PDE subject to a class of radial square integrable functions with a monotonically increasing weight function |x|(n-1)e(beta vertical bar x vertical bar 2)/2, beta >= 0, x is an element of R-n. This linear PDE is obtained from a system of forced Burgers equation via the Cole-Hopf transformation. For any spatial dimension n > 1, the solution is expressed in terms of a family of weighted generalized Laguerre polynomials. We also discuss the large time behaviour of the solution of the system of forced Burgers equation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We compute the logarithmic correction to black hole entropy about exponentially suppressed saddle points of the Quantum Entropy Function corresponding to Z(N) orbifolds of the near horizon geometry of the extremal black hole under study. By carefully accounting for zero mode contributions we show that the logarithmic contributions for quarter-BPS black holes in N = 4 supergravity and one-eighth BPS black holes in N = 8 supergravity perfectly match with the prediction from the microstate counting. We also find that the logarithmic contribution for half-BPS black holes in N = 2 supergravity depends non-trivially on the Z(N) orbifold. Our analysis draws heavily on the results we had previously obtained for heat kernel coefficients on Z(N) orbifolds of spheres and hyperboloids in arXiv:1311.6286 and we also propose a generalization of the Plancherel formula to Z(N) orbifolds of hyperboloids to an expression involving the Harish-Chandra character of sl (2, R), a result which is of possible mathematical interest.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper we present a massively parallel open source solver for Richards equation, named the RichardsFOAM solver. This solver has been developed in the framework of the open source generalist computational fluid dynamics tool box OpenFOAM (R) and is capable to deal with large scale problems in both space and time. The source code for RichardsFOAM may be downloaded from the CPC program library website. It exhibits good parallel performances (up to similar to 90% parallel efficiency with 1024 processors both in strong and weak scaling), and the conditions required for obtaining such performances are analysed and discussed. These performances enable the mechanistic modelling of water fluxes at the scale of experimental watersheds (up to few square kilometres of surface area), and on time scales of decades to a century. Such a solver can be useful in various applications, such as environmental engineering for long term transport of pollutants in soils, water engineering for assessing the impact of land settlement on water resources, or in the study of weathering processes on the watersheds. (C) 2014 Elsevier B.V. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Atomically thin layered black phosphorous (BP) has recently appeared as an alternative to the transitional metal dichalcogenides for future channel material in a metal-oxide-semiconductor transistor due to its lower carrier effective mass. Investigation of the electronic property of source/drain contact involving metal and two-dimensional material is essential as it impacts the transistor performance. In this paper, we perform a systematic and rigorous study to evaluate the Ohmic nature of the side-contact formed by the monolayer BP (mBP) and metals (gold, titanium, and palladium), which are commonly used in experiments. Employing the Density Functional Theory, we analyse the potential barrier, charge transfer and atomic orbital overlap at the metal-mBP interface in an optimized structure to understand how efficiently carriers could be injected from metal contact to the mBP channel. Our analysis shows that gold forms a Schottky contact with a higher tunnel barrier at the interface in comparison to the titanium and palladium. mBP contact with palladium is found to be purely Ohmic, where as titanium contact demonstrates an intermediate behaviour. (C) 2014 AIP Publishing LLC.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We develop new techniques to efficiently evaluate heat kernel coefficients for the Laplacian in the short-time expansion on spheres and hyperboloids with conical singularities. We then apply these techniques to explicitly compute the logarithmic contribution to black hole entropy from an N = 4 vector multiplet about a Z(N) orbifold of the near-horizon geometry of quarter-BPS black holes in N = 4 supergravity. We find that this vanishes, matching perfectly with the prediction from the microstate counting. We also discuss possible generalisations of our heat kernel results to higher-spin fields over ZN orbifolds of higher-dimensional spheres and hyperboloids.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We compute the renormalized entanglement entropy (REE) for BPS black solutions in N = 2, four-dimensional gauged supergravity. We find that this quantity decreases monotonically with the size of the entangling region until it reaches a critical point, then increases and approaches the entropy density of the brane. This behavior can be understood as a consequence of the renormalized entanglement entropy being driven by two competing factors, namely, entanglement and the mixedness of the black brane. In the UV, entanglement dominates, whereas in the IR, the mixedness takes over.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We prove that the solution of the wave equation associated to the Grushin operator G = -Delta -vertical bar x vertical bar(2)partial derivative(2)(t) is bounded on L-P (Rn+1), with 1 < p < infinity, when vertical bar 1/p - 1/2 vertical bar < 1/n+2.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We study motion around a static Einstein and pure Lovelock black hole in higher dimensions. It is known that in higher dimensions bound orbits exist only for a pure Lovelock black hole in all even dimensions, D = 2N + 2, where N is the degree of Lovelock polynomial action. In particular, we compute periastron shift and light bending, and the latter is given by one of the transverse spatial components of the Riemann curvature tensor. We also consider the pseudo-Newtonian potentials and Kruskal coordinates.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper, using the Gauge/gravity duality techniques, we explore the hydrodynamic regime of a very special class of strongly coupled QFTs that come up with an emerging UV length scale in the presence of a negative hyperscaling violating exponent. The dual gravitational counterpart for these QFTs consists of scalar dressed black brane solutions of exactly integrable Einstein-scalar gravity model with Domain Wall (DW) asymptotics. In the first part of our analysis we compute the R-charge diffusion for the boundary theory and find that (unlike the case for the pure AdS (4) black branes) it scales quite non trivially with the temperature. In the second part of our analysis, we compute the eta/s ratio both in the non extremal as well as in the extremal limit of these special class of gauge theories and it turns out to be equal to 1/4 pi in both the cases. These results therefore suggest that the quantum critical systems in the presence of (negative) hyperscaling violation at UV, might fall under a separate universality class as compared to those conventional quantum critical systems with the usual AdS (4) duals.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Tradeoffs are examined between mitigating black carbon (BC) and carbon dioxide (CO2) for limiting peak global mean warming, using the following set of methods. A two-box climate model is used to simulate temperatures of the atmosphere and ocean for different rates of mitigation. Mitigation rates for BC and CO2 are characterized by respective timescales for e-folding reduction in emissions intensity of gross global product. There are respective emissions models that force the box model. Lastly there is a simple economics model, with cost of mitigation varying inversely with emission intensity. Constant mitigation timescale corresponds to mitigation at a constant annual rate, for example an e-folding timescale of 40 years corresponds to 2.5% reduction each year. Discounted present cost depends only on respective mitigation timescale and respective mitigation cost at present levels of emission intensity. Least-cost mitigation is posed as choosing respective e-folding timescales, to minimize total mitigation cost under a temperature constraint (e.g. within 2 degrees C above preindustrial). Peak warming is more sensitive to mitigation timescale for CO2 than for BC. Therefore rapid mitigation of CO2 emission intensity is essential to limiting peak warming, but simultaneous mitigation of BC can reduce total mitigation expenditure. (c) 2015 Elsevier B.V. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This study examines differences in the surface black carbon (BC) aerosol loading between the Bay of Bengal (BoB) and the Arabian Sea (AS) and identifies dominant sources of BC in South Asia and surrounding regions during March-May 2006 (Integrated Campaign for Aerosols, Gases and Radiation Budget, ICARB) period. A total of 13 BC tracers are introduced in the Weather Research and Forecasting Model coupled with Chemistry to address these objectives. The model reproduced the temporal and spatial variability of BC distribution observed over the AS and the BoB during the ICARB ship cruise and captured spatial variability at the inland sites. In general, the model underestimates the observed BC mass concentrations. However, the model-observation discrepancy in this study is smaller compared to previous studies. Model results show that ICARB measurements were fairly well representative of the AS and the BoB during the pre-monsoon season. Elevated BC mass concentrations in the BoB are due to 5 times stronger influence of anthropogenic emissions on the BoB compared to the AS. Biomass burning in Burma also affects the BoB much more strongly than the AS. Results show that anthropogenic and biomass burning emissions, respectively, accounted for 60 and 37% of the average +/- standard deviation (representing spatial and temporal variability) BC mass concentration (1341 +/- 2353 ng m(-3)) in South Asia. BC emissions from residential (61 %) and industrial (23 %) sectors are the major anthropogenic sources, except in the Himalayas where vehicular emissions dominate. We find that regional-scale transport of anthropogenic emissions contributes up to 25% of BC mass concentrations in western and eastern India, suggesting that surface BC mass concentrations cannot be linked directly to the local emissions in different regions of South Asia.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We show that the removal of angular momentum is possible in the presence of large-scale magnetic stresses in geometrically thick, advective, sub-Keplerian accretion flows around black holes in steady state, in the complete absence of alpha-viscosity. The efficiency of such an angular momentum transfer could be equivalent to that of alpha-viscosity with alpha = 0.01-0.08. Nevertheless, the required field is well below its equipartition value, leading to a magnetically stable disk flow. This is essentially important in order to describe the hard spectral state of the sources when the flow is non/sub-Keplerian. We show in our simpler 1.5 dimensional, vertically averaged disk model that the larger the vertical-gradient of the azimuthal component of the magnetic field is, the stronger the rate of angular momentum transfer becomes, which in turn may lead to a faster rate of outflowing matter. Finding efficient angular momentum transfer in black hole disks via magnetic stresses alone, is very interesting when the generic origin of alpha-viscosity is still being explored.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a single displacement degree of freedom, is derived. The GLE features a memory-dependent multiplicative or internal noise, which appears upon recognizing that the microrotation variables possess randomness owing to an uncertainty principle. Unlike its classical version, the present GLE qualitatively reproduces the experimentally measured fluctuations in the steady-state mean square displacement of scattering centers in a polyvinyl alcohol slab. The origin of the fluctuations is traced to nonlocal spatial interactions within the continuum, a phenomenon that is ubiquitous across a broad class of response regimes in solids and fluids. This renders the proposed GLE a potentially useful model in such cases.