9 resultados para Volatilità implicita formula di Black-Sholescomportamento asintotico vicino alla scadenza

em Universidade do Minho


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Thermodynamic stability of black holes, described by the Rényi formula as equilibrium compatible entropy function, is investigated. It is shown that within this approach, asymptotically flat, Schwarzschild black holes can be in stable equilibrium with thermal radiation at a fixed temperature. This implies that the canonical ensemble exists just like in anti-de Sitter space, and nonextensive effects can stabilize the black holes in a very similar way as it is done by the gravitational potential of an anti-de Sitter space. Furthermore, it is also shown that a Hawking–Page-like black hole phase transition occurs at a critical temperature which depends on the q-parameter of the Rényi formula.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We study the low frequency absorption cross section of spherically symmetric nonextremal d-dimensional black holes. In the presence of α′ corrections, this quantity must have an explicit dependence on the Hawking temperature of the form 1/TH. This property of the low frequency absorption cross section is shared by the D1-D5 system from type IIB superstring theory already at the classical level, without α′ corrections. We apply our formula to the simplest example, the classical d-dimensional Reissner-Nordstr¨om solution, checking that the obtained formula for the cross section has a smooth extremal limit. We also apply it for a d-dimensional Tangherlini-like solution with α′3 corrections.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Nowadays, road accidents are a major public health problem, which increase is forecasted if road safety is not treated properly, dying about 1.2 million people every year around the globe. In 2012, Portugal recorded 573 fatalities in road accidents, on site, revealing the largest decreasing of the European Union for 2011, along with Denmark. Beyond the impact caused by fatalities, it was calculated that the economic and social costs of road accidents weighted about 1.17% of the Portuguese gross domestic product in 2010. Visual Analytics allows the combination of data analysis techniques with interactive visualizations, which facilitates the process of knowledge discovery in sets of large and complex data, while the Geovisual Analytics facilitates the exploration of space-time data through maps with different variables and parameters that are under analysis. In Portugal, the identification of road accident accumulation zones, in this work named black spots, has been restricted to annual fixed windows. In this work, it is presented a dynamic approach based on Visual Analytics techniques that is able to identify the displacement of black spots on sliding windows of 12 months. Moreover, with the use of different parameterizations in the formula usually used to detect black spots, it is possible to identify zones that are almost becoming black spots. Through the proposed visualizations, the study and identification of countermeasures to this social and economic problem can gain new grounds and thus the decision- making process is supported and improved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Applying a certain prestress level to the carbon fiber reinforced polymer (CFRP) reinforcement according to either externally bonded reinforcing (EBR) or near surface mounted (NSM) techniques can mobilize the strengthening potentialities of this high tensile strength composite material. For the prediction of the flexural behavior of reinforced concrete (RC) structures strengthened with prestressed EBR or NSM CFRPs, however, simplified analytical and design formulations still need to be developed as a guidance for engineers to design this type of strengthened structures by hand calculation without any programming help. Hence, the current work aims to briefly explain a developed simplified analytical approach, with a design framework, to predict the flexural behavior of RC beams flexurally strengthened with either prestressed EBR or NSM CFRP reinforcements. Moreover, an upper limit for the prestress level is proposed in order to optimize the ductility performance of the NSM prestressing technique. The good predictive performance of the analytical approaches was appraised by simulating the results of experimental programs composed of RC beams strengthened with prestressed NSM CFRP reinforcements.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We search for evidence of physics beyond the Standard Model in the production of final states with multiple high transverse momentum jets, using 20.3 fb−1 of proton-proton collision data recorded by the ATLAS detector at s√ = 8 TeV. No excess of events beyond Standard Model expectations is observed, and upper limits on the visible cross-section for non-Standard Model production of multi-jet final states are set. Using a wide variety of models for black hole and string ball production and decay, the limit on the cross-section times acceptance is as low as 0.16 fb at the 95% CL for a minimum scalar sum of jet transverse momentum in the event of about 4.3 TeV. Using models for black hole and string ball production and decay, exclusion contours are determined as a function of the production mass threshold and the gravity scale. These limits can be interpreted in terms of lower-mass limits on black hole and string ball production that range from 4.6 to 6.2 TeV.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We survey results about exact cylindrically symmetric models of gravitational collapse in General Relativity. We focus on models which result from the matching of two spacetimes having collapsing interiors which develop trapped surfaces and vacuum exteriors containing gravitational waves. We collect some theorems from the literature which help to decide a priori about eventual spacetime matchings. We revise, in more detail, some toy models which include some of the main mathematical and physical issues that arise in this context, and compute the gravitational energy flux through the matching boundary of a particular collapsing region. Along the way, we point out several interesting open problems.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Nanocomposite materials with an organic-inorganic urea-silicate (di-ureasil) based matrix containing gold nanoparticles (NPs) were synthesized and characterized by optical (UV/Vis) spectroscopy and indentation measurement. The urea silicate gels were obtained by reaction between silicon alkoxyde modified by isocyanate group and polyethylene glycol oligomer with amine terminal groups in presence of catalyst. The latter ensures the successful incorporation of citrate-stabilized gold NPs in the matrix. It is shown that using a convenient destabilizing agent (AgNO3) and governing the preparative conditions, the aggregation degree of gold NPs can be controlled. The developed synthesis procedure significantly simplifies the preparative procedure of gold/urea silicate nanocomposites, compared to the procedure using gold NPs, preliminary covered with silica shells. Mechanical properties of the prepared sample were characterised using depth sensing indentation methods (DSI) and an idea about the type of aggregation structures was suggested.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We analyze the low frequency absorption cross section of minimally coupled massless scalar fields by different kinds of charged static black holes in string theory, namely the D1–D5 system in d=5 and a four dimensional dyonic four-charged black hole. In each case we show that this cross section always has the form of some parameter of the solution divided by the black hole Hawking temperature. We also verify in each case that, despite its explicit temperature dependence, such quotient is finite in the extremal limit, giving a well defined cross section. We show that this precise explicit temperature dependence also arises in the same cross section for black holes with string \alpha' corrections: it is actually induced by them.