3 resultados para intrinsic price
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
The complete understanding of the basic constituents of hadrons and the hadronic dynamics at high energies are two of the main challenges for the theory of strong interactions. In particular, the existence of intrinsic heavy quark components in the hadron wave function must be confirmed (or disproved). In this paper we propose a new mechanism for the production of D-mesons at forward rapidities based on the Color Glass Condensate (CGC) formalism and demonstrate that the resulting transverse momentum spectra are strongly dependent on the behavior of the charm distribution at large Bjorken x. Our results show clearly that the hypothesis of intrinsic charm can be tested in pp and p(d)A collisions at RHIC and LHC. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
Defects are usually present in organic polymer films and are commonly invoked to explain the low efficiency obtained in organic-based optoelectronic devices. We propose that controlled insertion of substitutional impurities may, on the contrary, tune the optoelectronic properties of the underivatized organic material and, in the case studied here, maximize the efficiency of a solar cell. We investigate a specific oxygen-impurity substitution, the keto-defect -(CH(2)-C=O)- in underivatized crystalline poly(p-phenylenevinylene) (PPV), and its impact on the electronic structure of the bulk film, through a combined classical (force-field) and quantum mechanical (DFT) approach. We find defect states which suggest a spontaneous electron hole separation typical of a donor acceptor interface, optimal for photovoltaic devices. Furthermore, the inclusion of oxygen impurities does not introduce defect states in the gap and thus, contrary to standard donor-acceptor systems, should preserve the intrinsic high open circuit voltage (V(oc)) that may be extracted from PPV-based devices.
Resumo:
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account the market price and the perceived fundamental value of the asset. The resulting excess demand is coupled to the market price. Rigorous analysis reveals that this feedback may lead to price oscillations, a single bounce, or monotonic price behaviour. The model is a rare example of an analytically tractable interacting-agent model which allows LIS to deduce in detail the origin of these different collective patterns. For a natural choice of initial distribution, the results are independent of the graph structure that models the peer network of agents whose decisions influence each other. (C) 2009 Elsevier B.V. All rights reserved.