Holographic dark energy and the universe expansion acceleration

By incorporating the holographic principle in a time-depending Lambda-term cosmology, new physical bounds on the arbitrary parameters of the model can be obtained. Considering then the dark energy as a purely geometric entity, for which no equation of state has to be introduced, it is shown that the resulting range of allowed values for the parameters may explain both the coincidence problem and the universe accelerated expansion, without resorting to any kind of additional structures. (C) 2006 Elsevier B.V. All rights reserved.

Free expansion of fermionic dark solitons in a boson-fermion mixture

We use a time-dependent dynamical mean-field-hydrodynamic model to study the formation of fermionic dark solitons in a trapped degenerate Fermi gas mixed with a Bose-Einstein condensate in a harmonic as well as a periodic optical-lattice potential. The dark soliton with a 'notch' in the probability density with a zero at the minimum is simulated numerically as a nonlinear continuation of the first vibrational excitation of the linear mean-field-hydrodynamic equations, as suggested recently for pure bosons. We study the free expansion of these dark solitons as well as the consequent increase in the size of their central notch and discuss the possibility of experimental observation of the notch after free expansion.

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

Hamilton-Jacobi formalism for linearized gravity

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Non-involutive constrained systems and Hamilton-Jacobi formalism

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Hamilton-Jacobi approach for first order actions and theories with higher derivatives

In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made. (C) 2007 Elsevier B.V. All rights reserved.

General relativity in two dimensions: A Hamilton-Jacobi analysis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An extension of the linear delta expansion to superspace

We introduce and discuss the method of linear delta expansion for the calculation of effective potentials in superspace, by adopting the improved version of the super-Feynman rules. Calculations are carried out up to two loops and an expression for the optimized Kahler potential in the Wess-Zumino model is worked out.

Applicability of the linear delta expansion for the lambda phi(4) field theory at finite temperature in the symmetric and broken phases

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Linear delta expansion applied to the O'Raifeartaigh model

We reassess the method of the linear delta expansion for the calculation of effective potentials in superspace, by adopting the improved version of the super-Feynman rules in the framework of the O'Raifeartaigh model for spontaneous supersymmetry breaking. The effective potential is calculated using both the fastest apparent convergence and the principle of minimal sensitivity criteria and the consistency and efficacy of the method are checked in deriving the Coleman-Weinberg potential.

Superspace approach to the renormalization of the O'Raifeartaigh model up to the second order in the linear delta expansion parameter

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Supergraph approach in a higher-order linear delta expansion calculation of the effective potential for F-type broken supersymmetry

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Two-dimensional background field gravity: A Hamilton-Jacobi analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Formalismo de Hamilton-Jacobi à la Carathéodory

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Formalismo de Hamilton-Jacobi à la Carathéodory. Parte 2: sistemas singulares

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)