820 resultados para Black-Scholes implicit volatility


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We analyse the scalar radiation emitted from a source rotating around a Schwarzschild black hole using the framework of quantum held theory at the tree level. We show that for relativistic circular orbits the emitted power is about 20-30% smaller than what would be obtained in Minkowski spacetime. We also show that most of the emitted energy escapes to infinity. Our formalism can readily be adapted to investigate similar processes.

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Using a kink of arbitrary shape as a toy model for a black hole ( horizon), we study the back-reaction of the evaporation process and find that the horizon is always pushed back ( as in the gravitational case). The associated heat capacity and entropy variation, on the other hand, can be positive or negative, depending on the parameters.

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We study attractor mechanism in extremal black holes of Einstein-Born-Infeld theories in four dimensions. We look for solutions which are regular near the horizon and show that they exist and enjoy the attractor behavior. The attractor point is determined by extremization of the effective potential at the horizon. This analysis includes the backreaction and supports the validity of non-supersymmetric attractors in the presence of higher derivative interactions in the gauge field part. (C) 2008 Elsevier B.V. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Traditional cutoff regularization schemes of the Nambu-Jona-Lasinio model limit the applicability of the model to energy-momentum scales much below the value of the regularizing cutoff. In particular, the model cannot be used to study quark matter with Fermi momenta larger than the cutoff. In the present work, an extension of the model to high temperatures and densities recently proposed by Casalbuoni, Gatto, Nardulli, and Ruggieri is used in connection with an implicit regularization scheme. This is done by making use of scaling relations of the divergent one-loop integrals that relate these integrals at different energy-momentum scales. Fixing the pion decay constant at the chiral symmetry breaking scale in the vacuum, the scaling relations predict a running coupling constant that decreases as the regularization scale increases, implementing in a schematic way the property of asymptotic freedom of quantum chromodynamics. If the regularization scale is allowed to increase with density and temperature, the coupling will decrease with density and temperature, extending in this way the applicability of the model to high densities and temperatures. These results are obtained without specifying an explicit regularization. As an illustration of the formalism, numerical results are obtained for the finite density and finite temperature quark condensate and applied to the problem of color superconductivity at high quark densities and finite temperature.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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

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

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This paper presents numerical simulations of incompressible fluid flows in the presence of a magnetic field at low magnetic Reynolds number. The equations governing the flow are the Navier-Stokes equations of fluid motion coupled with Maxwell's equations of electromagnetics. The study of fluid flows under the influence of a magnetic field and with no free electric charges or electric fields is known as magnetohydrodynamics. The magnetohydrodynamics approximation is considered for the formulation of the non-dimensional problem and for the characterization of similarity parameters. A finite-difference technique is used to discretize the equations. In particular, an extension of the generalized Peaceman and Rachford alternating-direction implicit (ADI) scheme for simulating two-dimensional fluid flows is presented. The discretized conservation equations are solved in stream function-vorticity formulation. We compare the ADI and generalized ADI schemes, and show that the latter is more efficient in simulating low Reynolds number and magnetic Reynolds number problems. Numerical results demonstrating the applicability of this technique are also presented. The simulation of incompressible magneto hydrodynamic fluid flows is illustrated by numerical solution for two-dimensional cases. (c) 2007 Elsevier B.V. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Ceratocystis fimbriata foi encontrado em tubérculos de inhame (Colocasia esculenta), apresentando lesões escuras, pouco profundas, contendo estruturas de reprodução do fungo, cuja coloração variava do cinza ao negro. As amostras foram coletadas em supermercados, quitandas e varejões nos Estados de São Paulo, Rio de Janeiro, Bahia, Rondônia e Distrito Federal que, na maioria dos casos, comercializavam inhame produzido no Estado de São Paulo. Os sintomas de podridão negra indicam se tratar de uma doença de pós-colheita. Seqüências de rDNA indicam que os isolados de Colocasia sp. pertencem ao clado da America Latina do complexo C. fimbriata, embora esses isolados sejam mais agressivos em pseudo-pecíolos de C. esculenta do que os isolados de Ficus carica e Mangifera indica.

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

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We consider an electric charge rotating around a Schwarzschild black hole. We compute, using quantum field theory in curved spacetime at the tree level, the power emitted by the rotating charge minimally coupled to the Maxwell field. We also compute how much of the radiation emitted by the swirling charge is absorbed by the black hole.

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INTRODUÇÃO: Os acidentes causados por ouriços-do-mar são as ocorrências por animais marinhos mais comuns no país. O ouriço-do-mar preto (Echinometra lucunter) é a espécie que mais causa ferimentos em banhistas. MÉTODOS: Este trabalho registrou e estudou 314 agravos com ênfase nas manifestações clínicas iniciais observadas e suas implicações na terapêutica recomendada. RESULTADOS: Todos os acidentes foram causados pelo ouriço-do-mar preto e aconteceram em banhistas. As lesões e a dor foram associadas ao trauma causado pela penetração das espículas (não ocorreu inflamação ou dor imediata sem pressão sobre os pontos comprometidos). As complicações deste tipo de acidente, incluindo infecções e granulomas de corpo estranho, estão associadas com a permanência das espículas nos ferimentos. CONCLUSÕES: Foi confirmado o fato do acidente causado por esta espécie ser o mais comum no Brasil e apresentar caráter traumático, sendo a principal recomendação a retirada precoce dos espinhos para prevenção de complicações tardias como as infecções e formação de granulomas de corpo estranho.