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


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String theory and gauge/gravity duality suggest the lower bound of shear viscosity (eta) to entropy density (s) for any matter to be mu h/4 pi k(B), when h and k(B) are reduced Planck and Boltzmann constants respectively and mu <= 1. Motivated by this, we explore eta/s in black hole accretion flows, in order to understand if such exotic flows could be a natural site for the lowest eta/s. Accretion flow plays an important role in black hole physics in identifying the existence of the underlying black hole. This is a rotating shear flow with insignificant molecular viscosity, which could however have a significant turbulent viscosity, generating transport, heat and hence entropy in the flow. However, in presence of strong magnetic field, magnetic stresses can help in transporting matter independent of viscosity, via celebrated Blandford-Payne mechanism. In such cases, energy and then entropy produces via Ohmic dissipation. In,addition, certain optically thin, hot, accretion flows, of temperature greater than or similar to 10(9) K, may be favourable for nuclear burning which could generate/absorb huge energy, much higher than that in a star. We find that eta/s in accretion flows appears to be close to the lower bound suggested by theory, if they are embedded by strong magnetic field or producing nuclear energy, when the source of energy is not viscous effects. A lower bound on eta/s also leads to an upper bound on the Reynolds number of the flow.

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We study the process of bound state formation in a D-brane collision. We consider two mechanisms for bound state formation. The first, operative at weak coupling in the worldvolume gauge theory, is pair creation of W-bosons. The second, operative at strong coupling, corresponds to formation of a large black hole in the dual supergravity. These two processes agree qualitatively at intermediate coupling, in accord with the correspondence principle of Horowitz and Polchinski. We show that the size of the bound state and time scale for formation of a bound state agree at the correspondence point. The time scale involves matching a parametric resonance in the gauge theory to a quasinormal mode in supergravity.

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We study the collapse of a fuzzy sphere, that is a spherical membrane built out of D0-branes, in the Banks-Fischler-Shenker-Susskind model. At weak coupling, as the sphere shrinks, open strings are produced. If the initial radius is large then open string production is not important and the sphere behaves classically. At intermediate initial radius the backreaction from open string production is important but the fuzzy sphere retains its identity. At small initial radius the sphere collapses to form a black hole. The crossover between the later two regimes is smooth and occurs at the correspondence point of Horowitz and Polchinski.

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Stellar mass black holes (SMBHs), forming by the core collapse of very massive, rapidly rotating stars, are expected to exhibit a high density accretion disk around them developed from the spinning mantle of the collapsing star. A wide class of such disks, due to their high density and temperature, are effective emitters of neutrinos and hence called neutrino cooled disks. Tracking the physics relating the observed (neutrino) luminosity to the mass, spin of black holes (BHs) and the accretion rate ((M) over dot) of such disks, here we establish a correlation between the spin and mass of SMBHs at their formation stage. Our work shows that spinning BHs are more massive than nonspinning BHs for a given (M) over dot. However, slowly spinning BHs can turn out to be more massive than spinning BHs if (M) over dot at their formation stage was higher compared to faster spinning BHs.

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We study black hole solutions in Chern-Simons higher spin supergravity based on the superalgebra sl(3 vertical bar 2). These black hole solutions have a U(1) gauge field and a spin 2 hair in addition to the spin 3 hair. These additional fields correspond to the R-symmetry charges of the supergroup sl(3 vertical bar 2). Using the relation between the bulk field equations and the Ward identities of a CFT with N = 2 super-W-3 symmetry, we identify the bulk charges and chemical potentials with those of the boundary CFT. From these identifications we see that a suitable set of variables to study this black hole is in terms of the charges present in three decoupled bosonic sub-algebras of the N = 2 super-W-3 algebra. The entropy and the partition function of these R-charged black holes are then evaluated in terms of the charges of the bulk theory as well as in terms of its chemical potentials. We then compute the partition function in the dual CFT and find exact agreement with the bulk partition function.

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A series of 2,5-di(4-aryloylaryloxymethyl)-1,3,4-oxadiazoles 9a-j were obtained via multistep synthesis from hydroxybenzophenones 4a-e. The cytotoxicity of compounds 9a-j was evaluated against human leukemia cell lilies (K562 and CEM). The compounds exhibited moderate to good anti-cancer activity with compounds 9b and 9i having a chloro group exhibiting the best activity (IC50 = 10 mu M). Compound 9i exhibited activity against both the cell lines and 9b only exhibited activity against CEM. Further, a lactate dehydrogenase (LDH) assay and DNA fragmentation studies of the compounds 9a-j were also performed. (C) 2013 Elsevier Masson SAS. All rights reserved.

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C-di-GMP Bis-(3'-5')-cyclic-dimeric-guanosine monophosphate], a second messenger is involved in intracellular communication in the bacterial species. As a result several multi-cellular behaviors in both Gram-positive and Gram-negative bacteria are directly linked to the intracellular level of c-di-GMP. The cellular concentration of c-di-GMP is maintained by two opposing activities, diguanylate cyclase (DGC) and phosphodiesterase (PDE-A). In Mycobacterium smegmatis, a single bifunctional protein MSDGC-1 is responsible for the cellular concentration of c-di-GMP. A better understanding of the regulation of c-di-GMP at the genetic level is necessary to control the function of above two activities. In this work, we have characterized the promoter element present in msdgc-1 along with the + 1 transcription start site and identified the sigma factors that regulate the transcription of msdgc-1. Interestingly, msdgc-1 utilizes SigA during the initial phase of growth, whereas near the stationary phase SigB containing RNA polymerase takes over the expression of msdgc-1. We report here that the promoter activity of msdgc-1 increases during starvation or depletion of carbon source like glucose or glycerol. When msdgc-1 is deleted, the numbers of viable cells are similar to 10 times higher in the stationary phase in comparison to that of the wild type. We propose here that msdgc-1 is involved in the regulation of cell population density. (C) 2013 Elsevier B.V. All rights reserved.

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We study the effects of optically thin radiative cooling on the structure of radiatively inefficient accretion flows (RIAFs). The flow structure is geometrically thick, and independent of the gas density and cooling, if the cooling time is longer than the viscous time-scale (i.e. t(cool) greater than or similar to t(visc)). For higher densities, the gas can cool before it can accrete and forms the standard geometrically thin, optically thick Shakura-Sunyaev disc. For usual cooling processes (such as bremsstrahlung), we expect an inner hot flow and an outer thin disc. For a short cooling time the accretion flow separates into two phases: a radiatively inefficient hot coronal phase and a cold thin disc. We argue that there is an upper limit on the density of the hot corona corresponding to a critical value of t(cool)/t(ff)( similar to 10-100), the ratio of the cooling time and the free-fall time. Based on our simulations, we have developed a model for transients observed in black hole X-ray binaries (XRBs). An XRB in a quiescent hot RIAF state can transition to a cold blackbody-dominated state because of an increase in the mass accretion rate. The transition from a thin disc to a RIAF happens because of mass exhaustion due to accretion; the transition happens when the cooling time becomes longer than the viscous time at inner radii. Since the viscous time-scale for a geometrically thin disc is quite long, the high-soft state is expected to be long-lived. The different time-scales in black hole transients correspond to different physical processes such as viscous evolution, cooling and free fall. Our model captures the overall features of observed state transitions in XRBs.

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In J. Funct. Anal. 257 (2009) 1092-1132, Dykema and Skripka showed the existence of higher order spectral shift functions when the unperturbed self-adjoint operator is bounded and the perturbation is Hilbert-Schmidt. In this article, we give a different proof for the existence of spectral shift function for the third order when the unperturbed operator is self-adjoint (bounded or unbounded, but bounded below).

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We consider free fermion and free boson CFTs in two dimensions, deformed by a chemical potential mu for the spin-three current. For the CFT on the infinite spatial line, we calculate the finite temperature entanglement entropy of a single interval perturbatively to second order in mu in each of the theories. We find that the result in each case is given by the same non-trivial function of temperature and interval length. Remarkably, we further obtain the same formula using a recent Wilson line proposal for the holographic entanglement entropy, in holomorphically factorized form, associated to the spin-three black hole in SL(3, R) x SL(3, R) Chern-Simons theory. Our result suggests that the order mu(2) correction to the entanglement entropy may be universal for W-algebra CFTs with spin-three chemical potential, and constitutes a check of the holographic entanglement entropy proposal for higher spin theories of gravity in AdS(3).

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Volatile organic compounds (VOCs) are present in our every day used products such as plastics, cosmetics, air fresheners, paint, etc. The determination of amount of VOC present in atmosphere can be carried out via various sensors. In this work a nanocomposite of a novel thiophene based conducting polymer and carbon black is used as a volatile organic compound sensor. The fabricated 2 lead chemiresistor sensor was tested for vapours of toluene, acetone, cylcohexane, and carbon tetrachloride. The sensor responds to all the vapours, however, exhibit maximum response to toluene vapours. The sensor was evaluated for various concentrations of toluene. The lower limit of detection of the sensor is 15 +/- 10 ppm. The study of the effect of humidity on senor response to toluene showed that the response decreases at higher humidity conditions. The surface morphology of the nanocomposite was characterized by scanning electron microscopy. Diffuse reflectance spectroscopy was used to investigate the absorption of vapours by the nanocomposite film. Contact angle measurements were used to present the effect of water vapour on the toluene response of nanocomposite film. Solubility parameter of the conducting polymer is predicted by molecular dynamics. The sensing behaviour of the conducting polymer is correlated with solubility parameter of the polymer. Dispersion interaction of conducting polymer with toluene is believed to be the reason for the selective response towards toluene. (C) 2014 Elsevier B.V. All rights reserved.

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Synthesis of amphiphilic, cyclic di- and tetrasaccharides, which incorporate a methylene moiety at the inter-glycosidic bond, is reported. The amphiphilic properties of the new cyclic tetrasaccharide host were identified through assessing the solubilities of guests in aqueous and in organic solvents. The glycosidic bond stability of the cyclic tetrasaccharide under aqueous acidic condition was also verified.

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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.

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A novel ring contraction/rearrangement sequence leading to functionalized 2,8-oxymethano-bridged di- and triquinane compounds is observed in the reaction of various substituted 1-methyl-4-isopropenyl-6-oxabicylo3.2.1]octan-8-ones with Lewis acids. The reaction is novel and is unprecedented for the synthesis of di- and triquinane frameworks.

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Counter systems are a well-known and powerful modeling notation for specifying infinite-state systems. In this paper we target the problem of checking liveness properties in counter systems. We propose two semi decision techniques towards this, both of which return a formula that encodes the set of reachable states of the system that satisfy a given liveness property. A novel aspect of our techniques is that they use reachability analysis techniques, which are well studied in the literature, as black boxes, and are hence able to compute precise answers on a much wider class of systems than previous approaches for the same problem. Secondly, they compute their results by iterative expansion or contraction, and hence permit an approximate solution to be obtained at any point. We state the formal properties of our techniques, and also provide experimental results using standard benchmarks to show the usefulness of our approaches. Finally, we sketch an extension of our liveness checking approach to check general CTL properties.