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


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The theories of relativity and quantum mechanics, the two most important physics discoveries of the 20th century, not only revolutionized our understanding of the nature of space-time and the way matter exists and interacts, but also became the building blocks of what we currently know as modern physics. My thesis studies both subjects in great depths --- this intersection takes place in gravitational-wave physics.

Gravitational waves are "ripples of space-time", long predicted by general relativity. Although indirect evidence of gravitational waves has been discovered from observations of binary pulsars, direct detection of these waves is still actively being pursued. An international array of laser interferometer gravitational-wave detectors has been constructed in the past decade, and a first generation of these detectors has taken several years of data without a discovery. At this moment, these detectors are being upgraded into second-generation configurations, which will have ten times better sensitivity. Kilogram-scale test masses of these detectors, highly isolated from the environment, are probed continuously by photons. The sensitivity of such a quantum measurement can often be limited by the Heisenberg Uncertainty Principle, and during such a measurement, the test masses can be viewed as evolving through a sequence of nearly pure quantum states.

The first part of this thesis (Chapter 2) concerns how to minimize the adverse effect of thermal fluctuations on the sensitivity of advanced gravitational detectors, thereby making them closer to being quantum-limited. My colleagues and I present a detailed analysis of coating thermal noise in advanced gravitational-wave detectors, which is the dominant noise source of Advanced LIGO in the middle of the detection frequency band. We identified the two elastic loss angles, clarified the different components of the coating Brownian noise, and obtained their cross spectral densities.

The second part of this thesis (Chapters 3-7) concerns formulating experimental concepts and analyzing experimental results that demonstrate the quantum mechanical behavior of macroscopic objects - as well as developing theoretical tools for analyzing quantum measurement processes. In Chapter 3, we study the open quantum dynamics of optomechanical experiments in which a single photon strongly influences the quantum state of a mechanical object. We also explain how to engineer the mechanical oscillator's quantum state by modifying the single photon's wave function.

In Chapters 4-5, we build theoretical tools for analyzing the so-called "non-Markovian" quantum measurement processes. Chapter 4 establishes a mathematical formalism that describes the evolution of a quantum system (the plant), which is coupled to a non-Markovian bath (i.e., one with a memory) while at the same time being under continuous quantum measurement (by the probe field). This aims at providing a general framework for analyzing a large class of non-Markovian measurement processes. Chapter 5 develops a way of characterizing the non-Markovianity of a bath (i.e.,whether and to what extent the bath remembers information about the plant) by perturbing the plant and watching for changes in the its subsequent evolution. Chapter 6 re-analyzes a recent measurement of a mechanical oscillator's zero-point fluctuations, revealing nontrivial correlation between the measurement device's sensing noise and the quantum rack-action noise.

Chapter 7 describes a model in which gravity is classical and matter motions are quantized, elaborating how the quantum motions of matter are affected by the fact that gravity is classical. It offers an experimentally plausible way to test this model (hence the nature of gravity) by measuring the center-of-mass motion of a macroscopic object.

The most promising gravitational waves for direct detection are those emitted from highly energetic astrophysical processes, sometimes involving black holes - a type of object predicted by general relativity whose properties depend highly on the strong-field regime of the theory. Although black holes have been inferred to exist at centers of galaxies and in certain so-called X-ray binary objects, detecting gravitational waves emitted by systems containing black holes will offer a much more direct way of observing black holes, providing unprecedented details of space-time geometry in the black-holes' strong-field region.

The third part of this thesis (Chapters 8-11) studies black-hole physics in connection with gravitational-wave detection.

Chapter 8 applies black hole perturbation theory to model the dynamics of a light compact object orbiting around a massive central Schwarzschild black hole. In this chapter, we present a Hamiltonian formalism in which the low-mass object and the metric perturbations of the background spacetime are jointly evolved. Chapter 9 uses WKB techniques to analyze oscillation modes (quasi-normal modes or QNMs) of spinning black holes. We obtain analytical approximations to the spectrum of the weakly-damped QNMs, with relative error O(1/L^2), and connect these frequencies to geometrical features of spherical photon orbits in Kerr spacetime. Chapter 11 focuses mainly on near-extremal Kerr black holes, we discuss a bifurcation in their QNM spectra for certain ranges of (l,m) (the angular quantum numbers) as a/M → 1. With tools prepared in Chapter 9 and 10, in Chapter 11 we obtain an analytical approximate for the scalar Green function in Kerr spacetime.

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For a toric Del Pezzo surface S, a new instance of mirror symmetry, said relative, is introduced and developed. On the A-model, this relative mirror symmetry conjecture concerns genus 0 relative Gromov-Witten of maximal tangency of S. These correspond, on the B-model, to relative periods of the mirror to S. Furthermore, for S not necessarily toric, two conjectures for BPS state counts are related. It is proven that the integrality of BPS state counts of the total space of the canonical bundle on S implies the integrality for the relative BPS state counts of S. Finally, a prediction of homological mirror symmetry for the open complement is explored. The B-model prediction is calculated in all cases and matches the known A-model computation for the projective plane.

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The synthesis and direct observation of 1,1-di-tert-butyldiazene (16) at -127°C is described. The absorption spectrum of a red solution of 1,1-diazene 16 reveals a structured absorption band with λ max at 506 run (Me_2O, -125°C). The vibrational spacing in S_1 is about 1200 cm^(-1). The excited state of 16 emits weakly with a single maximum at 715 run observed in the fluorescence spectrum (Me_2O:CD_2Cl_2, -196°C). The proton NMR spectrum of 16 occurs as a singlet at 1.41 ppm. Monitoring this NMR absorption at -94^0 ± 2°C shows that 1,1-diazene 16 decomposes with a first-order rate of 1.8 x 10^(-3) sec(-1) to form isobutane, isobutylene and hexarnethylethane. This rate is 10^8 and 10^(34) times faster than the thermal decomposition of the corresponding cis and trans 1,2-di-tert-butyldiazene isomers. The free energy of activation for decomposition of 1,1-diazene 16 is found to be 12.5 ± 0.2 kcal/mol at -94°C which is much lower than the values of 19.1 and 19.4 kcal/lmole calculated at -94°C for N-(2,2,6,6- tetramethylpiperidyl)nitrene (3) and N-(2,2,5,5- tetrarnethylpyrrolidyl)nitrene (4), respectively. This difference between 16 and the cyclic-1,1-diazenes 3 and 4 can be attributed to a large steric interaction between the tert-butyl groups in 1,1-diazene 16.

In order to investigate the nature of the singlet-triplet gap in 1,1-diazenes, 2,5-di-tert-butyl-N-pyrrolynitrene (22) was generated but was found to be too reactive towards dimerization to be persistent. In the presence of dimethylsulfoxide, however, N-pyrrolynitrene (22) can be trapped as N-(2,5-di-tert-butyl- N'-pyrrolyl)dimethylsulfoxirnine (38). N-(2,5-di-tert-butyl-N'-pyrrolyl)dimethylsulfoximine (38-d^6) exchanges with free dimethylsulfoxide at 50°C in solution, presumably by generation and retrapping of pyrrolynitrene 22.

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A simple three-axis model has been developed, which has been successfully applied to the analysis of the light transmittance in spatial incident angle and the simulation of modified formula of Malus' law for Glan-Taylor prisms. Our results indicate that the fluctuations on the cosine squared curve are due to specific misalignments between the axis of the optical system, the optical axis of the prism and the mechanical axis (rotation axis) of prism, which results in the fact that different initial relative location of the to-be-measured-prism in the testing system corresponds to different shape of Malus' law curve. Methods to get absolutely smooth curve are proposed. This analysis is available for other kinds of Glan-type prisms. (C) 2004 Elsevier B.V. All rights reserved.

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The LIGO and Virgo gravitational-wave observatories are complex and extremely sensitive strain detectors that can be used to search for a wide variety of gravitational waves from astrophysical and cosmological sources. In this thesis, I motivate the search for the gravitational wave signals from coalescing black hole binary systems with total mass between 25 and 100 solar masses. The mechanisms for formation of such systems are not well-understood, and we do not have many observational constraints on the parameters that guide the formation scenarios. Detection of gravitational waves from such systems — or, in the absence of detection, the tightening of upper limits on the rate of such coalescences — will provide valuable information that can inform the astrophysics of the formation of these systems. I review the search for these systems and place upper limits on the rate of black hole binary coalescences with total mass between 25 and 100 solar masses. I then show how the sensitivity of this search can be improved by up to 40% by the the application of the multivariate statistical classifier known as a random forest of bagged decision trees to more effectively discriminate between signal and non-Gaussian instrumental noise. I also discuss the use of this classifier in the search for the ringdown signal from the merger of two black holes with total mass between 50 and 450 solar masses and present upper limits. I also apply multivariate statistical classifiers to the problem of quantifying the non-Gaussianity of LIGO data. Despite these improvements, no gravitational-wave signals have been detected in LIGO data so far. However, the use of multivariate statistical classification can significantly improve the sensitivity of the Advanced LIGO detectors to such signals.

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[ES]El presente trabajo de fin de grado tiene como objetivo analizar y mejorar la gestión y organización del equipo Formula Student Bizkaia, de tal manera que le permita ser más competitivo frente al resto de universidades. Para su realización, en primer lugar, se exponen las distintas alternativas que existen para evaluar la calidad de gestión del equipo. En segundo lugar, una vez se haya escogido el modelo más conveniente, se prosigue al estudio de los distintos criterios clave en los que se basa. En tercer lugar, cuando se haya llevado a cabo el estudio de los puntos fuertes, así como evidencias y áreas a mejorar, se procede a realizar una evaluación que permita determinar las fortalezas y debilidades, para de esta manera potenciarlas y solventarlas, respectivamente. Por último, se presenta un desglose de los gastos que conlleva realizar la elaboración de un estudio de estas características, así como un desglose de las diferentes tareas a llevar a cabo y su respectiva duración.

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This thesis consists of two parts. In Part I, we develop a multipole moment formalism in general relativity and use it to analyze the motion and precession of compact bodies. More specifically, the generic, vacuum, dynamical gravitational field of the exterior universe in the vicinity of a freely moving body is expanded in positive powers of the distance r away from the body's spatial origin (i.e., in the distance r from its timelike-geodesic world line). The expansion coefficients, called "external multipole moments,'' are defined covariantly in terms of the Riemann curvature tensor and its spatial derivatives evaluated on the body's central world line. In a carefully chosen class of de Donder coordinates, the expansion of the external field involves only integral powers of r ; no logarithmic terms occur. The expansion is used to derive higher-order corrections to previously known laws of motion and precession for black holes and other bodies. The resulting laws of motion and precession are expressed in terms of couplings of the time derivatives of the body's quadrupole and octopole moments to the external moments, i.e., to the external curvature and its gradient.

In part II, we study the interaction of magnetohydrodynamic (MHD) waves in a black-hole magnetosphere with the "dragging of inertial frames" effect of the hole's rotation - i.e., with the hole's "gravitomagnetic field." More specifically: we first rewrite the laws of perfect general relativistic magnetohydrodynamics (GRMHD) in 3+1 language in a general spacetime, in terms of quantities (magnetic field, flow velocity, ...) that would be measured by the ''fiducial observers” whose world lines are orthogonal to (arbitrarily chosen) hypersurfaces of constant time. We then specialize to a stationary spacetime and MHD flow with one arbitrary spatial symmetry (e.g., the stationary magnetosphere of a Kerr black hole); and for this spacetime we reduce the GRMHD equations to a set of algebraic equations. The general features of the resulting stationary, symmetric GRMHD magnetospheric solutions are discussed, including the Blandford-Znajek effect in which the gravitomagnetic field interacts with the magnetosphere to produce an outflowing jet. Then in a specific model spacetime with two spatial symmetries, which captures the key features of the Kerr geometry, we derive the GRMHD equations which govern weak, linealized perturbations of a stationary magnetosphere with outflowing jet. These perturbation equations are then Fourier analyzed in time t and in the symmetry coordinate x, and subsequently solved numerically. The numerical solutions describe the interaction of MHD waves with the gravitomagnetic field. It is found that, among other features, when an oscillatory external force is applied to the region of the magnetosphere where plasma (e+e-) is being created, the magnetosphere responds especially strongly at a particular, resonant, driving frequency. The resonant frequency is that for which the perturbations appear to be stationary (time independent) in the common rest frame of the freshly created plasma and the rotating magnetic field lines. The magnetosphere of a rotating black hole, when buffeted by nonaxisymmetric magnetic fields anchored in a surrounding accretion disk, might exhibit an analogous resonance. If so then the hole's outflowing jet might be modulated at resonant frequencies ω=(m/2) ΩH where m is an integer and ΩH is the hole's angular velocity.

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Megacyclops viridis Jurine, noticed in Lago Maggiore in 1912 by De Marchi from the littoral vegetation of Pallanza, is a normal member of the littoral plankton of the lake. The subgenus Megacyclops, created by Kiefer in his revision of the viridis-vernalis group, contains european and american species some of which are today considered as varieties of the species viridis. This paper examines morphology and of the distribution of the Italian viridis in Lake Maggiore.

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Eudiaptomus vulgaris Schmeil is the most abundant copepod in Lake Maggiore and forms also, in respect to other entomostraca, the most important element, through its average biomass and because it is fairly numerous throughout the year. Plankton samples collected in a systematic and quantitative way, gave the opportunity to study some aspects of the dynamics of the population of this copepod, in safety in view of the uncertainty which in this kind of study can ensue when samples are taken only at a single station - in consequence of the changes in size of population between different water masses. The results of the biometrical observations are of the population of Eudiaptomus vulgaris is presented.

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In Part I, we construct a symmetric stress-energy-momentum pseudo-tensor for the gravitational fields of Brans-Dicke theory, and use this to establish rigorously conserved integral expressions for energy-momentum Pi and angular momentum Jik. Application of the two-dimensional surface integrals to the exact static spherical vacuum solution of Brans leads to an identification of our conserved mass with the active gravitational mass. Application to the distant fields of an arbitrary stationary source reveals that Pi and Jik have the same physical interpretation as in general relativity. For gravitational waves whose wavelength is small on the scale of the background radius of curvature, averaging over several wavelengths in the Brill-Hartle-Isaacson manner produces a stress-energy-momentum tensor for gravitational radiation which may be used to calculate the changes in Pi and Jik of their source.

In Part II, we develop strong evidence in favor of a conjecture by Penrose--that, in the Brans-Dicke theory, relativistic gravitational collapse in three dimensions produce black holes identical to those of general relativity. After pointing out that any black hole solution of general relativity also satisfies Brans-Dicke theory, we establish the Schwarzschild and Kerr geometries as the only possible spherical and axially symmetric black hole exteriors, respectively. Also, we show that a Schwarzschild geometry is necessarily formed in the collapse of an uncharged sphere.

Appendices discuss relationships among relativistic gravity theories and an example of a theory in which black holes do not exist.

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This brief paper describes the significance of seasonal variation in clutch-size of the copepod Arctodiaptomus bacillifer in alpine lakes of high altitudes (Val Bognanco). Seasonal dynamics of the zooplankton of these lakes was studied during summer and autumn of 1968 and 1969and results are summarised.

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Zooplankton was studied in four alpine lakes in Switzerland, France and Italy. The presence the presence of the invertebrate predator Heterocope in three lakes was stated. It is then discussed why in three of these four lakes, the copepod Arctodiaptomus denticornis is present in the absence of Arctodiaptomus bacillifer, and vice versa respectively in the second and first parts of the lacustrine summer.

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In recent times, some specialists have begun to study the subject of food selection of fish in an organized way, thus highlighting its importance. In the present work, the author intends to evaluate the impact of predation on the eupelagic zooplanktonic biocenosis of Lake Maggiore, producing, in this way, as far as possible, a basis for a better understanding of the population dynamics of the species of zooplankton directly involved. Another aspect which has been studied is that related to the mechanism of selective capture set in action by the predator. To this end the study tries to bear in mind that the subject should be interpreted as a function of numerous factors acting contemporaneously, that is as the interaction of characters peculiar to the predator and to the prey. The species studied, locally called ”bondella”, belongs to the family Salmonidae, subfamily Coregoninae and was introduced into Lake Maggiore in 1950.