9 research outputs found
About Bianchi I with VSL
In this paper we study how to attack, through different techniques, a perfect
fluid Bianchi I model with variable G,c and Lambda, but taking into account the
effects of a -variable into the curvature tensor. We study the model under
the assumption,div(T)=0. These tactics are: Lie groups method (LM), imposing a
particular symmetry, self-similarity (SS), matter collineations (MC) and
kinematical self-similarity (KSS). We compare both tactics since they are quite
similar (symmetry principles). We arrive to the conclusion that the LM is too
restrictive and brings us to get only the flat FRW solution. The SS, MC and KSS
approaches bring us to obtain all the quantities depending on \int c(t)dt.
Therefore, in order to study their behavior we impose some physical
restrictions like for example the condition q<0 (accelerating universe). In
this way we find that is a growing time function and Lambda is a decreasing
time function whose sing depends on the equation of state, w, while the
exponents of the scale factor must satisfy the conditions
and
, i.e. for all equation of state relaxing in this way the
Kasner conditions. The behavior of depends on two parameters, the equation
of state and a parameter that controls the behavior of
therefore may be growing or decreasing.We also show that through
the Lie method, there is no difference between to study the field equations
under the assumption of a var affecting to the curvature tensor which the
other one where it is not considered such effects.Nevertheless, it is essential
to consider such effects in the cases studied under the SS, MC, and KSS
hypotheses.Comment: 29 pages, Revtex4, Accepted for publication in Astrophysics & Space
Scienc
Pricing multiple exercise American options by linear programming
We consider the problem of computing the lower hedging price of American options of the call and put type written on a non-dividend paying stock in a non-recombinant tree model with multiple exercise rights. We prove using a simple argument that an optimal exercise policy for an option with h exercise rights is to delay exercise until the last h periods. The result implies that the mixedinteger programming model for computing the lower hedging price and the optimal exercise and hedging policy has a linear programming relaxation that is exact, i.e., the relaxation admits an optimal solution where all variables required to be integral have integer values. © Springer International Publishing Switzerland 2017
Recent development of respiratory rate measurement technologies
Respiratory rate (RR) is an important physiological parameter whose abnormity has been regarded as an important indicator of serious illness. In order to make RR monitoring simple to do, reliable and accurate, many different methods have been proposed for such automatic monitoring. According to the theory of respiratory rate extraction, methods are categorized into three modalities: extracting RR from other physiological signals, RR measurement based on respiratory movements, and RR measurement based on airflow. The merits and limitations of each method are highlighted and discussed. In addition, current works are summarized to suggest key directions for the development of future RR monitoring methodologies
An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs
American Contingent Claims, Transaction Costs, Mixed-integer Programming, Linear Programming, Martingales, Incomplete Markets, Pricing, Hedging, Dividends,