2,344 research outputs found

    Traditional blacksmiths and metalworking in Kenya. An ethno-archeological approach

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    In 2 volsSIGLEAvailable from British Library Document Supply Centre- DSC:D34001/81 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

    Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence

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    Empirical tests of option pricing models are joint tests of the 'correctness' of the model, the efficiency of the market and the simultaneity of price observations. Some degree of nonsimultaeity can be expected in all but the most liquid markets and is therefore evident in many non-US markets. Simulation results indicate that nonsimultaneity is potentially a significant problem in empirical tests of futures option pricing models. Empirical results using Australian data show that a five-minute window for matching transactions does not remove the nonsimultaneity bias for near-the-money and out-of-the money options. A more accurate matching may therefore be required. The nonsimultaneity bias is effectively removed if a five-minute window is employed for in-the-money options.Nonsimultaneity; Futures option; Mispricing

    Thermoluminescence measurements of trap depth in alkali feldspars extracted from bedrock samples

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    Various measurements of thermal trap depth are evaluated for K-feldspar grains extracted from a bedrock sample. The initial rise method and the various heating rates method yield consistent results for both the natural signal (E = 1.23 and 1.16 eV, respectively) and for a regenerative dose of 64 Gy (0.83 and 0.78 eV). For the fractional glow curve, apparent E-values range from 0.39 eV to a plateau around 1.50 eV. The highest values for the natural and regenerative signals are obtained using the newly-developed post-isothermal TL (pI-TL) method wherein the isothermal loss curves (gotten by subtracting TL curves obtained after different preheat durations) are fitted in the initial rise region on an Arrhenius plot. For a dose of 12.8 Gy, this method measures apparent E-values ranging from 0.73 eV to a plateau near 1.84 ± 0.06 eV. We repeat this analysis on three additional feldspar samples (two perthites and a high albite) to get a mean value of E = 1.86 ± 0.03 eV. The same analysis of natural aliquots of the K-feldspar sample yields similar results, with the two highest E-values at 1.81 and 1.86 eV. The kinetic order does not systematically vary with isothermal holding temperature or duration but remains relatively constant at 1.6 ± 0.3 (regenerative dose) and 1.5 ± 0.5 (natural dose). The apparent frequency factor, measured assuming a single E -value of 1.86 eV, decreases systematically (View the MathML source) with hold temperature and duration, a result which is consistent with a thermally-activated, distance-dependent tunneling model for feldspar thermoluminescence (i.e., a single trap depth and a continuum of apparent frequency factors). Frequency factor values measured following identical isothermal treatments are comparable between the natural and regenerative post-isothermal TL curves. By contrast, if different E-values are assumed, the apparent frequency factor values appear stochastic. Finally, it is speculated that the plateau of pI-TL E-values may be interpreted as the thermal depth of the main dosimetric trap measured with IRSL protocols

    Growth, microstructure, and failure of crazes in glassy polymers

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    We report on an extensive study of craze formation in glassy polymers. Molecular dynamics simulations of a coarse-grained bead-spring model were employed to investigate the molecular level processes during craze nucleation, widening, and breakdown for a wide range of temperature, polymer chain length NN, entanglement length NeN_e and strength of adhesive interactions between polymer chains. Craze widening proceeds via a fibril-drawing process at constant drawing stress. The extension ratio is determined by the entanglement length, and the characteristic length of stretched chain segments in the polymer craze is Ne/3N_e/3. In the craze, tension is mostly carried by the covalent backbone bonds, and the force distribution develops an exponential tail at large tensile forces. The failure mode of crazes changes from disentanglement to scission for N/Ne∼10N/N_e\sim 10, and breakdown through scission is governed by large stress fluctuations. The simulations also reveal inconsistencies with previous theoretical models of craze widening that were based on continuum level hydrodynamics

    Using thermoluminescence signals from feldspars for low-temperature thermochronology

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    Natural thermoluminescence (TL) signals from feldspar crystals extracted from thermally stable drill cores (View the MathML sourceC) exhibit a strong dependence on geologic and laboratory thermal conditions. As burial temperature increases, the position of the TL glow curve at half-maximum intensity (i.e., the T1/2 parameter) shifts to higher measurement temperatures. This shift is also observed following isothermal treatments in the laboratory. This relationship can be explained using a kinetic model originally developed for the optical luminescence dating of feldspar grains. The thermal history of a sample is preserved in the degree of electron trap saturation as a function of thermal detrapping probability, which varies with recombination distance. A natural feldspar sample contains a range of thermal stabilities: the least stable traps will remain empty, the most stable will be full, and those traps which are partially filled will, in the case of thermal equilibrium, be diagnostic of the storage temperature. The T1/2 parameter of a TL glow curve reflects which sites remain occupied. This interpretation is further borne out by additive dose measurements which illustrate that samples buried at lower temperatures are fully saturated at lower TL measurement temperatures (View the MathML sourceC) relative to warmer samples. This signal is estimated to be useful in rapidly-cooling bedrock and should grow measurably for ∼102−106 years

    Giant gravitons in AdS/CFT (I): matrix model and back reaction

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    In this article we study giant gravitons in the framework of AdS/CFT correspondence. First, we show how to describe these configurations in the CFT side using a matrix model. In this picture, giant gravitons are realized as single excitations high above a Fermi sea, or as deep holes into it. Then, we give a prescription to define quasi-classical states and we recover the known classical solution associated to the CFT dual of a giant graviton that grows in AdS. Second, we use the AdS/CFT dictionary to obtain the supergravity boundary stress tensor of a general state and to holographically reconstruct the bulk metric, obtaining the back reaction of space-time. We find that the space-time response to all the supersymmetric giant graviton states is of the same form, producing the singular BPS limit of the three charge Reissner-Nordstr\"om-AdS black holes. While computing the boundary stress tensor, we comment on the finite counterterm recently introduced by Liu and Sabra, and connect it to a scheme-dependent conformal anomaly.Comment: 28 pages, JHEP3 class. v2: typos corrected and references adde

    Closed Strings with Low Harmonics and Kinks

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    Low-harmonic formulas for closed relativistic strings are given. General parametrizations are presented for the addition of second- and third-harmonic waves to the fundamental wave. The method of determination of the parametrizations is based upon a product representation found for the finite Fourier series of string motion in which the constraints are automatically satisfied. The construction of strings with kinks is discussed, including examples. A procedure is laid out for the representation of kinks that arise from self-intersection, and subsequent intercommutation, for harmonically parametrized cosmic strings.Comment: 39, CWRUTH-93-
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