A Holographic Description of Colour Superconductivity

The difficulty of describing the gauge dependent bi-quark condensate in the QCD colour superconducting phase has made it hard to construct a holographic dual of the state. To side step this problem, we argue that near the chiral restoration transition in the temperature-chemical potential plane, the strongly coupled gluons are likely completely gapped so that the colour quantum numbers of the quarks can be thought of below that gap as global indices. A standard AdS-superconductor model can then be used to analyze the fermionic gap formation. We investigate the role of four-fermion interactions, which might be used to include the gapped QCD interactions, on the vacuum and metastable vacua of the model. It turns out to be easiest to simply relate the standard interaction of the holographic superconductor to the strength of the gapped gluons. The result is a holographic description of the QCD colour superconducting phase diagram. We take a first look at how quark mass enters and causes a transition between the colour flavour locked phase and the 2SC phase.Comment: added discussion, version to appear in PR

Seed beetles (Coleoptera: Bruchidae) associated with Acacia cornigera (L.) Willd., with description of a new species of Acanthoscelides Schilsky

Presented herein is a key to identify species of Bruchidae associated with Acacia cornigera (L.). For each species, host records, distributions and bionomics are given. A new species of Acanthoscelides Schilsky is described and figured; Acanthoscelides sauli Romero, Cruz, and Kingsolver

Preserving the Sea in a Radioactive World: How Japan\u27s Plan to Release Treated Nuclear Wastewater into Pacific Ocean Violates UNCLOS

On December 10, 1982, the 1973–1982 United Nations Convention on the Law of the Sea (UNCLOS III) concluded. Japan became a signatory to the Convention on February 7, 1983 and ratified the Convention on June 20, 1996. Subsequently, Japan became a party to the treaty and committed itself to abide by the United Nations Convention on the Law of the Sea (UNCLOS)

Censos Económicos 2009 (cifras preliminares): un breve análisis del rumbo de las Mipymes en México

Hace unos mese el INEGI publico los Resultados Oportunos acerca de resultados preliminares del censo Económicos 209

Telemetria para vasilhame baseada em IoT

This dissertation presentes the study made with the intent of developing a device capable of measuring the amount of liquid gas inside a bottle, in a non evasive way. The realized investigation resulted in the identification of diferent methods to measure the level, as for example the weight measure, the vibrations analisys from the external stimulation, among others. From the investigation to select the liquid level identification, it was chosen to develop the work based on the analisys of the vibrations produced when stimulated. The work was divided with different objectives, all of them with the development of a device that fits in the purpose in perspective. Initially, a microphone was used in order to capture the bottle's response to an external stimulus. An analysis of the signal captured in the frequency domain was carried out, based on the implementation and validation of the FFT in a low-power microcontroller. Subsequently, a study and analysis of several sensors was accomplished, namely, an accelerometer and a piezoelectric, in order to replace the previously selected microphone.Finally, was developed an algorithm to the level identification, based on the vibrations captured with the sensors, that allow to distinguish between the three bottles used in the tests.Esta dissertação apresenta um estudo efectuado com o intuito de desenvolver um dispositivo capaz de medir a quantidade de gás líquido dentro de uma garrafa, de forma não evasiva. A investigação realizada resultou na identificação de diferentes m métodos de medição de nível, como por exemplo a medição do peso, a analise das vibrações resultantes da estimulação externa, entre outros. Da investigação para a escolha do método de identificação de nível de líquido, optou-se por desenvolver o trabalho com base na análise das vibrações produzidas quando estimulada a garrafa. O trabalho dividiu-se em diferentes objetivos, todos com vista ao desenvolvimento de um dispositivo que se enquadre no propósito. Inicialmente, recorreu-se a um microfone com o intuito de captar a resposta da garrafa a um estímulo externo. Realizou-se a analise do sinal captado no domínio da frequência, com base na implementação e validação da FFT num microcontrolador de baixo consumo. Posteriormente, realizou-se um estudo e analise de vários sensores nomeadamente, um acelerómetro e um piezoelétrico, de modo a substituir o microfone previamente selecionado. Por fim procedeu-se ao desenvolvimento de um algoritmo de identificação de nível, com base nas vibrações captadas pelos sensores, que permita distinguir as diferentes garrafas utilizadas em testes.Mestrado em Engenharia Eletrónica e Telecomunicaçõe

Spin and exchange coupling for Ti embedded in a surface dipolar network

We have studied the spin and exchange coupling of Ti atoms on a Cu$_2$N/Cu(100) surface using density functional theory. We find that individual Ti have a spin of 1.0 (i.e., 2 Bohr Magneton) on the Cu$_2$N/Cu(100) surface instead of spin-1/2 as found by Scanning Tunneling Microscope. We suggest an explanation for this difference, a two-stage Kondo effect, which can be verified by experiments. By calculating the exchange coupling for Ti dimers on the Cu$_2$N/Cu(100) surface, we find that the exchange coupling across a `void' of 3.6\AA\ is antiferromagnetic, whereas indirect (superexchange) coupling through a N atom is ferromagnetic. We confirm the existence of superexchange interactions by varying the Ti-N angle in a model trimer calculation. For a square lattice of Ti on Cu$_2$N/Cu(100), we find a novel spin striped phase

Three essays on option pricing

This thesis addresses option pricing problem in three separate and self-contained papers: A. The Binomial CEV Model and the Greeks This article compares alternative binomial approximation schemes for computing the option hedge ratios studied by Pelsser and Vorst (1994), Chung and Shackleton (2002), and Chung et al. (2011) under the lognormal assumption, but now considering the constant elasticity of variance (CEV) process proposed by Cox (1975) and using the continuous-time analytical Greeks recently offered by Larguinho et al. (2013) as the benchmarks. Among all the binomial models considered in this study, we conclude that an extended tree binomial CEV model with the smooth and monotonic convergence property is the most efficient method for computing Greeks under the CEV diffusion process because one can apply the two-point extrapolation formula suggested by Chung et al. (2011). B. Valuing American-Style Options under the CEV Model: An Integral Representation Based Method This article derives a new integral representation of the early exercise boundary for valuing American-style options under the constant elasticity of variance (CEV) model. An important feature of this novel early exercise boundary characterization is that it does not involve the usual (time) recursive procedure that is commonly employed in the so-called integral representation approach well known in the literature. Our non-time recursive pricing method is shown to be analytically tractable under the local volatility CEV process and the numerical experiments demonstrate its robustness and accuracy. C. A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging The discounted price process under the constant elasticity of variance (CEV) model is not a martingale for options markets with upward sloping implied volatility smiles. The loss of the martingale property implies the existence of (at least) two option prices for the call option, that is the price for which the put-call parity holds and the price representing the lowest cost of replicating the payoff of the call. This article derives closed-form solutions for the Greeks of the risk-neutral call option pricing solution that are valid for any CEV process exhibiting forward skew volatility smile patterns. Using an extensive numerical analysis, we conclude that the differences between the call prices and Greeks of both solutions are substantial, which might yield significant errors of analysis for pricing and hedging purposes.Esta tese aborda a avaliação de opções em três artigos distintos: A. The Binomial CEV Model and the Greeks Este artigo compara diferentes aproximações binomiais para o cálculo dos Greeks das opções estudadas por Pelsser and Vorst (1994), Chung and Shackleton (2002), e Chung et al. (2011), no âmbito da distribuição lognormal, mas agora considerando o processo constant elasticity of variance (CEV) proposto por Cox (1975), utilizando os Greeks analíticos em tempo contínuo, recentemente propostos por Larguinho et al. (2013) como referência. Entre os modelos binomiais considerados neste estudo, concluímos que um modelo extended tree binomial CEV com uma aproximação convergente e monótona é o método mais eficiente para o cálculo dos Greeks no âmbito do processo de difusão CEV porque podemos aplicar a fórmula de extrapolação de dois pontos, sugerido por Chung et al. (2011). B. Valuing American-Style Options under the CEV Model: An Integral Representation Based Method Este artigo deriva uma nova representação integral da barreira de exercício antecipado para a avaliação das opções Americanas no âmbito do modelo constant elasticity of variance (CEV), um importante aspecto desta nova caracterização da barreira de exercício antecipado é que este não envolve o usual processo recursivo que é habitualmente aplicado e conhecido na literatura como a abordagem de representação integral. O nosso método de avaliação não recursivo é de fácil tratamento analítico sob o processo de difusão CEV e os resultados numéricos demonstram a sua robustez e precisão. C. A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging O processo de desconto de preço no âmbito do modelo constant elasticity of variance (CEV) não é um martingale para os mercados de opções com uma volatility smile de inclinação ascendente. A perda da propriedade martingale implica a existência de (pelo menos) dois preços de opção para a opção de compra, que é o preço para qual se verifica a paridade put-call e este preço representa o menor custo de replicação do payoff da call. Este artigo deriva as soluções em fórmula fechada para os Greeks da opção call no risco neutral que são válidas para qualquer processo CEV que possui padrões de enviesamento ascendentes. Tendo por base uma analise numérica extensiva, concluímos que a diferença entre os preços da call e os Greeks de ambas as soluções são substanciais, o que pode gerar erros significativos de análises no cálculo do preço da call e dos Greeks

Composition and properties of tectosilicate-uranium layers of soil

Structure and superficial properties of tectosilicates found in soils with potential to retain uranium are studied in this work. These tectosilicates are largely available as natural minerals in the soil and are composed mainly by anorthite (CaAl2Si2O8), albite (NaAlSi3O8) and orthoclase (KAlSi3O8), in which albite has approximately 3 times the content of orthoclase and 2.5 times the content of anorthite. However, anorthite has a double cell structure, which could result in approximately the same sorption effect as albite. The acidity constants calculated with the surface complexation model suggested that the three components have similar amphoteric behavior in presence of high ionic strength ground salt solutions. The composite mineral has a specific surface area of 20.5 m2g-1 with site density of 2.8 sites nm-2. These characteristics make this mineral a good candidate for uranium capture