Prefeasibility study of a space environment monitoring system /Semos/

Prefeasibility study of Space Environment Monitoring System within framework of Apollo Applications Progra

The evaluation of American compound option prices under stochastic volatility and stochastic interest rates

© 2013, Incisive Media Ltd. All rights reserved. A compound option (the mother option) gives the holder the right, but not the obligation, to buy (long) or sell (short) the underlying option (the daughter option). In this paper, we consider the problem of pricing American-type compound options when the underlying dynamics follow Heston’s stochastic volatility and with stochastic interest rate driven by Cox–Ingersoll–Ross processes. We use a partial differential equation (PDE) approach to obtain a numerical solution. The problem is formulated as the solution to a two-pass free-boundary PDE problem, which is solved via a sparse grid approach and is found to be accurate and efficient compared with the results from a benchmark solution based on a least-squares Monte Carlo simulation combined with the projected successive over-relaxation method

Ammonia Imaging of the Disks in the NGC 1333 IRAS 4A Protobinary System

The NGC 1333 IRAS 4A protobinary was observed in the ammonia (2, 2) and (3, 3) lines and in the 1.3 cm continuum with a high resolution (about 1.0 arcsec). The ammonia maps show two compact sources, one for each protostar, and they are probably protostellar accretion disks. The disk associated with IRAS 4A2 is seen nearly edge-on and shows an indication of rotation. The A2 disk is brighter in the ammonia lines but dimmer in the dust continuum than its sibling disk, with the ammonia-to-dust flux ratios different by about an order of magnitude. This difference suggests that the twin disks have surprisingly dissimilar characters, one gas-rich and the other dusty. The A2 disk may be unusually active or hot, as indicated by its association with water vapor masers. The existence of two very dissimilar disks in a binary system suggests that the formation process of multiple systems has a controlling agent lacking in the isolated star formation process and that stars belonging to a multiple system do not necessarily evolve in phase with each other

Transport through a Strongly Correlated Quantum-Dot with Fano Interference

We present the transport properties of a strongly correlated quantum dot attached to two leads with a side coupled non-interacting quantum dot. Transport properties are analyzed using the slave boson mean field theory which is reliable in the zero temperature and low bias regime. It is found that the transport properties are determined by the interplay of two fundamental physical phenomena,i.e. the Kondo effects and the Fano interference. The linear conductance will depart from the unitary limit and the zero bias anomaly will be suppressed in the presence of interdot coupling. The zero bias shot noise Fano factor increases with the interdot coupling and tends to the Poisson value. The shot noise Fano factor shows a non-monotonic behavior as a function of the interdot coupling for various side dot energy levels

Triple sign reversal of Hall effect in HgBa_{2}CaCu_{2}O_{6} thin films after heavy-ion irradiations

Triple sign reversal in the mixed-state Hall effect has been observed for the first time in ion-irradiated HgBa_{2}CaCu_{2}O_{6} thin films. The negative dip at the third sign reversal is more pronounced for higher fields, which is opposite to the case of the first sign reversal near T_c in most high-T_c superconductors. These observations can be explained by a recent prediction in which the third sign reversal is attributed to the energy derivative of the density of states and to a temperature-dependent function related to the superconducting energy gap. These contributions prominently appear in cases where the mean free path is significantly decreased, such as our case of ion-irradiated thin films.Comment: 4 pages, 3 eps figures, submitted Phys. Rev. Let