6,676 research outputs found

    A polyphonic acoustic vortex and its complementary chords

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    Using an annular phased array of eight loudspeakers, we generate sound beams that simultaneously contain phase singularities at a number of different frequencies. These frequencies correspond to different musical notes and the singularities can be set to overlap along the beam axis, creating a polyphonic acoustic vortex. Perturbing the drive amplitudes of the speakers means that the singularities no longer overlap, each note being nulled at a slightly different lateral position, where the volume of the other notes is now nonzero. The remaining notes form a tri-note chord. We contrast this acoustic phenomenon to the optical case where the perturbation of a white light vortex leads to a spectral spatial distribution

    Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

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    We perform a classification of the Lie point symmetries for the Black--Scholes--Merton Model for European options with stochastic volatility, σ\sigma, in which the last is defined by a stochastic differential equation with an Orstein--Uhlenbeck term. In this model, the value of the option is given by a linear (1 + 2) evolution partial differential equation in which the price of the option depends upon two independent variables, the value of the underlying asset, SS, and a new variable, yy. We find that for arbitrary functional form of the volatility, σ(y)\sigma(y), the (1 + 2) evolution equation always admits two Lie point symmetries in addition to the automatic linear symmetry and the infinite number of solution symmetries. However, when σ(y)=σ0\sigma(y)=\sigma_{0} and as the price of the option depends upon the second Brownian motion in which the volatility is defined, the (1 + 2) evolution is not reduced to the Black--Scholes--Merton Equation, the model admits five Lie point symmetries in addition to the linear symmetry and the infinite number of solution symmetries. We apply the zeroth-order invariants of the Lie symmetries and we reduce the (1 + 2) evolution equation to a linear second-order ordinary differential equation. Finally, we study two models of special interest, the Heston model and the Stein--Stein model.Comment: Published version, 14pages, 4 figure

    Ermakov's Superintegrable Toy and Nonlocal Symmetries

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    We investigate the symmetry properties of a pair of Ermakov equations. The system is superintegrable and yet possesses only three Lie point symmetries with the algebra sl(2,R). The number of point symmetries is insufficient and the algebra unsuitable for the complete specification of the system. We use the method of reduction of order to reduce the nonlinear fourth-order system to a third-order system comprising a linear second-order equation and a conservation law. We obtain the representation of the complete symmetry group from this system. Four of the required symmetries are nonlocal and the algebra is the direct sum of a one-dimensional Abelian algebra with the semidirect sum of a two-dimensional solvable algebra with a two-dimensional Abelian algebra. The problem illustrates the difficulties which can arise in very elementary systems. Our treatment demonstrates the existence of possible routes to overcome these problems in a systematic fashion.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

    Characterization of solar-grade silicon produced by the SiF4-Na process

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    A process was developed for producing low cost solar grade silicon by the reaction between SiF4 gas and sodium metal. The results of the characterization of the silicon are presented. These results include impurity levels, electronic properties of the silicon after crystal growth, and the performance of solar photovoltaic cells fabricated from wafers of the single crystals. The efficiency of the solar cells fabricated from semiconductor silicon and SiF4-Na silicon was the same

    Analytic Behaviour of Competition among Three Species

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    We analyse the classical model of competition between three species studied by May and Leonard ({\it SIAM J Appl Math} \textbf{29} (1975) 243-256) with the approaches of singularity analysis and symmetry analysis to identify values of the parameters for which the system is integrable. We observe some striking relations between critical values arising from the approach of dynamical systems and the singularity and symmetry analyses.Comment: 14 pages, to appear in Journal of Nonlinear Mathematical Physic

    Intelligent sampling for the measurement of structured surfaces

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    Uniform sampling in metrology has known drawbacks such as coherent spectral aliasing and a lack of efficiency in terms of measuring time and data storage. The requirement for intelligent sampling strategies has been outlined over recent years, particularly where the measurement of structured surfaces is concerned. Most of the present research on intelligent sampling has focused on dimensional metrology using coordinate-measuring machines with little reported on the area of surface metrology. In the research reported here, potential intelligent sampling strategies for surface topography measurement of structured surfaces are investigated by using numerical simulation and experimental verification. The methods include the jittered uniform method, low-discrepancy pattern sampling and several adaptive methods which originate from computer graphics, coordinate metrology and previous research by the authors. By combining the use of advanced reconstruction methods and feature-based characterization techniques, the measurement performance of the sampling methods is studied using case studies. The advantages, stability and feasibility of these techniques for practical measurements are discussed

    Gender violence in schools: taking the ‘girls-as-victims’ discourse forward

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    This paper draws attention to the gendered nature of violence in schools. Recent recognition that schools can be violent places has tended to ignore the fact that many such acts originate in unequal and antagonistic gender relations, which are tolerated and ‘normalised’ by everyday school structures and processes. After examining some key concepts and definitions, we provide a brief overview of the scope and various manifestations of gender violence in schools, noting that most research to date has focused on girls as victims of gender violence within a heterosexual context and ignores other forms such as homophobic and girl violence. We then move on to look at a few interventions designed to address gender violence in schools in the developing world and end by highlighting the need for more research and improved understanding of the problem and how it can be addressed

    A nonlocal connection between certain linear and nonlinear ordinary differential equations/oscillators

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    We explore a nonlocal connection between certain linear and nonlinear ordinary differential equations (ODEs), representing physically important oscillator systems, and identify a class of integrable nonlinear ODEs of any order. We also devise a method to derive explicit general solutions of the nonlinear ODEs. Interestingly, many well known integrable models can be accommodated into our scheme and our procedure thereby provides further understanding of these models.Comment: 12 pages. J. Phys. A: Math. Gen. 39 (2006) in pres
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