CVaR minimization by the SRA algorithm

Using the risk measure CV aR in �nancial analysis has become more and more popular recently. In this paper we apply CV aR for portfolio optimization. The problem is formulated as a two-stage stochastic programming model, and the SRA algorithm, a recently developed heuristic algorithm, is applied for minimizing CV aR

Maximum Mass-Radius Ratios for Charged Compact General Relativistic Objects

Upper limits for the mass-radius ratio and total charge are derived for stable charged general relativistic matter distributions. For charged compact objects the mass-radius ratio exceeds the value 4/9 corresponding to neutral stars. General restrictions for the redshift and total energy (including the gravitational contribution) are also obtained.Comment: 6 pages, 2 figures, RevTex. To appear in Europhys. Let

Renormalization Group Approach to Causal Viscous Cosmological Models

The renormalization group method is applied to the study of homogeneous and flat Friedmann-Robertson-Walker type Universes, filled with a causal bulk viscous cosmological fluid. The starting point of the study is the consideration of the scaling properties of the gravitational field equations, of the causal evolution equation of the bulk viscous pressure and of the equations of state. The requirement of scale invariance imposes strong constraints on the temporal evolution of the bulk viscosity coefficient, temperature and relaxation time, thus leading to the possibility of obtaining the bulk viscosity coefficient-energy density dependence. For a cosmological model with bulk viscosity coefficient proportional to the Hubble parameter, we perform the analysis of the renormalization group flow around the scale invariant fixed point, therefore obtaining the long time behavior of the scale factor.Comment: 19 pages. RevTeX4. Revised version. Accepted in Classical and Quantum Gravit

A 60 yr record of atmospheric carbon monoxide reconstructed from Greenland firn air

We present the first reconstruction of the Northern Hemisphere (NH) high latitude atmospheric carbon monoxide (CO) mole fraction from Greenland firn air. Firn air samples were collected at three deep ice core sites in Greenland (NGRIP in 2001, Summit in 2006 and NEEM in 2008). CO records from the three sites agree well with each other as well as with recent atmospheric measurements, indicating that CO is well preserved in the firn at these sites. CO atmospheric history was reconstructed back to the year 1950 from the measurements using a combination of two forward models of gas transport in firn and an inverse model. The reconstructed history suggests that Arctic CO in 1950 was 140–150 nmol mol-1, which is higher than today's values. CO mole fractions rose by 10–15 nmol mol-1 from 1950 to the 1970s and peaked in the 1970s or early 1980s, followed by a ˜ 30 nmol mol-1 decline to today's levels. We compare the CO history with the atmospheric histories of methane, light hydrocarbons, molecular hydrogen, CO stable isotopes and hydroxyl radicals (OH), as well as with published CO emission inventories and results of a historical run from a chemistry-transport model. We find that the reconstructed Greenland CO history cannot be reconciled with available emission inventories unless unrealistically large changes in OH are assumed. We argue that the available CO emission inventories strongly underestimate historical NH emissions, and fail to capture the emission decline starting in the late 1970s, which was most likely due to reduced emissions from road transportation in North America and Europe

Exact anisotropic brane cosmologies

We present exact solutions of the gravitational field equations in the generalized Randall-Sundrum model for an anisotropic brane with Bianchi type I and V geometry, with perfect fluid and scalar fields as matter sources. Under the assumption of a conformally flat bulk (with vanishing Weyl tensor) for a cosmological fluid obeying a linear barotropic equation of state the general solution of the field equations can be expressed in an exact parametric form for both Bianchi type I and V space-times. In the limiting case of a stiff cosmological fluid with pressure equal to the energy density, for a Bianchi type I Universe the solution of the field equations are obtained in an exact analytic form. Several classes of scalar field models evolution on the brane are also considered, corresponding to different choices of the scalar field potential. For all models the behavior of the observationally important parameters like shear, anisotropy and deceleration parameter is considered in detail.Comment: revised version to appear in PR

Charged anisotropic matter with linear equation of state

We consider the general situation of a compact relativistic body with anisotropic pressures in the presence of the electromagnetic field. The equation of state for the matter distribution is linear and may be applied to strange stars with quark matter. Three classes of new exact solutions are found to the Einstein-Maxwell system. This is achieved by specifying a particular form for one of the gravitational potentials and the electric field intensity. We can regain anisotropic and isotropic models from our general class of solution. A physical analysis indicates that the charged solutions describe realistic compact spheres with anisotropic matter distribution. The equation of state is consistent with dark energy stars and charged quark matter distributions. The masses and central densities correspond to realistic stellar objects in the general case when anisotropy and charge are present.Comment: 17 pages, To appear in Class. Quantum Gra

The importance and clinical relevance of surfaces in tissue culture

Cell and tissue culture has evolved from the use of simple glassware for the propagation of cells and tissues into a comprehensive platform for interrogating complex biological systems, directing cell fate and deriving products with clinical and therapeutic value. However, despite significant advances, current in vitro culture approaches remain limited in their capacity to model the clinical/biological complexities of disease, in part at least due to the deficiencies of existing culture materials. The challenge is therefore to identify innovative materials-based solutions that have greater control over cells in vitro, while better representing biological systems in vivo. Such platforms would be suitable for biomarker discovery and tissue engineering applications. This review examines the development of tissue culture materials, advances in our understanding of cell-surface interactions and the application of this knowledge towards the development of new approaches for better examining biological events

On the formation of Wigner molecules in small quantum dots

It was recently argued that in small quantum dots the electrons could crystallize at much higher densities than in the infinite two-dimensional electron gas. We compare predictions that the onset of spin polarization and the formation of Wigner molecules occurs at a density parameter $r_s\approx 4 a_B^*$ to the results of a straight-forward diagonalization of the Hamiltonian matrix

Black Hole Formation with an Interacting Vacuum Energy Density

We discuss the gravitational collapse of a spherically symmetric massive core of a star in which the fluid component is interacting with a growing vacuum energy density. The influence of the variable vacuum in the collapsing core is quantified by a phenomenological \beta-parameter as predicted by dimensional arguments and the renormalization group approach. For all reasonable values of this free parameter, we find that the vacuum energy density increases the collapsing time but it cannot prevent the formation of a singular point. However, the nature of the singularity depends on the values of \beta. In the radiation case, a trapped surface is formed for \beta<1/2 whereas for \beta>1/2, a naked singularity is developed. In general, the critical value is \beta=1-2/3(1+\omega), where the \omega-parameter describes the equation of state of the fluid component.Comment: 9 pages, 8 figure

Diffusive Spreading of Chainlike Molecules on Surfaces

We study the diffusion and submonolayer spreading of chainlike molecules on surfaces. Using the fluctuating bond model we extract the collective and tracer diffusion coefficients D_c and D_t with a variety of methods. We show that D_c(theta) has unusual behavior as a function of the coverage theta. It first increases but after a maximum goes to zero as theta go to one. We show that the increase is due to entropic repulsion that leads to steep density profiles for spreading droplets seen in experiments. We also develop an analytic model for D_c(theta) which agrees well with the simulations.Comment: 3 pages, RevTeX, 4 postscript figures, to appear in Phys. Rev. Letters (1996