Dirac Particles Emission from Reissner-Nordstrom-Vaidya Black Hole

Size: px
Start display at page:

Download "Dirac Particles Emission from Reissner-Nordstrom-Vaidya Black Hole"

Transcription

1 Journal o Physics: Conerence Series PAPER OPEN ACCESS Dirac Paricles Emission rom Reissner-Nordsrom-Vaidya Black Hole To cie his aricle: Yuan Tiandho and Triyana 016 J. Phys.: Con. Ser View he aricle online or updaes and enhancemens. This conen was downloaded rom IP address on 11/10/018 a 11:35

2 6h Asian Physics Symposium Journal o Physics: Conerence Series 739 (016) doi: / /739/1/01146 Dirac Paricles Emission rom Reissner-Nordsrom-Vaidya Black Hole Yuan Tiandho and Triyana* Theoreical High Energy Physics and Insrumenaion Division, Faculy o Mahemaics and Naural Sciences, Insiu Teknologi Bandung, Jl. Ganesha No. 10, Bandung 4013, Indonesia *Corresponding auhor: riyana@i.ib.ac.id Absrac. Using Hamilon-Jacobi mehod, we sudy he Dirac paricles emission rom Reissner-Nordsrom-Vaidya (RNV) black hole. The Dirac paricles are described by Dirac equaion in curved spaceime and emission process is deined as unneling eec. The probabiliy o Dirac paricles emission is relaed o he Hawking emperaure and we obain ha his emperaure is equal o emperaure ha derived hrough spinless paricles emission. Furhermore, we also show ha he mass o Dirac paricles does no aec o he Hawking emperaure. 1. Inroducion Using quanum mechanics heory, Hawking proposed ha a black hole has a emperaure, meaning ha he black hole can emi paricles no as saed in he classical heory [1-3]. In he irs explanaion o he black hole emperaure, Hawking considered he Schwarzschild black hole. Is Hawking emperaure is [3], c TH (1) 8 km where k is he Bolzmann consan and M is he black hole mass. I urns ou ha he emperaure o black holes is inversely proporional o is mass. Calculaion o he Hawking emperaure a dieren ypes o black holes wih various mehods is a ho opic in a recen decade [4-6]. In his work, we chose he Reissner-Nordsrom-Vaidya (RNV) black hole. Compared wih he Schwarzschild black hole, he Vaidya black hole is more realisic because is mass depends on space and ime [7-8]. Previously, one o us has sudied he Hawking emperaure o Vaidya black hole [9] and RNV black hole [10] or spinless and massless paricles emission. Thereore, in his paper we would like o exend his sudy or RNV black hole wih Dirac paricles (spin ½ paricles) emission. In his work we use semi classical Hamilon-Jacobi mehod or complex pah mehod [11] o calculae he Hawking emperaure. In his mehod, he wave uncion which is deined as uncion o he acion is subsiued ino he Dirac equaion wih he RNV spaceime as background. This deailed discussion is in Secion. Through he Hamilon-Jacobi mehod we can obain he acion or calculae he probabiliy o Dirac paricles emission. By using he balanced principle, we will know ha he probabiliy corresspond o he Hawking emperaure. Furhermore, in his work we also invesigaed Conen rom his work may be used under he erms o he Creaive Commons Aribuion 3.0 licence. Any urher disribuion o his work mus mainain aribuion o he auhor(s) and he ile o he work, journal ciaion and DOI. Published under licence by Ld 1

3 6h Asian Physics Symposium Journal o Physics: Conerence Series 739 (016) doi: / /739/1/01146 he inluence o paricles mass ha are emied o he emperaure. Behaviour o he massive unneling paricles is showed in Secion 3. In he las secion we give a conclusion o our work.. Dirac equaion in RNV spaceime The line inerval o RNV spaceime is deined by, ds d ddr r d sin d () where 1 M p r Q r. In his paper M and Q correspond o mass and charge o RNV black hole, υ is Eddingon ime coordinae, and p is arbirary uncion o mass and charge, p (M, Q). By using Eddingon coordinae ransormaion he above meric can be wrien as, ds d 1 dr r d sin d (3) From ha meric, i is clear ha he RNV black hole has wo even horizons, r M p M p Q (4) where plus (minus) sign correspond o ouer (inner) even horizon and single singulariy is reached or neural black hole. However, his orm o meric does no give inormaion on he velociy o massive 1 paricle. Accordingly, we use Painleve coordinaes by ransorm, dr and he meric in eq. (3) can read as. 1 ds d 1 drd dr r d (5) Dirac paricles is described by he Dirac equaion equaion in curved spaceime, m i D 0 (6) 1 ab where m is mass o emission paricles. The covarian derivaive is given by D ab, where 4 1 ab ab correspond o commuaor o Minkowskian spaceime gamma marices ab a, b and is a spin connecion. We use he la spaceime gamma marices as, i ,,, i (7) a a The la gamma marices and he curved gamma marices are relaed by e a and hose are speciied by deiniion, g I. There are several dieren expression o gamma marices and in his work we choose he represenaion or Dirac marices o be [1], ,, (8) , 1 r 0 rsin 0 k where are Pauli marices. Spinor wave uncion ψ has wo spin saes: spin-up and spin-down. Because RNV black hole is spherically symmeric so he Hawking radiaion depends on r and only. Thus, he uncions or spin-up and spin-down paricles respecively saisy,

4 6h Asian Physics Symposium Journal o Physics: Conerence Series 739 (016) doi: / /739/1/01146 a, r a, r i 0 i exp S, r exp S, r b, r b, r 0 (9) 0 c, r c, r i i exp S, r exp S, r d, r 0 d, r (10) where S and S are acion o emission paricles or spin-up paricles and spin-down paricles. However, we only analyse he spin-up case since he spin-down case is jus analogous. By subsiuing eq. (9) ino eq. (6) and recalling ha he Planck consan is very small we have, 1 1 S b rs ma 0 (11) 1 1 S a rs mb 0 Through he Hamilon-Jacobi mehod, he acion can be expressed in wo pars: he ime par which has he orm o E and he par ha relaes o radial expressed as R (r), The erm 0 ' 0 ' ', S E d R r (1) E d ' is a generalizaion o E because energy can vary in ime. Subsiuing eq. (1) ino eq. (11) we obain, 1 1 b E R r, rrr, ma a E Rr, rrr, mb 0 The wo equaions above have wo posibble soluions o R, 1 1 a 0 rrr E R r, 1 1 b 0 rrr E R r, (13) (14). 3. Behaviour o he massive Dirac paricles The equaion o moion beween massive paricles and massless paricles are dieren. When we consider unneling o massless paricles we may using radial null geodesic mehod bu or massive paricles he mehod is no valid. Since he world line o massive paricles is no ligh-like. By using 3

5 6h Asian Physics Symposium Journal o Physics: Conerence Series 739 (016) doi: / /739/1/01146 Landau heory o he coordinae clock synchronizaion and he deiniion o phase velociy o de Broglie wave, Wen can obain he velociy o massive paricles [13], 1 g00 r (15) g01 Subsiuing g 00 and g 01 (eq. (5)) ino eq. (15), we obain, 1 r (16) 1 Accordingly, soluion o wo equaion in eq. (14) can be wrien as, dr R R (17) dr r r where rcan be obained rom eq. (16). Near he even horizon, he meric coeicien can be expressed by Taylor series. Since we only need heir approximaion values or shor disances rom even horizon, we can apply he Taylor expansion a a ixed ime,, ', r r r r O r r (18) Considering a slowly varying R, he uncion R in he near even horizon may be obained by inegraing eq. (17) wih respec o r. Noice ha R r has a pole a horizon bu R r does no have a pole and well deined limi a he even horizon. Thus we may conclude ha he soluion o R - uncion is zero and R + uncion is, Finally, he complee expression o acion is, R 1 1 E ie dr (19) ' r r ' ie ' '; ' ' (0) ' r S E d S E d 0 0 In unneling process, he energy o an emied paricle is less han barrier poenial. Accordingly, he paricle s momenum and he acion uncion are imaginary. Thus Ed can be wrien asi Im Ed. Probabiliies o ingoing and ougoing paricles respecively are, Pin exp Im E ' d ' (1) E Pou exp Im E ' d ' ' r, I all ingoing paricles absorbed by black hole or Pin 1, he probabiliy o ougoing paricle is, 4 E Pou exp () ' r, The unneling probabiliy can be expressed in a Bolzmann acor and is energy Pou exp E. Thus he Hawking emperaure due o Dirac massive paricles emission rom he RNV black hole is, TH ' r, (3) 4 k Recalling he explici orm o meric coeicien he Hawking emperaure or he RNV black hole becomes, M ' p' M p QQ' Q TH 3 (4) 4 k r r r 4

6 6h Asian Physics Symposium Journal o Physics: Conerence Series 739 (016) doi: / /739/1/01146 The plus (minus) sign correspond o he emperaur in ouer (inner) even horizon. The above expression is exacly he same wih ha in [10]. The above expression also does no conain paricle mass. I can be concluded ha he Hawking emperaure does no depend on paricle spin and paricle mass. I is clear ha or Q = 0, p = 0 and M is a consan, he Hawking emperaure above corresponds ha or he Schwarzschild black hole. Conclusions We have successully exended our consideraion abou Hawking emperaure o RNV black hole by using a unneling mehod or ermion paricles. The analysis has showed ha he Hawking emperaure in his work has same value as ha or he RNV black hole when analysed hrough spinless paricles emission. In addiion, he mass o emied paricles also does no aec o he emperaure. The black hole emperaure is inversely proporional o is mass or direcly proporional o derivaive o he meric coeicien. Acknowledgemens This work was suppored by Hibah Desenralisasi DIKTI. Reerences [1] S. W. Hawking, Naure, 48, 30 (1974). [] S. W. Hawking, Commun. Mah, Phys, 43, 199 (1975). [3] M. K. Parikh and F. Wilczek, Physical Review Leers, 85, 504 (000). [4] L. Kai and Y. Zheng, Chinese Physics B, 18, 154 (009). [5] H. Ding, Fron Phys, 6, 106 (011). [6] H. Gohar, American Journal o Space Science, 1, 94 (013). [7] P. C. Vaidya, Proceeding o he Indian Academy o Sciences, 33, 64 (1951). [8] S. Zhou and W. Liu, Modern Physics Leers, 4, 099 (009). [9] H. M. Siahaan and Triyana, In. J. Mod. Phys, 5, 145 (010). [10] Triyana and A. N. Bowaire, In. Mah Fund. Sci, 45, 114 (013). [11] K. Srinivasan and T. Padmanabhan, Physical Review D, 60, (1999). [1] R. Kerner and R. B. Mann, Fermions Tunneling rom Black Holes, arxiv: [13] H. Y. Wen, Chinese Physics, 16, 93 (007). 5

Newton s Laws of Motion

Newton s Laws of Motion Newon s Laws of Moion MS4414 Theoreical Mechanics Firs Law velociy. In he absence of exernal forces, a body moves in a sraigh line wih consan F = 0 = v = cons. Khan Academy Newon I. Second Law body. The

More information

Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary

Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary Random Walk in -D Random walks appear in many cones: diffusion is a random walk process undersanding buffering, waiing imes, queuing more generally he heory of sochasic processes gambling choosing he bes

More information

MTH6121 Introduction to Mathematical Finance Lesson 5

MTH6121 Introduction to Mathematical Finance Lesson 5 26 MTH6121 Inroducion o Mahemaical Finance Lesson 5 Conens 2.3 Brownian moion wih drif........................... 27 2.4 Geomeric Brownian moion........................... 28 2.5 Convergence of random

More information

cooking trajectory boiling water B (t) microwave 0 2 4 6 8 101214161820 time t (mins)

cooking trajectory boiling water B (t) microwave 0 2 4 6 8 101214161820 time t (mins) Alligaor egg wih calculus We have a large alligaor egg jus ou of he fridge (1 ) which we need o hea o 9. Now here are wo accepable mehods for heaing alligaor eggs, one is o immerse hem in boiling waer

More information

Chapter 7. Response of First-Order RL and RC Circuits

Chapter 7. Response of First-Order RL and RC Circuits Chaper 7. esponse of Firs-Order L and C Circuis 7.1. The Naural esponse of an L Circui 7.2. The Naural esponse of an C Circui 7.3. The ep esponse of L and C Circuis 7.4. A General oluion for ep and Naural

More information

AP Calculus AB 2013 Scoring Guidelines

AP Calculus AB 2013 Scoring Guidelines AP Calculus AB 1 Scoring Guidelines The College Board The College Board is a mission-driven no-for-profi organizaion ha connecs sudens o college success and opporuniy. Founded in 19, he College Board was

More information

Imagine a Source (S) of sound waves that emits waves having frequency f and therefore

Imagine a Source (S) of sound waves that emits waves having frequency f and therefore heoreical Noes: he oppler Eec wih ound Imagine a ource () o sound waes ha emis waes haing requency and hereore period as measured in he res rame o he ource (). his means ha any eecor () ha is no moing

More information

Appendix A: Area. 1 Find the radius of a circle that has circumference 12 inches.

Appendix A: Area. 1 Find the radius of a circle that has circumference 12 inches. Appendi A: Area worked-ou s o Odd-Numbered Eercises Do no read hese worked-ou s before aemping o do he eercises ourself. Oherwise ou ma mimic he echniques shown here wihou undersanding he ideas. Bes wa

More information

A Probability Density Function for Google s stocks

A Probability Density Function for Google s stocks A Probabiliy Densiy Funcion for Google s socks V.Dorobanu Physics Deparmen, Poliehnica Universiy of Timisoara, Romania Absrac. I is an approach o inroduce he Fokker Planck equaion as an ineresing naural

More information

AP Calculus BC 2010 Scoring Guidelines

AP Calculus BC 2010 Scoring Guidelines AP Calculus BC Scoring Guidelines The College Board The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and opporuniy. Founded in, he College Board

More information

Full-wave rectification, bulk capacitor calculations Chris Basso January 2009

Full-wave rectification, bulk capacitor calculations Chris Basso January 2009 ull-wave recificaion, bulk capacior calculaions Chris Basso January 9 This shor paper shows how o calculae he bulk capacior value based on ripple specificaions and evaluae he rms curren ha crosses i. oal

More information

Optimal Control Formulation using Calculus of Variations

Optimal Control Formulation using Calculus of Variations Lecure 5 Opimal Conrol Formulaion using Calculus o Variaions Dr. Radhakan Padhi Ass. Proessor Dep. o Aerospace Engineering Indian Insiue o Science - Bangalore opics Opimal Conrol Formulaion Objecive &

More information

Module 4. Single-phase AC circuits. Version 2 EE IIT, Kharagpur

Module 4. Single-phase AC circuits. Version 2 EE IIT, Kharagpur Module 4 Single-phase A circuis ersion EE T, Kharagpur esson 5 Soluion of urren in A Series and Parallel ircuis ersion EE T, Kharagpur n he las lesson, wo poins were described:. How o solve for he impedance,

More information

A Curriculum Module for AP Calculus BC Curriculum Module

A Curriculum Module for AP Calculus BC Curriculum Module Vecors: A Curriculum Module for AP Calculus BC 00 Curriculum Module The College Board The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and opporuniy.

More information

The Transport Equation

The Transport Equation The Transpor Equaion Consider a fluid, flowing wih velociy, V, in a hin sraigh ube whose cross secion will be denoed by A. Suppose he fluid conains a conaminan whose concenraion a posiion a ime will be

More information

On alternative methods of determining Radius of Curvature using Newton s Rings set up

On alternative methods of determining Radius of Curvature using Newton s Rings set up Inernaional Leers of Chemisry, Physics and Asronomy Online: 0-03-5 ISSN: 99-3843, Vol. 48, pp 7-31 doi:10.1805/www.scipress.com/ilcpa.48.7 0 SciPress Ld., Swizerland On alernaive mehods of deermining Radius

More information

Optimal Stock Selling/Buying Strategy with reference to the Ultimate Average

Optimal Stock Selling/Buying Strategy with reference to the Ultimate Average Opimal Sock Selling/Buying Sraegy wih reference o he Ulimae Average Min Dai Dep of Mah, Naional Universiy of Singapore, Singapore Yifei Zhong Dep of Mah, Naional Universiy of Singapore, Singapore July

More information

Journal Of Business & Economics Research September 2005 Volume 3, Number 9

Journal Of Business & Economics Research September 2005 Volume 3, Number 9 Opion Pricing And Mone Carlo Simulaions George M. Jabbour, (Email: jabbour@gwu.edu), George Washingon Universiy Yi-Kang Liu, (yikang@gwu.edu), George Washingon Universiy ABSTRACT The advanage of Mone Carlo

More information

CHARGE AND DISCHARGE OF A CAPACITOR

CHARGE AND DISCHARGE OF A CAPACITOR REFERENCES RC Circuis: Elecrical Insrumens: Mos Inroducory Physics exs (e.g. A. Halliday and Resnick, Physics ; M. Sernheim and J. Kane, General Physics.) This Laboraory Manual: Commonly Used Insrumens:

More information

Differential Equations. Solving for Impulse Response. Linear systems are often described using differential equations.

Differential Equations. Solving for Impulse Response. Linear systems are often described using differential equations. Differenial Equaions Linear sysems are ofen described using differenial equaions. For example: d 2 y d 2 + 5dy + 6y f() d where f() is he inpu o he sysem and y() is he oupu. We know how o solve for y given

More information

Stochastic Optimal Control Problem for Life Insurance

Stochastic Optimal Control Problem for Life Insurance Sochasic Opimal Conrol Problem for Life Insurance s. Basukh 1, D. Nyamsuren 2 1 Deparmen of Economics and Economerics, Insiue of Finance and Economics, Ulaanbaaar, Mongolia 2 School of Mahemaics, Mongolian

More information

Keldysh Formalism: Non-equilibrium Green s Function

Keldysh Formalism: Non-equilibrium Green s Function Keldysh Formalism: Non-equilibrium Green s Funcion Jinshan Wu Deparmen of Physics & Asronomy, Universiy of Briish Columbia, Vancouver, B.C. Canada, V6T 1Z1 (Daed: November 28, 2005) A review of Non-equilibrium

More information

RC (Resistor-Capacitor) Circuits. AP Physics C

RC (Resistor-Capacitor) Circuits. AP Physics C (Resisor-Capacior Circuis AP Physics C Circui Iniial Condiions An circui is one where you have a capacior and resisor in he same circui. Suppose we have he following circui: Iniially, he capacior is UNCHARGED

More information

SOLUTIONS RADIOLOGICAL FUNDAMENTALS PRACTICE PROBLEMS FOR TECHNICAL MAJORS

SOLUTIONS RADIOLOGICAL FUNDAMENTALS PRACTICE PROBLEMS FOR TECHNICAL MAJORS SOLUTIONS RADIOLOGICAL FUNDAMENTALS PRACTICE PROBLEMS FOR TECHNICAL MAJORS Noe: Two DOE Handbooks are used in conjuncion wih he pracice quesions and problems below o provide preparaory maerial for he NPS

More information

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS Hong Mao, Shanghai Second Polyechnic Universiy Krzyszof M. Osaszewski, Illinois Sae Universiy Youyu Zhang, Fudan Universiy ABSTRACT Liigaion, exper

More information

Acceleration Lab Teacher s Guide

Acceleration Lab Teacher s Guide Acceleraion Lab Teacher s Guide Objecives:. Use graphs of disance vs. ime and velociy vs. ime o find acceleraion of a oy car.. Observe he relaionship beween he angle of an inclined plane and he acceleraion

More information

AP Calculus AB 2007 Scoring Guidelines

AP Calculus AB 2007 Scoring Guidelines AP Calculus AB 7 Scoring Guidelines The College Board: Connecing Sudens o College Success The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and

More information

Lecture 2: Telegrapher Equations For Transmission Lines. Power Flow.

Lecture 2: Telegrapher Equations For Transmission Lines. Power Flow. Whies, EE 481 Lecure 2 Page 1 of 13 Lecure 2: Telegraher Equaions For Transmission Lines. Power Flow. Microsri is one mehod for making elecrical connecions in a microwae circui. I is consruced wih a ground

More information

Chapter 2 Kinematics in One Dimension

Chapter 2 Kinematics in One Dimension Chaper Kinemaics in One Dimension Chaper DESCRIBING MOTION:KINEMATICS IN ONE DIMENSION PREVIEW Kinemaics is he sudy of how hings moe how far (disance and displacemen), how fas (speed and elociy), and how

More information

CIRPÉE Centre interuniversitaire sur le risque, les politiques économiques et l emploi

CIRPÉE Centre interuniversitaire sur le risque, les politiques économiques et l emploi CRPÉE Cenre ineruniversiaire sur le risque, les poliiques économiques e l emploi Cahier de recherche/working Paper 04-23 Vehicle and Flee Random Eecs in a Model o nsurance Raing or Flees o Vehicles Jean-François

More information

Fourier Series & The Fourier Transform

Fourier Series & The Fourier Transform Fourier Series & The Fourier Transform Wha is he Fourier Transform? Fourier Cosine Series for even funcions and Sine Series for odd funcions The coninuous limi: he Fourier ransform (and is inverse) The

More information

A Real-Time Pricing Model for Electricity Consumption

A Real-Time Pricing Model for Electricity Consumption A Real-Time Pricing Model Elecriciy Consumpion Ranjan Pal Universiy o Souhern Calinia Email: rpal@usc.edu Absrac The Calinia elecric company, i.e., PG&E (Paciic Gas and Elecric Co.,), has recenly announced

More information

Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m

Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m Chaper 2 Problems 2.1 During a hard sneeze, your eyes migh shu for 0.5s. If you are driving a car a 90km/h during such a sneeze, how far does he car move during ha ime s = 90km 1000m h 1km 1h 3600s = 25m

More information

Return Calculation of U.S. Treasury Constant Maturity Indices

Return Calculation of U.S. Treasury Constant Maturity Indices Reurn Calculaion of US Treasur Consan Mauri Indices Morningsar Mehodolog Paper Sepeber 30 008 008 Morningsar Inc All righs reserved The inforaion in his docuen is he proper of Morningsar Inc Reproducion

More information

INTEREST RATE FUTURES AND THEIR OPTIONS: SOME PRICING APPROACHES

INTEREST RATE FUTURES AND THEIR OPTIONS: SOME PRICING APPROACHES INTEREST RATE FUTURES AND THEIR OPTIONS: SOME PRICING APPROACHES OPENGAMMA QUANTITATIVE RESEARCH Absrac. Exchange-raded ineres rae fuures and heir opions are described. The fuure opions include hose paying

More information

Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)

Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer) Mahemaics in Pharmacokineics Wha and Why (A second aemp o make i clearer) We have used equaions for concenraion () as a funcion of ime (). We will coninue o use hese equaions since he plasma concenraions

More information

INTRODUCTION TO EMAIL MARKETING PERSONALIZATION. How to increase your sales with personalized triggered emails

INTRODUCTION TO EMAIL MARKETING PERSONALIZATION. How to increase your sales with personalized triggered emails INTRODUCTION TO EMAIL MARKETING PERSONALIZATION How o increase your sales wih personalized riggered emails ECOMMERCE TRIGGERED EMAILS BEST PRACTICES Triggered emails are generaed in real ime based on each

More information

A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation

A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation A Noe on Using he Svensson procedure o esimae he risk free rae in corporae valuaion By Sven Arnold, Alexander Lahmann and Bernhard Schwezler Ocober 2011 1. The risk free ineres rae in corporae valuaion

More information

Mortality Variance of the Present Value (PV) of Future Annuity Payments

Mortality Variance of the Present Value (PV) of Future Annuity Payments Morali Variance of he Presen Value (PV) of Fuure Annui Pamens Frank Y. Kang, Ph.D. Research Anals a Frank Russell Compan Absrac The variance of he presen value of fuure annui pamens plas an imporan role

More information

Answer, Key Homework 2 David McIntyre 45123 Mar 25, 2004 1

Answer, Key Homework 2 David McIntyre 45123 Mar 25, 2004 1 Answer, Key Homework 2 Daid McInyre 4123 Mar 2, 2004 1 This prin-ou should hae 1 quesions. Muliple-choice quesions may coninue on he ne column or page find all choices before making your selecion. The

More information

arxiv:physics/0604187v2 [physics.soc-ph] 19 Jan 2007

arxiv:physics/0604187v2 [physics.soc-ph] 19 Jan 2007 Epidemic spreading in laice-embedded scale-free neworks arxiv:physics/0604187v2 [physics.soc-ph] 19 Jan 2007 Xin-Jian Xu a, Zhi-Xi Wu b, Guanrong Chen c a Deparameno de Física da Universidade de Aveiro,

More information

Capacitors and inductors

Capacitors and inductors Capaciors and inducors We coninue wih our analysis of linear circuis by inroducing wo new passive and linear elemens: he capacior and he inducor. All he mehods developed so far for he analysis of linear

More information

Inductance and Transient Circuits

Inductance and Transient Circuits Chaper H Inducance and Transien Circuis Blinn College - Physics 2426 - Terry Honan As a consequence of Faraday's law a changing curren hrough one coil induces an EMF in anoher coil; his is known as muual

More information

Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling

Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling Name: Algebra II Review for Quiz #13 Exponenial and Logarihmic Funcions including Modeling TOPICS: -Solving Exponenial Equaions (The Mehod of Common Bases) -Solving Exponenial Equaions (Using Logarihms)

More information

Motion Along a Straight Line

Motion Along a Straight Line Moion Along a Sraigh Line On Sepember 6, 993, Dave Munday, a diesel mechanic by rade, wen over he Canadian edge of Niagara Falls for he second ime, freely falling 48 m o he waer (and rocks) below. On his

More information

Lectures # 5 and 6: The Prime Number Theorem.

Lectures # 5 and 6: The Prime Number Theorem. Lecures # 5 and 6: The Prime Number Theorem Noah Snyder July 8, 22 Riemann s Argumen Riemann used his analyically coninued ζ-funcion o skech an argumen which would give an acual formula for π( and sugges

More information

THE PRESSURE DERIVATIVE

THE PRESSURE DERIVATIVE Tom Aage Jelmer NTNU Dearmen of Peroleum Engineering and Alied Geohysics THE PRESSURE DERIVATIVE The ressure derivaive has imoran diagnosic roeries. I is also imoran for making ye curve analysis more reliable.

More information

4 Convolution. Recommended Problems. x2[n] 1 2[n]

4 Convolution. Recommended Problems. x2[n] 1 2[n] 4 Convoluion Recommended Problems P4.1 This problem is a simple example of he use of superposiion. Suppose ha a discree-ime linear sysem has oupus y[n] for he given inpus x[n] as shown in Figure P4.1-1.

More information

An Optimal Control Approach to Inventory-Production Systems with Weibull Distributed Deterioration

An Optimal Control Approach to Inventory-Production Systems with Weibull Distributed Deterioration Journal of Mahemaics and Saisics 5 (3):6-4, 9 ISSN 549-3644 9 Science Publicaions An Opimal Conrol Approach o Invenory-Producion Sysems wih Weibull Disribued Deerioraion Md. Aiul Baen and Anon Abdulbasah

More information

Analysis of Planck and the Equilibrium ofantis in Tropical Physics

Analysis of Planck and the Equilibrium ofantis in Tropical Physics Emergence of Fokker-Planck Dynamics wihin a Closed Finie Spin Sysem H. Niemeyer(*), D. Schmidke(*), J. Gemmer(*), K. Michielsen(**), H. de Raed(**) (*)Universiy of Osnabrück, (**) Supercompuing Cener Juelich

More information

Module 3 Design for Strength. Version 2 ME, IIT Kharagpur

Module 3 Design for Strength. Version 2 ME, IIT Kharagpur Module 3 Design for Srengh Lesson 2 Sress Concenraion Insrucional Objecives A he end of his lesson, he sudens should be able o undersand Sress concenraion and he facors responsible. Deerminaion of sress

More information

Differential Equations and Linear Superposition

Differential Equations and Linear Superposition Differenial Equaions and Linear Superposiion Basic Idea: Provide soluion in closed form Like Inegraion, no general soluions in closed form Order of equaion: highes derivaive in equaion e.g. dy d dy 2 y

More information

The Torsion of Thin, Open Sections

The Torsion of Thin, Open Sections EM 424: Torsion of hin secions 26 The Torsion of Thin, Open Secions The resuls we obained for he orsion of a hin recangle can also be used be used, wih some qualificaions, for oher hin open secions such

More information

9. Capacitor and Resistor Circuits

9. Capacitor and Resistor Circuits ElecronicsLab9.nb 1 9. Capacior and Resisor Circuis Inroducion hus far we have consider resisors in various combinaions wih a power supply or baery which provide a consan volage source or direc curren

More information

e, [ev]" I j, Proposed Digital Simulation for Controlled Slip Drive [i] I' ) [L] L' I

e, [ev] I j, Proposed Digital Simulation for Controlled Slip Drive [i] I' ) [L] L' I J. Eng. Sri. King Saud Univ. Vo. II pp. 141-146 (1985) Proposed Digia Simuaion or Conroed Sip Drive Nomencaure [e] e [ev]" I j [i] I' ) [L] L' I L' I M n p P R' R' T TL [V] \I W' XIX Z ( 8 ii AI connecion

More information

Cointegration: The Engle and Granger approach

Cointegration: The Engle and Granger approach Coinegraion: The Engle and Granger approach Inroducion Generally one would find mos of he economic variables o be non-saionary I(1) variables. Hence, any equilibrium heories ha involve hese variables require

More information

Option Pricing Under Stochastic Interest Rates

Option Pricing Under Stochastic Interest Rates I.J. Engineering and Manufacuring, 0,3, 8-89 ublished Online June 0 in MECS (hp://www.mecs-press.ne) DOI: 0.585/ijem.0.03. Available online a hp://www.mecs-press.ne/ijem Opion ricing Under Sochasic Ineres

More information

AP Calculus AB 2010 Scoring Guidelines

AP Calculus AB 2010 Scoring Guidelines AP Calculus AB 1 Scoring Guidelines The College Board The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and opporuniy. Founded in 1, he College

More information

ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS IN GAUSSIAN FINANCIAL ENVIRONMENT

ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS IN GAUSSIAN FINANCIAL ENVIRONMENT Teor Imov r.amaem.sais. Theor. Probabiliy and Mah. Sais. Vip. 7, 24 No. 7, 25, Pages 15 111 S 94-9(5)634-4 Aricle elecronically published on Augus 12, 25 ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE

More information

Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of Thailand

Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of Thailand 36 Invesmen Managemen and Financial Innovaions, 4/4 Marke Liquidiy and he Impacs of he Compuerized Trading Sysem: Evidence from he Sock Exchange of Thailand Sorasar Sukcharoensin 1, Pariyada Srisopisawa,

More information

Pulse-Width Modulation Inverters

Pulse-Width Modulation Inverters SECTION 3.6 INVERTERS 189 Pulse-Widh Modulaion Inverers Pulse-widh modulaion is he process of modifying he widh of he pulses in a pulse rain in direc proporion o a small conrol signal; he greaer he conrol

More information

LIFE INSURANCE WITH STOCHASTIC INTEREST RATE. L. Noviyanti a, M. Syamsuddin b

LIFE INSURANCE WITH STOCHASTIC INTEREST RATE. L. Noviyanti a, M. Syamsuddin b LIFE ISURACE WITH STOCHASTIC ITEREST RATE L. oviyani a, M. Syamsuddin b a Deparmen of Saisics, Universias Padjadjaran, Bandung, Indonesia b Deparmen of Mahemaics, Insiu Teknologi Bandung, Indonesia Absrac.

More information

Delay Estimator and Improved Proportionate Multi-Delay Adaptive Filtering Algorithm

Delay Estimator and Improved Proportionate Multi-Delay Adaptive Filtering Algorithm 18 E. VERTELETSKAYA K. SAKHNOV B. ŠIMÁK DELAY ESTIMATOR AND IMPROVED PROPORTIONATE MULTI-DELAY Delay Esimaor and Improved Proporionae Muli-Delay Adapive Filering Algorihm Eaerina VERTELETSKAYA Kirill SAKHNOV

More information

WATER MIST FIRE PROTECTION RELIABILITY ANALYSIS

WATER MIST FIRE PROTECTION RELIABILITY ANALYSIS WATER MIST FIRE PROTECTION RELIABILITY ANALYSIS Shuzhen Xu Research Risk and Reliabiliy Area FM Global Norwood, Massachuses 262, USA David Fuller Engineering Sandards FM Global Norwood, Massachuses 262,

More information

Statistical Analysis with Little s Law. Supplementary Material: More on the Call Center Data. by Song-Hee Kim and Ward Whitt

Statistical Analysis with Little s Law. Supplementary Material: More on the Call Center Data. by Song-Hee Kim and Ward Whitt Saisical Analysis wih Lile s Law Supplemenary Maerial: More on he Call Cener Daa by Song-Hee Kim and Ward Whi Deparmen of Indusrial Engineering and Operaions Research Columbia Universiy, New York, NY 17-99

More information

Skewness and Kurtosis Adjusted Black-Scholes Model: A Note on Hedging Performance

Skewness and Kurtosis Adjusted Black-Scholes Model: A Note on Hedging Performance Finance Leers, 003, (5), 6- Skewness and Kurosis Adjused Black-Scholes Model: A Noe on Hedging Performance Sami Vähämaa * Universiy of Vaasa, Finland Absrac his aricle invesigaes he dela hedging performance

More information

Usefulness of the Forward Curve in Forecasting Oil Prices

Usefulness of the Forward Curve in Forecasting Oil Prices Usefulness of he Forward Curve in Forecasing Oil Prices Akira Yanagisawa Leader Energy Demand, Supply and Forecas Analysis Group The Energy Daa and Modelling Cener Summary When people analyse oil prices,

More information

The Derivative of a Constant is Zero

The Derivative of a Constant is Zero Sme Simple Algrihms fr Calculaing Derivaives The Derivaive f a Cnsan is Zer Suppse we are l ha x x where x is a cnsan an x represens he psiin f an bjec n a sraigh line pah, in her wrs, he isance ha he

More information

Behavior Analysis of a Biscuit Making Plant using Markov Regenerative Modeling

Behavior Analysis of a Biscuit Making Plant using Markov Regenerative Modeling Behavior Analysis of a Biscui Making lan using Markov Regeneraive Modeling arvinder Singh & Aul oyal Deparmen of Mechanical Engineering, Lala Lajpa Rai Insiue of Engineering & Technology, Moga -, India

More information

Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment

Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment Vol. 7, No. 6 (04), pp. 365-374 hp://dx.doi.org/0.457/ijhi.04.7.6.3 Research on Invenory Sharing and Pricing Sraegy of Mulichannel Reailer wih Channel Preference in Inerne Environmen Hanzong Li College

More information

Voltage level shifting

Voltage level shifting rek Applicaion Noe Number 1 r. Maciej A. Noras Absrac A brief descripion of volage shifing circuis. 1 Inroducion In applicaions requiring a unipolar A volage signal, he signal may be delivered from a bi-polar

More information

CHAPTER FIVE. Solutions for Section 5.1

CHAPTER FIVE. Solutions for Section 5.1 CHAPTER FIVE 5. SOLUTIONS 87 Soluions for Secion 5.. (a) The velociy is 3 miles/hour for he firs hours, 4 miles/hour for he ne / hour, and miles/hour for he las 4 hours. The enire rip lass + / + 4 = 6.5

More information

Morningstar Investor Return

Morningstar Investor Return Morningsar Invesor Reurn Morningsar Mehodology Paper Augus 31, 2010 2010 Morningsar, Inc. All righs reserved. The informaion in his documen is he propery of Morningsar, Inc. Reproducion or ranscripion

More information

Communication Networks II Contents

Communication Networks II Contents 3 / 1 -- Communicaion Neworks II (Görg) -- www.comnes.uni-bremen.de Communicaion Neworks II Conens 1 Fundamenals of probabiliy heory 2 Traffic in communicaion neworks 3 Sochasic & Markovian Processes (SP

More information

DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR

DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR Invesmen Managemen and Financial Innovaions, Volume 4, Issue 3, 7 33 DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR Ahanasios

More information

A general decomposition formula for derivative prices in stochastic volatility models

A general decomposition formula for derivative prices in stochastic volatility models A general decomposiion formula for derivaive prices in sochasic volailiy models Elisa Alòs Universia Pompeu Fabra C/ Ramón rias Fargas, 5-7 85 Barcelona Absrac We see ha he price of an european call opion

More information

Chapter 6: Business Valuation (Income Approach)

Chapter 6: Business Valuation (Income Approach) Chaper 6: Business Valuaion (Income Approach) Cash flow deerminaion is one of he mos criical elemens o a business valuaion. Everyhing may be secondary. If cash flow is high, hen he value is high; if he

More information

Technical Appendix to Risk, Return, and Dividends

Technical Appendix to Risk, Return, and Dividends Technical Appendix o Risk, Reurn, and Dividends Andrew Ang Columbia Universiy and NBER Jun Liu UC San Diego This Version: 28 Augus, 2006 Columbia Business School, 3022 Broadway 805 Uris, New York NY 10027,

More information

Probabilities of Default and the Market Price of Risk in a Distressed Economy

Probabilities of Default and the Market Price of Risk in a Distressed Economy WP//75 Probabiliies o Deaul and he Marke Price o Risk in a Disressed Economy Raphael Espinoza and Miguel Segoviano 20 Inernaional Moneary Fund WP// IMF Working Paper Sraegy, Policy and Review Deparmen

More information

1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t,

1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t, Homework6 Soluions.7 In Problem hrough 4 use he mehod of variaion of parameers o find a paricular soluion of he given differenial equaion. Then check your answer by using he mehod of undeermined coeffiens..

More information

STUDY ON THE GRAVIMETRIC MEASUREMENT OF THE SWELLING BEHAVIORS OF POLYMER FILMS

STUDY ON THE GRAVIMETRIC MEASUREMENT OF THE SWELLING BEHAVIORS OF POLYMER FILMS 452 Rev. Adv. Maer. Sci. 33 (2013) 452-458 J. Liu, X.J. Zheng and K.Y. Tang STUDY ON THE GRAVIMETRIC MEASUREMENT OF THE SWELLING BEHAVIORS OF POLYMER FILMS J. Liu, X. J. Zheng and K. Y. Tang College of

More information

Direc Manipulaion Inerface and EGN algorithms

Direc Manipulaion Inerface and EGN algorithms A Direc Manipulaion Inerface for 3D Compuer Animaion Sco Sona Snibbe y Brown Universiy Deparmen of Compuer Science Providence, RI 02912, USA Absrac We presen a new se of inerface echniques for visualizing

More information

Endpoint Strichartz estimates and global solutions for the nonlinear Dirac equation 1

Endpoint Strichartz estimates and global solutions for the nonlinear Dirac equation 1 Endpoin Sricharz esimaes and global soluions for he nonlinear Dirac equaion 1 Shuji Machihara, Makoo Nakamura, Kenji Nakanishi, and Tohru Ozawa Absrac. We prove endpoin Sricharz esimaes for he Klein-Gordon

More information

Term Structure of Prices of Asian Options

Term Structure of Prices of Asian Options Term Srucure of Prices of Asian Opions Jirô Akahori, Tsuomu Mikami, Kenji Yasuomi and Teruo Yokoa Dep. of Mahemaical Sciences, Risumeikan Universiy 1-1-1 Nojihigashi, Kusasu, Shiga 525-8577, Japan E-mail:

More information

Why Did the Demand for Cash Decrease Recently in Korea?

Why Did the Demand for Cash Decrease Recently in Korea? Why Did he Demand for Cash Decrease Recenly in Korea? Byoung Hark Yoo Bank of Korea 26. 5 Absrac We explores why cash demand have decreased recenly in Korea. The raio of cash o consumpion fell o 4.7% in

More information

Switching Regulator IC series Capacitor Calculation for Buck converter IC

Switching Regulator IC series Capacitor Calculation for Buck converter IC Swiching Regulaor IC series Capacior Calculaion for Buck converer IC No.14027ECY02 This applicaion noe explains he calculaion of exernal capacior value for buck converer IC circui. Buck converer IIN IDD

More information

A Two-Account Life Insurance Model for Scenario-Based Valuation Including Event Risk Jensen, Ninna Reitzel; Schomacker, Kristian Juul

A Two-Account Life Insurance Model for Scenario-Based Valuation Including Event Risk Jensen, Ninna Reitzel; Schomacker, Kristian Juul universiy of copenhagen Universiy of Copenhagen A Two-Accoun Life Insurance Model for Scenario-Based Valuaion Including Even Risk Jensen, Ninna Reizel; Schomacker, Krisian Juul Published in: Risks DOI:

More information

Economics Honors Exam 2008 Solutions Question 5

Economics Honors Exam 2008 Solutions Question 5 Economics Honors Exam 2008 Soluions Quesion 5 (a) (2 poins) Oupu can be decomposed as Y = C + I + G. And we can solve for i by subsiuing in equaions given in he quesion, Y = C + I + G = c 0 + c Y D + I

More information

Satisfiability Solvers are Static Analysers

Satisfiability Solvers are Static Analysers Saisiabiliy Solvers are Saic Analysers Vijay D Silva, Leopold Haller, and Daniel Kroening Deparmen o Compuer Science, Oxord Universiy irsname.surname@cs.ox.ac.uk Absrac. This paper shows ha several proposiional

More information

17 Laplace transform. Solving linear ODE with piecewise continuous right hand sides

17 Laplace transform. Solving linear ODE with piecewise continuous right hand sides 7 Laplace ransform. Solving linear ODE wih piecewise coninuous righ hand sides In his lecure I will show how o apply he Laplace ransform o he ODE Ly = f wih piecewise coninuous f. Definiion. A funcion

More information

Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613.

Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613. Graduae School of Business Adminisraion Universiy of Virginia UVA-F-38 Duraion and Convexiy he price of a bond is a funcion of he promised paymens and he marke required rae of reurn. Since he promised

More information

PRESSURE BUILDUP. Figure 1: Schematic of an ideal buildup test

PRESSURE BUILDUP. Figure 1: Schematic of an ideal buildup test Tom Aage Jelmer NTNU Dearmen of Peroleum Engineering and Alied Geohysics PRESSURE BUILDUP I is difficul o kee he rae consan in a roducing well. This is no an issue in a buildu es since he well is closed.

More information

DETERMINISTIC INVENTORY MODEL FOR ITEMS WITH TIME VARYING DEMAND, WEIBULL DISTRIBUTION DETERIORATION AND SHORTAGES KUN-SHAN WU

DETERMINISTIC INVENTORY MODEL FOR ITEMS WITH TIME VARYING DEMAND, WEIBULL DISTRIBUTION DETERIORATION AND SHORTAGES KUN-SHAN WU Yugoslav Journal of Operaions Research 2 (22), Number, 6-7 DEERMINISIC INVENORY MODEL FOR IEMS WIH IME VARYING DEMAND, WEIBULL DISRIBUION DEERIORAION AND SHORAGES KUN-SHAN WU Deparmen of Bussines Adminisraion

More information

COMPLEMENTARY RELATIONSHIPS BETWEEN EDUCATION AND INNOVATION

COMPLEMENTARY RELATIONSHIPS BETWEEN EDUCATION AND INNOVATION Discussion Paper No. 731 COMPLEMENTARY RELATIONSHIPS BETWEEN EDUCATION AND INNOVATION Kasuhiko Hori and Kasunori Yamada February 2009 The Insiue of Social and Economic Research Osaka Universiy 6-1 Mihogaoka,

More information

Signal Processing and Linear Systems I

Signal Processing and Linear Systems I Sanford Universiy Summer 214-215 Signal Processing and Linear Sysems I Lecure 5: Time Domain Analysis of Coninuous Time Sysems June 3, 215 EE12A:Signal Processing and Linear Sysems I; Summer 14-15, Gibbons

More information

Pricing under Constraints in Access Networks: Revenue Maximization and Congestion Management

Pricing under Constraints in Access Networks: Revenue Maximization and Congestion Management Pricing under Consrains in Access Neworks: Revenue Maximizaion and Congesion Managemen Prashanh Hande 1,2, Mung Chiang 1, Rober Calderbank 1, Junshan Zhang 3 1 Deparmen o Elecrical Engineering, Princeon

More information

Pricing Fixed-Income Derivaives wih he Forward-Risk Adjused Measure Jesper Lund Deparmen of Finance he Aarhus School of Business DK-8 Aarhus V, Denmark E-mail: jel@hha.dk Homepage: www.hha.dk/~jel/ Firs

More information

SOLID MECHANICS TUTORIAL GEAR SYSTEMS. This work covers elements of the syllabus for the Edexcel module 21722P HNC/D Mechanical Principles OUTCOME 3.

SOLID MECHANICS TUTORIAL GEAR SYSTEMS. This work covers elements of the syllabus for the Edexcel module 21722P HNC/D Mechanical Principles OUTCOME 3. SOLI MEHNIS TUTORIL GER SYSTEMS This work covers elemens of he syllabus for he Edexcel module 21722P HN/ Mechanical Principles OUTOME 3. On compleion of his shor uorial you should be able o do he following.

More information

An Optimal Strategy of Natural Hedging for. a General Portfolio of Insurance Companies

An Optimal Strategy of Natural Hedging for. a General Portfolio of Insurance Companies An Opimal Sraegy of Naural Hedging for a General Porfolio of Insurance Companies Hong-Chih Huang 1 Chou-Wen Wang 2 De-Chuan Hong 3 ABSTRACT Wih he improvemen of medical and hygienic echniques, life insurers

More information