显示搜索
我的图书馆
OALib Journal期刊
ISSN: 2333-9721
费用:99美元
投稿
时间不限
( 2673 )
( 2672 )
( 2208 )
( 2024 )
自定义范围…
We solve two Markowitz optimization problems for the one-step financial model with a finite number of assets. In our results, the classical (inefficient) constraints are replaced by coherent measures of risk that are continuous from below. The methodology of proof requires optimization techniques based on functional analysis methods. We solve explicitly both problems in the important case of Tail Value at Risk.
The Gross-Pitaevskii equation (GPE), that describes the wave function of a number of coherent Bose particles contained in a trap, contains the cube of the normalized wave function, times a factor proportional to the number of coherent atoms. The square of the wave function, times the above mentioned factor, is defined as the Hartree potential. A method implemented here for the numerical solution of the GPE consists in obtaining the Hartree potential iteratively, starting with the Thomas Fermi approximation to this potential. The energy eigenvalues and the corresponding wave functions for each successive potential are obtained by a spectral method described previously. After approximately 35 iterations a stability of eight significant figures for the energy eigenvalues is obtained. This method has the advantage of being physically intuitive, and could be extended to the calculation of a shell-model potential in nuclear physics, once the Pauli exclusion principle is allowed for.