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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 415 records · Page 23
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

The price of a large electron Yukawa modification

The theoretical implications of an electron Yukawa modification are considered in the context of a possible Higgs pole run at FCC-ee, aimed at bounding this coupling. We start from an effective field theory viewpoint, considering the impact of renormalisation group effects on related observables and also examining assumptions on the broader UV flavour structure. We then give an overview of the landscape of simplified models, investigating phenomenological constraints arising at higher orders. A short discussion of fine-tuning is also included.

Anomalous Higgs Couplings↗
DOE OSTI2011

Convergence of the Approximation Scheme to American Option Pricing via the Discrete Morse Semiflow

We consider the approximation scheme to the American call option via the discrete Morse semiflow, which is a minimizing scheme of a time semi-discretized variational functional. In this paper we obtain a rate of convergence of approximate solutions and the convergence of approximate free boundaries. We mainly apply the theory of variational inequalities and that of viscosity solutions to prove our results.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

A Model-Free No-arbitrage Price Bound for Variance Options

We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

An efficient computational algorithm for pricing European, barrier and American options

In this work, we use the spectral collocation technique for spatial derivatives and predictor–corrector method for time integration to solve the Black–Scholes (B–S) equation. If the spectral collocation method is worked properly, then we get high accuracy in the numerical solutions. Firstly, theory of application of Chebyshev spectral collocation technique and domain decomposition method on the B–S equation is presented. This method gets a stiff system of differential equations. Secondly, by using the predictor–corrector method with variable step size, we obtain the high accuracy approximate solution in the numerical integration of the stiff system of DEs. We present the order of accuracy for the proposed method. The numerical results show the efficiency and validity of the method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Use of CaO as an activator for producing a price-competitive non-cement structural binder using ground granulated blast furnace slag

The use of calcium oxide (CaO) demonstrates a superior potential for the activation of ground granulated blast furnace slag (GGBFS), and it produces a higher mechanical strength than calcium hydroxide [Ca(OH){sub 2}]. The mechanical strength differences between CaO- and Ca(OH){sub 2}-activated GGBFS binders are explored using isothermal calorimetry, powder X-ray diffraction, thermogravimetric and differential thermal analysis (TGA and DTA) as well as compressive strength testing. Calcium silicate hydrate (C–S–H), Ca(OH){sub 2} and a hydrotalcite-like phase are found as reaction products in all samples. The TGA and DTA results indicate that the use of CaO produces more C–S–H, although this is not likely to be the primary cause of higher strength development in the CaO-activated GGBFS. Rather, other factors such as porosity may govern the strength at a higher order of magnitude. Significant reduction of Ca(OH){sub 2} occurs only with the use of Ca(OH){sub 2}, followed by the formation of carbonate (CaCO{sub 3}), indicating carbonation. -- Highlights: •CaO showed a better potential for the activation of GGBFS than Ca(OH){sub 2}. •Strength test, XRD, TGA/DTA and isothermal calorimetry are used. •C-S-H, Ca(OH){sub 2}, and a hydrotalcite-like phase are found in all samples. •The use of Ca(OH){sub 2} causes some degree of carbonation.

36 MATERIALS SCIENCE↗