A perda de energia de íons na matéria é um tópico importante não apenas devido à sua direta aplicação nas técnicas de análises de materiais mas também na compreensão da interação íon-átomo. O conhecimento preciso do poder de freamento de íons pesados a baixas energias é cada vez mais necessário em ciências dos materiais assim como na física nuclear básica, como por exemplo, no Método da Atenuação do Deslocamento Doppler (DSAM, na sigla em inglês). Nessa técnica, o conhecimento do poder de freamento é utilizado para determinar uma referência temporal para o decaimento nuclear enquanto em recuo em um substrato, tipicamente Au ou Pb. No entanto, o freamento de íons pesados em sólidos é ainda pouco compreendido principalmente com respeito a região de baixas energias devido às dificuldades adicionais que surgem da complicada dependência entre o estado de carga do projétil e sua velocidade instantânea no freador. Como modelos teóricos não são capazes de fornecer fornecer previsões quantitativas confiáveis, os principais modelos utilizados atualmente são de natureza semiempírica. O principal objetivo desse trabalho se concentra na obtenção de novos dados experimentais na região de energia de 100-500 keV/u.m.a., para o freamento de Ti, V, Cr, Co, Ni em Au e Ge e de Ti e Cr em Pb. Os dados experimentais com os íons de Ti, V e Cr foram obtidos utilizando a técnica de espalhamento elástico, na qual o feixe primário é espalhado por átomos de um fino alvo ( 100µg/cm²). O feixe primário espalhado produz átomos do alvo com baixas energia em recuo numa determinada direção. Os experimentais com íons de Co e Ni foram obtidos utilizando um arranjo de ToF-E (Time of Flight - Energy ) que permite a medida do freamento ao longo de uma região contínua de energia. Nesta técnica, para a produção de um feixe com ampla distribuição em energia, o feixe primário monoenergético é espalhado por substrato de Au. Os dados experimentais foram comparados com as previsões da Teoria Binária (TB) e Aproximação de Convolução Unitária (ACU) e dos modelos semiempíricos de Ziegler, Biersack e Littmark (ZBL) e de Northcliffe e Schilling (NS). Apesar dos modelos descreverem razoavelvii mente bem os freamentos de Ti, V e Cr em Au, os dados experimentais para o freamento de Ni em Au, por exemplo, chegam a ser 2 vezes maiores que as previsões de ZBL. / The energy loss of ions in materials is an important issue not only because of its direct applications on material analysis techniques, but also for the understanding of the interactions. Accurate knowledge of heavy ion stopping power at low energies is necessary in materials science as well as in basic physics, e. g. in the Doppler Shift Attenuation Method (DSAM). In this technique the knowledge of stopping power is used to determine the timescale for the decaying nuclei while slowing down in a heavy substrate, usually Au or Pb. Nevertheless, the stopping power of solids for heavy ions is still poorly known. Regarding to low energies, this is especially true due to additional difficulties arising from a complicated dependence of the projectile charge state and its istantaneous velocity in the medium. Since theoretical models are unable to produce reliable quantitative predictions, most models currently in use are of semiempirical nature. The main aim of this work is to present new experimental data in the energy range 100-500 keV/u for Ti, V, Cr, Co and Ni ions slowing down in Au and Ge, and Ti and Cr ions slowing down in Pb. Experimental data for Ti, V, Cr ions were obtained using the elastic recoil technique, where a primary beam is scattered by heavy ions from a thin target (100µg/cm²). The scattered primary beam produces recoiling atoms of the target at low energies and at a given direction, where it is placed the stoppers. Experimental data for Co and Ni ions were obtained using a ToF-E apparatus (Time of Flight - Energy detection system) which allows measuring stopping over a continuous energy range. To produce a beam of Co, for instance, with broad energy range its monoenergetic beam is scattered away by a Au substract. Our experimental data were compared to TB and UCA theories and ZBL and NS semiempical models. Although there is an overall agreement between experiment and theory for Ti, V and Cr ions, the experimental stopping power for Ni in Au, for instance, is about 2 times greater than the ZBL prediction.

The main contribution of this thesis is to examine binary options within the British payoff mechanism introduced by Peskir and Samee. This includes British cash-or-nothing put, British asset-or-nothing put, British binary call and American barrier binary options. We assume the geometric Brownian motion model and reduce the optimal stopping problems to free-boundary problems under the Markovian nature of the underlying process. With the help of the local time-space formula on curves, we derive a closed form expression for the arbitrage-free price in terms of the rational exercise boundary and show that the rational exercise boundary itself can be characterised as the unique solution to a non-linear integral equation. We begin by investigating the binary options of American-type which are also called `one-touch' binary options. Then we move on to examine the British binary options. Chapter~2 reviews the existing work on all different types of the binary options and sets the background for the British binary options. We price and analyse the American-type (one-touch) binary options using the risk-neutral probability method. In Chapters~3 ~4 and ~5, we present the British binary options where the holder enjoys the early exercise feature of American binary options whereupon his payoff is the `best prediction' of the European binary options payoff under the hypothesis that the true drift equals a contract drift. Based on the observed price movements, if the option holder finds that the true drift of the stock price is unfavourable then he can substitute it with the contract drift and minimise his losses. The key to the British binary option is the protection feature as not only can the option holder exercise at unfavourable stock price to a substantial reimbursement of the original option price (covering the ability to sell in a liquid option market completely endogenously) but also when the stock price movements are favourable he will generally receive high returns. Chapters~3 and~4 focus on the British binary put options and Chapter~5 on call options. We also analyse the financial meaning of the British binary options and show that with the contract drift properly selected the British binary options become very attractive alternatives to the classic European/American options. Chapter~6 extends the binary options into barrier binary options and discusses the application of the optimal structure without a smooth-fit condition in the option pricing. We first review the existing work for the knock-in options and present the main results from the literature. Then we examine the method in \cite{dai2004knock} in the application to the knock-in binary options. For the American knock-out binary options, the smooth-fit property does not hold when we apply the local time-space formula on curves. We transfer the expectation of the local time term into a computational form under the basic properties of Brownian motion. Using standard arguments based on Markov processes, we analyse the properties of the value function.

<p>In the 3G standards, wireless communication system can support 2 Mb/s. With this data rate, multimedia communication is realized on handset. However, it is expected that new applications will require even higher data rates in future. In order to fulfil the growing requirement of high data rate, 100 Mb/s is considered as the aim of 4G standards. Such high data rate will result in very large power consumption, which is unacceptable considering the current battery capability. Therefore, reducing the power consumption of turbo decoders becomes a major issue to be solved. This report explores new techniques for implementing low power, small area and high throughput turbo decoders.</p>

<p>In this work we consider a problem of the</p><p>computation of the components of the hedging portfolio structure. In</p><p>literature often one can find valuations and estimations of the</p><p>fair price of American options. But the formulas for hedging portfolio</p><p>are interesting as well and are known for very particular cases</p><p>only. In our work we study different cases of American Put and Russian</p><p>options on finite and infinite horizon.</p>

This thesis consists of extensions of results on a perpetual American swaption problem. Companies routinely plan to swap uncertain benefits with uncertain costs in the future for their own benefits. Our work explores the choice of timing policies associated with the swap in the form of an optimal stopping problem. In this thesis, we have shown that Hu, Oksendal's (1998) condition given in their paper to guarantee that the optimal stopping time is a.s. finite is in fact both a necessary and sufficient condition. We have extended the solution to the problem from a region in the parameter space where optimal stopping times are a.s. finite to a region where optimal stopping times are non-a.s. finite, and have successfully calculated the probability of never stopping in this latter region. We have identified the joint distribution for stopping times and stopping locations in both the a.s. and non-a.s. finite stopping cases. We have also come up with an integral formula for the inner product of a generalized hyperbolic distribution with the Cauchy distribution. Also, we have applied our results to a back-end forestry harvesting model where stochastic costs are assumed to exponentiate upwards to infinity through time. / Graduation date: 2013

Small failures should only disrupt a small part of a network. One way to do this is by marking the surrounding area as untrustworthy --- circumscribing the failure. This can be done with a distributed algorithm using hierarchical clustering and neighbor relations, and the resulting circumscription is near-optimal for convex failures.

In this paper, we discuss the consensus problem for synchronous distributed systems with orderly crash failures. For a synchronous distributed system of n processes with up to t crash failures and f failures actually occur, first, we present a bivalency argument proof to solve the open problem of proving the lower bound, min (t + 1, f + 2) rounds, for early-stopping synchronous consensus with orderly crash failures, where t < n - 1. Then, we extend the system model with orderly crash failures to a new model in which a process is allowed to send multiple messages to the same destination process in a round and the failing processes still respect the order specified by the protocol in sending messages. For this new model, we present a uniform consensus protocol, in which all non-faulty processes always decide and stop immediately by the end of f + 1 rounds. We prove that the lower bound of early stopping protocols for both consensus and uniform consensus are f + 1 rounds under the new model, and our proposed protocol is optimal. / Singapore-MIT Alliance (SMA)

In this work we consider a problem of the computation of the components of the hedging portfolio structure. In literature often one can find valuations and estimations of the fair price of American options. But the formulas for hedging portfolio are interesting as well and are known for very particular cases only. In our work we study different cases of American Put and Russian options on finite and infinite horizon.

The biological effects of charged particles is of interest in particle therapy, radiation protection and space radiation science and known to be dependent on both absorbed dose and radiation quality or LET. Microdosimetry is a technique which uses a tissue equivalent gas to simulate microscopic tissue sites of the order of cellular dimensions and the principles of gas ionization devices to measure deposited energy. The Gas Electron Multiplier (GEM) has been used since 1997 for tracking particles and for the determination of particle energy. In general, the GEM detector works in either tracking or energy deposition mode. The instrument proposed here is a combination of both, for the purpose of determining the energy deposition in simulated microscopic sites over the charged particle range and in particular at the end of the range where local energy deposition increases in the so‐called Bragg‐peak region. The detector is designed to track particles of various energies for 5 cm in one dimension, while providing the particle energy deposition every 0.5 cm of its track. The reconfiguration of the detector for different particle energies is very simple and achieved by adjusting the pressure of the gas inside the detector and resistor chain. In this manner, the detector can be used to study various ion beams and their dose distributions to tissues. Initial work is being carried out using an isotopic source of alpha particles and this thesis will describe the construction of the GEM‐based detector, computer modelling of the expected gas‐gain and performance of the device as well as comparisons with experimentally measured data of segmented energy deposition. / UOIT

In the 3G standards, wireless communication system can support 2 Mb/s. With this data rate, multimedia communication is realized on handset. However, it is expected that new applications will require even higher data rates in future. In order to fulfil the growing requirement of high data rate, 100 Mb/s is considered as the aim of 4G standards. Such high data rate will result in very large power consumption, which is unacceptable considering the current battery capability. Therefore, reducing the power consumption of turbo decoders becomes a major issue to be solved. This report explores new techniques for implementing low power, small area and high throughput turbo decoders.