An Immersed Interface Method for the Incompressible Navier-Stokes Equations in Irregular Domains

We present an immersed interface method for the incompressible Navier Stokes equations capable of handling rigid immersed boundaries. The immersed boundary is represented by a set of Lagrangian control points. In order to guarantee that the no-slip condition on the boundary is satisfied, singular forces are applied on the fluid at the immersed boundary. The forces are related to the jumps in pressure and the jumps in the derivatives of both pressure and velocity, and are interpolated using cubic splines. The strength of singular forces is determined by solving a small system of equations at each time step. The Navier-Stokes equations are discretized on a staggered Cartesian grid by a second order accurate projection method for pressure and velocity.

Numerical Simulation of Electroosmotic Flow with Step Change in Zeta Potential

Electroosmotic flow is a convenient mechanism for transporting polar fluid in a microfluidic device. The flow is generated through the application of an external electric field that acts on the free charges that exists in a thin Debye layer at the channel walls. The charge on the wall is due to the chemistry of the solid-fluid interface, and it can vary along the channel, e.g. due to modification of the wall. This investigation focuses on the simulation of the electroosmotic flow (EOF) profile in a cylindrical microchannel with step change in zeta potential. The modified Navier-Stoke equation governing the velocity field and a non-linear two-dimensional Poisson-Boltzmann equation governing the electrical double-layer (EDL) field distribution are solved numerically using finite control-volume method. Continuities of flow rate and electric current are enforced resulting in a non-uniform electrical field and pressure gradient distribution along the channel. The resulting parabolic velocity distribution at the junction of the step change in zeta potential, which is more typical of a pressure-driven velocity flow profile, is obtained.

Temporary and Permanent Buyout Prices in Online Auctions

Increasingly used in online auctions, buyout prices allow bidders to instantly purchase the item listed. We distinguish two types: a temporary buyout option disappears if a bid above the reserve price is made; a permanent one remains throughout the auction or until it is exercised. In a model featuring time-sensitive bidders with uniform valuations and Poisson arrivals but endogenous bidding times, we focus on finding temporary and permanent buyout prices maximizing the seller's discounted revenue, and examine the relative benefit of using each type of option in various environments. We characterize equilibrium bidder strategies in both cases and then solve the problem of maximizing seller's utility by simulation. Our numerical experiments suggest that buyout options may significantly increase a seller’s revenue. Additionally, while a temporary buyout option promotes early bidding, a permanent option gives an incentive to the bidders to bid late, thus leading to concentrated bids near the end of the auction.