[BSHM meetings] Topics in the history of financial mathematics: early commerce to chaos in modern stock markets

This account provides an overview of the study day, entitled 'Topics in the History of Financial Mathematics: Early commerce to chaos in modern stock markets,' held by the British Society for the History of Mathematics jointly with Gresham College, at Gresham College, London on 25th April 2008. The series of talks explored the development of mathematics and mathematical techniques in a commercial and financial context.

Has cultural studies sounded the death-knell of classical sociology prematurely?: the view from Romani studies

The paper will argue that although Bryan S.Turner's recent defence of classical sociology was seen as apostacy by some, it points to real problems in the idealism and a-historicism of contemporary cultural studies. The paper will examine the importance of the classical sociological problematic in getting the field of Romani Studies started, and the continuing relevance of a sociological approach rooted in history and political economy. [From the Author]

Mathematical modelling of the solidification of liquid tin with electromagnetic stirring

It is well known that during alloy solidification, convection currents close to the so-lidification front have an influence on the structure of dendrites, the local solute concentration, the pattern of solid segregation, and eventually the microstructure of the casting and hence its mechanical properties. Controlled stirring of the melt in continuous casting or in ingot solidification is thought to have a beneficial effect. Free convection currents occur naturally due to temperature differences in the melt and for any given configuration, their strength is a function of the degree of superheat present. A more controlled forced convection current can be induced using electro-magnetic stirring. The authors have applied their Control-Volume based MHD method [1, 2] to the problem of tin solidification in an annular crucible with a water-cooled inner wall and a resistance heated outer one, for both free and forced convection situations and for various degrees of superheat. This problem was studied experimentally by Vives and Perry [3] who obtained temperature measurements, front positions and maps of electro-magnetic body force for a range of superheat values. The results of the mathematical model are compared critically against the experimental ones, in order to validate the model and also to demonstrate the usefulness of the coupled solution technique followed, as a predictive tool and a design aid. Figs 6, refs 19.

Performance evaluation of the register insertion protocol for voice-data integration

The performance of the register insertion protocol for mixed voice-data traffic is investigated by simulation. The simulation model incorporates a common insertion buffer for station and ring packets. Bandwidth allocation is achieved by imposing a queue limit at each node. A simple priority scheme is introduced by allowing the queue limit to vary from node to node. This enables voice traffic to be given priority over data. The effect on performance of various operational and design parameters such as ratio of voice to data traffic, queue limit and voice packet size is investigated. Comparisons are made where possible with related work on other protocols proposed for voice-data integration. The main conclusions are: (a) there is a general degradation of performance as the ratio of voice traffic to data traffic increases, (b) substantial improvement in performance can be achieved by restricting the queue length at data nodes and (c) for a given ring utilisation, smaller voice packets result in lower delays for both voice and data traffic.

A two-dimensional numerical investigation of the oscillatory flow behaviour in rectangular fire compartments with a single horizontal ceiling vent

This paper presents a comparison of fire field model predictions with experiment for the case of a fire within a compartment which is vented (buoyancydriven) to the outside by a single horizontal ceiling vent. Unlike previous work, the mathematical model does not employ a mixing ratio to represent vent temperatures but allows the model to predict vent temperatures a priori. The experiment suggests that the flow through the vent produces oscillatory behaviour in vent temperatures with puffs of smoke emerging from the fire compartment. This type of flow is also predicted by the fire field model. While the numerical predictions are in good qualitative agreement with observations, they overpredict the amplitudes of the temperature oscillations within the vent and also the compartment temperatures. The discrepancies are thought to be due to three-dimensional effects not accounted for in this model as well as using standard ‘practices’ normally used by the community with regards to discretization and turbulence models. Furthermore, it is important to note that the use of the k–ε turbulence model in a transient mode, as is used here, may have a significant effect on the results. The numerical results also suggest that a linear relationship exists between the frequency of vent temperature oscillation (n) and the heat release rate (Q0) of the type n∝Q0.290, similar to that observed for compartments with two horizontal vents. This relationship is predicted to occur only for heat release rates below a critical value. Furthermore, the vent discharge coefficient is found to vary in an oscillatory fashion with a mean value of 0.58. Below the critical heat release rate the mean discharge coefficient is found to be insensitive to fire size.

An investigation of the aspects of occupant behavior required for evacuation modeling

This article examines occupant behavior exhibited during evacuation conditions. This is based on a review of a wide range of published literature concerned with evacuation. Factors influencing evacuation performance can be categorized into four broad areas, namely, configurational, environmental, procedural, and, most importantly, behavioral. The contributory factors associated with each of the four influencing categories are examined in detail and it is suggested that these factors should be represented within evacuation models.

Nanoscopic modelling of the adhesion, indentation and fracture characteristics of metallic systems via molecular dynamics simulations

Large-scale molecular dynamics simulations have been performed on canonical ensembles to model the adhesion and indentation characteristics of 3-D metallic nano-scale junctions in tip-substrate geometries, and the crack propagation in 2-D metallic lattices. It is shown that irreversible flows in nano-volumes of materials control the behaviour of the 3-D nano-contacts, and that local diffusional flow constitutes the atomistic mechanism underlying these plastic flows. These simulations show that the force of adhesion in metallic nano-contacts is reduced when adsorbate monolayers are present at the metal—metal junctions. Our results are in agreement with the conclusions of very accurate point-contact experiments carried out in this field. Our fracture simulations reveal that at low temperatures cleavage fractures can occur in both an elemental metal and an alloy. At elevated temperatures, the nucleation of dislocations is shown to cause a brittle-to-ductile transition. Limiting crack propagation velocities are computed for different strain rates and a dynamic instability is shown to control the crack movement beyond this limiting velocity, in line with the recent experimental results.

The development of a CFD based simulator for water mist suppression systems: the development of the fire submodel

The FIRE Detection and Suppression Simulation (FIREDASS) project was concerned with the development of water misting systems as a possible replacement for halon based fire suppression systems currently used in aircraft cargo holds and ship engine rooms. As part of this program of work, a computational model was developed to assist engineers optimize the design of water mist suppression systems. The model is based on Computational Fluid Dynamics (CFD) and comprised of the following components: fire model; mist model; two-phase radiation model; suppression model; detector/activation model. In this paper the FIREDASS software package is described and the theory behind the fire and radiation sub-models is detailed. The fire model uses prescribed release rates for heat and gaseous combustion products to represent the fire load. Typical release rates have been determined through experimentation. The radiation model is a six-flux model coupled to the gas (and mist) phase. As part of the FIREDASS project, a detailed series of fire experiments were conducted in order to validate the fire model. Model predictions are compared with data from these experiments and good agreement is found.

Shop-scheduling problems with fixed and non-fixed machine orders of the jobs

The paper deals with the determination of an optimal schedule for the so-called mixed shop problem when the makespan has to be minimized. In such a problem, some jobs have fixed machine orders (as in the job-shop), while the operations of the other jobs may be processed in arbitrary order (as in the open-shop). We prove binary NP-hardness of the preemptive problem with three machines and three jobs (two jobs have fixed machine orders and one may have an arbitrary machine order). We answer all other remaining open questions on the complexity status of mixed-shop problems with the makespan criterion by presenting different polynomial and pseudopolynomial algorithms.

A finite volume unstructured mesh approach to dynamic fluid–structure interaction: an assessment of the challenge of predicting the onset of flutter

Computational modelling of dynamic fluid–structure interaction (DFSI) is a considerable challenge. Our approach to this class of problems involves the use of a single software framework for all the phenomena involved, employing finite volume methods on unstructured meshes in three dimensions. This method enables time and space accurate calculations in a consistent manner. One key application of DFSI simulation is the analysis of the onset of flutter in aircraft wings, where the work of Yates et al. [Measured and Calculated Subsonic and Transonic Flutter Characteristics of a 45° degree Sweptback Wing Planform in Air and Freon-12 in the Langley Transonic Dynamic Tunnel. NASA Technical Note D-1616, 1963] on the AGARD 445.6 wing planform still provides the most comprehensive benchmark data available. This paper presents the results of a significant effort to model the onset of flutter for the AGARD 445.6 wing planform geometry. A series of key issues needs to be addressed for this computational approach. • The advantage of using a single mesh, in order to eliminate numerical problems when applying boundary conditions at the fluid-structure interface, is counteracted by the challenge of generating a suitably high quality mesh in both the fluid and structural domains. • The computational effort for this DFSI procedure, in terms of run time and memory requirements, is very significant. Practical simulations require even finer meshes and shorter time steps, requiring parallel implementation for operation on large, high performance parallel systems. • The consistency and completeness of the AGARD data in the public domain is inadequate for use in the validation of DFSI codes when predicting the onset of flutter.

[Book review] Owen Gingerich, The Book Nobody Read: In Pursuit of the Revolutions of Nicolaus Copernicus, Heinemann, 2004

Tony Mann reviews: Owen Gingerich, The Book Nobody Read: In Pursuit of the Revolutions of Nicolaus Copernicus, Heinemann, 2004, 0-434-01315-3, £12.99.

CFD fire simulation of the Swissair flight 111 in-flight fire - part II: fire spread analysis

In 1998, Swissair Flight I I I (SR111) developed an in-flight fire shortly after take-off which resulted in the loss of the aircraft, a McDonnell Douglas MD-I 1, and all passengers and crew. The Transportation Safety Board (TSB) of Canada, Fire and Explosion Group launched a four year investigation into the incident in an attempt to understand the cause and subsequent mechanisms which lead to the rapid spread of the in-flight fire. As part of this investigation, the SMARTFIRE Computational Fluid Dynamics (CFD) software was used to predict the 'possible' development of the fire and associated smoke movement. In this paper the CFD fire simulations are presented and model predictions compared with key findings from the investigation. The model predictions are shown to be consistent with a number of the investigation findings associated with the early stages of the fire development. The analysis makes use of simulated pre-fire airflow conditions within the MD-11 cockpit and above ceiling region presented in an earlier publication (Part 1) which was published in The Aeronautical Journal in January 2006(4).

Experimental and numerical study of the cold crucible melting process

The cold crucible, or induction skull melting process as is otherwise known, has the potential to produce high purity melts of a range of difficult to melt materials, including Ti–Al and Ti6Al4V alloys for Aerospace, Ti–Ta and other biocompatible materials for surgical implants, silicon for photovoltaic and electronic applications, etc. A water cooled AC coil surrounds the crucible causing induction currents to melt the alloy and partially suspend it against gravity away from water-cooled surfaces. Strong stirring takes place in the melt due to the induced electromagnetic Lorentz forces and very high temperatures are attainable under the right conditions (i.e., provided contact with water cooled walls is minimised). In a joint numerical and experimental research programme, various aspects of the design and operation of this process are investigated to increase our understanding of the physical mechanisms involved and to maximise process efficiency. A combination of FV and Spectral CFD techniques are used at Greenwich to tackle this problem numerically, with the experimental work taking place at Birmingham University. Results of this study, presented here, highlight the influence of turbulence and free surface behaviour on attained superheat and also discuss coil design variations and dual frequency options that may lead to winning crucible designs.