Application of a bounded upwinding scheme to complex fluid dynamics problems

This paper is concerned with an overview of upwinding schemes, and further nonlinear applications of a recently introduced high resolution upwind differencing scheme, namely the ADBQUICKEST [V.G. Ferreira, F.A. Kurokawa, R.A.B. Queiroz, M.K. Kaibara, C.M. Oishi, J.A.Cuminato, A.F. Castelo, M.F. Tomé, S. McKee, assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems, International Journal for Numerical Methods in Fluids 60 (2009) 1-26]. The ADBQUICKEST scheme is a new TVD version of the QUICKEST [B.P. Leonard, A stable and accurate convective modeling procedure based on quadratic upstream interpolation, Computer Methods in Applied Mechanics and Engineering 19 (1979) 59-98] for solving nonlinear balance laws. The scheme is based on the concept of NV and TVD formalisms and satisfies a convective boundedness criterion. The accuracy of the scheme is compared with other popularly used convective upwinding schemes (see, for example, Roe (1985) [19], Van Leer (1974) [18] and Arora & Roe (1997) [17]) for solving nonlinear conservation laws (for example, Buckley-Leverett, shallow water and Euler equations). The ADBQUICKEST scheme is then used to solve six types of fluid flow problems of increasing complexity: namely, 2D aerosol filtration by fibrous filters; axisymmetric flow in a tubular membrane; 2D two-phase flow in a fluidized bed; 2D compressible Orszag-Tang MHD vortex; axisymmetric jet onto a flat surface at low Reynolds number and full 3D incompressible flows involving moving free surfaces. The numerical simulations indicate that this convective upwinding scheme is a good generic alternative for solving complex fluid dynamics problems. © 2012.

Three-dimensional transient complex free surface flows: Numerical simulation of XPP fluid

In this paper we present a finite difference MAC-type approach for solving three-dimensional viscoelastic incompressible free surface flows governed by the eXtended Pom-Pom (XPP) model, considering a wide range of parameters. The numerical formulation presented in this work is an extension to three-dimensions of our implicit technique [Journal of Non-Newtonian Fluid Mechanics 166 (2011) 165-179] for solving two-dimensional viscoelastic free surface flows. To enhance the stability of the numerical method, we employ a combination of the projection method with an implicit technique for treating the pressure on the free surfaces. The differential constitutive equation of the fluid is solved using a second-order Runge-Kutta scheme. The numerical technique is validated by performing a mesh refinement study on a pipe flow, and the numerical results presented include the simulation of two complex viscoelastic free surface flows: extrudate-swell problem and jet buckling phenomenon. © 2013 Elsevier B.V.

Cash balance management: A comparison between genetic algorithms and particle swarm optimization

This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using Miller-Orr model, which consists in a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower bound, an ideal balance and an upper bound. Thus, this paper proposes the application of GA and PSO to minimize the Total Cost of cash maintenance, obtaining the parameter of the lower bound of the Miller-Orr model, using for this the assumptions presented in literature. Computational experiments were applied in the development and validation of the models. The results indicated that both the GA and PSO are applicable in determining the cash level from the lower limit, with best results of PSO model, which had not yet been applied in this type of problem.

3D probability tomography: theoretical developments and applications to high-resolution geophysical prospecting

The theory of the 3D multipole probability tomography method (3D GPT) to image source poles, dipoles, quadrupoles and octopoles, of a geophysical vector or scalar field dataset is developed. A geophysical dataset is assumed to be the response of an aggregation of poles, dipoles, quadrupoles and octopoles. These physical sources are used to reconstruct without a priori assumptions the most probable position and shape of the true geophysical buried sources, by determining the location of their centres and critical points of their boundaries, as corners, wedges and vertices. This theory, then, is adapted to the geoelectrical, gravity and self potential methods. A few synthetic examples using simple geometries and three field examples are discussed in order to demonstrate the notably enhanced resolution power of the new approach. At first, the application to a field example related to a dipole–dipole geoelectrical survey carried out in the archaeological park of Pompei is presented. The survey was finalised to recognize remains of the ancient Roman urban network including roads, squares and buildings, which were buried under the thick pyroclastic cover fallen during the 79 AD Vesuvius eruption. The revealed anomaly structures are ascribed to wellpreserved remnants of some aligned walls of Roman edifices, buried and partially destroyed by the 79 AD Vesuvius pyroclastic fall. Then, a field example related to a gravity survey carried out in the volcanic area of Mount Etna (Sicily, Italy) is presented, aimed at imaging as accurately as possible the differential mass density structure within the first few km of depth inside the volcanic apparatus. An assemblage of vertical prismatic blocks appears to be the most probable gravity model of the Etna apparatus within the first 5 km of depth below sea level. Finally, an experimental SP dataset collected in the Mt. Somma-Vesuvius volcanic district (Naples, Italy) is elaborated in order to define location and shape of the sources of two SP anomalies of opposite sign detected in the northwestern sector of the surveyed area. The modelled sources are interpreted as the polarization state induced by an intense hydrothermal convective flow mechanism within the volcanic apparatus, from the free surface down to about 3 km of depth b.s.l..

Does flow experience lead to risk? How and for whom

Background: Previous research has focused on the positive consequences of flow, an intrinsically rewarding state of deep absorption. In contrast, the present research links flow to impaired risk awareness and to risky behaviour. We expected flow to enhance self-efficacy beliefs, which in turn were hypothesised to result in low risk awareness and risky behaviour in sports. In addition, we predicted that individuals' level of experience in the activity would moderate the expected effects. Methods: One study with kayakers (Study 1) and two studies with rock climbers (Studies 2 and 3) were conducted. Kayakers completed a survey while still on the river; climbers responded during and upon completion of a climb. Results: In all studies flow was related to risk awareness. Study 2 additionally showed its association with risky behaviour. Studies 2 and 3 revealed that these relationships were mediated by self-efficacy. The mediations were moderated by level of experience (Study 3). Conclusions: The results indicated that inexperienced but not experienced participants respond to self-efficacy beliefs evoked by flow with impaired risk awareness and with risky behaviour. Theoretical implications for flow and risk research as well as practical implications for risk prevention are discussed.

Smoke free restaurant ordinance, compliance with the regulation to reduce exposure to environmental tobacco smoke while dining at local restaurants in San Antonio, Texas

This study is a secondary analysis of a survey developed by Dr. Jimmy Perkins and administered by San Antonio/Bexar County Metropolitan Health District. The survey was developed subsequent to the implementation of the city smoking ordinance effective January 1, 2004. The survey had a multi-purpose plan to establish the number of restaurants having smoke free status prior to and following the ordinance, determine compliance as it relates to a necessary smoking section and proper signage, and expose the rationale for restaurants to become smoke free. The data resulting from the survey was presented to the San Antonio/Bexar County Metropolitan Health District. The summary presented the types of establishments surveyed, smoking status of the establishment, reasons for the establishment becoming smoke free, compliance with smoking sections, compliance with signage requirements, awareness of ordinance, and chain status of the establishment. ^ The results of this study display the relationships among the variables previously mentioned. The following relationships have been examined and the outcomes have determined whether each is significant. After careful analysis, knowledge translates into compliance with signage regulations, which then translate into ordinance compliance. Size does matter as it relates to an establishment's number of employees and seating capacity. The smaller the establishment the more likely the establishment is to have become smoke free before the ordinance went into effect. Restaurants, rather than fast food establishments most commonly cited their reason for becoming smoke free was to comply with the ordinance and only ten percent of restaurants gave policy as the main reason for becoming smoke free. ^ This study is important for public health because the negative health effects of environmental tobacco smoke (ETS) are still an overwhelming problem in the United States (3). ETS is a Known Human Group A Carcinogen (5). The Environmental Protection Agency (EPA) has estimated that around 3,000 non-smoking Americans die every year from lung cancer caused by ETS (6). This information illustrates the importance of providing smoke free establishments, especially to non-smoking patrons. ^

Did the least developed countries benefit from duty-free quota-free access to the Japanese market?

Countries classified as least developed countries (LDCs) were granted duty-free quota-free (DFQF) access to the Japanese market. This study examines the impact of that access and finds that, in general, it did not benefit the LDCs. The construction of concordance tables for Japan's 9 digit tariff line codes enables analysis at the tariff line level, which overcomes a possible aggregation bias. The exogenous nature of DFQF access mitigates the endogeneity problem. Various estimation models, including the triple difference estimator, show that in general the LDCs did not benefit from DFQF access to the Japanese market. The total value of imports from LDCs has been increasing, but the imports granted both zero tariffs and substantial preference margins over non-LDC countries were not successful. These findings suggest that for LDCs the tariff barrier is a relatively small obstacle: Trade is affected more strongly by other factors, such as infrastructure, nontariff barriers, geographic distance, and cultural differences.

The vibrational energy flow transition in organic molecules: Theory meets experiment

Most large dynamical systems are thought to have ergodic dynamics, whereas small systems may not have free interchange of energy between degrees of freedom. This assumption is made in many areas of chemistry and physics, ranging from nuclei to reacting molecules and on to quantum dots. We examine the transition to facile vibrational energy flow in a large set of organic molecules as molecular size is increased. Both analytical and computational results based on local random matrix models describe the transition to unrestricted vibrational energy flow in these molecules. In particular, the models connect the number of states participating in intramolecular energy flow to simple molecular properties such as the molecular size and the distribution of vibrational frequencies. The transition itself is governed by a local anharmonic coupling strength and a local state density. The theoretical results for the transition characteristics compare well with those implied by experimental measurements using IR fluorescence spectroscopy of dilution factors reported by Stewart and McDonald [Stewart, G. M. & McDonald, J. D. (1983) J. Chem. Phys. 78, 3907–3915].

Agricultural Credit Market Institutions: A Comparison of Selected European Countries. Factor Markets Working Paper No. 33, January 2013

This paper describes and compares the institutional framework of the agricultural credit markets in selected European countries. The institutions can be both formal (rules, regulations, authorities and actors) and informal (norms, values and relations). They also interact and in situations where the formal institutions are weak, the informal ones increase in importance. The study is based on a questionnaire sent to agricultural financial experts in selected countries. The case studies show that credit regulations are typically general, with no specific regulations for the agricultural credit market. On the other hand, several countries support agricultural credit in various forms, implying that the governments do not perceive the general credit market to function in the case of agricultural firms. In a risk assessment, the most frequent reasons for rejecting a loan application are all linked to economic performance and the situation of the farmer. Personal characteristics, such as educational level or lack of experience, were generally perceived as less influential. Another interesting point when it comes to risk assessment is that in some countries the importance of asset-based lending compared with cash flow-based lending seems to differ when concerning a first-time applicant and when there is an application to extend a loan. To get an idea of the availability of credit, the loan-to-value (LTV) ratio was calculated, and it showed remarkably low values for Poland and Slovakia. For all the countries, the calculated value was lower than what the financial experts would have expected. This might imply credit rationing in agriculture in some of the countries studied. The financial experts all judged the possibility of an agricultural firm obtaining a loan as higher than that for other small rural firms, implying that the latter are also credit-rationed.

Access to the environment : a series of reference documents on the design and development of site facilities to make them barrier free to the physically handicapped and disabled /

Prepared under contract (H-2002-R) with the Office of Policy Development and Research, Dept. of Housing and Urban Development, and Architectural and Transportation Barriers Compliance Board.

The NASCAR phenomenon: Auto racing sponsorships and shareholder wealth

This study presents the first analysis of the impact of NASCAR sponsorship announcements on the stock prices of sponsoring firms. The primary finding of the study-that NASCAR sponsorship announcements were accompanied by the largest increases in shareholder wealth ever recorded in the marketing literature in response to a voluntary marketing program-represents a striking and unambiguous stock market endorsement of the sponsorships. Indeed, the 24 sponsors analyzed in this study experienced mean increases in shareholder wealth of over $300 million dollars, net of all of the costs associated with the sponsorships. A multiple regression analysis of firm-specific stock price changes and select corporate and sponsorship attributes indicates that NASCAR sponsorships with more successful racing teams, corporate (as opposed to product or divisional) sponsorships, and sponsorships with direct ties to the consumer automotive industry are all positively correlated with perceived sponsorship success, while corporate cash flow per share (a well-known proxy for agency conflicts within the firm) is negatively related with shareholder approval.

Steepness expansion for free surface flows in coastal aquifers

Free surface flow of groundwater in aquifers has been studied since the early 1960s. Previous investigations have been based on the Boussinesq equation, derived from the non-linear kinematic boundary condition. In fact, the Boussinesq equation is the zeroth-order equation in the shallow-water expansion. A key assumption in this expansion is that the mean thickness of the aquifer is small compared with a reference length, normally taken to be the linear decay length. In this study, we re-examine the expansion scheme for free surface groundwater flows, and propose a new expansion wherein the shallow-water assumption is replaced by a steepness assumption. A comparison with experimental data shows that the new model provides a better prediction of water table levels than the conventional shallow-water expansion. The applicable ranges of the two expansions are exhibited. (c) 2004 Elsevier B.V. All rights reserved.

How does ownership structure affect capital structure and firm value?:Recent evidence from East Asia

The present paper examines the effects of ownership structures on capital structure and firm valuation. It argues that the effects of separation of control from cash flow rights on capital structure and firm value also depend on the separation of control from management as well as on legal rules and enforcement defining investors' protection. We obtain firm-level panel data (three stage least squares, 3SLS) estimates from four of the East Asian countries worst affected by the last crisis. There is evidence that the general wisdom that higher control than cash flow rights may lower firm value may be reversed among owner-managed family firms in the sample countries. © 2007 The Authors Journal compilation © 2007 The European Bank for Reconstruction and Development.

Corporate restructuring: empirical evidence from the UK

Corporate restructuring is perceived as a challenge to research. Prior studies do not provide conclusive evidence regarding the effects of restructuring. Since there are discernible findings, this research attempts to examine the effects of restructuring events amongst the UK listed firms. The sample firms are listed in the LSE and London AIM stock exchange. Only completed restructuring transactions are included in the study. The time horizon extends from year 1999 to 2003. A three-year floating window is assigned to examine the sample firms. The key enquiry is to scrutinise the ex post effects of restructuring on performance and value measures of firms with contrast to a matched criteria non-restructured sample. A cross sectional study employing logit estimate is undertaken to examine firm characteristics of restructuring samples. Further, additional parameters, i.e. Conditional Volatility and Asymmetry are generated under the GJR-GARCH estimate and reiterated in logit models to capture time-varying heteroscedasticity of the samples. This research incorporates most forms of restructurings, while prior studies have examined certain forms of restructuring. Particularly, these studies have made limited attempts to examine different restructuring events simultaneously. In addition to logit analysis, an event study is adopted to evaluate the announcement effect of restructuring under both the OLS and GJR-GARCH estimate supplementing our prior results. By engaging a composite empirical framework, our estimation method validates a full appreciation of restructuring effect. The study provides evidence that restructurings indicate non-trivial significant positive effect. There are some evidences that the response differs because of the types of restructuring, particularly while event study is applied. The results establish that performance measures, i.e. Operating Profit Margin, Return on Equity, Return on Assets, Growth, Size, Profit Margin and Shareholders' Ownership indicate consistent and significant increase. However, Leverage and Asset Turn Over suggest reasonable influence on restructuring across the sample period. Similarly, value measures, i.e. Abnormal Returns, Return on Equity and Cash Flow Margin suggest sizeable improvement. A notable characteristic seen coherently throughout the analysis is the decreasing proportion of Systematic Risk. Consistent with these findings, Conditional Volatility and Asymmetry exhibit similar trend. The event study analysis suggests that on an average market perceives restructuring favourably and shareholders experience significant and systematic positive gain.

Drag coefficients with applications to satellite orbits

In the last twenty or so years the results of theory and experiment have produced much information on the characteristics of gas-surface interactions relevant to a satellite in hyperthermal free-molecular flow. This thesis contains reviews of the rarefied gas dynamics applicable to satellites and has attempted to compare existing models of gas-surface interaction with contemporary knowledge of such systems. It is shown that a more natural approach would be to characterise the gas-surface interaction using the normal and tangential momentum accommodation coefficients, igma' and igma respectively, specifically in the form igma = constant , igma' = igma'0 -igma'1sec i where i is the angle subtended between the incident flow and the surface normal and igma,igma'0 and igma'1 are constants. Adopting these relationships, the effects of atmospheric lift on inclination, i, and atmospheric drag on the semi-major axis, a, and eccentricity, e, have been investigated. Applications to ANS-1 (1974-70A) show that the observed perturbation in i can be ascribed primarily to non-zero igma'1 whilst perturbations in a and e produce constraint equations between the three parameters. The numerical results seem to imply that a good theoretical orbit is achieved despite a much lower drag coefficient than anticipated by earlier theories.