Langevin approach to generate synthetic turbulent flows

We present an analytical scheme, easily implemented numerically, to generate synthetic Gaussian turbulent flows by using a linear Langevin equation, where the noise term acts as a stochastic stirring force. The characteristic parameters of the velocity field are well introduced, in particular the kinematic viscosity and the spectrum of energy. As an application, the diffusion of a passive scalar is studied for two different energy spectra. Numerical results are compared favorably with analytical calculations.

Three-dimensional aspects of fluid flows in channels. II. Effects of meniscus and thin film regimes on viscous fingers

We perform a three-dimensional study of steady state viscous fingers that develop in linear channels. By means of a three-dimensional lattice-Boltzmann scheme that mimics the full macroscopic equations of motion of the fluid momentum and order parameter, we study the effect of the thickness of the channel in two cases. First, for total displacement of the fluids in the channel thickness direction, we find that the steady state finger is effectively two-dimensional and that previous two-dimensional results can be recovered by taking into account the effect of a curved meniscus across the channel thickness as a contribution to surface stresses. Second, when a thin film develops in the channel thickness direction, the finger narrows with increasing channel aspect ratio in agreement with experimental results. The effect of the thin film renders the problem three-dimensional and results deviate from the two-dimensional prediction.

Three-dimensional aspects of fluid flows in channels. I. Meniscus and thin film regimes

We study the forced displacement of a fluid-fluid interface in a three-dimensional channel formed by two parallel solid plates. Using a lattice-Boltzmann method, we study situations in which a slip velocity arises from diffusion effects near the contact line. The difference between the slip and channel velocities determines whether the interface advances as a meniscus or a thin film of fluid is left adhered to the plates. We find that this effect is controlled by the capillary and Péclet numbers. We estimate the crossover from a meniscus to a thin film and find good agreement with numerical results. The penetration regime is examined in the steady state. We find that the occupation fraction of the advancing finger relative to the channel thickness is controlled by the capillary number and the viscosity contrast between the fluids. For high viscosity contrast, lattice-Boltzmann results agree with previous results. For zero viscosity contrast, we observe remarkably narrow fingers. The shape of the finger is found to be universal.

Brownian motion of multidimensional systems in nonpotential velocity-dependent fields of force

We study the Brownian motion in velocity-dependent fields of force. Our main result is a Smoluchowski equation valid for moderate to high damping constants. We derive that equation by perturbative solution of the Langevin equation and using functional derivative techniques.

Self-similarity properties of natural images resemble those of turbulent flows

We show that the statistics of an edge type variable in natural images exhibits self-similarity properties which resemble those of local energy dissipation in turbulent flows. Our results show that self-similarity and extended self-similarity hold remarkably for the statistics of the local edge variance, and that the very same models can be used to predict all of the associated exponents. These results suggest using natural images as a laboratory for testing more elaborate scaling models of interest for the statistical description of turbulent flows. The properties we have exhibited are relevant for the modeling of the early visual system: They should be included in models designed for the prediction of receptive fields.

Essays on the treatment of cash flows under stochastic interest rates

Abstract This paper shows how to calculate recursively the moments of the accumulated and discounted value of cash flows when the instantaneous rates of return follow a conditional ARMA process with normally distributed innovations. We investigate various moment based approaches to approximate the distribution of the accumulated value of cash flows and we assess their performance through stochastic Monte-Carlo simulations. We discuss the potential use in insurance and especially in the context of Asset-Liability Management of pension funds.

Three-dimensional aspects of fluid flows in channels. II. Effects of meniscus and thin film regimes on viscous fingers

We perform a three-dimensional study of steady state viscous fingers that develop in linear channels. By means of a three-dimensional lattice-Boltzmann scheme that mimics the full macroscopic equations of motion of the fluid momentum and order parameter, we study the effect of the thickness of the channel in two cases. First, for total displacement of the fluids in the channel thickness direction, we find that the steady state finger is effectively two-dimensional and that previous two-dimensional results can be recovered by taking into account the effect of a curved meniscus across the channel thickness as a contribution to surface stresses. Second, when a thin film develops in the channel thickness direction, the finger narrows with increasing channel aspect ratio in agreement with experimental results. The effect of the thin film renders the problem three-dimensional and results deviate from the two-dimensional prediction.

Three-dimensional aspects of fluid flows in channels. I. Meniscus and thin film regimes

We study the forced displacement of a fluid-fluid interface in a three-dimensional channel formed by two parallel solid plates. Using a lattice-Boltzmann method, we study situations in which a slip velocity arises from diffusion effects near the contact line. The difference between the slip and channel velocities determines whether the interface advances as a meniscus or a thin film of fluid is left adhered to the plates. We find that this effect is controlled by the capillary and Péclet numbers. We estimate the crossover from a meniscus to a thin film and find good agreement with numerical results. The penetration regime is examined in the steady state. We find that the occupation fraction of the advancing finger relative to the channel thickness is controlled by the capillary number and the viscosity contrast between the fluids. For high viscosity contrast, lattice-Boltzmann results agree with previous results. For zero viscosity contrast, we observe remarkably narrow fingers. The shape of the finger is found to be universal.

Effets de la perfusion de facteurs natriurétiques auriculaires synthétiques sur quelques flux régionaux chez le volontaire sain [Effect of synthetic atrial natriuretic factors on various regional blood flows in the healthy subject]

The effects of continuous infusions of 2 synthetic atrial natriuretic peptides Ile12-(3-28) (rANP) and Meth12-(3-28) (hANP) eicosahexapeptides on blood pressure, heart rate, skin blood flow, glomerular filtration rate, renal plasma flow, apparent hepatic blood flow, and carotid blood flow were evaluated in normal volunteers. A rANP infusion at increasing rates (1-40 micrograms/min) induced a decrease in blood pressure, an increase in heart rate and in skin blood flow linearly related to the dose administered. In contrast, hANP infusion at 1 microgram/min for 4 hours induced an initial increase followed by a secondary fall in skin blood flow without blood pressure changes. A 4-hour rANP infusion at 0.5 and 5 mcg/min did not alter glomerular filtration rate but induced a delayed and dose-related fall in renal plasma flow from 531 to 461 (p less than 0.05), and from 554 to 342 ml/min (p less than 0.001) respectively, with a consequential rise in the filtration fraction. The 5 mcg/min dose furthermore significantly reduced blood pressure following a latency period of 2.5 hours. A 2-hours rANP infusion at 0.5 micrograms/min induced a fall in apparent hepatic blood flow from 1,087 to 863 ml/min (p less than 0.01), without simultaneously altering blood pressure. Similarly, a 2-hour hANP infusion at 2 micrograms/min altered neither blood pressure nor carotid blood flow. In conclusion, ANP infusion induced changes in systemic and regional hemodynamics varying in direction, intensity and duration.

Particle dispersion in synthetic turbulent flows

We study particle dispersion advected by a synthetic turbulent flow from a Lagrangian perspective and focus on the two-particle and cluster dispersion by the flow. It has been recently reported that Richardson¿s law for the two-particle dispersion can stem from different dispersion mechanisms, and can be dominated by either diffusive or ballistic events. The nature of the Richardson dispersion depends on the parameters of our flow and is discussed in terms of the values of a persistence parameter expressing the relative importance of the two above-mentioned mechanisms. We support this analysis by studying the distribution of interparticle distances, the relative velocity correlation functions, as well as the relative trajectories.

Langevin approach to generate synthetic turbulent flows

We present an analytical scheme, easily implemented numerically, to generate synthetic Gaussian turbulent flows by using a linear Langevin equation, where the noise term acts as a stochastic stirring force. The characteristic parameters of the velocity field are well introduced, in particular the kinematic viscosity and the spectrum of energy. As an application, the diffusion of a passive scalar is studied for two different energy spectra. Numerical results are compared favorably with analytical calculations.

Diffusive transport in spatially periodic hydrodynamic flows

We calculate the effective diffusion coefficient in convective flows which are well described by one spatial mode. We use an expansion in the distance from onset and homogenization methods to obtain an explicit expression for the transport coefficient. We find that spatially periodic fluid flow enhances the molecular diffusion D by a term proportional to D-1. This enhancement should be easy to observe in experiments, since D is a small number.

The reconstruction of social meaning in the space of flows

Artikkeli on alunperin julkaistu teoksessa: The informational city (1989) / Manuel Castells

Migration Flows and Quality of Life in a Metropolitan Area: the Case of Barcelona-Spain

The phenomenon of human migration is certainly not new and it has been studied from a variety of perspectives. Yet, the attention on human migration and its determinant has not been fading over time as confirmed by recent contributions (see for instance Cushing and Poot 2004 and Rebhun and Raveh 2006). In this paper we combine the recent theoretical contributions by Douglas (1997) and Wall (2001) with the methodological advancements of Guimarães et al. (2000, 2003) to model inter-municipal migration flows in the Barcelona area. In order to do that, we employ two different types of count models, i.e. the Poisson and negative binomial and compare the estimations obtained. Our results show that, even after controlling for the traditional migration factors, QoL (measured with a Composite Index which includes numerous aspects and also using a list of individual variables) is an important determinant of short distance migration movements in the Barcelona area.