Unsteady natural convection from a horizontal annulus filled with a porous medium

The unsteady natural convection flow from a horizontal cylindrical annulus filled with a non-Darcy porous medium has been studied. The unsteadiness in the problem arises due to the impulsive change in the wall temperature of the outer cylinder. The Navier–Stokes equations along with the energy equation governing the unsteady natural convection flow have been solved by the finite-volume method. The effect of time variation on the heat transfer is more pronounced only in a small time interval immediately after the start of the impulsive motion and the steady state is reached after certain time. The results show that the annulus completely filled with a porous medium has the best insulating effectiveness. Convection in the horizontal annulus is confined mostly at top and bottom regions. Hence, only these regions should be insulated. In case of annulus partially filled with a porous material, insulating the region near the outer cylinder is more effective than insulating the region near the inner cylinder. The effect of Darcy number on the heat transfer is more pronounced than that of the Grashof number.

The transient response of a two-terminal solion to a step-current input

The transition time associated with the time-variation of the voltage across a two-terminal diaphragm-less solion in response to a step-current stimulus has been studied experimentally. A theoretical analysis has also been made by solving the diffusion problem under the appropriate initial and boundary conditions. The behaviour of the theoretically predicted transition times is in agreement with the observed behaviour. The systems under study have been shown to be different from those used hitherto in thin-layer chronopotentiometry.

The transient response of a two-terminal solion to a stepcrrent input

The transition time associated with the time-variation of the voltage across a two-terminal diaphragm-less solion in response to a step-current stimulus has been studied experimentally. A theoretical analysis has also been made by solving the diffusion problem under the appropriate initial and boundary conditions. The behaviour of the theoretically predicted transition times is in agreement with the observed behaviour. The systems under study have been shown to be different from those used hitherto in thin-layer chronopotentiometry.

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.

Undamped Oscillations of Collisionless Stellar Systems: Spheres,Spheroids and Discs.

The collisionless Boltzmann equation governing self-gravitating systems such as galaxies has recently been shown to admit exact oscillating solutions with planar and spherical symmetry. The relation of the spherically symmetric solutions to the Virial theorem, as well as generalizations to non-uniform spheres, uniform spheroids and discs form the subject of this paper. These models generalize known families of static solutions. The case of the spheroid is worked out in some detail. Quasiperiodic as well as chaotic time variation of the two axes is demonstrated by studying the surface of section for the associated Hamiltonian system with two degrees of freedom. The relation to earlier work and possible implications for the general problem of collisionless relaxation in self gravitating systems are also discussed.

A finite element analysis of dynamic fracture initiation by ductile failure mechanisms in a 4340 steel

In some recent dropweight impact experiments [5] with pre-notched bend specimens of 4340 steel, it was observed that considerable crack tunneling occurred in the interior of the specimen prior to gross fracture initiation on the free surfaces. The final failure of the side ligaments happened because of shear lip formation. The tunneled region is characterized by a flat, fibrous fracture surface. In this paper, the experiments of [5] (corresponding to 5 m/s impact speed) are analyzed using a plane strain, dynamic finite element procedure. The Gurson constitutive model that accounts for the ductile failure mechanisms of micro-void nucleation, growth and coalescence is employed. The time at which incipient failure was observed near the notch tip in this computation, and the value of the dynamic J-integral, J d, at this time, compare reasonably well with experiments. This investigation shows that J-controlled stress and deformation fields are established near the notch tip whenever J d , increases with time. Also, it is found that the evolution of micro-mechanical quantities near the notch root can be correlated with the time variation of J d .The strain rate and the adiabatic temperature rise experienced at the notch root are examined. Finally, spatial variations of stresses and deformations are analyzed in detail.

Dynamics of crystal size distributions with size-dependent rates

The growth and dissolution dynamics of nonequilibrium crystal size distributions (CSDs) can be determined by solving the governing population balance equations (PBEs) representing reversible addition or dissociation. New PBEs are considered that intrinsically incorporate growth dispersion and yield complete CSDs. We present two approaches to solving the PBEs, a moment method and a numerical scheme. The results of the numerical scheme agree with the moment technique, which can be solved exactly when powers on mass-dependent growth and dissolution rate coefficients are either zero or one. The numerical scheme is more general and can be applied when the powers of the rate coefficients are non-integers or greater than unity. The influence of the size dependent rates on the time variation of the CSDs indicates that as equilibrium is approached, the CSDs become narrow when the exponent on the growth rate is less than the exponent on the dissolution rate. If the exponent on the growth rate is greater than the exponent on the dissolution rate, then the polydispersity continues to broaden. The computation method applies for crystals large enough that interfacial stability issues, such as ripening, can be neglected. (C) 2002 Elsevier Science B.V. All rights reserved.

Unsteady free convection flow over an infinite vertical porous plate due to the combined effects of thermal and mass diffusion, magnetic field and Hall currents

The unsteady free convection flow over an infinite vertical porous plate, which moves with time-dependent velocity in an ambient fluid, has been studied. The effects of the magnetic field and Hall current are included in the analysis. The buoyancy forces arise due to both the thermal and mass diffusion. The partial differential equations governing the flow have been solved numerically using both the implicit finite difference scheme and the difference-differential method. For the steady case, analytical solutions have also been obtained. The effect of time variation on the skin friction, heat transfer and mass transfer is very significant. Suction increases the skin friction coefficient in the primary flow, and also the Nusselt and Sherwood numbers, but the skin friction coefficient in the secondary flow is reduced. The effect of injection is opposite to that of suction. The buoyancy force, injection and the Hall parameter induce an overshoot in the velocity profiles in the primary flow which changes the velocity gradient from a negative to a positive value, but the magnetic field and suction reduce this velocity overshoot.

Avaliação espaço-temporal do grau de trofia em lagoas costeiras da cidade do Rio de Janeiro: aplicação de índices de estado trófico

Os diversos tipos de lançamentos de cargas poluidoras podem tornar a qualidade da água inadequada para os usos benéficos previstos. Entre as causas desta queda na qualidade da água, pode-se citar a eutrofização. O grau de trofia pode ser estimado através da utilização de índices, destacando-se o Índice do Estado Trófico desenvolvido por Carlson (1977) e o Índice do Estado Trófico desenvolvido por Carlson, modificado por Toledo et al. (1984). O presente estudo teve como principal objetivo analisar a variação espaço-temporal entre o período de 1980 a 2008, a fim de verificar o estado trófico das águas da Lagoa Rodrigo de Freitas (RJ) e do Complexo Lagunar de Jacarepaguá (RJ), através do uso destes índices. As variáveis utilizadas foram clorofila-a, transparência da água e fósforo total, e para o IETm, foi acrescido a variável ortofosfato dissolvido. Os resultados obtidos indicaram que tanto a Lagoa Rodrigo de Freitas, quanto o Complexo Lagunar de Jacarepaguá estão classificados como ambientes hipereutróficos no índice de Carlson e como eutróficos no índice modificado por Toledo. Entretanto, estes corpos dágua encontram-se em fases distintas. Para a Lagoa Rodrigo de Freitas, foi observada uma melhora na qualidade de suas águas nas últimas décadas, já para o Complexo Lagunar de Jacarepaguá, foi constatado uma piora significativa da qualidade de suas águas, principalmente nesta última década. A aplicação dos índices do estado trófico demonstrou-se uma ferramenta de avaliação do grau de trofia dos corpos dágua bastante prática, de fácil interpretação e divulgação dos dados obtidos a partir de um monitoramento sistemático

New measurements on the absolute cosmic ray ionization from sea level to 1540 kilometers altitude

An air filled ionization chamber has been constructed with a volume of 552 liters and a wall consisting of 12.7 mg/cm² of plastic wrapped over a rigid, lightweight aluminum frame. A calibration in absolute units, independent of previous Caltech ion chamber calibrations, was applied to a sealed Neher electrometer for use in this chamber. The new chamber was flown along with an older, argon filled, balloon type chamber in a C-135 aircraft from 1,000 to 40,000 feet altitude, and other measurements of sea level cosmic ray ionization were made, resulting in the value of 2.60 ± .03 ion pairs/cm³ sec atm) at sea level. The calibrations of the two instruments were found to agree within 1 percent, and the airplane data were consistent with previous balloon measurements in the upper atmosphere. Ionization due to radon gas in the atmosphere was investigated. Absolute ionization data in the lower atmosphere have been compared with results of other observers, and discrepancies have been discussed.

Data from a polar orbiting ion chamber on the OGO-II, IV spacecraft have been analyzed. The problem of radioactivity produced on the spacecraft during passes through high fluxes of trapped protons has been investigated, and some corrections determined. Quiet time ionization averages over the polar regions have been plotted as function of altitude, and an analytical fit is made to the data that gives a value of 10.4 ± 2.3 percent for the fractional part of the ionization at the top of the atmosphere due to splash albedo particles, although this result is shown to depend on an assumed angular distribution for the albedo particles. Comparisons with other albedo measurements are made. The data are shown to be consistent with balloon and interplanetary ionization measurements. The position of the cosmic ray knee is found to exhibit an altitude dependence, a North-South effect, and a small local time variation.

A Physical Interpretation of Stagnation Pressure and Enthalpy Changes in Unsteady Flow

This paper provides a physical interpretation of the mechanism of stagnation enthalpy and stagnation pressure changes in turbomachines due to unsteady flow, the agency for all work transfer between a turbomachine and an inviscid fluid. Examples are first given to illustrate the direct link between the time variation of static pressure seen by a given fluid particle and the rate of change of stagnation enthalpy for that particle. These include absolute stagnation temperature rises in turbine rotor tip leakage flow, wake transport through downstream blade rows, and effects of wake phasing on compressor work input. Fluid dynamic situations are then constructed to explain the effect of unsteadiness, including a physical interpretation of how stagnation pressure variations are created by temporal variations in static pressure; in this it is shown that the unsteady static pressure plays the role of a time-dependent body force potential. It is further shown that when the unsteadiness is due to a spatial nonuniformity translating at constant speed, as in a turbomachine, the unsteady pressure variation can be viewed as a local power input per unit mass from this body force to the fluid particle instantaneously at that point. © 2012 American Society of Mechanical Engineers.

A laboratory-scale buried charge simulator

An experimental technique has been developed in order to mimic the effect of landmine loading on materials and structures to be studied in a laboratory setting, without the need for explosives. Compressed gas is discharged beneath a sand layer, simulating the dynamic flow generated by a buried explosive. High speed photography reveals that the stages of soil motion observed during a landmine blast are replicated. The effect of soil saturation and the depth of the sand layer on sand motion are evaluated. Two series of experiments have been performed with the buried charge simulator to characterise subsequent impact of the sand. First, the time variation in pressure and impulse during sand impact on a stationary target is evaluated using a Kolsky bar apparatus. It is found that the pressure pulse imparted to the Kolsky bar consists of two phases: an initial transient phase of high pressure (attributed to wave propagation effects in the impacting sand), followed by a lower pressure phase of longer duration (due to lateral flow of the sand against the Kolsky bar). Both phases make a significant contribution to the total imparted impulse. It is found that wet sand exerts higher peak pressures and imparts a larger total impulse than dry sand. The level of imparted impulse is determined as a function of sand depth, and of stand-off distance between the sand and the impacted end of the Kolsky bar. The second study uses a vertical impulse pendulum to measure the momentum imparted by sand impact to a target which is free to move vertically. The effect of target mass upon imparted momentum is investigated. It is concluded that the laboratory-scale sand impact apparatus is a flexible tool for investigating the interactions between structures and dynamic sand flows. © 2013 Elsevier Ltd. All rights reserved.

Mode coupling between first- and second-order whispering-gallery modes in coupled microdisks

The mode characteristics for two coupled microdisks are investigated by the finite-difference time-domain technique. In the two coupled micodisks, mode coupling between the same order whispering-gallery modes (WGMs) results in coupled WGMs with split mode wavelengths. The numerical results show that the split mode wavelengths of the coupled first- and second-order WGMs can have a crossing point in some cases, which can induce anticrossing mode coupling between them and greatly reduce the mode Q factor of the coupled first-order WGMs. The time variation of mode field pattern shows the transformation between the coupled first- and second-order WGMs. (C) 2007 Optical Society of America

塿土坡面降雨水沙运移实验研究

黄土高原是我国植被破坏与水土流失最为严重的地区。本文基于室内坡地降雨实验,分析了塿土坡面降雨入渗补给系数的变化,对比了不同雨强影响下径流泥沙含量和累积泥沙含量的时间变化趋势,并将侵蚀与入渗结合,分析了同时段产沙量和入渗率的变化关系,研究表明:入渗补给系数随雨强增大而逐渐减小,两者可描述为线性关系,雨强越小,入渗补给系数越高;降雨初始产沙值最大,在产沙10 min内变缓。雨强大的,初始产沙量和稳定沙量都稍大,但总体差异不大,产沙量分布曲线形状与入渗率曲线极为相似;不同雨强下累积泥沙量与降雨历时之间存在明显的幂函数关系,且幂函数的指数部分基本随降雨雨强增加而逐渐增加;不同雨强下入渗率和累积泥沙量的变化趋势相反,当累积泥沙量增加,相应的土壤入渗率减小,两者变化趋势随雨强增大而趋于明显。

中低纬度变化磁场的暴时特征研究

Magnetic storm is a kind of severe disturbances in the whole solar-earth electromagnetic space. It has significant effects on communication, electric power, oil transport pipe and human activities in space. Therefore, magnetic storms are worth for applications systems, not only being a favorable issue for scientists. In this paper, the spatial and temporal distributions of the magnetic fields produced by the magnetosphere-ionosphere current systems during storms are studied. Four parts are included in this paper decomposion of different disturbances with different origins, topological structure of the ring current, the asymmetric characteristics of the ring current, and the statistic peculiarities of the day-to-day variability (DTD) of Sq. 1 The decomposition of magnetic disturbances at mid-low latitudes and its evolutions during storms Transient variations in the geomagnetic field recorded at mid-low latitudes mainly include the storm-time variation (Dst), solar quiet daily variation (Sq) and disturbance daily variation (SD). With the data of the geomagnetic meridian chain observatories in China, 25 storms during the period of 1997 to 1999 have been analyzed. According to the features of different variations, a method of “three-steps decomposition” is developed by using the method of Natural Orthogonal Components (NOC), Correlation Analysis and Fourier Analysis to separate those three components in turn. The results show that, the first eigenmode by the MNOC clearly describing the special distribution and temporal evolution of storm-time variation, in addition, Correlation Analysis and Fourier Analysis offer a useful method to extract the Sq and SD variations. The latitudinal shift of the Sq current focus seems to be the principal reason of the day-to-day variaitons in the daily range of Sq. The magnitude of SD reaches a maximum during the main phase, and then gradually decreases. 2 The topology structure of the ring current during storms Both the mechanism of the ring current and the geomagnetic data suggest that the central plane of the ring current is declining to the geomagnetic equator plane with a tilt angle δ. Using the H and Z component data at two stations in a meridian chain, we deduce a new parameter describing the invariable peculiarity of different storms. Then the δ angle is calculated by using the data from a meridian chain and tested with the ERC model. Finally the deduced tilt angles are used to modify Dst index. 3 The asymmetric characteristics of the ring current during storms The variations of the geomagnetic field at mid-low latitudes show a significant dawn-dusk asymmetry, resulting from the superposition of the fields from the symmetric ring current and the partial ring current. On the basis of the data from the 20°E, 30°E meridian chains and 30°N latitudinal chain, the dawn-dusk asymmetry is investigated by using three methods, namely, statistic analysis, ring current model calculation and typical event analysis. This characteristic implies the asymmetry of the spatial distribution of the ring current. In addition, during the main phase after the sudden commencement (SC), H field increases and reaches maximum around noontime, implying the effect of the Chapman-Ferraro current. 4 The statistic characteristics of the day-to-day variability and its mechanism The day-to-day variability of the geomagnetic Sq field is studied by using the magnetic data from a meridian chain of magnetometers along 120° E longitude. The method of NOC is applied to separate the Sq variation from complicated disturbances. The first eigenmode with the largest eigenvalue represents fairly well the Sq variation with a conspicuous day-to-day variability in the daily range. For the stations on the same north- or south-side of the Sq current system focus, the day-to-day variations show a positive correlation. In contrast, for the stations on the different sides of the Sq focus, they show a negative correlation, suggesting an important role of latitudinal shift of the Sq current system focus to the day-to-day variability of the Sq daily range. The Sq daily range is correlated with the magnetic indices Ap and Dst in a peculiar way: on some severe disturbed days, noticeably enhancements of the Sq are observed, implying increases of the ionospheric conductivities and/or tidal wind velocities; on other severe disturbed days, however, dramatically reduced Sq variations occur, suggesting dominant effects of the ‘disturbance dynamo’ process.