Nonequilibrium statistical mechanics of one-dimensional turbulence

The method of statistical mechanics is applied to the study of the one-dimensional model of turbulence proposed in an earlier paper. The closure problem is solved by the variational approach which has been developed for the three-dimensional case, yielding two integral equations for two unknown functions. By solving the two integral equations, the Kolmogorov k−5/3 law is derived and the (one-dimensional) Kolmogorov constant Ko is evaluated, obtaining Ko=0.55, which is in good agreement with the result of numerical experiments on one-dimensional turbulence.

Nonequilibrium statistical mechanics of two-dimensional turbulence

The vorticity dynamics of two-dimensional turbulence are investigated analytically, applying the method of Qian (1983). The vorticity equation and its Fourier transform are presented; a set of modal parameters and a modal dynamic equation are derived; and the corresponding Liouville equation for the probability distribution in phase space is solved using a Langevin/Fokker-Planck approach to obtain integral equations for the enstrophy and for the dynamic damping coefficient eta. The equilibrium spectrum for inviscid flow is found to be a stationary solution of the enstrophy equation, and the inertial-range spectrum is determined by introducing a localization factor in the two integral equations and evaluating the localized versions numerically.

El componente de selección adversa de la horquilla de precios cotizada: una revisión de los modelos de estimación

[ES] Una de las principales preocupaciones en el área de la microestructura del mercado ha sido la estimación de los componentes no observables de la horquilla de precios a partir de las series de datos que proporcionan los mercados financieros, despertando quizá un mayor interés el de selección adversa por la implicaciones que supone la existencia del mismo. Esto ha provocado el desarrollo de numerosos modelos empíricos que, basándose en las propiedades estadísticas de las series de precios, proporcionan dichas estimaciones. La mayor disponibilidad de datos existentes en los mercados ha permitido el desarrollo en los últimos años de modelos basados en técnicas estadísticas más complejas como son el método generalizado de momentos o la metodología VAR y cuya base de partida es la dinámica de la formación del precio, y, en concreto, cómo la información privada de las transacciones se recoge en los nuevos precios cotizados. El objetivo de este trabajo es analizar este último grupo de trabajos, es decir, aquellos modelos de estimación de los componentes de la horquilla basados en la dinámica de la formación de precios que, además de permitir la estimación del componente de selección adversa en series temporales, suponen una herramienta fundamental para analizar el proceso de incorporación de la información a los precios cotizados en los distintos mercados.

Statistical Simulation of Thin-Film Bearings

The information preservation (IP) method and the direct simulation Monte Carlo (DSMC) method are used to simulate the gas flows between the write/read head and the platter of the disk drive (the slider bearing problem). The results of both methods are in good agreement with numerical solution of the Reynolds equation in the cases studied. However, the DSMC method owing to the problem of large sample size demand and the difficulty in regulating boundary conditions at the inlet and outlet was able to simulate only short bearings, while IP simulates the bearing of authentic length ~1000 m ? and can provide more detailed flow information.

Spatio-Temporal Scanning and Statistical Test of the Accelerating Moment Release (AMR) Model Using Australian Earthquake Data

The Accelerating Moment Release (AMR) preceding earthquakes with magnitude above 5 in Australia that occurred during the last 20 years was analyzed to test the Critical Point Hypothesis. Twelve earthquakes in the catalog were chosen based on a criterion for the number of nearby events. Results show that seven sequences with numerous events recorded leading up to the main earthquake exhibited accelerating moment release. Two occurred near in time and space to other earthquakes preceded by AM R. The remaining three sequences had very few events in the catalog so the lack of AMR detected in the analysis may be related to catalog incompleteness. Spatio-temporal scanning of AMR parameters shows that 80% of the areas in which AMR occurred experienced large events. In areas of similar background seismicity with no large events, 10 out of 12 cases exhibit no AMR, and two others are false alarms where AMR was observed but no large event followed. The relationship between AMR and Load-Unload Response Ratio (LURR) was studied. Both methods predict similar critical region sizes, however, the critical point time using AMR is slightly earlier than the time of the critical point LURR anomaly.