Direct numerical simulations of statistically steady, homogeneous, isotropic fluid turbulence with polymer additives

We carry out a direct numerical simulation (DNS) study that reveals the effects of polymers on statistically steady, forced, homogeneous, and isotropic fluid turbulence. We find clear manifestations of dissipation-reduction phenomena: on the addition of polymers to the turbulent fluid, we obtain a reduction in the energy dissipation rate; a significant modification of the fluid-energy spectrum, especially in the deep-dissipation range; and signatures of the suppression of small-scale structures, including a decrease in small-scale vorticity filaments. We also compare our results with recent experiments and earlier DNS studies of decaying fluid turbulence with polymer additives.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Instability and dewetting of ultrathin solid viscoelastic films on homogeneous and heterogeneous substrates

Instability and dewetting engendered by the van der Waals force in soft thin (<100 nm) linear viscoelastic solid (e. g., elastomeric gel) films on uniform and patterned surfaces are explored. Linear stability analysis shows that, although the elasticity of the film controls the onset of instability and the corresponding critical wavelength, the dominant length-scale remains invariant with the elastic modulus of the film. The unstable modes are found to be long-wave, for which a nonlinear long-wave analysis and simulations are performed to uncover the dynamics and morphology of dewetting. The stored elastic energy slows down the temporal growth of instability significantly. The simulations also show that a thermodynamically stable film with zero-frequency elasticity can be made unstable in the presence of physico-chemical defects on the substrate and can follow an entirely different pathway with far fewer holes as compared to the viscous films. Further, the elastic restoring force can retard the growth of a depression adjacent to the hole-rim and thus suppress the formation of satellite holes bordering the primary holes. These findings are in contrast to the dewetting of viscoelastic liquid films where nonzero frequency elasticity accelerates the film rupture and promotes the secondary instabilities. Thus, the zero-frequency elasticity can play a major role in imposing a better-defined long-range order to the dewetted structures by arresting the secondary instabilities. (C) 2011 American Institute of Physics. doi: 10.1063/1.3554748]

Lattice embedding and equilibrium geometry of metal-halogen chains in the two-band extended Hubbard model

Two-band extended Hubbard model studies show that the shift in optical gap of the metal-halogen (MX) chain upon embedding in a crystalline environment depends upon alternation in the site-diagonal electron-lattice interaction parameter (epsilon(M)) and the strength of electron-electron interactions at the metal site (U(M)). The equilibrium geometry studies on isolated chains show that the MX chains tend to distort for alternating epsilon(M) and small U(M) values.

Supercritical age-dependent branching Markov processes and their scaling limits

This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.

An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes

We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.

A classification of homogeneous operators in the Cowen-Douglas class

An explicit construction of all the homogeneous holomorphic Hermitian vector bundles over the unit disc D is given. It is shown that every such vector bundle is a direct sum of irreducible ones. Among these irreducible homogeneous holomorphic Hermitian vector bundles over D, the ones corresponding to operators in the Cowen-Douglas class B-n(D) are identified. The classification of homogeneous operators in B-n(D) is completed using an explicit realization of these operators. We also show how the homogeneous operators in B-n(D) split into similarity classes. (C) 2011 Elsevier Inc. All rights reserved.

Systematics of the magnetic-Prandtl-number dependence of homogeneous, isotropic magnetohydrodynamic turbulence

We present the results of our detailed pseudospectral direct numerical simulation (DNS) studies, with up to 1024(3) collocation points, of incompressible, magnetohydrodynamic (MHD) turbulence in three dimensions, without a mean magnetic field. Our study concentrates on the dependence of various statistical properties of both decaying and statistically steady MHD turbulence on the magnetic Prandtl number Pr-M over a large range, namely 0.01 <= Pr-M <= 10. We obtain data for a wide variety of statistical measures, such as probability distribution functions (PDFs) of the moduli of the vorticity and current density, the energy dissipation rates, and velocity and magnetic-field increments, energy and other spectra, velocity and magnetic-field structure functions, which we use to characterize intermittency, isosurfaces of quantities, such as the moduli of the vorticity and current density, and joint PDFs, such as those of fluid and magnetic dissipation rates. Our systematic study uncovers interesting results that have not been noted hitherto. In particular, we find a crossover from a larger intermittency in the magnetic field than in the velocity field, at large Pr-M, to a smaller intermittency in the magnetic field than in the velocity field, at low Pr-M. Furthermore, a comparison of our results for decaying MHD turbulence and its forced, statistically steady analogue suggests that we have strong universality in the sense that, for a fixed value of Pr-M, multiscaling exponent ratios agree, at least within our error bars, for both decaying and statistically steady homogeneous, isotropic MHD turbulence.

Interaction analysis of strip footing resting on a non-homogeneous elastic medium

In this paper, a plane stress solution for the interaction analysis of strip footing resting on (i) a non-homogeneous elastic half-plane and (ii) a non-homogeneous elastic layer resting on a rigid stratum has been presented. The analysis has been done using a combined analytical and FEM method in which the discretization of the half-plane is not required and thereby minimizes the computational efforts considerably. The contact pressure distribution and the settlement profile for the selected cases of varying modulus half-plane, which has more relevance to foundation engineering, have been given. Experimental verification through a photoelastic method of stress analysis has been carried out for the case of footing on Gibson elastic half-plane, and the contact pressure distribution thus obtained has been compared with the theoretical results. Copyright (C) 1996 Elsevier Science Ltd

Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Oxidation of aqueous sulphur dioxide catalysed by poly-4-vinylpyridine-Cu(II) complex .2. Combined homogeneous and heterogeneous phase oxidation

Aqueous phase oxidation of sulphur dioxide at low concentrations catalysed by a PVP-Cu complex in the solid phase and dissolved Cu(II) in the liquid phase is studied in a rotating catalyst basket reactor (RCBR). The equilibrium adsorption of Cu(II) and S(VI) on PVP particles is found to be of the Langmuir-type. The diffusional effects of S(IV) species in PVP-Cu resin are found to be insignificant whereas that of product S(VI) are found to be significant. The intraparticle diffusivity of S(VI) is obtained from independent tracer experiments. In the oxidation reaction HSO3- is the reactive species. Both the S(IV) species in the solution, namely SO2(aq) and HSO3- get adsorbed onto the active PVP-Cu sites of the catalyst, but only HSO3- undergoes oxidation. A kinetic mechanism is proposed based on this feature which shows that SO2(aq) has a deactivating effect on the catalyst. A rate model is developed for the three-phase reaction system incorporating these factors along with the effect of concentration of H2SO4 on the solubility of SO2 in the dilute aqueous solutions of Cu(II). Transient oxidation experiments are conducted at different conditions of concentration of SO2 and O-2 in the gas phase and catalyst concentration, and the rate parameters are estimated from the data. The observed and calculated profiles are in very good agreement. This confirms the deactivating effect of nonreactive SO2(aq) on the heterogeneous catalysis.

Quantum-confinement effects on the ordering of the lowest-lying excited states in conjugated chains

The symmetrized density-matrix renormalization-group approach is applied within the extended Hubbard-Peierls model (with parameters U/t, V/t, and bond alternation delta) to study the ordering of the lowest one-photon (1(1)B(u)(-)) and two-photon (2(1)A(g)(+)) states in one-dimensional conjugated systems with chain lengths N up to N = 80 sites. Three different types of crossovers are studied, as a function of U/t, delta, and N. The ''U crossover'' emphasizes the larger ionic character of the 2A(g) state compared to the lowest triplet excitation. The ''delta crossover'' shows strong dependence on both N and U/t. the ''N crossover'' illustrates the more localized nature of the 2A(g) excitation relative to the 1B(u) excitation at intermediate correlation strengths.

Regular versus alternating (FeS4)(n) chains: Magnetism in KFeS2 and CsFeS2

We report crystal magnetic susceptibility results of two S = 1/2 one-dimensional Heisenberg antiferromagnets, KFeS2 and CsFeS2. Both compounds consist of (FeS4)(n) chains with an average Fe-Fe distance of 2.7 Angstrom. In KFeS2, all intrachain Fe-Fe distances are identical. Its magnetic susceptibility is typical of a regular antiferromagnetic chain with spin-spin exchange parameter J = -440.7 K. In CsFeS2, however, the Fe-Fe distances alternate between 2.61 and 2.82 Angstrom. This is reflected in its magnetic susceptibility, which could be fitted with J = -640 K, and the degree of alternation, alpha = 0.3. These compounds form a unique pair, and allow for a convenient experimental comparison of the magnetic properties of regular versus alternating Heisenberg chains.

Anomalous Behavior of Linear Hydrocarbon Chains in Water-DMSO Binary Mixture at Low DMSO Concentration

We find that at a mole fraction 0.05 of DMSO (x(DMSO) = 0.05) in aqueous solution, a linear hydrocarbon chain of intermediate length (n = 30-40) adopts the most stable collapsed conformation. In pure water, the same chain exhibits an intermittent oscillation between the collapsed and the extended coiled conformations. Even when the mole fraction of DMSO in the bulk is 0.05, the concentration of the same in the first hydration layer around the hydrocarbon of chain length 30 (n = 30) is as large as 17%. Formation of such hydrophobic environment around the hydrocarbon chain may be viewed as the reason for the collapsed conformation gaining additional stability. We find a second anomalous behavior to emerge near x(DMSO) = 0.15, due to a chain-like aggregation of the methyl groups of DMSO in water that lowers the relative concentration of the DMSO molecules in the hydration layer. We further find that as the concentration of DMSO is gradually increased, it progressively attains the extended coiled structure as the stable conformation. Although Flory-Huggins theory (for binary mixture solvent) fails to predict the anomaly at x(DMSO) = 0.05, it seems to capture the essence of the anomaly at 0.15.

Some recent advances in the theory of homogeneous isotropic turbulence

We review some advances in the theory of homogeneous, isotropic turbulence. Our emphasis is on the new insights that have been gained from recent numerical studies of the three-dimensional Navier Stokes equation and simpler shell models for turbulence. In particular, we examine the status of multiscaling corrections to Kolmogorov scaling, extended self similarity, generalized extended self similarity, and non-Gaussian probability distributions for velocity differences and related quantities. We recount our recent proposal of a wave-vector-space version of generalized extended self similarity and show how it allows us to explore an intriguing and apparently universal crossover from inertial- to dissipation-range asymptotics.