Statistical analysis of microscale gas flows and stock price changes

First, recent studies on the information preservation (IP) method, a particle approach for low-speed micro-scale gas flows, are reviewed. The IP method was validated for benchmark issues such as Couette, Poiseuille and Rayleigh flows, compared well with measured data for typical internal flows through micro-channels and external flows past micro flat plates, and combined with the Navier-Stokes equations to be a hybrid scheme for subsonic, rarefied gas flows. Second, the focus is moved to the microscopic characteristic of China stock market, particularly the price correlation between stock deals. A very interesting phenomenon was found that showed a reverse transition behaviour between two neighbouring price changes. This behaviour significantly differs from the transition rules for atomic and molecular energy levels, and it is very helpful to understand the essential difference between stock markets and nature.

Effects of convection and solid wall on the diffusion in microscale convection flows

The diffusive transport properties in microscale convection flows are studied by using the direct simulation Monte Carlo method. The effective diffusion coefficient D is computed from the mean square displacements of simulated molecules based on the Einstein diffusion equation D = x2 t /2t. Two typical convection flows, namely, thermal creep convection and Rayleigh– Bénard convection, are investigated. The thermal creep convection in our simulation is in the noncontinuum regime, with the characteristic scale of the vortex varying from 1 to 100 molecular mean free paths. The diffusion is shown to be enhanced only when the vortex scale exceeds a certain critical value, while the diffusion is reduced when the vortex scale is less than the critical value. The reason for phenomenon of diffusion reduction in the noncontinuum regime is that the reduction effect due to solid wall is dominant while the enhancement effect due to convection is negligible. A molecule will lose its memory of macroscopic velocity when it collides with the walls, and thus molecules are hard to diffuse away if they are confined between very close walls. The Rayleigh– Bénard convection in our simulation is in the continuum regime, with the characteristic length of 1000 molecular mean free paths. Under such condition, the effect of solid wall on diffusion is negligible. The diffusion enhancement due to convection is shown to scale as the square root of the Péclet number in the steady convection regime, which is in agreement with previous theoretical and experimental results. In the oscillation convection regime, the diffusion is more strongly enhanced because the molecules can easily advect from one roll to its neighbor due to an oscillation mechanism. © 2010 American Institute of Physics. doi:10.1063/1.3528310

Symmetric stability of compressible zonal flows on a generalized equatorial β plane

Sufficient conditions are derived for the linear stability with respect to zonally symmetric perturbations of a steady zonal solution to the nonhydrostatic compressible Euler equations on an equatorial � plane, including a leading order representation of the Coriolis force terms due to the poleward component of the planetary rotation vector. A version of the energy–Casimir method of stability proof is applied: an invariant functional of the Euler equations linearized about the equilibrium zonal flow is found, and positive definiteness of the functional is shown to imply linear stability of the equilibrium. It is shown that an equilibrium is stable if the potential vorticity has the same sign as latitude and the Rayleigh centrifugal stability condition that absolute angular momentum increase toward the equator on surfaces of constant pressure is satisfied. The result generalizes earlier results for hydrostatic and incompressible systems and for systems that do not account for the nontraditional Coriolis force terms. The stability of particular equilibrium zonal velocity, entropy, and density fields is assessed. A notable case in which the effect of the nontraditional Coriolis force is decisive is the instability of an angular momentum profile that decreases away from the equator but is flatter than quadratic in latitude, despite its satisfying both the centrifugal and convective stability conditions.

Rigorous bounds on the nonlinear saturation of instabilities to parallel shear flows

A novel method is presented for obtaining rigorous upper bounds on the finite-amplitude growth of instabilities to parallel shear flows on the beta-plane. The method relies on the existence of finite-amplitude Liapunov (normed) stability theorems, due to Arnol'd, which are nonlinear generalizations of the classical stability theorems of Rayleigh and Fjørtoft. Briefly, the idea is to use the finite-amplitude stability theorems to constrain the evolution of unstable flows in terms of their proximity to a stable flow. Two classes of general bounds are derived, and various examples are considered. It is also shown that, for a certain kind of forced-dissipative problem with dissipation proportional to vorticity, the finite-amplitude stability theorems (which were originally derived for inviscid, unforced flow) remain valid (though they are no longer strictly Liapunov); the saturation bounds therefore continue to hold under these conditions.

An exact local conservation theorem for finite-amplitude disturbances to non-parallel shear flows, with remarks on Hamiltonian structure and on Arnol'd's stability theorems

Disturbances of arbitrary amplitude are superposed on a basic flow which is assumed to be steady and either (a) two-dimensional, homogeneous, and incompressible (rotating or non-rotating) or (b) stably stratified and quasi-geostrophic. Flow over shallow topography is allowed in either case. The basic flow, as well as the disturbance, is assumed to be subject neither to external forcing nor to dissipative processes like viscosity. An exact, local ‘wave-activity conservation theorem’ is derived in which the density A and flux F are second-order ‘wave properties’ or ‘disturbance properties’, meaning that they are O(a2) in magnitude as disturbance amplitude a [rightward arrow] 0, and that they are evaluable correct to O(a2) from linear theory, to O(a3) from second-order theory, and so on to higher orders in a. For a disturbance in the form of a single, slowly varying, non-stationary Rossby wavetrain, $\overline{F}/\overline{A}$ reduces approximately to the Rossby-wave group velocity, where (${}^{-}$) is an appropriate averaging operator. F and A have the formal appearance of Eulerian quantities, but generally involve a multivalued function the correct branch of which requires a certain amount of Lagrangian information for its determination. It is shown that, in a certain sense, the construction of conservable, quasi-Eulerian wave properties like A is unique and that the multivaluedness is inescapable in general. The connection with the concepts of pseudoenergy (quasi-energy), pseudomomentum (quasi-momentum), and ‘Eliassen-Palm wave activity’ is noted. The relationship of this and similar conservation theorems to dynamical fundamentals and to Arnol'd's nonlinear stability theorems is discussed in the light of recent advances in Hamiltonian dynamics. These show where such conservation theorems come from and how to construct them in other cases. An elementary proof of the Hamiltonian structure of two-dimensional Eulerian vortex dynamics is put on record, with explicit attention to the boundary conditions. The connection between Arnol'd's second stability theorem and the suppression of shear and self-tuning resonant instabilities by boundary constraints is discussed, and a finite-amplitude counterpart to Rayleigh's inflection-point theorem noted

A Robust, Fully Adaptive Hybrid Level-Set/Front-Tracking Method for Two-Phase Flows with an Accurate Surface Tension Computation

We present a variable time step, fully adaptive in space, hybrid method for the accurate simulation of incompressible two-phase flows in the presence of surface tension in two dimensions. The method is based on the hybrid level set/front-tracking approach proposed in [H. D. Ceniceros and A. M. Roma, J. Comput. Phys., 205, 391400, 2005]. Geometric, interfacial quantities are computed from front-tracking via the immersed-boundary setting while the signed distance (level set) function, which is evaluated fast and to machine precision, is used as a fluid indicator. The surface tension force is obtained by employing the mixed Eulerian/Lagrangian representation introduced in [S. Shin, S. I. Abdel-Khalik, V. Daru and D. Juric, J. Comput. Phys., 203, 493-516, 2005] whose success for greatly reducing parasitic currents has been demonstrated. The use of our accurate fluid indicator together with effective Lagrangian marker control enhance this parasitic current reduction by several orders of magnitude. To resolve accurately and efficiently sharp gradients and salient flow features we employ dynamic, adaptive mesh refinements. This spatial adaption is used in concert with a dynamic control of the distribution of the Lagrangian nodes along the fluid interface and a variable time step, linearly implicit time integration scheme. We present numerical examples designed to test the capabilities and performance of the proposed approach as well as three applications: the long-time evolution of a fluid interface undergoing Rayleigh-Taylor instability, an example of bubble ascending dynamics, and a drop impacting on a free interface whose dynamics we compare with both existing numerical and experimental data.

NONLINEAR DIFFUSION PROCESS IN A BENARD SYSTEM AT THE CRITICAL-POINT FOR THE ONSET OF CONVECTION

The evolution equation governing surface perturbations of a shallow fluid heated from below at the critical Rayleigh number for the onset of convective motion, and with boundary conditions leading to zero critical wave number, is obtained. A solution for negative or cooling perturbations is explicitly exhibited, which shows that the system presents sharp propagating fronts.

Stochastically driven instability in rotating shear flows

Origin of hydrodynamic turbulence in rotating shear flows is investigated. The particular emphasis is on flows whose angular velocities decrease but specific angular momenta increase with increasing radial coordinate. Such flows are Rayleigh stable, but must be turbulent in order to explain observed data. Such a mismatch between the linear theory and observations/experiments is more severe when any hydromagnetic/magnetohydrodynamic instability and the corresponding turbulence therein is ruled out. The present work explores the effect of stochastic noise on such hydrodynamic flows. We focus on a small section of such a flow which is essentially a plane shear flow supplemented by the Coriolis effect. This also mimics a small section of an astrophysical accretion disk. It is found that such stochastically driven flows exhibit large temporal and spatial correlations of perturbation velocities, and hence large energy dissipations, that presumably generate instability. A range of angular velocity profiles (for the steady flow), starting with the constant angular momentum to that of the constant circular velocity are explored. It is shown that the growth and roughness exponents calculated from the contour (envelope) of the perturbed flows are all identical, revealing a unique universality class for the stochastically forced hydrodynamics of rotating shear flows. This work, to the best of our knowledge, is the first attempt to understand origin of instability and turbulence in the three-dimensional Rayleigh stable rotating shear flows by introducing additive stochastic noise to the underlying linearized governing equations. This has important implications in resolving the turbulence problem in astrophysical hydrodynamic flows such as accretion disks.

Stochastically driven instability in rotating shear flows

Origin of hydrodynamic turbulence in rotating shear flows is investigated. The particular emphasis is on flows whose angular velocities decrease but specific angular momenta increase with increasing radial coordinate. Such flows are Rayleigh stable, but must be turbulent in order to explain observed data. Such a mismatch between the linear theory and observations/experiments is more severe when any hydromagnetic/magnetohydrodynamic instability and the corresponding turbulence therein is ruled out. The present work explores the effect of stochastic noise on such hydrodynamic flows. We focus on a small section of such a flow which is essentially a plane shear flow supplemented by the Coriolis effect. This also mimics a small section of an astrophysical accretion disk. It is found that such stochastically driven flows exhibit large temporal and spatial correlations of perturbation velocities, and hence large energy dissipations, that presumably generate instability. A range of angular velocity profiles (for the steady flow), starting with the constant angular momentum to that of the constant circular velocity are explored. It is shown that the growth and roughness exponents calculated from the contour (envelope) of the perturbed flows are all identical, revealing a unique universality class for the stochastically forced hydrodynamics of rotating shear flows. This work, to the best of our knowledge, is the first attempt to understand origin of instability and turbulence in the three-dimensional Rayleigh stable rotating shear flows by introducing additive stochastic noise to the underlying linearized governing equations. This has important implications in resolving the turbulence problem in astrophysical hydrodynamic flows such as accretion disks.

Cross-correlation-aided transport in stochastically driven accretion flows

The origin of linear instability resulting in rotating sheared accretion flows has remained a controversial subject for a long time. While some explanations of such non-normal transient growth of disturbances in the Rayleigh stable limit were available for magnetized accretion flows, similar instabilities in the absence of magnetic perturbations remained unexplained. This dichotomy was resolved in two recent publications by Chattopadhyay and co-workers [Mukhopadhyay and Chattopadhyay, J. Phys. A 46, 035501 (2013)1751-811310.1088/1751-8113/46/3/035501; Nath, Phys. Rev. E 88, 013010 (2013)PLEEE81539-375510.1103/PhysRevE.88.013010] where it was shown that such instabilities, especially for nonmagnetized accretion flows, were introduced through interaction of the inherent stochastic noise in the system (even a "cold" accretion flow at 3000 K is too "hot" in the statistical parlance and is capable of inducing strong thermal modes) with the underlying Taylor-Couette flow profiles. Both studies, however, excluded the additional energy influx (or efflux) that could result from nonzero cross correlation of a noise perturbing the velocity flow, say, with the noise that is driving the vorticity flow (or equivalently the magnetic field and magnetic vorticity flow dynamics). Through the introduction of such a time symmetry violating effect, in this article we show that nonzero noise cross correlations essentially renormalize the strength of temporal correlations. Apart from an overall boost in the energy rate (both for spatial and temporal correlations, and hence in the ensemble averaged energy spectra), this results in mutual competition in growth rates of affected variables often resulting in suppression of oscillating Alfven waves at small times while leading to faster saturations at relatively longer time scales. The effects are seen to be more pronounced with magnetic field fluxes where the noise cross correlation magnifies the strength of the field concerned. Another remarkable feature noted specifically for the autocorrelation functions is the removal of energy degeneracy in the temporal profiles of fast growing non-normal modes leading to faster saturation with minimum oscillations. These results, including those presented in the previous two publications, now convincingly explain subcritical transition to turbulence in the linear limit for all possible situations that could now serve as the benchmark for nonlinear stability studies in Keplerian accretion disks.

Magnetohydrodynamic stability of stochastically driven accretion flows

We investigate the evolution of magnetohydrodynamic (or hydromagnetic as coined by Chandrasekhar) perturbations in the presence of stochastic noise in rotating shear flows. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows, however, are Rayleigh stable but must be turbulent in order to explain astrophysical observed data and, hence, reveal a mismatch between the linear theory and observations and experiments. The mismatch seems to have been resolved, at least in certain regimes, in the presence of a weak magnetic field, revealing magnetorotational instability. The present work explores the effects of stochastic noise on such magnetohydrodynamic flows, in order to resolve the above mismatch generically for the hot flows. We essentially concentrate on a small section of such a flow which is nothing but a plane shear flow supplemented by the Coriolis effect, mimicking a small section of an astrophysical accretion disk around a compact object. It is found that such stochastically driven flows exhibit large temporal and spatial autocorrelations and cross-correlations of perturbation and, hence, large energy dissipations of perturbation, which generate instability. Interestingly, autocorrelations and cross-correlations appear independent of background angular velocity profiles, which are Rayleigh stable, indicating their universality. This work initiates our attempt to understand the evolution of three-dimensional hydromagnetic perturbations in rotating shear flows in the presence of stochastic noise. © 2013 American Physical Society.

Large Rayleigh number thermal convection: heat flux predictions and strongly nonlinear solutions

We investigate the structure of strongly nonlinear Rayleigh–Bénard convection cells in the asymptotic limit of large Rayleigh number and fixed, moderate Prandtl number. Unlike the flows analyzed in prior theoretical studies of infinite Prandtl number convection, our cellular solutions exhibit dynamically inviscid constant-vorticity cores. By solving an integral equation for the cell-edge temperature distribution, we are able to predict, as a function of cell aspect ratio, the value of the core vorticity, details of the flow within the thin boundary layers and rising/falling plumes adjacent to the edges of the convection cell, and, in particular, the bulk heat flux through the layer. The results of our asymptotic analysis are corroborated using full pseudospectral numerical simulations and confirm that the heat flux is maximized for convection cells that are roughly square in cross section.