An efficient numerical scheme for the Euler equations

A finite difference scheme based on flux difference splitting is presented for the solution of the Euler equations for the compressible flow of an ideal gas. A linearised Riemann problem is defined, and a scheme based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency, leading to arithmetic averaging. This is in contrast to the usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. The scheme is applied to a shock tube problem and a blast wave problem. Each approximate solution compares well with those given by other schemes, and for the shock tube problem is in agreement with the exact solution.

An efficient finite difference scheme for three-dimensional, non-equilibrium flows using operator splitting

An efficient finite difference scheme is presented for the inviscid terms of the three-dimensional, compressible flow equations for chemical non-equilibrium gases. This scheme represents an extension and an improvement of one proposed by the author, and includes operator splitting.

A finite difference scheme for inviscid flows with non-eequilibrium chemistry and internal energy

A finite difference scheme is presented for the inviscid terms of the equations of compressible fluid dynamics with general non-equilibrium chemistry and internal energy.

Real gas flows in a duct

A numerical scheme is presented for the solution of the Euler equations of compressible flow of a real gas in a single spatial coordinate. This include flow in a duct of variable cross-section as well as flow with cylindrical or spherical symmetry, and can prove useful when testing codes for the two-dimensional equations governing compressible flow of a real gas. The scheme is applied with success to a problem involving the interaction of converging and diverging cylindrical shocks for four equations of state and to a problem involving the reflection of a converging shock.

Cylindrically symmetric flows in a Lagrangian frame

An approximate Riemann solver, in a Lagrangian frame of reference, is presented for the compressible flow equations with cylindrical and spherical symmetry, including flow in a duct of variable cross section. The scheme is applied to a cylindrically symmetric problem involving the interaction of shocks.

Operator Theory and Its Applications: In Memory of V. B. Lidskii (1924-2008)

This book is a collection of articles devoted to the theory of linear operators in Hilbert spaces and its applications. The subjects covered range from the abstract theory of Toeplitz operators to the analysis of very specific differential operators arising in quantum mechanics, electromagnetism, and the theory of elasticity; the stability of numerical methods is also discussed. Many of the articles deal with spectral problems for not necessarily selfadjoint operators. Some of the articles are surveys outlining the current state of the subject and presenting open problems.

Dynamic shear modulus of isotropic elastomers

We have investigated the dynamic mechanical behavior of two cross-linked polymer networks with very different topologies: one made of backbones randomly linked along their length; the other with fixed-length strands uniformly cross-linked at their ends. The samples were analyzed using oscillatory shear, at very small strains corresponding to the linear regime. This was carried out at a range of frequencies, and at temperatures ranging from the glass plateau, through the glass transition, and well into the rubbery region. Through the glass transition, the data obeyed the time-temperature superposition principle, and could be analyzed using WLF treatment. At higher temperatures, in the rubbery region, the storage modulus was found to deviate from this, taking a value that is independent of frequency. This value increased linearly with temperature, as expected for the entropic rubber elasticity, but with a substantial negative offset inconsistent with straightforward enthalpic effects. Conversely, the loss modulus continued to follow time-temperature superposition, decreasing with increasing temperature, and showing a power-law dependence on frequency.

Effects of beverage alcohol taxes and prices on drinking: a meta-analysis of 1003 estimates from 112 studies

Aims: We conducted a systematic review of studies examining relationships between measures of beverage alcohol tax or price levels and alcohol sales or self-reported drinking. A total of 112 studies of alcohol tax or price effects were found, containing 1003 estimates of the tax/price–consumption relationship. Design: Studies included analyses of alternative outcome measures, varying subgroups of the population, several statistical models, and using different units of analysis. Multiple estimates were coded from each study, along with numerous study characteristics. Using reported estimates, standard errors, t-ratios, sample sizes and other statistics, we calculated the partial correlation for the relationship between alcohol price or tax and sales or drinking measures for each major model or subgroup reported within each study. Random-effects models were used to combine studies for inverse variance weighted overall estimates of the magnitude and significance of the relationship between alcohol tax/price and drinking. Findings: Simple means of reported elasticities are -0.46 for beer, -0.69 for wine and -0.80 for spirits. Meta-analytical results document the highly significant relationships (P < 0.001) between alcohol tax or price measures and indices of sales or consumption of alcohol (aggregate-level r = -0.17 for beer, -0.30 for wine, -0.29 for spirits and -0.44 for total alcohol). Price/tax also affects heavy drinking significantly (mean reported elasticity = -0.28, individual-level r = -0.01, P < 0.01), but the magnitude of effect is smaller than effects on overall drinking. Conclusions: A large literature establishes that beverage alcohol prices and taxes are related inversely to drinking. Effects are large compared to other prevention policies and programs. Public policies that raise prices of alcohol are an effective means to reduce drinking.

A simplified pricing model for volatility futures

We develop a general model to price VIX futures contracts. The model is adapted to test both the constant elasticity of variance (CEV) and the Cox–Ingersoll–Ross formulations, with and without jumps. Empirical tests on VIX futures prices provide out-of-sample estimates within 2% of the actual futures price for almost all futures maturities. We show that although jumps are present in the data, the models with jumps do not typically outperform the others; in particular, we demonstrate the important benefits of the CEV feature in pricing futures contracts. We conclude by examining errors in the model relative to the VIX characteristics

Making the least active pay: a simulation of rewards and penalties under Demand Side Participation programs

The orthodox approach for incentivising Demand Side Participation (DSP) programs is that utility losses from capital, installation and planning costs should be recovered under financial incentive mechanisms which aim to ensure that utilities have the right incentives to implement DSP activities. The recent national smart metering roll-out in the UK implies that this approach needs to be reassessed since utilities will recover the capital costs associated with DSP technology through bills. This paper introduces a reward and penalty mechanism focusing on residential users. DSP planning costs are recovered through payments from those consumers who do not react to peak signals. Those consumers who do react are rewarded by paying lower bills. Because real-time incentives to residential consumers tend to fail due to the negligible amounts associated with net gains (and losses) or individual users, in the proposed mechanism the regulator determines benchmarks which are matched against responses to signals and caps the level of rewards/penalties to avoid market distortions. The paper presents an overview of existing financial incentive mechanisms for DSP; introduces the reward/penalty mechanism aimed at fostering DSP under the hypothesis of smart metering roll-out; considers the costs faced by utilities for DSP programs; assesses linear rate effects and value changes; introduces compensatory weights for those consumers who have physical or financial impediments; and shows findings based on simulation runs on three discrete levels of elasticity.

Stress field control of eruption dynamics at a rift volcano: Nyamuragira, D.R.Congo

Using the record of 30 flank eruptions over the last 110 years at Nyamuragira, we have tested the relationship between the eruption dynamics and the local stress field. There are two groups of eruptions based on their duration (< 80days >) that are also clustered in space and time. We find that the eruptions fed by dykes parallel to the East African Rift Valley have longer durations (and larger volumes) than those eruptions fed by dykes with other orientations. This is compatible with a model for compressible magma transported through an elastic-walled dyke in a differential stress field from an over-pressured reservoir (Woods et al., 2006). The observed pattern of eruptive fissures is consistent with a local stress field modified by a northwest-trending, right lateral slip fault that is part of the northern transfer zone of the Kivu Basin rift segment. We have also re-tested with new data the stochastic eruption models for Nyamuragira of Burt et al. (1994). The time-predictable, pressure-threshold model remains the best fit and is consistent with the typically observed declining rate of sulphur dioxide emission during the first few days of eruption with lava emission from a depressurising, closed, crustal reservoir. The 2.4-fold increase in long-term eruption rate that occurred after 1977 is confirmed in the new analysis. Since that change, the record has been dominated by short-duration eruptions fed by dykes perpendicular to the Rift. We suggest that the intrusion of a major dyke during the 1977 volcano-tectonic event at neighbouring Nyiragongo volcano inhibited subsequent dyke formation on the southern flanks of Nyamuragira and this may also have resulted in more dykes reaching the surface elsewhere. Thus that sudden change in output was a result of a changed stress field that forced more of the deep magma supply to the surface. Another volcano-tectonic event in 2002 may also have changed the magma output rate at Nyamuragira.

The effect of the molecular weight on the electro-optic properties of methacrylate-based side-chain liquid crystal polymers

A series of methacrylate-based side-chain liquid crystal polymers has been prepared with a range of molecular weights. For the high molecular weight polymers a smectic phase is observed with a very narrow nematic range; however, for low molecular weight polymers only the nematic phase is observed. A marked reduction in the glass transition temperature, TSN and TNI is observed with a reduction in the molecular weight. The orientational order parameters for these polymers in the liquid crystal phase have been determined using infra-red dichroism. It is found that the higher the molecular weight of the polymer, the greater is the threshold voltage of the electro-optic response and the lower the order parameter. The increase in the threshold voltage with increasing molecular weight may be related to the intrinsic curvature elasticity and hence to the coupling between the mesogenic units and the polymer backbone.

A wide-angle X-ray study of the development of molecular orientation in crosslinked natural rubber

Molecular orientation parameters have been measured for the non-crystalline component of crosslinked natural rubber samples deformed in uniaxial tension as a function of the extension ratio and of temperature. The orientation parapeters 〈P2(cosα)〉 and 〈P4(cosα)〉 were obtained by an analysis of the anisotropy of the wide-angle X-ray scattering functions. For the measurements made at high temperatures the level of crystallinity detected was negligible and the orientation-strain behaviour could be compared directly with the predictions of molecular models of rubber elasticity. The molecular orientation behaviour with strain was found to be at variance with the estimates of the affine model particularly at low and moderate strains. Extension of the crosslinked rubber at room temperature led to strain-crystallization and measurements of both the molecular orientation of the non-crystalline chains and the degree of crystallinity during extension and relaxation enabled the role of the crystallites in the deformation process to be considered in detail. The intrinsic birefringence of the non-crystalline component was estimated, through the use of the 〈P2(cosα)〉 values obtained from X-ray scattering measurements, to be 0.20±0.02.

Food marketing technology and contingency market valuation

Marketing activities are introduced into a rational expectations model of the food marketing system. The model is used to evaluate effects of alternative marketing technologies on the distribution of the benefits of contingency markets in agriculture. Benefits depend on two parameters: the cost share of farm inputs and the elasticity of substitution between farm and nonfarm inputs in food marketing. Over a broad spectrum of technologies, consumers are likely to be the net beneficiaries and farmers the net losers from the provision of contingency markets

Nonlinear symmetric stability of planetary atmospheres

The energy–Casimir method is applied to the problem of symmetric stability in the context of a compressible, hydrostatic planetary atmosphere with a general equation of state. Formal stability criteria for symmetric disturbances to a zonally symmetric baroclinic flow are obtained. In the special case of a perfect gas the results of Stevens (1983) are recovered. Finite-amplitude stability conditions are also obtained that provide an upper bound on a certain positive-definite measure of disturbance amplitude.