Statistical properties of turbulence: An overview

We present an introductory overview of several challenging problems in the statistical characterization of turbulence. We provide examples from fluid turbulence in three and two dimensions, from the turbulent advection of passive scalars, turbulence in the one-dimensional Burgers equation, and fluid turbulence in the presence of polymer additives.

High Resoulution Electron Microscopy of Chloritoid Minerals From Different Geological Melieu

Structural defects of three chloritoid minerals from distinet geologic melieu have been investigated by high resolution electron microscopy. X-ray powder and electron diffraction patterns indicate that the chloritoid from one geological source (A) is2M 1+2M2 monoclinic variant while those from another geological source (B) are 2M 2 monoclinic variants. In a typical one-dimensional lattice image of a crystal from sourceA, the 2M 2 matrix is broken by insertion of triclinic inter-growths. Another crystal with the 2M 2 matrix showed single, triple, quadruple and quintuple layers displaying an unusually high degree of disorder. Lattice images of 2M 2 monoclinic variants from sourceB yielded more homogeneous micrographs. The important finding from the present studies is that the chloritoid from sourceA is a severely disordered low-temperature intermediate phase in the conversion of the triclinic chloritoid to the high-temperature ordered monoclinic variants of sourceB. Severely disordered chloritoids, marking the beginning of low grade metamorphism, are generated as intermediates between the state of complete disordered arrangement towards the end of low grade metamorphism within the narrow stability range of 400°–500°C.

Structure of shock waves at re-entry speeds

The unified structure of steady, one-dimensional shock waves in argon, in the absence of an external electric or magnetic field, is investigated. The analysis is based on a two-temperature, three-fluid continuum approach, using the Navier—Stokes equations as a model and including non-equilibrium collisional as well as radiative ionization phenomena. Quasi charge neutrality and zero velocity slip are assumed. The integral nature of the radiative terms is reduced to analytical forms through suitable spectral and directional approximations. The analysis is based on the method of matched asymptotic expansions. With respect to a suitably chosen small parameter, which is the ratio of atom-atom elastic collisional mean free-path to photon mean free-path, the following shock morphology emerges: within the radiation and electron thermal conduction dominated outer layer occurs an optically transparent discontinuity which consists of a chemically frozen heavy particle (atoms and ions) shock and a collisional ionization relaxation layer. Solutions are obtained for the first order with respect to the small parameter of the problem for two cases: (i) including electron thermal conduction and (ii) neglecting it in the analysis of the outer layer. It has been found that the influence of electron thermal conduction on the shock structure is substantial. Results for various free-stream conditions are presented in the form of tables and figures.

Quantum diffusion in thin disordered wires

Quantum Ohmic residual resistance of a thin disordered wire, approximated as a one-dimensional multichannel conductor, is known to scale exponentially with length. This nonadditivity is shown to imply (i) a low-frequency noise-power spectrum proportional to -ln(Ω)/Ω, and (ii) a dispersive capacitative impedance proportional to tanh(√iΩ )/ √iΩ. A deep connection to the quantum Brownian motion with linear dynamical frictional coupling to a harmonic-oscillator bath is pointed out and interpreted in physical terms.

Design of laterally loaded piles in clays based on cone penetration test data: a reliability-based approach

The behaviour of laterally loaded piles is considerably influenced by the uncertainties in soil properties. Hence probabilistic models for assessment of allowable lateral load are necessary. Cone penetration test (CPT) data are often used to determine soil strength parameters, whereby the allowable lateral load of the pile is computed. In the present study, the maximum lateral displacement and moment of the pile are obtained based on the coefficient of subgrade reaction approach, considering the nonlinear soil behaviour in undrained clay. The coefficient of subgrade reaction is related to the undrained shear strength of soil, which can be obtained from CPT data. The soil medium is modelled as a one-dimensional random field along the depth, and it is described by the standard deviation and scale of fluctuation of the undrained shear strength of soil. Inherent soil variability, measurement uncertainty and transformation uncertainty are taken into consideration. The statistics of maximum lateral deflection and moment are obtained using the first-order, second-moment technique. Hasofer-Lind reliability indices for component and system failure criteria, based on the allowable lateral displacement and moment capacity of the pile section, are evaluated. The geotechnical database from the Konaseema site in India is used as a case example. It is shown that the reliability-based design approach for pile foundations, considering the spatial variability of soil, permits a rational choice of allowable lateral loads.

Velocity ratio in the analysis of linear dynamical systems

The transfer matrix method is known to be well suited for a complete analysis of a lumped as well as distributed element, one-dimensional, linear dynamical system with a marked chain topology. However, general subroutines of the type available for classical matrix methods are not available in the current literature on transfer matrix methods. In the present article, general expressions for various aspects of analysis-viz., natural frequency equation, modal vectors, forced response and filter performance—have been evaluated in terms of a single parameter, referred to as velocity ratio. Subprograms have been developed for use with the transfer matrix method for the evaluation of velocity ratio and related parameters. It is shown that a given system, branched or straight-through, can be completely analysed in terms of these basic subprograms, on a stored program digital computer. It is observed that the transfer matrix method with the velocity ratio approach has certain advantages over the existing general matrix methods in the analysis of one-dimensional systems.

An algebraic algorithm for the design and analysis of linear dynamical systems

In an earlier paper [1], it has been shown that velocity ratio, defined with reference to the analogous circuit, is a basic parameter in the complete analysis of a linear one-dimensional dynamical system. In this paper it is shown that the terms constituting velocity ratio can be readily determined by means of an algebraic algorithm developed from a heuristic study of the process of transfer matrix multiplication. The algorithm permits the set of most significant terms at a particular frequency of interest to be identified from a knowledge of the relative magnitudes of the impedances of the constituent elements of a proposed configuration. This feature makes the algorithm a potential tool in a first approach to a rational design of a complex dynamical filter. This algorithm is particularly suited for the desk analysis of a medium size system with lumped as well as distributed elements.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Dynamic Instabilities in Slender Space Launch Vehicles under Propulsive Thrust and Aerodynamic Forces

A mechanics based linear analysis of the problem of dynamic instabilities in slender space launch vehicles is undertaken. The flexible body dynamics of the moving vehicle is studied in an inertial frame of reference, including velocity induced curvature effects, which have not been considered so far in the published literature. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic forces and the propulsive thrust of the vehicle. The effects of the coupling between the combustion process (mass variation, developed thrust etc.) and the variables involved in the flexible body dynamics (displacements and velocities) are clearly brought out. The model is one-dimensional, and it can be employed to idealised slender vehicles with complex shapes. Computer simulations are carried out using a standard eigenvalue problem within h-p finite element modelling framework. Stability regimes for a vehicle subjected to propulsive thrust are validated by comparing the results from published literature. Numerical simulations are carried out for a representative vehicle to determine the instability regimes with vehicle speed and propulsive thrust as the parameters. The phenomena of static instability (divergence) and dynamic instability (flutter) are observed. The results at low Mach number match closely with the results obtained from previous models published in the literature.

Finite element analysis of curved anisotropic laminated hollow bars

Curved hollow bars of laminated anisotropic construction are used as structural members in many industries. They are used in order to save weight without loss of stiffness in comparison with solid sections. In this paper are presented the details of the development of the stiffness matrices of laminated anisotropic curved hollow bars under line member assumptions for two typical sections, circular and square. They are 16dof elements which make use of one-dimensional first-order Hermite interpolation polynomials for the description of assumed displacement state. Problems for which analytical or other solutions are available are first solved using these elements. Good agreement was found between the results. In order to show the capability of the element, application is made to carbon fibre reinforced plastic layered anisotropic curved hollow bars.

Turbulence measurements in an equilibrium axisymmetric wall jet

This paper reports measurements of turbulent quantities in an axisymmetric wall jet subjected to an adverse pressure gradient in a conical diffuser, in such a way that a suitably defined pressure-gradient parameter is everywhere small. Self-similarity is observed in the mean velocity profile, as well as the profiles of many turbulent quantities at sufficiently large distances from the injection slot. Autocorrelation measurements indicate that, in the region of turbulent production, the time scale of ν fluctuations is very much smaller than the time scale of u fluctuations. Based on the data on these time scales, a possible model is proposed for the Reynolds stress. One-dimensional energy spectra are obtained for the u, v and w components at several points in the wall jet. It is found that self-similarity is exhibited by the one-dimensional wavenumber spectrum of $\overline{q^2}(=\overline{u^2}+\overline{v^2}+\overline{w^2})$, if the half-width of the wall jet and the local mean velocity are used for forming the non-dimensional wavenumber. Both the autocorrelation curves and the spectra indicate the existence of periodicity in the flow. The rate of dissipation of turbulent energy is estimated from the $\overline{q^2}$ spectra, using a slightly modified version of a previously suggested method.

Mechanistic Aspects of Shape Selection and Symmetry Breaking during Nanostructure Growth by Wet Chemical Methods

The control of shapes of nanocrystals is crucial for using them as building blocks for various applications. In this paper, we present a critical overview of the issues involved in shape-controlled synthesis of nanostructures. In particular, we focus on the mechanisms by which anisotropic structures of high-symmetry materials (fcc crystals, for instance) could be realized. Such structures require a symmetry-breaking mechanism to be operative that typically leads to selection of one of the facets/directions for growth over all the other symmetry-equivalent crystallographic facets. We show how this selection could arise for the growth of one-dimensional structures leading to ultrafine metal nanowires and for the case of two-dimensional nanostructures where the layer-by-layer growth takes place at low driving forces leading to plate-shaped structures. We illustrate morphology diagrams to predict the formation of two-dimensional structures during wet chemical synthesis. We show the generality of the method by extending it to predict the growth of plate-shaped inorganics produced by a precipitation reaction. Finally, we present the growth of crystals under high driving forces that can lead to the formation of porous structures with large surface areas.

Mechanics of transition in an axisymmetric laminar boundary layer on a circular cylinder

Measurements of the growth of artificially generated turbulent spots and intermittency distribution in the transition region on a circular cylinder in axial flow show that the instability Reynolds number of 11,000 has a marked effect on the properties. In particular, it is found that the spot production in the initial region when a single turbulent spot has not yet wrapped around the cylinder and the propagation is essentially two-dimensional, is significantly altered. But the transition in the downstream or latter region, where most of the turbulent spots propagate onedimensionally (like the turbulent plugs in a pipe), is not affected. When the radius Reynolds number is more than 11,000, the intermittency law in the initial region is essentially the same as in twodimensional flow on a flat plate and in the latter region it is the one-dimensional flow in a pipe, the demarcation between the two regions being quite sharp.

Localised spin wave modes in a Heisenberg ferromagnet with biquadratic interaction

The presence of biquadratic exchange in a one-dimensional ferromagnetic Heisenberg chain with an impurity spin is shown to change the nature of the impurity modes and its eigenvalues considerably which can be observed experimentally.

Non-diffusive classical transport in a medium with static randomness

The probability distribution for the displacement x of a particle moving in a one-dimensional continuum is derived exactly for the general case of combined static and dynamic gaussian randomness of the applied force. The dynamics of the particle is governed by the high-friction limit of Brownian motion discussed originally by Einstein and Smoluchowski. In particular, the mean square displacement of the particle varies as t2 for t to infinity . This ballistic motion induced by the disorder does not give rise to a 1/f power spectrum, contrary to recent suggestions based on the above dynamical model.