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.

Dynamic behaviors of mode III interfacial crack under a constant loading rate

In an earlier study on intersonic crack propagation, Gao et al. (J. Mech. Phys. Solids 49: 2113-2132, 2001) described molecular dynamics simulations and continuum analysis of the dynamic behaviors of a mode II dominated crack moving along a weak plane under a constant loading rate. The crack was observed to initiate its motion at a critical time after the onset of loading, at which it is rapidly accelerated to the Rayleigh wave speed and propagates at this speed for a finite time interval until an intersonic daughter crack is nucleated at a peak stress at a finite distance ahead of the original crack tip. The present article aims to analyze this behavior for a mode III crack moving along a bi-material interface subject to a constant loading rate. We begin with a crack in an initially stress-free bi-material subject to a steadily increasing stress. The crack initiates its motion at a critical time governed by the Griffith criterion. After crack initiation, two scenarios of crack propagation are investigated: the first one is that the crack moves at a constant subsonic velocity; the second one is that the crack moves at the lower shear wave speed of the two materials. In the first scenario, the shear stress ahead of the crack tip is singular with exponent -1/2, as expected; in the second scenario, the stress singularity vanishes but a peak stress is found to emerge at a distance ahead of the moving crack tip. In the latter case, a daughter crack supersonic with respect to the softer medium can be expected to emerge ahead of the initial crack once the peak stress reaches the cohesive strength of the interface.

Modeling study to compare the flow and heat transfer characteristics of low-power hydrogen, nitrogen and argon arc-heated thrusters

A modelling study is performed to compare the plasma °ow and heat transfer char- acteristics of low-power arc-heated thrusters (arcjets) for three di®erent propellants: hydrogen, nitrogen and argon. The all-speed SIMPLE algorithm is employed to solve the governing equa- tions, which take into account the e®ects of compressibility, Lorentz force and Joule heating, as well as the temperature- and pressure-dependence of the gas properties. The temperature, veloc- ity and Mach number distributions calculated within the thruster nozzle obtained with di®erent propellant gases are compared for the same thruster structure, dimensions, inlet-gas stagnant pressure and arc currents. The temperature distributions in the solid region of the anode-nozzle wall are also given. It is found that the °ow and energy conversion processes in the thruster nozzle show many similar features for all three propellants. For example, the propellant is heated mainly in the near-cathode and constrictor region, with the highest plasma temperature appear- ing near the cathode tip; the °ow transition from the subsonic to supersonic regime occurs within the constrictor region; the highest axial velocity appears inside the nozzle; and most of the input propellant °ows towards the thruster exit through the cooler gas region near the anode-nozzle wall. However, since the properties of hydrogen, nitrogen and argon, especially their molecular weights, speci¯c enthalpies and thermal conductivities, are di®erent, there are appreciable di®er- ences in arcjet performance. For example, compared to the other two propellants, the hydrogen arcjet thruster shows a higher plasma temperature in the arc region, and higher axial velocity but lower temperature at the thruster exit. Correspondingly, the hydrogen arcjet thruster has the highest speci¯c impulse and arc voltage for the same inlet stagnant pressure and arc current. The predictions of the modelling are compared favourably with available experimental results.

Numerical Simulation of a Low-power Hydrazine Arcjet Thruster

A modeling study is conducted to investigate the plasma flow and heat transfer characteristics of low-power (kW class) arc-heated thrusters (arcjets) with 2:1 hydrogen/nitrogen to simulate decomposed hydrazine as the propellant. The all-speed SIMPLE algorithm is employed to solve the governing equations, which take into account the effects of compressibility, the Lorentz force and Joule heating, as well as the temperature- and pressure-dependence of the gas properties. Typical computed results about the temperature, velocity and Mach number distributions within arcjet thruster are presented for the case with arc current of 9 A and inlet stagnant pressure of 3.3×105 Pa to show the flow and heat transfer characteristics. It is found that the propellant is heated mainly in the near-cathode and constrictor region, with the highest plasma temperature appearing near the cathode tip, and the flow transition from the subsonic to supersonic regime occurs within the constrictor region. The effect of gas viscosity on the plasma flow within arcjet thruster is examined by an additional numerical test using artificially reduced values of gas viscosity. The test results show that the gas viscosity appreciably affects the plasma flow and the performance of the arcjet thruster for the cases with the hydrazine or hydrogen as the propellant. The integrated axial Lorentz force in the thruster nozzle is also calculated and compared with the thrust force of the arcjet thruster. It is found that the integrated axial Lorentz force is much smaller than the thrust force for the low-power arcjet thruster. Modeling results for the NASA 1-kW class arcjet thruster with simulated hydrazine as the propellant are found to be reasonably consistent with available experimental data.

Aeroacoustics on Non-Dedicated Workstations

The simulation of subsonic aeroacoustic problems such as the flow-generated sound of wind instruments is well suited for parallel computing on a cluster of non-dedicated workstations. Simulations are demonstrated which employ 20 non-dedicated Hewlett-Packard workstations (HP9000/715), and achieve comparable performance on this problem as a 64-node CM-5 dedicated supercomputer with vector units. The success of the present approach depends on the low communication requirements of the problem (low communication to computation ratio) which arise from the coarse-grain decomposition of the problem and the use of local-interaction methods. Many important problems may be suitable for this type of parallel computing including computer vision, circuit simulation, and other subsonic flow problems.

An extension of Purcell's vector method with applications to panel element equations

The classical Purcell's vector method, for the construction of solutions to dense systems of linear equations is extended to a flexible orthogonalisation procedure. Some properties are revealed of the orthogonalisation procedure in relation to the classical Gauss-Jordan elimination with or without pivoting. Additional properties that are not shared by the classical Gauss-Jordan elimination are exploited. Further properties related to distributed computing are discussed with applications to panel element equations in subsonic compressible aerodynamics. Using an orthogonalisation procedure within panel methods enables a functional decomposition of the sequential panel methods and leads to a two-level parallelism.

On a flexible elimination algorithm with applications to panel element equations

A flexible elimination algorithm is presented and is applied to the solution of dense systems of linear equations. Properties of the algorithm are exploited in relation to panel element methods for potential flow and subsonic compressible flow. Further properties in relation to distributed computing are also discussed.

A finite volume unstructured mesh approach to dynamic fluid–structure interaction: an assessment of the challenge of predicting the onset of flutter

Computational modelling of dynamic fluid–structure interaction (DFSI) is a considerable challenge. Our approach to this class of problems involves the use of a single software framework for all the phenomena involved, employing finite volume methods on unstructured meshes in three dimensions. This method enables time and space accurate calculations in a consistent manner. One key application of DFSI simulation is the analysis of the onset of flutter in aircraft wings, where the work of Yates et al. [Measured and Calculated Subsonic and Transonic Flutter Characteristics of a 45° degree Sweptback Wing Planform in Air and Freon-12 in the Langley Transonic Dynamic Tunnel. NASA Technical Note D-1616, 1963] on the AGARD 445.6 wing planform still provides the most comprehensive benchmark data available. This paper presents the results of a significant effort to model the onset of flutter for the AGARD 445.6 wing planform geometry. A series of key issues needs to be addressed for this computational approach. • The advantage of using a single mesh, in order to eliminate numerical problems when applying boundary conditions at the fluid-structure interface, is counteracted by the challenge of generating a suitably high quality mesh in both the fluid and structural domains. • The computational effort for this DFSI procedure, in terms of run time and memory requirements, is very significant. Practical simulations require even finer meshes and shorter time steps, requiring parallel implementation for operation on large, high performance parallel systems. • The consistency and completeness of the AGARD data in the public domain is inadequate for use in the validation of DFSI codes when predicting the onset of flutter.

Nonlinear compressional electromagnetic ion-cyclotron wavepackets in space plasmas

The parametric coupling between large amplitude magnetic field-aligned circularly polarized electromagnetic ion-cyclotron (EMIC) waves and ponderomotively driven ion-acoustic perturbations in magnetized space plasmas is considered. A cubic nonlinear Schrodinger equation for the modulated EMIC wave envelope is derived, and then solved analytically. The modulated EMIC waves are found to be stable (unstable) against ion-acoustic density perturbations, in the subsonic (supersonic, respectively) case, and they may propagate as "supersonic bright" ("subsonic dark", i.e. "black" or "grey") type envelope solitons, i.e. electric field pulses (holes, voids), associated with (co-propagating) density humps. Explicit bright and dark (black/grey) envelope excitation profiles are presented, and the relevance of our investigation to space plasmas is discussed.

Large acoustic solitons and double layers in plasmas with two positive ion species

Large nonlinear acoustic waves are discussed in a plasma made up of cold supersonic and adiabatic subsonic positive ions, in the presence of hot isothermal electrons, with the help of Sagdeev pseudopotential theory. In this model, no solitons are found at the acoustic speed, and no compositional parameter ranges exist where solutions of opposite polarities can coexist. All nonlinear modes are thus super-acoustic, but polarity changes are possible. The upper limits on admissible structure velocities come from different physical arguments, in a strict order when the fractional cool ion density is increased: infinite cold ion compression, warm ion sonic point, positive double layers, negative double layers, and finally, positive double layers again. However, not all ranges exist for all mass and temperature ratios. Whereas the cold and warm ion sonic point limitations are always present over a wide range of mass and temperature ratios, and thus positive polarity solutions can easily be obtained, double layers have a more restricted existence range, specially if polarity changes are sought. (C) 2011 American Institute of Physics. [doi:10.1063/1.3579397]

Lateral boundary contributions to wave-activity invariants and nonlinear stability theorems for balanced dynamics

The slow advective-timescale dynamics of the atmosphere and oceans is referred to as balanced dynamics. An extensive body of theory for disturbances to basic flows exists for the quasi-geostrophic (QG) model of balanced dynamics, based on wave-activity invariants and nonlinear stability theorems associated with exact symmetry-based conservation laws. In attempting to extend this theory to the semi-geostrophic (SG) model of balanced dynamics, Kushner & Shepherd discovered lateral boundary contributions to the SG wave-activity invariants which are not present in the QG theory, and which affect the stability theorems. However, because of technical difficulties associated with the SG model, the analysis of Kushner & Shepherd was not fully nonlinear. This paper examines the issue of lateral boundary contributions to wave-activity invariants for balanced dynamics in the context of Salmon's nearly geostrophic model of rotating shallow-water flow. Salmon's model has certain similarities with the SG model, but also has important differences that allow the present analysis to be carried to finite amplitude. In the process, the way in which constraints produce boundary contributions to wave-activity invariants, and additional conditions in the associated stability theorems, is clarified. It is shown that Salmon's model possesses two kinds of stability theorems: an analogue of Ripa's small-amplitude stability theorem for shallow-water flow, and a finite-amplitude analogue of Kushner & Shepherd's SG stability theorem in which the ‘subsonic’ condition of Ripa's theorem is replaced by a condition that the flow be cyclonic along lateral boundaries. As with the SG theorem, this last condition has a simple physical interpretation involving the coastal Kelvin waves that exist in both models. Salmon's model has recently emerged as an important prototype for constrained Hamiltonian balanced models. The extent to which the present analysis applies to this general class of models is discussed.

Upwelling O+ ion source characteristics

Recent observations from the Dynamics Explorer 1 (DE-1) spacecraft have shown that the dayside auroral zone is an important source of very low-energy superthermal O^+ ions for the polar magnetosphere. When observed at 2000- to 5000-km altitude, the core of the O^+ distribution exhibits transverse heating to energies on the order of 10 eV, significant upward heat flux, and subsonic upward flow at significant flux levels exceeding 10^8 cm^{-2}s^{-1}. The term "upwelling ions" has been adopted to label these flows, which stand out in sharp contrast to the light ion polar wind flows observed in the same altitude range in the polar cap and subauroral magnetosphere. We have chosen a typical upwelling ion event for detailed study, correlating retarding ion mass spectrometer observations of the low-energy plasma with energetic ion observations and local electromagnetic field observations. The upwelling ion signature is colocated with the magnetospheric cleft as marked by precipitating energetic magnetosheath ions. The apparent ionospheric heating is clearly linked with the magnetic field signatures of strong field-aligned currents in the vicinity of the dayside polar cap boundary. Electric field and ion plasma measurements indicate that a very strong and localized convection channel or jet exists coincident with the other signatures of this event. These observations indicate that transverse ion heating to temperatures on the order of 10^5 K in the 2000- to 5000-km ionosphere is an important factor in producing heavy ion outflows into the polar magnetosphere. This result contrasts with recent suggestions that electron heating to temperatures of order 10^4 K is the most important parameter with regard to O^+ outflow.

Compressible modes in a square lid-driven cavity

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Solving the cooling flow problem through mechanical AGN feedback

A fundamental gap in the current understanding of collapsed structures in the universe concerns the thermodynamical evolution of the ordinary, baryonic component. Unopposed radiative cooling of plasma would lead to the cooling catastrophe, a massive inflow of condensing gas toward the centre of galaxies, groups and clusters. The last generation of multiwavelength observations has radically changed our view on baryons, suggesting that the heating linked to the active galactic nucleus (AGN) may be the balancing counterpart of cooling. In this Thesis, I investigate the engine of the heating regulated by the central black hole. I argue that the mechanical feedback, based on massive subrelativistic outflows, is the key to solving the cooling flow problem, i.e. dramatically quenching the cooling rates for several billion years without destroying the cool-core structure. Using an upgraded version of the parallel 3D hydrodynamic code FLASH, I show that anisotropic AGN outflows can further reproduce fundamental observed features, such as buoyant bubbles, cocoon shocks, sonic ripples, metals dredge-up, and subsonic turbulence. The latter is an essential ingredient to drive nonlinear thermal instabilities, which cause cold gas condensation, a residual of the quenched cooling flow and, later, fuel for the AGN feedback engine. The self-regulated outflows are systematically tested on the scales of massive clusters, groups and isolated elliptical galaxies: in lighter less bound objects the feedback needs to be gentler and less efficient, in order to avoid drastic overheating. In this Thesis, I describe in depth the complex hydrodynamics, involving the coupling of the feedback energy to that of the surrounding hot medium. Finally, I present the merits and flaws of all the proposed models, with a critical eye toward observational concordance.

Reduced order models for industrial thermo-fluid problems

A new method is presented to generate reduced order models (ROMs) in Fluid Dynamics problems of industrial interest. The method is based on the expansion of the flow variables in a Proper Orthogonal Decomposition (POD) basis, calculated from a limited number of snapshots, which are obtained via Computational Fluid Dynamics (CFD). Then, the POD-mode amplitudes are calculated as minimizers of a properly defined overall residual of the equations and boundary conditions. The method includes various ingredients that are new in this field. The residual can be calculated using only a limited number of points in the flow field, which can be scattered either all over the whole computational domain or over a smaller projection window. The resulting ROM is both computationally efficient(reconstructed flow fields require, in cases that do not present shock waves, less than 1 % of the time needed to compute a full CFD solution) and flexible(the projection window can avoid regions of large localized CFD errors).Also, for problems related with aerodynamics, POD modes are obtained from a set of snapshots calculated by a CFD method based on the compressible Navier Stokes equations and a turbulence model (which further more includes some unphysical stabilizing terms that are included for purely numerical reasons), but projection onto the POD manifold is made using the inviscid Euler equations, which makes the method independent of the CFD scheme. In addition, shock waves are treated specifically in the POD description, to avoid the need of using a too large number of snapshots. Various definitions of the residual are also discussed, along with the number and distribution of snapshots, the number of retained modes, and the effect of CFD errors. The method is checked and discussed on several test problems that describe (i) heat transfer in the recirculation region downstream of a backwards facing step, (ii) the flow past a two-dimensional airfoil in both the subsonic and transonic regimes, and (iii) the flow past a three-dimensional horizontal tail plane. The method is both efficient and numerically robust in the sense that the computational effort is quite small compared to CFD and results are both reasonably accurate and largely insensitive to the definition of the residual, to CFD errors, and to the CFD method itself, which may contain artificial stabilizing terms. Thus, the method is amenable for practical engineering applications. Resumen Se presenta un nuevo método para generar modelos de orden reducido (ROMs) aplicado a problemas fluidodinámicos de interés industrial. El nuevo método se basa en la expansión de las variables fluidas en una base POD, calculada a partir de un cierto número de snapshots, los cuales se han obtenido gracias a simulaciones numéricas (CFD). A continuación, las amplitudes de los modos POD se calculan minimizando un residual global adecuadamente definido que combina las ecuaciones y las condiciones de contorno. El método incluye varios ingredientes que son nuevos en este campo de estudio. El residual puede calcularse utilizando únicamente un número limitado de puntos del campo fluido. Estos puntos puede encontrarse dispersos a lo largo del dominio computacional completo o sobre una ventana de proyección. El modelo ROM obtenido es tanto computacionalmente eficiente (en aquellos casos que no presentan ondas de choque reconstruir los campos fluidos requiere menos del 1% del tiempo necesario para calcular una solución CFD) como flexible (la ventana de proyección puede escogerse de forma que evite contener regiones con errores en la solución CFD localizados y grandes). Además, en problemas aerodinámicos, los modos POD se obtienen de un conjunto de snapshots calculados utilizando un código CFD basado en la versión compresible de las ecuaciones de Navier Stokes y un modelo de turbulencia (el cual puede incluir algunos términos estabilizadores sin sentido físico que se añaden por razones puramente numéricas), aunque la proyección en la variedad POD se hace utilizando las ecuaciones de Euler, lo que hace al método independiente del esquema utilizado en el código CFD. Además, las ondas de choque se tratan específicamente en la descripción POD para evitar la necesidad de utilizar un número demasiado grande de snapshots. Varias definiciones del residual se discuten, así como el número y distribución de los snapshots,el número de modos retenidos y el efecto de los errores debidos al CFD. El método se comprueba y discute para varios problemas de evaluación que describen (i) la transferencia de calor en la región de recirculación aguas abajo de un escalón, (ii) el flujo alrededor de un perfil bidimensional en regímenes subsónico y transónico y (iii) el flujo alrededor de un estabilizador horizontal tridimensional. El método es tanto eficiente como numéricamente robusto en el sentido de que el esfuerzo computacional es muy pequeño comparado con el requerido por el CFD y los resultados son razonablemente precisos y muy insensibles a la definición del residual, los errores debidos al CFD y al método CFD en sí mismo, el cual puede contener términos estabilizadores artificiales. Por lo tanto, el método puede utilizarse en aplicaciones prácticas de ingeniería.