Compressibility effects on the Rayleigh-Taylor instability growth between immiscible fluids

The linearized Navier-Stokes equations for a system of superposed immiscible compressible ideal fluids are analyzed. The results of the analysis reconcile the stabilizing and destabilizing effects of compressibility reported in the literature. It is shown that the growth rate $n$ obtained for an inviscid, compressible flow in an infinite domain is bounded by the growth rates obtained for the corresponding incompressible flows with uniform and exponentially varying density. As the equilibrium pressure at the interface $p_\infty$ increases (less compressible flow), $n$ increases towards the uniform density result, while as the ratio of specific heats $\gamma$ increases (less compressible fluid), $n$ decreases towards the exponentially varying density incompressible flow result. This remains valid in the presence of surface tension or for viscous fluids and the validity of the results is also discussed for finite size domains. The critical wavenumber imposed by the presence of surface tension is unaffected by compressibility. However, the results show that the surface tension modifies the sensitivity of the growth rate to a differential change in $\gamma$ for the lower and upper fluids. For the viscous case, the linearized equations are solved numerically for different values of $p_\infty$ and $\gamma$. It is found that the largest differences compared with the incompressible cases are obtained at small Atwood numbers. The most unstable mode for the compressible case is also bounded by the most unstable modes corresponding to the two limiting incompressible cases.Comment: To appear in Physics of Fluid

Extremes for the inradius in the Poisson line tessellation

A Poisson line tessellation is observed within a window. With each cell of the tessellation, we associate the inradius, which is the radius of the largest ball contained in the cell. Using Poisson approximation, we compute the limit distributions of the largest and smallest order statistics for the inradii of all cells whose nuclei are contained in the window in the limit as the window is scaled to infinity. We additionally prove that the limit shape of the cells minimising the inradius is a triangle

The Trace Problem for Toeplitz Matrices and Operators and its Impact in Probability

The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the literature. In this paper we provide a survey and unified treatment of the trace approximation problem both for Toeplitz matrices and for operators and describe applications to discrete- and continuous-time stationary processes. The trace approximation problem serves indeed as a tool to study many probabilistic and statistical topics for stationary models. These include central and non-central limit theorems and large deviations of Toeplitz type random quadratic functionals, parametric and nonparametric estimation, prediction of the future value based on the observed past of the process, etc. We review and summarize the known results concerning the trace approximation problem, prove some new results, and provide a number of applications to discrete- and continuous-time stationary time series models with various types of memory structures, such as long memory, anti-persistent and short memory

Observation of the decay \psip\rar\kstark

Using 14 million $\psi(2S)$ events collected with the BESII detector, branching fractions of \psip\rar\kstarkpm and \kstarknn are determined to be: \calB(\psip\rar\kstarkpm)=(2.9^{+1.3}_{-1.7}\pm0.4)\times 10^{-5} and \calB(\psip\rar\kstarknn)=(13.3^{+2.4}_{-2.7}\pm1.9)\times 10^{-5}. The results confirm the violation of the "12%" rule for these two decay channels with higher precision. A large isospin violation between the charged and neutral modes is observed.Comment: 5 pages, 3 figure

A Microeconomic Explanation of the EPK Paradox

Supported by several recent investigations the empirical pricing kernel paradox might be considered as a stylized fact. In Chabi-Yo et al. (2008) simulation studies have been presented which suggest that this paradox might be caused by regime switching of stock prices in financial markets. Alternatively, we want to emphasize a microeconomic view. Based on an economic model with state dependent utilities for the financial investors we succeed in explaining the paradox by changes of the risk attitudes. Theoretically, the change behaviour is compressed by the pricing kernels. As a starting point for empirical insights we shall develop and investigate inverse problems in terms of data fits for estimated basic values of the pricing kernel.Pricing kernel, representative agent, empirical pricing kernel, epk paradox, state dependent utilities, switching points

Intergenerational justice when future worlds are uncertain

Let there be a positive (exogenous) probability that, at each date, the human species will disappear. We postulate an Ethical Observer (EO) who maximizes intertemporal welfare under this uncertainty, with expected-utility preferences. Various social welfare criteria entail alternative von Neumann- Morgenstern utility functions for the EO: utilitarian, Rawlsian, and an extension of the latter that corrects for the size of population. Our analysis covers, first, a cake-eating economy (without production), where the utilitarian and Rawlsian recommend the same allocation. Second, a productive economy with education and capital, where it turns out that the recommendations of the two EOs are in general different. But when the utilitarian program diverges, then we prove it is optimal for the extended Rawlsian to ignore the uncertainty concerning the possible disappearance of the human species in the future. We conclude by discussing the implications for intergenerational welfare maximization in the presence of global warming.Discounted utilitarianism, Rawlsian, sustainability, maximin, uncertainty, expected utility, von Neumann-Morgenstern, dynamic welfare maximization.

Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes

\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both central and non-central functional limit theorems are obtained