Hydrodynamic Simulations of Oscillating Shock Waves in a Sub-Keplerian Accretion Flow Around Black Holes

We study the accretion processes on a black hole by numerical simulation. We use a grid based finite difference code for this purpose. We scan the parameter space spanned by the specific energy and the angular momentum and compare the time-dependent solutions with those obtained from theoretical considerations. We found several important results (a) The time dependent flow behaves close to a constant height model flow in the pre-shock region and a flow with vertical equilibrium in the post-shock region. (c) The infall time scale in the post-shock region is several times higher than the free-fall time scale. (b) There are two discontinuities in the flow, one being just outside of the inner sonic point. Turbulence plays a major role in determining the locations of these discontinuities. (d) The two discontinuities oscillate with two different frequencies and behave as a coupled harmonic oscillator. A Fourier analysis of the variation of the outer shock location indicates higher power at the lower frequency and lower power at the higher frequency. The opposite is true when the analysis of the inner shock is made. These behaviours will have implications in the spectral and timing properties of black hole candidates.Comment: 19 pages, 13 figures, 1 Table MNRAS (In press

Ion structure factors and electron transport in dense Coulomb plasmas

The dynamical structure factor of a Coulomb crystal of ions is calculated at arbitrary temperature below the melting point taking into account multi-phonon processes in the harmonic approximation. In a strongly coupled Coulomb ion liquid, the static structure factor is split into two parts, a Bragg-diffraction-like one, describing incipient long-range order structures, and an inelastic part corresponding to thermal ion density fluctuations. It is assumed that the diffractionlike scattering does not lead to the electron relaxation in the liquid phase. This assumption, together with the inclusion of multi-phonon processes in the crystalline phase, eliminates large discontinuities of the transport coefficients (jumps of the thermal and electric conductivities, as well as shear viscosity, reported previously) at a melting point.Comment: 4 pages, 2 figures, REVTeX using epsf.sty. Phys. Rev. Lett., in pres

Stopping of functionals with discontinuity at the boundary of an open set

We explore properties of the value function and existence of optimal stopping times for functionals with discontinuities related to the boundary of an open (possibly unbounded) set $\mathcal{O}$. The stopping horizon is either random, equal to the first exit from the set $\mathcal{O}$, or fixed: finite or infinite. The payoff function is continuous with a possible jump at the boundary of $\mathcal{O}$. Using a generalization of the penalty method we derive a numerical algorithm for approximation of the value function for general Feller-Markov processes and show existence of optimal or $\epsilon$-optimal stopping times

A Dynamic Programming Approach for Pricing Options Embedded in Bonds

The aim of this paper is to price options embedded in bonds in a Dynamic Programming (DP) framework, the focus being on call and put options with advance notice. The pricing of interest rate derivatives was usually done via trees or finite differences. Trees are not really very efficient as they deform crudely the dynamic of the underlying asset(s), here the short term risk-free interest rate. They can be interpreted as elementary DP procedures with fixed grid sizes. For a long time, finite differences presented poor accuracy because of the discontinuities of the bond's value that may arise at decision dates. Recently, remedies were given by d'Halluin et al (2001) via techniques related to flux limiters. DP does not suffer from discontinuities that may arise at decision dates and does not require a time discretization. It may also be implemented in discrete-time models. Results show efficiency and robustness. Suggestions to combine DP and finite differences are also formulatedDynamic Programming, Stochastic Processes, Options Embedded in Bonds, American Options

Seismic characteristics of sediment drifts: An example from the Agulhas Plateau, southwest Indian Ocean

Sediment drifts provide information on the palaeoceanographic development of a region. Additionally, they may represent hydrocarbon reservoirs. Because of this, sediment drift investigation has increased over the last few years. Nevertheless, a number of problems remain regarding the processes controlling their shape, the characteristic lithological and seismic patterns and the diagnostic criteria.As an example, sediment drifts from the Agulhas Plateau, southwest Indian Ocean, are presented here. They show a variety of seismic features and facies including an asymmetric mounded geometry, changes in internal reflection pattern, truncation of internal reflectors at the seafloor and discontinuities. This collection of observations in combination with the local oceanography appears to comprise a diagnostic tool for sediment drifts

A critical wind speed for air-sea boundary processes

Most processes at the air-sea boundary are modified by the existing wind pattern. In general the rate of these processes varies gradually with wind speed. An exception seems to occur at a wind speed of about 7 m/sec; at that speed a number of apparently unrelated processes have been observed to undergo such abrupt changes that, in some instances, one is led to suspect the existance of discontinuities. Not only the rate, but the very nature of these processes seems to be altered at this critical wind speed...

The role of terminators and occlusion cues in motion integration and segmentation: a neural network model

The perceptual interaction of terminators and occlusion cues with the functional processes of motion integration and segmentation is examined using a computational model. Inte-gration is necessary to overcome noise and the inherent ambiguity in locally measured motion direction (the aperture problem). Segmentation is required to detect the presence of motion discontinuities and to prevent spurious integration of motion signals between objects with different trajectories. Terminators are used for motion disambiguation, while occlusion cues are used to suppress motion noise at points where objects intersect. The model illustrates how competitive and cooperative interactions among cells carrying out these functions can account for a number of perceptual effects, including the chopsticks illusion and the occluded diamond illusion. Possible links to the neurophysiology of the middle temporal visual area (MT) are suggested