Stress-strain behavior and geometrical properties of packings of elongated particles

We present a numerical analysis of the effect of particle elongation on the quasistatic behavior of sheared granular media by means of the Contact Dynamics method. The particle shapes are rounded-cap rectangles characterized by their elongation. The macroscopic and microstructural properties of several packings subjected to biaxial compression are analyzed as a function of particle elongation. We find that the shear strength is an increasing linear function of elongation. Performing an additive decomposition of the stress tensor based on a harmonic approximation of the angular dependence of branch vectors, contact normals and forces, we show that the increasing mobilization of friction force and the associated anisotropy are key effects of particle elongation. These effects are correlated with partial nematic ordering of the particles which tend to be oriented perpendicular to the major principal stress direction and form side-to-side contacts. However, the force transmission is found to be mainly guided by cap-to-side contacts, which represent the largest fraction of contacts for the most elongated particles. Another interesting finding is that, in contrast to shear strength, the solid fraction first increases with particle elongation, but declines as the particles become more elongated. It is also remarkable that the coordination number does not follow this trend so that the packings of more elongated particles are looser but more strongly connected.Comment: Submited to Physical Review

Vibrational dynamics of confined granular material

By means of two-dimensional contact dynamics simulations, we analyze the vibrational dynamics of a confined granular layer in response to harmonic forcing. We use irregular polygonal grains allowing for strong variability of solid fraction. The system involves a jammed state separating passive (loading) and active (unloading) states. We show that an approximate expression of the packing resistance force as a function of the displacement of the free retaining wall from the jamming position provides a good description of the dynamics. We study in detail the scaling of displacements and velocities with loading parameters. In particular, we find that, for a wide range of frequencies, the data collapse by scaling the displacements with the inverse square of frequency, the inverse of the force amplitude and the square of gravity. Interestingly, compaction occurs during the extension of the packing, followed by decompaction in the contraction phase. We show that the mean compaction rate increases linearly with frequency up to a characteristic frequency and then it declines in inverse proportion to frequency. The characteristic frequency is interpreted in terms of the time required for the relaxation of the packing through collective grain rearrangements between two equilibrium states

Force transmission in a packing of pentagonal particles

We perform a detailed analysis of the contact force network in a dense confined packing of pentagonal particles simulated by means of the contact dynamics method. The effect of particle shape is evidenced by comparing the data from pentagon packing and from a packing with identical characteristics except for the circular shape of the particles. A counterintuitive finding of this work is that, under steady shearing, the pentagon packing develops a lower structural anisotropy than the disk packing. We show that this weakness is compensated by a higher force anisotropy, leading to enhanced shear strength of the pentagon packing. We revisit "strong" and "weak" force networks in the pentagon packing, but our simulation data provide also evidence for a large class of "very weak" forces carried mainly by vertex-to-edge contacts. The strong force chains are mostly composed of edge-to-edge contacts with a marked zig-zag aspect and a decreasing exponential probability distribution as in a disk packing

Robust pricing and hedging of double no-touch options

Double no-touch options, contracts which pay out a fixed amount provided an underlying asset remains within a given interval, are commonly traded, particularly in FX markets. In this work, we establish model-free bounds on the price of these options based on the prices of more liquidly traded options (call and digital call options). Key steps are the construction of super- and sub-hedging strategies to establish the bounds, and the use of Skorokhod embedding techniques to show the bounds are the best possible. In addition to establishing rigorous bounds, we consider carefully what is meant by arbitrage in settings where there is no {\it a priori} known probability measure. We discuss two natural extensions of the notion of arbitrage, weak arbitrage and weak free lunch with vanishing risk, which are needed to establish equivalence between the lack of arbitrage and the existence of a market model.Comment: 32 pages, 5 figure

Simulating regoliths in microgravity

Despite their very low surface gravities, the surfaces of asteroids and comets are covered by granular materials – regolith – that can range from a fine dust to a gravel-like structure of varying depths. Understanding the dynamics of granular materials is, therefore, vital for the interpretation of the surface geology of these small bodies and is also critical for the design and/or operations of any device planned to interact with their surfaces. We present the first measurements of transient weakening of granular material after shear reversal in microgravity as well as a summary of experimental results recently published in other journals, which may have important implications for small-body surfaces. Our results suggest that the force contact network within a granular material may be weaker in microgravity, although the influence of any change in the contact network is felt by the granular material over much larger distances. This could mean that small-body surfaces are even more unstable than previously imagined. However, our results also indicate that the consequences of, e.g., a meteorite impact or a spacecraft landing, may be very different depending on the impact angle and location, and depending on the prior history of the small-body surface

Plasma-enhanced chemical vapour deposition of A1N (100) on Si (100): Microstructural study of the interlayers

International audiencePolycrystalline (100) and amorphous A1N thin films have been synthesized by plasma-enhanced chemical vapour deposition (PECVD) at low (35 and 440 kHz) and high (13.56 MHz) frequency on silicon single crystal wafers. High resolution transmission electron microscopy (HRTEM) has been used to confirm the presence of crystallites oriented (100) perpendicularly to the (100) silicon surface. Three different types of structure are identified from silicon to A1N bulk. The first zone is a weak amorphous interlayer on which has grown a polycrystalline layer with small misoriented crystallites and finally, the bulk which displays larger and well-oriented crystallites. The chemical composition of the A1N/Si interlayer is investigated by Auger electron spectroscopy from the effect of an in situ silicon surface plasma-cleaning nitrogen