Unsteady bubbly cavitating nozzle flows

Unsteady quasi-one-dimensional and two-dimensional cavitating nozzle flows are considered using a homogeneous bubbly flow model. For quasi-one-dimensional nozzle flows, the system of model equations is reduced to two evolution equations for the flow speed and bubble radius and the initial and boundary value problems for the evolution equations are formulated. Results obtained for quasi-onedimensional nozzle flows capture the measured pressure losses due to cavitation, but they turn out to be insufficient in describing the twodimensional structures. For this reason, model equations for unsteady two-dimensional bubbly cavitating nozzle flows are considered and, by suitable decoupling, they are reduced to evolution equations for the bubble radius and for the velocity field, the latter being determined by an integro-partial differential system for the unsteady acceleration. This integropartial differential system constitutes the fundamental equations for the evolution of the dilation and vorticity in twodimensional cavitating nozzle flows. The initial and boundary value problem of the evolution equations are then discussed and a method to integrate the equations is introduced. Due to a lack of an algorithm to compute two-dimensional bubbly cavitating flows presently, the numerical simulation of 2D cavitating nozzle flows is obtained by the CFD-Tool CATUM, which is based on an equilibrium phase transition model. Results obtained for a typical cavitation cycle show instantaneous high pressure pulses at instances of cloud collapses.http://deepblue.lib.umich.edu/bitstream/2027.42/84228/1/CAV2009-final18.pd

How much do I belong to my profession? A scale development study: Midwifery Belonging Scale

PMID = 3197188

Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster

We quantify the sovereign-bank doom loop by using the 1999 Marmara earthquake as an exogenous shock leading to an increase in Turkey’s default risk. Our theoretical model illustrates that for banks with higher exposure to government securities, a higher sovereign default risk implies lower net worth and tightening financial constraint. Our empirical estimates confirm the model’s predictions, showing that the exogenous change in sovereign default risk tightens banks’ financial constraints significantly for banks that hold a higher amount of government securities. The resulting tighter bank financial constraints translate into lower credit provision, suggesting that there is a significant balance-sheet channel in transmitting a higher sovereign default risk toward real economic activity