Development of a three-dimensional time-dependent flow field model

A three-dimensional, time-dependent mathematical model to represent Mobile Bay was developed. Computer programs were developed which numerically solve the appropriate conservation equations for predicting bay and estuary flow fields. The model is useful for analyzing the dispersion of sea water into fresh water and the transport of sediment, and for relating field and physical model data

Random polynomials, random matrices, and LL-functions

We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.Comment: Added background material. Final version. To appear in Nonlinearit

Cellular automaton rules conserving the number of active sites

This paper shows how to determine all the unidimensional two-state cellular automaton rules of a given number of inputs which conserve the number of active sites. These rules have to satisfy a necessary and sufficient condition. If the active sites are viewed as cells occupied by identical particles, these cellular automaton rules represent evolution operators of systems of identical interacting particles whose total number is conserved. Some of these rules, which allow motion in both directions, mimic ensembles of one-dimensional pseudo-random walkers. Numerical evidence indicates that the corresponding stochastic processes might be non-Gaussian.Comment: 14 pages, 5 figure

Effects of Neutron Irradiation on Carbon Doped MgB2 Wire Segments

We have studied the evolution of superconducting and normal state properties of neutron irradiated Mg(B$_{.962}$C$_{.038}$)$_2$ wire segments as a function of post exposure annealing time and temperature. The initial fluence fully suppressed superconductivity and resulted in an anisotropic expansion of the unit cell. Superconductivity was restored by post-exposure annealing. The upper critical field, H$_{c2}$(T=0), approximately scales with T$_c$ starting with an undamaged T$_c$ near 37 K and H$_{c2}$(T=0) near 32 T. Up to an annealing temperature of 400 $^ o$C the recovery of T$_c$ tends to coincide with a decrease in the normal state resistivity and a systematic recovery of the lattice parameters. Above 400 $^ o$C a decrease in order along the c- direction coincides with an increase in resistivity, but no apparent change in the evolution of T$_c$ and H$_{c2}$. To first order, it appears that carbon doping and neutron damaging effect the superconducting properties of MgB$_2$ independently

Indoor Particulate Matter during HOMEChem: Concentrations, Size Distributions, and Exposures.

It is important to improve our understanding of exposure to particulate matter (PM) in residences because of associated health risks. The HOMEChem campaign was conducted to investigate indoor chemistry in a manufactured test house during prescribed everyday activities, such as cooking, cleaning, and opening doors and windows. This paper focuses on measured size distributions of PM (0.001-20 μm), along with estimated exposures and respiratory-tract deposition. Number concentrations were highest for sub-10 nm particles during cooking using a propane-fueled stovetop. During some cooking activities, calculated PM2.5 mass concentrations (assuming a density of 1 g cm-3) exceeded 250 μg m-3, and exposure during the postcooking decay phase exceeded that of the cooking period itself. The modeled PM respiratory deposition for an adult residing in the test house kitchen for 12 h varied from 7 μg on a day with no indoor activities to 68 μg during a simulated day (including breakfast, lunch, and dinner preparation interspersed by cleaning activities) and rose to 149 μg during a simulated Thanksgiving day

Fear and its implications for stock markets

The value of stocks, indices and other assets, are examples of stochastic processes with unpredictable dynamics. In this paper, we discuss asymmetries in short term price movements that can not be associated with a long term positive trend. These empirical asymmetries predict that stock index drops are more common on a relatively short time scale than the corresponding raises. We present several empirical examples of such asymmetries. Furthermore, a simple model featuring occasional short periods of synchronized dropping prices for all stocks constituting the index is introduced with the aim of explaining these facts. The collective negative price movements are imagined triggered by external factors in our society, as well as internal to the economy, that create fear of the future among investors. This is parameterized by a ``fear factor'' defining the frequency of synchronized events. It is demonstrated that such a simple fear factor model can reproduce several empirical facts concerning index asymmetries. It is also pointed out that in its simplest form, the model has certain shortcomings.Comment: 5 pages, 5 figures. Submitted to the Proceedings of Applications of Physics in Financial Analysis 5, Turin 200

Chesapeake Bay wave climate : Thimble Shoal light wave station, report and summary of wave observations, October 8, 1990 through August 22, 1991 and Chesapeake light tower - VIMS Star gage test measurements and evaluation, July, August, October 1991

This report also presents a description of a directional wave gaging system, known as a Star gage, that is designed for long-term, low-maintenance operation both within and immediately outside the Chesapeake Bay entrance area. This development was prompted by our dependence to date on the single-point, PUV-type directional wave gage described below. While ideally suited for short-term investigative studies at different sites, the PUV directional wave gage requires field service visits at monthly intervals to maintain adequate performance and uninterrupted operation. A prototype Star gage system was constructed and field tested to evaluate its potential use as a long-term and eventual real-time wave gage for the Virginia coastal environment. A test deployment of the VIMS Star gage, a 4-element pressure sensor array utilizing a star configuration (Goda, 1985) was conducted at the Chesapeake Light Tower (CLT, Fig. 1) located approximately 14 nautical miles east of the bay entrance. Results of these tests are reported in Section VII

The production and persistence of ΣRONO2 in the Mexico City plume

Alkyl and multifunctional nitrates (RONO2, ΣANs) have been observed to be a significant fraction of NOy in a number of different chemical regimes. Their formation is an important free radical chain termination step ending production of ozone and possibly affecting formation of secondary organic aerosol. ΣANs also represent a potentially large, unmeasured contribution to OH reactivity and are a major pathway for the removal of nitrogen oxides from the atmosphere. Numerous studies have investigated the role of nitrate formation from biogenic compounds and in the remote atmosphere. Less attention has been paid to the role ΣANs may play in the complex mixtures of hydrocarbons typical of urban settings. Measurements of total alkyl and multifunctional nitrates, NO2, total peroxy nitrates (ΣPNs), HNO3 and a representative suite of hydrocarbons were obtained from the NASA DC-8 aircraft during spring of 2006 in and around Mexico City and the Gulf of Mexico. ΣANs were observed to be 10–20% of NOy in the Mexico City plume and to increase in importance with increased photochemical age. We describe three conclusions: (1) Correlations of ΣANs with odd-oxygen (Ox) indicate a stronger role for ΣANs in the photochemistry of Mexico City than is expected based on currently accepted photochemical mechanisms, (2) ΣAN formation suppresses peak ozone production rates by as much as 40% in the near-field of Mexico City and (3) ΣANs play a significant role in the export of NOy from Mexico City to the Gulf Region

On the Floquet Theory of Delay Differential Equations

We present an analytical approach to deal with nonlinear delay differential equations close to instabilities of time periodic reference states. To this end we start with approximately determining such reference states by extending the Poincar'e Lindstedt and the Shohat expansions which were originally developed for ordinary differential equations. Then we systematically elaborate a linear stability analysis around a time periodic reference state. This allows to approximately calculate the Floquet eigenvalues and their corresponding eigensolutions by using matrix valued continued fractions

A Multi Agent Model for the Limit Order Book Dynamics

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The agents follow a noise decision making process where their actions are related to a stochastic variable, "the market sentiment", which we define as a mixture of public and private information. The model, despite making just few basic assumptions over the trading strategies of the agents, is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.Comment: 20 pages, 11 figures, in press European Physical Journal B (EPJB