Tumbling motion of a single chain in shear flow: a crossover from Brownian to non-Brownian behavior

We present numerical results for the dynamics of a single chain in steady shear flow. The chain is represented by a bead-spring model, and the smoothed profile method is used to accurately account for the effects of thermal fluctuations and hydrodynamic interactions acting on beads due to host fluids. It is observed that the chain undergoes tumbling motions and that its dimensionless frequency F depends only on the Peclet number Pe with a power law. The exponent of Pe clearly changes from 2/3 to 1 around the critical Peclet number, indicating that the crossover reflects the competition of thermal fluctuation and shear flow. The presented numerical results agree well with our theoretical analysis based on Jeffery's work

Why some Distressed Firms Have Low Expected Returns. ( Revised in September. 2007 )

In recent years, empirical researchers show that firms with higher credit risk have much smaller average stock returns. This finding is opposite to the risk-reward principle and is often attributed to mispricing and market anomalies. We investigate how credit risk and expected stock return are determined in a model with production, capital structure and aggregate uncertainty. We show that, contrary to the conventional wisdom, a firm with higher credit risk can have less risky stock than the one with lower credit risk.

Implementation of Lees-Edwards periodic boundary conditions for direct numerical simulations of particle dispersions under shear flow

A general methodology is presented to perform direct numerical simulations of particle dispersions in a shear flow with Lees-Edwards periodic boundary conditions. The Navier-Stokes equation is solved in oblique coordinates to resolve the incompatibility of the fluid motions with the sheared geometry, and the force coupling between colloidal particles and the host fluid is imposed by using a smoothed profile method. The validity of the method is carefully examined by comparing the present numerical results with experimental viscosity data for particle dispersions in a wide range of volume fractions and shear rates including nonlinear shear-thinning regimes

Reentrant transition in the shear viscosity of dilute rigid rod dispersions

The intrinsic viscosity of a dilute dispersion of rigid rods is studied using a recently developed direct numerical simulation (DNS) method for particle dispersions. A reentrant transition from shear-thinning to the 2nd Newtonian regime is successfully reproduced in the present DNS results around a Peclet number ${\rm Pe}=150$, which is in good agreement with our theoretical prediction of ${\rm Pe}=143$, at which the dynamical crossover from Brownian to non-Brownian behavior takes place in the rotational motion of the rotating rod. The viscosity undershoot is observed in our simulations before reaching the 2nd Newtonian regime. The physical mechanisms behind these behaviors are analyzed in detail