Force chains and contact network topology in packings of elongated particles

By means of contact dynamic simulations, we investigate the contact network topology and force chains in two-dimensional packings of elongated particles modeled by rounded-cap rectangles. The morphology of large packings of elongated particles in quasistatic equilibrium is complex due to the combined effects of local nematic ordering of the particles and orientations of contacts between particles. We show that particle elongation affects force distributions and force/fabric anisotropy via various local structures allowed by steric exclusions and the requirement of force balance. As a result, the force distributions become increasingly broader as particles become more elongated. Interestingly, the weak force network transforms from a passive stabilizing agent with respect to strong force chains to an active force-transmitting network for the whole system. The strongest force chains are carried by side/side contacts oriented along the principal stress direction.Comment: Soumis a Physical Review

Multiplicative decompositions and frequency of vanishing of nonnegative submartingales

In this paper, we establish a multiplicative decomposition formula for nonnegative local martingales and use it to characterize the set of continuous local submartingales Y of the form Y=N+A, where the measure dA is carried by the set of zeros of Y. In particular, we shall see that in the set of all local submartingales with the same martingale part in the multiplicative decomposition, these submartingales are the smallest ones. We also study some integrability questions in the multiplicative decomposition and interpret the notion of saturated sets in the light of our results.Comment: Typos corrected. Close to the published versio

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

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

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

Particle shape dependence in 2D granular media

Particle shape is a key to the space-filling and strength properties of granular matter. We consider a shape parameter $\eta$ describing the degree of distortion from a perfectly spherical shape. Encompassing most specific shape characteristics such as elongation, angularity and nonconvexity, $\eta$ is a low-order but generic parameter that we used in a numerical benchmark test for a systematic investigation of shape-dependence in sheared granular packings composed of particles of different shapes. We find that the shear strength is an increasing function of $\eta$ with nearly the same trend for all shapes, the differences appearing thus to be of second order compared to $\eta$. We also observe a nontrivial behavior of packing fraction which, for all our simulated shapes, increases with $\eta$ from the random close packing fraction for disks, reaches a peak considerably higher than that for disks, and subsequently declines as $\eta$ is further increased. These findings suggest that a low-order description of particle shape accounts for the principal trends of packing fraction and shear strength. Hence, the effect of second-order shape parameters may be investigated by considering different shapes at the same level of $\eta$.Comment: 5 pages, 8 figure

Shear stress distribution within narrowly constrained structured grains and granulated powder beds

An experimental study is presented here to understand the stress transmission characteristics under different geometrical arrangements of particulates inside a narrow chamber subjected to axial compression loading. The multi-grain systems considered here are face-centred, simple cubic and poly-dispersed structures, as well as inclusions embedded inside seeded, unseeded and cohesive powder bed of Durcal (calcium carbonate). The distribution of the maximum shear stress, direction of the major principal stress and shear stress concentration factor were obtained using photo stress analysis tomography (PSAT). The results show that the maximum shear stress distribution in the simple cubic structure is chain-like and self-repetitive, i.e, a single grain behaviour is representative of the whole system. This is not the case in the case of other granular packing. In the case of the inclusion surrounded by powder media, the maximum shear stress distribution in the inclusion occurs through ring-like structures, which are different from those observed in the structured granular packing. This tendency increases for an increase in the cohesivity of the surrounding particulates. In the granular systems, the direction of the major principal stress is mostly orthogonal to the direction of loading except in some particles in the random granular packing. In the case of inclusion surrounded by Durcal particulates, the directional of the major principal stress acts along the direction of the axial loading except in the ring region where this tends to be oblique to the direction of axial loading. Estimates of the shear stress concentration factor (k) show that, k tends to be independent of the structural arrangement of granular packing at higher load levels. In the case of inclusion surrounded by powder bed, k for the seeded granulated particulate bed is mostly independent of the external load levels. In the case of unseeded particulate (granulated) bed, a fluctuation in k is observed with the loading level. This suggests that the seeded granules could distribute stresses in a stable manner without much change in the nature of shear stress-transmitting fabric of the particulate contacts under external loading. An increase in the cohesion of particulate bed results in more plastic deformation as shown by the differential shear stress concentration factor. The results reported in this study show the usefulness of optical stress analysis to shed some scientific lights on unravelling some of the complexities of particulate systems under different structural arrangements of grains and surrounding conditions of the inclusions in particulate media