Reactive Turbulent Flow in Low-Dimensional, Disordered Media

We analyze the reactions $A+A \to \emptyset$ and $A + B \to \emptyset$ occurring in a model of turbulent flow in two dimensions. We find the reactant concentrations at long times, using a field-theoretic renormalization group analysis. We find a variety of interesting behavior, including, in the presence of potential disorder, decay rates faster than that for well-mixed reactions.Comment: 6 pages, 4 figures. To appear in Phys. Rev.

Exact solution of the one-dimensional ballistic aggregation

An exact expression for the mass distribution $\rho(M,t)$ of the ballistic aggregation model in one dimension is derived in the long time regime. It is shown that it obeys scaling $\rho(M,t)=t^{-4/3}F(M/t^{2/3})$ with a scaling function $F(z)\sim z^{-1/2}$ for $z\ll 1$ and $F(z)\sim \exp(-z^3/12)$ for $z\gg 1$. Relevance of these results to Burgers turbulence is discussed.Comment: 11 pages, 2 Postscript figure

On the strong anomalous diffusion

The superdiffusion behavior, i.e. $\sim t^{2 \nu}$, with $\nu > 1/2$, in general is not completely characherized by a unique exponent. We study some systems exhibiting strong anomalous diffusion, i.e. $\sim t^{q \nu(q)}$ where $\nu(2)>1/2$ and $q \nu(q)$ is not a linear function of $q$. This feature is different from the weak superdiffusion regime, i.e. $\nu(q)=const > 1/2$, as in random shear flows. The strong anomalous diffusion can be generated by nontrivial chaotic dynamics, e.g. Lagrangian motion in $2d$ time-dependent incompressible velocity fields, $2d$ symplectic maps and $1d$ intermittent maps. Typically the function $q \nu(q)$ is piecewise linear. This corresponds to two mechanisms: a weak anomalous diffusion for the typical events and a ballistic transport for the rare excursions. In order to have strong anomalous diffusion one needs a violation of the hypothesis of the central limit theorem, this happens only in a very narrow region of the control parameters space.Comment: 27 pages, 14 figure

Analytic results and weighted Monte Carlo simulations for CDO pricing

We explore the possibilities of importance sampling in the Monte Carlo pricing of a structured credit derivative referred to as Collateralized Debt Obligation (CDO). Modeling a CDO contract is challenging, since it depends on a pool of (typically about 100) assets, Monte Carlo simulations are often the only feasible approach to pricing. Variance reduction techniques are therefore of great importance. This paper presents an exact analytic solution using Laplace-transform and MC importance sampling results for an easily tractable intensity-based model of the CDO, namely the compound Poissonian. Furthermore analytic formulae are derived for the reweighting efficiency. The computational gain is appealing, nevertheless, even in this basic scheme, a phase transition can be found, rendering some parameter regimes out of reach. A model-independent transform approach is also presented for CDO pricing.Comment: 12 pages, 9 figure

Dispersion Coefficients by a Field-Theoretic Renormalization of Fluid Mechanics

We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field predictions. We develop a new master equation description of the fluid mechanics that incorporates the physically relevant fluctuations, and we treat those fluctuations by a renormalization group procedure. We find a finite dispersion coefficient at low volume fraction of disorder and high Peclet numbers.Comment: 4 pages, 1 figure; to appear in Phys. Rev. Let

Enhacement in the dymanic response of a viscoelastic fluid flowing through a longitudinally vibrating tube

We analyzed effects of elasticity on the dynamics of fluids in porous media by studying a flow of a Maxwell fluid in a tube, which oscillates longitudinally and is subject to oscillatory pressure gradient. The present study investigates novelties brought about into the classic Biot's theory of propagation of elastic waves in a fluid-saturated porous solid by inclusion of non-Newtonian effects that are important, for example, for hydrocarbons. Using the time Fourier transform and transforming the problem into the frequency domain, we calculated: (A) the dynamic permeability and (B) the function $F(\kappa)$ that measures the deviation from Poiseuille flow friction as a function of frequency parameter $\kappa$. This provides a more complete theory of flow of Maxwell fluid through the longitudinally oscillating cylindrical tube with the oscillating pressure gradient, which has important practical applications. This study has clearly shown transition from dissipative to elastic regime in which sharp enhancements (resonances) of the flow are found

Flame Enhancement and Quenching in Fluid Flows

We perform direct numerical simulations (DNS) of an advected scalar field which diffuses and reacts according to a nonlinear reaction law. The objective is to study how the bulk burning rate of the reaction is affected by an imposed flow. In particular, we are interested in comparing the numerical results with recently predicted analytical upper and lower bounds. We focus on reaction enhancement and quenching phenomena for two classes of imposed model flows with different geometries: periodic shear flow and cellular flow. We are primarily interested in the fast advection regime. We find that the bulk burning rate v in a shear flow satisfies v ~ a*U+b where U is the typical flow velocity and a is a constant depending on the relationship between the oscillation length scale of the flow and laminar front thickness. For cellular flow, we obtain v ~ U^{1/4}. We also study flame extinction (quenching) for an ignition-type reaction law and compactly supported initial data for the scalar field. We find that in a shear flow the flame of the size W can be typically quenched by a flow with amplitude U ~ alpha*W. The constant alpha depends on the geometry of the flow and tends to infinity if the flow profile has a plateau larger than a critical size. In a cellular flow, we find that the advection strength required for quenching is U ~ W^4 if the cell size is smaller than a critical value.Comment: 14 pages, 20 figures, revtex4, submitted to Combustion Theory and Modellin

Diffusive transport and self-consistent dynamics in coupled maps

The study of diffusion in Hamiltonian systems has been a problem of interest for a number of years. In this paper we explore the influence of self-consistency on the diffusion properties of systems described by coupled symplectic maps. Self-consistency, i.e. the back-influence of the transported quantity on the velocity field of the driving flow, despite of its critical importance, is usually overlooked in the description of realistic systems, for example in plasma physics. We propose a class of self-consistent models consisting of an ensemble of maps globally coupled through a mean field. Depending on the kind of coupling, two different general types of self-consistent maps are considered: maps coupled to the field only through the phase, and fully coupled maps, i.e. through the phase and the amplitude of the external field. The analogies and differences of the diffusion properties of these two kinds of maps are discussed in detail.Comment: 13 pages, 14 figure

The Navier wall law at a boundary with random roughness

We consider the Navier-Stokes equation in a domain with irregular boundaries. The irregularity is modeled by a spatially homogeneous random process, with typical size \eps \ll 1. In a parent paper, we derived a homogenized boundary condition of Navier type as \eps \to 0. We show here that for a large class of boundaries, this Navier condition provides a O(\eps^{3/2} |\ln \eps|^{1/2}) approximation in $L^2$, instead of O(\eps^{3/2}) for periodic irregularities. Our result relies on the study of an auxiliary boundary layer system. Decay properties of this boundary layer are deduced from a central limit theorem for dependent variables

Malvinas-slope water intrusions on the northern Patagonia continental shelf

The Patagonia continental shelf located off southeastern South America is bounded offshore by the Malvinas Current, which extends northward from northern Drake Passage (~55° S) to nearly 38° S. The transition between relatively warm-fresh shelf waters and Subantarctic Waters from the western boundary current is characterized by a thermohaline front extending nearly 2500 km. We use satellite derived sea surface temperature, and chlorophyll-<I>a</I> data combined with hydrographic and surface drifter data to document the intrusions of slope waters onto the continental shelf near 41° S. These intrusions create vertically coherent localized negative temperature and positive salinity anomalies extending onshore about 150 km from the shelf break. The region is associated with a center of action of the first mode of non-seasonal sea surface temperature variability and also relatively high chlorophyll-<I>a</I> variability, suggesting that the intrusions are important in promoting the local development of phytoplankton. The generation of slope water penetrations at this location may be triggered by the inshore excursion of the 100 m isobath, which appears to steer the Malvinas Current waters over the outer shelf