157 research outputs found

    Registration of Electrons with Energies Greater than 30 Kev in the Near-lunar Space

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    Measured high energy electron flux in lunar environment by gas-discharge counter on lunar prob

    New Evidence of Discrete Scale Invariance in the Energy Dissipation of Three-Dimensional Turbulence: Correlation Approach and Direct Spectral Detection

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    We extend the analysis of [Zhou and Sornette, Physica D 165, 94-125, 2002] showing statistically significant log-periodic corrections to scaling in the moments of the energy dissipation rate in experiments at high Reynolds number (≈2500\approx 2500) of three-dimensional fully developed turbulence. First, we develop a simple variant of the canonical averaging method using a rephasing scheme between different samples based on pairwise correlations that confirms Zhou and Sornette's previous results. The second analysis uses a simpler local spectral approach and then performs averages over many local spectra. This yields stronger evidence of the existence of underlying log-periodic undulations, with the detection of more than 20 harmonics of a fundamental logarithmic frequency f=1.434±0.007f = 1.434 \pm 0.007 corresponding to the preferred scaling ratio γ=2.008±0.006\gamma = 2.008 \pm 0.006.Comment: 9 RevTex4 papes including 8 eps figure

    Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

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    Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strike price, K, and the distribution function of the returns. We derive this distribution function using for C(K) a Black-Scholes (BS) expression with volatility in the form of a volatility smile. We show that this approach based on a volatility smile leads to relative minima for the distribution function ("bad" probabilities) never observed in real data and, in the worst cases, negative probabilities. We show that these undesirable effects can be eliminated by requiring "adiabatic" conditions on the volatility smile

    Turbulence and Multiscaling in the Randomly Forced Navier Stokes Equation

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    We present an extensive pseudospectral study of the randomly forced Navier-Stokes equation (RFNSE) stirred by a stochastic force with zero mean and a variance ∼k4−d−y\sim k^{4-d-y}, where kk is the wavevector and the dimension d=3d = 3. We present the first evidence for multiscaling of velocity structure functions in this model for y≥4y \geq 4. We extract the multiscaling exponent ratios ζp/ζ2\zeta_p/\zeta_2 by using extended self similarity (ESS), examine their dependence on yy, and show that, if y=4y = 4, they are in agreement with those obtained for the deterministically forced Navier-Stokes equation (3d3dNSE). We also show that well-defined vortex filaments, which appear clearly in studies of the 3d3dNSE, are absent in the RFNSE.Comment: 4 pages (revtex), 6 figures (postscript

    Developed turbulence: From full simulations to full mode reductions

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    Developed Navier-Stokes turbulence is simulated with varying wavevector mode reductions. The flatness and the skewness of the velocity derivative depend on the degree of mode reduction. They show a crossover towards the value of the full numerical simulation when the viscous subrange starts to be resolved. The intermittency corrections of the scaling exponents of the pth order velocity structure functions seem to depend mainly on the proper resolution of the inertial subrange. Universal scaling properties (i.e., independent of the degree of mode reduction) are found for the relative scaling exponents rho which were recently defined by Benzi et al.Comment: 4 pages, 5 eps-figures, replaces version from August 5th, 199

    Dynamical Organization around Turbulent Bursts

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    The detailed dynamics around intermittency bursts is investigated in turbulent shell models. We observe that the amplitude of the high wave number velocity modes vanishes before each burst, meaning that the fixed point in zero and not the Kolmogorov fixed point determines the intermittency. The phases of the field organize during the burst, and after a burst the field oscillates back to the laminar level. We explain this behavior from the variations in the values of the dissipation and the advection around the zero fixed point.Comment: 4 pages, REVTex, 3 figures in one ps-fil

    Time-reversible Dynamical Systems for Turbulence

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    Dynamical Ensemble Equivalence between hydrodynamic dissipative equations and suitable time-reversible dynamical systems has been investigated in a class of dynamical systems for turbulence. The reversible dynamics is obtained from the original dissipative equations by imposing a global constraint. We find that, by increasing the input energy, the system changes from an equilibrium state to a non-equilibrium stationary state in which an energy cascade, with the same statistical properties of the original system, is clearly detected.Comment: 16 pages Latex, 4 PS figures, on press on J. Phy
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