225 research outputs found
Suppressing the Rayleigh-Taylor instability with a rotating magnetic field
The Rayleigh-Taylor instability of a magnetic fluid superimposed on a
non-magnetic liquid of lower density may be suppressed with the help of a
spatially homogeneous magnetic field rotating in the plane of the undisturbed
interface. Starting from the complete set of Navier-Stokes equations for both
liquids a Floquet analysis is performed which consistently takes into account
the viscosities of the fluids. Using experimentally relevant values of the
parameters we suggest to use this stabilization mechanism to provide controlled
initial conditions for an experimental investigation of the Rayleigh-Taylor
instability
Double Rosensweig instability in a ferrofluid sandwich structure
We consider a horizontal ferrofluid layer sandwiched between two layers of
immiscible non-magnetic fluids. In a sufficiently strong vertical magnetic
field the flat interfaces between magnetic and non-magnetic fluids become
unstable to the formation of peaks. We theoretically investigate the interplay
between these two instabilities for different combinations of the parameters of
the fluids and analyze the evolving interfacial patterns. We also estimate the
critical magnetic field strength at which thin layers disintegrate into an
ordered array of individual drops
Computing the lower and upper bounds of Laplace eigenvalue problem: by combining conforming and nonconforming finite element methods
This article is devoted to computing the lower and upper bounds of the
Laplace eigenvalue problem. By using the special nonconforming finite elements,
i.e., enriched Crouzeix-Raviart element and extension , we get
the lower bound of the eigenvalue. Additionally, we also use conforming finite
elements to do the postprocessing to get the upper bound of the eigenvalue. The
postprocessing method need only to solve the corresponding source problems and
a small eigenvalue problem if higher order postprocessing method is
implemented. Thus, we can obtain the lower and upper bounds of the eigenvalues
simultaneously by solving eigenvalue problem only once. Some numerical results
are also presented to validate our theoretical analysis.Comment: 19 pages, 4 figure
Positive finite difference schemes for a partial integro-differential option pricing model
[EN] This paper provides a numerical analysis for European options under partial integro-differential
Bates model. An explicit finite difference scheme has been used for the differential
part, while the integral part has been approximated using the four-points open type formula.
The stability and consistency have been studied. Moreover, conditions guaranteing
positivity of the solutions are provided. Illustrative numerical examples are included.This work has been partially supported by the European Union in the FP7-PEOPLE-2012-ITN program under Grant Agreement Number 304617 (FP7 Marie Curie Action, Project Multi-ITN STRIKE-Novel Methods in Computational Finance) and the Ministerio de Economia y Competitividad Spanish grant MTM2013-41765-P.Fakharany, M.; Company Rossi, R.; Jódar Sánchez, LA. (2014). Positive finite difference schemes for a partial integro-differential option pricing model. Applied Mathematics and Computation. 249:320-332. https://doi.org/10.1016/j.amc.2014.10.064S32033224
Iron and bismuth bound human serum transferrin reveals a partially-opened conformation in the N-lobe
Human serum transferrin (hTF) binds Fe(III) tightly but reversibly, and delivers it to cells via a receptor-mediated endocytosis process. The metal-binding and release result in significant conformational changes of the protein. Here, we report the crystal structures of diferric-hTF (Fe N Fe C-hTF) and bismuth-bound hTF (Bi N Fe C-hTF) at 2.8 and 2.4 Å resolutions respectively. Notably, the N-lobes of both structures exhibit unique 'partially-opened' conformations between those of the apo-hTF and holo-hTF. Fe(III) and Bi(III) in the N-lobe coordinate to, besides anions, only two (Tyr95 and Tyr188) and one (Tyr188) tyrosine residues, respectively, in contrast to four residues in the holo-hTF. The C-lobe of both structures are fully closed with iron coordinating to four residues and a carbonate. The structures of hTF observed here represent key conformers captured in the dynamic nature of the transferrin family proteins and provide a structural basis for understanding the mechanism of metal uptake and release in transferrin families. © 2012 Macmillan Publishers Limited. All rights reserved.published_or_final_versio
Theory of rotating electrohydrodynamic flows in a liquid film
The mathematical model of rotating electrohydrodynamic flows in a thin suspended liquid film is proposed and studied. The flows are driven by the given difference of potentials in one direction and constant external electric field E-out in another direction in the plane of a film. To derive the model, we employ the spatial averaging over the normal coordinate to a film that leads to the average Reynolds stress that is proportional to vertical bar E-out vertical bar(3). This stress generates tangential velocity in the vicinity of the edges of a film that, in turn, causes the rotational motion of a liquid. The proposed model is used to explain the experimental observations of the liquid film motor
Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models
The aim of this paper is to show that option prices in jump-diffusion models can be computed using meshless methods based on radial basis function (RBF) interpolation instead of traditional mesh-based methods like finite differences or finite elements. The RBF technique is demonstrated by solving the partial integro-differential equation for American and European options on non-dividend-paying stocks in the Merton jump-diffusion model, using the inverse multiquadric radial basis function. The method can in principle be extended to LĂ©vy-models. Moreover, an adaptive method is proposed to tackle the accuracy problem caused by a singularity in the initial condition so that the accuracy in option pricing in particular for small time to maturity can be improved
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