Comparison of SMAC, PISO, and iterative time-advancing schemes for unsteady flows

Calculations of unsteady flows using a simplified marker and cell (SMAC), a pressure implicit splitting of operators (PSIO), and an iterative time advancing scheme (ITA) are presented. A partial differential equation for incremental pressure is used in each time advancing scheme. Example flows considered are a polar cavity flow starting from rest and self-sustained oscillating flows over a circular and a square cylinder. For a large time step size, the SMAC and ITA are more strongly convergent and yield more accurate results than PSIO. The SMAC is the most efficient computationally. For a small time step size, the three time advancing schemes yield equally accurate Strouhal numbers. The capability of each time advancing scheme to accurately resolve unsteady flows is attributed to the use of new pressure correction algorithm that can strongly enforce the conservation of mass. The numerical results show that the low frequency of the vortex shedding is caused by the growth time of each vortex shed into the wake region

Renormalization analysis of intermittency in two coupled maps

The critical behavior for intermittency is studied in two coupled one-dimensional (1D) maps. We find two fixed maps of an approximate renormalization operator in the space of coupled maps. Each fixed map has a common relavant eigenvaule associated with the scaling of the control parameter of the uncoupled one-dimensional map. However, the relevant ``coupling eigenvalue'' associated with coupling perturbation varies depending on the fixed maps. These renormalization results are also confirmed for a linearly-coupled case.Comment: 11 pages, RevTeX, 2 eps figure

Cross Hedging with Single Stock Futures

This study evaluates the efficiency of cross hedging with the new single stock futures (SSF) contracts recently introduced in the United States. We use matched sample estimation techniques to select SSF contracts that will reduce the basis risk of crossing hedging and will yield the most efficient hedging portfolio. Employing multivariate matching techniques with cross-sectional matching characteristics, we can improve hedging efficiency while at the same time overcoming the contingency of the correlation between spot and futures prices on the sample period and length. Overall, we find that the best hedging performance is achieved through a portfolio that is hedged with market index futures and a SSF matched by both historical return correlation and cross-sectional matching characteristics. We also find it preferable to retain the chosen SSF contracts for the whole out-of-sample period but to re-estimate the optimal hedge ratio for each rolling window.

Data catalog series for space science and applications flight missions. Volume 5A: Descriptions of astronomy, astrophysics, and solar physics spacecraft and investigations. Volume 5B: Descriptions of data sets from astronomy, astrophysics, and solar physics spacecraft and investigations

The main purpose of the data catalog series is to provide descriptive references to data generated by space science flight missions. The data sets described include all of the actual holdings of the Space Science Data Center (NSSDC), all data sets for which direct contact information is available, and some data collections held and serviced by foreign investigators, NASA and other U.S. government agencies. This volume contains narrative descriptions of data sets of astronomy, astrophysics, solar physics spacecraft and investigations. The following spacecraft series are included: Mariner, Pioneer, Pioneer Venus, Venera, Viking, Voyager, and Helios. Separate indexes to the planetary and interplanetary missions are also provided

Asymmetric scattering and non-orthogonal mode patterns in optical micro-spirals

Quasi-bound states in an open system do in general not form an orthogonal and complete basis. It is, however, expected that the non-orthogonality is weak in the case of well-confined states except close to a so-called exceptional point in parameter space. We present numerical evidence showing that for passive optical microspiral cavities the parameter regime where the non-orthogonality is significant is rather broad. Here we observe almost-degenerate pairs of well-confined modes which are highly non-orthogonal. Using a non-Hermitian model Hamiltonian we demonstrate that this interesting phenomenon is related to the asymmetric scattering between clockwise and counterclockwise propagating waves in the spiral geometry. Numerical simulations of ray dynamics reveal a clear ray-wave correspondence.Comment: 8 pages, 10 figure

Spatiotemporal Stochastic Resonance in Fully Frustrated Josephson Ladders

We consider a Josephson-junction ladder in an external magnetic field with half flux quantum per plaquette. When driven by external currents, periodic in time and staggered in space, such a fully frustrated system is found to display spatiotemporal stochastic resonance under the influence of thermal noise. Such resonance behavior is investigated both numerically and analytically, which reveals significant effects of anisotropy and yields rich physics.Comment: 8 pages in two columns, 8 figures, to appear in Phys. Rev.