340 research outputs found
On-Shell Description of Unsteady Flames
The problem of non-perturbative description of unsteady premixed flames with
arbitrary gas expansion is solved in the two-dimensional case. Considering the
flame as a surface of discontinuity with arbitrary local burning rate and gas
velocity jumps given on it, we show that the front dynamics can be determined
without having to solve the flow equations in the bulk. On the basis of the
Thomson circulation theorem, an implicit integral representation of the gas
velocity downstream is constructed. It is then simplified by a successive
stripping of the potential contributions to obtain an explicit expression for
the vortex component near the flame front. We prove that the unknown potential
component is left bounded and divergence-free by this procedure, and hence can
be eliminated using the dispersion relation for its on-shell value (i.e., the
value along the flame front). The resulting system of integro-differential
equations relates the on-shell fuel velocity and the front position. As
limiting cases, these equations contain all theoretical results on flame
dynamics established so far, including the linear equation describing the
Darrieus-Landau instability of planar flames, and the nonlinear
Sivashinsky-Clavin equation for flames with weak gas expansion.Comment: 21 pages, 3 figures; extended discussion of causality, new references
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Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
We have discovered 12 independent new empirical scaling laws in foreign
exchange data-series that hold for close to three orders of magnitude and
across 13 currency exchange rates. Our statistical analysis crucially depends
on an event-based approach that measures the relationship between different
types of events. The scaling laws give an accurate estimation of the length of
the price-curve coastline, which turns out to be surprisingly long. The new
laws substantially extend the catalogue of stylised facts and sharply constrain
the space of possible theoretical explanations of the market mechanisms.Comment: 26 pages, 3 figures, 23 tables,2nd version (text made more concise
and readable, algorithm pseudocode, results unchanged), 5-year datasets
(USD-JPY, EUR-USD) provided at http://www.olsen.ch/more/datasets
On the small-scale stability of thermonuclear flames in Type Ia supernovae
We present a numerical model which allows us to investigate thermonuclear
flames in Type Ia supernova explosions. The model is based on a finite-volume
explicit hydrodynamics solver employing PPM. Using the level-set technique
combined with in-cell reconstruction and flux-splitting schemes we are able to
describe the flame in the discontinuity approximation. We apply our
implementation to flame propagation in Chandrasekhar-mass Type Ia supernova
models. In particular we concentrate on intermediate scales between the flame
width and the Gibson-scale, where the burning front is subject to the
Landau-Darrieus instability. We are able to reproduce the theoretical
prediction on the growth rates of perturbations in the linear regime and
observe the stabilization of the flame in a cellular shape. The increase of the
mean burning velocity due to the enlarged flame surface is measured. Results of
our simulation are in agreement with semianalytical studies.Comment: 9 pages, 7 figures, Uses AASTEX, emulateapj5.sty, onecolfloat.sty.
Replaced with accepted version (ApJ), Figures 1 and 3 are ne
Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws
We study the cascading dynamics immediately before and immediately after 219
market shocks. We define the time of a market shock T_{c} to be the time for
which the market volatility V(T_{c}) has a peak that exceeds a predetermined
threshold. The cascade of high volatility "aftershocks" triggered by the "main
shock" is quantitatively similar to earthquakes and solar flares, which have
been described by three empirical laws --- the Omori law, the productivity law,
and the Bath law. We analyze the most traded 531 stocks in U.S. markets during
the two-year period 2001-2002 at the 1-minute time resolution. We find
quantitative relations between (i) the "main shock" magnitude M \equiv \log
V(T_{c}) occurring at the time T_{c} of each of the 219 "volatility quakes"
analyzed, and (ii) the parameters quantifying the decay of volatility
aftershocks as well as the volatility preshocks. We also find that stocks with
larger trading activity react more strongly and more quickly to market shocks
than stocks with smaller trading activity. Our findings characterize the
typical volatility response conditional on M, both at the market and the
individual stock scale. We argue that there is potential utility in these three
statistical quantitative relations with applications in option pricing and
volatility trading.Comment: 16 pages, double column, 13 figures, 1 Table; Changes made in Version
2 in response to referee comment
Determinants of immediate price impacts at the trade level in an emerging order-driven market
The common wisdom argues that, in general, large trades cause large price
changes, while small trades cause small price changes. However, for extremely
large price changes, the trade size and news play a minor role, while the
liquidity (especially price gaps on the limit order book) is a more influencing
factor. Hence, there might be other influencing factors of immediate price
impacts of trades. In this paper, through mechanical analysis of price
variations before and after a trade of arbitrary size, we identify that the
trade size, the bid-ask spread, the price gaps and the outstanding volumes at
the bid and ask sides of the limit order book have impacts on the changes of
prices. We propose two regression models to investigate the influences of these
microscopic factors on the price impact of buyer-initiated partially filled
trades, seller-initiated partially filled trades, buyer-initiated filled
trades, and seller-initiated filled trades. We find that they have
quantitatively similar explanation powers and these factors can account for up
to 44% of the price impacts. Large trade sizes, wide bid-ask spreads, high
liquidity at the same side and low liquidity at the opposite side will cause a
large price impact. We also find that the liquidity at the opposite side has a
more influencing impact than the liquidity at the same side. Our results shed
new lights on the determinants of immediate price impacts.Comment: 21 IOP tex pages including 5 figures and 5 tables. Accepted for
publication in New Journal of Physic
Sivashinsky equation in a rectangular domain
The (Michelson) Sivashinsky equation of premixed flames is studied in a
rectangular domain in two dimensions. A huge number of 2D stationary solutions
are trivially obtained by addition of two 1D solutions. With Neumann boundary
conditions, it is shown numerically that adding two stable 1D solutions leads
to a 2D stable solution. This type of solution is shown to play an important
role in the dynamics of the equation with additive noise
Flame front propagation I: The Geometry of Developing Flame Fronts: Analysis with Pole Decomposition
The roughening of expanding flame fronts by the accretion of cusp-like
singularities is a fascinating example of the interplay between instability,
noise and nonlinear dynamics that is reminiscent of self-fractalization in
Laplacian growth patterns. The nonlinear integro-differential equation that
describes the dynamics of expanding flame fronts is amenable to analytic
investigations using pole decomposition. This powerful technique allows the
development of a satisfactory understanding of the qualitative and some
quantitative aspects of the complex geometry that develops in expanding flame
fronts.Comment: 4 pages, 2 figure
Image Co-localization by Mimicking a Good Detector's Confidence Score Distribution
Given a set of images containing objects from the same category, the task of
image co-localization is to identify and localize each instance. This paper
shows that this problem can be solved by a simple but intriguing idea, that is,
a common object detector can be learnt by making its detection confidence
scores distributed like those of a strongly supervised detector. More
specifically, we observe that given a set of object proposals extracted from an
image that contains the object of interest, an accurate strongly supervised
object detector should give high scores to only a small minority of proposals,
and low scores to most of them. Thus, we devise an entropy-based objective
function to enforce the above property when learning the common object
detector. Once the detector is learnt, we resort to a segmentation approach to
refine the localization. We show that despite its simplicity, our approach
outperforms state-of-the-art methods.Comment: Accepted to Proc. European Conf. Computer Vision 201
Coupling the actuator line method to the high order meteorological les model Meso-NH to study wind farm wakes impacts on local meteorology
Offshore wind energy is now reaching the technological maturity, its capacity is increasing all over the world and this trend is projected to continue for several more years. Given this expectation, a better understanding of the relationship between the presence of wind farms and the atmospheric boundary layer is needed. Turbulent wakes produced by wind turbines can significantly impact the flow dynamics within wind farms and downstream of them. Operating offshore parks have already shown losses on energy production and effects on the local climate. In order to analyse the interactions occurring during these impacts, a new tool has been developed. This numerical tool is a coupling between the Actuator Line Method (ALM) and the open-source, non-hydrostatic mesoscale atmospheric model Meso-NH, based on the Large Eddy Simulation (LES) framework. The coupled Meso-NH + ALM system is first validated by using the experimental data obtained during the New MEXICO experiments. In particular, simulated and experimental loadings along the blades are compared. Then, a simulation of an idealized Horns Rev wind farm is performed using met mast measurements and reanalysis data for the “Horns Rev 1 photo case” as initial conditions. This new coupled system allows the exploration of the impact of wind farms on the lower levels of the atmosphere.Fil: Joulin, P. A.. French Institute of Petroleum Énergies nouvelles; Francia. Centre National de Recherches Météorologiques; FranciaFil: Mayol, María Laura. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Parque Centenario. Centro de Simulación Computacional para Aplicaciones Tecnológicas; ArgentinaFil: Blondel, F.. French Institute of Petroleum Énergies nouvelles; FranciaFil: Masson, Viviana Patricia. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Centre National de Recherches Météorologiques; FranciaFil: Rodier, Q.. Centre National de Recherches Météorologiques; FranciaFil: Lac, C.. Centre National de Recherches Météorologiques; Franci
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