基于马氏域变的房地产泡沫存在概率研究

借鉴股票市场泡沫的研究方法,采用非齐次马氏域变思想对我国2001年1月到2010年12月的房地产市场泡沫进行了分析.通过Johansen协整检验方法从房价数据中分离出泡沫成份,使用极大似然估计方法估计出房价泡沫在两状态下的方差和转移概率的相关参数,进而求出各时期房价泡沫存在的概率.实证结果表明:第一,样本期间大部分时期内我国房地产价格存在泡沫的概率较小,但2009年4月至12月房价存在泡沫的概率较大;第二,提高贷款利率能够减小从无泡沫到有泡沫的概率,同时增加从有泡沫到无泡沫的概率.     

网络股泡沫大小测度研究

网络股泡沫是最能反映网络泡沫本质的表现形式，本文利用理性预期理论，构建了网络股泡沫大小的测度模型，说明网络股泡沫的存在，在此基础上确定了网络股泡沫大小的测度指标，并以雅虎公司股票为例对泡沫的大小进行了测度，结果符合网络泡沫的实际情况。     

Numerical simulation of the interaction between vortex ring and bubble plume

In present paper a three-dimensional Vortex-In-Cell method with two-way coupling effect was developed to study the bubble plume entrainment by a vortex ring. In this method the continuous flow was calculated by the three-dimensional Vortex-In-Cell method and the bubbles are tracked through bubble motion equation. Two-way coupling effect between continuous flow and dispersed bubbles is considered by introducing a vorticity source term, which is induced by the change of void fraction gradient in each computational cell. After validated by the comparison between experimental measurements and simulation results for the motion of vortex rings and the rising velocity of bubble plume, present method is implemented to simulate the interaction between an evolving vortex ring and a rising bubble plume. It was found that there is little effect of the bubble entrainment to the total circulation of vortex ring while the effect of bubble entrainment to the vortex ring structure is quite obvious. The bubble entrainment by the vortex ring not only changed the vorticity distribution in the vortex structure, but also displaced the positions of the vortex cores. The vorticity in the lower vortex core of the vortex ring decreases more than that in the upper vortex core of the vortex ring while the vortex core in the upper part of the vortex ring is displaced to the center of vortex ring by the entrained bubbles. Smaller bubbles are easier to be entrained by the large scale vortex structure and the transportation distance is in inverse proportion to bubble diameter.     

Numerical study of dynamics of single bubbles and bubble swarms

A systematic computational study of the dynamics of gas bubbles rising in a viscous liquid is presented. Two-dimensional simulations are carried out. Both the dynamics of single bubbles and small groups of bubbles (bubble swarms) are considered. This is a continuation of our previous studies on the two-bubble coalescence and vortex shedding [A. Smolianski, H. Haario, P. Luukka, Vortex shedding behind a rising bubble and two-bubble coalescence: a numerical approach, Appl. Math. Model. 29 (2005) 615–632]. The proposed numerical method allows us to simulate a wide range of flow regimes, accurately capturing the shape of the deforming interface of the bubble and the surface tension effect, while maintaining the mass conservation. The computed time-evolution of bubble’s position and rise velocity shows a good agreement with the available experimental data. At the same time, the results on the dynamics of bubble interface area, which are, up to our knowledge, presented for the first time, show how much the overall mass transfer would be affected by the interface deformation in the case of the bubble dissolution. Another set of experiments that are of interest for chemical engineers modelling bubbly flows concerns the bubble swarms and their behavior in different bubble-shape regimes. The ellipsoidal and spherical shape regimes are considered to represent, respectively, the coalescing and non-coalescing bubble swarms. The average rise velocities of the bubble swarms are computed and analyzed for both regimes.     

Numerical study of formation of a series of bubbles at a submerged orifice

Bubble formation from a submerged orifice is widely applied in bio-process and chemical reaction systems. In this study, the effects of different orifice diameters and contact angles in Period-I and Period-II regimes are studied systematically on a 2D axisymmetric domain. Simulation results are presented from the formation of the first bubble and explained by means of the surrounding fluid field, bubble interaction, and bubble aspect ratio.The orifice diameter is varied from 0.6 mm to 3 mm. The numerical results show that the detachment time of all bubbles remains constant (in time) for smaller orifice diameters (d_a ≤ 1.5 mm), while the detachment time of the first bubble is different from the rest of the bubbles for larger orifice diameters (d_a ≥ 2 mm), which is due to the different surrounding flow field. Contact angles from 60° to 165° are considered for the gas flow rates in the regime of bubble pairing, and it is observed that the bubble detachment time decreases when the contact angle increases, and it converges to a constant value when the contact angle is larger than 135°. In addition, the transition from period doubling to deterministic chaos (in which there is a variable number of bubbles within each period) is observed.A new scenario of inserting a submerged tube upward into the liquid is considered and compared to the previous cases. It is observed that when the tube is vertically inserted into the liquid, the bubble detachment time is even smaller because of higher influence from the surrounding liquid field, leading to a different phenomenon from the non-inserted tube cases.     

The dynamics of the growth of vapour bubbles in a superheated liquid

The boiling of a superheated liquid is investigated assuming that, in the initial state, the liquid and a vapour bubble (or a system of vapour bubbles) are in mechanical and thermal equilibrium. It is shown that the state of a mixture of a liquid and bubbles is unstable due to the action of capillary forces. Linear and non-linear solutions are constructed describing the emergence of the system from the unstable state and also the unbounded growth of a single bubble and the transition into a stable vapour-liquid state when there are bubbles distributed throughout the volume in the initial state.     

Numerical modelling of bubbly flows with and without heat and mass transfer

In this paper, modelling gas–liquid bubbly flows is achieved by the introduction of a population balance equation combined with the three-dimensional two-fluid model. For gas–liquid bubbly flows without heat and mass transfer, an average bubble number density transport equation has been incorporated in the commercial code CFX5.7 to better describe the temporal and spatial evolution of the geometrical structure of the gas bubbles. The coalescence and breakage effects of the gas bubbles are modelled according to the coalescence by the random collisions driven by turbulence and wake entrainment while for bubble breakage by the impact of turbulent eddies. Local radial distributions of the void fraction, interfacial area concentration, bubble Sauter mean diameter, and gas and liquid velocities, are compared against experimental data in a vertical pipe flow. Satisfactory agreements for the local distributions are achieved between the predictions and measurements. For gas–liquid bubbly flows with heat and mass transfer, boiling flows at subcooled conditions are considered. Based on the formulation of the MUSIG (multiple-size-group) boiling model and a model considering the forces acting on departing bubbles at the heated surface implemented in the computer code CFX4.4, comparison of model predictions against local measurements is made for the void fraction, bubble Sauter mean diameter, interfacial area concentration, and gas and liquid velocities covering a range of different mass and heat fluxes and inlet subcooling temperatures. Good agreement is achieved with the local radial void fraction, bubble Sauter mean diameter, interfacial area concentration and liquid velocity profiles against measurements. However, significant weakness of the model is evidenced in the prediction of the vapour velocity. Work is in progress through the consideration of additional momentum equations or developing an algebraic slip model to account for the effects of bubble separation.     

A variational multiscale method based on bubble functions for convection-dominated convection-diffusion equation

This work presents a variational multiscale method based on polynomial bubble functions as subgrid scale and a numerical implementation based on two local Gauss integrations. This method can be implemented easily and efficiently for the convection-dominated problem. Static condensation of the bubbles suggests the stability of the method and we establish its global convergence. Representative numerical tests are presented.     

Pseudo-holomorphic maps and bubble trees

This paper proves a strong convergence theorem for sequences of pseudo-holomorphic maps from a Riemann surface to a symplectic manifoldN with tamed almost complex structure. (These are the objects used by Gromov to define his symplectic invariants.) The paper begins by developing some analytic facts about such maps, including a simple new isoperimetric inequality and a new removable singularity theorem. The main technique is a general procedure for renormalizing sequences of maps to obtain “bubbles on bubbles.” This is a significant step beyond the standard renormalization procedure of Sacks and Uhlenbeck. The renormalized maps give rise to a sequence of maps from a “bubble tree”—a map from a wedge Σ V S² V S² V ... →N. The main result is that the images of these renormalized maps converge in L^1,2 ∪C° to the image of a limiting pseudo-holomorphic map from the bubble tree. This implies several important properties of the bubble tree. In particular, the images of consecutive bubbles in the bubble tree intersect, and if a sequence of maps represents a homology class then the limiting map represents this class.     

A stabilized finite element method for convection–diffusion problems

A stabilized finite element method (FEM) is presented for solving the convection–diffusion equation. We enrich the linear finite element space with local functions chosen according to the guidelines of the residual‐free bubble (RFB) FEM. In our approach, the bubble part of the solution (the microscales) is approximated via an adequate choice of discontinuous bubbles allowing static condensation. This leads to a streamline‐diffusion FEM with an explicit formula for the stability parameter τ_K that incorporates the flow direction, has the capability to deal with problems where there is substantial variation of the Péclet number, and gives the same limit as the RFB method. The method produces the same a priori error estimates that are typically obtained with streamline‐upwind Petrov/Galerkin and RFB. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Global solutions to bubble growth in porous media

We study a moving boundary problem modeling an injected fluid into another viscous fluid. The viscous fluid is withdrawn at infinity and governed by Darcy?s law. We present solutions to the free boundary problem in terms of time-derivative of a generalized Newtonian potentials of the characteristic function of the bubble. This enables us to show that the bubble occupies the entire space as the time tends to infinity if and only if the internal generalized Newtonian potential of the initial bubble is a quadratic polynomial. Howison (1985) [7], and DiBenedetto and Friedman (1986) [2], studied such behavior, but for bounded bubbles. We extend their results to unbounded bubbles.     

The standard double bubble is the unique stable double bubble in

We prove that the only equilibrium double bubble in which is stable for fixed areas is the standard double bubble. This uniqueness result also holds for small stable double bubbles in surfaces, where it is new even for perimeter-minimizing double bubbles.

     

Mesoscopic Numerical Study on Flow Boiling Heat Transfer Performance in Channels With Multiple Rectangular Heaters北大核心CSCD

The flow boiling phenomenon in a channel with multiple rectangular heaters under a constant wall temperature was numerically studied with the lattice Boltzmann method. The effects of spacings between heaters, heater lengths and heater surface wettabilities on the bubble morphology, the bubble area and the heat flux on the heater surface, were studied. The results show that, the bubble growth rate increases with the spacing between heaters. The larger the bubble area is, the earlier the nucleated bubbles will leave the heater surface. The corresponding boiling heat transfer performance increases by 12% with the spacing between heaters growing from 250 lattices to 1 000 lattices. On the other hand, the longer the heater length is, the earlier the bubble will nucleate and leave the heater surface, and the better the boiling heat transfer performance will be. The boiling heat transfer performance increases by 13% with the heater length rising from 16 lattices to 22 lattices. In addition, the bubble nucleates later on the hydrophilic surface than on the hydrophobic surface. Compared with the hydrophilic surface, the hydrophobic surface retains residual bubbles after the leaving of bubbles from the heater. The average heat flux and the bubble area of the hydrophilic surface are less than those of the hydrophobic surface. With the contact angle changing from 77° to 120°, the heat transfer performance increases by 26%. Finally, the orthogonal test results indicate that, the wettability of the heat exchanger surface has the greatest influence on the flow boiling heat transfer performance, while the heater length has the least influence. © 2022 Editorial Office of Applied Mathematics and Mechanics. All rights reserved.     

Numerical simulation of single gas bubbles under shear flow conditions

Disperse gas bubbles play an important role in many industrial applications. Knowing the rising velocity, the interfacial area, or the critical size for break-up or coalescence in different systems can be crucial for the process design. Usually the flow experienced by bubbles is not uniform but sheared. Under shear-flow conditions bubbles develop a lift force perpendicular to the flow direction. In the present work direct numerical simulations are applied to examine the dependency of the lift force on the shear rate for bubbles in pure liquids. A level-set based volume-tracking method is implemented into the CFD-code OpenFOAM, to follow the free interface of the gas bubble. Results show good agreement with available experimental results from single bubbles in a rotating chamber. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Simulation of bubbly flow in a vertical turbulent channel

The paper presents results of Direct Numerical Simulation of bubbly flow to analyse the interaction between the turbulent fluid and the bubbles. The simulations aim to investigate the effect of the bubble Reynolds number, related to the bubble size, and the void fraction. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Characterisation of bubble clusters in simulations of upward turbulent channel flow

The paper reports on Direct Numerical Simulations of bubble-laden flows performed to investigate the interaction of bubbles with turbulence in an upward flow between two parallel vertical plates. Two simulations are presented with uniform bubble diameter and a third one with bi-disperse bubbles. Three different approaches are used to characterize bubble clustering in the investigated configuration. Horizontal pairing and tendency to form cluster has been found for all reported cases, slightly less pronounced in the bi-disperse swarm. Among other results, a 60°-alignment has been found by means of the angular pair correlation function for the mixed pairs in the bi-disperse swarm. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Curvature and Bubble Convergence of Harmonic Maps

We explore geometric aspects of bubble convergence for harmonic maps. More precisely, we show that the formation of bubbles is characterized by the local excess of curvature on the target manifold. We give a universal estimate for curvature concentration masses at each bubble point and show that there is no curvature loss in the necks. Our principal hypothesis is that the target manifold is Kähler.     

Vortex shedding behind a rising bubble and two-bubble coalescence: A numerical approach

In this work, we present the computational results on the wake instability in wobbling bubble regime as well as on the coalescence of two bubbles in different shape regimes. This is a continuation of our previous studies on the dynamics of a single gas bubble rising in a viscous liquid (see [A. Smolianski, H. Haario, P. Luukka, Computational Study of Bubble Dynamics, Research Report 86, Lappeenranta University of Technology, Finland]), and we use the same, finite-element/level-set/operator-splitting method that was proposed in [A. Smolianski, Numerical Modeling of Two-Fluid Interfacial Flows, Ph.D. Thesis, University of Jyväskylä, 2001]. The numerical method allows to simulate a wide range of flow regimes, accurately capturing the shape of the deforming interface of the bubble and the surface tension effect, while maintaining a good mass conservation. Due to the highly unstable and small-scale nature of the considered problems there are very few experimental investigations, but the comparison with available experimental data confirms a good accuracy of our numerical predictions. Our studies show that plausible results can be obtained with two-dimensional numerical simulations, when a single buoyant bubble or a coalescence of two bubbles is considered.     

Gas bubbles in micro capillaries – hydrodynamics and mass transfer

Process design of multi-phase unit operations on the micro-scale relies on the detailed knowledge of the hydrodynamics and mass transfer behavior of discrete disperse fluid particles. The present work examines the hydrodynamics and mass transfer of gas bubbles in vertical capillaries. The hydrodynamic behavior of a single bubble in a capillary including is examined numerically using a modified level-set method [1]. Additionally, the influence of surface-active contaminations (‘surfactants’) and the resulting Marangoni effects are taken into account [2]. This enables the differentiation between bubbles with a mobile, i.e. clean, interface and those with a immobile, i.e. contaminated, interface. Based on the hydrodynamics, the mass transfer is examined. In the present work, mass transfer is from the bubble into the bulk fluid. By using a very high mesh resolution, the local concentration field in and around the gas bubble can be resolved, which gives access to the local mass transfer. Results are in good agreement available correlations from literature. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

BEM-based numerical study of three-dimensional compressible bubble dynamics in stokes flow

The dynamics of compressible gas bubbles in a viscous shear flow and an acoustic field at low Reynolds numbers is studied. The numerical approach is based on the boundary element method (BEM), which is effective as applied to the three-dimensional simulation of bubble deformation. However, the application of the conventional BEM to compressible bubble dynamics faces difficulties caused by the degeneration of the resulting algebraic system. Additional relations based on the Lorentz reciprocity principle are used to cope with this problem. Test computations of the dynamics of a single bubble and bubble clusters in acoustic fields and shear flows are presented.