Two-phase electrohydrodynamic simulations using a volume-of-fluid approach

A numerical methodology to simulate two-phase electrohydrodynamic flows under the volume-of-fluid paradigm is proposed. The electric force in such systems acts only at the interface and is zero elsewhere in the two fluids. Continuum surface force representations are derived for the electric field force in a system of dielectric–dielectric and conducting–conducting fluids. On the basis of analytical calculations for simple flow problems we propose a weighted harmonic mean interpolation scheme to smoothen the electric properties in the diffused transition region (interface). It is shown that a wrong choice of interpolation scheme (weighted arithmetic mean) may lead to a transition region thickness dependent electric field in the bulk. We simulate a set of problems with exact or approximate analytical solutions to validate the numerical model proposed. A coupled level set and volume-of-fluid (CLSVOF) algorithm has been used for simulations presented here.     

Asymmetric response and interaction of U.S. and local news in financial markets

This paper examines the extent to which financial returns on market indices exhibit mean and volatility asymmetries, as a response to past information from both the U.S. market and the local market itself. In particular, we wish to assess the asymmetric effect of a combination of local and U.S. market news on volatility. To the best of the authors knowledge, this joint effect has not been considered previously. We propose a double threshold non‐linear heteroscedastic model, combined with a GJR‐GARCH effect in the conditional volatility equation, to capture jointly both mean and volatility asymmetric behaviours and the interactive effect of U.S. and local market news. In an application to five major international market indices, clear evidence of threshold non‐linearity is discovered, supporting the hypothesis of an uneven mean‐reverting pattern and volatility asymmetry, both in reaction to U.S. market news and news from the local market itself. Significant, but somewhat different, interactive effects between local and U.S. news are observed in all markets. An asymmetric pattern in the exogenous relationship between the local market and the U.S. market is also found. Copyright © 2005 John Wiley & Sons, Ltd.     

Experimentelle Beitr?ge zur quantitativen Emissionsspektralanalyse

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Literatur

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Eine Zusammenstellung der specifischen Gewichte, welche den einzelnen Graden der allgemeinen Ar?ometerscalen entsprechen

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