高雷诺数下非混相Rayleigh-Taylor不稳定性的格子Boltzmann方法模拟

本文采用相场格子Boltzmann方法研究了竖直微通道内中等Atwoods数流体的单模Rayleigh-Taylor不稳定性问题,系统分析了雷诺数对相界面动力学行为以及扰动在各发展阶段演化规律的影响.数值结果表明高雷诺数条件下,不稳定性界面扰动的增长经历了四个不同的发展阶段,包括线性增长阶段、饱和速度阶段、重加速阶段及混沌混合阶段.在线性增长阶段,我们计算获得的气泡与尖钉振幅符合线性稳定性理论,并且线性增长率随着雷诺数的增加而增大.在第二个阶段,我们观察到气泡与尖钉将以恒定的速度增长,获得的尖钉饱和速度略高于Goncharov经典势能模型的解析解[Phys.Rev.Lett.200288134502],这归因于系统中产生了多个尺度的旋涡,而涡之间的相互作用促进了尖钉的增长.随着横向速度和纵向速度的差异扩大,气泡和尖钉界面演化诱导产生的Kelvin–Helmholtz不稳定性逐渐增强,从而流体混合区域出现许多不同层次的涡结构,加速了气泡与尖钉振幅的演化速度,并在演化后期阶段,导致界面发生多层次卷起、剧烈变形、混沌破裂等行为,最终形成了非常复杂的拓扑结构.此外,我们还统计了演化后期气泡与尖钉的无量纲加速度,发现气泡和尖钉的振幅在后期呈现二次增长规律,其增长率系数分别为0.045与0.233.而在低雷诺条件下,重流体在不稳定性后期以尖钉的形式向下运动而轻流体以气泡的形式向上升起.在整个演化过程中,界面变得足够光滑,气泡与尖钉在后期的演化速度接近于常数,未观察到后期的重加速与混沌混合阶段.     

Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models

In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)^α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there exist UMRE estimators of parameters in the variance components model are obtained for the first time.     

Surfaces of Constant Mean Curvature Bounded by Two Planar Curves

In this paper we study constant mean curvature compact surfaces with two Jordan curves in parallel planes as boundary and we investigate the point at which the surface inherits the symmetries of its boundary.     

Generalization of Murty's direct algorithm to linear and convex quadratic programming

Murty's algorithm for the linear complementarity problem is generalized to solve the optimality conditions for linear and convex quadratic programming problems with both equality and inequality constraints. An implementation is suggested which provides both efficiency and tight error control. Numerical experiments as well as field tests in various applications show favorable results.The author thanks K. G. Murty for his encouragement and helpful comments.     

Mean Field Behaviour of Spin Systems with Orthogonal Interaction Matrix

For the long-range deterministic spin models with glassy behaviour of Marinari, Parisi and Ritort we prove weighted factorization properties of the correlation functions which represent the natural generalization of the factorization rules valid for the Curie–Weiss case.     

Coupled intervals in the discrete calculus of variations: necessity and sufficiency

In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in [R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed.     

Restrictions of Quadratic Forms to Lagrangian Planes,Quadratic Matrix Equations,and Gyroscopic Stabilization

We discuss the symplectic geometry of linear Hamiltonian systems with nondegenerate Hamiltonians. These systems can be reduced to linear second-order differential equations characteristic of linear oscillation theory. This reduction is related to the problem on the signatures of restrictions of quadratic forms to Lagrangian planes. We study vortex symplectic planes invariant with respect to linear Hamiltonian systems. These planes are determined by the solutions of quadratic matrix equations of a special form. New conditions for gyroscopic stabilization are found.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.