Closure laws for a two-fluid two-pressure modelLois de fermeture pour un modèle à deux pressions d'écoulement diphasique

Closure laws for interfacial pressure and interfacial velocity are proposed within the frame work of two-pressure two-phase flow models. These enable us to ensure positivity of void fractions, mass fractions and internal energies when investigating field by field waves in the Riemann problem. To cite this article: F. Coquel et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 927–932.     

Analysing the information flow between financial time series

Following the recently introduced concept of transfer entropy, we attempt to measure the information flow between two financial time series, the Dow Jones and DAX stock index. Being based on Shannon entropies, this model-free approach in principle allows us to detect statistical dependencies of all types, i.e. linear and nonlinear temporal correlations. However, when available data is limited and the expected effect is rather small, a straightforward implementation suffers badly from misestimation due to finite sample effects, making it basically impossible to assess the significance of the obtained values. We therefore introduce a modified estimator, called effective transfer entropy, which leads to improved results in such conditions. In the application, we then manage to confirm an information transfer on a time scale of one minute between the two financial time series. The different economic impact of the two indices is also recovered from the data. Numerical results are then interpreted on one hand as capability of one index to explain future observations of the other, and on the other hand within terms of coupling strengths in the framework of a bivariate autoregressive stochastic model. Evidence is given for a nonlinear character of the coupling between Dow Jones and DAX.     

Bosonic Monocluster Expansion

We compute Green's functions of a Bosonic field theory with cutoffs by means of a “minimal” expansion which in a single move, interpolating a generalized propagator, performs the usual tasks of the cluster and Mayer expansion. In this way it allows a direct construction of the infinite volume or thermodynamic limit and it brings constructive Bosonic expansions closer to constructive Fermionic expansions and to perturbation theory. Received: 18 May 2000 / Accepted: 21 March 2001     

The limits of hamiltonian structures in three-dimensional elasticity,shells, and rods

Summary This paper uses Hamiltonian structures to study the problem of the limit of three-dimensional (3D) elastic models to shell and rod models. In the case of shells, we show that the Hamiltonian structure for a three-dimensional elastic body converges, in a sense made precise, to that for a shell model described by a one-director Cosserat surface as the thickness goes to zero. We study limiting procedures that give rise to unconstrained as well as constrained Cosserat director models. The case of a rod is also considered and similar convergence results are established, with the limiting model being a geometrically exact director rod model (in the framework developed by Antman, Simo, and coworkers). The resulting model may or may not have constraints, depending on the nature of the constitutive relations and their behavior under the limiting procedure. The closeness of Hamiltonian structures is measured by the closeness of Poisson brackets on certain classes of functions, as well as the Hamiltonians. This provides one way of justifying the dynamic one-director model for shells. Another way of stating the convergence result is that there is an almost-Poisson embedding from the phase space of the shell to the phase space of the 3D elastic body, which implies that, in the sense of Hamiltonian structures, the dynamics of the elastic body is close to that of the shell. The constitutive equations of the 3D model and their behavior as the thickness tends to zero dictates whether the limiting 2D model is a constrained or an unconstrained director model. We apply our theory in the specific case of a 3D Saint Venant-Kirchhoff material andderive the corresponding limiting shell and rod theories. The limiting shell model is an interesting Kirchhoff-like shell model in which the stored energy function is explicitly derived in terms of the shell curvature. For rods, one gets (with an additional inextensibility constraint) a one-director Kirchhoff elastic rod model, which reduces to the well-known Euler elastica if one adds an additional single constraint that the director lines up with the Frenet frame. This paper is dedicated to the memory of Juan C. Simo This paper was solicited by the editors to be part of a volume dedicated to the memory of Juan Simo.     

On estimating pressure build-up in severely accelerated,shocked flow

A new approach to the calculation of the high pressures characterizing the flow field in front of a piston undergoing severe acceleration over the short term is presented. In contrast with previous approaches where the computational domain is altered but which stop short of transforming velocities, here the problem is solved in an accelerating non-Euclidean co-ordinate system where the piston is stationary. The method is applied to a study of the problem of premature sabot separation. Through use of Harten's second-order-accurate TVD scheme, flow simulations are performed for both 1D and 3D axisymmetric geometries. The simple 1D model gives pressure profiles surprisingly close to those of the more physical 3D model.     

The effects of flow split ratio and flow rate in manifolds

This paper reports a combined experimental and numerical investigation of three-dimensional steady turbulent flows in inlet manifolds of square cross-section. Predictions and measurements of the flows were carried out using computational fluid dynamics and laser Doppler anemometry techniques respectively. The flow structure was characterized in detail and the effects of flow split ratio and inlet flow rate were studied. These were found to cause significant variations in the size and shape of recirculation regions in the branches, and in the turbulence levels. It was then found that there is a significant difference between the flow rates through different branches. The performance of the code was assessed through a comparison between predictions and measurements. The comparison demonstrates that all important features of the flow are well represented by the predictions.     

Performance and analysis of saddle point preconditioners for the discrete steady-state Navier-Stokes equations

Summary. We examine the convergence characteristics of iterative methods based on a new preconditioning operator for solving the linear systems arising from discretization and linearization of the steady-state Navier-Stokes equations. With a combination of analytic and empirical results, we study the effects of fundamental parameters on convergence. We demonstrate that the preconditioned problem has an eigenvalue distribution consisting of a tightly clustered set together with a small number of outliers. The structure of these distributions is independent of the discretization mesh size, but the cardinality of the set of outliers increases slowly as the viscosity becomes smaller. These characteristics are directly correlated with the convergence properties of iterative solvers. Received August 5, 2000 / Published online June 20, 2001     

Trace pollutants analysis in soil by a time-resolved laser-induced breakdown spectroscopy technique

The results of a joint experiment of IFAM-Pisa and ENEA-Frascati for the detection of traces of pollutants in soil by a time-resolved laser-induced spectroscopy technique are reported. Using samples of soil with known pollutants' concentration [Geochemical Exploration Reference (GXR) silicate from US Geological Survey], we were able to estimate the sensitivity of this Laser-Induced Breakdown Spectroscopy (LIBS) technique to be of the order of some parts per million for a vast class of metallic pollutants, including extremely dangerous soil pollutants such as copper, lead and chromium.ENEA guest with HC&M fellowship     

Comparison of Two Reformulation-Linearization Technique Based Linear Programming Relaxations for Polynomial Programming Problems

In this paper, we compare two strategies for constructing linear programmingrelaxations for polynomial programming problems using aReformulation-Linearization Technique (RLT). RLT involves an automaticreformulation of the problem via the addition of certain nonlinear impliedconstraints that are generated by using the products of the simple boundingrestrictions (among other products), and a subsequent linearization based onvariable redefinitions. We prove that applying RLT directly to the originalpolynomial program produces a bound that dominates in the sense of being atleast as tight as the value obtained when RLT is applied to the jointcollection of all equivalent quadratic problems that could be constructed byrecursively defining additional variables as suggested by Shor.