On the bidirectional vortex and other similarity solutions in spherical coordinates

The bidirectional vortex refers to the bipolar, coaxial swirling motion that can be triggered, for example, in cyclone separators and some liquid rocket engines with tangential aft-end injectors. In this study, we present an exact solution to describe the corresponding bulk motion in spherical coordinates. To do so, we examine both linear and nonlinear solutions of the momentum and vorticity transport equations in spherical coordinates. The assumption will be that of steady, incompressible, inviscid, rotational, and axisymmetric flow. We further relate the vorticity to some power of the stream function. At the outset, three possible types of similarity solutions are shown to fulfill the momentum equation. While the first type is incapable of satisfying the conditions for the bidirectional vortex, it can be used to accommodate other physical settings such as Hill’s vortex. This case is illustrated in the context of inviscid flow over a sphere. The second leads to a closed-form analytical expression that satisfies the boundary conditions for the bidirectional vortex in a straight cylinder. The third type is more general and provides multiple solutions. The spherical bidirectional vortex is derived using separation of variables and the method of variation of parameters. The three-pronged analysis presented here increases our repertoire of general mean flow solutions that rarely appear in spherical geometry. It is hoped that these special forms will permit extending the current approach to other complex fluid motions that are easier to capture using spherical coordinates.     

Metric marginal problems for set-valued or non-measurable variables

Summary In a separable metric space, if two Borel probability measures (laws) are nearby in a suitable metric, then there exist random variables with those laws which are nearby in probability. Specifically, by a well-known theorem of Strassen, the Prohorov distance between two laws is the infimum of Ky Fan distances of random variables with those laws. The present paper considers possible extensions of Strassen's theorem to two random elements one of which may be (compact) set-valued and/or non-measurable. There are positive results in finite-dimensional spaces, but with factors depending on the dimension. Examples show that such factors cannot entirely be avoided, so that the extension of Strassen's theorem to the present situation fails in infinite dimensions.This research was partially supported by a Guggenheim Fellowship, by National Science Foundation grant DMS 8505550 at MSRI-Berkeley, and other NSF grants     

On order-preservation and positive correlations for multidimensional diffusion processes

Summary As a continuation of the study by Herbst and Pitt (1991), this note presents two criteria. The first one is on the order-preservation for two (may be different) multidimensional diffusion processes. The second one is on the preservation of positive correlations for a diffusion process.Research supported in part by the Ying-Tung Fok Educational Foundation and the National Natural Science Foundation of China     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.     

Nonstationary curves in Hilbert spaces and their correlation functions II

Partially supportted by Grant MM-22/1991 of MESC     

Asymptotics in the random assignment problem

Summary We show that, in the usual probabilistic model for the random assignment problem, the optimal cost tends to a limit constant in probability and in expectation. The method involves construction of an infinite limit structure, in terms of which the limit constant is defined. But we cannot improve on the known numerical bounds for the limit.Research supported by NSF Grant MCS90-01710     

U-statistics in danach spaces

U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are established     

Classification of real moduli spaces over genus 2 curves

We classify, in terms of simple algebraic equations, the fixed point sets of the moduli space of stable bundles over genus 2 curves with anti-holomorphic involutions.Research supported by SRF of University of Missouri.     

Differential operators on Hilbert modular forms

We investigate differential operators and their compatibility with subgroups of SL₂n(R). In particular, we construct Rankin-Cohen brackets for Hilbert modular forms, and more generally, multilinear differential operators on the space of Hilbert modular forms. As an application, we explicitly determine the Rankin-Cohen bracket of a Hilbert-Eisenstein series and an arbitrary Hilbert modular form. We use this result to compute the Petersson inner product of such a bracket and a Hilbert modular cusp form.     

Estimation of intrinsic processes affected by additive fractal noise

Fractal Gaussian models have been widely used to represent the singular behavior of phenomena arising in different applied fields; for example, fractional Brownian motion and fractional Gaussian noise are considered as monofractal models in subsurface hydrology and geophysical studies Mandelbrot [The Fractal Geometry of Nature, Freeman Press, San Francisco, 1982 [13]]. In this paper, we address the problem of least-squares linear estimation of an intrinsic fractal input random field from the observation of an output random field affected by fractal noise (see Angulo et al. [Estimation and filtering of fractional generalised random fields, J. Austral. Math. Soc. A 69 (2000) 1-26 [2]], Ruiz-Medina et al. [Fractional generalized random fields on bounded domains, Stochastic Anal. Appl. 21 (2003a) 465-492], Ruiz-Medina et al. [Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields, J. Multivariate Anal. 85 (2003b) 192-216]. Conditions on the fractality order of the additive noise are studied to obtain a bounded inversion of the associated Wiener-Hopf equation. A stable solution is then obtained in terms of orthogonal bases of the reproducing kernel Hilbert spaces associated with the random fields involved. Such bases are constructed from orthonormal wavelet bases (see Angulo and Ruiz-Medina [Multiresolution approximation to the stochastic inverse problem, Adv. in Appl. Probab. 31 (1999) 1039-1057], Angulo et al. [Wavelet-based orthogonal expansions of fractional generalized random fields on bounded domains, Theoret. Probab. Math. Stat. (2004), in press]). A simulation study is carried out to illustrate the influence of the fractality orders of the output random field and the fractal additive noise on the stability of the solution derived.