Reversible dynamics and the macroscopic rate law for a solvable Kolmogorov system: The three bakers' reaction

We investigate a piecewise linear (area-preserving) mapT describing two coupled baker transformations on two squares, with coupling parameter 0c1. The resulting dynamical system is Kolmogorov for anyc0. For rational values ofc, we construct a generating partition on whichT induces a Markov chain. This Markov structure is used to discuss the decay of correlation functions: exponential decay is found for a class of functions related to the partition. Explicit results are given forc=2^–n. The macroscopic analog of our model is a leaking process between two (badly) stirred containers: according to the Markov analysis, the corresponding progress variable decays exponentially, but the rate coefficients characterizing this decay are not those determined from the one-way flux across the cell boundary. The validity of the macroscopic rate law is discussed.     

Origin of the Landau-Lifshitz hydrodynamic fluctuations in nonequilibrium systems and a new method for reducing the Boltzmann equation

The Landau-Lifshitz fluctuating fluxes in fluctuating hydrodynamics are derived from the deterministic Boltzmann equation with the aid of a reduction method developed by Fujisaka and Mori. Thus it is shown that the hydrodynamic fluctuations innonequilibrium systems are generated by the reduction of variables from the-space distribution function to its five momentum moments, i.e., the hydrodynamic variables. This differs from the Bixon-Zwanzig and Fox-Uhlenbeck theories, in which the Landau-Lifshitz fluctuating fluxes are derived from the molecular fluctuating force in thestochastic Boltzmann-Langevin equation, which is, however, negligible in nonequilibrium systems. Thus the present method improves the Chapman-Enskog reduction method so as to include the hydrodynamic fluctuations generated by the reduction of variables.Supported in part by the Scientific Research Fund of the Ministry of Education.     

Volatility return intervals analysis of the Japanese market

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.     

放大器型自由电子激光饱和功率的定标定律

用量纲分析和数值计算相结合的方法,给出常参数放大器型毫米波自由电子激光基模辐射的饱和功率和饱和长度的一套定标定律。     

Towards an universal classification of scale invariant processes

We consider fields which take random values over several decades. Starting from physical examples, we postulate that scale is not an absolute quantity. We then establish the equivalence between two existing approaches based on scale symmetry arguments as general as possible. This yields a classification of log-infinitely divisible laws, possibly universal. The physical significance of the parameters entering in the classification is discussed. Received: 7 November 1997 / Received in final form: 26 March 1998 / Accepted: 30 March 1998     

Scaling laws for plasma transport due toη i-driven turbulence

The scale invariance technique has been employed to discuss theη _i-driven turbulent transport under a new fluid model developed by Kimet al [1]. Our analysis reveals that the finite Larmour radius effect plays a decisive role to determine the scaling behaviour of the energy transport under the new fluid model. However, the overall scaling of the transport coefficient remains unchanged as compared to that derived by Connor [2] under the traditional fluid model. The approximations considered by Connor [2] are qualified with additional requirements within the new fluid approach. In the dissipative case, which has not been discussed earlier, additional constraints on the power scaling laws of the transport properties are imposed due to the dissipative mechanisms in the basic governing equations.     

Additive Invariant Functionals for Dynamical Systems

We consider the problem of defining completely a class of additive conservation laws for the generalized Liouville equation whose characteristics are given by an arbitrary system of first-order ordinary differential equations. We first show that if the conservation law, a time-invariant functional, is additive on functions having disjoint compact support in phase space, then it is represented by an integral over phase space of a kernel which is a function of the solution to the Liouville equation. Then we use the fact that in classical mechanics phase space is usually a direct product of physical space and velocity space (Newtonian systems). We prove that for such systems the aforementioned representation of the invariant functionals will hold for conservation laws which are additive only in physical space; i.e., additivity in physical space automatically implies additivity in the whole phase space. We extend the results to include non-degenerate Hamiltonian systems, and, more generally, to include both conservative and dissipative dynamical systems. Some applications of the results are discussed.     

Operational characteristics and power scaling of a transverse flow transversely excited CW CO<Subscript>2</Subscript> laser

Transverse flow transversely excited (TFTE) CO₂ lasers are easily scalable to multikilowatt level. The laser power can be scaled up by increasing the volumetric gas flow and discharge volume. It was observed in a TFTE CW CO₂ laser having single row of pins as an anode and tubular cathode that the laser power was not increasing when the discharge volume and the gas volumetric flow were increased by increasing the electrode separation keeping the gas flow velocity constant. The discharge voltage too remained almost constant with the change of electrode separation at the same gas flow velocity. This necessitated revision of the scaling laws for designing this type of high power CO₂ laser. Experimental results of laser performance for different electrode separations are discussed and the modifications in the scaling laws are presented.     

Multi-velocity and multi-temperature model of the mixture of polyatomic gases issuing from kinetic theory

In this paper, we consider Euler-like balance laws for mixture components that involve macroscopic velocities and temperatures for each different species. These laws are not conservation laws due to mutual interaction between species. In particular, source terms that describe the rate of change of momentum and energy of the constituents appear. These source terms are computed with the help of kinetic theory for mixtures of polyatomic gases. Moreover, if we restrict the attention to processes which occur in the neighborhood of the average velocity and temperature of the mixture, the phenomenological coefficients of extended thermodynamics can be determined from the computed source terms.