Control over multiscale mixing in broadband-forced turbulence
|
|
|
- Annice Logan
- 9 years ago
- Views:
Transcription
1 Conrol over muliscale mixing in broadband-forced urbulence Arkadiusz K. Kuczaj and Bernard J. Geurs, Deparmen of Applied Mahemaics, J.M. Burgers Cener for Fluid Mechanics, Universiy of Twene, P.O. Box 7, 75 AE Enschede, The Neherlands Deparmen of Applied Physics, Eindhoven Universiy of Technology, P.O. Box 53, 56 MB Eindhoven, The Neherlands The effecs of explici flow modulaion on he dispersion of a passive scalar field are sudied. Broadband forcing is applied o homogeneous isoropic urbulence o modulae he energy cascading and aler he kineic energy specrum. Consequenly, a manipulaion of urbulen flow can be achieved over an exended range of scales beyond he direcly forced ones. This modifies ranspor processes and influences he physical-space urbulen mixing of a passive scalar field. We invesigae by direc numerical simulaion he sirringefficiency associaed wih urbulence modified by forcing. This is quanified by monioring he surface-area and wrinkling of a level-se of he passive scalar field. We consider differen forcing o manipulae he qualiy and rae of mixing. The insananeous mixing efficiency measured in erms of surface-area or wrinkling is found o increase when addiional energy is inroduced a he smaller scales. The increased inensiy of small scales significanly influences he small-scale mixing characerisics depiced by wrinkling, while he forcing of large scales primarily affecs he surface-area. Evaluaion of geomerical saisics in broadband-forced urbulence indicaes ha he self-amplificaion process of voriciy and srain is diminished. This leads generally o smaller exremal values of he velociy gradiens bu higher average values as a resul of he compeiion beween he naural cascading processes and he explici small-scales forcing. Inroducion Turbulen mixing of embedded scalar fields is imporan in a diverse range of fluid mechanics problems, from process-engineering, environmenal issues o non-premixed combusion. The efficiency of mixing is governed by a number of aspecs. Nowadays, growing compuaional capabiliies allow he deerminaion of saisics of urbulen flows a quie high Reynolds and Schmid numbers []. Simulaneously, he engineering approach is direced owards conrol
2 LARGE-SCALE FORCING FORCING Arkadiusz K. Kuczaj and Bernard J. Geurs of mixing by modulaion of he driving velociy fields []. Recenly, he use of muliscale forcing mehods was proposed o model urbulen flows ha are disurbed a various spaial scales [3] as may arise in case of flows hrough complex geomerical srucures such as meal foams, or fores canopies. These numerical experimens indicae ha urbulen mixing properies, e.g., expressed by surface-area and surface-wrinkling growh-parameers of scalar level-ses, can be significanly influenced by exernal agiaion. We consider he incompressible Navier Sokes equaions wih broadband forcing working as a complex sirrer in which a specrum of lengh-scales is simulaneously perurbed. Tradiionally, only large-scale forcing was included in a simulaion. This induces an average flow of energy oward smaller scales. The addiional forcing in a high wavenumber band agiaes a specific range of spaial scales as depiced in Fig. (a). We focus on he conrol over basic mixing-properies ha may be obained from such explici broadband forcing and concenrae on he consequences (i) for he ime needed o reach a perfecly-mixed sae and (ii) he accumulaed large- and small-scale mixing. E(k) k -5/ 3 ε /3 k 5/3 E(k) 3 k (a) kη (b) Fig.. (a) Broadband forcing in specral space. (b) Time-averaged compensaed energy specrum for he large-scale (K,: solid) and addiional broadband (K 7,: dashed) forced urbulence, where ε is he energy-dissipaion rae and η - Kolmogorov scale. We invesigae he dispersion of srongly localized iniial scalar concenraions. Direc numerical simulaion of he forced urbulence shows ha he maximal surface-area and wrinkling as well as he ime a which such a maximum is achieved can be conrolled by variaion of forcing parameers. The ime-inegraed surface-area and wrinkling are indicaors of he accumulaed effec. The simulaions show ha a small Schmid numbers, a higher emphasis on small-scale flow agiaion yields a significan increase in he mixing.
3 Conrol over muliscale mixing in broadband-forced urbulence 3 Compuaional flow model We solve he incompressible Navier Sokes equaions in specral space: ( + Re k ) u α (k,) = M αβγ p+q=k u β(p,)u γ (q,) + F α (k,), () where u α (k,) is he velociy field coefficien a wavevecor k (k = k ) and ime, and Re is he compuaional Reynolds number. The ensor M αβγ = (k β D αγ +k γ D αβ )/(ı), where D αβ = δ αβ k α k β /k, accouns for he pressure and incompressibiliy effecs. We adoped a forcing procedure moivaed by flow hrough a fracal gaske []. This paricular forcing has a consan energy inpu rae ε w for he enire sysem: F α (k,) = ε w k β k K m,p u(k,) k β e α(k,). () Each forced band K m,p (m p) consiss of p m+ adjacen spherical shells S n = π(n /)/L b < k π(n + /)/L b : m n p. Here L b is he size of he compuaional domain. We force he firs shell K, wih a consan energy injecion rae ε w, and a single high-k band K m,p wih ε w,. The vecor e(k, ) = u(k, )/ u(k, ) + ık u(k, )/( k u(k, ) ) has he general form proposed in [] and he complexiy of he sirring objec is parameerized by he exponen β = D f relaed o he fracal dimension D f. The scalar concenraion C evolves in a velociy field v by: C(x,) + (v(x,) )C(x,) = (Re Sc) C(x,), (3) where Sc is he Schmid number. We adop a level-se inegraion mehod o quanify basic mixing-properies of he evolving scalar fields [5]. Geomeric properies of a level-se S(a,) = {x R 3 C(x,) = a} may be evaluaed by inegraing a corresponding densiy funcion g over his se. In fac, we have: I g (a,) = da g(x,) = dx δ(c(x, ) a) C(x, ) g(x, ) () S(a,) V where he volume V is he flow-domain. Seing g(x,) = we may deermine he surface-area A of S. In case g(x,) = n(x,), where n(x,) = C(x, )/ C(x, ) is a uni normal vecor, we can deermine he wrinkling W of S. We focus on he evoluion of he surface-area and wrinkling, monioring he insananeous value as well as he accumulaed effec: ϑ Z (a,) = I Z(a,) I Z (a,) ; ζ Z(a,) = ϑ Z (a,τ)dτ ; Z {A, W } (5) By deermining ϑ A and ϑ W we may quanify he rae a which surfacearea and wrinkling develop, he maximal values ha are obained and he ime-scale a which hese are achieved. The cumulaive measures ζ A (a,) and ζ W (a,) express he oal surface-area and wrinkling ha has developed in he course of ime.
4 Arkadiusz K. Kuczaj and Bernard J. Geurs 3 Mixing efficiency The broadband forcing is observed o modify he kineic energy specrum in a srongly non-local manner as seen in Fig. (b). This illusraes he deviaions from he classical Kolmogorov picure ha is characerized by a 5/3 slope in he specral energy disribuion (for more deails see [3]) ϑa.5 ϑw (a) (b) ζa ζw (c).5.5 (d) Fig.. Evoluion of passive scalar dispersion parameers: a) surface-area ϑ A, b) wrinkling ϑ W, c) accumulaed surface-area ζ A, d) accumulaed wrinkling ζ W. Large-scale forcing K, wih ε w =.5 and addiional forcing in he band K 5,8 a ε w, =,.3,.5,.6 (, solid, dash, dash-doed). To esablish he influence of forcing on mixing properies we simulaed he spreading of a passive racer a Schmid number Sc =.7 wih urbulence a R λ 5 (Re = 6). The simulaions sared from a spherical racer disribuion C of radius r = 3/6 scaled o be beween and and he level-se a = / was considered. The resoluion requiremens were saisfacorily fulfilled: k max η ranges from.3 o 3.5 using a resoluion in he range grid-cells. Here k max is he highes wave-number ha is resolved in he simulaion. For he passive scalar hese resoluions correspond o k max η OC in he
5 Conrol over muliscale mixing in broadband-forced urbulence 5 range from 3 o.5, where η OC is he Obukhov-Corrsin scale [6]. The characerizaion of he mixing-efficiency was based on an ensemble of simulaions, each saring from an independen fully-developed realizaion of he velociy field. Individual velociy fields were separaed by wo eddy-urnover imes. In Fig. we compare he insananeous and accumulaed mixing properies for a number of forcing parameers. We include large-scale forcing in K, a ε w, =.5 as well as forcing of he band K 5,8 a various ε w,. We observe ha he large-scale forcing mainly governs he developmen of he surfacearea, while forcing in he second band has a larger influence on he wrinkling. An increase in he srengh of he forcing in K 5,8 leads o a sligh increase in ϑ A and a considerable reducion in he ime a which ϑ A reaches is maximum. The final cumulaive surface area, however, decreases wih increasing ε w,. In conras, an increase in ε w, quie srongly influences he insananeous wrinkling; he maximal value increases and he ime of maximal mixing decreases. The cumulaive effec on W increases noably wih increasing ε w,. Similar resuls were obained when forcing he band K 3,6 insead. pdf z 3 z pdf z.5.5 cos(ω,z i) (a)..5.5 cos(ω, W) (b) Fig. 3. PDFs of he cosine of he angle beween voriciy ω and (a) he eigenvecors z i of he rae of srain ensor, and (b) he vorex sreching vecor W, for largescale forcing K, a ε w, =.5 and addiional broadband forcing wih energy inpu ε w, =,.5,.5 o he second band K 7, (,, ). Evaluaion of geomerical saisics [7] shows ha broadband forcing considerably changes he general characerisics of urbulence. The selfamplificaion process of voriciy and srain is diminished and he saisical flow-srucure alered. This can be seen in Fig. 3 where he pdfs of he alignmen beween he voriciy ω = u and eigenvecors of he rae of srain and he vorex sreching vecor are ploed for various forcing-srenghs in he second band. Increased forcing of he small scales leads o less pronounced alignmen.
6 6 Arkadiusz K. Kuczaj and Bernard J. Geurs Conclusions Forcing mehods agiaing a flow in a wide range of scales induce significan differences compared o he case obained classically in which only he large scales are forced. In his sudy we devoed aenion o a recenly proposed muliscale forcing ha models a flow under he influence of an addiional perurbaion by a complex sirrer []. We performed numerical simulaions of he dispersion of a passive scalar field in a urbulen flow ha is driven by such forcing. By monioring global properies of level-ses of he evolving passive scalar we could quanify he modificaion of he mixing ha resuls from broadband forcing. I was found ha broadband forcing causes addiional producion of smaller scales in he flow. This is direcly responsible for he enhancemen of wrinkling. In conras, he surface-area of a level-se of he racer is found o be mainly governed by convecive sweeping by he larger scales in he flow. Hence, he surface-area is conrolled o a greaer exen by he energy injeced a he larges scales. The addiional energy inroduced by forcing a small scales compees wih processes ha govern Kolmogorov-ype urbulence, e.g., expressed by he selfamplificaion of voriciy and srain and vorex sreching. The forcing also changes he srucure of urbulence; i modifies he alignmen of voriciy wih eigenvecors of he rae of srain ensor. Fuure sudy will be devoed o clarifying his role of he small-scale forcing by evaluaing he geomerical saisics of he urbulen flow as funcion of forcing parameers. Acknowledgmens This work is par of he FOM research program on urbulen flow. AKK would like o hank Arkady Tsinober (Imperial College, London) for many fruiful commens regarding geomerical saisics in urbulence. References. P.K. Yeung, D.A. Donzis, and K.R. Sreenivasan. High-Reynolds-number simulaion of urbulen mixing. PoF, 7:873, 5.. M. Kearney. Engineered fracal cascades for fluid conrol applicaions. In Proc. of Fracals in Engineering Conference, Arcachon, France. INRIA, June, A.K. Kuczaj and B.J. Geurs. Mixing in manipulaed urbulence. JoT, o appear.. B. Mazzi and J.C. Vassilicos. Fracal generaed urbulence. JFM, 5:65,. 5. B.J. Geurs. Mixing efficiency in urbulen shear layers. JoT, :,. 6. T. Waanabe and T. Gooh. Saisics of a passive scalar in homogeneous urbulence. New J. Phys., 6():,. 7. A. Tsinober and B. Galani. Exploraory numerical experimens on he differences beween genuine and passive urbulence. PoF, 5():35 353, 3.
Stochastic Optimal Control Problem for Life Insurance
Sochasic Opimal Conrol Problem for Life Insurance s. Basukh 1, D. Nyamsuren 2 1 Deparmen of Economics and Economerics, Insiue of Finance and Economics, Ulaanbaaar, Mongolia 2 School of Mahemaics, Mongolian
DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS
DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS Hong Mao, Shanghai Second Polyechnic Universiy Krzyszof M. Osaszewski, Illinois Sae Universiy Youyu Zhang, Fudan Universiy ABSTRACT Liigaion, exper
arxiv:physics/0604187v2 [physics.soc-ph] 19 Jan 2007
Epidemic spreading in laice-embedded scale-free neworks arxiv:physics/0604187v2 [physics.soc-ph] 19 Jan 2007 Xin-Jian Xu a, Zhi-Xi Wu b, Guanrong Chen c a Deparameno de Física da Universidade de Aveiro,
The Greek financial crisis: growing imbalances and sovereign spreads. Heather D. Gibson, Stephan G. Hall and George S. Tavlas
The Greek financial crisis: growing imbalances and sovereign spreads Heaher D. Gibson, Sephan G. Hall and George S. Tavlas The enry The enry of Greece ino he Eurozone in 2001 produced a dividend in he
The Transport Equation
The Transpor Equaion Consider a fluid, flowing wih velociy, V, in a hin sraigh ube whose cross secion will be denoed by A. Suppose he fluid conains a conaminan whose concenraion a posiion a ime will be
LIFE INSURANCE WITH STOCHASTIC INTEREST RATE. L. Noviyanti a, M. Syamsuddin b
LIFE ISURACE WITH STOCHASTIC ITEREST RATE L. oviyani a, M. Syamsuddin b a Deparmen of Saisics, Universias Padjadjaran, Bandung, Indonesia b Deparmen of Mahemaics, Insiu Teknologi Bandung, Indonesia Absrac.
MACROECONOMIC FORECASTS AT THE MOF A LOOK INTO THE REAR VIEW MIRROR
MACROECONOMIC FORECASTS AT THE MOF A LOOK INTO THE REAR VIEW MIRROR The firs experimenal publicaion, which summarised pas and expeced fuure developmen of basic economic indicaors, was published by he Minisry
Journal Of Business & Economics Research September 2005 Volume 3, Number 9
Opion Pricing And Mone Carlo Simulaions George M. Jabbour, (Email: [email protected]), George Washingon Universiy Yi-Kang Liu, ([email protected]), George Washingon Universiy ABSTRACT The advanage of Mone Carlo
Module 3 Design for Strength. Version 2 ME, IIT Kharagpur
Module 3 Design for Srengh Lesson 2 Sress Concenraion Insrucional Objecives A he end of his lesson, he sudens should be able o undersand Sress concenraion and he facors responsible. Deerminaion of sress
11/6/2013. Chapter 14: Dynamic AD-AS. Introduction. Introduction. Keeping track of time. The model s elements
Inroducion Chaper 14: Dynamic D-S dynamic model of aggregae and aggregae supply gives us more insigh ino how he economy works in he shor run. I is a simplified version of a DSGE model, used in cuing-edge
Measuring macroeconomic volatility Applications to export revenue data, 1970-2005
FONDATION POUR LES ETUDES ET RERS LE DEVELOPPEMENT INTERNATIONAL Measuring macroeconomic volailiy Applicaions o expor revenue daa, 1970-005 by Joël Cariolle Policy brief no. 47 March 01 The FERDI is a
USE OF EDUCATION TECHNOLOGY IN ENGLISH CLASSES
USE OF EDUCATION TECHNOLOGY IN ENGLISH CLASSES Mehme Nuri GÖMLEKSİZ Absrac Using educaion echnology in classes helps eachers realize a beer and more effecive learning. In his sudy 150 English eachers were
II.1. Debt reduction and fiscal multipliers. dbt da dpbal da dg. bal
Quarerly Repor on he Euro Area 3/202 II.. Deb reducion and fiscal mulipliers The deerioraion of public finances in he firs years of he crisis has led mos Member Saes o adop sizeable consolidaion packages.
MHD EFFECTS ON HEAT TRANSFER IN A MOLTEN SALT BLANKET. Sergey Smolentsev, Reza Miraghaie, Mohamed Abdou
MHD EFFECTS ON HEAT TRANSFER IN A MOLTEN SALT BLANET Sergey Smolensev, Reza Miraghaie, Mohamed Abdou Universiy of California, 44-114 Engineering IV, BOX 951597, Los Angeles, CA 995-1597 e-mail (Sergey
Idealistic characteristics of Islamic Azad University masters - Islamshahr Branch from Students Perspective
Available online a www.pelagiaresearchlibrary.com European Journal Experimenal Biology, 202, 2 (5):88789 ISSN: 2248 925 CODEN (USA): EJEBAU Idealisic characerisics Islamic Azad Universiy masers Islamshahr
Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)
Mahemaics in Pharmacokineics Wha and Why (A second aemp o make i clearer) We have used equaions for concenraion () as a funcion of ime (). We will coninue o use hese equaions since he plasma concenraions
ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS IN GAUSSIAN FINANCIAL ENVIRONMENT
Teor Imov r.amaem.sais. Theor. Probabiliy and Mah. Sais. Vip. 7, 24 No. 7, 25, Pages 15 111 S 94-9(5)634-4 Aricle elecronically published on Augus 12, 25 ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE
ANALYSIS AND COMPARISONS OF SOME SOLUTION CONCEPTS FOR STOCHASTIC PROGRAMMING PROBLEMS
ANALYSIS AND COMPARISONS OF SOME SOLUTION CONCEPTS FOR STOCHASTIC PROGRAMMING PROBLEMS R. Caballero, E. Cerdá, M. M. Muñoz and L. Rey () Deparmen of Applied Economics (Mahemaics), Universiy of Málaga,
PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE
Profi Tes Modelling in Life Assurance Using Spreadshees PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE Erik Alm Peer Millingon 2004 Profi Tes Modelling in Life Assurance Using Spreadshees
Niche Market or Mass Market?
Niche Marke or Mass Marke? Maxim Ivanov y McMaser Universiy July 2009 Absrac The de niion of a niche or a mass marke is based on he ranking of wo variables: he monopoly price and he produc mean value.
STUDY ON THE GRAVIMETRIC MEASUREMENT OF THE SWELLING BEHAVIORS OF POLYMER FILMS
452 Rev. Adv. Maer. Sci. 33 (2013) 452-458 J. Liu, X.J. Zheng and K.Y. Tang STUDY ON THE GRAVIMETRIC MEASUREMENT OF THE SWELLING BEHAVIORS OF POLYMER FILMS J. Liu, X. J. Zheng and K. Y. Tang College of
TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS
TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS RICHARD J. POVINELLI AND XIN FENG Deparmen of Elecrical and Compuer Engineering Marquee Universiy, P.O.
Frequency Modulation. Dr. Hwee-Pink Tan http://www.cs.tcd.ie/hweepink.tan
Frequency Modulaion Dr. Hwee-Pink Tan hp://www.cs.cd.ie/hweepink.tan Lecure maerial was absraced from "Communicaion Sysems" by Simon Haykin. Ouline Day 1 Day 2 Day 3 Angle Modulaion Frequency Modulaion
Capacitors and inductors
Capaciors and inducors We coninue wih our analysis of linear circuis by inroducing wo new passive and linear elemens: he capacior and he inducor. All he mehods developed so far for he analysis of linear
DETERMINISTIC INVENTORY MODEL FOR ITEMS WITH TIME VARYING DEMAND, WEIBULL DISTRIBUTION DETERIORATION AND SHORTAGES KUN-SHAN WU
Yugoslav Journal of Operaions Research 2 (22), Number, 6-7 DEERMINISIC INVENORY MODEL FOR IEMS WIH IME VARYING DEMAND, WEIBULL DISRIBUION DEERIORAION AND SHORAGES KUN-SHAN WU Deparmen of Bussines Adminisraion
1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t,
Homework6 Soluions.7 In Problem hrough 4 use he mehod of variaion of parameers o find a paricular soluion of he given differenial equaion. Then check your answer by using he mehod of undeermined coeffiens..
Optimal Investment and Consumption Decision of Family with Life Insurance
Opimal Invesmen and Consumpion Decision of Family wih Life Insurance Minsuk Kwak 1 2 Yong Hyun Shin 3 U Jin Choi 4 6h World Congress of he Bachelier Finance Sociey Torono, Canada June 25, 2010 1 Speaker
Appendix D Flexibility Factor/Margin of Choice Desktop Research
Appendix D Flexibiliy Facor/Margin of Choice Deskop Research Cheshire Eas Council Cheshire Eas Employmen Land Review Conens D1 Flexibiliy Facor/Margin of Choice Deskop Research 2 Final Ocober 2012 \\GLOBAL.ARUP.COM\EUROPE\MANCHESTER\JOBS\200000\223489-00\4
Performance Center Overview. Performance Center Overview 1
Performance Cener Overview Performance Cener Overview 1 ODJFS Performance Cener ce Cener New Performance Cener Model Performance Cener Projec Meeings Performance Cener Execuive Meeings Performance Cener
Term Structure of Prices of Asian Options
Term Srucure of Prices of Asian Opions Jirô Akahori, Tsuomu Mikami, Kenji Yasuomi and Teruo Yokoa Dep. of Mahemaical Sciences, Risumeikan Universiy 1-1-1 Nojihigashi, Kusasu, Shiga 525-8577, Japan E-mail:
Optimal Time to Sell in Real Estate Portfolio Management
Opimal ime o Sell in Real Esae Porfolio Managemen Fabrice Barhélémy and Jean-Luc Prigen hema, Universiy of Cergy-Ponoise, Cergy-Ponoise, France E-mails: fabricebarhelemy@u-cergyfr; jean-lucprigen@u-cergyfr
Signal Processing and Linear Systems I
Sanford Universiy Summer 214-215 Signal Processing and Linear Sysems I Lecure 5: Time Domain Analysis of Coninuous Time Sysems June 3, 215 EE12A:Signal Processing and Linear Sysems I; Summer 14-15, Gibbons
Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment
Vol. 7, No. 6 (04), pp. 365-374 hp://dx.doi.org/0.457/ijhi.04.7.6.3 Research on Invenory Sharing and Pricing Sraegy of Mulichannel Reailer wih Channel Preference in Inerne Environmen Hanzong Li College
Monte Carlo Observer for a Stochastic Model of Bioreactors
Mone Carlo Observer for a Sochasic Model of Bioreacors Marc Joannides, Irène Larramendy Valverde, and Vivien Rossi 2 Insiu de Mahémaiques e Modélisaion de Monpellier (I3M UMR 549 CNRS Place Eugène Baaillon
SELF-EVALUATION FOR VIDEO TRACKING SYSTEMS
SELF-EVALUATION FOR VIDEO TRACKING SYSTEMS Hao Wu and Qinfen Zheng Cenre for Auomaion Research Dep. of Elecrical and Compuer Engineering Universiy of Maryland, College Park, MD-20742 {wh2003, qinfen}@cfar.umd.edu
Why Did the Demand for Cash Decrease Recently in Korea?
Why Did he Demand for Cash Decrease Recenly in Korea? Byoung Hark Yoo Bank of Korea 26. 5 Absrac We explores why cash demand have decreased recenly in Korea. The raio of cash o consumpion fell o 4.7% in
Supplementary Appendix for Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
Supplemenary Appendix for Depression Babies: Do Macroeconomic Experiences Affec Risk-Taking? Ulrike Malmendier UC Berkeley and NBER Sefan Nagel Sanford Universiy and NBER Sepember 2009 A. Deails on SCF
Risk Modelling of Collateralised Lending
Risk Modelling of Collaeralised Lending Dae: 4-11-2008 Number: 8/18 Inroducion This noe explains how i is possible o handle collaeralised lending wihin Risk Conroller. The approach draws on he faciliies
WATER MIST FIRE PROTECTION RELIABILITY ANALYSIS
WATER MIST FIRE PROTECTION RELIABILITY ANALYSIS Shuzhen Xu Research Risk and Reliabiliy Area FM Global Norwood, Massachuses 262, USA David Fuller Engineering Sandards FM Global Norwood, Massachuses 262,
DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR
Invesmen Managemen and Financial Innovaions, Volume 4, Issue 3, 7 33 DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR Ahanasios
Distributing Human Resources among Software Development Projects 1
Disribuing Human Resources among Sofware Developmen Proecs Macario Polo, María Dolores Maeos, Mario Piaini and rancisco Ruiz Summary This paper presens a mehod for esimaing he disribuion of human resources
Behavior Analysis of a Biscuit Making Plant using Markov Regenerative Modeling
Behavior Analysis of a Biscui Making lan using Markov Regeneraive Modeling arvinder Singh & Aul oyal Deparmen of Mechanical Engineering, Lala Lajpa Rai Insiue of Engineering & Technology, Moga -, India
Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? *
Does Opion Trading Have a Pervasive Impac on Underlying Sock Prices? * Neil D. Pearson Universiy of Illinois a Urbana-Champaign Allen M. Poeshman Universiy of Illinois a Urbana-Champaign Joshua Whie Universiy
How To Calculate Price Elasiciy Per Capia Per Capi
Price elasiciy of demand for crude oil: esimaes for 23 counries John C.B. Cooper Absrac This paper uses a muliple regression model derived from an adapaion of Nerlove s parial adjusmen model o esimae boh
A Probability Density Function for Google s stocks
A Probabiliy Densiy Funcion for Google s socks V.Dorobanu Physics Deparmen, Poliehnica Universiy of Timisoara, Romania Absrac. I is an approach o inroduce he Fokker Planck equaion as an ineresing naural
Molding. Injection. Design. GE Plastics. GE Engineering Thermoplastics DESIGN GUIDE
apple GE Plasics GE Engineering Thermoplasics DESIGN GUIDE Wall Thickness Paring Lines Ejecion Appearance Pars Ribs/Gusses Bosses Holes Depressions Radii, Filles and Corners Molding Design Injecion s for
Photovoltaic Power Control Using MPPT and Boost Converter
23 Phoovolaic Power Conrol Using MPP and Boos Converer A.Aou, A.Massoum and M.Saidi Absrac he sudies on he phoovolaic sysem are exensively increasing because of a large, secure, essenially exhausible and
Cointegration: The Engle and Granger approach
Coinegraion: The Engle and Granger approach Inroducion Generally one would find mos of he economic variables o be non-saionary I(1) variables. Hence, any equilibrium heories ha involve hese variables require
TOOL OUTSOURCING RISK RESEARCH BASED ON BP NEURAL NETWORK
Inernaional Journal of Innovaive Managemen, Informaion & Producion ISME Inernaionalc2011 ISSN 2185-5439 Volume 2, Number 1, June 2011 PP. 57-67 TOOL OUTSOURCING RISK RESEARCH BASED ON BP NEURAL NETWORK
Usefulness of the Forward Curve in Forecasting Oil Prices
Usefulness of he Forward Curve in Forecasing Oil Prices Akira Yanagisawa Leader Energy Demand, Supply and Forecas Analysis Group The Energy Daa and Modelling Cener Summary When people analyse oil prices,
Mobile Broadband Rollout Business Case: Risk Analyses of the Forecast Uncertainties
ISF 2009, Hong Kong, 2-24 June 2009 Mobile Broadband Rollou Business Case: Risk Analyses of he Forecas Uncerainies Nils Krisian Elnegaard, Telenor R&I Agenda Moivaion Modelling long erm forecass for MBB
Option Pricing Under Stochastic Interest Rates
I.J. Engineering and Manufacuring, 0,3, 8-89 ublished Online June 0 in MECS (hp://www.mecs-press.ne) DOI: 0.585/ijem.0.03. Available online a hp://www.mecs-press.ne/ijem Opion ricing Under Sochasic Ineres
SPEC model selection algorithm for ARCH models: an options pricing evaluation framework
Applied Financial Economics Leers, 2008, 4, 419 423 SEC model selecion algorihm for ARCH models: an opions pricing evaluaion framework Savros Degiannakis a, * and Evdokia Xekalaki a,b a Deparmen of Saisics,
Differential Equations. Solving for Impulse Response. Linear systems are often described using differential equations.
Differenial Equaions Linear sysems are ofen described using differenial equaions. For example: d 2 y d 2 + 5dy + 6y f() d where f() is he inpu o he sysem and y() is he oupu. We know how o solve for y given
Dependent Interest and Transition Rates in Life Insurance
Dependen Ineres and ransiion Raes in Life Insurance Krisian Buchard Universiy of Copenhagen and PFA Pension January 28, 2013 Absrac In order o find marke consisen bes esimaes of life insurance liabiliies
Time Series Analysis Using SAS R Part I The Augmented Dickey-Fuller (ADF) Test
ABSTRACT Time Series Analysis Using SAS R Par I The Augmened Dickey-Fuller (ADF) Tes By Ismail E. Mohamed The purpose of his series of aricles is o discuss SAS programming echniques specifically designed
Continuous Families of Embedded Solitons in the Third-Order Nonlinear Schrödinger Equation
Coninuous Families of Embedded Solions in he Third-Order Nonlinear Schrödinger Equaion By J. Yang and T. R. Akylas The nonlinear Schrödinger equaion wih a hird-order dispersive erm is considered. Infinie
Measuring the Effects of Exchange Rate Changes on Investment. in Australian Manufacturing Industry
Measuring he Effecs of Exchange Rae Changes on Invesmen in Ausralian Manufacuring Indusry Robyn Swif Economics and Business Saisics Deparmen of Accouning, Finance and Economics Griffih Universiy Nahan
Principal components of stock market dynamics. Methodology and applications in brief (to be updated ) Andrei Bouzaev, bouzaev@ya.
Principal componens of sock marke dynamics Mehodology and applicaions in brief o be updaed Andrei Bouzaev, [email protected] Why principal componens are needed Objecives undersand he evidence of more han one
Advise on the development of a Learning Technologies Strategy at the Leopold-Franzens-Universität Innsbruck
Advise on he developmen of a Learning Technologies Sraegy a he Leopold-Franzens-Universiä Innsbruck Prof. Dr. Rob Koper Open Universiy of he Neherlands Educaional Technology Experise Cener Conex - Period
Chapter 1.6 Financial Management
Chaper 1.6 Financial Managemen Par I: Objecive ype quesions and answers 1. Simple pay back period is equal o: a) Raio of Firs cos/ne yearly savings b) Raio of Annual gross cash flow/capial cos n c) = (1
Analysis of Pricing and Efficiency Control Strategy between Internet Retailer and Conventional Retailer
Recen Advances in Business Managemen and Markeing Analysis of Pricing and Efficiency Conrol Sraegy beween Inerne Reailer and Convenional Reailer HYUG RAE CHO 1, SUG MOO BAE and JOG HU PARK 3 Deparmen of
Modeling VIX Futures and Pricing VIX Options in the Jump Diusion Modeling
Modeling VIX Fuures and Pricing VIX Opions in he Jump Diusion Modeling Faemeh Aramian Maseruppsas i maemaisk saisik Maser hesis in Mahemaical Saisics Maseruppsas 2014:2 Maemaisk saisik April 2014 www.mah.su.se
Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? *
Does Opion Trading Have a Pervasive Impac on Underlying Soc Prices? * Neil D. Pearson Universiy of Illinois a Urbana-Champaign Allen M. Poeshman Universiy of Illinois a Urbana-Champaign Joshua Whie Universiy
Longevity 11 Lyon 7-9 September 2015
Longeviy 11 Lyon 7-9 Sepember 2015 RISK SHARING IN LIFE INSURANCE AND PENSIONS wihin and across generaions Ragnar Norberg ISFA Universié Lyon 1/London School of Economics Email: [email protected]
Vector Autoregressions (VARs): Operational Perspectives
Vecor Auoregressions (VARs): Operaional Perspecives Primary Source: Sock, James H., and Mark W. Wason, Vecor Auoregressions, Journal of Economic Perspecives, Vol. 15 No. 4 (Fall 2001), 101-115. Macroeconomericians
Automatic measurement and detection of GSM interferences
Auomaic measuremen and deecion of GSM inerferences Poor speech qualiy and dropped calls in GSM neworks may be caused by inerferences as a resul of high raffic load. The radio nework analyzers from Rohde
Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer s and the Policyholder s Perspective
Analyzing Surplus Appropriaion Schemes in Paricipaing Life Insurance from he Insurer s and he Policyholder s Perspecive Alexander Bohner, Nadine Gazer Working Paper Chair for Insurance Economics Friedrich-Alexander-Universiy
CHARGE AND DISCHARGE OF A CAPACITOR
REFERENCES RC Circuis: Elecrical Insrumens: Mos Inroducory Physics exs (e.g. A. Halliday and Resnick, Physics ; M. Sernheim and J. Kane, General Physics.) This Laboraory Manual: Commonly Used Insrumens:
Model-Based Monitoring in Large-Scale Distributed Systems
Model-Based Monioring in Large-Scale Disribued Sysems Diploma Thesis Carsen Reimann Chemniz Universiy of Technology Faculy of Compuer Science Operaing Sysem Group Advisors: Prof. Dr. Winfried Kalfa Dr.
Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613.
Graduae School of Business Adminisraion Universiy of Virginia UVA-F-38 Duraion and Convexiy he price of a bond is a funcion of he promised paymens and he marke required rae of reurn. Since he promised
The Relationship between Stock Return Volatility and. Trading Volume: The case of The Philippines*
The Relaionship beween Sock Reurn Volailiy and Trading Volume: The case of The Philippines* Manabu Asai Faculy of Economics Soka Universiy Angelo Unie Economics Deparmen De La Salle Universiy Manila May
Chapter 7. Response of First-Order RL and RC Circuits
Chaper 7. esponse of Firs-Order L and C Circuis 7.1. The Naural esponse of an L Circui 7.2. The Naural esponse of an C Circui 7.3. The ep esponse of L and C Circuis 7.4. A General oluion for ep and Naural
The Real Business Cycle paradigm. The RBC model emphasizes supply (technology) disturbances as the main source of
Prof. Harris Dellas Advanced Macroeconomics Winer 2001/01 The Real Business Cycle paradigm The RBC model emphasizes supply (echnology) disurbances as he main source of macroeconomic flucuaions in a world
PENSION REFORM IN BELGIUM: A NEW POINTS SYSTEM BETWEEN DB and DC
PENSION REFORM IN BELGIUM: A NEW POINS SYSEM BEWEEN B and C Pierre EVOLER (*) (March 3 s, 05) Absrac More han in oher counries, he Belgian firs pillar of public pension needs urgen and srucural reforms
Bayesian Filtering with Online Gaussian Process Latent Variable Models
Bayesian Filering wih Online Gaussian Process Laen Variable Models Yali Wang Laval Universiy [email protected] Marcus A. Brubaker TTI Chicago [email protected] Brahim Chaib-draa Laval Universiy
Life insurance cash flows with policyholder behaviour
Life insurance cash flows wih policyholder behaviour Krisian Buchard,,1 & Thomas Møller, Deparmen of Mahemaical Sciences, Universiy of Copenhagen Universiesparken 5, DK-2100 Copenhagen Ø, Denmark PFA Pension,
A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation
A Noe on Using he Svensson procedure o esimae he risk free rae in corporae valuaion By Sven Arnold, Alexander Lahmann and Bernhard Schwezler Ocober 2011 1. The risk free ineres rae in corporae valuaion
Skewness and Kurtosis Adjusted Black-Scholes Model: A Note on Hedging Performance
Finance Leers, 003, (5), 6- Skewness and Kurosis Adjused Black-Scholes Model: A Noe on Hedging Performance Sami Vähämaa * Universiy of Vaasa, Finland Absrac his aricle invesigaes he dela hedging performance
