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In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling…

Statistical Finance · Quantitative Finance 2015-06-19 Damian Eduardo Taranto , Giacomo Bormetti , Fabrizio Lillo

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

Turbulent plane-Couette flow suspended with finite-size spheroidal particles is studied using fully particle-resolved direct numerical simulations. The effects of particle aspect ratio on turbulent arguments and particle statistics are…

Fluid Dynamics · Physics 2023-11-06 Cheng Wang , Linfeng Jiang , Chao Sun

We use a macromodel of a flow-driven deterministic lateral displacement (DLD) microfluidic system to investigate conditions leading to size-separation of suspended particles. This model system can be easily reconfigured to establish an…

Fluid Dynamics · Physics 2016-04-27 Siqi Du , German Drazer

The rotational dynamics of anisotropic particles advected in a turbulent fluid flow are important in many industrial and natural setting. Particle rotations are controlled by small scale properties of turbulence that are nearly universal,…

Fluid Dynamics · Physics 2013-04-19 Shima Parsa , Enrico Calzavarini , Federico Toschi , Greg A. Voth

We use a series of molecular dynamics simulations, and analytical theory, to demonstrate that a system of hard spheres confined to a narrow cylindrical channel exhibits a continuous phase transition from an isotropic fluid at low densities,…

Soft Condensed Matter · Physics 2014-09-18 Mahdi Zaeifi Yamchi , Richard K. Bowles

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán

We have performed high-fidelity simulations of turbulent open-channel flows over submerged rigid canopies made of cylindrical filaments of fixed length $l=0.25H$ ($H$ being the domain depth) mounted on the wall with an angle of inclination…

Structural correlations at a liquid-solid interface were explored with molecular dynamics simulations of a model aluminium system using the Ercolessi-Adams potential and up to 4320 atoms. Substrate atoms were pinned to their equilibrium…

Materials Science · Physics 2007-05-23 Adham Hashibon , Joan Adler , Michael W. Finnis , Wayne D. Kaplan

This sequence of fluid dynamics videos illustrates the behavior of a suspension of noncolloidal particles flowing past various bluff body obstacles within a microfluidic device. The polystyrene particles, of 7 {\mu}m diameter and volume…

Fluid Dynamics · Physics 2010-10-18 Shahab Shojaei-Zadeh , Jeffrey F. Morris

Flow-based models are powerful tools for designing probabilistic models with tractable density. This paper introduces Convex Potential Flows (CP-Flow), a natural and efficient parameterization of invertible models inspired by the optimal…

Machine Learning · Computer Science 2021-02-25 Chin-Wei Huang , Ricky T. Q. Chen , Christos Tsirigotis , Aaron Courville

We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…

Pattern Formation and Solitons · Physics 2009-11-10 Tibor Tóth-Katona , James T. Gleeson

A new and very general technique for simulating solid-fluid suspensions is described; its most important feature is that the computational cost scales linearly with the number of particles. The method combines Newtonian dynamics of the…

comp-gas · Physics 2009-10-22 Anthony J. C. Ladd

Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the…

Fluid Dynamics · Physics 2016-03-15 Lennart Schüler , Nicolae Suciu , Peter Knabner , Sabine Attinger

A flow in which a thin film falls due to gravity on the inner surface of a vertical, rotating cylinder is investigated. This is performed using two-dimensional (2D) and three-dimensional (3D) direct numerical simulations, with a…

Fluid Dynamics · Physics 2020-10-28 Usmaan Farooq , Jason Stafford , Camille Petit , Omar K. Matar

In this paper, we propose normalizing flows (NF) as a novel probability density function (PDF) turbulence model (NF-PDF model) for the Reynolds-averaged Navier-Stokes (RANS) equations. We propose to use normalizing flows in two different…

Fluid Dynamics · Physics 2021-01-12 Deniz A. Bezgin , Nikolaus A. Adams

We have developed x-ray diffraction measurements with high energy-resolution and accuracy to study water structure at three different temperatures (7, 25 and 66 C) under normal pressure. Using a spherically curved Ge crystal an energy…

Soft Condensed Matter · Physics 2017-09-13 Congcong Huang , K. T. Wikfeldt , D. Nordlund , U. Bergmann , T. McQueen , J. Sellberg , L. G. M. Pettersson , A. Nilsson

The microscopic dynamics of objects suspended in a fluid determines the macroscopic rheology of a suspension. For example, as shown by Danker and Misbah [Phys. Rev. Lett. {\bf 98}, 088104 (2007)], the viscosity of a dilute suspension of…

Soft Condensed Matter · Physics 2015-02-10 Badr Kaoui , Ruben J. W. Jonk , Jens Harting

The flow of viscoelastic fluids in channels and pipes remain poorly understood, particularly at low Reynolds numbers. Here, we investigate the flow of polymeric solutions in straight channels using pressure measurements and particle…

Fluid Dynamics · Physics 2019-11-13 Boyang Qin , Paul F. Salipante , Steven D. Hudson , Paulo E. Arratia

The interplay of inertia and deformability has a substantial impact on the transport of soft particles suspended in a fluid. However, to date a thorough understanding of these systems is still missing and only a limited number of…

Soft Condensed Matter · Physics 2014-07-08 Timm Krueger , Badr Kaoui , Jens Harting
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