Related papers: Dynamics of Liquidity Surfaces in Uniswap v3
Microdrop impact and spreading phenomena are explored as an interface formation process using a recently developed computational framework. The accuracy of the results obtained from this framework for the simulation of high deformation…
We study the optimal liquidation of a large position on Uniswap v2 and Uniswap v3 in discrete time. The instantaneous price impact is derived from the AMM pricing rule. Transient impact is modeled to capture either exponential or…
Concentrated-liquidity automated market makers (CLAMMs), as exemplified by Uniswap v3, are now a common primitive in decentralized finance frameworks. Their design combines continuous trading on constant-function curves with discrete tick…
The wetting dynamics of liquid particles, from coated droplets to soft capsules, holds significant technological interest. Motivated by the need to simulate liquid metal droplet with an oxidize surface layer, in this work we introduce a…
Understanding what happens inside the rippling and dancing surface of a liquid remains one of the great challenges of fluid dynamics. Using molecular dynamics (MD) we can pick apart the interface structure and understand surface tension. In…
We demonstrate the generation of diverse material flow regimes in nematic liquid cells as driven by time-variable active surface anchoring, including no-net flow, oscillatory flow, steady flow, and pulsating flow. Specifically, we…
We present a large-scale study of commonality in liquidity and resilience across assets in an ultra high-frequency (millisecond-timestamped) Limit Order Book (LOB) dataset from a pan-European electronic equity trading facility. We first…
Inspired by dense contractile tissues, where cells are subject to periodic deformation, we formulate and study a generic hydrodynamic theory of pulsating active liquids. Combining mechanical and phenomenological arguments, we postulate that…
This article reports on a full replication study in computational fluid dynamics, using an immersed boundary method to obtain the flow around a pitching and rolling elliptical wing. As in the original study, the computational experiments…
Interfacial fluctuations in a two-phase binary fluid mixture reveal signatures of underlying physical processes that occur within each phase and on a range of spatial and temporal scales. In this study, we investigate a model binary fluid…
Hypothesis A prototypical modelling approach is required for a full characterisation of the static and equilibrium dynamical properties of confined ionic liquids (ILs), in order to gain predictive power of properties that are difficult to…
In this current work, a comprehensive investigation into the impact dynamics of superhydrophobic and lubricant-impregnated aluminium sphere balls on liquid surfaces were carried out. The study delves into the hydrodynamic lubrication…
Robust empirical constitutive laws for granular materials in air or in a viscous fluid have been expressed in terms of timescales based on the dynamics of a single particle. However, some behaviours such as viscosity bifurcation or shear…
We present a multiparticle collision dynamics (MPC) implementation of layered immiscible fluids $A$ and $B$ of different shear viscosities separated by planar interfaces. The simulated flow profile for imposed steady shear motion and the…
Suspensions of self-propelled particles, such as swimming micro-organisms, are known to undergo complex dynamics as a result of hydrodynamic interactions. This fluid dynamics video presents a numerical simulation of such a suspension, based…
To make progress towards the development of a theory on the motion of inclusions in thin structured films and membranes, we here consider as an initial step a circular disk in a two-dimensional, uniaxially anisotropic fluid layer. We assume…
In this article, we aim to study the stability and dynamic transition of an electrically conducting fluid in the presence of an external uniform horizontal magnetic field and rotation based on a Boussinesq approximation model. By analyzing…
Interfaces between two fluids are ubiquitous and of special importance for industrial applications, e.g., stabilisation of emulsions. The dynamics of fluid-fluid interfaces is difficult to study because these interfaces are usually…
The dynamics of microcapsules in steady shear flow was studied using a theoretical approach based on three variables: The Taylor deformation parameter $\alpha_{\rm D}$, the inclination angle $\theta$, and the phase angle $\phi$ of the…
We investigate the local structural fluctuations of a model equilibrium fluid with an aim of better understanding the structural basis of locally heterogeneous dynamics identified in recent simulations and experimental studies of…