Search results for "Turbulence"

The Problem of Time Arrow in Financial Time Series

According to the efficient market hypothesis, future movements of the market cannot be predicted. This introduces an intrinsic time asymmetry of the financial time series as there are no laws forbidding “predicting” past based on the current market fluctuations. This clear time asymmetry in the basic laws of finance raises a question which we shall be referring to as the problem of time arrow: are there any noticeable statistical differences between forward-in-time and reverse-in-time market data. Majority of the statistical methods used for financial time series are time-symmetric and hence, not usable for our purposes. The first method used in our study is the analysis of the length-distr…

The predictive power of power-laws: An empirical time-arrow based investigation

2022

The efficient market hypothesis forbids any predictability towards future, but there is no such restriction in the case of reversed-looking approaches. We analyze if this asymmetry in non-predictability is reflected in the statistical features of financial time series. Our study is based on the analysis of the length-distribution of periods with high variability, and introduces time-asymmetric modifications of the method which are capable of revealing differences of the time series in forward and reversed time. We show that the future and reversed-looking time-series possess very similar properties, with some features being distinguishable with our method. Our findings give also evidence of…

Unsteady Turbulence: Phenomena and Modelling

2010

Simulation of the Propagation of Tsunamis in Coastal Regions by a Two-Dimensional Non-Hydrostatic Shallow Water Solver

2017

Due to the enormous damages and losses of human lives in the inundated regions, the simulation of the propagation of tsunamis in coastal areas has received an increasing interest of the researchers. We present a 2D depth-integrated, non- hydrostatic shallow waters solver to simulate the propagation of tsunamis, solitary waves and surges in coastal regions. We write the governing continuity and momentum equations in conservative form and discretize the domain with unstructured triangular Generalized Delaunay meshes. We apply a fractional- time-step procedure, where two problems (steps) are consecutively solved. In the first and in the second step, we hypothesize a hydrostatic and a non-hydro…

Large-Eddy Simulation: A Critical Survey of Models and Applications

1994

Filtering of the Navier-Stokes Equations in the Context of Time-Dependent Flows

1998

Three dimensional numerical simulation of wind driven flows in closed channels and basins

2008

In the paper, a fully 3D finite-volume numerical model is developed and employed for the prediction of wind-induced flows in a regular channel and in a square basin with a complex bathymetry. Numerical results are compared with laboratory experiments.Numerical tests are then performed to investigate whether simplifying assumptions about the pressure distribution and the turbulente stresses representation can be employed in the simulation of wind-driven flows. The hydrostatic pressure assumption, resulting in the use of “quasi-3D” models, proved to be reasonably acceptable in order to obtain the vertical profile of the streamwise velocity component away from the boundaries. The quasi-3D mode…

Turbulent Flow Structures For Different Roughness Conditions of Channel Walls: Results of experimental investigation in laboratory flumes

2013

Numerical and experimental investigation of a cross-flow water turbine

2016

ABSTRACTA numerical and experimental study was carried out for validation of a previously proposed design criterion for a cross-flow turbine and a new semi-empirical formula linking inlet velocity to inlet pressure. An experimental test stand was designed to conduct a series of experiments and to measure the efficiency of the turbine designed based on the proposed criterion. The experimental efficiency was compared to that from numerical simulations performed using a RANS model with a shear stress transport (SST) turbulence closure. The proposed semi-empirical velocity formula was also validated against the numerical solutions for cross-flow turbines with different geometries and boundary c…

Wave propagation in anisotropic turbulent superfluids

2013

In this work, a hydrodynamical model of Superfluid Turbulence previously formulated is applied to study how the presence of a non-isotropic turbulent vortex tangle modifies the propagation of waves. Two cases are considered: wave front parallel and orthogonal to the heat flux. Using a perturbation method, the first-order corrections due to the presence of the vortex tangle to the speeds and to the amplitudes of the first and second sound are determined. It is seen that the presence of the quantized vortices couples first and second sound, and the attenuation of second sound is proportional to the line density L if the wave propagates orthogonal to the heat flux, while it is proportional to …