Electronic/electric technology benefits study

The benefits and payoffs of advanced electronic/electric technologies were investigated for three types of aircraft. The technologies, evaluated in each of the three airplanes, included advanced flight controls, advanced secondary power, advanced avionic complements, new cockpit displays, and advanced air traffic control techniques. For the advanced flight controls, the near term considered relaxed static stability (RSS) with mechanical backup. The far term considered an advanced fly by wire system for a longitudinally unstable airplane. In the case of the secondary power systems, trades were made in two steps: in the near term, engine bleed was eliminated; in the far term bleed air, air plus hydraulics were eliminated. Using three commercial aircraft, in the 150, 350, and 700 passenger range, the technology value and pay-offs were quantified, with emphasis on the fiscal benefits. Weight reductions deriving from fuel saving and other system improvements were identified and the weight savings were cycled for their impact on TOGW (takeoff gross weight) and upon the performance of the airframes/engines. Maintenance, reliability, and logistic support were the other criteria

A note on oblique water entry

An apparently minor error in Howison, Ockendon & Oliver (J. Eng. Math. 48:321–337, 2004) obscured the fact that the points at which the free surface turns over in the solution of the Wagner model for the oblique impact of a two-dimensional body are directly related to the turnover points in the equivalent normal impact problem. This note corrects some results given in Howison, Ockendon & Oliver (2004) and discusses the implications for the applicability of the Wagner\ud model

Multidimensional Pattern Formation Has an Infinite Number of Constants of Motion

Extending our previous work on 2D growth for the Laplace equation we study here {\it multidimensional} growth for {\it arbitrary elliptic} equations, describing inhomogeneous and anisotropic pattern formations processes. We find that these nonlinear processes are governed by an infinite number of conservation laws. Moreover, in many cases {\it all dynamics of the interface can be reduced to the linear time--dependence of only one ``moment" $M_0$} which corresponds to the changing volume while {\it all higher moments, $M_l$, are constant in time. These moments have a purely geometrical nature}, and thus carry information about the moving shape. These conserved quantities (eqs.~(7) and (8) of this article) are interpreted as coefficients of the multipole expansion of the Newtonian potential created by the mass uniformly occupying the domain enclosing the moving interface. Thus the question of how to recover the moving shape using these conserved quantities is reduced to the classical inverse potential problem of reconstructing the shape of a body from its exterior gravitational potential. Our results also suggest the possibility of controlling a moving interface by appropriate varying the location and strength of sources and sinks.Comment: CYCLER Paper 93feb00

Back to basics: historical option pricing revisited

We reconsider the problem of option pricing using historical probability distributions. We first discuss how the risk-minimisation scheme proposed recently is an adequate starting point under the realistic assumption that price increments are uncorrelated (but not necessarily independent) and of arbitrary probability density. We discuss in particular how, in the Gaussian limit, the Black-Scholes results are recovered, including the fact that the average return of the underlying stock disappears from the price (and the hedging strategy). We compare this theory to real option prices and find these reflect in a surprisingly accurate way the subtle statistical features of the underlying asset fluctuations.Comment: 14 pages, 2 .ps figures. Proceedings, to appear in Proc. Roy. So

Interface dynamics in Hele-Shaw flows with centrifugal forces. Preventing cusp singularities with rotation

A class of exact solutions of Hele-Shaw flows without surface tension in a rotating cell is reported. We show that the interplay between injection and rotation modifies drastically the scenario of formation of finite-time cusp singularities. For a subclass of solutions, we show that, for any given initial condition, there exists a critical rotation rate above which cusp formation is prevented. We also find an exact sufficient condition to avoid cusps simultaneously for all initial conditions. This condition admits a simple interpretation related to the linear stability problem.Comment: 4 pages, 2 figure

Tip-splitting evolution in the idealized Saffman-Taylor problem

We derive a formula describing the evolution of tip-splittings of Saffman-Taylor fingers in a Hele-Shaw cell, at zero surface tension

Exactly Integrable Dynamics of Interface between Ideal Fluid and Light Viscous Fluid

It is shown that dynamics of the interface between ideal fluid and light viscous fluid is exactly integrable in the approximation of small surface slopes for two-dimensional flow. Stokes flow of viscous fluid provides a relation between normal velocity and pressure at interface. Surface elevation and velocity potential of ideal fluid are determined from two complex Burgers equations corresponding to analytical continuation of velocity potential at the interface into upper and lower complex half planes, respectively. The interface loses its smoothness if complex singularities (poles) reach the interface.Comment: 5 pages, 2 figures; submitted to Physics Letter

Large droplet impact on water layers

The impact of large droplets onto an otherwise undisturbed layer of water is considered. The work, which is motivated primarily with regard to aircraft icing, is to try and help understand the role of splashing on the formation of ice on a wing, in particular for large droplets where splash appears, to have a significant effect. Analytical and numerical approaches are used to investigate a single droplet impact onto a water layer. The flow for small times after impact is determined analytically, for both direct and oblique impacts. The impact is also examined numerically using the volume of fluid (VOF) method. At small times there are promising comparisons between the numerical results, the analytical solution and experimental work capturing the ejector sheet. At larger times there is qualitative agreement with experiments and related simulations. Various cases are considered, varying the droplet size to layer depth ratio, including surface roughness, droplet distortion and air effects. The amount of fluid splashed by such an impact is examined and is found to increase with droplet size and to be significantly influenced by surface roughness. The makeup of the splash is also considered, tracking the incoming fluid, and the splash is found to consist mostly of fluid originating in the layer

A theory for the impact of a wave breaking onto a permeable barrier with jet generation

We model a water wave impact onto a porous breakwater. The breakwater surface is modelled as a thin barrier composed of solid matter pierced by channels through which water can flow freely. The water in the wave is modelled as a finite-length volume of inviscid, incompressible fluid in quasi-one-dimensional flow during its impact and flow through a typical hole in the barrier. The fluid volume moves at normal incidence to the barrier. After the initial impact the wave water starts to slow down as it passes through holes in the barrier. Each hole is the source of a free jet along whose length the fluid velocity and width vary in such a way as to conserve volume and momentum at zero pressure. We find there are two types of flow, depending on the porosity, ß , of the barrier. If ß : 0 = ß < 0.5774 then the barrier is a strong impediment to the flow, in that the fluid velocity tends to zero as time tends to infinity. But if ß : 0.5774 = ß = 1 then the barrier only temporarily holds up the flow, and the decelerating wave water passes through in a finite time. We report results for the velocity and impact pressure due to the incident wave water, and for the evolving shape of the jet, with examples from both types of impact. We account for the impulse on the barrier and the conserved kinetic energy of the flow. Consideration of small ß gives insight into the sudden changes in flow and the high pressures that occur when a wave impacts a nearly impermeable seawall

Effects of small surface tension in Hele-Shaw multifinger dynamics: an analytical and numerical study

We study the singular effects of vanishingly small surface tension on the dynamics of finger competition in the Saffman-Taylor problem, using the asymptotic techniques described in [S. Tanveer, Phil. Trans. R. Soc. Lond. A 343, 155 (1993)]and [M. Siegel, and S. Tanveer, Phys. Rev. Lett. 76, 419 (1996)] as well as direct numerical computation, following the numerical scheme of [T. Hou, J. Lowengrub, and M. Shelley,J. Comp. Phys. 114, 312 (1994)]. We demonstrate the dramatic effects of small surface tension on the late time evolution of two-finger configurations with respect to exact (non-singular) zero surface tension solutions. The effect is present even when the relevant zero surface tension solution has asymptotic behavior consistent with selection theory.Such singular effects therefore cannot be traced back to steady state selection theory, and imply a drastic global change in the structure of phase-space flow. They can be interpreted in the framework of a recently introduced dynamical solvability scenario according to which surface tension unfolds the structually unstable flow, restoring the hyperbolicity of multifinger fixed points.Comment: 16 pages, 15 figures, submitted to Phys. Rev