Homogenization-based design of microstructured membranes: wake flows past permeable shells

A formal framework to characterize and control/optimize the flow past permeable membranes by means of a homogenization approach is proposed and applied to the wake flow past a permeable cylindrical shell. From a macroscopic viewpoint, a Navier-like effective stress jump condition is employed to model the presence of the membrane, in which the normal and tangential velocities at the membrane are respectively proportional to the so-called filtrability and slip numbers multiplied by the stresses. Regarding the particular geometry considered here, a characterization of the steady flow for several combinations of constant filtrability and slip numbers shows that the flow morphology is dominantly influenced by the filtrability and exhibits a recirculation region that moves downstream of the body and eventually disappears as this number increases. A linear stability analysis further shows the suppression of vortex shedding as long as large values of the filtrability number are employed. In the control/optimization phase, specific objectives for the macroscopic flow are formulated by adjoint methods. A homogenization-based inverse procedure is proposed to obtain the optimal constrained microscopic geometry from macroscopic objectives, which accounts for fast variations of the filtrability and slip profiles along the membrane. As a test case for the proposed design methodology, a cylindrical membrane is designed to maximize the resulting drag coefficient.

Shadow wave solutions for a scalar two-flux conservation law with Rankine–Hugoniot deficit

This paper deals with hyperbolic conservation laws exhibiting a flux discontinuity at the origin and which does not admit a weak solution satisfying the Rankine–Hugoniot jump condition. We therefore seek unbounded solutions in the form of shadow waves supported by at the origin. The shadow waves are defined as nets of piecewise constant functions approximating a shock wave to which we add a delta function and possibly another unbounded part.

Factors of Stress Concentration around Spherical Cavity Embedded in Cylinder Subjected to Internal Pressure

In this paper, an accurate distribution of stress as well as corresponding factors of stress concentration determination around a spherical cavity, which is considered as embedded in a cylinder exposed to the internal pressure only, is presented. This approach was applied at three main meridians of the porosity by combining the Eshelby’s equivalent inclusion method with Mura and Chang’s methodology employing the jump condition across the interface of the cavity and matrix, respectively. The distribution of stresses around the spherical flaw and their concentration factors were formulated in the form of newly formulated analytical relations involving the geometric ratio of the cylinder, such as external radius and thickness, the angle around the cavity, depth of the porosity, as well as the material Poisson ratio. Subsequently, a comparison of the analytical results and the numerical simulation results is applied to validate obtained results. The results show that the stress concentration factors (SCFs) are not constant for an incorporated flaw and vary with both the porosity depth and the Poisson ratio, regardless of whether the cylinder geometric ratio is thin or thick.

Theoretical Study of Convection Heat Transfer and Fluid Dynamics in Microchannels with Arrayed Microgrooves

The analysis of heat transfer and fluid dynamics in a microchannel is currently one of numerous important research areas. The present study investigated the heat transfer and fluid dynamics in a microchannel with arrayed microgrooves. The boundary conditions in the microchannel and microgrooves were the velocity slip condition and temperature jump condition. The numerical calculations in the present study were based on a new numerical analysis scheme that was used to name modified point-matching methods. The methods are applied to calculate the two items coefficients of the series expressions of velocity in the microchannel with microgrooves. The methods analyzed four items coefficients of the series expressions of temperature in the microchannel with microgrooves. In addition, the fluid velocity, temperature distribution, Knudsen number effect, fluid friction factor in the microchannel, and heat transfer were discussed.

Two-phase model for mixed convection and flow enhancement of a nanofluid in an inclined channel patterned with heated slip stripes

Purpose The purpose of this study is to analyze the heat transfer and flow enhancement of an Al2O3-water nanofluid filling an inclined channel whose lower wall is embedded with periodically placed discrete hydrophobic heat sources. Formation of a thin depletion layer of low viscosity over each hydrophobic heated patch leads to the velocity slip and temperature jump condition at the interface of the hydrophobic patch. Design/methodology/approach The mixed convection of the nanofluid is analysed based on the two-phase non-homogeneous model. The governing equations are solved numerically through a control volume approach. A periodic boundary condition is adopted along the longitudinal direction of the modulated channel. A velocity slip and temperature jump condition are imposed along with the hydrophobic heated stripes. The paper has validated the present non-homogeneous model with existing experimental and numerical results for particular cases. The impact of temperature jump condition and slip velocity on the flow and thermal field of the nanofluid in mixed convection is analysed for a wide range of governing parameters, namely, Reynolds number (50 ≤ Re ≤ 150), Grashof number ( 103≤Gr≤5×104), nanoparticle bulk volume fraction ( 0.01≤φb≤0.05), nanoparticle diameter ( 30≤dp≤60) and the angle of inclination ( −60°≤σ≤60°). Findings The presence of the thin depletion layer above the heated stripes reduces the heat transfer and augments the volume flow rate. Consideration of the nanofluid as a coolant enhances the rate of heat transfer, as well as the entropy generation and friction factor compared to the clear fluid. However, the rate of increment in heat transfer suppresses by a significant margin of the loss due to enhanced entropy generation and friction factor. Heat transfer performance of the channel diminishes as the channel inclination angle with the horizontal is increased. The paper has also compared the non-homogeneous model with the corresponding homogeneous model. In the non-homogeneous formulation, the nanoparticle distribution is directly affected by the slip conditions by virtue of the no-normal flux of nanoparticles on the slip planes. For this, the slip stripes augment the impact of nanoparticle volume fraction compared to the no-slip case. Originality/value This paper finds that the periodically arranged hydrophobic heat sources on the lower wall of the channel create a significant augmentation in the volume flow rate, which may be crucial to augment the transport process in mini- or micro-channels. This type of configuration has not been addressed in the existing literature.

Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion

We propose a discrete-time affine pricing model that simultaneously allows for (i) the presence of systemic entities by departing from the no-jump condition on the factors’ conditional distribution, (ii) contagion effects, and (iii) the pricing of credit events. Our affine framework delivers explicit pricing formulas for default-sensitive securities such as bonds and credit default swaps (CDSs). We estimate a euro-area multicountry version of the model and address economic questions related to the pricing of sovereign credit risk. We find that both frailty (common factors) and contagion phenomena are important to account for the joint dynamics of credit spreads. Our results also provide evidence of credit-event pricing, which is at the source of substantial credit risk premiums, even for short maturities. Finally, we extract measures of depreciation-at-default from CDSs denominated in different currencies. This paper was accepted by Kay Giesecke, finance.

A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS

We show that for time-inhomogeneous Markovian Heath–Jarrow–Morton models driven by an infinite-dimensional Brownian motion and a Poisson random measure an equivalent change of measure exists whenever the real-world and the risk-neutral dynamics can be defined uniquely and are related via a drift and a jump condition.