Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information. [PDF]
Physical review. E, Statistical, nonlinear, and soft matter physics, 2015 We generalize the description of the dynamics of the order book of financial markets in terms of a Brownian particle embedded in a fluid of incoming, exiting, and annihilating particles by presenting a model of the velocity on each side (buy and sell ...
Yoshihiro Yura +3 more
semanticscholar +1 more source
Lattice ellipsoidal statistical BGK model for thermal non-equilibrium flows [PDF]
, 2012 A thermal lattice Boltzmann model is constructed on the basis of the ellipsoidal statistical Bhatnagar-Gross-Krook (ES-BGK) collision operator via the Hermite moment representation.
Nicolas G. Hadjiconstantinou +11 more
core +1 more source
Low Knudsen Number Creeping Motion of Two Touching Spheres [PDF]
, 1976 The creeping motion of an aerosol aggregate composed of two touching spheres is investigated. A continuum-slip theory, suitable for small values of Knudsen number, is developed.
F. A. Morrison, L. D. Reed
core +1 more source
Discrete unified gas kinetic scheme for all Knudsen number flows. II. Thermal compressible case. [PDF]
Physical review. E, Statistical, nonlinear, and soft matter physics, 2014 This paper is a continuation of our work on the development of multiscale numerical scheme from low-speed isothermal flow to compressible flows at high Mach numbers. In our earlier work [Z. L. Guo et al., Phys. Rev.
Zhaoli Guo, Ruijie Wang, K. Xu
semanticscholar +1 more source
Thermophoresis of Janus particles at large Knudsen numbers [PDF]
Physical Review Fluids, 2018 The force and torque on a Janus sphere moving in a rarefied gas with a thermal gradient are calculated. The regime of large Knudsen number is considered, with the momenta of impinging gas molecules either obtained from a Chapman-Enskog distribution or from a binary Maxwellian distribution between two opposing parallel plates at different temperature ...
Baier, Tobias +4 more
openaire +2 more sources
Solving the Boltzmann equation deterministically by the fast spectral method : application to gas microflows [PDF]
, 2014 Based on the fast spectral approximation to the Boltzmann collision operator, we present an accurate and efficient deterministic numerical method for solving the Boltzmann equation.
Reese, Jason M. +3 more
core +1 more source
Hydrodynamics from free-streaming to thermalization and back again
Physics Letters B, 2020 We study the evolution of the Knudsen and Reynolds numbers in (0+1)-dimensionally expanding fluids with Bjorken symmetry for systems whose microscopic mean free path rises more quickly with time than usually assumed.
Chandrodoy Chattopadhyay, Ulrich Heinz
doaj +1 more source
The importance of mean free path in determining gas flow behaviour [PDF]
, 2010 We investigate whether a power-law form of probability distribution function better describes the free paths of dilute gas molecules in a confined system.
Dongari, Nishanth +5 more
core +1 more source
Spin and Charge Control of Topological End States in Chiral Graphene Nanoribbons on a 2D Ferromagnet
Advanced Materials, EarlyView.Chiral graphene nanoribbons on a ferromagnetic gadolinium‐gold surface alloy display tunable spin and charge states at their termini. Atomic work function variations and exchange fields enabe transitions between singlet, doublet, and triplet configurations.
Leonard Edens +8 more
wiley +1 more source
A topology optimization method for rarefied gas flows
Nihon Kikai Gakkai ronbunshu, 2017 We construct a topology optimization method for two dimensional rarefied gas flow problems, based on level-set boundary expressions. The degree of rarefaction is expressed by the Knudsen number, which is the ratio of the mean free path and the ...
Ayami SATO +4 more
doaj +1 more source