Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Alexei Chekhlov"'
Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 8 (2023)
Numerical simulation results of basic exactly solvable fluid flows using the previously proposed by H. Chen Lattice Boltzmann Method (LBM) formulated on a general curvilinear coordinate system are presented. As was noted in the theoretical work of H.
Externí odkaz:
https://doaj.org/article/da524210f61e478aa065c55fd0ff0256
Publikováno v:
Physics of Fluids. 11:3043-3053
Numerical simulations of isotropic, homogeneous, forced and dissipative two-dimensional (2D) turbulence in the energy transfer subrange are complicated by the inverse cascade that continuously propagates energy to the large scale modes. To avoid ener
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7530175f1edb7c2b61ac8f8f61866ecb
https://doi.org/10.1063/1.870163
https://doi.org/10.1063/1.870163
Publikováno v:
Physica D: Nonlinear Phenomena. 98:321-334
The effect of small scale forcing on large scale structures in $\beta$-plane two-dimensional (2D) turbulence is studied using long-term direct numerical simulations (DNS). We find that nonlinear effects remain strong at all times and for all scales a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a6a8599b416de3ebe02405afb56617f
https://doi.org/10.1016/0167-2789(96)00102-9
https://doi.org/10.1016/0167-2789(96)00102-9
Publikováno v:
Journal of Scientific Computing. 11:13-45
Large eddy simulation (LES) of forced, homogeneous, isotropic two-dimensional (2D) turbulence in the energy transfer subrange is the subject of this paper. A difficulty specific to this LES and its subgrid scale (SGS) representation is in that the en
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dfdbcce52484421acf4dce38a1cdee8e
https://doi.org/10.1007/bf02088948
https://doi.org/10.1007/bf02088948
Autor:
Victor Yakhot, Alexei Chekhlov
Publikováno v:
Physical Review E. 52:5681-5684
High-resolution numerical experiments, described in this work, show that velocity fluctuations governed by the one-dimensional Burgers equation driven by a white-in-time random noise with the spectrum $\overline{|f(k)|^2}\propto k^{-1}$ exhibit a bis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38bd9632c7675070963eacc645e02bee
https://doi.org/10.1103/physreve.52.5681
https://doi.org/10.1103/physreve.52.5681
Publikováno v:
SSRN Electronic Journal.
A new one-parameter family of risk measures called Conditional Drawdown (CDD) has been proposed. These measures of risk are functionals of the portfolio drawdown (underwater) curve considered in active portfolio management. For some value of the tole
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3c084a4618338bc3f6ab5e13e1622baf
https://doi.org/10.2139/ssrn.544742
https://doi.org/10.2139/ssrn.544742
Publikováno v:
Physics of Fluids. 6:2548-2550
Two-parametric eddy viscosity (TPEV) and other spectral characteristics of two-dimensional (2D) turbulence in the energy transfer sub-range are calculated from direct numerical simulation (DNS) with 512$^2$ resolution. The DNS-based TPEV is compared
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28ac30d851453f001e60255fe314fe39
https://doi.org/10.1063/1.868437
https://doi.org/10.1063/1.868437
Publikováno v:
SSRN Electronic Journal.
We propose a new one-parameter family of risk functions defined on portfolio return sample -paths, which is called conditional drawdown-at-risk (CDaR). These risk functions depend on the portfolio drawdown (underwater) curve considered in active port
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52293647824620e4579efe23d3f6b8b9
https://doi.org/10.2139/ssrn.223323
https://doi.org/10.2139/ssrn.223323