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  • 2
    Publikationsdatum: 2022-05-26
    Beschreibung: The 2005 GFD program was entitled “Fast Times and Fine Scales” with a focus on asymptotic and stochastic modeling methods that exploit a physical scale separation of some kind. An extremely strong application pool resulted in the appointment of the unusually large class of eleven GFD Fellows for the summer. The first week consisted of principal lectures from Joe Keller on waves in fluids, ray methods and a variety of applications. The second week was divided between Eric Vanden-Eijnden’s lectures on Brownian motion and stochastic diffferential equations, and George Papanicolaou’s lectures on variational principles and asymptotic methods in homogenization theory. The principal lectures were particularly well-attended but the lecture room at Walsh Cottage proved up to the task of accommodating the full audience. Research lectures by staff and visitors were delivered daily throughout the program addressing topics ranging from applications of multiscale modeling methods in ocean and atmosphere dynamics, to applications of stochastic methods in populations dynamics and chemical kinetics, to applications of homogenization theory in materials science and engineering. The program also included a popular public lecture on the timely subject of tsunamis. And as usual this summer ended with the Fellows’ reports including two experimental projects and theoretical work on a variety of problems inspired by the summer’s research theme. Oliver Bühler and Charlie Doering acted as co-Directors for the summer. Janet Fields, Jeanne Fleming and Penny Foster provided the administrative backbone for the program. Keith Bradley supplied technical support, and Matt Finn ran the computer network and graciously helped with the production of the summer’s proceedings volume. As always we are grateful to Woods Hole Oceanographic Institution for the use of Walsh Cottage, the perfect setting for the GFD program.
    Beschreibung: Funding was provided by the National Science Foundation under Contract No. OCE 03-25296.
    Schlagwort(e): Asymptotic and stochastic modeling ; Ocean and atmosphere dynamics ; Multiscale modeling methods
    Repository-Name: Woods Hole Open Access Server
    Materialart: Technical Report
    Format: 8544724 bytes
    Format: application/pdf
    Standort Signatur Erwartet Verfügbarkeit
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  • 3
    Digitale Medien
    Digitale Medien
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 40 (1999), S. 4813-4827 
    ISSN: 1089-7658
    Quelle: AIP Digital Archive
    Thema: Mathematik , Physik
    Notizen: We derive transport theoretic boundary conditions for acoustic wave reflection at a weakly rough boundary in an inhomogeneous half space. We use the Wigner distribution to go from waves to energy transport in the high frequency limit. We generalize known results on the reflection of acoustic plane waves in a homogeneous medium. We analyze higher order corrections, which include a enhanced backscattering effect in the back direction. © 1999 American Institute of Physics.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 4
    Digitale Medien
    Digitale Medien
    Oxford, UK : Blackwell Publishing Ltd
    Annals of the New York Academy of Sciences 63 (1956), S. 0 
    ISSN: 1749-6632
    Quelle: Blackwell Publishing Journal Backfiles 1879-2005
    Thema: Allgemeine Naturwissenschaft
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 5
    Digitale Medien
    Digitale Medien
    Oxford, UK : Blackwell Publishing Ltd
    Annals of the New York Academy of Sciences 63 (1956), S. 0 
    ISSN: 1749-6632
    Quelle: Blackwell Publishing Journal Backfiles 1879-2005
    Thema: Allgemeine Naturwissenschaft
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 6
    Digitale Medien
    Digitale Medien
    350 Main Street , Malden , MA 02148 , USA , and 9600 Garsington Road , Oxford OX4 2DQ , UK . : Blackwell Publishers, Inc.
    Mathematical finance 14 (2004), S. 0 
    ISSN: 1467-9965
    Quelle: Blackwell Publishing Journal Backfiles 1879-2005
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: We study simple models of short rates such as the Vasicek or CIR models, and compute corrections that come from the presence of fast mean-reverting stochastic volatility. We show how these small corrections can affect the shape of the term structure of interest rates giving a simple and efficient calibration tool. This is used to price other derivatives such as bond options. The analysis extends the asymptotic method developed for equity derivatives in Fouque, Papanicolaou, and Sircar (2000b). The assumptions and effectiveness of the theory are tested on yield curve data.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Probability theory and related fields 105 (1996), S. 279-334 
    ISSN: 1432-2064
    Schlagwort(e): Mathematics Subject Classification (1991):60J60, 76R50, 35R60
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary. We prove long time diffusive behavior (homogenization) for convection-diffusion in a turbulent flow that it incompressible and has a stationary and square integrable stream matrix. Simple shear flow examples show that this result is sharp for flows that have stationary stream matrices.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Probability theory and related fields 105 (1996), S. 279-334 
    ISSN: 1432-2064
    Schlagwort(e): 60J60 ; 76R50 ; 35R60
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary We prove long time diffusive behavior (homogenization) for convection-diffusion in a turbulent flow that it incompressible and has a stationary and square integrable stream matrix. Simple shear flow examples show that this result is sharp for flows that have stationary stream matrices.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Communications in mathematical physics 45 (1975), S. 217-232 
    ISSN: 1432-0916
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Physik
    Notizen: Abstract The asymptotic character of deterministic and stochastic equations whose solutions have a rapidly varying component is studied. Of particular interest is the class of problems for which the limiting behavior can be described in a contracted and simplified framework.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Journal of statistical physics 63 (1991), S. 915-931 
    ISSN: 1572-9613
    Schlagwort(e): Reaction-diffusion equations ; homogenization ; traveling waves
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract We compute the effective wavefront speeds of reaction-diffusion equations in periodically layered media with coefficients that have small-amplitude oscillations around a uniform mean state. We compare them with the corresponding wavefront speeds in the uniform state. We analyze a one-dimensional model where wave propagation is along the layering direction of the medium and a two-dimensional shear flow model where wave propagation is othogonal to the layering direction. We find that the effective wave speed is smaller in the one-dimensional model and is larger in the two-dimensional model for both bistable cubic and quadratic nonlinearities of the Kolmogorov-Petrovskii-Piskunov form. We derive approximate expressions for the wave speeds in the bistable case.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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