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L. Moriconi

Publications and source records attributed to L. Moriconi.

At least 37 records · Page 2Linked to original sources

Vortex Identification from Local Properties of the Vorticity Field

It has been broadly acknowledged that vortex detection algorithms, usually based on linear-algebraic properties of the velocity gradient tensor, can be plagued with severe shortcomings and may become, in practical terms, dependent on the choice of subjective threshold parameters in their implementations. In two-dimensions, a large class of standard vortex identification prescriptions turn out to be equivalent to the "swirling strength criterion" ($λ_{ci}$-criterion), which is critically revisited in this work. We classify the instances where the accuracy of the $λ_{ci}$-criterion is affected by nonlinear superposition effects and propose an alternative vortex detection scheme based on the local curvature properties of the vorticity graph $(x,y,ω)$ -- the "vorticity curvature criterion" ($λ_ω$-criterion) -- which improves over the results obtained with the $λ_{ci}$-criterion in controlled Monte-Carlo tests. We show that the $λ_ω$-criterion is able to cope with strong shear effects, if a subtraction of the mean velocity field background is performed, in the spirit of the Reynolds decomposition procedure. A realistic comparative study for vortex identification is then carried out for a direct numerical simulation (DNS) of a turbulent channel flow, including a three-dimensional extension of the $λ_ω$-criterion. In contrast to the $λ_{ci}$-criterion, the $λ_ω$-criterion indicates in a consistent way the existence of small scale isotropic turbulent fluctuations in the logarithmic layer, in consonance with long-standing assumptions commonly taken in turbulent boundary layer phenomenology.

physics.flu-dyn↗

Nondiagonal Graphene Conductivity in the Presence of In-Plane Magnetic Fields

We study the electron/hole transport in puddle-disordered and rough graphene samples which are subject to in-plane magnetic fields. Previous treatments, mostly devoted to regimes where the electron/hole scattering wavelengths are larger than the surface height correlation length, are based on the use of transport equations with appropriate forms for the collision term. We point out in this work, as a counterpoint, that classical Lorentz force effects, which are expected to hold when the Fermi level is far enough away from the charge neutral point, can be heuristically assessed through disordered Boltzmann equations that contain magnetic-field dependent material derivatives, and keep the zero magnetic-field structure of the collision term. It turns out that the electric conductivity tensor gets a peculiar nondiagonal component, induced by the in-plane magnetic field that crosses the rough topography of the graphene sheet, even if the projected random transverse magnetic field vanishes in the mean. Numerical estimates of the transverse conductivities suggest that they are suitable of observation under conditions which are within the reach of up-to-date experimental methods.

cond-mat.mes-hall↗

Velocity-Gradient Probability Distribution Functions in a Lagrangian Model of Turbulence

The Recent Fluid Deformation Closure (RFDC) model of lagrangian turbulence is recast in path-integral language within the framework of the Martin-Siggia-Rose functional formalism. In order to derive analytical expressions for the velocity-gradient probability distribution functions (vgPDFs), we carry out noise renormalization in the low-frequency regime and find approximate extrema for the Martin-Siggia-Rose effective action. We verify, with the help of Monte Carlo simulations, that the vgPDFs so obtained yield a close description of the single-point statistical features implied by the original RFDC stochastic differential equations.

physics.flu-dyn↗

Vorticity Statistics and the Time Scales of Turbulent Strain

Time scales of turbulent strain activity, denoted as the strain persistence times of first and second order, are obtained from time-dependent expectation values and correlation functions of lagrangian rate-of-strain eigenvalues taken in particularly defined statistical ensembles. Taking into account direct numerical simulation data, our approach relies on heuristic closure hypotheses which allow us to establish a connection between the statistics of vorticity and strain. It turns out that softly divergent prefactors correct the usual "1/s" strain time-scale estimate of standard turbulence phenomenology, in a way which is consistent with the phenomenon of vorticity intermittency.

physics.flu-dyn↗

Option Pricing from Wavelet-Filtered Financial Series

We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most ($\simeq$ 99.6%) of the wavelet coefficients can be neglected for the purpose of option premium evaluation. The relevance of the hugely compressed information provided by low-pass wavelet-filtering is related to the fact that the non-gaussian statistical structure of the original financial time series is essentially preserved for expiration times which are larger than just one trading day.

q-fin.ST↗

Markovian Description of Unbiased Polymer Translocation

We perform, with the help of cloud computing resources, extensive Langevin simulations which provide compelling evidence in favor of a general markovian framework for unbiased polymer translocation. Our statistical analysis consists of careful evaluations of (i) two-point correlation functions of the translocation coordinate and (ii) the empirical probabilities of complete polymer translocation (taken as a function of the initial number of monomers on a given side of the membrane). We find good agreement with predictions derived from the Markov chain approach recently addressed in the literature by the present authors.

cond-mat.stat-mech↗

Markov Chain Modeling of Polymer Translocation Through Pores

We solve the Chapman-Kolmogorov equation and study the exact splitting probabilities of the general stochastic process which describes polymer translocation through membrane pores within the broad class of Markov chains. Transition probabilities which satisfy a specific balance constraint provide a refinement of the Chuang-Kantor-Kardar relaxation picture of translocation, allowing us to investigate finite size effects in the evaluation of dynamical scaling exponents. We find that (i) previous Langevin simulation results can be recovered only if corrections to the polymer mobility exponent are taken into account and that (ii) the dynamical scaling exponents have a slow approach to their predicted asymptotic values as the polymer's length increases. We also address, along with strong support from additional numerical simulations, a critical discussion which points in a clear way the viability of the Markov chain approach put forward in this work.

cond-mat.stat-mech↗

Graphene Conductivity near the Charge Neutral Point

Disordered Fermi-Dirac distributions are used to model, within a straightforward and essentially phenomenological Boltzmann equation approach, the electron/hole transport across graphene puddles. We establish, with striking experimental support, a functional relationship between the graphene minimum conductivity, the mobility in the Boltzmann regime, and the steepness of the conductivity parabolic profile usually observed through gate-voltage scanning around the charge neutral point.

cond-mat.mes-hall↗

Conformal Invariance in (2+1)-Dimensional Stochastic Systems

Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and some are indeed proved) to be described by conformal field theories. We advance, in the framework of the Martin-Siggia-Rose field theoretical formalism of stochastic dynamics, a general solution of the translation Ward identities, which yields a putative conformal energy-momentum tensor. Even though the computation of energy-momentum correlators is obstructed, in principle, by dimensional reduction issues, these are bypassed by the addition of replicated fields to the original (2+1)-dimensional model. The method is illustrated with an application to the Kardar-Parisi-Zhang (KPZ) model of surface growth. The consistency of the approach is checked by means of a straightforward perturbative analysis of the KPZ ultraviolet region, leading, as expected, to its $c=1$ conformal fixed point.

cond-mat.stat-mech↗

Log-Poisson Cascade Description of Turbulent Velocity Gradient Statistics

The Log-Poisson phenomenological description of the turbulent energy cascade is evoked to discuss high-order statistics of velocity derivatives and the mapping between their probability distribution functions at different Reynolds numbers. The striking confirmation of theoretical predictions suggests that numerical solutions of the flow, obtained at low/moderate Reynolds numbers can play an important quantitative role in the analysis of experimental high Reynolds number phenomena, where small scales fluctuations are in general inaccessible from direct numerical simulations.

physics.flu-dyn↗

Instanton Theory of Burgers Shocks and Intermittency

A lagrangian approach to Burgers turbulence is carried out along the lines of the field theoretical Martin-Siggia-Rose formalism of stochastic hydrodynamics. We derive, from an analysis based on the hypothesis of unbroken galilean invariance, the asymptotic form of the probability distribution function of negative velocity-differences. The origin of Burgers intermittency is found to rely on the dynamical coupling between shocks, identified to instantons, and non-coherent background fluctuations, which, then, cannot be discarded in a consistent statistical description of the flow.

physics.flu-dyn↗

A Minimalist Turbulent Boundary Layer Model

We introduce an elementary model of a turbulent boundary layer over a flat surface, given as a vertical random distribution of spanwise Lamb-Oseen vortex configurations placed over a non-slip boundary condition line. We are able to reproduce several important features of realistic flows, such as the viscous and logarithmic boundary sublayers, and the general behavior of the first statistical moments (turbulent intensity, skewness and flatness) of the streamwise velocity fluctuations. As an application, we advance some heuristic considerations on the boundary layer underlying kinematics that could be associated with the phenomenon of drag reduction by polymers, finding a suggestive support from its experimental signatures.

physics.flu-dyn↗

Large Scale Intermittency in the Atmospheric Boundary Layer

We find actual evidence, relying upon vorticity time series taken in a high Reynolds number atmospheric experiment, that to a very good approximation the surface boundary layer flow may be described, in a statistical sense and under certain regimes, as an advected ensemble of homogeneous turbulent systems, characterized by a lognormal distribution of fluctuating intensities. Our analysis suggests that usual direct numerical simulations of homogeneous and isotropic turbulence, performed at moderate Reynolds numbers, may play an important role in the study of turbulent boundary layer flows, if supplemented with appropriate statistical information concerned with the structure of large scale fluctuations.

physics.flu-dyn↗

Delta Hedged Option Valuation with Underlying Non-Gaussian Returns

The standard Black-Scholes theory of option pricing is extended to cope with underlying return fluctuations described by general probability distributions. A Langevin process and its related Fokker-Planck equation are devised to model the market stochastic dynamics, allowing us to write and formally solve the generalized Black-Scholes equation implied by dynamical hedging. A systematic expansion around a non-perturbative starting point is then implemented, recovering the Matacz's conjectured option pricing expression. We perform an application of our formalism to the real stock market and find clear evidence that while past financial time series can be used to evaluate option prices before the expiry date with reasonable accuracy, the stochastic character of volatility is an essential ingredient that should necessarily be taken into account in analytical option price modeling.

physics.soc-ph↗

Non-perturbative approach to backscattering off a dynamical impurity in 1D Fermi systems

We investigate the problem of backscattering off a time-dependent impurity in a one-dimensional electron gas. By combining the Schwinger-Keldysh method with an adiabatic approximation in order to deal with the corresponding out of equilibrium Dirac equation, we compute the total energy density (TED) of the system. We show how the free fermion TED is distorted by the backscattering amplitude and the geometry of the impurity.

cond-mat.mes-hall↗

Langevin Simulation of the Chirally Decomposed Sine-Gordon Model

A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing with these models, alternative computational strategies have been proposed along the years. The Langevin technique, in particular, is known to be frequently plagued with difficulties such as strong numerical instabilities or subtle ergodic behavior. Regarding the chirally decomposed version of the sine-Gordon model as a prototypical case for the failure of the Langevin approach, we devise a truncation prescription in the stochastic differential equations which yields numerical stability and is assumed not to spoil the Berezinskii-Kosterlitz-Thouless transition. This conjecture is supported by a finite size scaling analysis, whereby a massive phase ending at a line of critical points is clearly observed for the truncated stochastic model.

cond-mat.stat-mech↗

Stochastic Perturbations in Vortex Tube Dynamics

A dual lattice vortex formulation of homogeneous turbulence is developed, within the Martin-Siggia-Rose field theoretical approach. It consists of a generalization of the usual dipole version of the Navier-Stokes equations, known to hold in the limit of vanishing external forcing. We investigate, as a straightforward application of our formalism, the dynamics of closed vortex tubes, randomly stirred at large length scales by gaussian stochastic forces. We find that besides the usual self-induced propagation, the vortex tube evolution may be effectively modeled through the introduction of an additional white-noise correlated velocity field background. The resulting phenomenological picture is closely related to observations previously reported from a wavelet decomposition analysis of turbulent flow configurations.

cond-mat.stat-mech↗

An Elementary Derivation of the Harmonic Oscillator Propagator

The harmonic oscillator propagator is found straightforwardly from the free particle propagator, within the imaginary-time Feynman path integral formalism. The derivation presented here is extremely simple, requiring only elementary mathematical manipulations and no clever use of Hermite polynomials, annihilation & creation operators, cumbersome determinant evaluations or any kind of involved algebra.

physics.gen-ph↗