Gas-particle flows are involved in various industrial applications in the energy, oil and gas fields, like coal gasification, production of light hydrocarbons by fluid catalytic cracking, catalytic combustion and different treatments aiming to reduce or eliminate pollutants. In addition, gas-particle flows take part to interesting natural phenomena, like volcanic eruptions, and their understand...

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic prop...

A model kinetic equation for accurate description of rarefied polyatomic gases is introduced. The collisions of polyatomic gas particles are modeled by a two term collision operator, one modeling only exchange of translational energy and the other modeling exchange of both translational and internal energies. The proposed kinetic model, which is an extension of the Rykov and Shakov models, pred...

A novel method for capturing two-dimensional, thin, under-resolved material configurations, known as “filaments,” is presented in the context of interface reconstruction. This technique uses a partitioning ∗Work supported in part by the National Science Foundation under contract DMS 1016381. †This work of M. Jemison was performed under the auspices of the U.S. Department of Energy’s NNSA as par...

Gas-particle and other dispersed-phase flows can be described by a kinetic equation containing terms for spatial transport, acceleration, and particle processes (such as evaporation or collisions). In principle, the kinetic description is valid from the dilute (non-collisional) to the dense limit. However, its numerical solution in multi-dimensional systems is intractable due to the large numbe...

We suggest moment estimators for the parameters of a continuous time GARCH(1,1) process based on equally spaced observations. Using the fact that the increments of the COGARCH(1,1) process are strongly mixing with exponential rate, we show that the resulting estimators are consistent and asymptotically normal. We investigate the empirical quality of our estimators in a simulation study based on...

A novel adaptive mesh refinement (AMR) strategy based on momentof-fluid (MOF) method for volume-tracking evolving interface computation is presented. Moment-of-fluid method is a new interface reconstruction and volume advection method using volume fraction as well as material centroid. The mesh refinement criterion is based on the deviation of the actual centroid obtained by interface reconstru...

The performance analysis of highly reliable and fault tolerant systems requires the investigation of events with extremely low or high probabilities. This paper presents a simplified numerical method to bound the extreme probabilities based on the moments of the distribution. This simplified method eliminates some numerically sensitive steps of the general moments based bounding procedure. Nume...

A fast and accurate simulation method for high-speed clock trees with buffer insertions is proposed in this paper, where transmission line model is used in all branches of clock trees rather than only in main path. The proposed method is based on two-moment matching technique and can approximate all damping responses, with analytical formulas for time domain responses given. It is shown that th...