Bottom Interaction Research Articles

Cross-sectional interactions in cryptocurrency returns

We investigate interaction effects in cryptocurrency markets by constructing and evaluating double-sorted portfolios based on 40 different characteristics. Using a dataset of over 500 major coins and tokens from 2017 to 2023, we identify numerous significant interactions. The most pronounced effects arise from the interplay of liquidity, risk, and past return measures. An out-of-sample long-short strategy that selects the top and bottom interactions achieves a Sharpe ratio exceeding 1. However, network graph analysis and additional tests reveal that low liquidity, which raises transaction costs, can dampen trading activity and contribute to the persistence of these anomalies.

The Eastern Mediterranean Boundary Current: Seasonality, Stability, and Spiral Formation

Abstract Seasonal variability and the effect of bottom interaction on the dynamics of the along-slope boundary current flowing around the Levantine Basin are investigated using nested high-resolution simulations of the eastern Mediterranean Sea. The numerical solutions show a persistent boundary current year-round that is ≈60 km wide and ≈200 m deep. An enstrophy balance diagnostic reveals significant bottom-drag influence on the boundary current, leading to anticyclonic vorticity generation in thin regions along the coast, which in turn become unstable and roll into surface-intensified anticyclonic spirals characterized by O(1) Rossby numbers. An eddy kinetic energy generation analysis suggests that a mix of baroclinic and barotropic instabilities is likely responsible for the spiral formation. The boundary current and spirals play a crucial role in the cross-shore transport of materials. In winter, the anticyclonic spirals frequently interact and exchange material with the energetic offshore submesoscale flow field. In summer, when the offshore flow structures are relatively less energetic, the spirals remain confined to the boundary current region as they are advected by the boundary current and undergo an upscale kinetic energy (KE) cascade that is manifested in spiral merging and growth up to 100 km in diameter. In both seasons, a coarse-graining analysis demonstrates that the cross-scale KE fluxes are spatially localized in coherent structures. The upscale KE fluxes typically occur within the spirals, while the downscale KE fluxes are confined to fronts and filaments at spiral peripheries.

Non-intrusive mode based analyses to predict uncertainty in sound propagation in the ocean

Ocean dynamics can result in significant sound speed variability that are not well captured by deterministic numerical models and can impact differently high to low frequency acoustic propagation and bottom interactions by constraining horizontal and vertical paths. Uncertainty in the sound speed can, therefore, cause inaccuracies in acoustic based tactical decision tools and severely impact the accuracy of algorithms using sound propagation to estimate ocean volume states (e.g., ocean tomography or data assimilation). In this work, we propose to use a non-intrusive Reduced Order Modelling solution that consists of building a dictionary of static modes from historical ocean simulations with different settings and resolutions and climatology to derive an expedite uncertainty model along a central deterministic forecast. The system will then, through Orthogonal Matching Pursuit along the dictionary, use the available ocean model-data mismatches and/or acoustic innovations (e.g., arrival numbers and times, acoustic energy distribution, etc.) to define an ensemble of possible sound speed volume distributions and associated acoustic propagation outcomes. We will show results using a simplified simulation experiment that extracts “observations” from a nature reference field to document the procedure and benchmark results to reconstruct 3D sound speed fields from ocean-acoustic measurements.

Parabolic equation with arbitrary variations in the sound speed and Mach numbers of the medium velocity

Among computational techniques in atmospheric and ocean acoustics and other fields such as seismic wave propagation, the parabolic equation (PE) approach is one of most popular now. The PE is well suited to small computers, large domains, and high frequencies. It can handle many complicated phenomena such as atmospheric and ocean stratification and refraction, scattering by turbulence, internal waves, and other inhomogeneities, ground impedance and ocean bottom interactions, and propagation over slowly varying terrain and ocean bathymetry. PEs are usually formulated for small variations in the sound speed and small Mach numbers of the medium velocity. However, these assumptions might result in significant phase errors of propagating sound waves. In this presentation, a PE is formulated for arbitrary variations in the sound speed and arbitrary Mach numbers. This new PE is surprisingly simple and can be used in various fields of acoustics and physics. It can be implemented numerically with minimal modifications to existing Crank-Nicholson PE solvers described in Section 11.2 of Ostashev and Wilson, Acoustics in Moving Inhomogeneous Media, Second Edition (2015).

Knife and bulldozer bottom blade interaction with soil at the beginning of a pass

Introduction. At the beginning of the production of road construction works, it is necessary to remove stones, bushes, trees from the right-of-way of the future road. To perform such work, it is advisable to use cyclic units, in particular, with bulldozer equipment. Interaction with the soil of the knife and the blade of the bulldozer is accompanied by a complex of interrelated processes. These processes complicate the theoretical analysis of the interaction of the knife and the bottom part of the blade of bulldozer equipment with the soil. Therefore, despite the large number of publications, the interaction of the knife and the bottom part of the blade of bulldozer equipment with the soil is not analyzed in sufficient details. Meanwhile, without a detailed analysis of this interaction, it is difficult to modernize bulldozer equipment.The method of research. Interaction with the soil of the knife and the blade of the bulldozer has two features. First, the knife of a bulldozer with a straight blade is installed perpendicular to the direction of movement of the unit, so the bulldozer knife carries out energy-intensive cutting of the soil. Secondly, the cut layer of soil moves the pile of the bulldozer in front of it. The concave shape of the surface of the working body causes a concave mapping of crumple stresses, leading to the appearance of a zone of volumetric compression of the soil, which increases more and more during the movement of the unit. Both the deviator and ball components of the stress tensor in the ground increase. Therefore, the front surface of the knife is divided into a blade and a plane that carries out, together with the plane of the lower part of the blade, the displacement of the primary displaced soil. It is necessary to consider separately the impact on the ground of the blade, the edge of the knife and the front surface of the knife and the lower part of the blade.Results. From the drawings the length of the trace of the surface of the pseudo-displacement of the soil in the longitudinal-vertical section, the area of the primary ground shift with the edge of the knife, the area of impact on the ground of the knife surface, the area of impact on the ground of the surface of the lower part of the blade are determined. The area of pseudo-displacement of the soil and the area of displacement of the primary shifted soil were calculated. The dependencies of the areas on the recess of the bulldozer knife are constructed.Conclusion. As the depth of the bulldozer knife increases, the area of pseudo-displacement of the soil by the surface of the knife, the area of primary ground shear with the right or left edge of the knife increases linearly. In this case, the displacement area of the primary shifted soil increases by the parabola. Identifying the area of the pseudo-displacement of the soil, the area of the primary ground shift with the right or left edge of the knife and the displacement area of the primary shifted soil will determine the energy costs required to affect the surface of the knife and the lower part of the blade on the ground.

Overlapping Boundary Layers in Coastal Oceans

Abstract Boundary layer turbulence in coastal regions differs from that in deep ocean because of bottom interactions. In this paper, we focus on the merging of surface and bottom boundary layers in a finite-depth coastal ocean by numerically solving the wave-averaged equations using a large-eddy simulation method. The ocean fluid is driven by combined effects of wind stress, surface wave, and a steady current in the presence of stable vertical stratification. The resulting flow consists of two overlapping boundary layers, i.e., surface and bottom boundary layers, separated by an interior stratification. The overlapping boundary layers evolve through three phases, i.e., a rapid deepening, an oscillatory equilibrium and a prompt merger, separated by two transitions. Before the merger, internal waves are observed in the stratified layer, and they are excited mainly by Langmuir turbulence in the surface boundary layer. These waves induce a clear modulation on the bottom-generated turbulence, facilitating the interaction between the surface and bottom boundary layers. After the merger, the Langmuir circulations originally confined to the surface layer are found to grow in size and extend down to the sea bottom (even though the surface waves do not feel the bottom), reminiscent of the well-organized Langmuir supercells. These full-depth Langmuir circulations promote the vertical mixing and enhance the bottom shear, leading to a significant enhancement of turbulence levels in the vertical column.

Information Transmission in Delay-Coupled Neuronal Circuits in the Presence of a Relay Population.

Synchronization between neuronal populations is hypothesized to play a crucial role in the communication between brain networks. The binding of features, or the association of computations occurring in spatially segregated areas, is supposed to take place when a stable synchronization between cortical areas occurs. While a direct cortico-cortical connection typically fails to support this mechanism, the participation of a third area, a relay element, mediating in the communication was proposed to overcome this limitation. Among the different structures that could play the role of coordination during the binding process, the thalamus is the best placed region to carry out this task. In this paper we study how information flows in a canonical motif that mimics a cortico-thalamo-cortical circuit composed by three mutually coupled neuronal populations (also called the V-motif). Through extensive numerical simulations, we found that the amount of information transferred between the oscillating neuronal populations is determined by the delay in their connections and the mismatch in their oscillation frequencies (detuning). While the transmission from a cortical population is mostly restricted to positive detuning, transmission from the relay (thalamic) population to the cortical populations is robust for a broad range of detuning values, including negative values, while permitting feedback communication from the cortex at high frequencies, thus supporting robust bottom up and top down interaction. In this case, a strong feedback transmission between the cortex to thalamus supports the possibility of robust bottom-up and top-down interactions in this motif. Interestingly, adding a cortico-cortical bidirectional connection to the V-motif (C-motif) expands the dynamics of the system with distinct operation modes. While overall transmission efficiency is decreased, new communication channels establish cortico-thalamo-cortical association loops. Switching between operation modes depends on the synaptic strength of the cortico-cortical connections. Our results support a role of the transthalamic V-motif in the binding of spatially segregated cortical computations, and suggest an important regulatory role of the direct cortico-cortical connection.

Numerical Modelling of Flow-Debris Interaction during Extreme Hydrodynamic Events with DualSPHysics-CHRONO

Floods can transport debris of a very wide range of dimensions, from cohesive sediments to large floating debris, such as trees and cars. The latter increases the risk associated with floods by, for example, obstructing the flow or damaging structures due to impact. The transport of this type of debris and their interaction with structures are often studied experimentally in the context of tsunamis and flash floods. Numerical studies on this problem are rare, therefore the present study focuses on the numerical modelling of the flow-debris interaction. This is achieved by simulating multiple laboratory experiments, available in the literature, of a single buoyant container transported by a dam-break flow in order to validate the chosen numerical approach. The numerical simulations are carried using the open source DualSPHysics model based on the smoothed particle hydrodynamics method coupled with the multi-physics engine CHRONO, which handles the container–bottom interactions. The trajectory, as well as the velocity of the centroid of the container, were tracked throughout the simulation and compared with the same quantities measured in the laboratory. The agreement between the model and the experiment results is quantitatively assessed using the normalised root mean squared error and it is shown that the model is accurate in reproducing the floating container trajectory and velocity.

Wave–bottom interaction and extreme wave statistics due to shoaling and de-shoaling of irregular long-crested wave trains over steep seabed changes

Abstract

Inversion of surficial sediment thickness from under-ice acoustic transmission measurement.

The under-ice acoustic transmission experiment of 2013, conducted under ice cover in the Fram Strait, was analyzed for bottom interactions for the purpose of developing a model of the seabed. Using the acoustic signals, as well as data from other sources, including cores, gravimetric, refraction, and seismic surveys, it was deduced that the seabed may be modeled as a thin surficial layer overlaid on a deeper sediment. The modeling was based on the Biot-Stoll model for acoustic propagation in porous sediments, aided by more recent developments that improve parameter estimation and depth dependence due to consolidation. At every stage, elastic and fluid approximations were explored to simplify the model and improve computational efficiency. It was found the surficial layer could be approximated as a fluid, but the deeper sediment required an elastic model. The full Biot-Stoll model, while instrumental in guiding the model construction, was not needed for the final computation. The model could be made to agree with the measurements by adjusting the surficial layer thickness.

Impact of Chronic and Massive Resuspension Mechanisms on the Microphytobenthos Dynamics in a Temperate Intertidal Mudflat

AbstractMicrophytobenthos (MPB) resuspension is a key mechanism in the transfer of organic matter from productive intertidal mudflats to terrestrial and marine systems. In this study, we infer on the contribution of physical and biological factors involved in the MPB resuspension. We use a physical‐biological coupled model forced by realistic meteorological and hydrodynamical forcings to simulate chronic (without any concomitant sediment resuspension) and massive (driven by bed failure) resuspension over a year. The model simulates mud surface temperature, MPB growth, and grazing by the gastropod Peringia ulvae. The model suggests that MPB resuspension is the highest in spring tides and at the flood beginning due to high current velocity and low water heights that promote waves‐sea bottom interactions. The seasonal export of MPB biomass is the highest in spring, up to threefold higher than in summer when the export is the lowest. The simulated seasonal dynamics of MPB resuspension results from the MPB biomass concentration in the sediment, physical disturbances, and the bioturbation activity by P. ulvae. Annually, 43% of the simulated MPB primary production is resuspended. The MPB resuspension (60.8 g C·m−2·yr−1) exceeds the loss by P. ulvae grazing (41.1 g C·m−2·yr−1). The model suggests that chronic and massive resuspension events are important in the synoptic to seasonal MPB dynamics in temperate intertidal mudflats. Accounting for such processes in the carbon budget assessment in the land‐ocean interface could bring new insights to our understanding of the role played by MPB in the coastal carbon cycle.

Identification and Assessments of Novel and Potent Small-Molecule Inhibitors of EED-EZH2 Interaction of Polycomb Repressive Complex 2 by Computational Methods and Biological Evaluations.

Polycomb repressive complex 2 (PRC2) is an attractive drug target for anti-cancer treatment. Among the three core subunits (EZH2, EED and SUZ12) of PRC2, EZH2 is the catalytic subunit that methylates histone H3 lysine 27 (H3K27), while EED is the regulatory subunit. Besides the small-molecule inhibitors of EZH2, those targeting the protein-protein interaction (PPI) between EZH2 and EED have also been reported. Here, for the first time, we have identified the key residues that contributed most to the EED-EZH2 binding affinity by molecular mechanics Poisson-Boltzmann surface area (MM-PBSA) calculations based on the 200 ns molecular dynamics simulation. Moreover, we report the identification of two novel and potent small-molecule inhibitors (35 and 49) of EZH2-EED interaction (bottom interaction surface) by virtual screening and biological evaluations. Binding modes of the two identified molecules with EED were probed by molecular docking. Additionally, 35 and 49 displayed cellular antiproliferative activity against diffuse large B-cell lymphoma (DLBCL) cancer cell line Toledo whose cell growth was driven by aberrant PRC2 activity. Our findings have provided structural insights for the design of novel EZH2-EED interaction inhibitors to regulate the activity of PRC2 complex.

3-D acoustic propagation through an estuarine salt wedge

The estuarine salt wedge presents a dynamic and highly refractive waveguide, the acoustic propagation characteristics of which are controlled by the water column sound speed gradient and boundary interactions. Acoustically, the salt wedge consists of two isospeed layers separated by a thin, three-dimensional, high-gradient layer. The behavior of a broadband (500–2000 Hz) acoustic field under the influence of an estuarine salt wedge in the Columbia River estuary is explored using two 3-D acoustic propagation models: 3-D rays and 3-D parabolic equation (3DPE). These model results are compared to data collected during a field experiment in 2013. Results demonstrate that the dominant physical mechanism controlling acoustic propagation in this waveguide shifts from 3-D bottom scatter in a non-refractive waveguide (before the entrance of the salt wedge) to 3-D acoustic refraction with minimal bottom interaction in a refractive waveguide (when the salt wedge occupies the acoustic transect). Vertical and horizontal refraction in the water column and out-of-plane scattering by the bottom are clearly evident at specific narrowband frequencies; however, these mechanisms contribute to, but do not account for the total observed transmission loss.

3D acoustic propagation through an estuarine salt wedge at low-to-mid-frequencies: Modeling and measurement

The estuarine salt wedge presents a dynamic and highly refractive waveguide, the acoustic propagation characteristics of which are controlled by the water column sound speed gradient and boundary interactions. Acoustically, the salt wedge consists of two isospeed layers separated by a thin, three-dimensional (3D), high-gradient layer. The behavior of a broadband (500-2000 Hz) acoustic field under the influence of an estuarine salt wedge in the Columbia River estuary is explored using two 3D acoustic propagation models: 3D rays and 3D parabolic equation. These model results are compared to data collected during the field experiment. Results demonstrate that the dominant physical mechanism controlling acoustic propagation in this waveguide shifts from 3D bottom scatter in a non-refractive waveguide (before the entrance of the salt wedge) to 3D acoustic refraction with minimal bottom interaction in a refractive waveguide (when the salt wedge occupies the acoustic transect). Vertical and horizontal refraction in the water column and out-of-plane scattering by the bottom are clearly evident at specific narrowband frequencies; however, these mechanisms contribute to, but do not account for, the total observed broadband transmission loss.

The impact of free surface modelling on hydrodynamic forces for ship navigating in inland waterways: water depth, drift angle, and ship speed effect

Simulations of standard manoeuvring tests require a good estimation of the hydrodynamic derivatives. These are extracted from the hydrodynamic forces applying on the ship. The present work focuses on the investigation of the importance of free surface assessment on the estimation of the hydrodynamic forces, particularly, in the presence of the ship–bottom interaction and when certain parameters are varied, including the ship’s speed and the drift angle. This investigation aims, in particular, to mark off the confidence Interval of neglecting free surface deformation hypothesis by comparing the results of static drift test with and without considering this assumption. The study was carried on a 135 m inland containership at a scale ratio of 1:25 undergoing static drift tests. In order to recreate the ship–bottom interaction, the depth to draft ratio (h/T) is varied to obtain four channel configurations. The tests are performed by numerical code under the commercial software Ansys Fluent by solving Reynolds Averaged Navier Stokes Equations(RANSE) coupled to a $$k -\omega$$ SST turbulence model. To investigate the effect of free surface modelling, the hydrodynamic forces are compared when the free surface separating air and water is considered, using Volume Of Fluid (VOF) method, and when the free surface is neglected. The simulations are carried out for various ship speeds and various drift angles.

Real Time Modeling and Control of Three Tank Hybrid System

AbstractThis study discusses the modeling and linear quadratic regulator (LQR) controller based closed loop control of a three tank hybrid (TTH) process. A pseudo random binary signal (PRBS) based excitation data obtained from a real time TTH setup is utilized in validating its first principle model (FPM). Based on top and bottom interactions, various modes prevalent are considered based on steady state physical reachability analysis of the TTH for a given input range for controller design. The FPM is linearized using nominal values of process parameters using Jacobians from each existing mode. LQR controllers are designed for each mode. A supervisory structure is designed for selecting estimation model and controller for each appropriate mode. Results from real time servo tracking and disturbance rejection experiments are discussed.

A higher-order approximation to a hybrid parabolic equation approach for density discontinuities

Parabolic equation models based on the highly efficient and stable split-step Fourier (SSF) algorithm have been known to suffer from accumulating phase errors in range when bottom interactions are prevalent. The primary cause has been identified as due to the treatment of the density discontinuity at the water/sediment interface, whereby a smoothing function is introduced to model the step function. The scale of this smoothing function is proportional to wavelength, and can distort the environmental representation at low frequencies. Yevick and Thomson (1997) introduced a hybrid approach to the problem whereby the density terms were treated separately from the SSF approach via a finite-difference approximation. While this approach was shown to significantly reduce the aforementioned phase errors, the solutions were found to be highly sensitive to the choice of depth mesh size, making general usage of this approach less optimal. The finite difference approach of Yevick and Thomson was based on a 2nd order approximation of the differential operators. In this work, higher order approximations are applied in an attempt to stabilize the finite difference approximations. Solutions are presented for a simple shallow water waveguide utilizing the various approaches previously investigated as well as the higher order approximations. The results are compared with respect to both solution accuracy as well as numerical stability.

The North Pacific Acoustic Laboratory deep-water ocean acoustics experiments in the Philippine Sea: A review

A series of experiments with participants from many institutions investigated deep-water ocean acoustics in the oceanographically and geologically complex Philippine Sea during 2009-2011. These experiments employed various configurations of a newly developed distributed vertical line array (DVLA) receiver. The time fronts recorded on the DVLAs for transmissions from a variety of acoustic sources, both moored and lowered form shipboard, provide a rich data set on acoustic scattering and variability due to internal waves, internal tides, density-compensated temperature and salinity variations (spice), oceanic fronts, eddies, and bottom interaction. During 2010-2011, a water-column-spanning DVLA was embedded within an ocean acoustic tomography array of six transceivers, enabling the observation of acoustic time fronts and measurement of ambient noise over a 5000-m aperture. The observed travel-time time series were similar to time series computed from ocean state estimates made using an eddy-permitting regional ocean model constrained by non-acoustic data, and the travel-time differences have in turn been successfully used to further constrain the model. Acoustic Seagliders also recorded the tomographic transmissions, and the travel times have been used to test the feasibility and accuracy of long-range acoustic navigation (Underwater GPS). Analyses of the data sets collected during the NPAL Philippine Sea experiments are continuing.

Contributions to the intensity field in shallow water waveguides

In a typical waveguide propagation, the acoustic intensity field is made up from contributions by a direct wave, bottom and surface reflected waves, and a number of interface waves. In shallow water environments, the laterally traveling headwave, generated by interaction with a faster propagating bottom layer, may become important. Several numerical techniques are used to calculate intensity fields in shallow water environments including normal modes, parabolic equation, and finite element methodologies. Bottom interactions are modeled with equivalent fluid properties, and the relative influence of the laterally traveling head wave is examined for several bathymetries of interest. Each codes' solution and merits are compared when calculating both propagating (active) and stationary (reactive) low frequency acoustic intensities.

Estimation of seabed bottom loss using wideband signal for underwater acoustic communication

Performance of acoustic communication through shallow underwater channel is affected by surface and bottom interaction, and the bottom loss has great importance for long-range signal transmission. In 2013, KRISO has performed a shallow-water communication experiment near Jeju island, South Korea, and the experiment aims at evaluating communication link budget as well as measuring the channel fading statistics. The measured sound velocity profiles show the existence of strong thermocline resulting in downward refraction and therefore its long-range signal propagation is strongly dependent on the seabed characteristics. We use a wideband signal, which was originally designed for channel impulse response estimation. The signals were recorded using a four-element receiver array with two different source depth configurations which enable observing the seabed at various grazing angles. The estimated bottom loss is used to estimate the transmission losses at longer ranges, and they are compared with the measured values to examine the estimated bottom loss.