Intermediate Friction Research Articles

A FENE-P k–ε Viscoelastic Turbulence Model Valid up to High Drag Reduction without Friction Velocity Dependence

A viscoelastic turbulence model in a fully-developed drag reducing channel flow is improved, with turbulent eddies modelled under a k–ε representation, along with polymeric solutions described by the finitely extensible nonlinear elastic-Peterlin (FENE-P) constitutive model. The model performance is evaluated against a wide variety of direct numerical simulation data, described by different combinations of rheological parameters, which is able to predict all drag reduction (low, intermediate and high) regimes with good accuracy. Three main contributions are proposed: one with a simplified viscoelastic closure for the NLTij term (which accounts for the interactions between the fluctuating components of the conformation tensor and the velocity gradient tensor), by removing additional damping functions and reducing complexity compared with previous models; second through a reformulation for the closure of the viscoelastic destruction term, Eτp, which removes all friction velocity dependence; lastly by an improved modified damping function capable of predicting the reduction in the eddy viscosity and thus accurately capturing the turbulent kinetic energy throughout the channel. The main advantage is the capacity to predict all flow fields for low, intermediate and high friction Reynolds numbers, up to high drag reduction without friction velocity dependence.

Intermediary Leverage Shocks and Funding Conditions

The leverage of financial broker-dealers responds to demand- and supply-like shocks. Supply shocks relax their funding constraint and raise leverage, while demand shocks also raise leverage but tighten the constraint. The shocks play opposite roles in financial markets. Leverage supply shocks improve liquidity and carry a positive price of risk, while leverage demand shocks worsen liquidity and carry a negative price of risk. Because of this difference in signs, disentangling the two types of shocks strengthens the evidence for intermediation frictions in asset pricing, resolves some of the existing puzzles, and can help understand the different mechanisms driving broker-dealer leverage.

Dynamics and physical parameters of the Lastarria debris avalanche, Central Andes

Volcanic debris avalanches are extremely destructive phenomena, with the potential to travel many kilometers from their source region, either as rockslides or as mass flows. Given that they may even be triggered at inactive volcanoes, their hazard is often underestimated. Understanding the dynamics of such mass movements is essential for evaluating and mitigating hazards. A number of case studies have been carried out around the world, but there is still a need for further studies of flow-dominated avalanches, which remain poorly constrained. These studies would have high educational value, providing striking examples to teach decision makers and at-risk populations about the hazard.In this study, we investigate the 7500 cal. year B.P. Lastarria debris avalanche. It is a 7 km-long deposit, with exceptional preservation of both the flow structures and the collapse scar. Detailed fieldwork, morphometric mapping of over 600 surface features, and numerical modelling was carried out to constrain the avalanche's trigger and flow parameters. Numerical models and field scaling relationships are in good agreement, suggesting maximum velocities of 210 to 270 km h−1, negligible basal friction, low cohesion (50 kPa) and an intermediate friction coefficient. Structures are dominantly oriented parallel to transport direction, suggesting minimal influence from a smooth paleotopography. Lastarria provides an example of a shallow flank failure, initiated along stratigraphic planes, that allowed low strength pyroclastic strata to disaggregate rapidly and then quickly accelerate to flow as a granular material at high velocity beyond the base of the volcano. Overall, Lastarria provides excellent constraints on granular avalanche initiation and flow, which are valuable for hazard assessments and for the study of less well-preserved flow deposits elsewhere. The question of which precursory signs may warn of such a flank failure remains open, and is important to address in future studies.

Intermediation Frictions in Equity Markets

Stocks with similar characteristics but different levels of ownership by financial institutions have returns and risk premia that comove very differently with shocks to the risk bearing capacity of financial intermediaries. After accounting for observable stock characteristics, excess returns on more intermediated stocks have higher betas on contemporaneous shocks to intermediary willingness to take risk and are more predictable by state variables that proxy for intermediary health. The empirical evidence suggests that asset pricing models featuring financial intermediaries as marginal investors and frictions that induce changes in intermediary risk bearing capacity are useful in explaining price movements even in asset classes with comparatively low barriers to household participation.

MuSCA: a multi-scale source-sink carbon allocation model to explore carbon allocation in plants. An application to static apple tree structures.

Background and aimsCarbon allocation in plants is usually represented at a topological scale, specific to each model. This makes the results obtained with different models, and the impact of their scales of representation, difficult to compare. In this study, we developed a multi-scale carbon allocation model (MuSCA) that allows the use of different, user-defined, topological scales of a plant, and assessment of the impact of each spatial scale on simulated results and computation time.MethodsModel multi-scale consistency and behaviour were tested on three realistic apple tree structures. Carbon allocation was computed at five scales, spanning from the metamer (the finest scale, used as a reference) up to first-order branches, and for different values of a sap friction coefficient. Fruit dry mass increments were compared across spatial scales and with field data.Key ResultsThe model was able to represent effects of competition for carbon assimilates on fruit growth. Intermediate friction parameter values provided results that best fitted field data. Fruit growth simulated at the metamer scale differed of ~1 % in respect to results obtained at growth unit scale and up to 60 % in respect to first order branch and fruiting unit scales. Generally, the coarser the spatial scale the more predicted fruit growth diverged from the reference. Coherence in fruit growth across scales was also differentially impacted, depending on the tree structure considered. Decreasing the topological resolution reduced computation time by up to four orders of magnitude.ConclusionsMuSCA revealed that the topological scale has a major influence on the simulation of carbon allocation. This suggests that the scale should be a factor that is carefully evaluated when using a carbon allocation model, or when comparing results produced by different models. Finally, with MuSCA, trade-off between computation time and prediction accuracy can be evaluated by changing topological scales.

Over‐the‐Counter Market Frictions and Yield Spread Changes

ABSTRACTWe empirically study whether systematic over‐the‐counter (OTC) market frictions drive the large unexplained common factor in yield spread changes. Using transaction data on U.S. corporate bonds, we find that marketwide inventory, search, and bargaining frictions explain 23.4% of the variation in the common component. Systematic OTC frictions thus substantially improve the explanatory power of yield spread changes and account for one‐third of their total explained variation. Search and bargaining frictions combined explain more in the common dynamics of yield spread changes than inventory frictions. Our findings support the implications of leading theories of intermediation frictions in OTC markets.

Optimization of the intermediate layer friction stir spot welding process

Friction stir spot welding was performed for joining sheets of 2024 and 6061 aluminum alloys, which is otherwise difficult using conventional welding techniques. The presented approach utilizes an intermediate layer to avoid the keyhole problem. Design of experiment analysis was carried out to evaluate the influence of process parameters. The optimized set of parameters led to the fabrication of sound joints with strength properties exceeding twice the applicable standard requirements as discussed with the evidence of branched hook formations with extensive penetration. Tool rotational speed was determined to be the most significant parameter influencing the mechanical performance. The failure mode revealed itself as sheet tearing-nugget pull out in the joints produced under optimum conditions with various sized dimples apparent on the fracture surface.

Application of a novel friction stir spot welding process on dissimilar aluminum joints

Intermediate layer friction stir spot welding (IL-FSSW) is introduced in this study as a novel spot welding technique to eliminate the keyhole associated with the conventional friction stir spot welding (FSSW). This process is utilized for fabricating a joint of 6061-T6 and 2024-T3 aluminum alloys. The welding process is based on preventing the keyhole occurrence owing to the addition of an intermediate layer (IL), rendering additional post-treatments unnecessary. Results indicated a decent joint appearance without a keyhole along with improved mechanical performance yielding a lap shear force over 4.5 kN. The microstructure of the weld cross-section indicated that the IL contributed to the nugget zone and revealed its influence on the formation of a hooked structure. The fracture surface showed ductile features within the IL boundary, whereas mixed failure was prevalent outside it.

Financial frictions and trade intermediation: Theory and evidence

This paper examines the impact of financial frictions on exports through trade intermediaries theoretically and empirically. I present a heterogeneous firm model of trade intermediation and financial frictions, in which firms require external finance for their trade costs. Since exporting through intermediaries entails lower fixed costs but higher variable costs, firms facing greater financial frictions are more likely to pursue intermediated trade. The model finds strong empirical support in rich data for indirect versus direct exporting at both the micro and macro levels. Micro-level data for over 9,000 firms in 115 countries reveals that financially more constrained firms are more likely to use trade intermediaries in exporting. Correspondingly, macro-level data of entrepôt trade through Hong Kong for 56 exporting countries shows that financially less developed countries are more likely to rely on trade intermediation. Both of these effects are stronger in financially more vulnerable industries and are not driven by other firm- and country-level determinants of exporting. These results have policy implications for the role of trade intermediaries in compensating for capital market frictions, in particular, as a means to enhance the gains from trade.

Over-the-Counter Market Frictions and Yield Spread Changes

We empirically study whether systematic over-the-counter (OTC) market frictions affect the large unexplained common factor in yield spread changes. Using transactions data on U.S. corporate bonds, we show that measures of marketwide inventory, search, and bargaining frictions reduce the unexplained common component by 19 percentage points. Systematic OTC frictions substantially improve the explanatory power of yield spread changes and account for one-third of their total explained variation. Inventory frictions are equally important in explaining the dynamics of yield spread changes as search and bargaining frictions combined. Our findings support the implications of leading theories of intermediation frictions in OTC markets.

Bankruptcy and cross-country differences in productivity

For a sample of OECD countries, I document a systematic positive relationship between (i) aggregate productivity, (ii) the employment share by large firms and (iii) the proportion of large firms in the economy. I propose that differences in bankruptcy procedures can explain this relationship. In a model of financial intermediation and informational frictions, I show that as bankruptcy procedures worsen—measured by the amount a lender can recover from bankrupt borrowers—lenders respond by (i) shifting their portfolio of loans to smaller (less productive) firms and (ii) lending less. This finding is supported by empirical evidence: across countries, efficient bankruptcy procedures are associated with a higher proportion of new bank loans allocated to large firms. In the model, moving the level of recovery rate from the U.S. level to that of the lowest recovery rate country in the OECD sample reduces TFP by around 30 percent.

Intermediation Markups and Monetary Policy Passthrough

We introduce intermediation frictions into the classical monetary model with fully flexible prices. Trade in financial assets happens through intermediaries who bargain over a full set of state contingent claims with their customers. Monetary policy is redistributive and affects intermediaries' ability to extract rents; this opens up a new channel for transmission of monetary shocks into rates in the wider economy, which may be labelled the markup channel of monetary policy. Passthrough efficiency depends crucially on the anticipated sensitivity of future monetary policy to future stock market returns (the Central Bank Put). The strength of this put determines the room for maneuver of monetary policy: when it is strong, monetary policy is destabilizing and may lead to market tantrums where deteriorating risk premia, illiquidity and markups mutually reinforce each other; when the put is too strong, passthrough becomes fully inefficient and a surprise easing even begets a rise in real rates.

Financial intermediation, consumption dynamics, and business cycles

The recent financial crisis highlighted the need to deepen our understanding of the impact of the financial intermediation sector on the real economy. We examine the quantitative implications of financial intermediation and firm's financing frictions in explaining the observed cyclical properties of both real and financial variables. We find that a modified version of the financial intermediation framework of Gertler and Karadi (2011) augmented with financing frictions in production does a good job in matching the unconditional moments of financial fluctuations without compromising key real co-movements. Our results are relevant for macro-prudential policy analysis as they underscore the importance of carefully identifying the sources of aggregate fluctuations in models in which financial intermediaries and financial frictions play a non-trivial role.

Financial Intermediation, Credit Risk, and Credit Supply During the Housing Boom

This paper uses a dynamic model of borrowers, savers, and banks to understand the behavior of house prices, mortgage credit and interest rates during the housing boom. Banks lend long-term defaultable mortgages to borrowers and raise funds by issuing equity and deposits to savers. Securitization allows banks to sell loans directly to savers after origination. The model is calibrated to different stages of mortgage finance. The conclusion is that, in addition to laxer borrowing constraints, an increased willingness to supply credit by lenders is needed to jointly explain the dynamics of interest rates, mortgage spreads, and mortgage debt during the boom-bust cycle. The two quantitatively most powerful causes of the boom in the model are (i) reduced intermediation frictions due to securitization and (ii) underestimation of the true credit riskiness by lenders.

Frictional effects in biomimetic scales engagement

Scales engagement can contribute significantly to nonlinear bending behavior of elastic substrates with rigid biomimetic scales. In this letter, we investigate the role of friction in modulating the nonlinearity that arises due to self-contact of scales through an analytical investigation. We model the friction as dry Coulomb's type friction between rigid links and the substrate is taken to be linear elastic. Our results reveal that frictional effects give rise to two possible locking mechanisms, namely static friction lock and kinetic friction lock. These locks arise due to a combination of interfacial behavior and geometry. In addition to these extremes, the frictional behavior is found to increase the stiffness of the structure. This dual nature of friction which influences both the system operation and its terminal limit results in the maximum relative frictional work to lie at intermediate friction coefficients and not at the extremes of the frictional limits.

Approaches to modeling of plasmas containing impurity at arbitrary concentration

A new approximate method to modeling of two-ion-species plasmas with arbitrary concentration of impurity is developed. It based on the usage of equations for the electron density and the ratio of the ion species densities as new dependent variables. In contrast to motion equations for the ion mass velocities used normally, those for the new variables have a singularity at the Debye sheath only, as in the case of a one species plasma. Computations for the most critical situations of weak and intermediate friction between species due to Coulomb collisions reproduce nearly perfectly the results got by solving the original equations, however within a calculation time reduced by a factor of 102–103. In the case of strong friction, where ions’ velocities are very close each other, the normal procedure does not converge at all, but the new one, being precise in this limit, operates very reliably. Calculations are done for conditions typical in the linear device PSI-2, with deuterium plasmas seeded by neon impurity. For fixed electron and ion temperatures a critical density of impurity atoms is found, at which the electron density grows without limits. Such a catastrophic behavior does not occur if the electron and ion heat balances are taken into account to calculate the temperature profiles self-consistently.

Kinetically-constrained ring-polymer molecular dynamics for non-adiabatic chemistries involving solvent and donor-acceptor dynamical effects.

We investigate the performance of the recently developed kinetically-constrained ring polymer molecular dynamics (KC-RPMD) method for the description of model condensed-phase electron transfer (ET) reactions in which solvent and donor-acceptor dynamics play an important role. Comparison of KC-RPMD with results from Golden-Rule rate theories and numerically exact quantum dynamics calculations demonstrates that KC-RPMD accurately captures the combination of electronic- and nuclear-dynamical effects throughout the Marcus (intermediate solvent friction) and Zusman (large solvent friction) regimes of ET. It is also demonstrated that KC-RPMD accurately describes systems in which the magnitude of the diabatic coupling depends on the position of a dynamical donor-acceptor mode. In addition to these successes, however, we present an unsurprising failure of KC-RPMD to capture the enhancement of the ET rate in the low solvent friction regime associated with nuclear coherence effects. In this analysis, we re-visit several aspects of the original KC-RPMD formulation, including the form of the kinetic constraint and the choice of the mass of the auxiliary electronic variable. In particular, we introduce a Langevin bath for the auxiliary electronic variable to correct for its unphysically low coupling with the nuclear degrees of freedom. This work demonstrates that the KC-RPMD method is well suited for the direct simulation of non-adiabatic donor-acceptor chemistries associated with many complex systems, including those for which solvent dynamics plays an important role in the reaction mechanism.

Paul‐Mohr‐Coulomb failure surface of rock in the brittle regime

AbstractThe Paul‐Mohr‐Coulomb failure criterion includes the intermediate principal stress σII and friction angles at the limiting stress states of σII = σIII and σII = σI, where σI and σIII are major and minor principal stresses. Conventional triaxial compression (σII = σIII), extension (σII = σI), and plane strain (σI ≠ σII ≠ σIII) experiments were performed on dry rock. The failure data were plotted in principal stress space, and material parameters were determined in the context of two internal friction angles and the theoretical uniform triaxial (all‐around equal) tensile strength. Assuming isotropy, the triaxial compression and extension results were used to construct a six‐sided pyramidal failure surface, and the extension friction angle was larger than the compression friction angle, a sufficient but not necessary condition of the intermediate stress effect. To capture the behavior of the rock in multiaxial loading, the Paul‐Mohr‐Coulomb criterion was extended to form a 12‐sided pyramid with best fit planes.

Parameters controlling dynamically self‐consistent plate tectonics and single‐sided subduction in global models of mantle convection

AbstractRecent advances in numerical modeling allow global models of mantle convection to more realistically reproduce the behavior at convergent plate boundaries; in particular, the inclusion of a free surface at the outer boundary has been shown to facilitate self‐consistent development of single‐sided subduction. This allows for a more extensive study of subduction in the context of global mantle convection, as opposed to commonly used regional models. Our first study already indicated important differences between mantle convection with single‐sided subduction and mantle convection with double‐sided subduction. Here we further investigate the effect of various physical parameters and complexities on inducing Earth‐like plate tectonics and its evolution in time. Results reinforce the previous finding that using a free surface instead of a free‐slip outer boundary dramatically changes subduction style, with free surface cases displaying many episodes of single‐sided subduction, which leads to more realistic slab dip, stress state, trench retreat rate, and slab‐induced mantle flow. Longevity of single‐sided subduction is promoted by a layer of hydrated crust with a low yield strength to lubricate the subduction channel, a low‐viscosity asthenosphere, and a high strength of the slab (determined by a combination of high‐diffusion creep viscosity and intermediate friction coefficient), although its effective viscosity is in the observationally constrained range in the bending region. The time evolution displays interesting events including subduction polarity reversals, subduction shut‐off, and slab break‐off.

Erosion–deposition waves in shallow granular free-surface flows

AbstractDebris flows can spontaneously develop regular large-amplitude surge waves that are interspersed by periods in which the channel fill is completely stationary. These are important because each individual surge is much more destructive than a steady uniform flow with the same mass flux. In this paper small-scale experiments that exhibit similar behaviour are described. The flow consists of carborundum particles that flow down a rough inclined chute covered with a static erodible layer of the same grains. For inflow conditions close to the minimum depth required for steady uniform flows to exist, small disturbances are unstable, creating waves that rapidly coarsen and grow in size. As the waves become sufficiently large, the troughs between the wave crests drop below a critical thickness and come to rest. A series of steadily travelling waves develop which erode the static layer of particles in front of them and deposit grains behind them, to form a layer that is again stationary. This is, in turn, re-eroded and deposited by the next wave. We term these waves granular erosion–deposition waves. Although erosion and deposition problems are notoriously difficult, a simple model is developed which uses a depth-averaged version of the${\it\mu}(I)$-rheology and Pouliquen and Forterre’s extended friction law. The viscous dissipation combines with dynamic, intermediate and static friction regimes to generate finite-length waves with static and mobile regions. The existence of stationary layers fundamentally distinguishes erosion–deposition waves from granular roll waves, which form in slightly deeper flows and are always completely mobilized. Numerical simulations show that the system of equations is able to model both erosion–deposition waves and granular roll waves. Moreover, the computed wave amplitude, wavespeed and coarsening dynamics are in good quantitative agreement with experiments.