bluuebunny/crossref_metadata_2025_split huggingface dataset:
Analysis of the near‐wall behaviour of some self‐adaptive subgrid‐scale models in finite‐differenced simulations of channel flow
Authors: Sagaut P. , Montreuil E. , Labbé2 O. , Cambon C. 
Published: November 2002

AbstractSelf‐adaptive subgrid‐scale models are proposed and assessed. They are based on the use of the Germano–Lilly dynamic procedure and the use of a selection function. These models, which do not incorporate any information related to the location of the solid walls, are well suited for the simulation of turbulent flows in complex geometries. Their reliability, when used together with a second‐order non‐dissipative numerical method, is assessed on the plane channel configuration for two values of the Reynolds number (Reτ = 180 and 395) for two grid resolutions. The selection function approach for deriving self‐adaptive subgrid models is found to yield results very similar to those obtained using a dynamic model, without requiring any numerical stabilization procedure. The use of the selection function is shown to be the only one which is able to capture the backscatter process in the buffer layer, while producing a strictly positive subgrid viscosity. This is demonstrated to be linked to the capability of the selection function to permit a decorrelation between the mean strain and the fluctuations of the subgrid stresses. That point is illustrated thanks to the introduction of a new decomposition of the fluctuating strain subgrid dissipation. Copyright © 2002 John Wiley & Sons, Ltd.
An approximate projection method for incompressible flow
Authors: Stevens David E. , Chan Stevens T. , Gresho Phil 
Published: November 2002

AbstractThis paper presents an approximate projection method for incompressible flows. This method is derived from Galerkin orthogonality conditions using equal‐order piecewise linear elements for both velocity and pressure, hereafter Q1Q1. By combining an approximate projection for the velocities with a variational discretization of the continuum pressure Poisson equation, one eliminates the need to filter either the velocity or pressure fields as is often needed with equal‐order element formulations. This variational approach extends to multiple types of elements; examples and results for triangular and quadrilateral elements are provided. This method is related to the method of Almgren et al. (SIAM J. Sci. Comput. 2000; 22: 1139–1159) and the PISO method of Issa (J. Comput. Phys. 1985; 62: 40–65). These methods use a combination of two elliptic solves, one to reduce the divergence of the velocities and another to approximate the pressure Poisson equation. Both Q1Q1 and the method of Almgren et al. solve the second Poisson equation with a weak error tolerance to achieve more computational efficiency.A Fourier analysis of Q1Q1 shows that a consistent mass matrix has a positive effect on both accuracy and mass conservation. A numerical comparison with the widely used Q1Q0 (piecewise linear velocities, piecewise constant pressures) on a periodic test case with an analytic solution verifies this analysis. Q1Q1 is shown to have comparable accuracy as Q1Q0 and good agreement with experiment for flow over an isolated cubic obstacle and dispersion of a point source in its wake. Copyright © 2002 John Wiley & Sons, Ltd.
Optimal control of unsteady compressible viscous flows
Authors: Scott Collis S. , Ghayour Kaveh , Heinkenschloss Matthias , Ulbrich Michael , Ulbrich Stefan 
Published: November 2002

AbstractThe control of complex, unsteady flows is a pacing technology for advances in fluid mechanics. Recently, optimal control theory has become popular as a means of predicting best case controls that can guide the design of practical flow control systems. However, most of the prior work in this area has focused on incompressible flow which precludes many of the important physical flow phenomena that must be controlled in practice including the coupling of fluid dynamics, acoustics, and heat transfer. This paper presents the formulation and numerical solution of a class of optimal boundary control problems governed by the unsteady two‐dimensional compressible Navier–Stokes equations. Fundamental issues including the choice of the control space and the associated regularization term in the objective function, as well as issues in the gradient computation via the adjoint equation method are discussed. Numerical results are presented for a model problem consisting of two counter‐rotating viscous vortices above an infinite wall which, due to the self‐induced velocity field, propagate downward and interact with the wall. The wall boundary control is the temporal and spatial distribution of wall‐normal velocity. Optimal controls for objective functions that target kinetic energy, heat transfer, and wall shear stress are presented along with the influence of control regularization for each case. Copyright © 2002 John Wiley & Sons, Ltd.
Effect of rotation on Goertler vortices in the boundary layer flow on a curved surface
Authors: Chen C. T. , Lin M. H. 
Published: November 2002

AbstractThis paper presents a numerical prediction of the formation of Goertler vortices on a curved surface with effect of rotation. The criterion of flow visualization marking the onset position of Goertler vortices is employed in the present paper. For facilitating the numerical study, the computation is carried out in the transformed x and ηplane. The results show that the onset position characterized by the Goertler number, depends on the rotation number Ro, the Prandtl number and the wave number. The value of critical Goertler number increases with the increase in negative rotation, while the value of Goertler number decreases with the increase in positive rotation on a concave surface. On the contrary, the value of critical Goertler number decreases with the increase in negative rotation on a convex surface. The obtained critical Goertler number and wave number are compared with the previous theoretical and experimental data. Copyright © 2002 John Wiley & Sons, Ltd.
Large‐eddy simulation of a bluff‐body flow on unstructured grids
Authors: Camarri S. , Salvetti M. V. , Koobus B. , Dervieux A. 
Published: November 2002

AbstractLarge‐eddy simulations of the flow around a square cylinder on coarse unstructured grids are investigated. The numerical solver is based on a mixed finite‐volume/finite‐element formulation. A modified Roe scheme is employed for convective terms, together with the MUSCL method to increase the order of accuracy. An upwinding parameter, γs, directly controls the numerical diffusion, which is formed of fourth‐order space derivatives. The eddy‐viscosity Smagorinsky model and its dynamic version are used for the subgrid scale (SGS) terms in the LES equations. The effects of upwinding, and, in particular, the interaction between SGS and numerical dissipation, are studied by varying the value of γs. The sensitivity to grid inhomogeneity and to SGS modelling are also investigated. Results are compared to those obtained in other LES in the literature and to experimental data. Copyright © 2002 John Wiley & Sons, Ltd.
Stochastic volatility and the mean reverting process
Authors: Sabanis Sotirios 
Published: November 2002

AbstractThis article employs an approach that is an extension of the Hull and White (1987) model, for pricing European options under the assumption of a mean reverting
volatility for the underlying asset. The approach uses a Taylor series expansion method to approximate the price
of a European call option in a market with no arbitrage opportunities. The transition to a riskneutral economy is
accomplished by introducing an equivalent martingale measure based on the findings of Romano and Touzi
(1997). Numerical results are obtained and compared with similar studies
(Lewis, 2000). © 2003 Wiley Periodicals, Inc. Jrl Fut Mark
23:33–47, 2003
Does tick size influence price discovery? Evidence from the Toronto Stock Exchange
Authors: Beaulieu Marie‐Claude , Ebrahim Shafiq K. , Morgan Ieuan G. 
Published: November 2002

AbstractWe investigate the price discovery role of an exchange‐traded fund and the futures contract for the
same market index. We find that the fund predicts the index in the subperiod after but not in the subperiod
before a substantial decrease in the minimum tick size. The futures predict the index in both subperiods. The
results are consistent with the view that the factors leading to successful price discovery do not depend on
zero investment, as in futures markets, but do depend on a small tick size. © 2003 Wiley Periodicals, Inc.
Jrl Fut Mark 23:49–66, 2003
Expiration day effects: The case of Hong Kong
Authors: Chow Ying‐Foon , Yung Haynes H. M. , Zhang Hua 
Published: November 2002

AbstractRegulators around the world often express concerns about the high volatility of stock markets due to index
derivative expirations. Earlier studies of expiration day effects have found large volume effects, abnormal return
volatility, and price effects during the last hour of trading on expiration days when the settlement is based on
the closing price. This article examines the impact of the expiration of Hang Seng Index (HSI)
derivatives on the underlying cash market in Hong Kong for the period from 1990 to 1999. The HSI derivative market
is different from most other markets in the sense that the settlement price is computed by taking the average of
5‐minute quotations of the HSI on the last trading day, thus providing an alternative setting for testing
expiration day effects. Our empirical findings indicate that expiration days in Hong Kong may be associated with a
negative price effect and some return volatility on the underlying stock market, but there is no evidence of
abnormal trading volume on the expiration day, or price reversal after expiration. Thus, the existence of
expiration day effects cannot be confirmed in the Hong Kong market. [JEL classification: G13; G14;
G15]. © 2003 Wiley Periodicals, Inc. Jrl Fut Mark 23:67–86, 2003
The valuation of reset options with multiple strike resets and reset dates
Authors: Liao Szu‐Lang , Wang Chou‐Wen 
Published: November 2002

AbstractThis article makes two contributions to the literature. The first contribution is to provide the
closed‐form pricing formulas of reset options with strike resets and predecided reset dates. The exact
closed‐form pricing formulas of reset options with strike resets and continuous reset period are also
derived. The second contribution is the finding that the reset options not only have the phenomena of Delta jump
and Gamma jump across reset dates, but also have the properties of Delta waviness and Gamma waviness, especially
near the time before reset dates. Furthermore, Delta and Gamma can be negative when the stock price is near the
strike resets at times close to the reset dates. © 2003 Wiley Periodicals, Inc. Jrl Fut Mark
23:87–107,2003
The behavior and performance of major types of futures traders
Authors: Wang Changyun 
Published: November 2002

AbstractThis article examines the behavior and performance of speculators and hedgers in 15 U.S. futures markets. We
find that after controlling for market risk factors, speculators are contrarians, but respond positively to market
sentiment. In contrast, hedgers engage in positive feedback trading and trade against market sentiment. We also
find that trades of speculators (hedgers) are positively (negatively) correlated with
subsequent abnormal returns; however, it does not appear that speculators possess superior forecasting power.
Therefore, hedging pressure effects likely explain the negative relation between the performance of speculators and
hedgers. The positive feedback trading by hedgers together with their negative performance suggests that hedgers
have a destabilizing impact on futures prices. © 2003 Wiley Periodicals, Inc. Jrl Fut Mark 23:1–31,
2003
Efficacy of transfection rates on head and neck squamous cell cancer by a novel adenovirus: An in vivo and in vitro study
Authors: Lalonde Elise S. , Beyer Gregory , Friedlander Paul L. , Kolls Jay K. 
Published: December 2002

AbstractIntroductionInternalization of wild‐type adenovirus is dependent on binding to a coxsackie‐adenovirus receptor (CAR). Unfortunately, many tumors lack these receptors. We hypothesized that a novel RGD adenovirus, which binds by way of cellular integrins, would improve the transfection of head and neck cancers.Materials and MethodsThree squamous cell cancer lines were transfected with either the wild type or the novel RGD containing a luciferase reporter gene. After 48 hours, the transfection rate was determined. This was correlated with CAR and αVβ3 and αVβ5 integrin expression as determined by flow cytometry. A similar experiment was performed in a nude mouse model to determine in vivo differences of transfection rate.ResultsStatistically significant increased rates of transfection were seen for the novel adenovirus at all multiplicities of infection (MOIs) in the CAL‐27 and SCC‐4 cell lines. Increased rates of transfection were seen at lower viral titers for the SCC‐25 cells. Flow cytometry revealed low CAR expression in all cell lines but no consistent pattern of integrin expression. The nude mouse model demonstrated a 43‐fold higher rate of transfection for the novel RGD adenovirus.ConclusionsA modified RGD adenovirus increased the efficacy of transfection in specific cell lines and in the nude mouse model. It is possible that modified adenoviruses may improve gene delivery to patients with advanced or recurrent head and neck cancers. © 2002 Wiley Periodicals, Inc.
Association between smoking during radiotherapy and prognosis in head and neck cancer: A follow‐up study
Authors: Browman George P. , Mohide E. Ann , Willan Andrew , Hodson Ian , Wong Gene , Grimard Laval , MacKenzie Robert G. , El‐Sayed Samy , Dunn Edward , Farrell Sylvia 
Published: December 2002

AbstractBackground.The study objective was to confirm a previous finding that patients with stage III/IV squamous head and neck cancer (SHNC) who smoke during radiotherapy (RT) experience reduced survival.Methods.An observational cohort study. Patients' smoking status was assessed weekly by questionnaire plus blood cotinine. Patients were assessed every 3 to 4 months for survival. Logistic regression and Cox proportional hazards analyses were used to detect the independent contribution of smoking on survival.Results.Of 148 patients, 113 smoked during RT. Blood cotinine and smoking questionnaire responses were highly correlated (Spearman R = .69; p < .0005). Abstainers and very light smokers experienced better survival than light, moderate, and heavy smokers (median, 42 vs 29 months; p = .07). Tumor and nodal status and years smoked were the most important prognostic factors. Smoking during RT was not an independent predictor of survival, but baseline smoking status was (p = .016).Conclusion.Smoking status should be documented in all future trials of RT in SHNC to allow for pooled analyses with sufficient power to address this question. © 2002 Wiley Periodicals, Inc. Head Neck 24: 1031–1037, 2002
Differential effects of happy, neutral, and sad still‐faces on 2‐, 4‐ and 6‐month‐old infants
Authors: Rochat Philippe , Striano Tricia , Blatt Lauren 
Published: November 2002

AbstractThe role of facial expression in the determination of infants' reaction to the sudden still‐face of a social partner was investigated. In a within subject design, 2, 4 and 6‐month‐old infants were tested in periods of normal interaction interspersed with periods of prolonged still‐face episodes in which the female adult social partner adopted either a happy, neutral, or sad static facial expression while maintaining eye contact with the infant. Proportion of infants' smiling and gazing at the social partner as indices of reaction from the various still‐face episodes reveal that, in comparison with same age control groups, four and six‐month‐old infants did not demonstrate any differential responses depending on either happy, neutral, and sad still‐faced expression. In contrast, two‐month olds demonstrated some evidence of a reduced still‐face effect in the happy still‐face condition. These results point to early developmental changes in the mechanisms underlying the still‐face phenomenon. We propose that by 4 months, and not prior, the reaction to still‐face episodes are essentially based on the detection of social contingencies. Copyright © 2002 John Wiley & Sons, Ltd.
Caring for infant daughters and sons in dual‐earner households: maternal reports of father involvement in weekday time and tasks
Authors: Manlove Elizabeth E. , Vernon‐Feagans Lynne 
Published: November 2002

AbstractThis study focused on maternal reports of gender differences in weekday father involvement with 12‐month‐olds in 47 dual‐earner households utilizing full time infant day care. Three involvement variables were considered: father's time alone with the infant; father's time available to the infant; and father participation in caregiving tasks. The results showed fathers to be available to sons significantly more than daughters. Fathers were also significantly more involved in caregiving tasks with sons than with daughters. There was no difference in father time alone with sons and daughters. Examination of these three involvement measures in relation to demographic, family environment, and infant temperament measures revealed that mothers' reported fathers as being available more to sons than to daughters. In addition, mothers reported fathers to be more available to temperamentally easy sons than to temperamentally difficult sons. Recommendations are made for future research. Copyright © 2002 John Wiley & Sons, Ltd.
Mediation in a sibling context: the relations of older siblings' mediating behaviour and younger siblings' task performance
Authors: Klein Pnina S. , Feldman Ruth , Zarur Shlomit 
Published: November 2002

AbstractWe investigated the sibling relationship as a context for cognitive development. Forty preschoolers (ages 5–6) and their younger siblings (ages 2–3) were visited at home. Four games were presented to the older siblings and they were asked (a) to estimate how well their younger sibling will perform on each game and (b) to teach the younger sibling how to use the games. The older siblings' mediating behaviours during the teaching session and the younger siblings' performance on the four tasks were coded. The frequency of mediating behaviours—including attention focusing, amplifying affect and providing meaning, fostering a sense of competence, regulating of the learning process, de‐contextualization, and negative feedback in the form of mocking and laughing at errors, predicted the younger siblings' task performance. The older sibling's accurate perception of the younger child's competence was uniquely predictive of task performance. The highest amount of mediation was observed in older‐brother–younger‐brother pairs, in particular the behaviours of negative feedback and amplifying affect. Results contribute to the discussion on the role of siblings as moderators of cognitive development and are discussed in terms of Vygotsky's cultural–historical perspective on apprenticeship. Copyright © 2002 John Wiley & Sons, Ltd.
Posture, muscular tone and visual attention in 5 month‐old infants
Authors: Lefèvre Carole 
Published: November 2002

AbstractThe present paper aims at studying the relationships between posture, muscle tone and visual attention in 5 month‐old infants. To this end, a specially designed seating arrangement made it possible to vary posture while keeping constant the spatial relationship between eyes and stimuli. Five month‐olds were placed in the reclining position (30°) or in a more erect position (60°). The more erect the posture, the more difficult it should be for the infant to maintain a straight body axis. Muscle tone was evaluated, and infants distinguished in terms of whether they were hypertonic or hypotonic. It was hypothesised that in a more erect position hypotonic children, who experience more difficulties in maintaining posture, should organise their visual exploration in ways different from those considered to be hypertonic. To test it, pairs of three‐dimensional stimuli were presented in the distal visual field for one group (N=48) and in the proximal visual field in another group (N=32) for 2 min in each posture.The dynamical organisation of attention was evaluated through the number and duration of fixations on each target, the number of shifts from one target to the other (alternations) and the number of repetitions (back to the previous target). Results showed that visual behaviour was significantly affected by the distance at which stimuli were presented. Infants spent more time in visual exploration when the object was within reach than when it was out of reach. Although posture was shown to play a role in the organisation of visual exploration, no link with muscle tone was found, a surprising result which is discussed. Copyright © 2002 John Wiley & Sons, Ltd.
The infant ‘motoric’ dream: where mothers' eye and scientist meet
Authors: Salzarulo Piero , Toselli Monica 
Published: November 2002

AbstractOne hundred twenty women were asked about their ideas on infants' dream. Two interviews were undertaken, before birth and 1 month after birth. The majority of women (both before and after birth) responded that infants dream. The reasons why they attributed dreaming to infants changed from before birth to after birth. At one month, these reasons were based on infant movements and behaviours, factors also taken into consideration by sleep researchers. Copyright © 2002 John Wiley & Sons, Ltd.
Evidence of chromosome regions and gene involvement in inflammatory breast cancer
Authors: Lerebours Florence , Bertheau Philippe , Bieche Ivan , Driouch Keltouma , de The Hugues , Hacene Kamel , Espie Marc , Marty Michel , Lidereau Rosette 
Published: November 2002

AbstractInflammatory breast cancer (IBC) is a rare but particularly aggressive form of primary breast cancer. In contrast to noninflammatory breast cancer (non IBC), the molecular alterations underlying IBC are poorly known. We postulated that the kind and frequency of these alterations might differ between IBC and non IBC and account for its particular aggressiveness. We investigated allelic losses associated with primary breast cancer (on chromosome arms 1p, 3p, 6p, 6q, 7q, 8p, 9p, 11p, 11q, 16q, 17p and 17q) by analyzing 71 microsatellite markers in 66 cases of IBC. Loss of heterozygosity (LOH) was frequent, with a mean fractional allelic loss (FAL) index of 52%. Relative to published data on non IBC, allelic loss was particularly frequent at 3p21‐p14, 6p, 8p22, 11q, 13q14 and 17q21, suggesting the presence of genes that are markedly altered in IBC. In contrast, the DNA amplification levels of ERBB2, MYC and CCND1, as measured by real‐time quantitative PCR, did not differ between IBC and non IBC. © 2002 Wiley‐Liss, Inc.