Many interesting characteristics of sea ice drift depend on the atmospheric drag coefficient （Ca） and oceanic drag coefficient （Cw）. Parameterizations of drag coefficients rather than constant values provide us a ...Many interesting characteristics of sea ice drift depend on the atmospheric drag coefficient （Ca） and oceanic drag coefficient （Cw）. Parameterizations of drag coefficients rather than constant values provide us a way to look insight into the dependence of these characteristics on sea ice conditions. In the present study, the parameterized ice drag coefficients are included into a free-drift sea ice dynamic model, and the wind factor a and the deflection angle θ between sea ice drift and wind velocity as well as the ratio of Ca to Cw are studied to investigate their dependence on the impact factors such as local drag coefficients, floe and ridge geometry. The results reveal that in an idealized steady ocean, Ca/Cw increases obviously with the increasing ice concentration for small ice floes in the marginal ice zone, while it remains at a steady level （0.2-0.25） for large floes in the central ice zone. The wind factor a increases rapidly at first and approaches a steady level of 0.018 when A is greater than 20%. And the deflection angle ~ drops rapidly from an initial value of approximate 80° and decreases slowly as A is greater than 20% without a steady level like a. The values of these parameters agree well with the previously reported observations in Arctic. The ridging intensity is an important parameter to determine the dominant contribution of the ratio of skin friction drag coefficient （Cs＇/Cs） and the ratio of ridge form drag coefficient （Cr＇/Cr） to the value of Ca/Cw, a, and 8, because of the dominance of ridge form drag for large ridging intensity and skin friction for small ridging intensity among the total drag forces. Parameterization of sea ice drag coefficients has the potential to be embedded into ice dynamic models to better account for the variability of sea ice in the transient Arctic Ocean.展开更多
We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the vi...We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S＆P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.展开更多
基金The National Natural Science Foundation of China under contracts Nos 41276191 and 41306207the Public Science and Technology Research Funds Projects of Ocean under contract No.201205007-05the Global Change Research Program of China under contract No.2015CB953901
文摘Many interesting characteristics of sea ice drift depend on the atmospheric drag coefficient （Ca） and oceanic drag coefficient （Cw）. Parameterizations of drag coefficients rather than constant values provide us a way to look insight into the dependence of these characteristics on sea ice conditions. In the present study, the parameterized ice drag coefficients are included into a free-drift sea ice dynamic model, and the wind factor a and the deflection angle θ between sea ice drift and wind velocity as well as the ratio of Ca to Cw are studied to investigate their dependence on the impact factors such as local drag coefficients, floe and ridge geometry. The results reveal that in an idealized steady ocean, Ca/Cw increases obviously with the increasing ice concentration for small ice floes in the marginal ice zone, while it remains at a steady level （0.2-0.25） for large floes in the central ice zone. The wind factor a increases rapidly at first and approaches a steady level of 0.018 when A is greater than 20%. And the deflection angle ~ drops rapidly from an initial value of approximate 80° and decreases slowly as A is greater than 20% without a steady level like a. The values of these parameters agree well with the previously reported observations in Arctic. The ridging intensity is an important parameter to determine the dominant contribution of the ratio of skin friction drag coefficient （Cs＇/Cs） and the ratio of ridge form drag coefficient （Cr＇/Cr） to the value of Ca/Cw, a, and 8, because of the dominance of ridge form drag for large ridging intensity and skin friction for small ridging intensity among the total drag forces. Parameterization of sea ice drag coefficients has the potential to be embedded into ice dynamic models to better account for the variability of sea ice in the transient Arctic Ocean.
基金Project supported by the National Natural Science Foundation of China （Grant No 10305005）, the Fundamental Research Fund for Physics and Mathematics of Lanzhou University （Grant No Lzu05008）. We would like to thank Professor Zhao Hong and Dr Xu Xin-Jian for helpful discussions.
文摘We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S＆P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.
