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COLLAPSE OF A CAVITATION BUBBLE GENERATED BY LOW VOLTAGE DISCHARGE IN WATER
Müller, M. ; Unger, J. ; Buďárek, T. ; Zima, Patrik
The article presents experimental results of the optical study of cavitation bubble collapse close to a solid boundary in water. The bubble was generated by discharge of two low-voltage capacitors. High-speed CCD camera was used to record the time evolution of the bubble size. High-power halogen lamp was used for illumination. The system was synchronized by pulse generator connected to an oscilloscope. The velocity of the re-entrant jet was estimated from the time resolved photography for three different maximum bubble sizes.
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Kavitační bublina v blízkosti pevné stěny
Müller, M. ; Zima, Patrik
The article presents the results of the calculation of the cavitation bubble collapse near a solid boundary. The solution is obtained using the FLUENT CFD software. The VOF (Volume Of Fluid) model is applied to study the behavior of the interphase between the liquid and the bubble content. The calculations were performed for three different distances of the bubble from the solid wall. The evolution of the bubble radius is obtained from the phase interface contours. The bubble jet velocity and its thickness are determined for all bubble positions.
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Stock Price Bubbles
Li, Xiaokun ; Musílek, Petr (advisor) ; Veselý, Marek (referee)
Economic bubbles are playing an increasingly significant role in the current global economy. We believe these bubbles are to a certain extent dominating the real economy, and, therefore, research based on this specific economic phenomenon is becoming increasingly popular and important. The focus of this master's thesis is based upon analysis of stock price bubbles. This thesis contains author analyzed historical cases representative of stock price bubbles; summarizations of their traditional features; common factors causing their formation; and reasons leading to their bursting. Solutions to the dilemma of stock price bubbles are discussed in depth, and emphasis is placed upon clearly deciphering different theoretical approaches regarding this phenomenon-not only from the efficient market hypothesis viewpoint but also from the perspective of behavioral finance. The research contains testing and measuring methodologies of stock price bubbles, and the author's view concerning them is strongly supported by the results within the empirical data-testing chapter. Upon reading, one can expect to achieve a basic overview of this forefront science.
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