We present a numerical study of Rayleigh-Benard convection disturbed by a longitudinal wind. Our results show that under the action of the wind, the vertical heat flux through the cell initially decreases, due to the mechanism of plume sweeping, and then increases again when turbulent forced convection dominates over the buoyancy. As a result, the Nusselt number is a nonmonotonic function of the shear Reynolds number. We provide simple models that capture with good accuracy all the dynamical regimes observed.

This paper investigates the problem of quantifying longevity risk in a quantile perspective. In this field, the idea of deepening the expected changes of future mortality rates over a single year is gaining. In the following the authors propose an approach which combines a stochastic model for the evolution of mortality rates and a quantile analysis of the mortality distribution in order to capture the trend component of longevity. An ex post analysis is proposed, relying on the past mortality experience of the Italian male population measured in the period of 1954-2008.

We consider stochastic differential games with N nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the existence of affine Nash equilibria by means of an associated system of N Hamilton-Jacobi-Bellman and N Kolmogorov-Fokker-Planck partial differential equations, proving that for small discount factors quadratic-Gaussian solutions exist and are unique.