Search for content and authors
 

Real-time numerical simulation of the Carnot cycle

Jaroslaw Hurkala 1,  Monika Gall 3,  Ryszard Kutner 3,  Mirosław Maciejczyk 2,3

1. Warsaw University of Technology, Koszykowa 75, Warsaw 00-662, Poland
2. MACIEJCZYK MIROSŁAW, Balkonowa 5/51, Warszawa, Poland
3. Faculty of Physics, University of Warsaw (FPUW), Pasteura 5, Warsaw 02-093, Poland

Abstract
We developed a highly interactive, multi-windows Java applet which made it possible to simulate and visualize within any platform and internet the Carnot cycle (or engine) in a real-time computer experiment. We extended our previous model and algorithm (Galant et al 2003 Heat Transfer, Newton's Law of Cooling and the Law of Entropy Increase Simulated by the Real-Time Computer Experiments in Java (Lecture Notes in Computer Science vol 2657) pp 45–53, Gall and Kutner 2005 Molecular mechanisms of heat transfer: Debye relaxation versus power-law Physica A 352 347–78) to simulate not only the heat flow but also the macroscopic movement of the piston. Since in reality it is impossible to construct a reversible Carnot engine, the question arises whether it is possible to simulate it at least in a numerical experiment? The positive answer to this question which we found is related to our model and algorithm which make it possible to omit the many-body problem arising when many gas particles simultaneously interact with the mobile piston. As usual, the considerations of phenomenological thermodynamics began with a study of the basic properties of heat engines, hence our approach, besides intrinsic physical significance, is also important from the educational, technological and even environmental points of view.

European Journal of Physics 26 (2005), 673.

 

Legal notice
  • Legal notice:

    Copyright (c) Pielaszek Research, all rights reserved.
    The above materials, including auxiliary resources, are subject to Publisher's copyright and the Author(s) intellectual rights. Without limiting Author(s) rights under respective Copyright Transfer Agreement, no part of the above documents may be reproduced without the express written permission of Pielaszek Research, the Publisher. Express permission from the Author(s) is required to use the above materials for academic purposes, such as lectures or scientific presentations.
    In every case, proper references including Author(s) name(s) and URL of this webpage: https://science24.com/paper/32052 must be provided.

 

Related papers
  1. Is Implied Volatility based mostly on recent price activity?
  2. Inter-transaction times and long memory of financial time series
  3. Intraday correlation structure for high frequency financial data
  4. Analysis of times between events by methods of statistical physics
  5. Fractional Market Model and its Verification on the Warsaw Stock Exchange
  6. Bose-Einstein condensation shown by Monte Carlo simulation
  7. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
  8. Random walk on a linear chain with a quenched distribution of jump lengths
  9. Modified Fermi-Dirac Statistics of Fermionic Lattice Gas by the Back-Jump Correlations
  10. Thermal neutron scattering from the hydrogen-metal systems in terms of general multi-sublattice jump diffusion model - II: Remarks on hydrogen diffusion in the α-phase of Nb-H
  11. Simple molecular mechanisms of heat transfer: Debye relaxation versus power-law
  12. Stock market context of the Lévy walks with varying velocity
  13. Tracer diffusion on two coupled lines: The long-time tail of the velocity autocorrelation function compared to the mode-coupling prediction
  14. Distribution for Fermionic Discrete Lattice Gas within the Canonical Ensemble
  15. Monte Carlo Simulations of Lattice Gases Exhibiting Quantum Statistical Distributions
  16. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
  17. Biased random walk on a biased random walk
  18. Possible origin of the non-linear long-term autocorrelations within the Gaussian regime
  19. Applications of statistical mechanics to non-brownian random motion
  20. Quantum statistics and discreteness. Differences between the canonical and grand canonical ensembles for a fermionic lattice gas
  21. Tracer diffusion in honey-comb lattice correlations over several consecutive jumps
  22. Spatio–temporal coupling in the continuous-time Lévy flights
  23. Determination of the chemical diffusion coefficient by Monte Carlo simulation of the center-of-mass propagation
  24. Tracer Diffusion in Concentrated Lattice Gas Models. Rectangular Lattices with Anisotropic Jump Rates
  25. Study of the non-linear autocorrelations within the Gaussian regime
  26. Anomalous transport and diffusion versus extreme value theory
  27. Diffusion in concentrated lattice gases: Intermediate incoherent dynamical scattering function for tagged particles on a square lattice
  28. Modeling of income distribution in the European Union with the Fokker-Planck equation
  29. Susceptibility and transport coefficient in a transient state on a one-dimensional lattice. I. Extended linear response and diffusion
  30. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
  31. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
  32. Higher-order analysis within Weierstrass hierarchical walks
  33. Correlated hopping in honeycomb lattice: tracer diffusion coefficient at arbitrary lattice gas concentration
  34. Diffusion in one-dimensional bosonic lattice gas
  35. Structural and topological phase transitions on the German Stock Exchange 
  36. Hierarchical spatio-temporal coupling in fractional wanderings. (I) Continuous-time Weierstrass flights
  37. Thermal neutron scattering from a hydrogen-metal system in terms of a general multi-sublattice jump diffusion model—I: Theory
  38. Random walk on a random walk
  39. Diffusion in concentrated lattice gases. VI. Tracer diffusion on two coupled linear chains
  40. Comparative Analysis of Income Distributions in the European Union and the United States
  41. Excess Noise for Driven Diffusive Systems
  42. Diffusion in concentrated lattice gases. III. Tracer diffusion on a one-dimensional lattice
  43. Chemical diffusion in the lattice gas of non-interacting particles
  44. Diffusion in concentrated lattice gases. Self-diffusion of noninteracting particles in three-dimensional lattices
  45. Diffusion in concentrated lattice gases. II. Particles with attractive nearest-neighbor interaction on three-dimensional lattices
  46. Anomalous Diffusion: From Basics to Applications
  47. Mean square displacement of a tracer particle in a hard-core lattice gas
  48. Diffusion in concentrated lattice gases IV. Diffusion coefficient of tracer particle with different jump rate
  49. Diffusion in concentrated lattice gases. V. Particles with repulsive nearest-neighbor interaction on the face-centered-cubic lattice
  50. Stochastic simulations of time series within Weierstrass–Mandelbrot walks
  51. Income distribution in the European Union versus in the United States
  52. Universality of market superstatistics
  53. Dynamic bifurcations on financial markets
  54. Income and wealth distribution of Norwegian households
  55. Higher-order phase transitions on financial markets
  56. Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
  57. Backward jump continuous-time random walk: An application to market trading
  58. Universality of market superstatistics. Superscaling
  59. Rozmowa o Ekonofizycje - Akademickie Radio Kampus
  60. Modeling of large claims in a non-life insurance company
  61. Correlations and dependencies in high-frequency stock market data
  62. Continuous-Time Random Walk models with memory. An application to description of market dynamics
  63. Superextreme Events and Their Impact on Characteristics of Time Series
  64. The role of driving parameters of the three-state Ising model on the stability of the reconstruction of financial market phenomena
  65. Analysis of leptokurtosis in model distributions and simulated noises
  66. Application of the MST technique to the analysis of cross-correlations in the Warsaw Stock Exchang.
  67. Modelling of annual European Union household incomes by using an equilibrium solution of the threshold Fokker-Planck equation
  68. Catastrophic bifurcations on financial markets
  69. Asymmetric noises on a stock exchange.
  70. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
  71. Non-Gaussian statistics on the Forex
  72. Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?
  73. Study of  households' income  in Poland and European Union by using the statistical physics approach
  74. The non-gaussian continuous-time random walk analisys of the option dynamics
  75. Share price movements as non-independent continuous-time random walk
  76. Problem of rare events in modelling of the financial state of insurance company
  77. Study of households' income in Poland by using the statistical physics approach
  78. News from application of the Mittag-Leffler function to house and financial markets
  79. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
  80. Model of the fractional viscoelastic market
  81. Multifractality within the continuous-time random walk in financial markets
  82. Fractional Market Model and its verification on stock markets of small size
  83. Econophysics on Faculty of Physics at Warsaw University
  84. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
  85. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification

Presentation: Article at Econophysics group of Ryszard Kutner, by Ryszard Kutner
See On-line Journal of Econophysics group of Ryszard Kutner

Submitted: 2016-03-29 14:35
Revised:   2016-03-29 14:35