45,170 research outputs found
Nonlocality and the critical Reynolds numbers of the minimum state magnetohydrodynamic turbulence
Magnetohydrodynamic (MHD) systems can be strongly nonlinear (turbulent) when their kinetic and magnetic Reynolds numbers are high, as is the case in many astrophysical and space plasma flows. Unfortunately these high Reynolds numbers are typically much greater than those currently attainable in numerical simulations of MHD turbulence. A natural question to ask is how can researchers be sure that their simulations have reproduced all of the most influential physics of the flows and magnetic fields? In this paper, a metric is defined to indicate whether the necessary physics of interest has been captured. It is found that current computing resources will typically not be sufficient to achieve this minimum state metric
Renormalization group estimates of transport coefficients in the advection of a passive scalar by incompressible turbulence
The advection of a passive scalar by incompressible turbulence is considered using recursive renormalization group procedures in the differential sub grid shell thickness limit. It is shown explicitly that the higher order nonlinearities induced by the recursive renormalization group procedure preserve Galilean invariance. Differential equations, valid for the entire resolvable wave number k range, are determined for the eddy viscosity and eddy diffusivity coefficients, and it is shown that higher order nonlinearities do not contribute as k goes to 0, but have an essential role as k goes to k(sub c) the cutoff wave number separating the resolvable scales from the sub grid scales. The recursive renormalization transport coefficients and the associated eddy Prandtl number are in good agreement with the k-dependent transport coefficients derived from closure theories and experiments
Shifts of neutrino oscillation parameters in reactor antineutrino experiments with non-standard interactions
We discuss reactor antineutrino oscillations with non-standard interactions
(NSIs) at the neutrino production and detection processes. The neutrino
oscillation probability is calculated with a parametrization of the NSI
parameters by splitting them into the averages and differences of the
production and detection processes respectively. The average parts induce
constant shifts of the neutrino mixing angles from their true values, and the
difference parts can generate the energy (and baseline) dependent corrections
to the initial mass-squared differences. We stress that only the shifts of
mass-squared differences are measurable in reactor antineutrino experiments.
Taking Jiangmen Underground Neutrino Observatory (JUNO) as an example, we
analyze how NSIs influence the standard neutrino measurements and to what
extent we can constrain the NSI parameters.Comment: a typo in Eq.(25) fixed after published version, discussion and
conclusion unchange
Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes
Fast pricing of American-style options has been a difficult problem since it
was first introduced to financial markets in 1970s, especially when the
underlying stocks' prices follow some jump-diffusion processes. In this paper,
we propose a new algorithm to generate tight upper bounds on the Bermudan
option price without nested simulation, under the jump-diffusion setting. By
exploiting the martingale representation theorem for jump processes on the dual
martingale, we are able to explore the unique structure of the optimal dual
martingale and construct an approximation that preserves the martingale
property. The resulting upper bound estimator avoids the nested Monte Carlo
simulation suffered by the original primal-dual algorithm, therefore
significantly improves the computational efficiency. Theoretical analysis is
provided to guarantee the quality of the martingale approximation. Numerical
experiments are conducted to verify the efficiency of our proposed algorithm
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