Hot Zero and Full Power Validation of PHISICS RELAP-5 Coupling

PHISICS is a reactor analysis toolkit developed over the last 3 years at the Idaho National Laboratory. It has been coupled with the reactor safety analysis code RELAP5-3D. PHISICS is aimed at providing an optimal trade off between needed computational resources (in the range of 10~100 computer processors) and accuracy. In fact, this range has been identified as the next 5 to 10 years average computational capability available to nuclear reactor design and optimization nuclear reactor cores. Detailed information about the individual modules of PHISICS can be found in [1]. An overview of the modules used in this study is given in the next subsection. Lately, the Idaho National Laboratory gained access plant data for the first cycle of a PWR, including Hot Zero Power (HZP) and Hot Full Power (HFP). This data provides the opportunity to validate the transport solver, the interpolation capability for mixed macro and micro cross section and the criticality search option of the PHISICS pack

Drift dependence of optimal trade execution strategies under transient price impact

We give a complete solution to the problem of minimizing the expected liquidity costs in presence of a general drift when the underlying market impact model has linear transient price impact with exponential resilience. It turns out that this problem is well-posed only if the drift is absolutely continuous. Optimal strategies often do not exist, and when they do, they depend strongly on the derivative of the drift. Our approach uses elements from singular stochastic control, even though the problem is essentially non-Markovian due to the transience of price impact and the lack in Markovian structure of the underlying price process. As a corollary, we give a complete solution to the minimization of a certain cost-risk criterion in our setting

Proper orthogonal decomposition of solar photospheric motions

The spatio-temporal dynamics of the solar photosphere is studied by performing a Proper Orthogonal Decomposition (POD) of line of sight velocity fields computed from high resolution data coming from the MDI/SOHO instrument. Using this technique, we are able to identify and characterize the different dynamical regimes acting in the system. Low frequency oscillations, with frequencies in the range 20-130 microHz, dominate the most energetic POD modes (excluding solar rotation), and are characterized by spatial patterns with typical scales of about 3 Mm. Patterns with larger typical scales of 10 Mm, are associated to p-modes oscillations at frequencies of about 3000 microHz.Comment: 8 figures in jpg in press on PR

An Optimal Execution Problem with Market Impact

We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that right-continuity at the time origin is associated with the strength of market impact for large sales, otherwise the value function is continuous. Moreover, we show the semi-group property (Bellman principle) and characterise the value function as a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation. We introduce some examples where the forms of the optimal strategies change completely, depending on the amount of the trader's security holdings and where optimal strategies in the Black-Scholes type market with nonlinear market impact are not block liquidation but gradual liquidation, even when the trader is risk-neutral.Comment: 36 pages, 8 figures, a modified version of the article "An optimal execution problem with market impact" in Finance and Stochastics (2014

THGEM-based detectors for sampling elements in DHCAL: laboratory and beam evaluation

We report on the results of an extensive R&D program aimed at the evaluation of Thick-Gas Electron Multipliers (THGEM) as potential active elements for Digital Hadron Calorimetry (DHCAL). Results are presented on efficiency, pad multiplicity and discharge probability of a 10x10 cm2 prototype detector with 1 cm2 readout pads. The detector is comprised of single- or double-THGEM multipliers coupled to the pad electrode either directly or via a resistive anode. Investigations employing standard discrete electronics and the KPiX readout system have been carried out both under laboratory conditions and with muons and pions at the CERN RD51 test beam. For detectors having a charge-induction gap, it has been shown that even a ~6 mm thick single-THGEM detector reached detection efficiencies above 95%, with pad-hit multiplicity of 1.1-1.2 per event; discharge probabilities were of the order of 1e-6 - 1e-5 sparks/trigger, depending on the detector structure and gain. Preliminary beam tests with a WELL hole-structure, closed by a resistive anode, yielded discharge probabilities of <2e-6 for an efficiency of ~95%. Methods are presented to reduce charge-spread and pad multiplicity with resistive anodes. The new method showed good prospects for further evaluation of very thin THGEM-based detectors as potential active elements for DHCAL, with competitive performances, simplicity and robustness. Further developments are in course.Comment: 15 pages, 11 figures, MPGD2011 conference proceedin

GPS positioning errors during the space weather event of October 2003

Due to the configuration of the Earth’s magnetic field and its reconnection with the Interplanetary Magnetic Field (IMF), the high latitudes ionosphere is directly connected with outer space and, consequently, highly sensitive to the enhancement of the electromagnetic radiation and energetic particles coming from the Sun. Under such conditions the ionosphere may show the presence of small-scale structures or irregularities imbedded in the large-scale ambient plasma. These irregularities can produce short term phase and amplitude fluctuations in the carrier frequency of the radio waves which pass through them, commonly called ionospheric phase and amplitude scintillations. Since September 2003 a GPS Ionospheric Scintillation and TEC Monitor (GISTM) receiver has been deployed at the Italian Arctic station “Dirigibile Italia” in Ny Alesund (79.9° N, 11.9° E, Svalbard, Norway), in the frame of the ISACCO (Ionospheric Scintillations Arctic Campaign Coordinated Observation) project. The receiver computes and records GPS phase and amplitude scintillation parameters, as well as TEC (Total Electron Content). The measurements made by ISACCO during the superstorm of October 2003 have been here used to assess the positioning errors affecting GNSS (Global Navigation Satellite Systems, such as GPS and the European Galileo) users and their correlation with the occurrence of observed levels of scintillation

Readout of GEM Detectors Using the Medipix2 CMOS Pixel Chip

We have operated a Medipix2 CMOS readout chip, with amplifying, shaping and charge discriminating front-end electronics integrated on the pixel-level, as a highly segmented direct charge collecting anode in a three-stage gas electron multiplier (Triple-GEM) to detect the ionization from $^{55}$Fe X-rays and electrons from $^{106}$Ru. The device allows to perform moderate energy spectroscopy measurements (20 % FWHM at 5.9 keV $X$-rays) using only digital readout and two discriminator thresholds. Being a truly 2D-detector, it allows to observe individual clusters of minimum ionizing charged particles in $Ar/CO_2$ (70:30) and $He/CO_2$ (70:30) mixtures and to achieve excellent spatial resolution for position reconstruction of primary clusters down to $\sim 50 \mu m$, based on the binary centroid determination method.Comment: 18 pages, 14 pictures. submitted to Nuclear Instruments and Methods in Physics Research

A family tree of Markov models in systems biology

Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the systems biology literature. As part of this review, we present a novel derivation of the differential Chapman-Kolmogorov equation for a general multidimensional Markov process made up of both continuous and jump processes. We start with the definition of a time-derivative for a probability density but place no restrictions on the probability distribution, in particular, we do not assume it to be confined to a region that has a surface (on which the probability is zero). In our derivation, the master equation gives the jump part of the Markov process while the Fokker-Planck equation gives the continuous part. We thereby sketch a {}``family tree'' for stochastic models in systems biology, providing explicit derivations of their formal relationship and clarifying assumptions involved.Comment: 18 pages, 2 figure