71 research outputs found

    Linear-quadratic optimal control under non-Markovian switching

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    We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an underlying independent marked point process, so that our model is general enough to include controlled switching systems where the switching mechanism is not required to be Markovian. The problem is solved by means of a Riccati equation, which a backward stochastic differential equation driven by the Brownian motion and by the random measure associated to the marked point process

    On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples

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    We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a non-deterministic and time inhomogeneous compensator. The BSDE generator function can be non convex and needs not to satisfy global Lipschitz conditions in the jump integrand. We contribute concrete criteria, that are easy to verify, for results on existence and uniqueness of bounded solutions to BSDEs with jumps, and on comparison and a-priori LL^{\infty}-bounds. Several examples and counter examples are discussed to shed light on the scope and applicability of different assumptions, and we provide an overview of major applications in finance and optimal control.Comment: 28 pages. Added DOI https://link.springer.com/chapter/10.1007%2F978-3-030-22285-7_1 for final publication, corrected typo (missing gamma) in example 4.1

    Comparison of the LUNA 3He(alpha,gamma)7Be activation results with earlier measurements and model calculations

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    Recently, the LUNA collaboration has carried out a high precision measurement on the 3He(alpha,gamma)7Be reaction cross section with both activation and on-line gamma-detection methods at unprecedented low energies. In this paper the results obtained with the activation method are summarized. The results are compared with previous activation experiments and the zero energy extrapolated astrophysical S factor is determined using different theoretical models.Comment: Accepted for publication in Journal of Physics

    Activation measurement of the 3He(alpha,gamma)7Be cross section at low energy

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    The nuclear physics input from the 3He(alpha,gamma)7Be cross section is a major uncertainty in the fluxes of 7Be and 8B neutrinos from the Sun predicted by solar models and in the 7Li abundance obtained in big-bang nucleosynthesis calculations. The present work reports on a new precision experiment using the activation technique at energies directly relevant to big-bang nucleosynthesis. Previously such low energies had been reached experimentally only by the prompt-gamma technique and with inferior precision. Using a windowless gas target, high beam intensity and low background gamma-counting facilities, the 3He(alpha,gamma)7Be cross section has been determined at 127, 148 and 169 keV center-of-mass energy with a total uncertainty of 4%. The sources of systematic uncertainty are discussed in detail. The present data can be used in big-bang nucleosynthesis calculations and to constrain the extrapolation of the 3He(alpha,gamma)7Be astrophysical S-factor to solar energies

    Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

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    The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control

    The 3He(alpha,gamma)7Be S-factor at solar energies: the prompt gamma experiment at LUNA

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    The 3He(alpha,gamma)7Be process is a key reaction in both Big-Bang nucleosynthesis and p-p chain of Hydrogen Burning in Stars. A new measurement of the 3He(alpha,gamma)7Be cross section has been performed at the INFN Gran Sasso underground laboratory by both the activation and the prompt gamma detection methods. The present work reports full details of the prompt gamma detection experiment, focusing on the determination of the systematic uncertainty. The final data, including activation measurements at LUNA, are compared with the results of the last generation experiments and two different theoretical models are used to obtain the S-factor at solar energies.Comment: Accepted for publication in Nucl. Phys.

    Ultra-sensitive in-beam gamma-ray spectroscopy for nuclear astrophysics at LUNA

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    Ultra-sensitive in-beam gamma-ray spectroscopy studies for nuclear astrophysics are performed at the LUNA (Laboratory for Underground Nuclear Astrophysics) 400 kV accelerator, deep underground in Italy's Gran Sasso laboratory. By virtue of a specially constructed passive shield, the laboratory gamma-ray background for E_\gamma < 3 MeV at LUNA has been reduced to levels comparable to those experienced in dedicated offline underground gamma-counting setups. The gamma-ray background induced by an incident alpha-beam has been studied. The data are used to evaluate the feasibility of sensitive in-beam experiments at LUNA and, by extension, at similar proposed facilities.Comment: accepted, Eur. Phys. J.

    Measurement of 25Mg(p; gamma)26Al resonance strengths via gamma spectrometry

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    The COMPTEL instrument performed the first mapping of the 1.809 MeV photons in the Galaxy, triggering considerable interest in determing the sources of interstellar 26Al. The predicted 26Al is too low compared to the observation, for a better understanding more accurate rates for the 25Mg(p; gamma)26Al reaction are required. The 25Mg(p;gamma)26Al reaction has been investigated at the resonances at Er= 745; 418; 374; 304 keV at Ruhr-Universitat-Bochum using a Tandem accelerator and a 4piNaI detector. In addition the resonance at Er = 189 keV has been measured deep underground laboratory at Laboratori Nazionali del Gran Sasso, exploiting the strong suppression of cosmic background. This low resonance has been studied with the 400 kV LUNA accelerator and a HPGe detector. The preliminary results of the resonance strengths will be reported.Comment: Accepted for publication in Journal of Physics

    First measurement of the 14N(p,gamma)15O cross section down to 70 keV

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    In stars with temperatures above 20*10^6 K, hydrogen burning is dominated by the CNO cycle. Its rate is determined by the slowest process, the 14N(p,gamma)15O reaction. Deep underground in Italy's Gran Sasso laboratory, at the LUNA 400 kV accelerator, the cross section of this reaction has been measured at energies much lower than ever achieved before. Using a windowless gas target and a 4pi BGO summing detector, direct cross section data has been obtained down to 70 keV, reaching a value of 0.24 picobarn. The Gamow peak has been covered by experimental data for several scenarios of stable and explosive hydrogen burning. In addition, the strength of the 259 keV resonance has been remeasured. The thermonuclear reaction rate has been calculated for temperatures 90 - 300 *10^6 K, for the first time with negligible impact from extrapolations

    Feasibility of low energy radiative capture experiments at the LUNA underground accelerator facility

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    The LUNA (Laboratory Underground for Nuclear Astrophysics) facility has been designed to study nuclear reactions of astrophysical interest. It is located deep underground in the Gran Sasso National Laboratory, Italy. Two electrostatic accelerators, with 50 and 400 kV maximum voltage, in combination with solid and gas target setups allowed to measure the total cross sections of the radiative capture reactions 2^2H(p,γ\gamma)3He and 14^{14}N(p,γ\gamma)15^{15}O within their relevant Gamow peaks. We report on the gamma background in the Gran Sasso laboratory measured by germanium and bismuth germanate detectors, with and without an incident proton beam. A method to localize the sources of beam induced background using the Doppler shift of emitted gamma rays is presented. The feasibility of radiative capture studies at energies of astrophysical interest is discussed for several experimental scenarios.Comment: Submitted to Eur. Phys. J.
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