Local versus global factor models: time-series versus cross-sectional evidence

Many studies agree on the fact that during the late 1980s and 1990s financial market integration increased substantially. Under an efficient and integrated financial market, a set of global risk factors should price international stock returns. However, despite the perception that currently financial markets are highly integrated, many researches proved that empirical local factor models outperform global factor models. We investigate the performance of global factors respect with local factors through a time series and a cross sectional analysis

Model for screening of resonant magnetic perturbations by plasma in a realistic tokamak geometry and its impact on divertor strike points

This work addresses the question of the relation between strike-point splitting and magnetic stochasticity at the edge of a poloidally diverted tokamak in the presence of externally imposed magnetic perturbations. More specifically, ad-hoc helical current sheets are introduced in order to mimic a hypothetical screening of the external resonant magnetic perturbations by the plasma. These current sheets, which suppress magnetic islands, are found to reduce the amount of splitting expected at the target, which suggests that screening effects should be observable experimentally. Multiple screening current sheets reinforce each other, i.e. less current relative to the case of only one current sheet is required to screen the perturbation.Comment: Accepted in the Proceedings of the 19th International Conference on Plasma Surface Interactions, to be published in Journal of Nuclear Materials. Version 2: minor formatting and text improvements, more results mentioned in the conclusion and abstrac

On the mechanisms governing gas penetration into a tokamak plasma during a massive gas injection

A new 1D radial fluid code, IMAGINE, is used to simulate the penetration of gas into a tokamak plasma during a massive gas injection (MGI). The main result is that the gas is in general strongly braked as it reaches the plasma, due to mechanisms related to charge exchange and (to a smaller extent) recombination. As a result, only a fraction of the gas penetrates into the plasma. Also, a shock wave is created in the gas which propagates away from the plasma, braking and compressing the incoming gas. Simulation results are quantitatively consistent, at least in terms of orders of magnitude, with experimental data for a D 2 MGI into a JET Ohmic plasma. Simulations of MGI into the background plasma surrounding a runaway electron beam show that if the background electron density is too high, the gas may not penetrate, suggesting a possible explanation for the recent results of Reux et al in JET (2015 Nucl. Fusion 55 093013)

Velocity-space sensitivity of the time-of-flight neutron spectrometer at JET

The velocity-space sensitivities of fast-ion diagnostics are often described by so-called weight functions. Recently, we formulated weight functions showing the velocity-space sensitivity of the often dominant beam-target part of neutron energy spectra. These weight functions for neutron emission spectrometry (NES) are independent of the particular NES diagnostic. Here we apply these NES weight functions to the time-of-flight spectrometer TOFOR at JET. By taking the instrumental response function of TOFOR into account, we calculate time-of-flight NES weight functions that enable us to directly determine the velocity-space sensitivity of a given part of a measured time-of-flight spectrum from TOFOR

Current Research into Applications of Tomography for Fusion Diagnostics

Retrieving spatial distribution of plasma emissivity from line integrated measurements on tokamaks presents a challenging task due to ill-posedness of the tomography problem and limited number of the lines of sight. Modern methods of plasma tomography therefore implement a-priori information as well as constraints, in particular some form of penalisation of complexity. In this contribution, the current tomography methods under development (Tikhonov regularisation, Bayesian methods and neural networks) are briefly explained taking into account their potential for integration into the fusion reactor diagnostics. In particular, current development of the Minimum Fisher Regularisation method is exemplified with respect to real-time reconstruction capability, combination with spectral unfolding and other prospective tasks

The effect of beryllium oxide on retention in JET ITER-like wall tiles

Preliminary results investigating the microstructure, bonding and effect of beryllium oxide formation on retention in the JET ITER-like wall beryllium tiles, are presented. The tiles have been investigated by several techniques: Scanning Electron Microscopy (SEM) equipped with Energy Dispersive X-ray (EDX), Transmission Electron microscopy (TEM) equipped with EDX and Electron Energy Loss Spectroscopy (EELS), Raman Spectroscopy and Thermal Desorption Spectroscopy (TDS). This paper focuses on results from melted materials of the dump plate tiles in JET. From our results and the literature, it is concluded, beryllium can form micron deep oxide islands contrary to the nanometric oxides predicted under vacuum conditions. The deepest oxides analyzed were up to 2-micron thicknesses. The beryllium Deuteroxide (BeOxDy) bond was found with Raman Spectroscopy. Application of EELS confirmed the oxide presence and stoichiometry. Literature suggests these oxides form at temperatures greater than 700 °C where self-diffusion of beryllium ions through the surface oxide layer can occur. Further oxidation is made possible between oxygen plasma impurities and the beryllium ions now present at the wall surface. Under Ultra High Vacuum (UHV) nanometric Beryllium oxide layers are formed and passivate at room temperature. After continual cyclic heating (to the point of melt formation) in the presence of oxygen impurities from the plasma, oxide growth to the levels seen experimentally (approximately two microns) is proposed. This retention mechanism is not considered to contribute dramatically to overall retention in JET, due to low levels of melt formation. However, this mechanism, thought the result of operation environment and melt formation, could be of wider concern to ITER, dependent on wall temperatures

Modelling of tungsten erosion and deposition in the divertor of JET-ILW in comparison to experimental findings

The erosion, transport and deposition of tungsten in the outer divertor of JET-ILW has been studied for an HMode discharge with low frequency ELMs. For this specific case with an inter-ELM electron temperature at the strike point of about 20 eV, tungsten sputtering between ELMs is almost exclusively due to beryllium impurity and self-sputtering. However, during ELMs tungsten sputtering due to deuterium becomes important and even dominates. The amount of simulated local deposition of tungsten relative to the amount of sputtered tungsten in between ELMs is very high and reaches values of 99% for an electron density of 5E13 cm$^{-3}$ at the strike point and electron temperatures between 10 and 30 eV. Smaller deposition values are simulated with reduced electron density. The direction of the B-field significantly influences the local deposition and leads to a reduction if the E×B drift directs towards the scrape-off-layer. Also, the thermal force can reduce the tungsten deposition, however, an ion temperature gradient of about 0.1 eV/mm or larger is needed for a significant effect. The tungsten deposition simulated during ELMs reaches values of about 98% assuming ELM parameters according to free-streaming model. The measured WI emission profiles in between and within ELMs have been reproduced by the simulation. The contribution to the overall net tungsten erosion during ELMs is about 5 times larger than the one in between ELMs for the studied case. However, this is due to the rather low electron temperature in between ELMs, which leads to deuterium impact energies below the sputtering threshold for tungsten

Impact of fast ions on density peaking in JET : fluid and gyrokinetic modeling

The effect of fast ions on turbulent particle transport, driven by ion temperature gradient (ITG)/trapped electron mode turbulence, is studied. Two neutral beam injection (NBI) heated JET discharges in different regimes are analyzed at the radial position rho(t) = 0.6, one of them an L-mode and the other one an H-mode discharge. Results obtained from the computationally efficient fluid model EDWM and the gyro-fluid model TGLF are compared to linear and nonlinear gyrokinetic GENE simulations as well as the experimentally obtained density peaking. In these models, the fast ions are treated as a dynamic species with a Maxwellian background distribution. The dependence of the zero particle flux density gradient (peaking factor) on fast ion density, temperature and corresponding gradients, is investigated. The simulations show that the inclusion of a fast ion species has a stabilizing influence on the ITG mode and reduces the peaking of the main ion and electron density profiles in the absence of sources. The models mostly reproduce the experimentally obtained density peaking for the L-mode discharge whereas the H-mode density peaking is significantly underpredicted, indicating the importance of the NBI particle source for the H-mode density profile