Turbulence in Three-Dimensional Simulations of Magnetopause Reconnection

We present detailed analysis of the turbulence observed in three-dimensional particle-in-cell simulations of magnetic reconnection at the magnetopause. The parameters are representative of an electron diffusion region encounter of the Magnetospheric Multiscale (MMS) mission. The turbulence is found to develop around both the magnetic X line and separatrices, is electromagnetic in nature, is characterized by a wave vector $k$ given by $k\rho_e\sim(m_eT_e/m_iT_i)^{0.25}$ with $\rho_e$ the electron Larmor radius, and appears to have the ion pressure gradient as its source of free energy. Taken together, these results suggest the instability is a variant of the lower hybrid drift instability. The turbulence produces electric field fluctuations in the out-of-plane direction (the direction of the reconnection electric field) with an amplitude of around $\pm 10$~mV/m, which is much greater than the reconnection electric field of around $0.1$~mV/m. Such large values of the out-of-plane electric field have been identified in the MMS data. The turbulence in the simulations controls the scale lengths of the density profile and current layers in asymmetric reconnection, driving them closer to $\sqrt{\rho_e\rho_i}$ than the $\rho_e$ or $d_e$ scalings seen in 2-D reconnection simulations, and produces significant anomalous resistivity and viscosity in the electron diffusion region.Comment: 11 pages, 10 figure

Disaster and fortune risk in asset returns

Do Disaster risk and Fortune risk fetch a premium or discount in the pricing of individual assets? Disaster risk and Fortune risk are measures for the co-movement of individual stocks with the market, given that the state of the world is extremely bad and extremely good, respectively. To address this question measures of Disaster risk and Fortune risk, derived from statistical Extreme Value Theory, are constructed. The measures are non-parametric and the number of order statistics to be used in the analysis is based on the Kolmogorov-Smirnov distance. This alleviates the problem of an arbitrarily chosen extreme region. The extreme dependence measures are used in Fama-MacBeth cross-sectional asset pricing regressions including Market, Fama-French, Liquidity and Momentum factors. I find that Disaster risk fetches a significant premium of 0.43% for the average stock

The Effects of Turbulence on Three-Dimensional Magnetic Reconnection at the Magnetopause

Two- and three-dimensional particle-in-cell simulations of a recent encounter of the Magnetospheric Multiscale Mission (MMS) with an electron diffusion region at the magnetopause are presented. While the two-dimensional simulation is laminar, turbulence develops at both the x-line and along the magnetic separatrices in the three-dimensional simulation. The turbulence is strong enough to make the magnetic field around the reconnection island chaotic and produces both anomalous resistivity and anomalous viscosity. Each contribute significantly to breaking the frozen-in condition in the electron diffusion region. A surprise is that the crescent-shaped features in velocity space seen both in MMS observations and in two-dimensional simulations survive, even in the turbulent environment of the three-dimensional system. This suggests that MMS's measurements of crescent distributions do not exclude the possibility that turbulence plays an important role in magnetopause reconnection.Comment: Revised version accepted by GR

The drag force in two-fluid models of gas-solid flows

Currently, the two most widespread methods for modelling the particulate phase in numerical simulations of gas-solid flows are discrete particle simulation (see, e.g., Mikami, Kamiya, & Horio, 1998), and the two-fluid approach, e.g., kinetic theory models (see, e.g., Louge, Mastorakos, & Jenkins, 1991). In both approaches the gas phase is described by a locally averaged Navier-Stokes equation and the two phases are usually coupled by a drag force. Due to the large density difference between the particles and the gas, inter-phase forces other than the drag force are usually neglected, so it plays a significant role in characterising the gas-solid flow. Yasuna, Moyer, Elliott, and Sinclair (1995) have shown that the solution of their model is sensitive to the drag coefficient. In general, the performance of most current models depends critically on the accuracy of the drag force formulation

Fundamental length in quantum theories with PT-symmetric Hamiltonians II: The case of quantum graphs

Manifestly non-Hermitian quantum graphs with real spectra are introduced and shown tractable as a new class of phenomenological models with several appealing descriptive properties. For illustrative purposes, just equilateral star-graphs are considered here in detail, with non-Hermiticities introduced by interactions attached to the vertices. The facilitated feasibility of the analysis of their spectra is achieved via their systematic approximative Runge-Kutta-inspired reduction to star-shaped discrete lattices. The resulting bound-state spectra are found real in a discretization-independent interval of couplings. This conclusion is reinterpreted as the existence of a hidden Hermiticity of our models, i.e., as the standard and manifest Hermiticity of the underlying Hamiltonian in one of less usual, {\em ad hoc} representations ${\cal H}_j$ of the Hilbert space of states in which the inner product is local (at $j=0$) or increasingly nonlocal (at $j=1,2, ...$). Explicit examples of these (of course, Hamiltonian-dependent) hermitizing inner products are offered in closed form. In this way each initial quantum graph is assigned a menu of optional, non-equivalent standard probabilistic interpretations exhibiting a controlled, tunable nonlocality.Comment: 33 pp., 6 figure

Phase-space holes due to electron and ion beams accelerated by a current-driven potential ramp

One-dimensional open-boundary simulations have been carried out in a current-carrying plasma seeded with a neutral density depression and with no initial electric field. These simulations show the development of a variety of nonlinear localized electric field structures: double layers (unipolar localized fields), fast electron phase-space holes (bipolar fields) moving in the direction of electrons accelerated by the double layer and trains of slow alternating electron and ion phase-space holes (wave-like fields) moving in the direction of ions accelerated by the double layer. The principal new result in this paper is to show by means of a linear stability analysis that the slow-moving trains of electron and ion holes are likely to be the result of saturation via trapping of a kinetic-Buneman instability driven by the interaction of accelerated ions with unaccelerated electrons

Dependence of CMI Growth Rates on Electron Velocity Distributions and Perturbation by Solitary Waves

We calculate growth rates and corresponding gains for RX and LO mode radiation associated with the cyclotron maser instability for parameterized horseshoe electron velocity distributions. The velocity distribution function was modeled to closely fit the electron distribution functions observed in the auroral cavity. We systematically varied the model parameters as well as the propagation direction to study the dependence of growth rates on model parameters. The growth rate depends strongly on loss cone opening angle, which must be less than $90^{o}$ for significant CMI growth. The growth rate is sharply peaked for perpendicular radiation ($k_{\parallel} = 0$), with a full-width at half-maximum $1.7^{o}$, in good agreement with observed k-vector orientations and numerical simulations. The fractional bandwidth varied between 10$^{-4}$ and 10$^{-2}$, depending most strongly on propagation direction. This range encompasses nearly all observed fractional AKR burst bandwidths. We find excellent agreement between the computed RX mode emergent intensities and observed AKR intensities assuming convective growth length $L_c\approx$20-40 km and group speed 0.15$c$. The only computed LO mode growth rates compatible observed LO mode radiation levels occurred for number densities more than 100 times the average energetic electron densities measured in auroral cavities. This implies that LO mode radiation is not produced directly by the CMI mechanism but more likely results from mode conversion of RX mode radiation. We find that perturbation of the model velocity distribution by large ion solitary waves (ion holes) can enhance the growth rate by a factor of 2-4. This will result in a gain enhancement more than 40 dB depending on the convective growth length within the structure. Similar enhancements may be caused by EMIC waves.Comment: 21 pages, 11 figures. J. Geophys. Res. 2007 (accepted

Double layers in the downward current region of the aurora

International audienceDirect observations of magnetic-field-aligned (parallel) electric fields in the downward current region of the aurora provide decisive evidence of naturally occurring double layers. We report measurements of parallel electric fields, electron fluxes and ion fluxes related to double layers that are responsible for particle acceleration. The observations suggest that parallel electric fields organize into a structure of three distinct, narrowly-confined regions along the magnetic field (B). In the "ramp" region, the measured parallel electric field forms a nearly-monotonic potential ramp that is localized to ~ 10 Debye lengths along B. The ramp is moving parallel to B at the ion acoustic speed (vs) and in the same direction as the accelerated electrons. On the high-potential side of the ramp, in the "beam" region, an unstable electron beam is seen for roughly another 10 Debye lengths along B. The electron beam is rapidly stabilized by intense electrostatic waves and nonlinear structures interpreted as electron phase-space holes. The "wave" region is physically separated from the ramp by the beam region. Numerical simulations reproduce a similar ramp structure, beam region, electrostatic turbulence region and plasma characteristics as seen in the observations. These results suggest that large double layers can account for the parallel electric field in the downward current region and that intense electrostatic turbulence rapidly stabilizes the accelerated electron distributions. These results also demonstrate that parallel electric fields are directly associated with the generation of large-amplitude electron phase-space holes and plasma waves

Tail index estimation: quantile driven threshold selection

The selection of upper order statistics in tail estimation is notoriously difficult. Most methods are based on asymptotic arguments, like minimizing the asymptotic mse, that do not perform well in finite samples. Here we advance a data driven method that minimizes the maximum distance between the fitted Pareto type tail and the observed quantile. To analyse the finite sample properties of the metric we organize a horse race between the other methods. In most cases the finite sample based methods perform best. To demonstrate the economic relevance of choosing the proper methodology we use daily equity return data from the CRSP database and find economic relevant variation between the tail index estimates

Spacecraft charging and ion wake formation in the near-Sun environment

A three-dimensional (3-D), self-consistent code is employed to solve for the static potential structure surrounding a spacecraft in a high photoelectron environment. The numerical solutions show that, under certain conditions, a spacecraft can take on a negative potential in spite of strong photoelectron currents. The negative potential is due to an electrostatic barrier near the surface of the spacecraft that can reflect a large fraction of the photoelectron flux back to the spacecraft. This electrostatic barrier forms if (1) the photoelectron density at the surface of the spacecraft greatly exceeds the ambient plasma density, (2) the spacecraft size is significantly larger than local Debye length of the photoelectrons, and (3) the thermal electron energy is much larger than the characteristic energy of the escaping photoelectrons. All of these conditions are present near the Sun. The numerical solutions also show that the spacecraft's negative potential can be amplified by an ion wake. The negative potential of the ion wake prevents secondary electrons from escaping the part of spacecraft in contact with the wake. These findings may be important for future spacecraft missions that go nearer to the Sun, such as Solar Orbiter and Solar Probe Plus.Comment: 25 pages, 7 figures, accepted for publication in Physics of Plasma