23 research outputs found

    Resonant-to-nonresonant transition in electrostatic ion-cyclotron wave phase velocity

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    Because of the implications for plasmas in the laboratory and in space, attention has been drawn to inhomogeneous energy-density driven (IEDD) waves that are sustained by velocity-shear-induced inhomogeneity in cross-field plasma flow. These waves have a frequency vr in the lab frame within an order of magnitude of the ion gyrofrequency vci, propagate nearly perpendicular to the magnetic field (kz/k^ \u3c\u3c 1), and can be Landau resonant (0 \u3c v1/kz \u3c nd) with a parallel drifting electron population (drift speed nd), where subscripts 1 and r indicate frequency in the frame of flowing ions and in the lab frame, respectively, and kz is the parallel component of the wavevector. A transition in phase velocity from 0 \u3c v1/kz \u3c nd to 0 \u3e v1/kz \u3e nd for a pair of IEDD eigenmodes is observed as the degree of in-homogeneity in the transverse E × B flow is increased in a magnetized plasma column. For weaker velocity shear, both eigenmodes are dissipative, i.e. in Landau resonance, with kz nd \u3e 0. For stronger shear, both eigenmodes become reactive, with one\u27s wavevector component kz remaining parallel, but with v1/kz \u3e nd , and the other\u27s wavevector component kz becoming anti-parallel, so that 0 \u3e v1/kz . For both eigenmodes, the transition (1) involves a small frequency shift and (2) does not involve a sign change in the wave energy density, which is proportional to vr v1, both of which are previously unrecognized aspects of inhomogeneous energy-density driven waves

    Resonant-to-nonresonant transition in electrostatic ion-cyclotron wave phase velocity

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    Because of the implications for plasmas in the laboratory and in space, attention has been drawn to inhomogeneous energy-density driven (IEDD) waves that are sustained by velocity-shear-induced inhomogeneity in cross-field plasma flow. These waves have a frequency vr in the lab frame within an order of magnitude of the ion gyrofrequency vci, propagate nearly perpendicular to the magnetic field (kz /k^ v1/kz nd) with a parallel drifting electron population (drift speed nd), where subscripts 1 and r indicate frequency in the frame of flowing ions and in the lab frame, respectively, and kz is the parallel component of the wavevector. A transition in phase velocity from 0 v1/kz nd to 0 > v1/kz > nd for a pair of IEDD eigenmodes is observed as the degree of in-homogeneity in the transverse E × B flow is increased in a magnetized plasma column. For weaker velocity shear, both eigenmodes are dissipative, i.e. in Landau resonance, with kz nd > 0. For stronger shear, both eigenmodes become reactive, with one's wavevector component kz remaining parallel, but with v1/kz > nd , and the other's wavevector component kz becoming anti-parallel, so that 0 > v1/kz . For both eigenmodes, the transition (1) involves a small frequency shift and (2) does not involve a sign change in the wave energy density, which is proportional to vr v1, both of which are previously unrecognized aspects of inhomogeneous energy-density driven waves

    Observations of large-amplitude, parallel, electrostatic waves associated with the Kelvin-Helmholtz instability by the magnetospheric multiscale mission

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    On 8 September 2015, the four Magnetospheric Multiscale spacecraft encountered a Kelvin-Helmholtz unstable magnetopause near the dusk flank. The spacecraft observed periodic compressed current sheets, between which the plasma was turbulent. We present observations of large-amplitude (up to 100 mV/m) oscillations in the electric field. Because these oscillations are purely parallel to the background magnetic field, electrostatic, and below the ion plasma frequency, they are likely to be ion acoustic-like waves. These waves are observed in a turbulent plasma where multiple particle populations are intermittently mixed, including cold electrons with energies less than 10 eV. Stability analysis suggests a cold electron component is necessary for wave growth

    BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION

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    Increasing availability of the multi-scale market data exposes limitations of the existing quantitative models such as low accuracy of the simplified analytical and statistical frameworks as well as insufficient interpretability and stability of the best machine learning algorithms. Boosting was recently proposed as a simple and robust framework for intelligent combination of the clarity and stability of the analytical and parsimonious statistical models with the accuracy of the adaptive data-driven models. Encouraging results of the boosting application to symbolic volatility forecasting have also been reported. However, accurate forecasting does not always warrant optimal decision making that leads to acceptable performance of the portfolio strategy. In this work, a boosting-based framework for a direct trading strategy and portfolio optimization is introduced. Due to inherent adaptive control of the parameter space dimensionality, this technique can work with very large pools of base strategies and financial instruments that are usually prohibitive for other portfolio optimization frameworks. Unlike existing approaches, this framework can be effectively used for the coupled optimization of the portfolio capital/asset allocation and dynamic trading strategies. Generated portfolios of trading strategies not only exhibit stable and robust performance but also remain interpretable. Encouraging preliminary results based on real market data are presented and discussed.Boosting, ensemble learning, portfolio optimization, trading strategies

    Low-Frequency Oscillations and Transport Processes Induced by Multiscale Transverse Structures in the Polar Wind Outflow: A Three-Dimensional Simulation

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    Multiscale transverse structures in the magnetic-field-aligned flows have been frequently observed in the auroral region by FAST and Freja satellites. A number of multiscale processes, such as broadband low-frequency oscillations and various cross-field transport effects are well correlated with these structures. To study these effects, we have used our three-dimensional multifluid model with multiscale transverse inhomogeneities in the initial velocity profile. Self-consistent-frequency mode driven by local transverse gradients in the generation of the low field-aligned ion flow and associated transport processes were simulated. Effects of particle interaction with the self-consistent time-dependent three-dimensional wave potential have been modeled using a distribution of test particles. For typical polar wind conditions it has been found that even large-scale (approximately 50 - 100 km) transverse inhomogeneities in the flow can generate low-frequency oscillations that lead to significant flow modifications, cross-field particle diffusion, and other transport effects. It has also been shown that even small-amplitude (approximately 10 - 20%) short-scale (approximately 10 km) modulations of the original large-scale flow profile significantly increases low-frequency mode generation and associated cross-field transport, not only at the local spatial scales imposed by the modulations but also on global scales. Note that this wave-induced cross-field transport is not included in any of the global numerical models of the ionosphere, ionosphere-thermosphere, or ionosphere-polar wind. The simulation results indicate that the wave-induced cross-field transport not only affects the ion outflow rates but also leads to a significant broadening of particle phase-space distribution and transverse particle diffusion
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