A Lagrangian model for the evolution of turbulent magnetic and passive scalar fields

In this paper we present an extension of the \emph{Recent Fluid Deformation (RFD)} closure introduced by Chevillard and Meneveau (2006) which was developed for modeling the time evolution of Lagrangian fluctuations in incompressible Navier-Stokes turbulence. We apply the RFD closure to study the evolution of magnetic and passive scalar fluctuations. This comparison is especially interesting since the stretching term for the magnetic field and for the gradient of the passive scalar are similar but differ by a sign such that the effect of stretching and compression by the turbulent velocity field is reversed. Probability density functions (PDFs) of magnetic fluctuations and fluctuations of the gradient of the passive scalar obtained from the RFD closure are compared against PDFs obtained from direct numerical simulations

Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model.

Nearly any standard financial model concludes that two assets with identical cash flows must sell for the same price. Alas, closed-end mutual fund company share prices seem to violate this fundamental tenant. Even when one considers several standard frictions, such as taxes and agency costs, classical financial models cannot explain the large persistent discounts found within the data. While the standard financial markets model may not explain the existence of large closed-end fund discounts, this paper shows that a rather close version of it does. In an otherwise frictionless market, if asset supplies vary randomly over time and agents possess finite lives, a closed-end mutual fund's stock price may not track its net asset value. Furthermore, the analysis provides a number of conditions under which these discrepancies will lead to the existence of systematic discounts for the mutual fund's shares. In addition, the model provides predictions regarding the correlation between current closed-end fund discounts and current changes in stock prices and future changes in corporate productivity. As the analysis shows, the same parameter values that lead to systematic discounts also lead to other fund price characteristics that resemble many of the results found within empirical studies.

Lagrangian Statistics of Navier-Stokes- and MHD-Turbulence

We report on a comparison of high-resolution numerical simulations of Lagrangian particles advected by incompressible turbulent hydro- and magnetohydrodynamic (MHD) flows. Numerical simulations were performed with up to $1024^3$ collocation points and 10 million particles in the Navier-Stokes case and $512^3$ collocation points and 1 million particles in the MHD case. In the hydrodynamics case our findings compare with recent experiments from Mordant et al. [1] and Xu et al. [2]. They differ from the simulations of Biferale et al. [3] due to differences of the ranges choosen for evaluating the structure functions. In Navier-Stokes turbulence intermittency is stronger than predicted by a multifractal approach of [3] whereas in MHD turbulence the predictions from the multifractal approach are more intermittent than observed in our simulations. In addition, our simulations reveal that Lagrangian Navier-Stokes turbulence is more intermittent than MHD turbulence, whereas the situation is reversed in the Eulerian case. Those findings can not consistently be described by the multifractal modeling. The crucial point is that the geometry of the dissipative structures have different implications for Lagrangian and Eulerian intermittency. Application of the multifractal approach for the modeling of the acceleration PDFs works well for the Navier-Stokes case but in the MHD case just the tails are well described.Comment: to appear in J. Plasma Phy

OpTiX-II: A Software Environment for MCDM based on Distributed and Parallel Computing

The intention of the paper is to give an introduction to the OpTiX-II Software Environment, which supports the parallel and distributed solution of decision problems which can be represented as mathematical nonlinear programming tasks. First, a brief summary of nonsequential solution concepts for this class of decision problems on multiprocessor systems will be given. The focus of attention will be put on coarse-grained parallelization and its implementation on multi-computer clusters. The conceptual design objectives for the OpTiX-II Software Environment will be presented as well as the implementation on a workstation cluster, a transputer system and a multiprocessor workstation (shared memory). The OpTiX-II system supports the steps from the formulation of decision problems to their solution on networks of (parallel) computers. In order to demonstrate the use of OpTiX-II, the solution of a decision problem from the field of structural design is discussed and some numerical test results are supplied

Kinetic Vlasov Simulations of collisionless magnetic Reconnection

A fully kinetic Vlasov simulation of the Geospace Environment Modeling (GEM) Magnetic Reconnection Challenge is presented. Good agreement is found with previous kinetic simulations using particle in cell (PIC) codes, confirming both the PIC and the Vlasov code. In the latter the complete distribution functions $f_k$ ($k=i,e$) are discretised on a numerical grid in phase space. In contrast to PIC simulations, the Vlasov code does not suffer from numerical noise and allows a more detailed investigation of the distribution functions. The role of the different contributions of Ohm's law are compared by calculating each of the terms from the moments of the $f_k$. The important role of the off--diagonal elements of the electron pressure tensor could be confirmed. The inductive electric field at the X--Line is found to be dominated by the non--gyrotropic electron pressure, while the bulk electron inertia is of minor importance. Detailed analysis of the electron distribution function within the diffusion region reveals the kinetic origin of the non--gyrotropic terms

Clustering of passive impurities in MHD turbulence

The transport of heavy, neutral or charged, point-like particles by incompressible, resistive magnetohydrodynamic (MHD) turbulence is investigated by means of high-resolution numerical simulations. The spatial distribution of such impurities is observed to display strong deviations from homogeneity, both at dissipative and inertial range scales. Neutral particles tend to cluster in the vicinity of coherent vortex sheets due to their viscous drag with the flow, leading to the simultaneous presence of very concentrated and almost empty regions. The signature of clustering is different for charged particles. These exhibit in addition to the drag the Lorentz-force. The regions of spatial inhomogeneities change due to attractive and repulsive vortex sheets. While small charges increase clustering, larger charges have a reverse effect.Comment: 9 pages, 13 figure

A novel code for numerical 3-D MHD studies of CME expansion

A recent third-order, essentially non-oscillatory central scheme to advance the equations of single-fluid magnetohydrodynamics (MHD) in time has been implemented into a new numerical code. This code operates on a 3-D Cartesian, non-staggered grid, and is able to handle shock-like gradients without producing spurious oscillations. <br><br> To demonstrate the suitability of our code for the simulation of coronal mass ejections (CMEs) and similar heliospheric transients, we present selected results from test cases and perform studies of the solar wind expansion during phases of minimum solar activity. We can demonstrate convergence of the system into a stable Parker-like steady state for both hydrodynamic and MHD winds. The model is subsequently applied to expansion studies of CME-like plasma bubbles, and their evolution is monitored until a stationary state similar to the initial one is achieved. In spite of the model's (current) simplicity, we can confirm the CME's nearly self-similar evolution close to the Sun, thus highlighting the importance of detailed modelling especially at small heliospheric radii. <br><br> Additionally, alternative methods to implement boundary conditions at the coronal base, as well as strategies to ensure a solenoidal magnetic field, are discussed and evaluated