Lagrangian coherent structures and plasma transport processes

A dynamical system framework is used to describe transport processes in plasmas embedded in a magnetic field. For periodic systems with one degree of freedom the Poincar\'e map provides a splitting of the phase space into regions where particles have different kinds of motion: periodic, quasi-periodic or chaotic. The boundaries of these regions are transport barriers; i.e., a trajectory cannot cross such boundaries during the whole evolution of the system. Lagrangian Coherent Structure (LCS) generalize this method to systems with the most general time dependence, splitting the phase space into regions with different qualitative behaviours. This leads to the definition of finite-time transport barriers, i.e. trajectories cannot cross the barrier for a finite amount of time. This methodology can be used to identify fast recirculating regions in the dynamical system and to characterize the transport between them

Theory and applications of the Vlasov equation

Forty articles have been recently published in EPJD as contributions to the topical issue "Theory and applications of the Vlasov equation". The aim of this topical issue was to provide a forum for the presentation of a broad variety of scientific results involving the Vlasov equation. In this editorial, after some introductory notes, a brief account is given of the main points addressed in these papers and of the perspectives they open.Comment: Editoria

Taking into account extreme events in European option pricing.

According to traditional option pricing models,1 financial markets underestimate the impact of tail risk. In this article, we put forward a European option pricing model based on a set of assumptions that ensure, inter alia, that extreme events are better taken into account. Using simulations, we compare the option prices obtained from the standard Black and Scholes model with those resulting from our model. We show that the traditional model leads to an overvaluation of at-the-money options, which are the most traded options, while the less liquid in-the-money and out-of-the-money options are undervalued.

Coherent transport structures in magnetized plasmas II: Numerical results

In a pair of linked articles (called Article I and II respectively) we apply the concept of Lagrangian Coherent Structures borrowed from the study of Dynamical Systems to magnetic field configurations in order to separate regions where field lines have different kind of behavior. In the present article, article II, by means of a numerical procedure we investigate the Lagrangian Coherent Structures in the case of a two-dimensional magnetic configuration with two island chains that are generated by magnetic reconnection and evolve nonlinearly in time. The comparison with previous results, obtained by assuming a fixed magnetic field configuration, allows us to explore the dependence of transport barriers on the particle velocity

MHD equilibria with incompressible flows: symmetry approach

We identify and discuss a family of azimuthally symmetric, incompressible, magnetohydrodynamic plasma equilibria with poloidal and toroidal flows in terms of solutions of the Generalized Grad Shafranov (GGS) equation. These solutions are derived by exploiting the incompressibility assumption, in order to rewrite the GGS equation in terms of a different dependent variable, and the continuous Lie symmetry properties of the resulting equation and in particular a special type of "weak" symmetries.Comment: Accepted for publication in Phys. Plasma

Coherent transport structures in magnetized plasmas, I : Theory

In a pair of linked articles (called Article I and II respectively) we apply the concept of Lagrangian Coherent Structures (LCSs) borrowed from the study of Dynamical Systems to magnetic field configurations in order to separate regions where field lines have different kind of behaviour. In the present article, article I, after recalling the definition and the properties of the LCSs, we show how this conceptual framework can be applied to the study of particle transport in a magnetized plasma. Futhermore we introduce a simplified model that allows us to consider explicitly the case where the magnetic configuration evolves in time on timescales comparable to the particle transit time through the configuration. In contrast with previous works on this topic, this analysis requires that a system that is aperiodic in time be investigated. In this case the Poincar\'e map technique cannot be applied and LCSs remain the only viable tool

Notes on a 1-dimensional electrostatic plasma model

A starting point for deriving the Vlasov equation is the BBGKY hierarchy that describes the dynamics of coupled marginal distribution functions. With a large value of the plasma parameter one can justify eliminating 2-point correlations in terms of the 1-point function in order to derive the Vlasov Landau Lenard Balescu (VLLB) theory. Because of the high dimensionality of the problem, numerically testing the assumptions of the VLLB theory is prohibitive. In these notes we propose a physically reasonable interaction model that lowers the dimensionality of the problem and may bring such computations within reach. We introduce a 1-dimensional (1-D) electrostatic plasma model formulated in terms of the interaction of parallelly-aligned charged disks. This model combines 1-dimensional features at short distances and 3-dimensional features at large distances

Response to Comment on `Undamped electrostatic plasma waves' [Phys. Plasmas 19, 092103 (2012)]

Numerical and experimental evidence is given for the occurrence of the plateau states and concomitant corner modes proposed in \cite{valentini12}. It is argued that these states provide a better description of reality for small amplitude off-dispersion disturbances than the conventional Bernstein-Greene-Kruskal or cnoidal states such as those proposed in \cite{comment