Boundary-crossing identities for diffusions having the time-inversion property

We review and study a one-parameter family of functional transformations, denoted by (S (β)) β∈ℝ, which, in the case β<0, provides a path realization of bridges associated to the family of diffusion processes enjoying the time-inversion property. This family includes Brownian motions, Bessel processes with a positive dimension and their conservative h-transforms. By means of these transformations, we derive an explicit and simple expression which relates the law of the boundary-crossing times for these diffusions over a given function f to those over the image of f by the mapping S (β), for some fixed β∈ℝ. We give some new examples of boundary-crossing problems for the Brownian motion and the family of Bessel processes. We also provide, in the Brownian case, an interpretation of the results obtained by the standard method of images and establish connections between the exact asymptotics for large time of the densities corresponding to various curves of each family

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)