Nonlocality and the critical Reynolds numbers of the minimum state magnetohydrodynamic turbulence

Magnetohydrodynamic (MHD) systems can be strongly nonlinear (turbulent) when their kinetic and magnetic Reynolds numbers are high, as is the case in many astrophysical and space plasma flows. Unfortunately these high Reynolds numbers are typically much greater than those currently attainable in numerical simulations of MHD turbulence. A natural question to ask is how can researchers be sure that their simulations have reproduced all of the most influential physics of the flows and magnetic fields? In this paper, a metric is defined to indicate whether the necessary physics of interest has been captured. It is found that current computing resources will typically not be sufficient to achieve this minimum state metric

Renormalization group estimates of transport coefficients in the advection of a passive scalar by incompressible turbulence

The advection of a passive scalar by incompressible turbulence is considered using recursive renormalization group procedures in the differential sub grid shell thickness limit. It is shown explicitly that the higher order nonlinearities induced by the recursive renormalization group procedure preserve Galilean invariance. Differential equations, valid for the entire resolvable wave number k range, are determined for the eddy viscosity and eddy diffusivity coefficients, and it is shown that higher order nonlinearities do not contribute as k goes to 0, but have an essential role as k goes to k(sub c) the cutoff wave number separating the resolvable scales from the sub grid scales. The recursive renormalization transport coefficients and the associated eddy Prandtl number are in good agreement with the k-dependent transport coefficients derived from closure theories and experiments

Shifts of neutrino oscillation parameters in reactor antineutrino experiments with non-standard interactions

We discuss reactor antineutrino oscillations with non-standard interactions (NSIs) at the neutrino production and detection processes. The neutrino oscillation probability is calculated with a parametrization of the NSI parameters by splitting them into the averages and differences of the production and detection processes respectively. The average parts induce constant shifts of the neutrino mixing angles from their true values, and the difference parts can generate the energy (and baseline) dependent corrections to the initial mass-squared differences. We stress that only the shifts of mass-squared differences are measurable in reactor antineutrino experiments. Taking Jiangmen Underground Neutrino Observatory (JUNO) as an example, we analyze how NSIs influence the standard neutrino measurements and to what extent we can constrain the NSI parameters.Comment: a typo in Eq.(25) fixed after published version, discussion and conclusion unchange

Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes

Fast pricing of American-style options has been a difficult problem since it was first introduced to financial markets in 1970s, especially when the underlying stocks' prices follow some jump-diffusion processes. In this paper, we propose a new algorithm to generate tight upper bounds on the Bermudan option price without nested simulation, under the jump-diffusion setting. By exploiting the martingale representation theorem for jump processes on the dual martingale, we are able to explore the unique structure of the optimal dual martingale and construct an approximation that preserves the martingale property. The resulting upper bound estimator avoids the nested Monte Carlo simulation suffered by the original primal-dual algorithm, therefore significantly improves the computational efficiency. Theoretical analysis is provided to guarantee the quality of the martingale approximation. Numerical experiments are conducted to verify the efficiency of our proposed algorithm