Magnetic Force-Free Theory: Nonlinear Case

In this paper, a theory of force-free magnetic field useful for explaining the formation of convex closed sets, bounded by a magnetic separatrix in the plasma, is developed. This question is not new and has been addressed by many authors. Force-free magnetic fields appear in many laboratory and astrophysical plasmas. These fields are defined by the solution of the problem ∇×B=ΛB with some field conditions B∂Ω on the boundary ∂Ω of the plasma region. In many physical situations, it has been noticed that Λ is not constant but may vary in the domain Ω giving rise to many different interesting physical situations. We set Λ=Λ(ψ) with ψ being the poloidal magnetic flux function. Then, an analytic method, based on a first-order expansion of ψ with respect to a small parameter α, is developed. The Grad–Shafranov equation for ψ is solved by expanding the solution in the eigenfunctions of the zero-order operator. An analytic expression for the solution is obtained deriving results on the transition through resonances, the amplification with respect to the gun inflow. Thus, the formation of Spheromaks or Protosphera structure of the plasma is determined in the case of nonconstant Λ.

Light-cone distribution amplitudes of light mesons with QED effects

We discuss the generalization of the leading-twist light-cone distribution amplitude for light mesons including QED effects. This generalization was introduced to describe virtual collinear photon exchanges at the strong-interaction scale ΛQCD in the factorization of QED effects in non-leptonic B-meson decays. In this paper we study the renormalization group evolution of this non-perturbative function. For charged mesons, in particular, this exhibits qualitative differences with respect to the well-known scale evolution in QCD only, especially regarding the endpoint-behaviour. We analytically solve the evolution equation to first order in the electromagnetic coupling αem, which resums large logarithms in QCD on top of a fixed-order expansion in αem. We further provide numerical estimates for QED corrections to Gegenbauer coefficients as well as inverse moments relevant to (QED-generalized) factorization theorems for hard exclusive processes.

Pricing timer options: second-order multiscale stochastic volatility asymptotics

We study the pricing of timer options in a class of stochastic volatility models, where the volatility is driven by two diffusions—one fast mean-reverting and the other slowly varying. Employing singular and regular perturbation techniques, full second-order asymptotics of the option price are established. In addition, we investigate an implied volatility in terms of effective maturity for the timer options, and derive its second-order expansion based on our pricing asymptotics. A numerical experiment shows that the price approximation formula has a high level of accuracy, and the implied volatility in terms of its effective maturity is illustrated. doi:10.1017/S1446181121000249

PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS

We study the pricing of timer options in a class of stochastic volatility models, where the volatility is driven by two diffusions—one fast mean-reverting and the other slowly varying. Employing singular and regular perturbation techniques, full second-order asymptotics of the option price are established. In addition, we investigate an implied volatility in terms of effective maturity for the timer options, and derive its second-order expansion based on our pricing asymptotics. A numerical experiment shows that the price approximation formula has a high level of accuracy, and the implied volatility in terms of its effective maturity is illustrated.

Comparison of the Von Kármán and Kirchhoff models for the post-buckling and vibrations of elastic beams

International audience We compare different models describing the buckling, post-buckling and vibrations of elastic beams in the plane. Focus is put on the first buckled equilibrium solution and the first two vibration modes around it. In the incipient post-buckling regime, the classic Woinowsky-Krieger model is known to grasp the behavior of the system. It is based on the von Kármán approximation, a 2nd order expansion in the strains of the buckled beam. But as the curvature of the beam becomes larger, the Woinowsky-Krieger model starts to show limitations and we introduce a 3rd order model, derived from the geometrically-exact Kirchhoff model. We discuss and quantify the shortcomings of the Woinowsky-Krieger model and the contributions of the 3rd order terms in the new model, and we compare them both to the Kirchhoff model. Different ways to nondi-mensionalize the models are compared and we believe that, although this study is performed for specific boundary conditions, the present results have a general scope and can be used as abacuses to estimate the validity range of the simplified models.

An Accurate GEO SAR Range Model for Ultralong Integration Time Based on mth-Order Taylor Expansion

As the Geosynchronous Earth Orbital Synthetic Aperture Radar (GEO SAR) allows a wide area viewing combined with a short revisit cycle, it is suitable for many applications that require high timeliness, such as natural disaster monitoring, weather supervision, and military reconnaissance. However, the ultralong integration time and the invalidation of “stop-and-go” assumption caused by the raise of orbital height also greatly increase the difficulty of signal processing. In this paper, a generalized method for calculating the accurate propagation distance between a GEO satellite and a target with ultralong integration time is proposed. This range model is mainly composed of an accurate pulse transmitting distance and an error compensation term for “stop-and-go” assumption failure. The transmitting distance is obtained by Taylor expansion, and the specific derivation process of the general formula of the mth-order expansion is given, in this paper. As for the compensation term, this is achieved by approximately calculating the pulse receiving distance based on twice Taylor expansion, the first expansion is for fast-time and the other is for slow-time. Finally, a series of simulation experiments were conducted to verify the effectiveness and superiority of this new range model for an ultralong integration time.

COMPARING THE DISCONTINUOUS GALERKIN AND HIGH-ORDER DIAMOND DIFFERENCING METHODS FOR THE TRANSPORT EQUATION ON A LOZENGE-BASED HEXAGONAL GEOMETRY

This paper presents an implementation and a comparison of two spatial discretisation schemes over a hexagonal geometry for the two-dimensional discrete ordinates transport equation. The methods are a high-order Discontinuous Galerkin (DG) finite element scheme and a high-order Diamond Differencing (DD) scheme. The DG method has been, and is being, studied on the hexagonal geometry, also called a honeycomb mesh – but not the DD method. In this research effort, it was chosen to divide the hexagons into (at least) three lozenges. An affine transformation is then applied onto said lozenges to cast them into the reference quadrilaterals usually studied in finite elements. In practice, this effectively means that the equations used in Cartesian geometry have their terms and operators altered using the Jacobian matrix of the transformation. This was implemented in the discrete ordinates solver of the code DRAGON5. Two 2D benchmark problems were then used for the verification and validation, including one based on the Monju 3D reactor benchmark. It was found that the diamond-differencing scheme seemed better. It converged much faster towards the solution at comparable mesh refinements for first-order expansion of the flux. Even if this difference was not present for second-order, DG was slower, about two to four times slower.

Capturing implied correlation skew from options prices via multiscale stochastic volatility models

The aim of this paper is to derive a second-order asymptotic expansion for the price of European options written on two underlying assets, whose dynamics are described by multiscale stochastic volatility models. In particular, the second-order expansion of option prices can be translated into a corresponding expansion in implied correlation units. The resulting approximation for the implied correlation curve turns out to be quadratic in the log-moneyness, capturing the convexity of the implied correlation skew. Finally, we describe a calibration procedure where the model parameters can be estimated using option prices on individual underlying assets.