Results of Joint Experiments and other IAEA activities on research using small tokamaks

This paper presents an overview of the results obtained during the Joint Experiments organized in the framework of the IAEA Coordinated Research Project on `Joint Research Using Small Tokamaks` that have been carried out on the tokamaks CASTOR at IPP Prague, Czech Republic (2005), T-10 at RRC `Kurchatov Institute`, Moscow, Russia (2006), and the most recent one at ISTTOK at IST, Lisbon, Portugal, in 2007. Experimental programmes were aimed at diagnosing and characterizing the core and the edge plasma turbulence in a tokamak in order to investigate correlations between the occurrence of transport barriers, improved confinement, electric fields and electrostatic turbulence using advanced diagnostics with high spatial and temporal resolution. On CASTOR and ISTTOK, electric fields were generated by biasing an electrode inserted into the edge plasma and an improvement of the global particle confinement induced by the electrode positive biasing has been observed. Geodesic acoustic modes were studied using heavy ion beam diagnostics on T-10 and ISTTOK and correlation reflectometry on T-10. ISTTOK is equipped with a gallium jet injector and the technical feasibility of gallium jets interacting with plasmas has been investigated in pulsed and ac operation. The first Joint Experiments have clearly demonstrated that small tokamaks are suitable for broad international cooperation to conduct dedicated joint research programmes. Other activities within the IAEA Coordinated Research Project on Joint Research Using Small Tokamaks are also overviewed.

Genericity of Nondegeneracy for Light Rays in Stationary Spacetimes

Given a Lorentzian manifold (M, g), an event p and an observer U in M, then p and U are light conjugate if there exists a lightlike geodesic gamma : [0, 1] -> M joining p and U whose endpoints are conjugate along gamma. Using functional analytical techniques, we prove that if one fixes p and U in a differentiable manifold M, then the set of stationary Lorentzian metrics in M for which p and U are not light conjugate is generic in a strong sense. The result is obtained by reduction to a Finsler geodesic problem via a second order Fermat principle for light rays, and using a transversality argument in an infinite dimensional Banach manifold setup.

Spectral flow and iteration of closed semi-Riemannian geodesics

We introduce the notion of spectral flow along a periodic semi-Riemannian geodesic, as a suitable substitute of the Morse index in the Riemannian case. We study the growth of the spectral flow along a closed geodesic under iteration, determining its asymptotic behavior.

Iteration of closed geodesics in stationary Lorentzian manifolds

Following the lines of Bott in (Commun Pure Appl Math 9:171-206, 1956), we study the Morse index of the iterates of a closed geodesic in stationary Lorentzian manifolds, or, more generally, of a closed Lorentzian geodesic that admits a timelike periodic Jacobi field. Given one such closed geodesic gamma, we prove the existence of a locally constant integer valued map Lambda(gamma) on the unit circle with the property that the Morse index of the iterated gamma(N) is equal, up to a correction term epsilon(gamma) is an element of {0,1}, to the sum of the values of Lambda(gamma) at the N-th roots of unity. The discontinuities of Lambda(gamma) occur at a finite number of points of the unit circle, that are special eigenvalues of the linearized Poincare map of gamma. We discuss some applications of the theory.

On the semi-Riemannian bumpy metric theorem

We prove the semi-Riemannian bumpy metric theorem using equivariant variational genericity. The theorem states that, on a given compact manifold M, the set of semi-Riemannian metrics that admit only nondegenerate closed geodesics is generic relatively to the C(k)-topology, k=2, ..., infinity, in the set of metrics of a given index on M. A higher-order genericity Riemannian result of Klingenberg and Takens is extended to semi-Riemannian geometry.

Periodic geodesics and geometry of compact Lorentzian manifolds with a Killing vector field

We study the geometry and the periodic geodesics of a compact Lorentzian manifold that has a Killing vector field which is timelike somewhere. Using a compactness argument for subgroups of the isometry group, we prove the existence of one timelike non self-intersecting periodic geodesic. If the Killing vector field is nowhere vanishing, then there are at least two distinct periodic geodesics; as a special case, compact stationary manifolds have at least two periodic timelike geodesics. We also discuss some properties of the topology of such manifolds. In particular, we show that a compact manifold M admits a Lorentzian metric with a nowhere vanishing Killing vector field which is timelike somewhere if and only if M admits a smooth circle action without fixed points.

Maslov index in semi-Riemannian submersions

We study focal points and Maslov index of a horizontal geodesic gamma : I -> M in the total space of a semi-Riemannian submersion pi : M -> B by determining an explicit relation with the corresponding objects along the projected geodesic pi omicron gamma : I -> B in the base space. We use this result to calculate the focal Maslov index of a (spacelike) geodesic in a stationary spacetime which is orthogonal to a timelike Killing vector field.

On a formula for the spectral flow and its applications

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restrictions to a continuous path of finite codimensional closed subspaces. As an application of the formula, we introduce the notion of spectral flow for a periodic semi-Riemannian geodesic, and we compute its value in terms of the Maslov index. (C) 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Pseudo Focal Points Along Lorentzian Geodesics and Morse Index

Given a Lorentzian manifold (M,g), a geodesic gamma in M and a timelike Jacobi field Y along gamma, we introduce a special class of instants along gamma that we call Y-pseudo conjugate (or focal relatively to some initial orthogonal submanifold). We prove that the Y-pseudo conjugate instants form a finite set, and their number equals the Morse index of (a suitable restriction of) the index form. This gives a Riemannian-like Morse index theorem. As special cases of the theory, we will consider geodesics in stationary and static Lorentzian manifolds, where the Jacobi field Y is obtained as the restriction of a globally defined timelike Killing vector field.

COMPARISON RESULTS FOR CONJUGATE AND FOCAL POINTS IN SEMI-RIEMANNIAN GEOMETRY VIA MASLOV INDEX

We prove an estimate on the difference of Maslov indices relative to the choice of two distinct reference Lagrangians of a continuous path in the Lagrangian Grassmannian of a symplectic space. We discuss some applications to the study of conjugate and focal points along a geodesic in a semi-Riemannian manifold.

GENERICITY OF NONDEGENERATE GEODESICS WITH GENERAL BOUNDARY CONDITIONS

Let M be a possibly noncompact manifold. We prove, generically in the C(k)-topology (2 <= k <= infinity), that semi-Riemannian metrics of a given index on M do not possess any degenerate geodesics satisfying suitable boundary conditions. This extends a result of L. Biliotti, M. A. Javaloyes and P. Piccione [6] for geodesics with fixed endpoints to the case where endpoints lie on a compact submanifold P subset of M x M that satisfies an admissibility condition. Such condition holds, for example, when P is transversal to the diagonal Delta subset of M x M. Further aspects of these boundary conditions are discussed and general conditions under which metrics without degenerate geodesics are C(k)-generic are given.

Homothetic preferences

This paper describes properties of upper semi-continuous homothetic preferences. First we give conditions for the existence of an upper semi-continuous representation which is homogeneous of degree one. Then we show that with the additional assumptions of monotonicity or strict convexity, the preference is continuous. Several counterexamples illustrate the tightness of the results.

Abstract types and distributions in independent private value auctions

In this note, in an independent private values auction framework, I discuss the relationship between the set of types and the distribution of types. I show that any set of types, finite dimensional or not, can be extended to a larger set of types preserving incentive compatibility constraints, expected revenue and bidder’s expected utilities. Thus for example we may convexify a set of types making our model amenable to the large body of theory in economics and mathematics that relies on convexity assumptions. An interesting application of this extension procedure is to show that although revenue equivalence is not valid in general if the set of types is not convex these mechanism have underlying distinct allocation mechanism in the extension. Thus we recover in these situations the revenue equivalence.

Mercado brasileiro: aplicação de análise de componentes principais no cálculo de VAR para carteiras de renda fixa

A abordagem do Value at Risk (VAR) neste trabalho será feita a partir da análise da curva de juros por componentes principais (Principal Component Analysis – PCA). Com essa técnica, os movimentos da curva de juros são decompostos em um pequeno número de fatores básicos independentes um do outro. Entre eles, um fator de deslocamento (shift), que faz com que as taxas da curva se movam na mesma direção, todas para cima ou para baixo; de inclinação (twist) que rotaciona a curva fazendo com que as taxas curtas se movam em uma direção e as longas em outra; e finalmente movimento de torção, que afeta vencimentos curtos e longos no mesmo sentido e vencimentos intermediários em sentido oposto. A combinação destes fatores produz cenários hipotéticos de curva de juros que podem ser utilizados para estimar lucros e perdas de portfolios. A maior perda entre os cenários gerados é uma maneira intuitiva e rápida de estimar o VAR. Este, tende a ser, conforme verificaremos, uma estimativa conservadora do respectivo percentual de perda utilizado. Existem artigos sobre aplicações de PCA para a curva de juros brasileira, mas desconhecemos algum que utilize PCA para construção de cenários e cálculo de VAR, como é feito no presente trabalho.Nesse trabalho, verificaremos que a primeira componente principal produz na curva um movimento de inclinação conjugado com uma ligeira inclinação, ao contrário dos resultados obtidos em curvas de juros de outros países, que apresentam deslocamentos praticamente paralelos.

Inflation and overbanking

This paper argues that monetary models can and usually present the phenomenon of over-banking; that is, the market solution of the model presents a size of the banking sector which is higher than the social optima. Applying a two sector monetary model of capital accumulation in presence of a banking sector, which supplies liquidity services, it is shown that the rise of a tax that disincentives the acquisition of the banking service presents the following impacts on welfare. If the technology is the same among the sectors, the tax increases welfare; otherwise, steady-state utility increase if the banking sector is labor-intensive compared to the real sector. Additionally, it is proved that the elevation of inflation has the following impact on the economy's equilibrium: the share on the product of the banking sector increases; the product and the stock of capital increases or reduces whether the banking sector is capital-intensive or laborintensive; and, the steady-state utility reduces. The results were derived under a quite general set up - standard hypothesis regarding concavity of preference, convexity of technology, and normality of goods - were required.