A stochastic-hydrodynamic model of halo formation in charged particle beams

The formation of the beam halo in charged particle accelerators is studied in the framework of a stochastic-hydrodynamic model for the collective motion of the particle beam. In such a stochastic-hydrodynamic theory the density and the phase of the charged beam obey a set of coupled nonlinear hydrodynamic equations with explicit time-reversal invariance. This leads to a linearized theory that describes the collective dynamics of the beam in terms of a classical Schr\"odinger equation. Taking into account space-charge effects, we derive a set of coupled nonlinear hydrodynamic equations. These equations define a collective dynamics of self-interacting systems much in the same spirit as in the Gross-Pitaevskii and Landau-Ginzburg theories of the collective dynamics for interacting quantum many-body systems. Self-consistent solutions of the dynamical equations lead to quasi-stationary beam configurations with enhanced transverse dispersion and transverse emittance growth. In the limit of a frozen space-charge core it is then possible to determine and study the properties of stationary, stable core-plus-halo beam distributions. In this scheme the possible reproduction of the halo after its elimination is a consequence of the stationarity of the transverse distribution which plays the role of an attractor for every other distribution.Comment: 18 pages, 20 figures, submitted to Phys. Rev. ST A

Stochastic collective dynamics of charged--particle beams in the stability regime

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by $\lambda_c\sqrt{N}$, where $N$ is the number of particles in the beam and $\lambda_c$ the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schr\"odinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so--called ``quantum--like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam--field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.Comment: 15 pages, 9 figure

Levy-Student Distributions for Halos in Accelerator Beams

We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of the Stochastic Mechanics (SM) which produces time reversal invariant diffusion processes. This leads to a linearized theory summarized in a Shchr\"odinger--like (\Sl) equation. The space charge effects have been introduced in a recent paper~\cite{prstab} by coupling this \Sl equation with the Maxwell equations. We analyze the space charge effects to understand how the dynamics produces the actual beam distributions, and in particular we show how the stationary, self--consistent solutions are related to the (external, and space--charge) potentials both when we suppose that the external field is harmonic (\emph{constant focusing}), and when we \emph{a priori} prescribe the shape of the stationary solution. We then proceed to discuss a few new ideas~\cite{epac04} by introducing the generalized Student distributions, namely non--Gaussian, L\'evy \emph{infinitely divisible} (but not \emph{stable}) distributions. We will discuss this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) SM model is a Student distribution; (b) by supposing that our model is based on a (non--Gaussian) L\'evy process whose increments are Student distributed. We show that in the case (a) the longer tails of the power decay of the Student laws, and in the case (b) the discontinuities of the L\'evy--Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams.Comment: revtex4, 18 pages, 12 figure

Mass spectrum from stochastic Levy-Schroedinger relativistic equations: possible qualitative predictions in QCD

Starting from the relation between the kinetic energy of a free Levy-Schroedinger particle and the logarithmic characteristic of the underlying stochastic process, we show that it is possible to get a precise relation between renormalizable field theories and a specific Levy process. This subsequently leads to a particular cut-off in the perturbative diagrams and can produce a phenomenological mass spectrum that allows an interpretation of quarks and leptons distributed in the three families of the standard model.Comment: 8 pages, no figures. arXiv admin note: substantial text overlap with arXiv:1008.425

Lexical evolution rates by automated stability measure

Phylogenetic trees can be reconstructed from the matrix which contains the distances between all pairs of languages in a family. Recently, we proposed a new method which uses normalized Levenshtein distances among words with same meaning and averages on all the items of a given list. Decisions about the number of items in the input lists for language comparison have been debated since the beginning of glottochronology. The point is that words associated to some of the meanings have a rapid lexical evolution. Therefore, a large vocabulary comparison is only apparently more accurate then a smaller one since many of the words do not carry any useful information. In principle, one should find the optimal length of the input lists studying the stability of the different items. In this paper we tackle the problem with an automated methodology only based on our normalized Levenshtein distance. With this approach, the program of an automated reconstruction of languages relationships is completed

L\'evy-Schr\"odinger wave packets

We analyze the time--dependent solutions of the pseudo--differential L\'evy--Schr\"odinger wave equation in the free case, and we compare them with the associated L\'evy processes. We list the principal laws used to describe the time evolutions of both the L\'evy process densities, and the L\'evy--Schr\"odinger wave packets. To have self--adjoint generators and unitary evolutions we will consider only absolutely continuous, infinitely divisible L\'evy noises with laws symmetric under change of sign of the independent variable. We then show several examples of the characteristic behavior of the L\'evy--Schr\"odinger wave packets, and in particular of the bi-modality arising in their evolutions: a feature at variance with the typical diffusive uni--modality of both the L\'evy process densities, and the usual Schr\"odinger wave functions.Comment: 41 pages, 13 figures; paper substantially shortened, while keeping intact examples and results; changed format from "report" to "article"; eliminated Appendices B, C, F (old names); shifted Chapters 4 and 5 (old numbers) from text to Appendices C, D (new names); introduced connection between Relativistic q.m. laws and Generalized Hyperbolic law

Statistical Dynamics of Religions and Adherents

Religiosity is one of the most important sociological aspects of populations. All religions may evolve in their beliefs and adapt to the society developments. A religion is a social variable, like a language or wealth, to be studied like any other organizational parameter. Several questions can be raised, as considered in this study: e.g. (i) from a ``macroscopic'' point of view : How many religions exist at a given time? (ii) from a ``microscopic'' view point: How many adherents belong to one religion? Does the number of adherents increase or not, and how? No need to say that if quantitative answers and mathematical laws are found, agent based models can be imagined to describe such non-equilibrium processes. It is found that empirical laws can be deduced and related to preferential attachment processes, like on evolving network; we propose two different algorithmic models reproducing as well the data. Moreover, a population growth-death equation is shown to be a plausible modeling of evolution dynamics in a continuous time framework. Differences with language dynamic competition is emphasized.Comment: submitted to EP

Classical Cepheid Pulsation Models: IX. New Input Physics

We constructed several sequences of classical Cepheid envelope models at solar chemical composition ($Y=0.28, Z=0.02$) to investigate the dependence of the pulsation properties predicted by linear and nonlinear hydrodynamical models on input physics. To study the dependence on the equation of state (EOS) we performed several numerical experiments by using the simplified analytical EOS originally developed by Stellingwerf and the recent analytical EOS developed by Irwin. Current findings suggest that the pulsation amplitudes as well as the topology of the instability strip marginally depend on the adopted EOS. We also investigated the dependence of observables predicted by theoretical models on the mass-luminosity (ML) relation and on the spatial resolution across the Hydrogen and the Helium partial ionization regions. We found that nonlinear models are marginally affected by these physical and numerical assumptions. In particular, the difference between new and old models in the location as well as in the temperature width of the instability strip is on average smaller than 200 K. However, the spatial resolution somehow affects the pulsation properties. The new fine models predict a period at the center of the Hertzsprung Progression ($P_{HP}=9.65$$-$9.84 days) that reasonably agree with empirical data based on light curves ($P_{HP}=10.0\pm 0.5$ days; \citealt{mbm92}) and on radial velocity curves ($P_{HP}=9.95\pm 0.05$ days; \citealt{mall00}), and improve previous predictions by Bono, Castellani, and Marconi (2000, hereinafter BCM00).Comment: 35 pages, 7 figures. Accepted for publication in the Astrophysical Journa

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

Quantum Mechanical Interaction-Free Measurements

A novel manifestation of nonlocality of quantum mechanics is presented. It is shown that it is possible to ascertain the existence of an object in a given region of space without interacting with it. The method might have practical applications for delicate quantum experiments.Comment: (revised file with no need for macro), 12, TAUP 1865-91