This paper describes collaborative work between active traders, regulators, economists, and supercomputing researchers to replicate and extend investigations of the Flash Crash and other market anomalies in a National Laboratory HPC environment. Our work suggests that supercomputing tools and methods will be valuable to market regulators in achieving the goal of market safety, stability, and security. Research results using high frequency data and analytics are described, and directions for future development are discussed. Currently the key mechanism for preventing catastrophic market action are “circuit breakers.” We believe a more graduated approach, similar to the “yellow light” approach in motorsports to slow down traffic, might be a better way to achieve the same goal. To enable this objective, we study a number of indicators that could foresee hazards in market conditions and explore options to confirm such predictions. Our tests confirm that Volume Synchronized Probability of Informed Trading (VPIN) and a version of volume Herfindahl-Hirschman Index (HHI) for measuring market fragmentation can indeed give strong signals ahead of the Flash Crash event on May 6 2010. This is a preliminary step toward a full-fledged early-warning system for unusual market conditions.

It may be possible to replace conventional actively cooled tokamak divertor plates with a set of rapidly moving, passively cooled divertor plates on rails. These plates would absorb the plasma heat flux with their thermal inertia for ~10-30 sec, and would then be removed from the vessel for processing. When outside the tokamak, these plates could be cooled, cleaned, recoated, inspected, and then returned to the vessel in an automated loop. This scheme could provide nearoptimal divertor surfaces at all times, and avoid the need to stop machine operation for repair of damaged or eroded plates. We describe various possible divertor plate designs and access geometries, and discuss an initial design for a movable and removable divertor module for NSTX-U.

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Treatment of Coulomb collisions within the beam requires consideration of both large and small angle scattering. Such collisions lead to the Touschek effect and Intrabeam Scattering (IBS). The Touschek effect refers to particle loss as a result of a single collision, where only transfer from the transverse direction into longitudinal plays a role. It is important to consider this effect for ERL design to have an appropriate choice of collimation system. The IBS is a diffusion process which leads to changes of beam distribution but does not necessarily result in a beam loss. Evaluation of IBS in ERLs, where beam distribution is non-Gaussian, requires special treatment. Here we describe the IBS and Touschek effects with application to ERLs. In circular accelerators both the Touschek effect and IBS were found important. The generalized formulas for Touschek calculations are available and are already being used in advanced tracking simulations of several ERL-based projects. The IBS (which is diffusion due to multiple Coulomb scattering) is not expected to cause any significant effect on beam distribution in ERLs, unless one considers very long transport of high-brightness beams at low energies. Both large and small-angle Coulomb scattering can contribute to halo formation in future ERLs …

Recently, angle-resolved photoemission spectroscopy has been used to highlight an anomalously large band renormalization at high binding energies in cuprate superconductors: the high energy 'waterfall' or high energy anomaly (HEA). The anomaly is present for both hole- and electron-doped cuprates as well as the half-filled parent insulators with different energy scales arising on either side of the phase diagram. While photoemission matrix elements clearly play a role in changing the aesthetic appearance of the band dispersion, i.e. creating a 'waterfall'-like appearance, they provide an inadequate description for the physics that underlies the strong band renormalization giving rise to the HEA. Model calculations of the single-band Hubbard Hamiltonian showcase the role played by correlations in the formation of the HEA and uncover significant differences in the HEA energy scale for hole- and electron-doped cuprates. In addition, this approach properly captures the transfer of spectral weight accompanying doping in a correlated material and provides a unifying description of the HEA across both sides of the cuprate phase diagram. We find that the anomaly demarcates a transition, or cross-over, from a quasiparticle band at low binding energies near the Fermi level to valence bands at higher binding energy, assumed to be of strong …

A fourth-order accurate finite-volume method is presented for solving time-dependent hyperbolic systems of conservation laws on mapped grids that are adaptively refined in space and time. Novel considerations for formulating the semi-discrete system of equations in computational space combined with detailed mechanisms for accommodating the adapting grids ensure that conservation is maintained and that the divergence of a constant vector field is always zero (freestream-preservation property). Advancement in time is achieved with a fourth-order Runge-Kutta method.

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The vacuum chamber of the ILC Interaction Region (IR) is optimized for best detector performance. It has special shaping to minimize additional backgrounds due to the metal part of the chamber. Also, for the same reason this thin vacuum chamber does not have water cooling. Therefore, small amounts of power, which may be deposited in the chamber, can be enough to raise the chamber to a high temperature. One of the sources of 'heating' power is the electromagnetic field of the beam. This field diffracts by non-regularities of the beam pipe and excites free-propagating fields, which are then absorbed by the pipe wall. In addition we have a heating power of the image currents due to finite conductivity of the metallic wall. We will discuss these effects as updating the previous results. The conclusions of this report are: (1) The amount of the beam energy loss in IR is almost equal to the energy loss in one ILC (TESLA) accelerating cryo-module; (2) Addition energy spread at IR is very small; (3) Spectrum of the wake fields is limited 300 GHz; (4) Average power of the wake fields excited in IR is 30 W for nominal ILC parameters; and (5) Pulse …

A methodology for calculating inventories for the NBSR has been developed using the MCNPX computer code with the BURN option. A major advantage of the present methodology over the previous methodology, where MONTEBURNS and MCNP5 were used, is that more materials can be included in the model. The NBSR has 30 fuel elements each with a 17.8 cm (7 in) gap in the middle of the fuel. In the startup position, the shim control arms are partially inserted in the top half of the core. During the 38.5 day cycle, the shim arms are slowly removed to their withdrawn (horizontal) positions. This movement of shim arms causes asymmetries between the burnup of the fuel in the upper and lower halves and across the line of symmetry for the fuel loading. With the MONTEBURNS analyses there was a limitation to the number of materials that could be analyzed so 15 materials in the top half of the core and 15 materials in the bottom half of the core were used, and a half-core (east-west) symmetry was assumed. Since MCNPX allows more materials, this east-west symmetry was not necessary and the core was represented with 60 different materials. The methodology for developing …

Dimethyl sulfide (DMS) is one of the major precursors for aerosols and cloud condensation nuclei in the marine boundary layer over much of the remote ocean. Here they report on coupled climate simulations with a state-of-the-art global ocean biogeochemical model for DMS distribution and fluxes using present-day and future atmospheric CO{sub 2} concentrations. They find changes in zonal averaged DMS flux to the atmosphere of over 150% in the Southern Ocean. This is due to concurrent sea ice changes and ocean ecosystem composition shifts caused by changes in temperature, mixing, nutrient, and light regimes. The largest changes occur in a region already sensitive to climate change, so any resultant local CLAW/Gaia feedback of DMS on clouds, and thus radiative forcing, will be particularly important. A comparison of these results to prior studies shows that increasing model complexity is associted with reduced DMS emissions at the equator and increased emissions at high latitudes.

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Conventional petroleum jet and diesel fuels, as well as alternative Fischer-Tropsch (FT) fuels and hydrotreated renewable jet (HRJ) fuels, contain high molecular weight lightly branched alkanes (i.e., methylalkanes) and straight chain alkanes (n-alkanes). Improving the combustion of these fuels in practical applications requires a fundamental understanding of large hydrocarbon combustion chemistry. This research project presents a detailed and reduced chemical kinetic mechanism for singly methylated iso-alkanes (i.e., 2-methylalkanes) ranging from C{sub 8} to C{sub 20}. The mechanism also includes an updated version of our previously published C{sub 8} to C{sub 16} n-alkanes model. The complete detailed mechanism contains approximately 7,200 species 31,400 reactions. The proposed model is validated against new experimental data from a variety of fundamental combustion devices including premixed and nonpremixed flames, perfectly stirred reactors and shock tubes. This new model is used to show how the presence of a methyl branch affects important combustion properties such as laminar flame propagation, ignition, and species formation.

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Changes in the electricity consumption of commercial buildings and industrial facilities (C&I facilities) during Demand Response (DR) events are usually estimated using counterfactual baseline models. Model error makes it difficult to precisely quantify these changes in consumption and understand if C&I facilities exhibit event-to-event variability in their response to DR signals. This paper seeks to understand baseline model error and DR variability in C&I facilities facing dynamic electricity prices. Using a regression-based baseline model, we present a method to compute the error associated with estimates of several DR parameters. We also develop a metric to determine how much observed DR variability results from baseline model error rather than real variability in response. We analyze 38 C&I facilities participating in an automated DR program and find that DR parameter errors are large. Though some facilities exhibit real DR variability, most observed variability results from baseline model error. Therefore, facilities with variable DR parameters may actually respond consistently from event to event. Consequently, in DR programs in which repeatability is valued, individual buildings may be performing better than previously thought. In some cases, however, aggregations of C&I facilities exhibit real DR variability, which could create challenges for power system operation.

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Wake fields in high-current ERLs can cause significant beam quality degradations. Here we summarize effects of coherent synchrotron radiation, resistive wall, accelerating cavities and wall roughness for ERL parameters of the eRHIC project. A possibility of compensation of such correlated energy spread is also presented. An emphasis in the discussion is made on the suppression of coherent synchrotron radiation due to shielding and a possible reduction of wall roughness effects for realistic surfaces. In this report we discuss the wake fields with a focus on their effect on the energy spread of the beam. Other effects of wake fields are addressed elsewhere. An energy spread builds up during a pass though a very long beam transport in the eRHIC ERL under design. Such energy spread become important when beam is decelerated to low energy, and needs to be corrected. Several effects, such as Coherent Synchrotron Radiation (CSR), Resistive Wall (RW), accelerating RF cavities (RF) and Wall Roughness (WR) were considered. In this paper, we briefly summarize major contributions to energy spread from the wake fields for eRHIC parameters, and present possible energy spread compensation for decelerated beam. In the rest of the report we discuss effects which we believe are …

The author makes the point that engineering practice and the mathematical modelling applied to engineering problems are different and that mathematical solutions that exist for engineering problems are incomprehensible to engineers. Two practical examples are presented to illustrate the point: parameter fitting error estimates and oscillator design. Some insights are offered to help translate between the languages of mathematics and engineering.

Reusing code is a well-known Software Engineering practice to substantially increase the efficiency of code production, as well as to reduce errors and debugging time. A variety of "Web Tools" for the analysis and display of raw and analyzed physics data are in use on NSTX [1], and new ones can be produced quickly from existing IDL [2] code. A Web Tool with only a few inputs, and which calls an IDL routine written in the proper style, can be created in less than an hour; more typical Web Tools with dozens of inputs, and the need for some adaptation of existing IDL code, can be working in a day or so. Efficiency is also increased for users of Web Tools because o f the familiar interface of the web browser, and not needing X-windows, accounts, passwords, etc. Web Tools were adapted for use by PPPL physicists accessing EAST data stored in MDSplus with only a few man-weeks of effort; adapting to additional sites should now be even easier. An overview of Web Tools in use on NSTX, and a list of the most useful features, is also presented.

We report initial results of the Antarctic Impulsive Transient Antenna (ANITA) 2006-2007 Long Duration Balloon flight, which searched for evidence of the flux of cosmogenic neutrinos. ANITA flew for 35 days looking for radio impulses that might be due to the Askaryan effect in neutrino-induced electromagnetic showers within the Antarctic ice sheets. In our initial high-threshold robust analysis, no neutrino candidates are seen, with no physics background. In a non-signal horizontal-polarization channel, we do detect 6 events consistent with radio impulses from extensive air showers, which helps to validate the effectiveness of our method. Upper limits derived from our analysis now begin to eliminate the highest cosmogenic neutrino models.

The Climate and National Security: Securing Better Forecasts symposium was attended by senior policy makers and distinguished scientists. The juxtaposition of these communities was creative and fruitful. They acknowledged they were speaking past each other. Scientists were urged to tell policy makers about even improbable outcomes while articulating clearly the uncertainties around the outcomes. As one policy maker put it, we are accustomed to making these types of decisions. These points were captured clearly in an article that appeared on the New York Times website and can be found with other conference materials most easily on our website, www.scripps.ucsd.edu/cens/. The symposium, generously supported by the NOAA/JIMO, benefitted the public by promoting scientifically informed decision making and by the transmission of objective information regarding climate change and national security.

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We consider sequences of absolute and relative homology and cohomology groups that arise naturally for a filtered cell complex. We establishalgebraic relationships between their persistence modules, and show that they contain equivalent information. We explain how one can use the existingalgorithm for persistent homology to process any of the four modules, and relate it to a recently introduced persistent cohomology algorithm. Wepresent experimental evidence for the practical efficiency of the latter algorithm.

The National Ignition Facility (NIF), the world's largest and most energetic laser system, is now operational at Lawrence Livermore National Laboratory (LLNL). The NIF will enable exploration of scientific problems in national strategic security, basic science and fusion energy. One of the early NIF goals centers on achieving laboratory-scale thermonuclear ignition and energy gain, demonstrating the feasibility of laser fusion as a viable source of clean, carbon-free energy. This talk will discuss the precision technology and engineering challenges of building the NIF and those we must overcome to make fusion energy a commercial reality.

An Electron Lens (E-Lens) system will be installed in RHIC to increase luminosity by counteracting the head-on beam-beam interaction. The proton beam collisions at the RHIC experimental locations will introduce a tune spread due to a difference of tune shifts between small and large amplitude particles. A low energy electron beam will be used to improve luminosity and lifetime of the colliding beams by reducing the betatron tune shift and spread. In preparation for the Electron Lens installation next year, a test bench facility will be used to gain experience with many sub-systems. This paper will discuss the diagnostics related to measuring the electron beam parameters.