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M. Schröder

Publications and source records attributed to M. Schröder.

3 recordsLinked to original sources

Data Preservation in High Energy Physics

Data preservation is a mandatory specification for any present and future experimental facility and it is a cost-effective way of doing fundamental research by exploiting unique data sets in the light of the continuously increasing theoretical understanding. This document summarizes the status of data preservation in high energy physics. The paradigms and the methodological advances are discussed from a perspective of more than ten years of experience with a structured effort at international level. The status and the scientific return related to the preservation of data accumulated at large collider experiments are presented, together with an account of ongoing efforts to ensure long-term analysis capabilities for ongoing and future experiments. Transverse projects aimed at generic solutions, most of which are specifically inspired by open science and FAIR principles, are presented as well. A prospective and an action plan are also indicated.

hep-ex↗

Evaluating Global Blockage engineering parametrizations with LES

Under the term global blockage, the cumulative induction of wind turbines in a wind farm has been recently suspected to be responsible for observed overestimations of the energy yield in large-size wind farms. In this paper, the practice of modeling this effect after linear superposition of single turbine inductions, calculated with three of the most recent analytic models, is compared to Large-Eddy-Simulations of wind farms. We compare the models across two different farms, composed of 9 and 49 turbines, with two different heights of the atmospheric boundary layer, 300 and 500 m. The results show hat the differences between the analytical models are negligible while they substantially differ from the LES results. The linear superposition of induction consistently underestimates the velocity deficit in front of the farm with an error that increases as the wind farm size grows and the ABL height decreases. Also, when calculating the power output at the turbines of the farm, all the analytical models considered do not agree with the LES. These comparisons reveal that the farm interactions with the atmospheric boundary layer may highly outclass the turbine induction in determining the extent of the global blockage effect. Therefore, we present a first dimensional approach to the problem based on LES, aimed at simplifying its characterization.

physics.flu-dyn↗

Bessel processes, the integral of geometric Brownian motion, and Asian options

This paper is motivated by questions about averages of stochastic processes which originate in mathematical finance, originally in connection with valuing the so-called Asian options. Starting with research of Yor's in 1992, these questions about exponential functionals of Brownian motion have been studied in terms of Bessel processes using Yor's 1980 Hartman-Watson theory. Consequences of this approach for valuing Asian options proper have been spelled out by Geman and Yor in 1993 whose Laplace transform results were in fact regarded as a noted advance. Unfortunately, a number of difficulties with the key results of this last contribution have surfaced which are now addressed in this paper. One of them in particular is of a principal nature and originates with the Hartman-Watson approach itself: this approach is in general applicable without modifications only if it does not involve Bessel processes of negative indices. The main mathematical contribution of this paper is the developement of three principal ways to overcome these restrictions, in particular by merging stochastics and complex analysis in what seems a novel way, and the discussion of their consequences for the valuation of Asian options proper.

math.PR↗