Related papers: The variance of the shock in the HAD process
Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional…
We consider a periodic planar Lorentz process with strictly convex obstacles and finite horizon. This process describes the displacement of a particle moving in the plane with unit speed and with elastic reflection on the obstacles. We call…
In this thesis, we first devote a section on the history of the concept of irreversibility; of the hydrodynamics, branch of physics in which the viscosity appears; of the kinetic theory of gases establishing relationships between the…
We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…
We study the emergence of loose Hamilton cycles in subgraphs of random hypergraphs. Our main result states that the minimum $d$-degree threshold for loose Hamiltonicity relative to the random $k$-uniform hypergraph $H_k(n,p)$ coincides with…
We investigate experimentally and theoretically the dynamics of a crack front during the micro-instabilities taking place in heterogeneous materials between two successive equilibrium positions. We focus specifically on the spatio-temporal…
In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by a memory of $q_{m}$-exponencial, form…
Latin hypercube sampling (LHS) is a widely used stratified sampling method in computer experiments. In this work, we extend the existing convergence results for the sample mean under LHS to the broader class of $Z$-estimators, estimators…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
The hysteresis or internal friction in the deformation of crystalline solids stressed cyclically is studied from the viewpoint of collective dislocation dynamics. Stress-controlled simulations of a dislocation dynamics model at various…
The analysis of the Rayleigh-B\'enard instability due to the mass diffusion in a fluid-saturated horizontal porous layer is reconsidered. The standard diffusion theory based on the variance of the molecular position growing linearly in time…
The adiabatic shock produced by a compact object moving supersonically relative to a gas with uniform entropy and no vorticity is a source of entropy gradients and vorticity. We investigate these analytically. The non-axisymmetric…
The position of an interface (domain wall) in a medium with random pinning defects is not determined unambiguously by a current value of the driving force even in average. Based on general theory of the interface motion in a random medium…
In an earlier paper (Wan et al. 2012), the authors showed that a similarity solution for anisotropic incompressible 3D magnetohydrodynamic (MHD) turbulence, in the presence of a uniform mean magnetic field $\vB_0$, exists if the ratio of…
The static stress needed to depin a 2D edge dislocation, the lower dynamic stress needed to keep it moving, its velocity and displacement vector profile are calculated from first principles. We use a simplified discrete model whose far…
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamiltonian system, where the drift is Lipschitz continuous in the measure variable under the distance induced by the H\"{o}lder-Dini continuous…
Some problems involving the classical Hardy function $$ Z(t) := \zeta(1/2+it)\bigl(\chi(1/2+it)\bigr)^{-1/2}, \quad \zeta(s) = \chi(s)\zeta(1-s) $$ are discussed. In particular we discuss the odd moments of $Z(t)$, the distribution of its…
How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central limit theorems (CLT) and large deviation principles (LDP)…
We determine the influence of a variation of the fundamental ``constants'' on the predicted helium abundance in Big Bang Nucleosynthesis. The analytic estimate is performed in two parts: the first step determines the dependence of the…
The thermodynamic behavior of a fluid near a vapor-liquid and, hence, asymmetric critical point is discussed within a general ``complete'' scaling theory incorporating pressure mixing in the nonlinear scaling fields as well as corrections…