Related papers: Sensing and Multiscale Structure
We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et al. (2001), synthetic multifractal fields are obtained from…
Snow is a porous disordered medium consisting of air and three water phases: ice, vapour and liquid. The ice phase consists of an assemblage of grains, ice matrix, initially arranged over a random load bearing skeleton. The quantitative…
Multiple scattering of polarised electromagnetic waves in diffusive media is investigated by means of radiative transfer theory. The method becomes exact in several situations of interest, such as a thick-slab experiment (slab thickness L…
A general formalism of X-ray scattering from different kinds of surface morphologies is described. Based on a description of the surface morphology at the atomic scale through the use of the paracrystal model and discrete distributions of…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
Transport properties of three-dimensional self-affine rough fractures are studied by means of an effective-medium analysis and numerical simulations using the Lattice-Boltzmann method. The numerical results show that the effective-medium…
In this paper, we focus on the estimation of historical volatility of asset prices from high-frequency data. Stochastic volatility models pose a major statistical challenge: since in reality historical volatility is not observable, its…
The scattering of polarized light incident from one dielectric medium on its two-dimensional randomly rough interface with a second dielectric medium is studied. A reduced Rayleigh equation for the scattering amplitudes is derived for the…
The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures. Nice power-law scaling…
In this work, we propose a parameter estimation framework for fracture propagation problems. The fracture problem is described by a phase-field method. Parameter estimation is realized with a Bayesian framework. Here, the focus is on…
A random field composed by Poisson distributed Brownian vortex filaments is constructed. The filament have a random thickness, length and intensity, governed by a measure $\gamma$. Under appropriate assumptions on $\gamma$ we compute the…
We deal with the stability issue for the determination of outgoing time-harmonic acoustic waves from their far-field patterns. We are especially interested in keeping as explicit as possible the dependence of our stability estimates on the…
The problem of constructing flexible stochastic models to describe the variability in shape of solid particles is challenging. Natural objects often exhibit mono- or multi-fractal features, i.e. irregular shapes and self-similar patterns.…
A mathematical model is developed, to jointly analyze elastic and inelastic scattering data of fluctuating membranes within a single theoretical framework. The model builds on a non-homogeneously clipped time-dependent Gaussian random…
We study boundary element methods for time-harmonic scattering in $\mathbb{R}^n$ ($n=2,3$) by a fractal planar screen, assumed to be a non-empty bounded subset $\Gamma$ of the hyperplane $\Gamma_\infty=\mathbb{R}^{n-1}\times \{0\}$. We…
We consider the multiple scattering of a scalar wave in a disordered medium with a weak nonlinearity of Kerr type. The perturbation theory, developed to calculate the temporal autocorrelation function of scattered wave, fails at short…
This paper outlines a method of obtaining the relation between the singly scattered signal and the Fourier-spectrum of medium dielectric permititvity fluctuations, with due regard for the fact that the scattering volume is determined by…
High-resolution numerical simulations are utilized to examine isotropic turbulence in a compressible fluid when long wavelength velocity fluctuations approach light speed. Spectral analysis reveals an inertial sub-range of relativistic…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…