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Two canonical problems in geostatistics are estimating the parameters in a specified family of stochastic process models and predicting the process at new locations. A number of asymptotic results addressing these problems over a fixed…

Statistics Theory · Mathematics 2012-10-11 Cari Kaufman , Benjamin Shaby

We present the asymptotic transitions from microscopic to macroscopic physics, their computational challenges and the Asymptotic-Preserving (AP) strategies to efficiently compute multiscale physical problems. Specifically, we will first…

Numerical Analysis · Mathematics 2021-12-14 Shi Jin

We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…

Statistics Theory · Mathematics 2018-06-19 Yury A. Kutoyants

A one dimensional system made up of a compressible fluid and several mechanical oscillators, coupled to the acoustic field in the fluid, is analyzed for different settings of the oscillators array. The dynamical models are formulated in…

Mathematical Physics · Physics 2007-05-23 C. Cacciapuoti , R. Figari , A. Posilicano

Most derivations of acoustic wave equations involve ensuring that causality is satisfied. Here we explore the consequences of also requiring that the medium should be passive. This is a stricter criterion than causality for a linear system…

Classical Physics · Physics 2017-10-18 Sverre Holm , Martin Blomhoff Holm

We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…

Statistics Theory · Mathematics 2009-03-10 Georgi K. Golubev , Michael Nussbaum , Harrison H. Zhou

This paper considers the asymptotic limit of small aspect ratio between vertical and horizontal spatial scales for viscous isothermal compressible flows. In particular, it is observed that fast vertical acoustic waves arise and induce an…

Analysis of PDEs · Mathematics 2023-05-16 Xin Liu , Edriss S. Titi

Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…

High Energy Physics - Lattice · Physics 2007-05-23 Vladimir K. Petrov

This paper is concerned with the numerical approximation of the isothermal Euler equations for charged particles subject to the Lorentz force. When the magnetic field is large, the so-called drift-fluid approximation is obtained. In this…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Fabrice Deluzet , Afeintou Sangam , Marie-Hélène Vignal

In the paper the flow in a thin tubular structure is considered. The velocity of the flow stands for a coefficient in the diffusion-convection equation set in the thin structure. An asymptotic expansion of solution is constructed. This…

Analysis of PDEs · Mathematics 2012-01-11 G. Cardone , G. P. Panasenko , Y. Sirakov

We consider the asymptotic behaviour of the solution of one dimensional stochastic differential equations and Langevin equations in periodic backgrounds with zero average. We prove that in several such models, there is generically a non…

Probability · Mathematics 2007-05-23 P. Collet S. Martinez

We consider coupled models for particulate flows, where the disperse phase is made of particles with distinct sizes. We are thus led to a system coupling the incompressible Navier-Stokes equations to the multi-component Vlasov-Fokker-Planck…

Numerical Analysis · Mathematics 2022-12-20 Shi Jin , Yiwen Lin

In this paper, we study the asymptotic stability of two wave equations coupled by velocities of anti-symmetric type via only one damping. We adopt the frequency domain method to prove that the system with smooth initial data is…

Analysis of PDEs · Mathematics 2020-11-24 Yan Cui , Zhiqiang Wang

The system of equations for parametric sub-resonant growth of the amplitude of oscillations was obtained. The time of turning point from the growing of the amplitude to the bounded oscillations in the slow variable was found. The comparison…

General Mathematics · Mathematics 2022-06-22 P. Y. Astafyeva , O. K. Kiselev

In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…

Functional Analysis · Mathematics 2020-10-01 Lassi Paunonen , David Seifert

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

Direct numerical simulations are carried out to investigate the flow features responsible for secondary tones arising in trailing-edge noise at moderate Reynolds numbers. Simulations are performed for a NACA 0012 airfoil at freestream Mach…

Fluid Dynamics · Physics 2019-09-13 Tulio R. Ricciardi , Walter Arias-Ramirez , William R. Wolf

Turbulent flows, ubiquitous in nature and engineering, comprise fluctuations over a wide range of spatial and temporal scales. While flows with fluctuations in thermodynamic variables are much more common, much less is known about these…

Fluid Dynamics · Physics 2020-09-02 Diego A. Donzis , John Panickacheril John

In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses…

Applications · Statistics 2016-08-24 Melanie Mahot , Philippe Forster , Frederic Pascal , Jean-Philippe Ovarlez

We describe the asymptotic behaviour of a filtration problem from a contaminated porous medium to a non-contaminated porous medium through thin vertical fissures of fixed height h>0, of random thinness of order {\epsilon} and which are…

Analysis of PDEs · Mathematics 2010-11-29 Alain Brillard , Mustapha El Jarroudi , M. El Merzguioui
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