Related papers: Robust seismic velocity change estimation using am…
The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…
We study the effect of localized sound-speed perturbations on global mode frequencies by applying techniques of global helioseismology on numerical simulations of the solar acoustic wave field. Extending the method of realization noise…
Numerical and observational evidence indicates that, in regions where mixed-layer instability is active, the surface geostrophic velocity is largely induced by surface buoyancy anomalies. Yet, in these regions, the observed surface kinetic…
The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…
We study by simulation the effect of the diffusive motion of repressor molecules on the noise in mRNA and protein levels in the case of a repressed gene. We find that spatial fluctuations due to diffusion can drastically enhance the noise…
The NGSIM trajectory data sets provide longitudinal and lateral positional information for all vehicles in certain spatiotemporal regions. Velocity and acceleration information cannot be extracted directly since the noise in the NGSIM…
Surface roughness elements are commonly used in wind tunnel testing to hasten the laminar-turbulent transition of the boundary layer in model tests to mimic the aerodynamic effects present in the full-scale application. These devices can…
Serrations are commonly employed to mitigate the turbulent boundary layer trailing-edge noise. However, significant discrepancies persist between model predictions and experimental observations. In this paper, we show that this results from…
Complex frequency excitations, oscillating signals whose amplitude decreases exponentially in time, have recently been demonstrated to significantly increase the effective quality factor of mechanical resonators. In this work, we…
We theoretically evaluate the impact of drift-free noise on the dynamics of $\mathcal{PT}$-symmetric non-Hermitian systems with an exceptional point, which have recently been proposed for sensors. Such systems are currently considered as…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We propose localized spectral estimators for the quadratic covariation and the spot covolatility of diffusion processes which are observed discretely with additive observation noise. The eligibility of this approach to lead to an…
Foreign substances on the road surface, such as rainwater or black ice, reduce the friction between the tire and the surface. The above situation will reduce the braking performance and make difficult to control the vehicle body posture. In…
Seismic data denoising is an important part of seismic data processing, which directly relate to the follow-up processing of seismic data. In terms of this issue, many authors proposed many methods based on rank reduction, sparse…
By analyzing numerically simulated solar oscillation data, we study the influence of non-uniform distribution of acoustic wave amplitude, acoustic source strength, and perturbations of the sound speed on the shifts of acoustic travel times…
Any frequency selective device with an ongoing drift will cause observed spectra to be variously and simultaneously scaled in proportion to their source distances. The reason is that detectors after the drifting selection will integrate…
Transmittance fluctuations in turbulent atmospheric channels result in quadrature excess noise which limits applicability of continuous-variable quantum communication. Such fluctuations are commonly caused by beam wandering around the…
In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…
Accurately extracting driving events is the way to maximize computational efficiency and anomaly detection performance in the tire frictional nose-based anomaly detection task. This study proposes a concise and highly useful method for…
Seismic noise, generated by oceanic microseisms and other sources, illuminates the crust in a manner different from tectonic sources, and therefore provides independent information. The primary measurable is the two-point cross-correlation,…