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This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…
Two ubiquitous aspects of large-scale data analysis are that the data often have heavy-tailed properties and that diffusion-based or spectral-based methods are often used to identify and extract structure of interest. Perhaps surprisingly,…
We present a new smooth, Gaussian-like kernel that allows the kernel density estimate for an angular distribution to be exactly represented by a finite number of its Fourier series coefficients. Distributions of angular quantities, such as…
In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…
In this paper we study the L\'evy Ornstein- Uhlenbeck equation $\partial_t X_t=-m\,X_t+\eta$. The transition kernel of the L\'evy Ornstein- Uhlenbeck process is given by a series which is not convergent in general, a large diffusion…
In this paper, after a brief review of the general theory concerning regularized derivatives and integrals of a function with respect to another function, we provide a peculiar fractional generalization of the $(1+1)$-dimensional Dodson's…
The radially deformed Fourier transform, introduced in [S. Ben Said, T. Kobayashi and B. Orsted, Laguerre semigroup and Dunkl operators, Compositio Math.], is an integral transform that depends on a numerical parameter $a \in R^{+}$. So…
We consider a model convection-diffusion problem and present our recent numerical and analysis results regarding mixed finite element formulation and discretization in the singular perturbed case when the convection term dominates the…
We consider a liquid bearing gas bubbles in a porous medium. When gas bubbles are immovably trapped in a porous matrix by surface-tension forces, the dominant mechanism of transfer of gas mass becomes the diffusion of gas molecules through…
In this work, a study of epitaxial growth was carried out by means of wavelets formalism. We showed the existence of a dynamic scaling form in wavelet discriminated linear MBE equation where diffusion and noise are the dominant effects. We…
We prove a non-asymptotic central limit theorem for vector-valued martingale differences using Stein's method, and use Poisson's equation to extend the result to functions of Markov Chains. We then show that these results can be applied to…
In the univariate setting, using the kernel spectral representation is an appealing approach for generating stationary covariance functions. However, performing the same task for multiple-output Gaussian processes is substantially more…
In the present paper, we study the diffusion limit of the classical solution to the Vlasov-Poisson-Fokker-Planck (VPFP) system with initial data near a global Maxwellian. We prove the convergence and establish the optimal convergence rate…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
We discuss the so-called Schr{\"o}dinger problem of deducing the microscopic (basically stochastic) evolution that is consistent with given positive boundary probability densities for a process covering a finite fixed time interval. The…
Experiments on the diffusion-limited corrosion of porous copper clusters in thin gap cells containing cupric chloride are reported. By carefully comparing corrosion front velocities and concentration profiles obtained by phase-shift…
On an example of the open nonlinear electrodynamic system - transverse non-homogeneous, isotropic, nonlinear (a Kerr-like dielectric nonlinearity) dielectric layer, the algorithms of solution of the diffraction problem of a plane wave on…
The general solution of the modified Helmholtz equation, q_{xx}(x,y)+q_{yy}(x,y)-4b^2q(x,y)=0, in the wedge 0 < x < y < infinity, is presented. This solution is used to find the explicit steady-state of diffusion-limited coalescence,…
On an example of the open nonlinear electrodynamic system - transverse non-homogeneous, isotropic, nonmagnetic, linearly polarized, nonlinear (a Kerr-like dielectric nonlinearity) dielectric layer, the algorithms of solution of the…
This work concerns stochastic Volterra equations with singular kernels. Under the suitable conditions, we prove the central limit theorem for them. Moreover, we apply our result to stochastic Volterra equations with the kernels of…