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It is shown that the nonparametric maximum likelihood estimator of a univariate log-concave probability density satisfies desirable consistency properties in the tail regions. Specifically, let $P$ and $f$ denote the true underlying…

Statistics Theory · Mathematics 2026-02-02 Didier B. Ryter , Lutz Duembgen

We develop a theory of enhanced diffusivity and skewness of the longitudinal distribution of a diffusing tracer advected by a periodic time-varying shear flow in a straight channel. Although applicable to general fluid flow, we restrict the…

Fluid Dynamics · Physics 2023-04-20 Lingyun Ding , Robert Hunt , Hunter Woodie , Richard M. McLaughlin

Identifying risk spillovers in financial markets is of great importance for assessing systemic risk and portfolio management. Granger causality in tail (or in risk) tests whether past extreme events of a time series help predicting future…

Risk Management · Quantitative Finance 2021-05-07 Piero Mazzarisi , Silvia Zaoli , Carlo Campajola , Fabrizio Lillo

Nudging is an important data assimilation technique where partial field measurements are used to control the evolution of a dynamical system and/or to reconstruct the entire phase-space configuration of the supplied flow. Here, we apply it…

Fluid Dynamics · Physics 2020-02-12 P. Clark Di Leoni , A. Mazzino , L. Biferale

The diffusivity of tagged particles is demonstrated to be heterogeneous on time scales comparable to or less than the structural relaxation time %taking place at the interparticle distance in a highly supercooled liquid via 3D molecular…

Soft Condensed Matter · Physics 2009-10-31 Ryoichi Yamamoto , Akira Onuki

We study the asymptotic behaviour of widely used tests for evaluating and comparing predictive accuracy when forecast errors exhibit heavy tails. In particular, when loss differentials have infinite variance, the Diebold-Mariano test…

Methodology · Statistics 2026-05-20 Jonas F. Frederiksen , Muneya Matsui , Rasmus S. Pedersen

We develop a theory of drag in graphene double layers near charge neutrality. We work in the regime of electron hydrodynamics and account for interlayer correlations of charge puddle disorder. The drag resistivity is expressed in terms of…

Mesoscale and Nanoscale Physics · Physics 2025-11-04 Dmitry Zverevich , Alex Levchenko , A. V. Andreev

Superconductivity in few-layer semiconducting transition metal dichalcogenides (TMDs) can be induced by field-effect doping through ionic-liquid gating. While several experimental observations have been collected over the years, a…

Superconductivity · Physics 2024-09-24 Thibault Sohier , Marco Gibertini , Ivar Martin , Alberto F. Morpurgo

Characterizing hydrodynamic transport in fractured rocks is essential for carbon storage and geothermal energy production. Multiscale heterogeneities lead to anomalous solute transport, with breakthrough-curve (BTC) tailing and nonlinear…

Fluid Dynamics · Physics 2025-10-28 Alessandro Lenci , Yves Méheust , Marco Dentz , Vittorio Di Federico

In this paper, we experimentally quantify and analytically model rate dependent capillary heterogeneity trapping. Capillary heterogeneity trapping enhances non-wetting fluid trapping beyond pore-scale residual trapping through the isolation…

Fluid Dynamics · Physics 2025-11-10 Catrin Harris , Samuel Krevor , Ann H. Muggeridge , Samuel J. Jackson

One-dimensional (1D) quantum wires provide a versatile platform for studying strong electron-electron interactions and collective excitations under confinement. Coulomb drag between 1D systems offers a powerful probe of Tomonaga-Luttinger…

Mesoscale and Nanoscale Physics · Physics 2026-03-24 Mingyang Zheng , Rebika Makaju , Rasul Gazizulin , Alex Levchenko , Sadhvikas J. Addamane , Dominique Laroche

This paper introduces a copula-based model for independent but non-identically distributed data with heteroscedastic extremes marginal and changing tail dependence structures. We establish a unified framework for inference by proving the…

Methodology · Statistics 2025-02-25 Yifan Hu , Yanxi Hou

We study the fully nonlinear, nonlocal dynamics of two-dimensional multicomponent vesicles in a shear flow with matched viscosity of the inner and outer fluids. Using a nonstiff, pseudo-spectral boundary integral method, we investigate…

Soft Condensed Matter · Physics 2016-11-01 Kai Liu , Gary R. Marple , Shuwang Li , Shravan Veerapaneni , John Lowengrub

Understanding the migration and trapping of CO$_2$ in the subsurface is vital to geologic carbon storage projects. Traditional characterization methods employ steady-state co-injection experiments to determine relative permeability and…

We investigate the complex-time analytic structure of solutions of the 3D-axisymmetric, wall-bounded, incompressible Euler equations, by starting with the initial data proposed in Luo and Hou (2014), to study a possible finite-time…

Fluid Dynamics · Physics 2024-06-07 Sai Swetha Venkata Kolluru , Rahul Pandit

Methodologies to test hypotheses about the tail-heaviness of an underlying distribution are introduced based on results of Rojo (1996) using the limiting behavior of the extreme spacings. The tests are consistent and have point-wise robust…

Statistics Theory · Mathematics 2010-12-01 J. Rojo , R. C. Ott

Scaling laws and intermittency in the wall region of a turbulent flow are addressed by analyzing moderate Reynolds number data obtained by single component hot wire anemometry in the boundary layer of a flat plate. The paper aims in…

Chaotic Dynamics · Physics 2009-11-07 B. Jacob , A. Olivieri , C. M. Casciola

This work presents a theoretical analysis of the motion of a tracer colloid driven by a time-dependent force through a viscoelastic fluid. The recoil of the colloid after application of a strong force is determined. It provides insights…

Soft Condensed Matter · Physics 2024-05-01 Nikolas Ditz , Antonio M. Puertas , M. Fuchs

Close insight into mathematical and conceptual structure of classical field theories shows serious inconsistencies in their common basis. In other words, we claim in this work to have come across two severe mathematical blunders in the very…

Classical Physics · Physics 2016-09-08 R. Smirnov-Rueda

In a quenched mesoscopic fluid, modelling transport processes at high densities, we perform computer simulations of the single particle energy autocorrelation function C_e(t), which is essentially a return probability. This is done to test…

Statistical Mechanics · Physics 2009-11-11 M. Ripoll , M. H. Ernst