Related papers: On generalized ARCH model with stationary liquidit…
In this work we develop a theoretical framework for the localization of flow in the steadily flowing regime of sheared disordered solids with inertial dynamics on a microscopic scale. To this aim we perform rheology studies at fixed shear…
Traditionally stationarity refers to shift invariance of the distribution of a stochastic process. In this paper, we rediscover stationarity as a path property instead of a distributional property. More precisely, we characterize a set of…
The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using freely available statistical software like R. A potential…
We consider a continuum aggregation model with nonlinear local repulsion given by a degenerate power-law diffusion with general exponent. The steady states and their properties in one dimension are studied both analytically and numerically,…
Following works of Furstenberg and Nevo and Zimmer we present an outline of a theory of stationary (or m-stationary) dynamical systems for a general acting group G equipped with a probability measure m. Our purpose is two-fold: First to…
We consider a class of abstract quasilinear parabolic problems with lower--order terms exhibiting a prescribed singular structure. We prove well--posedness and Lipschitz continuity of associated semiflows. Moreover, we investigate global…
We discuss a minimal generalization of the incompressible Navier-Stokes equations to describe the solvent flow in an active suspension. To account phenomenologically for the presence of an active component driving the ambient fluid flow, we…
We propose a moving horizon estimation scheme to estimate the states and the unknown constant parameters of general nonlinear uncertain discrete-time systems. The proposed framework and analysis explicitly do not involve the a priori…
Application of nonlinearity continuation method to numerical solution of steady-state groundwater flow in variably saturated conditions is presented. In order to solve the system of nonlinear equations obtained by finite volume…
We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular,…
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the $\alpha$-stable locally stationary process by modifying the innovations…
The paper investigates properties of mean-square solutions to the Airy equation with random initial data given by stationary processes. The result on the modulus of continiuty of the solution is stated and properties of the covariance…
In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems…
Many relevant statistical and econometric models for the analysis of longitudinal data include a latent process to account for the unobserved heterogeneity between subjects in a dynamic fashion. Such a process may be continuous (typically…
We study linear stability of solutions to the Navier\textendash Stokes equations with stochastic viscosity. Specifically, we assume that the viscosity is given in the form of a~stochastic expansion. Stability analysis requires a solution of…
The linear hydrodynamic stability of a model for confined quasi-two-dimensional granular gases is analyzed. The system exhibits homogeneous hydrodynamics, i.e. there are macroscopic evolution equations for homogeneous states. The stability…
The homogeneous partly pinned fluid systems are simple models of a fluid confined in a disordered porous matrix obtained by arresting randomly chosen particles in a one-component bulk fluid or one of the two components of a binary mixture.…
The actor model eases the definition of concurrent programs with non uniform behaviors. Static analysis of such a model was previously done in a data-flow oriented way, with type systems. This approach was based on constraint set resolution…
The potential approach is a general and simple method for modelling interest rates, foreign exchange rates, and in principle other types of financial assets. This paper takes data on some liquid interest rate derivatives, and fits potential…
Generic coarse-grained models are designed such that they are (i) simple and (ii) computationally efficient. They do not aim at representing particular materials, but classes of materials, hence they can offer insight into universal…