Related papers: The Zumbach effect under rough Heston

A reduction of total mean turbulent pressure due to the presence of magnetic fields was previously shown to be a measurable effect in direct numerical simulations. However, in the studied parameter regime the formation of large-scale…

In the classical model of stock prices which is assumed to be Geometric Brownian motion, the drift and the volatility of the prices are held constant. However, in reality, the volatility does vary. In quantitative finance, the Heston model…

This paper continues the systematic investigation of diffusive shear instabilities initiated in Part I of this series. In this work, we primarily focus on quantifying the impact of non-local mixing, which is not taken into account in Zahn's…

We investigate the interaction of a fluctuating alpha-effect with large-scale shear in a simple nonlinear 1-dimensional dynamo wave model. We firstly extend the calculations of Proctor (2007, MNRAS, 41, L39-L42) to include spatial variation…

One of the remarkable notions in the recent development of quantum physics is the weak value related to weak measurements. We emulate it as a two-time conditional expectation in a classical stochastic model. We use the well known…

It has been known for some time that the asymptotic structure of spacetime and soft theorems are closely related. To study the structure of future null infinity, studying the classical soft graviton theorem is often quite helpful. The…

We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck process with periodic mean function and long range dependence. For this estimator we prove consistency and asymptotic normality. In contrast…

The short-time behavior of the survival probability of a system governed by a time-dependent non-Hermitian Hamiltonian is derived using to the second order perturbative approach. The resulting expression allows for the analysis of some…

Performing Hamiltonian analysis of the massive gravity [9] in full phase space, we see that the theory is ghost free. We also see in a more clear way that this result is intrinsic of the interaction term and does not depend on the variables…

We use the Unruh effect to analyze the dynamics of classical and quantum correlations for a two-qubit system when one of them is uniformly accelerated for a finite amount of proper time. We show that the quantum correlation is completely…

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

The Aschenbach effect is widely regarded as a manifestation of two quintessential relativistic features: frame dragging and extreme spacetime curvature. Traditionally associated with rotating geometries, this non-monotonic behavior in…

The Heisenberg uncertainty relation is known to be obtainable by a purely mathematical argument. Based on that fact, here it is shown that the Heisenberg uncertainty relation remains valid when Quantum Mechanics is re-formulated within far…

We provide a consistent theory of turbulence in the presence of shear and rotation. Starting from a quasi-linear equation for the fluctuating fields, we derive turbulence amplitude and turbulent transport coefficients, taking into account…

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter $H>1/4$. The regularization estimates we obtain generalize to the fractional Brownian motion previous results…

We propose a physical model for nonlinear stochastic biasing of one-point statistics resulting from the formation epoch distribution of dark halos. In contrast to previous works on the basis of extensive numerical simulations, our model…

We consider the effect of surface roughness on solid-solid contact in a Stokes flow. Various models for the roughness are considered, and a unified methodology is given to derive the corresponding asymptotics of the drag force. In this way,…

There has been considerable recent interest in cosmological models in which the current apparent acceleration is due to a very large local underdensity, or void, instead of some form of dark energy. Here we examine a new proposal to…

We propose a new volatility model based on two stylized facts of the volatility in the stock market: clustering and leverage effect. We calibrate our model parameters, in the leading order, with 77 years Dow Jones Industrial Average data.…

We study the appearance of large scale mean motion sustained by stochastic forcing on a rotating fluid (in the quasigeostrophic approximation) flowing over topography. As in other noise rectification phenomena, the effect requires…