Related papers: Level-crossing distributions of kinematic variable…
This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general cases, i.e., the control region is allowed to be nonconvex,…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
We develop two models for the temporal evolution of extreme events of multivariate $k$th order Markov processes. The foundation of our methodology lies in the conditional extremes model of Heffernan & Tawn (2004), and it naturally extends…
We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In particular, for Markov branching processes, the probability…
Assume that you observe trajectories of a non-diffusive non-stationary process and that you are interested in the average number of times where the process crosses some threshold (in dimension $d=1$) or hypersurface (in dimension $d\geq2$).…
The random intensity of noise approach to one-dimensional Laval-Dubrulle-Nazarenko type model having deductive support from the three-dimensional Navier-Stokes equation is used to describe Lagrangian acceleration statistics of a fluid…
We have studied the approach to equilibrium of islands and pores in two dimensions. The two-regime scenario observed when islands evolve according to a set of particular rules, namely relaxation by steps at low temperature and smooth at…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables $T_{1},...,T_{r}$. In any case, we…
Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…
Stacked cross-correlation functions have become ubiquitous in the ambient seismic imaging and monitoring community as approximations to the Green's function between two receivers. While theoretical understanding of this approximation to the…
Calculating transition probabilities between different states of multistable climate tipping systems is computationally challenging in high-dimensional models. Targeted algorithms, such as the Trajectory-Adaptive Multilevel Splitting (TAMS)…
Dispersive averaging effects are used to show that KdV equation with periodic boundary conditions possesses high frequency solutions which behave nearly linearly. Numerical simulations are presented which indicate high accuracy of this…
In the framework of SOS models, the dynamics of isolated and pairs of surface steps of monoatomic height is studied, for step--edge diffusion and for evaporation kinetics, using Monte Carlo techniques. In particular, various interesting…
Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…
Directional data arise in various contexts such as oceanography (wave directions) and meteorology (wind directions), as well as with measurements on a periodic scale (weekdays, hours, etc.). Our contribution is to introduce a model-based…
We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…
The present work investigates two properties of level crossings of a stationary Gaussian process $X(t)$ with autocorrelation function $R_X(\tau)$. We show firstly that if $R_X(\tau)$ admits finite second and fourth derivatives at the…
In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…
We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…