Related papers: A note on the Lambert W function: Bernstein and St…
In this paper we present a generalization of Berreman's model for the elastic contribution to the surface free-energy density of a nematic liquid crystal in presence of a sawtooth substrate which favours homeotropic anchoring, as a function…
Classical and thermodynamically consistent fractional Burgers models are examined in creep and stress relaxation tests. Using the Laplace transform method, the creep compliance and relaxation modulus are obtained in integral form, that…
The theory of sampling and the reconstruction of data has a wide range of applications and a rich collection of techniques. For many methods a core problem is the estimation of the number of samples needed in order to secure a stable and…
Given a lattice $\Lambda \subset \mathbb C\simeq \mathbb R^2$ with associated Weierstrass function $\wp_{\Lambda}$, we determine the algebraic curves in $\mathbb R^2$ whose image via $\wp_{\Lambda}$ is contained in an algebraic curve.
Tiny flying insects of body lengths under 2 mm use the `clap-and-fling' mechanism with bristled wings for lift augmentation and drag reduction at chord-based Reynolds number ($Re$) on $\mathcal{O}$(10). We examine wing-wing interaction of…
The Seiberg-Witten equations that have recently found important applications for four-dimensional geometry are the Euler-Lagrange equations for a functional involving a connection $A$ on a line bundle $L$ and a section $\phi$ of another…
We analyze the constant step size subgradient method on nonsmooth, nonconvex functions. We identify geometric assumptions on the objective function under which i) its domain admits a partition (stratification) into smooth manifolds (strata)…
A new characterization of the Lovasz theta function is provided by relating it to the (weighted) walk-generating function, thus establishing a relationship between two seemingly quite distinct concepts in algebraic graph theory. An…
Let $W_t(\theta)$ be the Biggins martingale of a supercritical branching L\'evy process with non-local branching mechanism, and denote by $W_\infty(\theta)$ its limit. In this paper, we first study moment properties of $W_t(\theta)$ and…
This paper deals with the Elliptical Wishart and Inverse Elliptical Wishart distributions, which play a major role when handling covariance matrices. Similarly to multivariate elliptical distributions, these form a large family of…
The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…
The aim of the paper is to derive the exact analytical expressions for torsion and bending creep of rods with the Norton-Bailey, Garofalo and Naumenko-Altenbach-Gorash constitutive models. These simple constitutive models, for example, the…
We study the asymptotic of the spectral distribution for large empirical covariance matrices composed of independent Multifractal Random Walk processes. The asymptotic is taken as the observation lag shrinks to 0. In this setting, we show…
The profiles of a spreading wetting film are computed taking into account intermolecular forces and introducing a kinetic slip condition at a molecular cut-off distance. This eliminates the stress singularity, so that both "true" and…
The paper deals with multidimensional Bochner-Phillips functional calculus. In the previous paper by the author bounded perturbations of Bernstein functions of several commuting semigroup generators on Banach spaces where considered,…
We calculate the spectral function of the Luther-Emery model which describes one-dimensional fermions with gapless charge and gapped spin degrees of freedom. We find a true singularity with interaction dependent exponents on the gapped spin…
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various parameter estimation techniques have been proposed, each with…
Statistical leverage scores emerged as a fundamental tool for matrix sketching and column sampling with applications to low rank approximation, regression, random feature learning and quadrature. Yet, the very nature of this quantity is…
A numerical model is presented to describe both the transient and steady-state dynamics of viscous threads falling onto a plane. The steady-state coiling frequency w is calculated as a function of fall height H. In the case of weak gravity,…