Related papers: On the ergodicity of a three-factor CIR model
The modeling of the interaction between a poroelastic medium and a fluid in a hollow cavity is crucial for understanding, e.g., the multiphysics flow of blood and Cerebrospinal Fluid (CSF) in the brain, the supply of blood by the coronary…
The stability of shear flows of electrically conducting fluids, with respect to finite amplitude three-dimensional localized disturbances is considered. The time evolution of the fluid impulse integral, characterizing such disturbances, for…
Ecological modelling of increasingly more complex microbial populations is necessary to reflect the highly functional and diverse behaviour inherent to many systems found in reality. Anaerobic digestion is one such process that has…
Distributionally robust optimization (DRO)-based robust adaptive beamforming (RAB) enables enhanced robustness against model uncertainties, such as steering vector mismatches and interference-plus-noise covariance matrix estimation errors.…
We study the problems of controllability and ergodicity of the system of 3D primitive equations modeling large-scale oceanic and atmospheric motions. The system is driven by an additive force acting only on a finite number of Fourier modes…
Randomness in financial markets requires modern and robust multivariate models of risk measures. This paper proposes a new approach for modeling multivariate risk measures under Wasserstein barycenters of probability measures supported on…
To aid in prediction of turbulent boundary layer flows over rough surfaces, a new model is proposed to estimate hydrodynamic roughness based solely on geometric surface information. The model is based on a fluid-mechanics motivated…
We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…
This paper introduces a novel stochastic model for credit spreads. The stochastic approach leverages the diffusion of default intensities via a CIR++ model and is formulated within a risk-neutral probability space. Our research primarily…
We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…
A manifestly relativistic-invariant Lellouch-L\"uscher formalism for the three-particle decays is proposed. Similarly to ref.[1], the formalism is based on the use of the non-relativistic effective Lagrangians. Manifest Lorentz invariance…
An expression for a third-order link integral of three magnetic fields is presented. It is a topological invariant and therefore an invariant of ideal magnetohydrodynamics. The integral generalizes existing expressions for third-order…
We study cocycle perturbations of state preserving actions on type $\mathrm{III}_1$ factors. Extending the theorem of Marrakchi and Vaes for type $\mathrm{II}_1$ factors, we show that a state preserving outer $\mathbb Z$-action on a type…
We establish quantitative convergence rates for stochastic particle approximation based on Nanbu-type Monte Carlo schemes applied to a broad class of collisional kinetic models. Using coupling techniques and stability estimates in the…
In a previous paper [J. Chem. Phys. 129, 024506 (2008)] we studied a 3 dimensional lattice model of a network-forming fluid, recently proposed in order to investigate water anomalies. Our semi-analytical calculation, based on a…
Stochastic Galerkin methods can quantify uncertainty at a fraction of the computational expense of conventional Monte Carlo techniques, but such methods have rarely been studied for modelling shallow water flows. Existing stochastic shallow…
In an earlier paper (math.SG/0101206), we introduced Floer homology theories associated to closed, oriented three-manifolds Y and SpinC structures. In the present paper, we give calculations and study the properties of these invariants. The…
We introduce and investigate new models of the Chern-Simons type in the three-dimensional spacetime, focusing on the existence of compact vortices. The models are controlled by potentials driven by a single real parameter that can be used…
The goal of this note is to provide a theoretical explanation for the saturation of the drag coefficient in strong wind conditions. The hydrodynamic model under consideration takes into account the important effects of airborne droplets of…
We study the modeling of a compressible two-phase flow in a porous medium. The governing free boundary problem is known as the Verigin problem with phase transition. We introduce a novel variational framework to construct weak solutions.…