Related papers: Sticky-threshold diffusions, local time approximat…

One-dimensional scattering problems are of wide physical interest and are encountered in many diverse applications. In this article I establish some very general bounds for reflection and transmission coefficients for one-dimensional…

We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…

Negative refraction is a peculiar wave propagation phenomenon that occurs when a wave crosses a boundary between a regular medium and a medium with both constitutive parameters negative at the given frequency. The phase and group velocities…

In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…

We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…

We describe here an experimental technique based on the acoustic scattering phenomenon allowing the direct probing of the vorticity field in a turbulent flow. Using time-frequency distributions, recently introduced in signal analysis…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

We study the motion of radially driven fluid-immersed particles in a novel Hele-Shaw cell with open boundaries. The initially uniform suspension forms a striped pattern within a specific range of horizontal oscillation frequencies and for…

This article proposes spectral numerical methods to solve the time evolution of convection problems with viscosity strongly depending on temperature at infinite Prandtl number. Although we verify the proposed techniques just for viscosities…

This work continues the development of the raytracing method of [1] for computing the scattered fields from metasurfaces characterized by locally periodic reflection and transmission coefficients. In this work, instead of describing the…

Time-frequency (TF) representation of non-stationary signals typically requires the effective concentration of energy distribution along the instantaneous frequency (IF) ridge, which exhibits intrinsic sparsity. Inspired by the sparse…

A complete one-dimensional scattering of a spinless particle on a time-independent potential barrier is considered. To describe separately transmitted and reflected particles in the corresponding subsets of identical experiments, we…

The diffraction of fast atoms at crystal surfaces is ideal for a detailed investigation of the surface electronic density. However, instead of sharp diffraction spots, most experiments show elongated streaks characteristic of inelastic…

We study energy propagation in locally time-periodically driven disordered nonlinear chains. For frequencies inside the band of linear Anderson modes, three different regimes are observed with increasing driver amplitude: 1) Below…

Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…

We study the convergence of the method of reflections for the Stokes equations in domains perforated by countably many spherical particles with boundary conditions typical for the suspension of rigid particles. We prove that a relaxed…

This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…