相关论文: On Variational Micro-Macro Models and their Applic…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. A recently proposed model (by Ilinski et…
In this paper we consider and generalize a model, recently proposed and analytically investigated in its quasi-stationary approximation by the authors, for visco-elasticity with large deformations and conditional compatibility, where the…
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
The derivation of shallow water models from Navier-Stokes equations is revisited yielding a class of two-layer shallow water models.An improved velocity profile is proposed, based on the superposition of an ideal fluid and a viscous layer…
Elasto-plastic models are among the most successful ways to study the critical properties of the plastic yielding transition of amorphous solids. Typically these models are studied under a condition of constant transition rates from one…
We investigate the long time behavior of a system of viscoelastic particles modeled with the homogeneous Boltzmann equation. We prove the existence of a universal Maxwellian intermediate asymptotic state and explicit the rate of convergence…
Amorphous elastomers exhibit significant rate-stiffening and unique viscous flow characteristics across a wide range of strain rates, often undergoing glass transition above a strain rate threshold. We have developed a…
Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…
Topic models are Bayesian models that are frequently used to capture the latent structure of certain corpora of documents or images. Each data element in such a corpus (for instance each item in a collection of scientific articles) is…
We present a computational model of thin elastic bilayers that undergo large bending isometric deformations when actuated by non-mechanical stimuli. We propose a discontinuous Galerkin approximation of the variational formulation discussed…
A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…
In the present work, we first introduce a general framework for modelling complex multiscale fluids and then focus on the derivation and analysis of a new hybrid continuum-kinetic model. In particular, we combine conservation of mass and…
This work is concerned with the equation $ \partial_t \rho = \Delta_x \rho^m $, $ m > 1 $, known as the porous medium equation. It shows stability of the pressure of solutions close to flat travelling wave fronts in the homogeneous…
A new semi-analytic model of the metal rolling process is introduced, which, for the first time, is able to predict the through-thickness stress and strain oscillations present in long thin roll-gaps. The model is based on multiple-scales…
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method.…
A polycrystalline solid is modelled as an ensemble of random irregular polyhedra filling the entire space occupied by the solid body, leaving no voids or flaws between them. Adjacent grains can slide with a relative velocity proportional to…
Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are suitable when asymptotic dependence is present, i.e., the joint tail…
Conventional lattice Boltzmann models for the simulation of fluid dynamics are restricted by an error in the stress tensor that is negligible only for vanishing flow velocity and at a singular value of the temperature. To that end, we…
This paper proposes a semiparametric stochastic volatility (SV) model that relaxes the restrictive Gaussian assumption in both the return and volatility error terms, allowing them to follow flexible, nonparametric distributions with…