Statistical properties of thermally expandable particles in soft-turbulence Rayleigh-Bénard convection

The dynamics of inertial particles in Rayleigh-Benard convection, where both particles and fluid exhibit thermal expansion, is studied using direct numerical simulations (DNS) in the soft-turbulence regime. We consider the effect of particles with a thermal expansion coefficient larger than that of the fluid, causing particles to become lighter than the fluid near the hot bottom plate and heavier than the fluid near the cold top plate.

Measure-valued solutions to a nonlinear fourth-order regularization of forward-backward parabolic equations

We introduce and analyze a new, nonlinear fourth-order regularization of forwardbackward parabolic equations. In one space dimension, under general assumptions on the potentials, which include those of Perona-Malik type, we prove existence of Radon measure-valued solutions under both natural and essential boundary conditions.

A free boundary model for the evolution of a geothermal system

The evolution of a geothermal system is studied. A mathematical model is proposed and the corresponding free boundary problem is formulated in a one-dimensional geometry. A situation corresponding to the geothermal field in Larderello, Tuscany (Italy) is considered, showing that the problem has two characteristic time scales, related to the motion of interface and diffusion of vapor.

Discrete Eulerian model for population genetics and dynamics under flow

Marine species reproduce and compete while being advected by turbulent flows. It is largely unknown, both theoretically and experimentally, how population dynamics and genetics are changed by the presence of fluid flows. Discrete agent-based simulations in continuous space allow for accurate treatment of advection and number fluctuations, but can be computationally expensive for even modest organism densities. In this report, we propose an algorithm to overcome some of these challenges. We first provide a thorough validation of the algorithm in one and two dimensions without flow.

The sparse method of simulated quantiles: An application to portfolio optimization

The sparse multivariate method of simulated quantiles (S-MMSQ) is applied to solve a portfolio optimization problem under value-at-risk constraints where the joint returns follow a multivariate skew-elliptical stable distribution. The S-MMSQ is a simulation-based method that is particularly useful for making parametric inference in some pathological situations where the maximum likelihood estimator is difficult to compute.

Uniform weighted approximation by multivariate filtered polynomials

The paper concerns the weighted uniform approximation of a real function on the d-cube [-1, 1]^d, with d > 1, by means of some multivariate filtered polynomials. These polynomials have been deduced, via tensor product, from certain de la Vallée Poussin type means on [-1, 1], which generalize classical delayed arithmetic means of Fourier partial sums. They are based on arbitrary sequences of filter coefficients, not necessarily connected with a smooth filter function.