Exit-times and epsilon-entropy for dynamical systems, stochastic processes, and turbulence

We present an investigation of epsilon -entropy, h(epsilon), in dynamical systems, stochastic processes and turbulence, This tool allows for a suitable characterization of dynamical behaviours arising in systems with many different scales of motion. Particular emphasis is put on a recently proposed approach to the calculation of the epsilon -entropy based on the exit-time statistics. The advantages of this method are demonstrated in examples of deterministic diffusive maps, intermittent maps, stochastic self- and multi-affine signals and experimental turbulent data.

Auto-adaptive Tikhonov regularization of water vapor profiles: application to FORUM measurements

In this paper, we study the retrieval of water vapor profiles from simulated FORUM measurements. We show that the bias towards the a-priori introduced by the Optimal Estimation technique can be reduced by using larger errors for the a-priori. Reducing the strength of the a-priori may, however, cause unphysical oscillations in the resulting profiles because of the ill-conditioning of the retrieval problem. An a-posteriori regularization technique, the Iterative Variable Strength method, is thus applied to reduce the amplitude of the oscillations.

Le ambre figurate in Italia meridionale tra VIII e V secolo a.C. Note sui centri di produzione e sulle botteghe

The study takes up some issues relating to the location of the workshops that produced the valuable figured ambers that marked the aristocratic burials of southern Italy from the eighth to fifth century BC. The contribution of findings and recent studies enabled us to assign some groups of artifacts to the activity of different workshops and even to identify outstanding artistic personalities, highlighting the undeniable stylistic connections between them.

ALIASING AND TWO-DIMENSIONAL WELL-BALANCED FOR DRIFT-DIFFUSION EQUATIONS ON SQUARE GRIDS

A notion of "2D well-balanced" for drift-diffusion is proposed. Exactness at steady-state, typical in 1D, is weakened by aliasing errors when deriving "truly 2D" numerical fluxes from local Green's function. A main ingredient for proving that such a property holds is the optimality of the trapezoidal rule for periodic functions. In accordance with practical evidence, a "Bessel scheme" previously introduced in [SIAM J. Numer. Anal. 56 (2018), pp. 2845-2870] is shown to be "2D well-balanced" (along with former algorithms known as "discrete weighted means" or "tailored schemes".

Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps

We provide concentration inequalities for solutions to stochastic differential equations of pure not-necessarily Poissonian jumps. Our proofs are based on transportation cost inequalities for square integrable functionals of point processes with stochastic intensity and elements of stochastic calculus with respect to semi-martingales. We apply the general results to solutions of stochastic differential equations driven by renewal and non-linear Hawkes point processes. (C) 2020 Elsevier B.V. All rights reserved.