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We study the numerical approximation of viscosity solutions for
Parabolic Integro-Differential Equations (PIDE). Similar models arise
in option pricing, to generalize the Black-Scholes equation, when the
processes which generate the underlying stock returns may contain both
a continuous part and… |
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Out-of-equilibrium relaxation processes show aging if they become slower as time passes. Aging processes are ubiquitous and play a fundamental role in the physics of glasses and spin glasses and in other applications (e.g., in algorithms minimizing complex cost/loss functions). The theory of aging… |
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Flood area detection from multipass Synthetic Aperture Radar (SAR) data can be performed via amplitude change detection techniques. These methods allow flooded zones to be discriminated only when they are flooded at the time of the second passage, and not at the time of the first one. Coherence… |
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To confront relativity theory with observation, it is necessary to split spacetime into its temporal and spatial components. The timelike threading approach involves fundamental observers that are at rest in space; indeed, this (1+3) splitting implies restrictions on the gravitational potentials $(… |
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In this study, we computationally corroborate the flow of rock glaciers against borehole measurements, within the context of a model previously developed (2020). The model is, here, tested against the simulation of the sliding motion of the Murtel-Corvatsch alpine glacier, which is characterized in… |
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We consider a model for detecting corrosion on the (inaccessible) conducting top side of a metallic plate. We suppose that the effects of corrosion attack consist in material loss.
The perturbation so induced in the geometry of the plate is described by a
positive function $\theta$. We prove… |
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Based on a new multiplication formula for discrete multiple stochastic
integrals with respect to non-symmetric Bernoulli random walks, we extend
the results of Nourdin et al. (2010) on the Gaussian approximation of symmetric
Rademacher sequences to the setting of possibly non-identically… |
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We study by means of an Eulerian-Lagrangian model the statistical properties of velocity and acceleration of a neutrally-buoyant finite-sized particle in a turbulent flow statistically homogeneous and isotropic. The particle equation of motion, besides added mass and steady Stokes drag, keeps into… |
