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We discuss a stochastic closure for the equation of motion satisfied by multiscale correlation functions in the framework of shell models of turbulence. We present a plausible closure scheme to calculate the anomalous scaling exponents of structure functions by using the exact constraints imposed… |
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We study the rate of weak convergence of Markov chains to diffusion processes under quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree approximation of the CIR process. Then, we combine the Markov chain approach with… |
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Using importance sampling we give an asymptotic efficient simulation law for risk processes with delayed claims |
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A major neglected weakness of many ecological models is the numerical method used to solve the governing systems of differential equations. Indeed, the discrete dynamics described by numerical integrators can provide spurious solution of the corresponding continuous model. The approach represented… |
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We present a detailed description of biopolymer translocation through a nanopore in the presence of a solvent using an innovative multiscale methodology that treats the biopolymer at the microscopic scale as combined with a self-consistent mesoscopic description for the solvent fluid dynamics. We… |
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We revisit a method introduced by Tartar for proving global well-posedness of a semilinear hyperbolic system with null quadratic source in one space dimension. A remarkable point is that, since no dispersion effect is available for 1D hyperbolic systems, Tartar's approach is entirely based on… |
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The problem of the interplay between normal and anomalous scaling in turbulent systems stirred by a random forcing with a power-law spectrum is addressed. We consider both linear and nonlinear systems. As for the linear case, we study passive scalars advected by a 2d velocity field in the inverse… |
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We present a computational approach for the WKB approximation of the wavefunction of an electron moving in a periodic one-dimensional crystal lattice by means of a nonstrictly hyperbolic system whose flux function stems from the Bloch spectrum of the Schrodinger operator. This second part focuses… |
