Statistical Physics
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Modeling anomalous heat diffusion: Comparing fractional derivative and nonlinear diffusivity treatments
(International Journal of Thermal Sciences, 201811)In the Fourier heat conduction equation, when the flux definition is expressed as the product of a constant diffusivity and the temperature gradient, the characteristic length scale evolves as the square root of time. ... 
Modeling nonstationarities in highfrequency financial time series
(Physica A: Statistical Mechanics and its Applications, 201901)We study tickbytick financial returns for the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We confirm previously detected nonstationarities. Scaling properties reported before for other highfrequency ... 
Centreofmass like superposition of OrnsteinUhlenbeck processes: A pathway to nonautonomous stochastic differential equations and to fractional diffusion
(Fractional Calculus and Applied Analysis, 20181025)We consider an ensemble of Ornstein–Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centreofmass ... 
RandomFront 2.3 A physical parametrisation of firespotting for operational fire spread models: Implementation in WRFSfire and response analysis with LSFire+
(Geoscientific Model Development, 201812)Firespotting is often responsible for a dangerous flare up in the wildfire and causes secondary ignitions isolated from the primary fire zone leading to perilous situations. The main aim of the present research to provide ... 
Crossover from anomalous to normal diffusion: truncated powerlaw noise correlations and applications to dynamics in lipid bilayers
(New Journal of Physics, 20181018)The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent powerlaws. A prominent example for a ... 
Concurent multiscale physical parametrization of firespotting: A study on the role of macro and mesoscale characteristics of the system
(Advances in Forest Fire Research, 2018)The strong impact of wildfires in terms of lives and homes lost and of damage to ecosystems, calls for an urgent improvement in the risk management. The aim of the present research is the improvement of these software ... 
Wildfire propagation modelling
(Geophysical Research Abstracts Vol. 20, 2018)Wildfires are a concrete problem with a strong impact on human life, property and the environment, because they cause disruption and are an important source of pollutants. Climate change and ... 
Langevin equation in complex media and anomalous diffusion
(Journal of the Royal Society Interface, 20180730)The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modelling approaches for the description of anomalous diffusion in biological systems, such ... 
Surrogatebased global sensitivity analysis for turbulence and firespotting effects in regionalscale wildland fire modeling
(Stochastic Environmental Research and Risk Assessment, 201808)In presence of strong winds, wildfires feature nonlinear behavior, possibly inducing firespotting. We present a global sensitivity analysis of a new submodel for turbulence and firespotting included in a wildfire spread ... 
The role of the environment in front propagation
(Proceedings of the 18th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2018 July 9–14, 2018, 20180709)In this work we study the role of a complex environment in the propagation of a front with curvaturedependent speed. The motion of the front is split into a drifting part and a fluctuating part. The drifting part is ... 
Modeling of birthdeath and diffusion processes in biological complex environments
(20180420)This thesis is centered on the theory of stochastic processes and their applications in biological systems characterized by a complex environment. Three case studies have been modeled by the use of the three fundamental ... 
Quasiprobability Approach for Modelling Local Extinction and Countergradient in Turbulent Premixed Combustion
(Proceedings/Extended Abstract Book (6 pages) of the XLI Meeting of the Italian Section of the Combustion Institute, 20180523)In opposition to standard probability distributions, quasiprobability distributions can have negative values which highlight nonclassical properties of the corresponding system. In quantum mechanics, such negative values ... 
Effective selfsimilar expansion for the GrossPitaevskii equation
(Physical Review A, 201804)We consider an effective scaling approach for the free expansion of a onedimensional quantum wave packet, consisting in a selfsimilar evolution to be satisfied on average, i.e., by integrating over the coordinates. A ... 
Random diffusivity from stochastic equations: comparison of two models for Brownian yet nonGaussian diffusion
(New Journal of Physics, 201804)A considerable number of systems have recently been reported in which Brownian yet nonGaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ... 
Wildland fire propagation modeling: firespotting parametrisation and energy balance
(Proceedings of the 17th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2017, pp. 805  813, 20170704)Present research concerns the physical background of a wildfire propagation model based on the split of the front motion into two parts  drifting and fluctuating. The drifting part is solved by the level set method and ... 
Wildland fire propagation modelling
(MODELLING FOR ENGINEERING AND HUMAN BEHAVIOUR 2017 Extended abstract, 201712)Wildfire propagation modelling is a challenging problem due to its complex multiscale multiphysics nature. This process can be described by a reaction diffusion equation based on the energy balance principle. Alternative ... 
Front Curvature Evolution and Hydrodynamics Instabilities
(Proceedings/Extended Abstract Book (6 pages) of the XXXX Meeting of the Italian Section of the Combustion Institute, Rome, Italy, 20170607)It is known that hydrodynamic instabilities in turbulent premixed combustion are described by the MichelsonSivashinsky (MS) equation. A model of the flame front propagation based on the Gequation and on stochastic ... 
Numerical valuation of twoasset options under jump diffusion models using GaussHermite quadrature
(Journal of Computational and Applied Mathematics, 20170419)In this work a finite difference approach together with a bivariate Gauss–Hermite quadrature technique is developed for partial integrodifferential equations related to option pricing problems on two underlying asset ... 
From G  Equation to Michelson  Sivashinsky Equation in Turbulent Premixed Combustion Modelling
(Proceedings/Extended Abstract Book (6 pages) of the XXXIX Meeting of the Italian Section of the Combustion Institute, Naples, Italy, 20170620)It is well known that the MichelsonSivashinky equation describes hydrodynamic instabilities in turbulent premixed combustion. Here a formulation of the flame front propagation based on the Gequation and on stochastic ... 
DarrieusLandau instabilities in the framework of the Gequation
(Digital proceedings of the 8th European Combustion Meeting, 1821 April 2017, Dubrovnik, Croatia, 201704)We consider a model formulation of the flame front propagation in turbulent premixed combustion based on stochastic fluctuations imposed to the mean flame position. In particular, the mean flame motion is described by ...