Now showing items 26-45 of 60

• #### The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes ﻿

(2013-12-31)
The leading role of a special function of the Wright-type, referred to as M-Wright or Mainardi function, within a parametric class of self-similar stochastic processes with stationary increments, is surveyed. This class ...
• #### Modeling anomalous heat diffusion: Comparing fractional derivative and non-linear diffusivity treatments ﻿

(2018-11)
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 non-stationarities in high-frequency financial time series ﻿

(2019-01)
We study tick-by-tick financial returns for the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We confirm previously detected non-stationarities. Scaling properties reported before for other high-frequency ...
• #### Modeling of birth-death and diffusion processes in biological complex environments ﻿

(2018-04-20)
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 ...
• #### Modelling and simulation of wildland fire in the framework of the level set method ﻿

(2016-01-01)
Among the modelling approaches that have been proposed for the simulation of wildfire propagation, two have gained considerable attention in recent years: the one based on a reaction-diffusion equation, and the one based ...
• #### Modelling wildland fire propagation by tracking random fronts ﻿

(2014-12-31)
Abstract. Wildland fire propagation is studied in the liter- ature by two alternative approaches, namely the reaction– diffusion equation and the level-set method. These two ap- proaches are considered alternatives to each ...
• #### Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature ﻿

(2017-04-19)
In this work a finite difference approach together with a bivariate Gauss–Hermite quadrature technique is developed for partial integro-differential equations related to option pricing problems on two underlying asset ...
• #### On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: Application to turbulence and fire-spotting model in wildland fire simulators ﻿

(2019-02)
Many nonlinear phenomena, whose numerical simulation is not straightforward, depend on a set of parameters in a way which is not easy to predict beforehand. Wildland fires in presence of strong winds fall into this category, ...
• #### On the propagation of nonlinear transients of temperature and pore pressure in a thin porous boundary layer between two rocks. ﻿

(2019)
The dynamics of transients of fluid-rock temperature, pore pressure, pollutants in porous rocks are of vivid interest for fundamental problems in hydrological, volcanic, hydrocarbon systems, deep oil drilling. This can ...
• #### Quasi-probability Approach for Modelling Local Extinction and Counter-gradient in Turbulent Premixed Combustion ﻿

(2018-05-23)
In opposition to standard probability distributions, quasi-probability distributions can have negative values which highlight nonclassical properties of the corresponding system. In quantum mechanics, such negative values ...
• #### The random diffusivity approach for diffusion in heterogeneous systems ﻿

(2020-12-16)
The two hallmark features of Brownian motion are the linear growth $\langle x^2(t) \rangle = 2 D d t$ of the mean squared displacement (MSD) with diffusion coefficient $D$ in $d$ spatial dimensions, and the Gaussian ...
• #### Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion ﻿

(2018-04)
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ...
• #### RandomFront 2.3 A physical parametrisation of fire-spotting for operational fire spread models: Implementation in WRF-Sfire and response analysis with LSFire+ ﻿

(2018-12)
Fire-spotting 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 ...
• #### Reduced description method in the kinetic theory of Brownian motion with active fluctuations ﻿

(2019-09-01)
We develop a microscopic approach to the kinetic theory of many-particle systems with dissipative and potential interactions in presence of active fluctuations. The approach is based on a generalization of Bogolyubov–Peletminskii ...
• #### A renewal model for the emergence of anomalous solute crowding in liposomes ﻿

(2015-12-31)
A fundamental evolutionary step in the onset of living cells is thought to be the spontaneous formation of lipid vesicles (liposomes) in the pre-biotic mixture. Even though it is well known that hydrophobic forces drive ...
• #### Restoring property of the Michelson-Sivashinsky equation ﻿

(2019)
In this paper we propose a derivation of the Michelson-Sivashinsky (MS) equation that is based on front propagation only, in opposition to the classical derivation based also on the flow field. Hence, the characteristics ...
• #### The role of the environment in front propagation ﻿

(2018-07-09)
In this work we study the role of a complex environment in the propagation of a front with curvature-dependent speed. The motion of the front is split into a drifting part and a fluctuating part. The drifting part is ...
• #### Scaling law of diffusivity generated by a noisy telegraph signal with fractal intermittency ﻿

(2015-12-31)
In many complex systems the non-linear cooperative dynamics determine the emergence of self-organized, metastable, structures that are associated with a birth-death process of cooperation. This is found to be described by ...
• #### Self-similar stochastic models with stationary increments for symmetric space-time fractional diffusion ﻿

(2014-12-31)
An approach to develop stochastic models for studying anomalous diffusion is proposed. In particular, in this approach the stochastic particle trajectory is based on the fractional Brownian motion but, for any realization, ...
• #### Short note on the emergence of fractional kinetics ﻿

(2014-12-31)
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to ...