Browsing Statistical Physics by Title
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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 ... 
On the merits of sparse surrogates for global sensitivity analysis of multiscale nonlinear problems: Application to turbulence and firespotting model in wildland fire simulators
(Communications in Nonlinear Science and Numerical Simulation, 201902)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.
(Journal of Hydrology, 2019)The dynamics of transients of fluidrock temperature, pore pressure, pollutants in porous rocks are of vivid interest for fundamental problems in hydrological, volcanic, hydrocarbon systems, deep oil drilling. This can ... 
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 ... 
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 ... 
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 ... 
Reduced description method in the kinetic theory of Brownian motion with active fluctuations
(Journal of Physics A: Mathematical and Theoretical, 20190901)We develop a microscopic approach to the kinetic theory of manyparticle systems with dissipative and potential interactions in presence of active fluctuations. The approach is based on a generalization of Bogolyubov–Peletminskii ... 
Restoring property of the MichelsonSivashinsky equation
(Combustion Science and Technology, 2019)In this paper we propose a derivation of the MichelsonSivashinsky (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
(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 ... 
Scaling law of diffusivity generated by a noisy telegraph signal with fractal intermittency
(Chaos, Solitons and Fractals, 20151231)In many complex systems the nonlinear cooperative dynamics determine the emergence of selforganized, metastable, structures that are associated with a birthdeath process of cooperation. This is found to be described by ... 
Selfsimilar stochastic models with stationary increments for symmetric spacetime fractional diffusion
(MESA 2014  10th IEEE/ASME International Conference on Mechatronic and Embedded Systems and Applications, Conference Proceedings, 20141231)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
(Physica A: Statistical Mechanics and its Applications, 20141231)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 nonMarkovian master equations. Particle trajectories are assumed to ... 
Singletrajectory spectral analysis of scaled Brownian motion
(New Journal of Physics, 201906)A standard approach to study timedependent stochastic processes is the power spectral density (PSD), an ensembleaveraged property defined as the Fourier transform of the autocorrelation function of the process in the ... 
Stochastic processes for anomalous diffusion
(2019)Anomalous diffusion is a diffusion process which Mean Square Displacement (MSD) is not a linear funtion of time, what is known as normal diffusion. When the relation is faster than linear, it is called superdiffusion and ... 
Stochastic spatial models in ecology: a statistical physics approach
(Journal of Statistical Physics, 20171121)Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided ... 
Surrogatebased uncertainty and sensitivity analysis for bacterial invasion in multispecies biofilm modeling
(Communications Nonlinear Sciences and Numerical Simulation, 2019)In this work, we present a probabilistic analysis of a detailed onedimensional biofilm model that explicitly accounts for planktonic bacterial invasion in a multispecies biofilm. The objective is (1) to quantify and ... 
The emergence of selforganization in complex systemsPreface
(Chaos, Solitons and Fractals, 20151231)[No abstract available] 
The MWright function as a generalization of the Gaussian density for fractional diffusion processes
(Fractional Calculus and Applied Analysis, 20131231)The leading role of a special function of the Wrighttype, referred to as MWright or Mainardi function, within a parametric class of selfsimilar stochastic processes with stationary increments, is surveyed. This class ... 
Turbulence and firespotting effects into wildland fire simulators
(Communications in Nonlinear Science and Numerical Simulation, 20160101)This paper presents a mathematical approach to model the effects and the role of phenomena with random nature such as turbulence and firespotting into the existing wildfire simulators. The formulation proposes that the ... 
Twoparticle anomalous diffusion: Probability density functions and selfsimilar stochastic processes
(Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 20131231)Twoparticle dispersion is investigated in the context of anomalous diffusion. Two different modeling approaches related to time subordination are considered and unified in the framework of selfsimilar stochastic processes. ...