## Search

Now showing items 21-30 of 62

#### 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 ...

#### 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 ...

#### Front Propagation in Random Media

(2019)

This PhD thesis deals with the problem of the propagation of fronts under random circumstances. A
statistical model to represent the motion of fronts when are evolving in a media characterized by
microscopical randomness ...

#### 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 ...

#### 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 ...

#### Surrogate-based uncertainty and sensitivity analysis for bacterial invasion in multi-species biofilm modeling

(2019)

In this work, we present a probabilistic analysis of a detailed one-dimensional biofilm model that explicitly accounts for planktonic bacterial invasion in a multi-species biofilm. The objective is (1) to quantify and ...

#### Fractional kinetics in random/complex media

(2019)

In this chapter, we consider a randomly-scaled Gaussian process and discuss a number of applications to model fractional diffusion. Actually, this approach can be understood as a Gaussian diffusion in a medium characterized ...

#### 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 ...

#### 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. ...

#### Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion

(2018-10-25)

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 centre-of-mass ...