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Related publications (25)

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Extremal behaviour of aggregated data with an application to downscaling

Sebastian Engelke, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this ...

OXFORD UNIV PRESS2019

Controlling the bias error of Fokker- Planck methods for rarefied gas dynamics simulations

Mohammadhossein Gorji

Direct simulation Monte-Carlo (DSMC) is the most established method for rarefied gas flow simulations. It is valid from continuum to near vacuum, but in cases involving small Knudsen numbers (Kn), it suffers from high computational cost. The Fokker-Planck ...

2019

Dynamics of soliton crystals in optical microresonators

Tobias Kippenberg, Junqiu Liu, Maxim Karpov, Martin Hubert Peter Pfeiffer, Hairun Guo, Wenle Weng

Dissipative Kerr solitons in optical microresonators combine nonlinear optical physics with photonic-integrated technologies. They are promising for a number of applications ranging from optical coherent communications to astrophysical spectrometer calibra ...

NATURE PUBLISHING GROUP2019

Stochastic bedload transport in mountain streams

Christophe Ancey

Describing bedload transport as a stochastic process is an idea that emerged in the 1930s with the pioneering work of Einstein. For a long time, the stochastic approach attracted marginal attention, but the situation has radically changed over the last dec ...

EDP Sciences2018

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Fei Pu

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018