Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...
In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of basis vectors with r ...
This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises.The first chapter shows that financial recessions are typically characterised by a large ...
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large devi ...
We devise a generic and experimentally accessible recipe to prepare boundary states of topological or non topological quantum systems through an interplay between coherent Hamiltonian dynamics and local dissipation. Intuitively, our recipe harnesses the sp ...
We expand Hilbert series technologies in effective field theory for the inclusion of massive particles, enabling, among other things, the enumeration of operator bases for non-linearly realized gauge theories. We find that the Higgs mechanism is manifest a ...
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...
Topological insulators are crystalline materials that have revolutionized our ability to control wave transport. They provide us with unidirectional channels that are immune to obstacles, defects, or local disorder and can even survive some random deformat ...
Global spectral methods offer the potential to compute solutions of partial differential equations numerically to very high accuracy. In this work, we develop a novel global spectral method for linear partial differential equations on cubes by extending th ...
The Internodes method is a general purpose method to deal with non-conforming discretizations of partial differential equations on 2D and 3D regions partitioned into disjoint subdomains. In this paper we are interested in measuring how much the Internodes ...
