Results in Mathematical and Numerical Modeling

Time series and quantitative finance

An automatic algorithm for monotone trend estimation from a noisy time series was designed and a Monte Carlo method to estimate the errors associated with detrending has been obtained. A new numerical method to estimate the financial volatility from the returns time series was obtained.

Mathematical modeling in hydrology

Transport processes in groundwater were modeled as diffusion in random velocity fields in terms of trajectories (Ito equations) and probability distributions (Fokker-Planck equations). The focus was mainly on ergodicity issue, memory effects, and modeling probability density functions of solute concentrations. The theoretical results were supported by accurate numerical simulations.


Continuous models of corpuscular systems

The balance equations of continuum fields expressed as space-time coarse-grained averages was derived using the condition that the microscopic particles preserve their identity over a finite time interval within which their motion can be described by piecewise analytical time functions. Applications of this approach were obtained for financial markets, granular flows, natural porous media, lipid bilayers, etc.

Numerical modeling of the diffusion with application in technological processes and transport in porous materials

A new algorithm for complex diffusion processes was designed and successfully applied to large scale simulations of transport in groundwater as well as to diffusion in an epidermic structure.

Mathematical modeling of some physico-chemical hydrodynamical phenomena

The viscous flow due to gravitation and gradients of the superficial tension (Marangoni effect) was mathematically modeled. We also introduced a pseudospectral method (collocation type) to solve high order eigenvalue problems in electrohydrodynamics.

Mathematical modeling in contact mechanics

New models of quassistatic contact between deformable bodies were introduced. A nonstandard contact condition was provided, modelled by normal compliance, unilateral constraint and memory term.

Numerical modeling of metals and alloys casting

A numerical model for the flow and solidification of the metals and alloys during casting was designed and it was applied to real industrial casting processes.

Mathematical modeling in speleology

A mathematical model for the propagation of temperature waves, equivalent with an inductive-capacitive electrical circuit, was used to estimate bulk thermal properties of a natural limestone formation from temperature measurements. The results were found to be consistent with cave-microclimate measurements.

  • N. Suciu, La determination “in situ” de quelques grandeurs thermiques des calcaires, Trav. Inst Speol. “Emile Racovitza”, vol. XX, 179-185, 1981.
  • V. Decu, W. Herdlicka, N. Suciu, Mensuration indirecte de l’eau de condensation de deux grottes des monts de Mehedinti (Carpates Meridionales). Implications ecologiques de la condensation endokarstique, Trav. Inst Speol. “Emile Racovitza”, vol. XXI, 43-52, 1982.