Average conditional jump for a white noise superposed on a linear trend
Abstract Authors M. Crăciun -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy C. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy…
The detection and diagnosis of low-level stellar variability through resampling methods
Abstract Authors A. Pop C. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy Keywords Cite this paper as: A. Pop and…
Detrended fluctuation analysis of autoregressive processes
Abstract Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long-range correlations in…
Order 1 autoregressive process of finite length
Abstract The stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process…
Automatic algorithm for monotone trend removal
Abstract The available numerical algorithms for trend removal require a direct subjective intervention in choosing critical parameters. In this paper…
On the long time energy conservation by high order geometric integrators
Abstract The main aim of this paper is to investigate the long-time behavior of three high order geometric integrators, namely…
Global random walk modeling of transport in complex systems
Abstract The Global random walk algorithm performs simultaneously the tracking of large collections of particles and permits massive simulations at…
On the self-averaging of dispersion for transport in quasi-periodic random media
Abstract In this study we present a numerical analysis for the self-averaging of the longitudinal dispersion coefficient for transport in…
Comment on “Nonstationary flow and nonergodic transport in random porous media” by G. Darvini and P. Salandin
Abstract Authors N. Suciu Institute of Applied Mathematics, Friedrich-Alexander University of Erlangen-Nuremberg, Erlangen, Germany C. Vamos T. Popoviciu Institute…
Memory effects and ergodicity for diffusion in spatially correlated velocity fields
Abstract We show that the process of diffusion in statistically homogeneous velocity fields with finite correlation range “remembers” the shape…