Ergodic simulations of diffusion in random velocity fields
AbstractErgodic simulations aim at estimating ensemble average characteristics of diffusion in random fields from space averages. The traditional approach, based…
On the multi-decadal oscillation of Atlantic tropical storm activity
AbstractLong term Atlantic tropical storm activity is described by the time series of the yearly Accumulated Cyclone Energy (ACE) Index…
Itô equation model for dispersion of solutes in heterogeneous media
AbstractTransport processes in heterogeneous media such as ionized plasmas, natural porous media, and turbulent atmosphere are often modeled as diffusion…
Accurate numerical solutions to stationary free surface problems from capillarity
AbstractThe paper considers two static problems from capillarity. The first one consists in the determination of the surface of a…
Memory effects induced by dependence on initial conditions and ergodicity of transport in heterogeneous media
AbstractFor transport in statistically homogeneous random velocity fields with properties that are routinely assumed in stochastic groundwater models, the one‐particle…
Influence of deterministic trend on the estimated parameters of GARCH(1,1) model
AbstractThe log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its…
Serial correlation of detrended time series
AbstractA preliminary essential procedure in time series analysis is the separation of the deterministic component from the random one. If…
Eminescu. Viaţa unui om singular
C. Vamoş, D. Vamoş, Eminescu. Viaţa unui om singular, Risoprint, Cluj-Napoca, 2008, 361 pp, ISBN 978-973-751-759-3 (in Romanian; English title: Eminescu. Life and…
Publications
Diffusion in Random Fields. Applications to Transport in Groundwater
Book summaryA self-consistent theory of stochastic modeling of groundwater systems is presented. Mathematical theory is illustrated and complemented by numerical methods and simulation codes. doi: http://doi.org/10.1007/978-3-030-15081-5 book on publisher website…
Read More Methods of Newton and Newton-Krylov type
Books, Chebyshev method, Convergence orders, divided differences, eigenvalue/eigenvector problems, history, inexact/perturbed iterations, iterative methods, Krylov methods, linear systems in Rn, local convergence, Newton method, nonlinear systems in Rn, Numerical Analysis, secant/chord method, successive approximations
Book summaryLocal convergence results on Newton-type methods for nonlinear systems of equations are studied. Solving of large linear systems by Krylov methods (GMRES, GMBACK, MINPERT) are also dealt with, as…
Read More Solutions with a prescribed interval of positivity for differential systems with nonlocal conditions
AbstractBased on fixed point index, the paper develops a theory of existence, localization and multiplicity of solutions to first-order differential systems subject to linear nonlocal conditions. The main features concern…
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