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In this paper we investigate pointed (q, g, n)-Boltzmann loop-decorated maps with loops traversing only inner triangular faces. Using peeling exploration Budd (2018) modified to this setting we show that its law in the non-generic critical phase can be cod ...
This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...
The StatComp package is a Matlab statistical toolbox developed over the years by Dr. Testa and his students. It has been inspired by M. R. Brown’s paper Magnetohydrodynamic Turbulence: Observation and experiment [2]. It first performed the analysis of the ...
In concrete structures, opened cracks contribute significantly to the transfer of shear and normal stresses through the contact forces acting on fractured surfaces. Such contact forces are due to protruding asperities, engaged by interlocking and friction ...
2022
Understanding the diffusion patterns of sequences of interdependent events is a central question for a variety of disciplines. Temporal point processes are a class of elegant and powerful models of such sequences; these processes have become popular across ...
EPFL2021
The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...
In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...
We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradien ...
Consider CLE4 in the unit disk, and let l be the loop of the CLE4 surrounding the origin. Schramm, Sheffield and Wilson determined the law of the conformal radius seen from the origin of the domain surrounded by l. We complement their result by determining ...
Measuring the temporal complexity of functional MRI (fMRI) time series is one approach to assess how brain activity changes over time. In fact, hemodynamic response of the brain is known to exhibit critical behaviour at the edge between order and disorder. ...