Concept

Hurst exponent

Publications associées (32)

Semiparametric Bayesian Risk Estimation for Complex Extremes

Extreme events are responsible for huge material damage and are costly in terms of their human and economic impacts. They strike all facets of modern society, such as physical infrastructure and insurance companies through environmental hazards, banking an ...

EPFL2018

The role of the roughness spectral breadth in elastic contact of rough surfaces

Jean-François Molinari, Guillaume Anciaux, Vladislav Yastrebov

We study frictionless and non-adhesive contact between elastic half-spaces with self-affine surfaces. Using a recently suggested corrective technique, we ensure an unprecedented accuracy in computation of the true contact area evolution under increasing pr ...

2017

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model driven by fractional noise: partial derivative/partial derivative t u(t,x) = k Delta u(t,x) + u(t,x)partial derivative/partial derivative t W(t,x) x is an element of Z(d), t >= 0, where k > 0 is a diffusion constant ...

Academic Press Inc Elsevier Science2015

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

Jan Sickmann Hesthaven, Paolo Gatto

The fractional Laplacian operator (−∆)s on a bounded domain Ω can be realized as a Dirichlet-to-Neumann map for a degenerate elliptic equation posed in the semi-infinite cylinder Ω × (0,∞). In fact, the Neumann trace on Ω involves a Muckenhoupt weight that ...

Springer Verlag2015

Discrete stochastic heat equation driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...

EPFL2014

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

László Forró, Sylvia Jeney, Elena Bertseva, Frank Scheffold

We study the Brownian motion of microbeads immersed in water and in a viscoelastic wormlike micelles solution by optical trapping interferometry and diffusing wave spectroscopy. Through the mean-square displacement obtained from both techniques, we deduce ...

Amer Physical Soc2014

Fractional Brownian motion and anomalous diffusion in vibrated granular materials

Daniele Mari, Gérard Gremaud, Alessandro Luigi Sellerio

We propose a new approach to the study of diffusion dynamics in vibrated granular systems. The dynamic of a granular material is mainly defined by dry friction interactions. This type of interaction is difficult to model for a large quantity of particles. ...

2012

Towards the Glass Transition in Vibrated Granular Matter

Alessandro Luigi Sellerio

Granular materials are large sets of macroscopic particles that interact solely via contact forces. The static behavior depends on the contact network and on the surface friction forces between grains; when they are set in motion (typically by vibrations) ...

EPFL2012

The autocorrelation function for island areas on self-affine surfaces

Jean-François Molinari, Guillaume Anciaux, Srinivasa Babu Ramisetti

The spatial distribution of regions that lie above contours of constant height through a self-affine surface is studied as a function of the Hurst exponent H. If the surface represents a landscape, these regions correspond to islands. When the surface repr ...

2011

Fractional Brownian Models For Vector Field Data

Michaël Unser, Pouya Dehghani Tafti

In this note we introduce a vector generalization of fractional Brownian motion. Our definition takes into account directional properties of vector fields-such as divergence, rotational behaviour, and interactions with coordinate transformations-that have ...

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Discrete stochastic heat equation driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

EPFL2014