The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this ...
Direct simulation Monte-Carlo (DSMC) is the most established method for rarefied gas flow simulations. It is valid from continuum to near vacuum, but in cases involving small Knudsen numbers (Kn), it suffers from high computational cost. The Fokker-Planck ...
Dissipative Kerr solitons in optical microresonators combine nonlinear optical physics with photonic-integrated technologies. They are promising for a number of applications ranging from optical coherent communications to astrophysical spectrometer calibra ...
Describing bedload transport as a stochastic process is an idea that emerged in the 1930s with the pioneering work of Einstein. For a long time, the stochastic approach attracted marginal attention, but the situation has radically changed over the last dec ...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension 1 driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...
