1,360 research outputs found
Quenched large deviations for diffusions in a random Gaussian shear flow drift
We prove a full large deviations principle in large time, for a diffusion
process with random drift V, which is a centered Gaussian shear flow random
field. The large deviations principle is established in a ``quenched'' setting,
i.e. is valid almost surely in the randomness of V.Comment: 29 page
Large deviations for Brownian motion in a random scenery
We prove large deviations principles in large time, for the Brownian
occupation time in random scenery. The random scenery is constant on unit
cubes, and consist of i.i.d. bounded variables, independent of the Brownian
motion. This model is a time-continuous version of Kesten and Spitzer's random
walk in random scenery. We prove large deviations principles in ``quenched''
and ``annealed'' settings.Comment: 29 page
Random Forests and Networks Analysis
D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient
algorithm based on loop-erased random walks to sample uniform spanning trees
and more generally weighted trees or forests spanning a given graph. This
algorithm provides a powerful tool in analyzing structures on networks and
along this line of thinking, in recent works~\cite{AG1,AG2,ACGM1,ACGM2} we
focused on applications of spanning rooted forests on finite graphs. The
resulting main conclusions are reviewed in this paper by collecting related
theorems, algorithms, heuristics and numerical experiments. A first
foundational part on determinantal structures and efficient sampling procedures
is followed by four main applications: 1) a random-walk-based notion of
well-distributed points in a graph 2) how to describe metastable dynamics in
finite settings by means of Markov intertwining dualities 3) coarse graining
schemes for networks and associated processes 4) wavelets-like pyramidal
algorithms for graph signals.Comment: Survey pape
Algebraic structure of stochastic expansions and efficient simulation
We investigate the algebraic structure underlying the stochastic Taylor
solution expansion for stochastic differential systems.Our motivation is to
construct efficient integrators. These are approximations that generate strong
numerical integration schemes that are more accurate than the corresponding
stochastic Taylor approximation, independent of the governing vector fields and
to all orders. The sinhlog integrator introduced by Malham & Wiese (2009) is
one example. Herein we: show that the natural context to study stochastic
integrators and their properties is the convolution shuffle algebra of
endomorphisms; establish a new whole class of efficient integrators; and then
prove that, within this class, the sinhlog integrator generates the optimal
efficient stochastic integrator at all orders.Comment: 19 page
Neutrino oscillation physics with a higher -beam
The precision measurement and discovery potential of a neutrino factory based
on a storage ring of boosted radioactive ions (-beam) is re-examined. In
contrast with past designs, which assume ion factors of and
baselines of L=130 km, we emphasize the advantages of boosting the ions to
higher and increasing the baseline proportionally. In particular, we
consider a medium- scenario (, L=730 km) and a
high- scenario (, L = 3000 km).The increase in
statistics, which grow linearly with the average beam energy, the ability to
exploit the energy dependence of the signal and the sizable matter effects at
this longer baseline all increase the discovery potential of such a machine
very significantly.Comment: An error corrected, conclusions unchanged. Revised version to appear
in Nuclear Physics
Estudio sobre el sistema de almacenamiento de agua caliente sanitaria en un sistema solar térmico
L’objecte d’aquest projecte és el disseny d’una instal·lació solar tèrmica per al subministrament d’Aigua Calenta Sanità ria (ACS) a un edifici de 24 habitatges situat a la ciutat de Lleida. La instal·lació constarà d’un sistema d’acumulació tèrmica innovador utilitzant materials de canvi de fase (PCM) i de la posterior experimentació i estudi de la millora de la transferència de calor del PCM a l’aigua mitjançant aletes.El objetivo de este proyecto es el diseño de una instalación solar térmica para el suministro de Agua Caliente Sanitaria (ACS) a un edificio de 24 viviendas situado en la ciudad de Lleida. La instalación constará de un sistema de acumulación térmica innovador utilizando materiales de cambio de fase (PCM) y de la posterior experimentación y estudio de la mejora de la transferencia de calor del PCM a el agua mediante aleta
- …