Dispersion of particle systems in Brownian flows

1996 ◽  
Vol 28 (1) ◽  
pp. 53-74 ◽  
Author(s):  
Craig L. Zirbel ◽  
Erhan Çinlar

We study the dispersion of a collection of particles carried by an isotropic Brownian flow in Of particular interest are the center of mass and the centered spatial second moments. Their asymptotic behavior depends strongly on the spatial dimension and the largest Lyapunov exponent of the flow. We use estimates for the pair separation process to give a fairly complete picture of this behavior as t → ∞. In particular, for incompressible flows in two dimensions, we show that the variance of the center of mass grows sublinearly, while dispersion relative to the center of mass grows linearly.

1996 ◽  
Vol 28 (01) ◽  
pp. 53-74 ◽  
Author(s):  
Craig L. Zirbel ◽  
Erhan Çinlar

We study the dispersion of a collection of particles carried by an isotropic Brownian flow in Of particular interest are the center of mass and the centered spatial second moments. Their asymptotic behavior depends strongly on the spatial dimension and the largest Lyapunov exponent of the flow. We use estimates for the pair separation process to give a fairly complete picture of this behavior as t → ∞. In particular, for incompressible flows in two dimensions, we show that the variance of the center of mass grows sublinearly, while dispersion relative to the center of mass grows linearly.


2014 ◽  
Vol 46 (3) ◽  
pp. 846-877 ◽  
Author(s):  
Vicky Fasen

We consider a multivariate continuous-time ARMA (MCARMA) process sampled at a high-frequency time grid {hn, 2hn,…, nhn}, where hn ↓ 0 and nhn → ∞ as n → ∞, or at a constant time grid where hn = h. For this model, we present the asymptotic behavior of the properly normalized partial sum to a multivariate stable or a multivariate normal random vector depending on the domain of attraction of the driving Lévy process. Furthermore, we derive the asymptotic behavior of the sample variance. In the case of finite second moments of the driving Lévy process the sample variance is a consistent estimator. Moreover, we embed the MCARMA process in a cointegrated model. For this model, we propose a parameter estimator and derive its asymptotic behavior. The results are given for more general processes than MCARMA processes and contain some asymptotic properties of stochastic integrals.


1996 ◽  
Vol 28 (04) ◽  
pp. 965-981 ◽  
Author(s):  
S. G. Foss ◽  
S. A. Zuyev

We consider two independent homogeneous Poisson processes Π0 and Π1 in the plane with intensities λ0 and λ1, respectively. We study additive functionals of the set of Π0-particles within a typical Voronoi Π1-cell. We find the first and the second moments of these variables as well as upper and lower bounds on their distribution functions, implying an exponential asymptotic behavior of their tails. Explicit formulae are given for the number and the sum of distances from Π0-particles to the nucleus within a typical Voronoi Π1-cell.


2018 ◽  
Vol 20 (2) ◽  
pp. 305
Author(s):  
Halimi Halimi ◽  
M. Faisol ◽  
Muhammad Majed Al-Dakhiel

<p>لقد عبر شعر الصراع (المقاومة والثورة والحرب) في بلاد الجزيرة العربية مفردات متنوعة طوال تاريخها من خلال البعدين، منهما البعد المكاني متمثلا في الأرض التي حملها الشعر دلالات ومعان تتجاوز ملامحها المادية لتكتسب بعدا روحيا وقيما عليا. والبعد الثاني يتمثل في البعد التراثي والتاريخي. فشعر الصراعات لا ينفصل من الواقع الاجتماعي، وليس هو الشعر الانعزالي، بل هو الشعر الاجتماعي الذي له علاقة متينة بواقعه، والذي يحمل رموزا تاريخية كثيرة نتيجة لامتداد العمر الزمني لهذا المجتمع من العصور القديمة، وكان المجتمع والأرض تصنع تقاليد تتطور إلى رموز، فهناك رمز للكرام وللمروءة ولمعاناة المجتمع وللصراع، وفي الرمز أسلوب فيه تلميح ومداره.</p><p><br />Throughout the history of the Arab world, the poetry of the struggle (the resistance, the revolution and the war) has been a varied vocabulary throughout its history through the two dimensions, including the spatial dimension, in the land where poetry carries meanings and meanings that transcend its physical texture to acquire a spiritual dimension and supreme value. It is the social poetry that has a strong relationship to its reality, which carries many historical symbols as a result of the extension of the temporal age of this society from antiquity. The society and the land made traditions that evolve into symbols. And the suffering of society and the conflict and the virus, and in the code style in which the tip and orbit.</p>


1993 ◽  
Vol 9 (4) ◽  
pp. 570-588 ◽  
Author(s):  
Keith Knight

This paper considers the asymptotic behavior of M-estimates in a dynamic linear regression model where the errors have infinite second moments but the exogenous regressors satisfy the standard assumptions. It is shown that under certain conditions, the estimates of the parameters corresponding to the exogenous regressors are asymptotically normal and converge to the true values at the standard n−½ rate.


2020 ◽  
Author(s):  
Monia Anzivino ◽  
Flavio A. Ceravolo ◽  
Michele Rostan

AbstractThe article aims at investigating Italian academics’ Public Engagement highlighting its two dimensions, namely “Local Community Engagement” (LCE) and “General Political Engagement” (GPE). It is based on the results of a national survey on academics’ third mission activities carried out in the year 2015/2016 collecting information from a representative sample of 5,123 respondents working at 62 universities, with a response rate of 34.2%. In addition to detecting distinct dimensions of academics’ Public Engagement, data analysis shows that Italian academics are much more involved in LCE activities than in GPE ones. Although both LCE and GPE are influenced by many common factors, such as academic rank, discipline and being involved in other third mission activities, they also display peculiar traits: LCE activities are more likely to involve academic women while GPE are more likely to be carried out by older academics; LCE activities appear to be context-dependent while GPE activities are not. Hence, the article offers a contribution to a better understanding of the different goals of Public Engagement activities and of their spatial dimension.


2005 ◽  
Vol 57 (2) ◽  
pp. 267-297 ◽  
Author(s):  
Keith Conrad

AbstractThe initial version of the Birch and Swinnerton-Dyer conjecture concerned asymptotics for partial Euler products for an elliptic curve L-function at s = 1. Goldfeld later proved that these asymptotics imply the Riemann hypothesis for the L-function and that the constant in the asymptotics has an unexpected factor of. We extend Goldfeld's theorem to an analysis of partial Euler products for a typical L-function along its critical line. The general phenomenon is related to second moments, while the asymptotic behavior (over number fields) is proved to be equivalent to a condition that in a precise sense seemsmuch deeper than the Riemann hypothesis. Over function fields, the Euler product asymptotics can sometimes be proved unconditionally.


2003 ◽  
Vol 17 (18n20) ◽  
pp. 3304-3309
Author(s):  
V. C. Aguilera-Navarro ◽  
M. Fortes ◽  
M. de Llano

A Bethe–Salpeter treatment of Cooper pairs (CPs) based on an ideal Fermi gas (IFG) "sea" produces unstable CPs if holes are not ignored. Stable CPs with damping emerge when the BCS ground state replaces the IFG, and are positive-energy, finite-lifetime resonances for nonzero center-of-mass momentum with a linear dispersion leading term. Bose–Einstein condensation of such pairs may thus occur in exactly two dimensions as it cannot with quadratic dispersion.


Open Physics ◽  
2012 ◽  
Vol 10 (1) ◽  
Author(s):  
Paolo Amore

AbstractWe present an accurate calculation of the energies of the bound states of the quantumdipole problemin two dimensions using a Rayleigh-Ritz approach. We obtain an upper bound for the energy of the ground state, which is by far the most precise in the literature for this problem. We also obtain an alternative estimate of the fundamental energy of the model performing an extrapolation of the results corresponding to different subspaces. Finally, our calculation of the energies of the first 500 states shows a perfect agreement with the expected asymptotic behavior.


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