Výsledky vyhledávání - "Dörries, A."

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Rate equations, spatial moments, and concentration profiles for mobile-immobile models with power-law and mixed waiting time distributions

Autor: Doerries, T. J., Chechkin, A. V., Schumer, R., Metzler, R.

Publikováno v: Phys. Rev. E 105, 014105 (2022)

We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone. Our model unifies different model approaches based on distributed-order diffusion equatio

Externí odkaz: http://arxiv.org/abs/2204.01044

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Apparent anomalous diffusion and non-Gaussian distributions in a simple mobile-immobile transport model with Poissonian switching

Autor: Doerries, T., Chechkin, A. V., Metzler, R.

We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including significant transie

Externí odkaz: http://arxiv.org/abs/2203.13328

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Correlation functions of non-Markovian systems out of equilibrium: Analytical expressions beyond single-exponential memory

Autor: Doerries, Timo J., Loos, Sarah A. M., Klapp, Sabine H. L.

This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems based on

Externí odkaz: http://arxiv.org/abs/2010.12806

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Akademický článek

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Akademický článek

How Should the Long-Term Investor Harvest Variance Risk Premiums?

Autor: Dörries, Julian¹ (AUTHOR) julian.doerries@uni-goettingen.de, Korn, Olaf² (AUTHOR) okorn@uni-goettingen.de, Power, Gabriel J.³ (AUTHOR) gabriel.power@fsa.ulaval.ca

Publikováno v: Journal of Portfolio Management. Apr2024, Vol. 50 Issue 6, p122-142. 21p.