Výsledky vyhledávání - "Morale, Daniela"

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A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-diffusion system for the marble sulphation in Cultural Heritage

Autor: Morale, Daniela, Tarquini, Leonardo, Ugolini, Stefania

Given a reaction-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation using a non-Markovian McKean-

Externí odkaz: http://arxiv.org/abs/2407.19301

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Well-posedness of a reaction-diffusion model with stochastic dynamical boundary conditions

Autor: Maurelli, Mario, Morale, Daniela, Ugolini, Stefania

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising in the description of the evolution of the chemical re

Externí odkaz: http://arxiv.org/abs/2308.06847

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Akademický článek

Experimental study on the catalytic action of heavy metals in the sulphation process and formation of black crusts by accelerated ageing tests

Autor: Comite, Valeria, Bergomi, Andrea, Formenti, Matteo, Lombardi, Chiara Andrea, Borelli, Mattia, Morale, Daniela, Ugolini, Stefania, Fermo, Paola, Cavaterra, Cecilia, Castellano, Carlo, Della Pina, Cristina

Publikováno v: In Construction and Building Materials 25 October 2024 449

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A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion

Autor: De Vecchi, Francesco C., Giordano, Luca M., Morale, Daniela, Ugolini, Stefania

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

Externí odkaz: http://arxiv.org/abs/2002.05281

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A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting

Autor: Giordano, Luca M., Morale, Daniela

We propose a model for the description and the forecast of the gross prices of electricity in the liberalized Italian energy market via an additive two-factor model driven by both a Hawkes and a fractional Brownian processes. We discuss the seasonali

Externí odkaz: http://arxiv.org/abs/1911.11795

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Stochastic Modeling and Simulation of Ion Transport through Channels

Autor: Morale, Daniela, Zanella, Mattia, Capasso, Vincenzo, Jaeger, Willi

Ion channels are of major interest and form an area of intensive research in the fields of biophysics and medicine since they control many vital physiological functions. The aim of this work is on one hand to propose a fully stochastic and discrete m

Externí odkaz: http://arxiv.org/abs/1408.3114

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