Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Nickelsen, Daniel"'
Autor:
Nickelsen, Daniel, Müller, Gernot
We present a first study of Bayesian forecasting of electricity prices traded on the German continuous intraday market which fully incorporates parameter uncertainty. A particularly large set of endogenous and exogenous covariables is used, handled t
Externí odkaz:
http://arxiv.org/abs/2403.05441
Autor:
Nickelsen, Daniel, Bah, Bubacarr
In the field of equation learning, exhaustively considering all possible equations derived from a basis function dictionary is infeasible. Sparse regression and greedy algorithms have emerged as popular approaches to tackle this challenge. However, t
Externí odkaz:
http://arxiv.org/abs/2311.13265
Autor:
Nickelsen, Daniel, Touchette, Hugo
Publikováno v:
Phys. Rev. E 105, 064102, 2022
We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term obtained in t
Externí odkaz:
http://arxiv.org/abs/2202.07348
Autor:
Nickelsen, Daniel, Kastner, Michael
Publikováno v:
Quantum 4, 273 (2020)
We introduce structured random matrix ensembles, constructed to model many-body quantum systems with local interactions. These ensembles are employed to study equilibration of isolated many-body quantum systems, showing that rather complex matrix str
Externí odkaz:
http://arxiv.org/abs/1912.02043
Autor:
Nickelsen, Daniel, Kastner, Michael
Publikováno v:
Phys. Rev. Lett. 122, 180602 (2019)
We study equilibration of an isolated quantum system by mapping it onto a network of classical oscillators in Hilbert space. By choosing a suitable basis for this mapping, the degree of locality of the quantum system reflects in the sparseness of the
Externí odkaz:
http://arxiv.org/abs/1902.05486
Autor:
Nickelsen, Daniel, Touchette, Hugo
Publikováno v:
Phys. Rev. Lett. 121, 090602 (2018)
The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium systems. The
Externí odkaz:
http://arxiv.org/abs/1803.05708
Autor:
Nickelsen, Daniel
Publikováno v:
J. Stat. Mech., 073209 (2017)
We derive the Markov process equivalent to She-Leveque scaling in homogeneous and isotropic turbulence. The Markov process is a jump process for velocity increments $u(r)$ in scale $r$ in which the jumps occur randomly but with deterministic width in
Externí odkaz:
http://arxiv.org/abs/1702.05766
Publikováno v:
Journal of Fluid Mechanics 848 (2018): 117-153
Features of the turbulent cascade are investigated for various datasets from three different turbulent flows. The analysis is focused on the question as to whether developed turbulent flows show universal small scale features. To answer this question
Externí odkaz:
http://arxiv.org/abs/1702.03679
Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying stochastic pr
Externí odkaz:
http://arxiv.org/abs/1602.02545
Autor:
Nickelsen, Daniel
This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the concepts of stoc
Externí odkaz:
http://arxiv.org/abs/1510.06281