We show that a recently proposed [J. Fleischer, P.H. Diamond, Phys. Rev. E 58, R2709 (1998)] one-dimensional Burgers-like model for magnetohydrodynamics (MHD) is in effect identical to existing models for drifting lines and sedimenting lattices. We use the model to demonstrate, contrary to claims in the literature, that the energy spectrum of MHD turbulence should be independent of mean magneti...

With the “bouncing photon” treatment, the gauge invariance of the response function of interferometers to scalar gravitational waves (SGWs) has been recently demonstrated in its full frequency dependence in three different gauges well known in literature, while in previous works such invariance was only proved in the low frequencies approximation. After a review of scalar tensor theories of gra...

This paper proposes two types of stochastic correlation structures for Multivariate Stochastic Volatility (MSV) models, namely the constant correlation (CC) MSV and dynamic correlation (DC) MSV models, from which the stochastic covariance structures could be obtained easily. Both structures can be used for purposes of optimal portfolio and risk management, and for calculating Value-at-Risk (VaR...

This paper focuses on a nonlinear stochastic model for financial simulation and forecasting based on assumptions of multivariate stochastic correlation, with an application to the European market. We present in particular the key elements of a structured hierarchical econometric model that can be used to forecast financial and commodity markets relying on statistical and simulation methods. The...

We compute the expectation and the two-point correlation of the solution to elliptic boundary value problems with stochastic input data. Besides stochastic loadings, via perturbation theory, our approach covers also elliptic problems on stochastic domains or with stochastic coefficients. The solution’s two-point correlation satisfies a hypo-elliptic boundary value problem on the tensor product ...