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Moment bounds and asymptotics for the stochastic wave equation

Chen, Le; Dalang, Robert C. - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1605-1628

bounds imply weak intermittency and allow us to obtain sharp bounds on growth indices for certain classes of initial …

Persistent link: https://www.econbiz.de/10011194130

Contrasting Electricity Demand with Wind Power Supply: Case Study in Hungary

Kiss, Péter; Varga, László; Jánosi, Imre M. - In: Energies 2 (2009) 4, pp. 839-850

the intermittency of wind electricity. The consumption pattern consists of marked daily and weekly cycles interrupted by …

Persistent link: https://www.econbiz.de/10011030940

To Re-Explore the Causality between Barriers to Renewable Energy Development: A Case Study of Wind Energy

Huang, Shih-Chieh; Lo, Shang-Lien; Lin, Yen-Ching - In: Energies 6 (2013) 9, pp. 4465-4488

countries. Furthermore, the results of this study clarified that wind intermittency would not be the main reason hindering short … and mid-term wind power development. However, from a long-term perspective, the impact of intermittency still cannot be … treated lightly, as it was found that for each standard deviation unit improvement of the intermittency, the investment cost …

Persistent link: https://www.econbiz.de/10011031241

A note on intermittency for the fractional heat equation

Balan, Raluca M.; Conus, Daniel - In: Statistics & Probability Letters 95 (2014) C, pp. 6-14

The goal of the present note is to study intermittency properties for the solution to the fractional heat equation ∂u …

Persistent link: https://www.econbiz.de/10011039885

Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays

Garofalo, Giuseppe; Sansone, Alessandro - Dipartimento di Economia e Diritto, Facoltà di Economia - 2005

In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian agents who process information from the market with...

Persistent link: https://www.econbiz.de/10009649885

The role of conventional generation in managing variability

Kubik, M.L.; Coker, P.J.; Hunt, C. - In: Energy Policy 50 (2012) C, pp. 253-261

As electricity systems incorporate increasing levels of variable renewable generation, conventional plant will be required to operate more flexibly, with potential impacts for economic viability and reliability. Northern Ireland is pursuing an ambitious target of 40% of electricity to be...

Persistent link: https://www.econbiz.de/10010580659

The renormalization group and optimization of non-extensive entropy: criticality in non-linear one-dimensional maps

Robledo, A - In: Physica A: Statistical Mechanics and its Applications 314 (2002) 1, pp. 437-441

We examine the pitchfork and tangent bifurcations in unimodal maps to illustrate a connection between renormalization group (RG) fixed points and entropy extremal properties. We observe that the exact RG solution for the tangent bifurcation is also applicable to the period-doubling cascade and...

Persistent link: https://www.econbiz.de/10010588721

Multifractal structure of the dissipation field of intensity fluctuations in the solar photosphere

Lepreti, F; Carbone, V; Pietropaolo, E; Consolini, G; … - In: Physica A: Statistical Mechanics and its Applications 280 (2000) 1, pp. 87-91

We investigate the scaling properties of the photospheric intensity field, using images acquired at the THEMIS telescope with the Italian Panoramic Monochromator. After calculating the power spectrum of the continuum intensity fluctuations, we analyze the scaling laws of the dissipation field...

Persistent link: https://www.econbiz.de/10010589198

Sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 3, pp. 405-411

Lyapunov exponents for Kuramoto–Sivashinsky equation is studied. Its time series behaves like the on–off intermittency. They … intermittency-like. …

Persistent link: https://www.econbiz.de/10010589200

Stochastic sensitivity analysis of noise-induced intermittency and transition to chaos in one-dimensional discrete-time systems

Bashkirtseva, Irina; Ryashko, Lev - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 2, pp. 295-306

We study a phenomenon of noise-induced intermittency for the stochastically forced one-dimensional discrete-time system … noises generate large-amplitude chaotic oscillations and intermittency. We show that this phenomenon can be explained by a … threshold corresponding to the onset of noise-induced intermittency is found. On the basis of our approach, a parametrical …

Persistent link: https://www.econbiz.de/10010589509