arXiv subjects

J. P. Montillet

Publications and source records attributed to J. P. Montillet.

3 recordsLinked to original sources

arXiv2019

Application of Levy Processes in Modelling (Geodetic) Time Series With Mixed Spectra

Recently, various models have been developed, including the fractional Brownian motion (fBm), to analyse the stochastic properties of geodetic time series, together with the extraction of geophysical signals. The noise spectrum of these time series is generally modeled as a mixed spectrum, with a sum of white and coloured noise. Here, we are interested in modelling the residual time series, after deterministically subtracting geophysical signals from the observations. This residual time series is then assumed to be a sum of three random variables (r.v.), with the last r.v. belonging to the family of Levy processes. This stochastic term models the remaining residual signals and other correlated processes. Via simulations and real time series, we identify three classes of Levy processes: Gaussian, fractional and stable. In the first case, residuals are predominantly constituted of short-memory processes. Fractional Levy process can be an alternative model to the fBm in the presence of long-term correlations and self-similarity property. Stable process is characterized by a large variance, which can be satisfied in the case of heavy-tailed distributions. The application to geodetic time series imply potential anxiety in the functional model selection where missing geophysical information can generate such residual time series.

stat.ME↗

arXiv2017

Multiplicity of Solutions for Linear Partial Differential Equations Using (Generalized) Energy Operators

Families of energy operators and generalized energy operators have recently been introduced in the definition of the solutions of linear Partial Differential Equations (PDEs) with a particular application to the wave equation [Montillet, 2014, doi: 10.1007/s10440-014-9978-9]. To do so, the author has introduced the notion of energy spaces included in the Schwartz space $\mathbf{S}^-(\mathbb{R})$. In this model, the key is to look at which ones of these subspaces are reduced to {0} with the help of energy operators (and generalized energy operators). It leads to define additional solutions for a nominated PDE. Beyond that, this work intends to develop the concept of multiplicity of solutions for a linear PDE through the study of these energy spaces (i.e. emptiness). The main concept is that the PDE is viewed as a generator of solutions rather than the classical way of solving the given equation with a known form of the solutions together with boundary conditions. The theory is applied to the wave equation with the special case of the evanescent waves. The work ends with a discussion on another concept, the duplication of solutions and some applications in a closed cavity.

math-ph↗

arXiv2014

The Generalization of the Decomposition of Functions by Energy operators (Part II) and some Applications

This work introduces the families of generalized energy operators $([[.]^p]_k^+)_{k\in\mathbb{Z}}$ and $([[.]^p]_k^-)_{k\in\mathbb{Z}}$ ($p$ in $\mathbb{Z}^+$). One shows that with Lemma 1, the successive derivatives of $\big ([[$f$]^{p-1}]_1^+ \big)^n$ ($n$ in $\mathbb{Z}$, $n\neq 0$) can be decomposed with the generalized energy operators $\big ([[.]^p]_k^+\big)_{k\in\mathbb{Z}}$ when $f$ is in the subspace $\mathbf{S}_p^-(\mathbb{R})$. With Theorem 1 and $f$ in $\mathbf{s}_p^-(\mathbb{R})$, one can decompose uniquely the successive derivatives of $\big ([[$f$]^{p-1}]_1^+ \big)^n$ ($n$ in $\mathbb{Z}$, $n\neq 0$) with the generalized energy operators $\big ([[.]^p]_k^+\big)_{k\in\mathbb{Z}}$ and $\big ([[.]^p]_k^-\big)_{k\in\mathbb{Z}}$. $\mathbf{S}_p^-(\mathbb{R})$ and $\mathbf{s}_p^-(\mathbb{R})$ ($p$ in $\mathbb{Z}^+$) are subspaces of the Schwartz space $\mathbf{S}^-(\mathbb{R})$. These results generalize the work of [arxiv:1208.3385]. The second fold of this work is the application of the generalized energy operator families onto the solutions of linear partial differential equations. The solutions are functions of two variables and defined in subspaces of $\mathbf{S}^-(\mathbb{R}^2)$. The theory is then applied to the Helmholtz equation. In this specific case, the use of generalized energy operators in the general solution of this PDE extends the results of [montilletIMF45-48-2010]. This work ends with some numerical examples. We also underline that this theory could possibly open some applications in astrophysics and aeronautics.

math.SP↗