output
19952020
most citedQuantitative Phase Field Model of Alloy Solidification

816 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2014Show all

5 papers · 1 filter

math-ph2014★ 67 cited

First Exit Times of Harmonically Trapped Particles: A Didactic Review

D. S. Grebenkov

We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck proc…

q-fin.PM2014★ 4 cited

Optimal Allocation of Trend Following Strategies

Denis S. Grebenkov, Jeremy Serror

We consider a portfolio allocation problem for trend following (TF) strategies on multiple correlated assets. Under simplifying assumptions of a Gaussian market and linear TF strat…

physics.geo-ph2014★ 4 cited

Power laws statistics of cliff failures, scaling and percolation

Andrea Baldassarri, Bernard Sapoval

The size of large cliff failures may be described in several ways, for instance considering the horizontal eroded area at the cliff top and the maximum local retreat of the coastli…

math-ph2014★ 2 cited

Overlap of two Brownian trajectories: exact results for scaling functions

Mikhail V. Tamm, Vladimir I. Stadnichuk, Alena M. Ilyina +1

We consider two random walkers starting at the same time from different points in space separated by a given distance . We compute the average volume of the space visited…

cond-mat.soft2014★ 34 cited

Fractographic aspects of crack branching instability using a phase field model

H. Henry, M. Adda-Bedia

A phase field model of a crack front propagating in a three dimensional brittle material is used to study the fractographic patterns induced by the branching instability. The numer…