Laboratoire d'Hydrodynamique de l'École polytechnique

Resolvent modelling of subsonic jet noise

When jet noise is cast in the form of a linear input–output problem, the cross-spectral-density (CSD) matrix of the sound field is forced by the CSD of nonlinear interactions via the resolvent operator. The forcing CSD is difficult to compute or measure, but its projection onto t...

Multivariate quadratic Hawkes processes—part II: non-parametric empirical calibration

This is the second part of our work on Multivariate Quadratic Hawkes (MQHawkes) Processes, devoted to the calibration of the model defined and studied analytically in Aubrun, C., Benzaquen, M., & Bouchaud, J. P., Quantitative Finance, 23(5), 741-758 (2023). We propose a non-param...

Geometry-driven jets underlie dispersal of plants and fungi by raindrops

The impact of droplets on concave surfaces is poorly understood, although it is relevant to a mode of dispersal of reproductive units that has evolved independently in several species of plants and fungi. This mode of dispersal relies on splash-cups, specialized organs that use r...

SPEF1 mediates assembly of central pair microtubule complexes in cilia of Tetrahymena

SPEF1 is a conserved calponin-homology domain protein that decorates the seam of central pair microtubules in the distal segment of motile cilia. Here, we show that in the ciliate Tetrahymena, loss of SPEF1 disrupts the central pair throughout the middle segment, which comprises...

A nested factor model for equity markets: reconciling multifractal stock returns and rough index volatilities

The Nested factor model was introduced by Chicheportiche et al. to represent non-linear correlations between stocks. Stock returns are explained by a standard factor model, but the (log)-volatilities of factors and residuals are themselves decomposed into factor modes, with a com...