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Related papers: Correlations in superstatistical systems

200 papers

We investigate the response of large inertial particle to turbulent fluctuations in a inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters…

Fluid Dynamics · Physics 2016-04-20 Nathanaël Machicoane , Romain Volk

Motivated by results from recent particle tracking experiments in turbulence (Xu et al., Nat. Phys. 7, 709 (2011)), we study the Lagrangian time correlations of vorticity alignments with the three eigenvectors of the deformation-rate…

Fluid Dynamics · Physics 2011-11-01 Laurent Chevillard , Charles Meneveau

Lagrangian properties obtained from a Particle Tracking Velocimetry experiment in a turbulent flow at intermediate Reynolds number are presented. Accurate sampling of particle trajectories is essential in order to obtain the Lagrangian…

Fluid Dynamics · Physics 2015-05-13 Jacob Berg , Soren Ott , Jakob Mann , Beat Luthi

We show that extremal dynamics is very well modelled by the "Linear Fractional Stable Motion" (LFSM), a stochastic process entirely defined by two exponents that take into account spatio-temporal correlations in the distribution of active…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Krishnamurthy , A. Tanguy , P. Abry , S. Roux

We compute the asymptotic temporal behavior of the dynamical complexity associated with the maximum probability trajectories on Gaussian statistical manifolds in presence of correlations between the variables labeling the macrostates of the…

Mathematical Physics · Physics 2015-05-13 Carlo Cafaro , Stefano Mancini

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

The supersaturation equation for a vertically moving adiabatic cloud parcel is analysed. The effects of turbulent updrafts are incorporated in the shape of a stochastic Lagrangian model, with spatial and time correlations expressed in terms…

Atmospheric and Oceanic Physics · Physics 2023-05-05 Manuel Santos Gutiérrez , Kalli Furtado

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

Statistical Finance · Quantitative Finance 2015-09-30 Yuriy Stepanov , Philip Rinn , Thomas Guhr , Joachim Peinke , Rudi Schäfer

Turbulence exhibits significant velocity fluctuations even if the scale is much larger than the scale of the energy supply. Since any spatial correlation is negligible, these large-scale fluctuations have many degrees of freedom and are…

Fluid Dynamics · Physics 2015-05-20 H. Mouri , A. Hori , Y. Kawashima , K. Hashimoto

The development of turbulence closure models, parametrizing the influence of small non-resolved scales on the dynamics of large resolved ones, is an outstanding theoretical challenge with vast applicative relevance. We present a closure,…

Fluid Dynamics · Physics 2024-06-26 Giulio Ortali , Alessandro Corbetta , Gianluigi Rozza , Federico Toschi

We present the results of a detailed study of energy correlations at steady state for a 1-D model of coupled energy and matter transport. Our aim is to discover -- via theoretical arguments, conjectures, and numerical simulations -- how…

Statistical Mechanics · Physics 2007-05-23 Kevin K. Lin , Lai-Sang Young

This paper discusses the mathematical representation of an empirically observed phenomenon, referred to as Incremental Similarity. We discuss this feature from the viewpoint of stochastic processes and present a variety of non-trivial…

Probability · Mathematics 2015-09-23 Ole E. Barndorff-Nielsen , Juergen Schmiegel

We study the statistical properties of coherent, small-scales, filamentary-like structures in Turbulence. In order to follow in time such complex spatial structures, we integrate Lagrangian and Eulerian measurements by seeding the flow with…

Fluid Dynamics · Physics 2009-08-04 Luca Biferale , Andrea Scagliarini , Federico Toschi

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

Fluctuations in the statistical model of heavy ion collisions are studied. The role of statistics, relativity, constraints, decaying resonances and branching processes are investigated using this model. Also studied are thermodynamic…

Nuclear Theory · Physics 2009-11-10 Aram Z. Mekjian

We consider scalar tensor theories of gravity assuming that the scalar field is non minimally coupled with gravity. We use this theory to study evolution of a flat homogeneous and isotropic universe. In this case the dynamical equations can…

Astrophysics · Physics 2012-07-13 M. Demianski , E. Piedipalumbo , C. Rubano , C. Tortora

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs"…

Statistical Mechanics · Physics 2012-11-15 Domingos S. P. Salazar , Giovani L. Vasconcelos