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We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…

Probability · Mathematics 2017-09-11 Pierre Monmarché

We have developed the {\it general method} for the description of {\it separatrix chaos}, basing on the analysis of the separatrix map dynamics. Matching it with the resonant Hamiltonian analysis, we show that, for a given amplitude of…

Chaotic Dynamics · Physics 2007-11-01 S. M. Soskin , R. Mannella , O. M. Yevtushenko

We study the chaotic properties of a turbulent conducting fluid using direct numerical simulation in the Eulerian frame. The maximal Lyapunov exponent is measured for simulations with varying Reynolds number and magnetic Prandtl number. We…

Fluid Dynamics · Physics 2019-05-22 Richard Ho , Arjun Berera , Daniel Clark

The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…

Probability · Mathematics 2023-02-15 Louis-Pierre Chaintron , Antoine Diez

We review some historical highlights leading to the modern perspective on the concept of chaos from the point of view of the kinetic theory. We focus in particular on the role played by the propagation of chaos in the mathematical…

Mathematical Physics · Physics 2016-11-23 Mario Pulvirenti , Sergio Simonella

The ubiquity of turbulent flows in nature and technology makes it of utmost importance to fundamentally understand turbulence. Kolmogorov's 1941 paradigm suggests that for strongly turbulent flows with many degrees of freedom and its large…

Fluid Dynamics · Physics 2016-04-18 Sander G. Huisman , Roeland C. A. van der Veen , Chao Sun , Detlef Lohse

The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…

Probability · Mathematics 2023-02-15 Louis-Pierre Chaintron , Antoine Diez

Quantum chaos refers to signatures of classical chaos found in the quantum domain. Recently, it has become common to equate the exponential behavior of out-of-time order correlators (OTOCs) with quantum chaos. The quantum-classical…

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…

Probability · Mathematics 2019-11-19 Mathieu Laurière , Ludovic Tangpi

We determine the order of magnitude of $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, and $0 \leq q \leq 1$. In the Steinhaus case, this is equivalent to determining the…

Number Theory · Mathematics 2017-03-21 Adam J. Harper

Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…

chao-dyn · Physics 2015-06-24 J. R. Dorfman

Passive scalar mixing, produced by Lagrangian chaos generated a) by quasi-periodic (integrable) motion of three quasi-point vortices and b) by chaotic motion of three and six quasi-point vortices, has been studied and compared with…

Fluid Dynamics · Physics 2019-04-12 A. Bershadskii

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Probability · Mathematics 2022-10-28 Pax Kivimae

We adapt recent ideas for many-body chaos in nonlinear, Hamiltonian fluids [Murugan \textit{et al.}, Phys. Rev. Lett. 127, 124501 (2021)] to revisit the question of the Reynolds number Re dependence of the Lyapunov exponent…

Two types of spontaneous breaking of the space translational symmetry in distributed chaos have been considered for turbulent thermal convection at large values of Rayleigh number. First type is related to boundaries and second type is…

Fluid Dynamics · Physics 2016-10-19 A. Bershadskii

We consider chaotic dynamics of a system of two coupled ring resonators with a linear gain and a nonlinear absorption. Such a structure can be implemented in various settings including microresonator nanostructures, polariton condensates,…

The distributed chaos driven by Levich-Tsinober (helicity) integral: $I=\int \langle h({\bf x},t)~h({\bf x}+{\bf r}, t)\rangle d{\bf r}$ has been studied. It is shown that the helical distributed chaos can be considered as basis for complex…

Fluid Dynamics · Physics 2016-06-07 A. Bershadskii

We consider long simulations of 2D Kolmogorov turbulence body-forced by $\sin4y \ex$ on the torus $(x,y) \in [0,2\pi]^2$ with the purpose of extracting simple invariant sets or `exact recurrent flows' embedded in this turbulence. Each…

Fluid Dynamics · Physics 2012-07-20 Gary J. Chandler , Rich R. Kerswell

The Kraichnan flow provides an example of a random dynamical system accessible to an exact analysis. We study the evolution of the infinitesimal separation between two Lagrangian trajectories of the flow. Its long-time asymptotics is…

Chaotic Dynamics · Physics 2015-06-26 Raphael Chetrite , Jean-Yves Delannoy , Krzysztof Gawedzki