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We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermostatistics proposed by Tsallis. We also show that intermittency…

Condensed Matter · Physics 2007-05-23 F. M. Ramos , C. Rodrigues Neto , R. R. Rosa

We introduce a model for the turbulent energy cascade aimed at studying the effect of dynamical scaling on intermittency. In particular, we show that by slowing down the energy transfer mechanism for fixed energy flux, intermittency…

Chaotic Dynamics · Physics 2009-11-10 R. Benzi , L. Biferale , M. Sbragaglia

This paper concerns modeling of the evolution of intermittency region between two weakly miscible phases due to temporal and spatial variations of its characteristic length scale. First, the need of a more general description allowing for…

Fluid Dynamics · Physics 2020-09-29 Tomasz Wacławczyk

This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…

Systems and Control · Computer Science 2017-07-13 Zongjie Wang , Zhizhong Guo

Turbulent systems exhibit a remarkable multi-scale complexity, in which spatial structures induce scale-dependent statistics with strong departures from Gaussianity. In Fourier space, this is reflected by pronounced phase synchronization. A…

Self-similar Euler singularities may be useful for understanding some aspects of Navier-Stokes turbulence. Here, a causal explanation for intermittency is given, based on the control of the sudden growth of the gradients by the Euler…

Soft Condensed Matter · Physics 2007-05-23 Daniel P. Lathrop

The statistical properties of the Salerno model is investigated. In particular, a comparison between the coherent and partially coherent wave modes is made for the case of a random phased wave packet. It is found that the random phased…

Chaotic Dynamics · Physics 2007-05-23 M. Marklund , P. K. Shukla , R. Bingham , J. T. Mendonca

The intermittent burst dynamics during the slow drainage of a porous medium is studied experimentally. We have shown that this system satisfies a set of conditions known to be true for critical systems, such as intermittent activity with…

Fluid Dynamics · Physics 2017-06-14 Marcel Moura , Knut Jørgen Måløy , Renaud Toussaint

The entrainment between weakly-coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the…

Neurons and Cognition · Quantitative Biology 2019-02-27 Ludovico Minati , Natsue Yoshimura , Mattia Frasca , Stanislaw Drozdz , Yasuharu Koike

In this paper, an experimental velocity database of a bacterial collective motion , e.g., \textit{B. subtilis}, in turbulent phase with volume filling fraction $84\%$ provided by Professor Goldstein at the Cambridge University UK, was…

Fluid Dynamics · Physics 2016-07-28 Xiang Qiu , Long Ding , Yongxiang Huang , Ming Chen , Zhiming Lu , Yulu Liu , Quan Zhou

We study the statistical correlation functions for the three-dimensional hydrodynamic turbulence onset when the dynamics is dominated by the pancake-like high-vorticity structures. With extensive numerical simulations, we systematically…

Fluid Dynamics · Physics 2022-12-09 D. S. Agafontsev , E. A. Kuznetsov , A. A. Mailybaev

Wave steepness is a key geometric variable for describing breaking occurrence and its consequences, including energy dissipation and air entrainment. Using three laboratory campaigns under varying spectral conditions and co-flowing wind…

Fluid Dynamics · Physics 2026-05-29 Rui Cao , Enrique M. Padilla , Xu Chen , Adrian H. Callaghan

The power spectral density of an observable quantifies the amount of fluctuations at a given frequency and can reveal the influence of different timescales on the observable's dynamics. Here, we show that the spectral density in a…

Statistical Mechanics · Physics 2023-06-02 Andreas Dechant

This paper considers the phenomenon of distinct regional frequencies recently observed in some power systems. First, a reduced-order mathematical model describing this behaviour is developed. Then, techniques to solve the model are…

Optimization and Control · Mathematics 2021-04-15 Luis Badesa , Fei Teng , Goran Strbac

This paper presents the first results of the two-phase flow simulation obtained using recently introduced physical, mathematical and numerical model of the intermittency region between two-phases (Wac{\l}awczyk 2017, 2021). The statistical…

Fluid Dynamics · Physics 2021-10-01 Tomasz Wacławczyk

Physical models of intermittency in fully developed turbulence employ many phenomenological concepts such as active volume, region, eddy, energy accumulation set, etc, used to describe non-uniformity of the energy cascade. In this paper we…

Analysis of PDEs · Mathematics 2016-12-14 A. Cheskidov , R. Shvydkoy

We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to…

Statistical Mechanics · Physics 2016-11-03 Carlos Granero-Belinchon , Stephane G. Roux , Nicolas B. Garnier

Intensity minima and maxima of speckle patterns obtained behind a diffuser are experimentally interchanged by applying a spiral phase delay of charge $\pm 1$ to the impinging coherent beam. This transform arises from the intuitive…

Optics · Physics 2017-02-01 Jérôme Gateau , Hervé Rigneault , Marc Guillon

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

Data Analysis, Statistics and Probability · Physics 2009-03-17 K. H. Kiyani , S. C. Chapman , N. W. Watkins

We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space. By using thinned data obtained from the high frequency…

Statistics Theory · Mathematics 2019-10-01 Yusuke Kaino , Masayuki Uchida
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