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Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , Vincent J. Ervin

The transitional regime of plane channel flow is investigated {above} the transitional point below which turbulence is not sustained, using direct numerical simulation in large domains. Statistics of laminar-turbulent spatio-temporal…

Fluid Dynamics · Physics 2020-09-16 Pavan V. Kashyap , Yohann Duguet , Olivier Dauchot

By analyzing empirical time headway distributions of traffic flow, a hypothesis about the underlying stochastic process can be drawn. The results found lead to the assumption that the headways $T_i$ of individual vehicles follow a linear…

Other Condensed Matter · Physics 2007-05-23 Peter Wagner

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

Computational Physics · Physics 2020-08-07 Tianbai Xiao

The problem of intermittency in developed hydrodynamic turbulence is considered. Explicit formulae taking into account effects of finite size of the inertial range are presented for the whole set of intermittency exponents. The formulae fit…

chao-dyn · Physics 2008-02-03 V. M. Malkin

We analyze the deviations from Maxwell-Boltzmann statistics found in recent experiments studying velocity distributions in two-dimensional granular gases driven into a non-equilibrium stationary state by a strong vertical vibration. We show…

Statistical Mechanics · Physics 2009-11-07 Alain Barrat , Emmanuel Trizac

Statistical thermodynamics delivers the probability distribution of the equilibrium state of matter through the constrained maximization of a special functional, entropy. Its elegance and enormous success have led to numerous attempts to…

Statistical Mechanics · Physics 2023-06-22 Themis Matsoukas

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

We develop a stochastic model for the velocity gradients dynamics along a Lagrangian trajectory. Comparing with different attempts proposed in the literature, the present model, at the cost of introducing a free parameter known in…

Fluid Dynamics · Physics 2018-02-23 Rodrigo M. Pereira , Luca Moriconi , Laurent Chevillard

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…

Statistical Mechanics · Physics 2009-11-10 Nicola Cufaro Petroni , Salvatore De Martino , Silvio De Siena , Fabrizio Illuminati

Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 F. Böttcher , St. Barth , J. Peinke

Traditionally the effects of MHD instabilities and micro-instabilities on plasma confinement are investigated separately. However, these two instabilities often occur simultaneously, with the overlap of the dynamics on a broad range of…

Plasma Physics · Physics 2009-07-06 Johan Anderson , Eun-jin Kim

The statistics of the energy and helicity fluxes in isotropic turbulence are studied using high resolution direct numerical simulation. The scaling exponents of the energy flux agree with those of the transverse velocity structure functions…

Chaotic Dynamics · Physics 2009-11-07 Qiaoning Chen , Shiyi Chen , Gregory L. Eyink , Darryl D. Holm

The paper presents a stochastic approach to estimate the aerodynamic forces with local dynamics on wind turbine blades in unsteady wind inflow. This is done by integrating a stochastic model of lift and drag dynamics for an airfoil into the…

Fluid Dynamics · Physics 2015-06-12 Muhammad Ramzan Luhur , Joachim Peinke , Martin Kühn , Matthias Wächter

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

In this paper we discuss the dynamical features of intermittent fluctuations in homogeneous shear flow turbulence. In this flow the energy cascade is strongly modified by the production of turbulent kinetic energy related to the presence of…

Chaotic Dynamics · Physics 2007-05-23 P. Gualtieri , C. M Casciola , R. Benzi , G. Amati , R. Piva