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Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of…
We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent…
We study the statistics of fluid (gas) density and concentration of passive tracer particles (dust) in compressible turbulence. We raise the question of whether the fluid density which is an active field that reacts back on the transporting…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
This paper presents a class of turbulence models written in terms of fractional partial differential equations (FPDEs) with stochastic loads. Every solution of these FPDE models is an incompressible velocity field and the distribution of…
Inertial particle data from three-dimensional direct numerical simulations of particle-laden homogeneous isotropic turbulence at high Reynolds number are analyzed using Voronoi tessellation of the particle positions, considering different…
We present simulations of coherent structures in compressible flows near the transition to turbulence using the Dissipative Particle Dynamics (DPD) method. The structures we find are remarkably consistent with experimental observations and…
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
Turbulence is a key process in many astrophysical systems. In this work we explore the statistics of thermal and kinetic energy of isothermal, supersonic, turbulent gas. We develop analytic formulas for the PDF of thermal and kinetic…
Small-scale turbulence can be comprehensively described in terms of velocity gradients, which makes them an appealing starting point for low-dimensional modeling. Typical models consist of stochastic equations based on closures for…
The density distribution within molecular clouds offers critical insights into their underlying physical processes, which are essential for understanding star formation. As a statistical measure of column density on the cloud scale, the…
The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…
The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…
In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A set of parallel…
In-situ observations of magnetic field fluctuations in the solar wind show a broad continuum in the power spectral density (PSD) with a power-law range of scaling often identified as an inertial range of magnetohydrodynamic turbulence.…
The internal interactions of fluids occur at all scales therefore the resulting force fields have no reason to be smooth and differentiable. The release of the differentiability hypothesis has important mathematical consequences, like scale…
Lagrangian stochastic methods are widely used to model turbulent flows. Scarce consideration has, however, been devoted to the treatment of the near-wall region and to the formulation of a proper wall-boundary condition. With respect to…
The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…
The turbulent magnetic fields of a large set of fast solar wind streams measured onboard ACE and STEREO A and B are analyzed in an effort to identify the effects of the turbulence-level broad variations on the orientations of the local,…
We study the distributions of the resilience of power flow models against transmission line failures via a so-called backup capacity. We consider three ensembles of random networks and in addition, the topology of the British transmission…