Related papers: Stochastic modelling of intermittent scrape-off la…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
Magnetic fields in several astrophysical objects are amplified and maintained by a dynamo mechanism, which is the conversion of the turbulent kinetic energy to magnetic energy. A dynamo that amplifies magnetic fields at scales $<$ the…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
Radial profiles of the ion saturation current and its fluctuation statistics are presented from probe measurements in L-mode, neutral beam heated plasmas at the outboard mid-plane region of KSTAR. The familiar two-layer structure, seen…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
Numerical modeling of the edge and scrape-off layer (SOL) must account for atomic processes such as hydrogenic ionization and recombination, charge-exchange, and line radiation. Their reaction rates depend non-linearly on density and…
By keeping nonlinear Boltzmann factor in electron density dependence on electrostatic potential it is demonstrated that large plasma density blobs, often seen in experiment inside separatrix, can exist within the framework of drift wave…
We measure the statistical distribution of the local density of optical states (LDOS) on disordered semi-continuous metal films. We show that LDOS fluctuations exhibit a maximum in a regime where fractal clusters dominate the film surface.…
A procedure is presented to map from the spatial correlation parameters of a turbulent density field (the radial and binormal correlation lengths and wavenumbers, and the fluctuation amplitude) to correlation parameters that would be…
We apply the scale-length method to several three dimensional samples of the Two degree Field Galaxy Redshift Survey. This method allows us to map in a quantitative and powerful way large scale structures in the distribution of galaxies…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…
This proceedings paper reports on the theoretical modelling of particle acceleration in magnetised turbulent plasmas. It briefly reviews some recent findings obtained from fully kinetic numerical simulations of large-amplitude, semi to…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
A model of interacting random walkers is presented and shown to give rise to patterns consisting in periodic arrangements of fluctuating particle clusters. The model represents biological individuals that die or reproduce at rates depending…
Several analysis methods for nonstationary fluctuations are described and applied to the edge localized mode (ELM) instabilities of limiter H-mode plasmas. The microwave scattering diagnostic observes poloidal $k_{\theta}$ values of 3.3…
We obtain general predictions for the distribution of wave function intensities in position space on the periodic orbits of chaotic ballistic systems. The expressions depend on effective system size N, instability exponent lambda of the…
We propose a new type of SPDEs, singular or with regularized noises, motivated by a study of the fluctuation of the density field in a microscopic interacting particle system. They include a large scaling parameter $N$, which is the ratio…