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We present a method for converting a time record of turbulent velocity measured at a point in a flow to a spatial velocity record consisting of consecutive convection elements. The spatial record allows computation of dynamic statistical…

Fluid Dynamics · Physics 2019-06-18 Preben Buchhave , Clara M. Velte

We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduced method is detrending moving average (DMA). Both methods…

Statistical Mechanics · Physics 2019-04-03 Marc Höll , Ken Kiyono , Holger Kantz

We solve a Bayesian inverse Reynolds-averaged Navier-Stokes (RANS) problem that assimilates mean flow data by jointly reconstructing the mean flow field and learning its unknown RANS parameters. We devise an algorithm that learns the most…

Fluid Dynamics · Physics 2024-12-17 A. Kontogiannis , P. Nair , M. Loecher , D. B. Ennis , A. Marsden , M. P. Juniper

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Many turbulent flows undergo drastic and abrupt configuration changes with huge impacts. As a paradigmatic example we study the multistability of jet dynamics in a barotropic beta plane model of atmosphere dynamics. It is considered as the…

Statistical Mechanics · Physics 2019-02-27 Freddy Bouchet , Joran Rolland , Eric Simonnet

We apply the methods of Field Theory to study the turbulent regimes of statistical systems. First we show how one can find their probability densities. For the case of the theory of wave turbulence with four-wave interaction we calculate…

High Energy Physics - Theory · Physics 2009-10-28 V. Gurarie

Advanced spectral and statistical data analysis techniques have greatly contributed to shaping our understanding of microphysical processes in plasmas. We review some of the main techniques that allow for characterising fluctuation…

Plasma Physics · Physics 2013-06-25 T. Dudok de Wit , O. Alexandrova , I. Furno , L. Sorriso-Valvo , G. Zimbardo

A main question in the study of partial differential equations is the following: how do we understand the nature of the solutions and, in particular, how do we determine if a given solution shows turbulent or non-turbulent behaviour? Being…

Analysis of PDEs · Mathematics 2025-12-08 Michele V Bartuccelli , Guido Gentile

Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modeling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form $Y_{n\Delta}, n=0,1,2,...$, where…

Statistics Theory · Mathematics 2013-01-22 Peter J. Brockwell , Vincenzo Ferrazzano , Claudia Klüppelberg

Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…

Fluid Dynamics · Physics 2020-05-06 Armin Zare , Tryphon T. Georgiou , Mihailo R. Jovanović

In this work we propose upscaling method for nonlinear Forchheimer flow in highly heterogeneous porous media. The generalized Forchheimer law is considered for incompressible and slightly-compressible single-phase flows. We use recently…

Numerical Analysis · Mathematics 2015-06-15 Eugenio Aulisa , Lidia Bloshanskaya , Yalchin Efendiev , Akif Ibragimov

Time scales of turbulent strain activity, denoted as the strain persistence times of first and second order, are obtained from time-dependent expectation values and correlation functions of lagrangian rate-of-strain eigenvalues taken in…

Fluid Dynamics · Physics 2014-01-06 L. Moriconi , R. M. Pereira

In this work, we introduce the novel application of the adaptive mesh refinement (AMR) technique in the global stability analysis of incompressible flows. The design of an accurate mesh for transitional flows is crucial. Indeed, an…

Numerical Analysis · Mathematics 2026-02-17 Daniele Massaro , Valerio Lupi , Adam Peplinski , Philipp Schlatter

A systematic method is proposed for the determination of the statistical properties of a field consisting of a coherent structure interacting with turbulent linear waves. The explicit expression of the generating functional of the…

Plasma Physics · Physics 2009-11-07 F. Spineanu , M. Vlad

By use of the recurrent relation approach (RRA) we study the microscopic dynamics of liquid aluminium at T=973 K and develop a theoretical model which satisfies all the corresponding sum rules. The investigation covers the inelastic…

Disordered Systems and Neural Networks · Physics 2015-06-25 A. V. Mokshin , R. M. Yulmetyev , R. M. Khusnutdinoff , P. Hänggi

We present a generalized picture of intermittency in turbulence that is based on the theory of stochastic processes. To this end, we rely on the experimentally and numerically verified finding by R.~Friedrich and J.~Peinke [Phys. Rev. Lett.…

Fluid Dynamics · Physics 2020-08-18 J. Friedrich , R. Grauer

The characterization of intermittency in turbulence has its roots in the K62 theory, and if no proper definition is to be found in the literature, statistical properties of intermittency were studied and models were developed in attempt to…

Fluid Dynamics · Physics 2021-07-14 Roxane Letournel , Ludovic Goudenège , Rémi Zamansky , Aymeric Vié , Marc Massot

Experimental mean flows are commonly used to study wall-bounded turbulence. However, these measurements are often unable to resolve the near-wall region and thus introduce ambiguity in the velocity closest to the wall. This poses a source…

Fluid Dynamics · Physics 2025-11-04 Salvador Rey Gomez , Tomek Jaroslawski

In many plasma systems, introducing a small background shear flow is enough to stabilize the system linearly. The nonlinear dynamics are much less sensitive to sheared flows than the average linear growthrates, and very small amplitude…

Plasma Physics · Physics 2018-01-17 Chris C. T. Pringle , Ben F. McMillan , Bogdan Teaca

Complex time series models such as (the sum of) ARMA$(p,q)$ models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fields such as biology, ecology, engineering and economics…

Methodology · Statistics 2020-01-14 Stéphane Guerrier , Roberto Molinari , Maria-Pia Victoria-Feser , Haotian Xu