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Properties of two equations describing the evolution of the probability density function (PDF) of the relative dispersion in turbulent flow are compared by investigating their solutions: the Richardson diffusion equation with the drift term…

Chaotic Dynamics · Physics 2008-04-30 Kentaro Kanatani , Takeshi Ogasawara , Sadayoshi Toh

We study persistent random walk with time dependent velocity reversal probabilities and identify a criterion for a non-equilibrium dynamical transition. As a representative example, we consider a power law reversal probability $p(t)\sim…

Statistical Mechanics · Physics 2026-05-20 Amit Pradhan , Reshmi Roy , Purusattam Ray

The relative dispersion process in two-dimensional free convection turbulence is investigated by direct numerical simulation. In the inertial range, the growth of relative separation, $r$, is expected as $<r^2(t)>\propto t^5$ according to…

Chaotic Dynamics · Physics 2009-11-11 Takeshi Ogasawara , Sadayoshi Toh

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the "persistent random walk", where the particle/walker runs ballistically between tumble events at which it changes its…

Statistical Mechanics · Physics 2020-05-25 Alexander K Hartmann , Satya N Majumdar , Hendrik Schawe , Grégory Schehr

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

Richardson's theory of turbulent particle pair diffusion [Richardson, L. F. Proc. Roy. Soc. Lond. A 100, 709--737, 1926], based upon observational data, is equivalent to a locality hypothesis in which the turbulent pair diffusivity $(K)$…

Fluid Dynamics · Physics 2016-01-07 Nadeem A. Malik

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We study the effect of different forcing functions and of the local gradient Richardson number Rig on the vertical mixing of Lagrangian tracers in stably stratified turbulence under the Boussinesq approximation, and present a wave and…

Fluid Dynamics · Physics 2019-02-01 Nicolas E. Sujovolsky , Pablo D. Mininni

Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…

Chaotic Dynamics · Physics 2009-11-13 Jeremie Bec , Massimo Cencini , Rafaela Hillerbrand , Konstantin Turitsyn

We present a methodology for the study of the dispersion of trajectories of stochastic processes in reconstructed phase spaces from observed data. The methodology allows to find ensembles of analog states, i.e. states that are close in the…

Chaotic Dynamics · Physics 2026-02-18 Carlos Granero-Belinchon

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…

Biological Physics · Physics 2017-01-26 Felix Thiel , Lutz Schimansky-Geier , Igor M. Sokolov

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

The dispersion of Lagrangian particle pairs is a fundamental process in turbulence, with implications for mixing, transport, and the statistical properties of particles in geophysical and environmental flows. While classical theories…

Fluid Dynamics · Physics 2025-09-17 Christian Reartes , Pablo D. Mininni , Raffaele Marino

Dynamical systems having many coexisting attractors present interesting properties from both fundamental theoretical and modelling points of view. When such dynamics is under bounded random perturbations, the basins of attraction are no…

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

Probability · Mathematics 2015-02-25 Frank Aurzada , Nadine Guillotin-Plantard

We investigate Lagrangian relative dispersion in direct numerical simulation of two-dimensional inverse cascade turbulence. The analysis is performed by using both standard fixed time statistics and an exit time approach. Our results are in…

Chaotic Dynamics · Physics 2007-05-23 G. Boffetta , I. M. Sokolov

We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…

Disordered Systems and Neural Networks · Physics 2013-02-18 Tomas Svensson , Kevin Vynck , Marco Grisi , Romolo Savo , Matteo Burresi , Diederik S. Wiersma