Related papers: Incremental Similarity and Turbulence
Analogies between the price dynamics in the foreign exchange market and 3-dimensional fully developed turbulence were recently presented in Nature vol. 381, 767-769 (1996). Independently, we have carried out a study comparing the parallel…
New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…
Recent experimental discovery of extended self-similarity (ESS) was one of the most interesting developments, enabling precise determination of the scaling exponents of fully developed turbulence. Here we show that the ESS is consistent…
Multistable processes, that is, processes which are, at each "time", tangent to a stable process, but where the index of stability varies along the path, have been recently introduced as models for phenomena where the intensity of jumps is…
The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. If the fluid is turbulent, the statistics of the passive scalar exhibit complex behavior. This paper is concerned with…
Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…
Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
We discuss two topics on the experimental measurements of fluctuation observables in relativistic heavy-ion collisions. First, we discuss the effects of the thermal blurring, i.e. the blurring effect arising from the experimental…
A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…
An efficient method for the construction of a multiaffine process, with prescribed scaling exponents, is presented. At variance with the previous proposals, this method is sequential and therefore it is the natural candidate in numerical…
In this paper we obtain a couple of explicit expressions for the derivative of the probability of an increasing event in the random interlacements model. The event is supported in a finite subset of the lattice, and the derivative is with…
A statistical description of heavy particles suspended in incompressible rough self-similar flows is developed. It is shown that, differently from smooth flows, particles do not form fractal clusters. They rather distribute inhomogeneously…
In this paper, particle physics concepts are blended into a field theory for macroscopic phenomena: Fluid mechanics is enhanced by anticommuting Grassmann variables to describe vorticity, while an additional interaction for the Grassmann…
Cluster media are dynamical, not static; observational evidence suggests they are turbulent. High-resolution simulations of the intracluster media (ICMs) and of idealized, similar media help us understand the complex physics and…
The avalanche to streamer transition is studied and illustrated in a particle model. The results are similar to those of fluid models. However, when super-particles are introduced, numerical artefacts become visible. This underscores the…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…
We consider a random process $Y(t)=\exp\{X(t)\}$, where $X(t)$ is a centered second-order process which correlation function $R(t,s)$ can be represented as $\int_{\mathbb{R}} u(t,y)\overline{u(s,y)} dy.$ A multiplicative wavelet-based…
We introduce an index based on information theory to quantify the stationarity of a stochastic process.The index compares on the one hand the information contained in the increment at the time scale $\tau$ of the process at time $t$ with,…