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Annual maximum temperature data provides crucial insights into the impacts of climate change, especially for regions like India, where temperature variations have significant implications for agriculture, health, and infrastructure. In this…

Applications · Statistics 2025-07-03 Chitradipa Chakraborty

Anomalous diffusion has recently turned out to be almost ubiquitous in transport problems. When the physical properties of the medium where the transport process takes place are stationary and constant at each spatial location, anomalous…

Statistical Mechanics · Physics 2007-06-14 Marzio Marseguerra , Andrea Zoia

We study the time evolution of velocity and pressure gradients in isotropic turbulence, by quantifying their decorrelation time scales as one follows fluid particles in the flow. The Lagrangian analysis uses data in a public database…

Fluid Dynamics · Physics 2015-05-14 Huidan Yu , Charles Meneveau

We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…

Statistical Mechanics · Physics 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

A continuous time random walk (CTRW) model with waiting times following the Levy-stable distribution with exponential cut-off in equilibrium is a simple theoretical model giving rise to normal, yet non-Gaussian diffusion. The distribution…

Data Analysis, Statistics and Probability · Physics 2017-05-31 S. M. J. Khadem , I. M. Sokolov

Particles in turbulence frequently encounter extreme accelerations between extended periods of quiescence. The occurrence of extreme events is closely related to the intermittent spatial distribution of intense flow structures such as…

Fluid Dynamics · Physics 2019-08-29 Lukas Bentkamp , Cristian C. Lalescu , Michael Wilczek

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

Direct estimation of Lagrangian turbulence statistics is essential for the proper modeling of dispersion and transport in highly obstructed canopy flows. However, Lagrangian flow measurements demand very high rates of data acquisition,…

Fluid Dynamics · Physics 2019-05-16 Ron Shnapp , Erez Shapira , David Peri , Yardena Bohbot-Raviv , Eyal Fattal , Alex Liberzon

We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we…

Statistical Finance · Quantitative Finance 2019-05-01 Jarosław Klamut , Tomasz Gubiec

Many real-world datasets have an underlying dynamic graph structure, where entities and their interactions evolve over time. Machine learning models should consider these dynamics in order to harness their full potential in downstream…

Machine Learning · Computer Science 2024-02-20 Ahmad Naser Eddin , Jacopo Bono , David Aparício , Hugo Ferreira , João Ascensão , Pedro Ribeiro , Pedro Bizarro

Real-life, out-of-laboratory, measurements of pedestrian movements allow extensive and fully-resolved statistical analyses. However, data acquisition in real-life is subjected to the wide heterogeneity that characterizes crowd flows over…

Physics and Society · Physics 2017-07-04 Alessandro Corbetta , Chung-min Lee , Adrian Muntean , Federico Toschi

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

Probability · Mathematics 2023-11-01 Yusuke Ide , Akihiro Narimatsu

We analyze large-scale patterns in three-dimensional turbulent convection in a horizontally extended square convection cell by Lagrangian particle trajectories calculated in direct numerical simulations. A simulation run at a Prandtl number…

Fluid Dynamics · Physics 2018-11-19 Christiane Schneide , Ambrish Pandey , Kathrin Padberg-Gehle , Jörg Schumacher

In an attempt to extend the mode coupling theory (MCT) to lower temperatures, an Unified theory was proposed which within the MCT framework incorporated the activated dynamics via the random first order transition theory (RFOT). Here we…

Soft Condensed Matter · Physics 2020-01-08 Manoj Kumar Nandi , Sarika Maitra Bhattacharyya

We propose a reaction-transport model for CTRW with non-linear reactions and non-exponential waiting time distributions. We derive non-linear evolution equation for mesoscopic density of particles. We apply this equation to the problem of…

Statistical Mechanics · Physics 2015-05-14 Sergei Fedotov

In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of…

Probability · Mathematics 2017-10-11 Costantino Ricciuti , Bruno Toaldo

Based on geometric considerations, longitudinal and transverse Lagrangian velocity increments are introduced as components along, and perpendicular to, the displacement of fluid particles during a time scale {\tau}. It is argued that these…

Chaotic Dynamics · Physics 2015-06-22 Emmanuel Leveque , Aurore Naso

Dynamic graph representation learning plays a crucial role in understanding evolving behaviors. However, existing methods often struggle with flexibility, adaptability, and the preservation of temporal and structural dynamics. To address…

Machine Learning · Computer Science 2025-01-22 He Yu , Jing Liu

We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps.…

Probability · Mathematics 2021-11-29 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos