Related papers: Time-dependent probability density functions and i…
Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…
The time evolution of the probability density function (PDF) of the mass density is formulated and solved for systems in free-fall using a simple appoximate function for the collapse of a sphere. We demonstrate that a pressure-free collapse…
We present the first prediction of the probability distribution function (PDF) for self-organization of shear flows modeled by a nonlinear diffusion equation with a stochastic forcing. A novel non-perturbative method based on a coherent…
We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is…
The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this…
One-point probability distribution functions (PDFs) of the cosmic matter density are powerful cosmological probes that extract non-Gaussian properties of the matter distribution and complement two-point statistics. Computing the covariance…
We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…
We investigate the effect of different metrizations of probability spaces on the information geometric complexity of entropic motion on curved statistical manifolds. Specifically, we provide a comparative analysis based upon Riemannian…
We propose a new, physically motivated fitting function for density PDFs in turbulent gas. Although it is known that when gas is isothermal, the PDF is approximately lognormal in the core, high-resolution simulations show large deviations…
The formula for probability density functions (PDFs) has been extended to include PDF for energy dissipation rates in addition to other PDFs such as for velocity fluctuations, velocity derivatives, fluid particle accelerations, energy…
Parton distribution functions (PDFs) at large $x$ are poorly constrained by high-energy experimental data, but extremely important for probing physics beyond standard model at colliders. We study the calculation of PDFs at large-$x$ through…
Intermittency in MHD turbulence has been analyzed using high resolution 2D numerical simulations. We show that the Probability Distribution Functions (PDFs) of the fluctuations of the Elsasser fields, magnetic field and velocity field…
We focus on the probability distribution function (pdf) $P(\Delta \gamma; \gamma)$ where $\Delta \gamma$ are the {\em measured} strain intervals between plastic events in an athermal strained amorphous solids, and $\gamma$ measures the…
We study density fluctuations in supersonic turbulence using both theoretical methods and numerical simulations. A theoretical formulation is developed for the probability distribution function (PDF) of the density at steady state,…
The late universe contains a wealth of information about fundamental physics and gravity, wrapped up in non-Gaussian fields. To make use of as much information as possible it is necessary to go beyond two-point statistics. Rather than going…
At any given scale, 3$\times$2-point statistics extract only three numbers from the joint distribution of the cosmic matter density and galaxy density fluctuations: their variances and their covariance. It is well known that the full shape…
The transition density of a stochastic, logistic population growth model with multiplicative intrinsic noise is analytically intractable. Inferring model parameter values by fitting such stochastic differential equation (SDE) models to data…
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…