Related papers: Skewed distributions as limits of a formal evoluti…
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,…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
The probability density function (PDF) of flux $R$ is computed in systems with logarithmic non-linearity using a model non-linear dynamical equation. The PDF tails of the first moment flux are analytically predicted to be power law. These…
Are there hidden dynamical common patterns in the evolution of social and cultural history? While the growing availability of digitized social data invites us to answer this question, prevailing quantitative methods often rely on…
We introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
We quantitatively study the probability distribution function (PDF) of cosmological nonlinear density fluctuations from N-body simulations with Gaussian initial condition. In particular, we examine the validity and limitations of one-point…
The phenomenology of velocity statistics in turbulent flows, up to now, relates to different models dealing with either signed or unsigned longitudinal velocity increments, with either inertial or dissipative fluctuations. In this paper, we…
Recent research on the non-stationary nature of the dynamics of complex systems is reviewed through three specific models. The long time dynamics consists of a slow, decelerating but spasmodic release of generalized intrinsic strain. These…
The one-point probability distribution function (pdf) of the large-scale density field is an important tool to follow the evolution of cosmological structures. In this paper we present a new model for this pdf for all regimes and all…
We investigate the evolution of the skewness of the distribution of density fluctuations in CDM models with both Gaussian and non--Gaussian initial fluctuations. We show that the method proposed by Coles \& Frenk (1991), which uses the…
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…
A new ensemble forecast algorithm, named as the physics-informed data-driven algorithm with conditional Gaussian statistics (PIDD-CG), is developed to predict the time evolution of the probability density functions (PDFs) of complex…
We calculate the cosmological evolution of the 1-point probability distribution function (PDF), using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion of the PDF. Our method applies…
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…
In a recent letter, Christian Beck described a theoretical link between a family of stochastic differential equations and the probability density functions (PDF) derived from the formalism of nonextensive statistical mechanics. He applied…
When the equations that govern the dynamics of a random field are nonlinear, the field can develop with time non-Gaussian statistics even if its initial condition is Gaussian. Here, we provide a general framework for calculating the effect…
Statistical analyses of finite sample distributions usually assume that fluctuations are self-averaging, i.e. that they are statistically similar in different regions of the given sample volume. By using the scale-length method, we test…
The probability density function (PDF) of velocity fluctuations is studied experimentally for grid turbulence in a systematical manner. At small distances from the grid, where the turbulence is still developing, the PDF is sub-Gaussian. At…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…