Related papers: Shot noise multifractal model for turbulent pseudo…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…
We develop a framework for the stochastic thermodynamics of a probe coupled to a fluctuating medium with spatio-temporal correlations, described by a scalar field. For a Brownian particle dragged by a harmonic trap through a fluctuating…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
A linear dynamical model for the development of the turbulent energy cascade was introduced in Apolin\'ario \emph{et al} (J. Stat. Phys. \textbf{186}, 15 (2022)). This partial differential equation, randomly stirred by a forcing term which…
Inpired by recent measurements of the velocity and acceleration statistics of Lagrangian tracer particles embedded in a turbulent quantum liquid we propose a new superstatistical model for the dynamics of tracer particles in quantum…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
We present a theoretical investigation of shot-noise properties in nondegenerate elastic diffusive conductors. Both Monte Carlo simulations and analytical approaches are used. Two new phenomena are found: (i) the display of enhanced shot…
We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…
We study the implicit regularization of mini-batch stochastic gradient descent, when applied to the fundamental problem of least squares regression. We leverage a continuous-time stochastic differential equation having the same moments as…
We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
Passive scalar mixing, produced by Lagrangian chaos generated a) by quasi-periodic (integrable) motion of three quasi-point vortices and b) by chaotic motion of three and six quasi-point vortices, has been studied and compared with…
We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…
Recently created diffusive memristors have garnered significant research interest owing to their distinctive capability to generate a diverse array of spike dynamics which are similar in nature to those found in biological cells. This gives…
We analyze a one-dimensional two-scalar fields reaction advection diffusion model for the globally subcritical transition to turbulence. In this model, the homogeneous turbulent state is disconnected from the laminar one and disappears in a…
Lagrangian measurements of tracer particle dispersion in stratified turbulence are presented from a large-scale experiment achieving both high buoyancy Reynolds numbers and low Froude numbers -- a regime characteristic of oceanic…
We present a collection of eight data sets, from state-of-the-art experiments and numerical simulations on turbulent velocity statistics along particle trajectories obtained in different flows with Reynolds numbers in the range $R_\lambda…