Related papers: Shot noise multifractal model for turbulent pseudo…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…
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…
We consider a passive scalar field under the action of pumping, diffusion and advection by a smooth flow with a Lagrangian chaos. We present theoretical arguments showing that scalar statistics is not conformal invariant and formulate new…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is…
In this work, the scaling statistics of the dissipation along Lagrangian trajectories are investigated by using fluid tracer particles obtained from a high resolution direct numerical simulation with $Re_{\lambda}=400$. Both the energy…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
The angle between subsequent particle displacement increments is evaluated as a function of the timelag in isotropic turbulence. It is shown that the evolution of this angle contains two well-defined power-laws, reflecting the multi-scale…
In natural settings, intermittent dynamics are ubiquitous and often arise from a coupling between external driving and spatial heterogeneities. A well-known example is the generation of transient, turbulent puffs of fluid through a pipe…
An exact relation is derived between scalar dissipation due to molecular diffusivity and the randomness of stochastic Lagrangian trajectories for flows without bounding walls. This "Lagrangian fluctuation-dissipation relation" equates the…
Homogeneous and isotropic turbulent fields obtained from two DNS databases (with $\mbox{Re}_\lambda$ equal to 150 and 418) were seeded with point particles that moved with the local fluid velocity to obtain Lagrangian pressure histories.…
In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic noise and jump common noise. As far as conditional McKean-Vlasov…
The local statistical and geometric structure of three-dimensional turbulent flow can be described by properties of the velocity gradient tensor. A stochastic model is developed for the Lagrangian time evolution of this tensor, in which the…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
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…
For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…
We offer a new perspective to the problem of characterizing mesoscopic fluctuations in the inter-plateau region of the integer quantum Hall transition. We found that longitudinal and transverse conductance fluctuations, generated by varying…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
We show that the classical Kolmogorov and Richardson scaling laws in fully developed turbulence are consistent with a random Gaussian force field. Numerical simulations of a shell model approximation to the Navier-Stokes equations suggest…