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We present the results of a search of log-periodic corrections to scaling in the moments of the energy dissipation rate in experiments at high Reynolds number (2500) of three-dimensional fully developed turbulence. A simple dynamical…

Statistical Mechanics · Physics 2009-11-07 Wei-Xing Zhou , Didier Sornette

A stochastic discrete drift-diffusion model is proposed to account for the effects of shot noise in weakly coupled, highly doped semiconductor superlattices. Their current-voltage characteristics consist of a number stable multistable…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 L. L. Bonilla , O. Sanchez , J. Soler

The Log-Poisson phenomenological description of the turbulent energy cascade is evoked to discuss high-order statistics of velocity derivatives and the mapping between their probability distribution functions at different Reynolds numbers.…

Fluid Dynamics · Physics 2015-05-13 M. Kholmyansky , L. Moriconi , R. M. Pereira , A. Tsinober

Based on theoretical argument and experimental evidence, we conjecture that structure functions of turbulent times series exhibit log-periodic modulations decorating their power law dependence. In order to provide ironclad experimental…

Statistical Mechanics · Physics 2007-05-23 D. Sornette

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

Mathematical Physics · Physics 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

For several flows of laboratory turbulence, we obtain long records of velocity data. These records are divided into numerous segments. In each segment, we calculate the mean rate of energy dissipation, the mean energy at each scale, and the…

Fluid Dynamics · Physics 2015-05-13 H. Mouri , A. Hori , M. Takaoka

The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…

Analysis of PDEs · Mathematics 2021-08-24 Jichen Yang , Jens D. M. Rademacher

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

We use multiscale-multispace correlations and Fourier transform techniques, to study some intermittent random field properties, which escape analysis by structure function scaling. These properties are parametrized in terms of a set of…

chao-dyn · Physics 2007-05-23 Piero Olla , Paolo Paradisi

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

High Energy Physics - Theory · Physics 2015-03-20 Gianluca Calcagni

This paper is the forth part of our series of work, is devoted to the analysis on the multiscales and cascade aspects of the statistical theory of isotropic turbulence based on the new Sedov-type solution. In this paper, we use the explicit…

Fluid Dynamics · Physics 2010-12-24 Zheng Ran

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent…

Fluid Dynamics · Physics 2016-04-28 Rodrigo M. Pereira , Christophe Garban , Laurent Chevillard

An efficient method for the construction of a multiaffine process, with prescribed scaling exponents, is presented. At variance with the previous proposals, this method is sequential and therefore it is the natural candidate in numerical…

chao-dyn · Physics 2009-10-30 L. Biferale , G. Boffetta , A. Celani , A. Crisanti , A. Vulpiani

We consider transition to strong turbulence in an infinite fluid stirred by a gaussian random force. The transition is {\bf defined} as a first appearance of anomalous scaling of normalized moments of velocity derivatives (dissipation…

Fluid Dynamics · Physics 2017-08-02 Victor Yakhot , Diego Donzis

The understanding of fluid turbulence has considerably progressed in recent years. The application of the methods of statistical mechanics to the description of the motion of fluid particles, i.e. to the Lagrangian dynamics, has led to a…

Statistical Mechanics · Physics 2009-11-07 G. Falkovich , K. Gawedzki , M. Vergassola

We study the Lagrangian flow associated to velocity fields arising from various models of fluid mechanics subject to white-in-time, $H^s$-in-space stochastic forcing in a periodic box. We prove that in many circumstances, these flows are…

Analysis of PDEs · Mathematics 2018-09-19 Jacob Bedrossian , Alex Blumenthal , Samuel Punshon-Smith

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

Condensed Matter · Physics 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

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

The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…

Disordered Systems and Neural Networks · Physics 2015-05-14 Yan V Fyodorov

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…

Probability · Mathematics 2018-09-28 Zdzisław Brzeźniak , Erika Hausenblas , Paul Razafimandimby