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This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…

Probability · Mathematics 2025-01-14 Yufei Shao , Xianliang Zhao

We study the effect of impermeable boundaries on the symmetry properties of a random passive scalar field advected by random flows. We focus on a broad class of nonlinear shear flows multiplied by a stationary, Ornstein-Uhlenbeck (OU) time…

Fluid Dynamics · Physics 2021-07-07 R. Camassa , L. Ding , Z. Kilic , R. M. McLaughlin

For a delta-correlated velocity field, simultaneous correlation functions of a passive scalar satisfy closed equations. We analyze the equation for the four-point function. To describe a solution completely, one has to solve the matching…

chao-dyn · Physics 2009-10-28 M. Chertkov , G. Falkovich , I. Kolokolov , V. Lebedev

The field theoretic renormalization group and operator product expansion are applied to the problem of a passive scalar advected by the Gaussian nonsolenoidal velocity field with finite correlation time, in the presence of large-scale…

chao-dyn · Physics 2009-10-31 N. V. Antonov

Many statistics available to constrain non-Gaussianity from inflation are simplest to use under the assumption that the curvature correlation functions are hierarchical. That is, if the n-point function is proportional to the (n-1) power of…

Astrophysics · Physics 2010-04-30 Sarah Shandera

Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…

Statistical Mechanics · Physics 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

The regularized vacuum fluctuation related to a conformally coupled massless scalar field defined on a space-time with dynamical horizon is computed with respect a radially moving observer in a generic flat Friedmann-Robertson-Walker…

General Relativity and Quantum Cosmology · Physics 2014-04-23 Giovanni Acquaviva , Luca Bonetti , Luciano Vanzo , Sergio Zerbini

We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…

Statistical Mechanics · Physics 2017-03-28 Federico Corberi

A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…

Statistical Mechanics · Physics 2009-11-10 James P. Gleeson

We construct a dynamical field theory for noninteracting Brownian particles in the presence of a quenched Gaussian random potential. The main variable for the field theory is the density fluctuation which measures the difference between the…

Disordered Systems and Neural Networks · Physics 2020-12-02 Wonsang Lee , Joonhyun Yeo

We consider an advection of a passive scalar by a flow which is a superposition of random waves. We find that such a flow can lead to an exponential growth of the passive scalar fluctuations. We calculate the growth rate at the fourth order…

Chaotic Dynamics · Physics 2007-05-23 A. M. Balk. G. Falkovich , M. S. Stepanov

Forced advection of passive tracer, $\theta $, in nonlinear relaxational medium by large scale (Batchelor problem) incompressible velocity field at scales less than the correlation length of the flow and larger than the diffusion scale is…

chao-dyn · Physics 2009-10-31 Michael Chertkov

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

Using high-fidelity numerical simulations based on a lattice Boltzmann framework, the advection-enhanced transport of a passive scalar from a prolate spheroid in simple shear flow has been thoroughly investigated across various parameters,…

Fluid Dynamics · Physics 2025-10-15 Yanxing Wang , Hui Wan , Tie Wei , Fangjun Shu

Padmanabhan (1996) has suggested a model to relate the nonlinear two - point correlation function to the linear two - point correlation function. In this paper, we extend this model in two directions: (1) By averaging over the initial…

Astrophysics · Physics 2015-06-24 Dipak Munshi , T. Padmanabhan

We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…

Probability · Mathematics 2023-09-19 Francesco Casini , Cristian Giardinà , Frank Redig

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

Mathematical Physics · Physics 2019-10-02 Rafail V. Abramov

In this paper, we calculate the spectrum of scalar field fluctuations in a bouncing, asymptotically flat Universe, and investigate the dependence of the result on changes in the physics on length scales shorter than the Planck length which…

High Energy Physics - Theory · Physics 2009-11-07 Robert H Brandenberger , Sergio E. Joras , Jerome Martin

A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…

General Relativity and Quantum Cosmology · Physics 2015-05-28 Simone Calogero

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

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