Related papers: Spatial-temporal structure functions in Burgers tu…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…
We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that…
In this report we discuss the organization of different levels of nature and the corresponding space-time structures by the consideration of a particular problem of time irreversibility. The fundamental time irreversibility problem consists…
In this work we consider the problem of constructing initial conditions for a flow model such that the resulting flow evolution leads to a self-similar energy cascade consistent with Kolmogorov's statistical theory of turbulence. As a first…
We study fluctuations of all co-existing energy exchange/transfer/transport processes in stationary periodic turbulence including those which average to zero and are not present in average cascade theories. We use a Helmholtz decomposition…
Exact budget equations for the second-order structure function tensor $\langle \delta u_i \delta u_j \rangle$ are used to study the two-point statistics of velocity fluctuations in inhomogeneous turbulence. The Anisotropic Generalized…
The transport of charged energetic particles in the presence of strong intermittent heliospheric turbulence is computationally analyzed based on known properties of the interplanetary magnetic field and solar wind plasma at 1 Astronomical…
(Abridged) The small-scale dynamo may play a substantial role in magnetizing the Universe under a large range of conditions, including subsonic turbulence at low Mach numbers, highly supersonic turbulence at high Mach numbers and a large…
The necessity of rejecting the numerical model of geometrical extension is postulated on the basis of the idea of identity of space-time and physical vacuum. An attempt is made to define space-time not via the concept of manifold, but via…
The aim of this short note is to show that Denoising Diffusion Probabilistic Model DDPM, a non-homogeneous discrete-time Markov process, can be represented by a time-homogeneous continuous-time Markov process observed at non-uniformly…
We propose a generalization of the Ornstein-Uhlenbeck process in 1+1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin…
This is an idiosyncratic survey of statistical fluid mechanics centering on the Hopf functional differential equation. Using the Burgers equation for illustration we review several functional integration approaches to theory of turbulence.…
We study spatio-temporal bursting in a three-scale reaction diffusion equation organized by the winged cusp singularity. For large time-scale separation the model exhibits traveling bursts, whereas for large space-scale separation the model…
We provide a scenario for a singularity-mediated turbulence based on the self-focusing non-linear Schr\"odinger equation, for which sufficiently smooth initial states leads to blow-up in finite time. Here, by adding dissipation, these…
Coherent structures are solutions to reaction-diffusion systems that are time-periodic in an appropriate moving frame and spatially asymptotic at $x=\pm\infty$ to spatially periodic travelling waves. This paper is concerned with sources…
We prove finite time blowup of the Burgers-Hilbert equation. We construct smooth initial data with finite $H^5$-norm such that the $L^\infty$-norm of the spacial derivative of the solution blows up. The blowup is an asymptotic self-similar…
We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…
We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let $ \mathcal{L} $ be a hypoelliptic, left-invariant ``sum of the squares''-operator on a Lie group $…
It is shown that the origin of the Kolmogorov's law of the fully developed turbulence is the result of the joint stochastic dynamics of pair points separated by the shock. The result obtained in 1-d case generalized on 3-d turbulence. A…