Related papers: Stochastic identities for random isotropic fields
A second-order differential identity for the Riemann tensor is obtained, on a manifold with symmetric connection. Several old and some new differential identities for the Riemann and Ricci tensors descend from it. Applications to manifolds…
This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy -- rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
We introduce a global quantity $\delta$ that characterizes turbulent fluctuations in inhomogeneous anisotropic flows. This time-dependent quantity is based on spatial averages of global velocity fields rather than classical temporal…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
The rotational dynamics of anisotropic particles advected in a turbulent fluid flow are important in many industrial and natural setting. Particle rotations are controlled by small scale properties of turbulence that are nearly universal,…
Recent findings on the displacements in the surroundings of isotropic flow events in viscous liquids [Phys. Rev. E, to appear Feb. 1999] are generalized to the anisotropic case. Also, it is shown that a flow event is characterized by a…
Extreme values geostatistics make it possible to model the asymptotic behaviors of random phenomena which depends on space or time parameters. In this paper, we propose new models of the extremal coefficient within a spatial stationary…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We use high resolution direct numerical simulations to study the anisotropic contents of a turbulent, statistically homogeneous flow with random transitions among multiple energy containing states. We decompose the velocity correlation…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
Stirring a fluid through a Gaussian forcing at a vanishingly small Reynolds number produces a Gaussian random field, while flows at higher Reynolds numbers exhibit non-Gaussianity, cascades, anomalous scaling and preferential alignments.…
Vortices, phase singularities, and topological defects of any kind often reflect information that is crucial for understanding physical systems in which such entities arise. With near-field experiments supported by numerical calculations,…
This article establishes a first-principles statistical field theory of fully developed isotropic turbulence. Applying an exact Helmholtz decomposition to the local angular momentum field ($\Lvec = \rvec \times \uvec$) reveals a segregation…
A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…
We present a theoretical and numerical study on the motion of isotropic helicoids in complex flows. These are particles whose motion is invariant under rotations but not under mirror reflections of the particle. This is the simplest, yet…
This paper present a construction and the analysis of a class of non-Gaussian positive-definite matrix-valued homogeneous random fields with uncertain spectral measure for stochastic elliptic operators. Then the stochastic elliptic boundary…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
The statistical properties of heavy particle trajectories in high Reynolds numbers turbulent flows are analyzed. Dimensional analysis assuming Kolmogorov scaling is compared with the result of numerical simulation using a synthetic…
Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…