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We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…

Dynamical Systems · Mathematics 2010-03-01 Jose F. Alves , Helder Vilarinho

In this work, we discuss some points relevant for stochastic modelling of one- and two-phase turbulent flows. In the framework of stochastic modelling, also referred to PDF approach, we propose a new Langevin model including all viscosity…

Fluid Dynamics · Physics 2010-09-14 Sergio Chibbaro , Jean-Pierre Minier

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

The advection of a passive scalar by a quenched (frozen) incompressible velocity field is studied by extensive high precision numerical simulation and various approximation schemes. We show that second order self consistent perturbation…

Disordered Systems and Neural Networks · Physics 2009-10-31 D. S. Dean , I. T. Drummond , R. R. Horgan

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…

Chaotic Dynamics · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

A random neighbor extremal stick-slip model is introduced. In the thermodynamic limit, the distribution of states has a simple analytical form and the mean avalanche size, as a function of the coupling parameter, is exactly calculable. The…

Statistical Mechanics · Physics 2010-06-10 Osame Kinouchi , Carmen P. C. do Prado

Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…

Statistical Mechanics · Physics 2026-02-23 Edson D. Leonel , Diego F. M. Oliveira

Random advection of Lagrangian tracer scalar field $\theta (t,x)$ by a one-dimensional, spatially smooth and short-correlated in time velocity field is considered. Scalar fluctuations are maintained by a source concentrated at the integral…

chao-dyn · Physics 2009-10-30 M. Chertkov , I. Kolokolov , M. Vegrassola

Our work is part of the close link between continuous-time dissipative dynamical systems and optimization algorithms, and more precisely here, in the stochastic setting. We aim to study stochastic convex minimization problems through the…

Optimization and Control · Mathematics 2025-02-21 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch , Peter Ochs

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively…

We study the statistical properties of passive tracer transport in turbulent flows with a mean gradient, emphasizing tracer intermittency and extreme events. An analytically tractable model is developed, coupling zonal and shear velocity…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Mustafa A Mohamad , Di Qi

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

Numerical Analysis · Mathematics 2017-11-28 Zhongjian Wang , Jack Xin , Zhiwen Zhang

We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory. Bayesian decision…

Computer Science and Game Theory · Computer Science 2023-06-22 Philippe Mongin

In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

Probability · Mathematics 2021-01-12 Filippo de Feo

We consider a class of invariant measures for a passive scalar $f$ driven by an incompressible velocity field $\boldsymbol{u}$, on a $d$-dimensional periodic domain, satisfying $$ \partial_t f + \boldsymbol{u} \cdot \nabla f = 0, \qquad…

Analysis of PDEs · Mathematics 2016-10-12 Jacob Bedrossian , Michele Coti Zelati , Nathan Glatt-Holtz

Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

We present a stochastic method for reconstructing missing spatial and velocity data along the trajectories of small objects passively advected by turbulent flows with a wide range of temporal or spatial scales, such as small balloons in the…

Fluid Dynamics · Physics 2024-11-14 Tianyi Li , Luca Biferale , Fabio Bonaccorso , Michele Buzzicotti , Luca Centurioni
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