Related papers: Analog-based ensembles to characterize turbulent d…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
A stochastic process with movement, return, and rest phases is considered in this paper. For the movement phase, the particles move following the dynamics of Gaussian process or ballistic type of L\'evy walk, and the time of each movement…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
This study evaluates the performance of analog-based methodologies to predict, in a statistical way, the longitudinal velocity in a turbulent flow. The data used comes from hot wire experimental measurements from the Modane wind tunnel. We…
We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…
Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…
On certain self-similar substrates the time behavior of a random walk is modulated by logarithmic periodic oscillations on all time scales. We show that if disorder is introduced in a way that self-similarity holds only in average, the…
We study the coarsening dynamics of a two dimensional system via lattice Boltzmann numerical simulations. The system under consideration is a biphasic system consisting of domains of a dispersed phase closely packed together in a continuous…
A 3D copepod trajectory is recorded in the laboratory, using 2 digital cameras. The copepod undergoes a very structured type of trajectory, with successive moves displaying intermittent amplitudes. We perform a statistical analysis of this…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…
Numerical simulations of particle acceleration in magnetized turbulence have recently observed powerlaw spectra where pile-up distributions are rather expected. We interpret this as evidence for particle segregation based on acceleration…
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…