Related papers: Instantons and Intermittency
Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the realization that rare events are, under the right circumstances,…
We show that the tails of the single-point velocity probability distribution function (PDF) are generally non-Gaussian in developed turbulence. By using instanton formalism for the Navier-Stokes equation, we establish the relation between…
We propose a novel mechanism for the origin of non-Gaussian tails in the probability distribution functions (PDFs) of local variables in nonlinear, diffusive, dynamical systems including passive scalars advected by chaotic velocity fields.…
The role of instantons is investigated in the Lagrangian model for the velocity gradient evolution known as the Recent Fluid Deformation approximation. After recasting the model into the path-integral formalism, the probability distribution…
We consider the tails of probability density functions (PDF) for different characteristics of velocity that satisfies Burgers equation driven by a large-scale force. The saddle-point approximation is employed in the path integral so that…
Instanton calculations are performed in the context of stationary Burgers turbulence to estimate the tails of the probability density function (PDF) of velocity gradients. These results are then compared to those obtained from massive…
We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…
In the "stochastic $\delta N$ formalism", the statistics of the inflationary density perturbation are obtained from the first passage distribution of a stochastic process. We develop a general framework in which to evaluate the rare tail of…
For noninteracting particles moving in a Gaussian random potential, there exists a disagreement in the literature on the asymptotic expression for the density of states in the tail of the band. We resolve this discrepancy. Further we…
We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…
In recent years, instanton calculus has successfully been employed to estimate tail probabilities of rare events in various stochastic dynamical systems. Without further corrections, however, these estimates can only capture the exponential…
The Lagrangian velocity statistics of dissipative drift-wave turbulence are investigated. For large values of the adiabaticity (or small collisionality), the probability density function of the Lagrangian acceleration shows exponential…
This letter provides the first prediction of the probability density function (PDF) of flux $R$ in plasma sheath sheath region in magnetic fusion devices which is characterized by dynamical equations with exponential non-linearities. By…
A path integral over trajectories of $2n$ fluid particles is identified with a $2n$-th order correlation function of a passive scalar convected by $d$-dimensional short-correlated multi-scale incompressible random velocity flow. Strong…
We consider 1D Burgers equation driven by large-scale white-in-time random force. The tails of the velocity gradients probability distribution function (PDF) are analyzed by saddle-point approximation in the path integral describing the…
We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that…
Processes leading to anomalous fluctuations in turbulent flows, referred to as intermittency, are still challenging. We consider cascade trajectories through scales as realizations of a stochastic Langevin process for which multiplicative…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
We study the onset of intermittency in stochastic Burgers hydrodynamics, as characterized by the statistical behavior of negative velocity gradient fluctuations. The analysis is based on the response functional formalism, where specific…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…