Related papers: Instantons and Intermittency
The speed of many one-line transformation methods for the production of, for example, Levy alpha-stable random numbers, which generalize Gaussian ones, and Mittag-Leffler random numbers, which generalize exponential ones, is very high and…
In the context of instanton method for stochastic system this paper purposes a modification of the arclength parametrization of the Hamilton's equations allowing for an arbitrary instanton speed. The main results of the paper are: (i) it…
Starting from trace formulae for the tunnelling splittings (or decay rates) analytically continued in the complex time domain, we obtain explicit semiclassical expansions in terms of complex trajectories that are selected with appropriate…
Random acceleration is a fundamental stochastic process encountered in many applications. In the one-dimensional version of the process a particle is randomly accelerated according to the Langevin equation $\ddot{x}(t) = \sqrt{2D} \xi(t)$,…
We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
The probability density functions measured by Lewis and Swinney for turbulent Couette-Taylor flow, observed by Bodenschatz and co-workers in the Lagrangian measurement of particle accelerations and those obtained in the DNS by Gotoh et al.…
We give a new estimate on Stieltjes integrals of H\"older continuous functions and use it to prove an existence-uniqueness theorem for solutions of ordinary differential equations with H\"older continuous forcing. We construct stochastic…
Factorial moments are convenient tools in nuclear physics to characterize the multiplicity distributions when phase-space resolution ($\Delta$) becomes small. For uncorrelated particle production within $\Delta$, Gaussian statistics holds…
We perform a detailed analytical study of the Recent Fluid Deformation (RFD) model for the onset of Lagrangian intermittency, within the context of the Martin-Siggia-Rose-Janssen-de Dominicis (MSRJD) path integral formalism. The model is…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
The statistics of wrinkling flame front is invetigated by the quantum filed theory methods. We dwell on the WKB approximation in the functional integral which is analogous to the Wyld functional integral in turbulence. The main contribution…
One of the ways to characterize a probability distribution is to show that it is moment-determinate, uniquely determined by knowing all its moments. The uniqueness, in the absolutely continuous case, depends entirely on the behaviour of the…
In this paper we present a novel, closed three-dimensional (3D) random vortex dynamics system, which is equivalent to the Navier--Stokes equations for incompressible viscous fluid flows. The new random vortex dynamics system consists of a…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
A perturbative method for solving the Langevin equation of inflationary cosmology in presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the…
We propose an analytical approach to the computation of tail probabilities of compound distributions whose individual components have heavy tails. Our approach is based on the contour integration method, and gives rise to a representation…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…
Boltzmann equation describes the time development of the velocity distribution in the continuum fluid matter. We formulate the equation using the field theory where the {\it velocity-field} plays the central role. The properties of the…