Related papers: Instantons and Intermittency
We discuss the distribution of the largest eigenvalue of a random N x N Hermitian matrix. Utilising results from the quantum gravity and string theory literature it is seen that the orthogonal polynomials approach, first introduced by…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…
Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…
We consider specific quantum mechanical model problems for which perturbation theory fails to explain physical properties like the eigenvalue spectrum even qualitatively, even if the asymptotic perturbation series is augmented by…
Instantons, localised saddle points of the action, play an important role in describing non-perturbative aspects of quantum field theories, for example vacuum decay or violation of conservation laws associated with anomalous symmetries.…
The explicit multi-instanton solutions by 'tHooft and Jackiw, Nohl & Rebbi are generalized to curvilinear coordinates. The idea is that a gauge transformation can notably simplify the expressions obtained after the change of variables. The…
We derive an analytical approximation to the probability distribution function (pdf) for the response of Mathieu's equation under parametric excitation by a random process with a spectrum peaked at the main resonant frequency, motivated by…
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…
Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…
One challenge in developing a statistical field theory of turbulence is the analysis of the functional equations that govern the complete statistics of the flow field. Simplified models of turbulence may help to develop such a statistical…
The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution…
Recently, Josserand et al. proposed a stochastic nonlinear Schroedinger model for finite-time singularity-mediated turbulence [Phys. Rev. Fluids 5, 054607 (2020)]. Here, we use instanton calculus to quantify the effect of extreme…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
In this paper, we study the Navier-Stokes equation and the Burgers equation for the dynamical motion of a passive particle with harmonic and viscous forces, subject to an exponentially correlated Gaussian force. As deriving the…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
A remarkable feature of fluid dynamics is its relationship with classical dynamics and statistical mechanics. This has motivated in the past mathematical investigations concerning, in a special way, the "derivation" based on kinetic theory,…
We firstly study the Navier-Stokes equation for the motion of a passive particle with harmonic, viscous, perturbative forces, subject to an exponentially correlated Gaussian force. Secondly, from the Fokker-Planck equation in an…
Non-trivial inflaton self-interactions can yield calculable signatures of primordial non-Gaussianity that are measurable in cosmic surveys. Surprisingly, we find that the phase transition to slow-roll eternal inflation is often incalculable…
We discuss the statistical properties of parton distributions within the framework of the NNPDF methodology. We present various tests of statistical consistency, in particular that the distribution of results does not depend on the…