Related papers: Instantons and Intermittency
In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…
We study the time-dependent Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion, and…
We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…
There has been overwhelming evidence that coherent structures play a critical role in determining the overall transport in a variety of systems. We compute the probability distribution function (PDF) tails of momentum flux and heat flux in…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
We study the path-integral formalism in the imaginary-time to show its validity in a case with a metastable ground state. The well-known method based on the bounce solution leads to the imaginary part of the energy even for a state that is…
Intermittency in MHD turbulence has been analyzed using high resolution 2D numerical simulations. We show that the Probability Distribution Functions (PDFs) of the fluctuations of the Elsasser fields, magnetic field and velocity field…
The distribution of particle accelerations in turbulence is intermittent, with non-Gaussian tails that are quite different for light and heavy particles. In this article we analyse a closure scheme for the acceleration fluctuations of light…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
We present the results of an explicit numerical computation of a novel instanton in Georgi-Glashow SU(2) theory. The instanton is physically relevant as a mediator of Schwinger production of 't Hooft-Polyakov magnetic monopoles from strong…
The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation describing the dynamics of the tracer into a master equation for a continuous Markov process. The…
We study the work distribution of a single particle moving in a harmonic oscillator with time-dependent strength. This simple system has a non-Gaussian work distribution with exponential tails. The time evolution of the corresponding moment…
A basic issue for Navier-Stokes (NS) fluids is their characterization in terms of the so-called NS phase-space classical dynamical system, which provides a mathematical model for the description of the dynamics of infinitesimal (or…
Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…
We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…
We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution…
We advance the computation of physical modal expansions for unsteady incompressible flows. Point of departure is a linearization of the Navier-Stokes equations around its fixed point in a frequency domain formulation. While the most…