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We prove existence of weak and strong solutions and uniqueness for a viscous dyadic model driven by additive white noise in time using a path-wise approach. Existence of invariant measures also established and a simple balance relation…

Probability · Mathematics 2017-12-19 Chandana Wijeratne

This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…

Econometrics · Economics 2018-05-11 Alessandro Casini , Pierre Perron

Recently a new Lagrangian framework was introduced to describe interactions between scalar fields and relativistic perfect fluids. This allows two consistent generalizations of coupled quintessence models: non-vanishing pressures and a new…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-30 Tomi S. Koivisto , Emmanuel N. Saridakis , Nicola Tamanini

We introduce an intrinsic estimator for the scalar curvature of a data set presented as a finite metric space. Our estimator depends only on the metric structure of the data and not on an embedding in $\mathbb{R}^n$. We show that the…

Machine Learning · Statistics 2023-08-14 Abigail Hickok , Andrew J. Blumberg

The Lagrangian view of passive scalar turbulence has recently produced interesting results and interpretations. Innovations in theory, experiments, simulations and data analysis of Lagrangian turbulence are reviewed here in brief. Part of…

Fluid Dynamics · Physics 2010-03-10 Katepalli R. Sreenivasan , Joerg Schumacher

We present direct numerical simulations (DNS) of the mixing of the passive scalar at modest Reynolds numbers (10 =< R_\lambda =< 42) and Schmidt numbers larger than unity (2 =< Sc =< 32). The simulations resolve below the Batchelor scale up…

Chaotic Dynamics · Physics 2009-11-11 Joerg Schumacher , Katepalli R. Sreenivasan

The statistics of a passive scalar randomly emitted from a point source is investigated analytically. Our attention has been focused on the two-point equal-time scalar correlation function. The latter is indeed easily related to the…

Chaotic Dynamics · Physics 2009-11-13 Antonio Celani , Marco Martins Afonso , Andrea Mazzino

We consider the problem of extracting a low-dimensional, linear latent variable structure from high-dimensional random variables. Specifically, we show that under mild conditions and when this structure manifests itself as a linear space…

Machine Learning · Statistics 2015-10-14 Xiongzhi Chen , John D. Storey

A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…

Machine Learning · Statistics 2018-06-29 Jonathan Mei , José M. F. Moura

A model of the passive vector quantity advected by a Gaussian time-decorrelated self-similar velocity field is studied; the effects of pressure and large-scale anisotropy are discussed. The inertial-range behavior of the pair correlation…

Chaotic Dynamics · Physics 2009-11-07 L. Ts. Adzhemyan , N. V. Antonov , A. V. Runov

The asymptotic decay of passive scalar fields is solved analytically for the Kraichnan model, where the velocity has a short correlation time. At long times, two universality classes are found, both characterized by a distribution of the…

Chaotic Dynamics · Physics 2009-10-31 M. Chaves , G. Eyink , U. Frisch , M. Vergassola

We introduce a model for the turbulent energy cascade aimed at studying the effect of dynamical scaling on intermittency. In particular, we show that by slowing down the energy transfer mechanism for fixed energy flux, intermittency…

Chaotic Dynamics · Physics 2009-11-10 R. Benzi , L. Biferale , M. Sbragaglia

We present the first study of the dynamic scaling or multiscaling of passive-scalar and passive-vector turbulence. For the Kraichnan version of passive-scalar and passive-vector turbulence we show analytically, in both Eulerian and…

Chaotic Dynamics · Physics 2009-11-10 Dhrubaditya Mitra , Rahul Pandit

The renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by the Gaussian self-similar velocity field with finite, and not small, correlation time. The inertial-range energy…

Chaotic Dynamics · Physics 2009-11-07 L. Ts. Adzhemyan , N. V. Antonov , J. Honkonen

The decay of a passive scalar in a three-dimensional chaotic flow is studied using high-resolution numerical simulations. The (volume-preserving) flow considered is a three-dimensional extension of the randomised alternating sine flow…

Chaotic Dynamics · Physics 2015-03-18 Keith Ngan , Jacques Vanneste

Here we show that passive scalars possess a hidden scaling symmetry when considering suitably rescaled fields. Such a symmetry implies (i) universal probability distribution for scalar multipliers and (ii) Perron-Frobenius scenario for the…

We demonstrate that at long times the rate of passive scalar decay in a turbulent, or simply chaotic, flow is dominated by regions (in real space or in inverse space) where mixing is less efficient. We examine two situations. The first is…

Chaotic Dynamics · Physics 2009-11-07 M. Chertkov , V. Lebedev

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

Machine Learning · Statistics 2018-07-03 Jonathan Mei , José M. F. Moura

Natural disasters may have considerable impact on society as well as on (re)insurance industry. Max-stable processes are ideally suited for the modeling of the spatial extent of such extreme events, but it is often assumed that there is no…

Probability · Mathematics 2015-07-29 Paul Embrechts , Erwan Koch , Christian Robert

Scalar cosmological perturbations are investigated in the framework of a model with interacting dark energy and dark matter. In addition to these constituents, the inhomogeneous Universe is supposed to be filled with the standard…

General Relativity and Quantum Cosmology · Physics 2015-07-24 Maxim Eingorn , Claus Kiefer