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The multiplier statistics of discrete and continuous nonconservative multiplicative cascade models, employed to describe the energy cascade in fully developed turbulence, is investigated. It is found to be indistinguishable due to…

chao-dyn · Physics 2007-05-23 Bruno Jouault , Juergen Schmiegel , Martin Greiner

One-point time-series measurements limit the observation of three-dimensional fully developed turbulence to one dimension. For one-dimensional models, like multiplicative branching processes, this implies that the energy flux from large to…

chao-dyn · Physics 2007-05-23 B. Jouault , M. Greiner , P. Lipa

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu

The experimentally measured multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We show that both these features can be used as additional…

High Energy Physics - Phenomenology · Physics 2019-09-05 M. Rybczynski , Z. Wlodarczyk , G. Wilk

Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…

Fluid Dynamics · Physics 2010-09-02 Robert Rubinstein , Wouter J. T. Bos

This investigation presents evidence of the relation between the dynamics of intense events in small-scale turbulence and the energy cascade. We use the generalised (H\"older) means to track the temporal evolution of intense events of the…

Fluid Dynamics · Physics 2021-05-18 Alberto Vela-Martín

In the context of random multiplicative energy cascade processes, we derive analytical expressions for translationally invariant one- and two-point cumulants in logarithmic field amplitudes. Such cumulants make it possible to distinguish…

Chaotic Dynamics · Physics 2009-10-31 Hans C. Eggers , Thomas Dziekan , Martin Greiner

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as the energy dissipation in fully developed turbulence. We propose a dynamical generalization describing the energy…

Condensed Matter · Physics 2015-06-24 Juergen Schmiegel , Jochen Cleve , Hans C. Eggers , Bruce R. Pearson , Martin Greiner

Within the framework of random multiplicative energy cascade models of fully developed turbulence, expressions for two-point correlators and cumulants are derived, taking into account a proper conversion from an ultrametric to an Euclidean…

Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample which size increases as the resolution scale (or the…

Probability · Mathematics 2008-05-05 Emmanuel Bacry , Arnaud Gloter , Marc Hoffmann , Jean-Francois Muzy

The possibility to study intermittency in a single event of high multiplicity is investigated in the framework of the $\alpha-$model. It is found that, for cascade long enough, the dispersion of intermittency exponents obtained from…

High Energy Physics - Phenomenology · Physics 2009-10-28 A. Bialas , B. Ziaja

Multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We discuss the possible sources of these oscillations and their impact on our…

High Energy Physics - Phenomenology · Physics 2019-06-04 Maciej Rybczyński , Grzegorz Wilk , Zbigniew Włodarczyk

In the context of random multiplicative cascade processes, we derive analytical solutions for one- and two-point cumulants with restored translational invariance. On taking ratios of cumulants in ln epsilon, geometrical effects due to…

High Energy Physics - Phenomenology · Physics 2009-10-31 H. C. Eggers , M. Greiner

A Gibbs-like approach for simultaneous multi-scale correlation functions in random, time-dependent, multiplicative processes for the turbulent energy cascade is investigated. We study the optimal log-normal Gibbs-like distribution able to…

Chaotic Dynamics · Physics 2007-06-13 Roberto Benzi , Luca Biferale , Mauro Sbragaglia

In this note we give upper bounds for the free energy of discrete polymers in random media. The bounds are given by the so-called generalized multiplicative cascades from the statistical theory of turbulence. For the polymer model, we…

Probability · Mathematics 2007-05-23 Francis Comets , Vincent Vargas

A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…

Methodology · Statistics 2019-09-06 Frank Lad , Giuseppe Sanfilippo

We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…

Fluid Dynamics · Physics 2012-12-03 Lei Liu , Fei Hu

Multiscale correlation functions in high Reynolds number experimental turbulence and synthetic signals are investigated. Fusion Rules predictions as they arise from multiplicative, almost uncorrelated, random processes for the energy…

chao-dyn · Physics 2009-10-31 R. Benzi , L. Biferale , F. Toschi

Multiscale correlation functions in high Reynolds number experimental turbulence, numerical simulations and synthetic signals are investigated. Fusion Rules predictions as they arise from multiplicative, almost uncorrelated, random…

chao-dyn · Physics 2009-10-31 R. Benzi , L. Biferale , G. Ruiz-Chavarria , S. Ciliberto , F. Toschi
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