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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

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

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

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

We present a dynamical log-stable process for the spatio-temporal evolution of the energy-dissipation field in fully developed turbulence. The process is constructed from multifractal scaling relations required for two-point correlators of…

Statistical Mechanics · Physics 2007-05-23 J. Schmiegel , M. Greiner

The n-point statistics of singularity strength variables for multiplicative branching processes is calculated from an analytic expression of the corresponding multivariate generating function. The key ingredient is a branching generating…

A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…

Probability · Mathematics 2013-05-28 Tom Alberts , Ben Rifkind

We study the scaling properties of two-dimensional turbulence using dimensional analysis. In particular, we consider the energy spectrum both at large and small scales and in the "inertial ranges" for the cases of freely decaying and forced…

Fluid Dynamics · Physics 2019-07-24 Leonardo Campanelli

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

Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…

Statistical Mechanics · Physics 2015-06-24 F. Schmitt , D. Marsan

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…

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

An analytical model for fully developed three-dimensional incompressible turbulence was recently proposed in the hydrodynamics community, based on the concept of multiplicative chaos. It consists of a random field represented by means of a…

Astrophysics of Galaxies · Physics 2020-06-10 J. -B. Durrive , P. Lesaffre , K. Ferrière

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

High resolution direct numerical simulations of two-dimensional turbulence in stationary conditions are presented. The development of an energy-enstrophy double cascade is studied and found to be compatible with the classical Kraichnan…

Chaotic Dynamics · Physics 2015-06-26 G. Boffetta

The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and…

Fluid Dynamics · Physics 2026-04-08 Wandrille Ruffenach , Laurent Chevillard

We study statistical properties of two-dimensional turbulent flows. Three systems are considered: the Navier-Stokes equation, surface quasi-geostrophic flow, and a model equation for thermal convection in the Earth's mantle. Direct…

chao-dyn · Physics 2009-10-31 Norbert Schorghofer

We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…

chao-dyn · Physics 2009-10-31 Bruno Jouault , Peter Lipa , Martin Greiner

In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying…

Methodology · Statistics 2013-01-22 Luke Bornn , Gavin Shaddick , James V Zidek

Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…

Probability · Mathematics 2007-10-11 Julien Barral , Jacques Peyriere , Zhi-Ying Wen
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