Related papers: A causal multifractal stochastic equation and its …
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…
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…
Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…
Plasma turbulence simulations are often computationally expensive with delicate numerical stability. Yet, long simulations are needed to generate uncorrelated turbulence data for studies such as microwave scattering through density…
This paper is the forth part of our series of work, is devoted to the analysis on the multiscales and cascade aspects of the statistical theory of isotropic turbulence based on the new Sedov-type solution. In this paper, we use the explicit…
The characterization of intermittency in turbulence has its roots in the K62 theory, and if no proper definition is to be found in the literature, statistical properties of intermittency were studied and models were developed in attempt to…
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…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…
In this note we prove that a fractional stochastic delay differential equation which satisfies natural regularity conditions generates a continuous random dynamical system on a subspace of a H\"older space which is separable.
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
Fully developed turbulence is a universal and scale-invariant chaotic state characterized by an energy cascade from large to small scales where the cascade is eventually arrested by dissipation. In this article, we show how to harness these…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
The multifractal theory of turbulence uses a saddle-point evaluation in determining the power-law behaviour of structure functions. Without suitable precautions, this could lead to the presence of logarithmic corrections, thereby violating…
A method of random forcing with a constant power input for two-dimensional gyrokinetic turbulence simulations is developed for the study of stationary plasma turbulence. The property that the forcing term injects the energy at a constant…
We present a conformal theory for intermittent scalar fields. As an example, we consider the energy flux from large to small scales in the developed turbulent flow. The conformal correlation functions are found in the inertial range of…