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Related papers: Multifractal PDF analysis for intermittent systems

200 papers

We investigate the single-point velocity probability density function (PDF) in three-dimensional fully developed homogeneous isotropic turbulence within the framework of PDF equations focussing on deviations from Gaussianity. A joint…

Fluid Dynamics · Physics 2011-02-18 Michael Wilczek , Anton Daitche , Rudolf Friedrich

A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…

General Finance · Quantitative Finance 2015-05-20 Xavier Calbet , Jose-Luis Lopez , Ricardo Lopez-Ruiz

Intermittency in fluid turbulence can be emphasized through the analysis of Probability Distribution Functions (PDF) for velocity fluctuations, which display a strong non-gaussian behavior at small scales. Castaing et al. (1990) have…

Intermittency in fluid turbulence can be evidentiated through the analysis of Probability Distribution Functions (PDF) of velocity fluctuations, which display a strong non-gaussian behavior at small scales. In this paper we investigate the…

Chaotic Dynamics · Physics 2007-05-23 V. Carbone , P. Giuliani , L. Sorriso-Valvo , P. Veltri , R. Bruno , E. Martines , V. Antoni

We describe two complementary formalisms designed for the description of probability density function (PDF) of the gradients of turbulent fields. The first approach, we call it adiabatic, describes PDF at the values much less than…

chao-dyn · Physics 2009-10-30 E. Balkovsky , G. Falkovich

A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

Data Analysis, Statistics and Probability · Physics 2007-05-30 R. Labbé

This Letter provides a theoretical interpretation of numerically generated probability density functions (PDFs) of intermittent plasma transport events. Specifically, nonlinear gyrokinetic simulations of ion-temperature-gradient turbulence…

Plasma Physics · Physics 2010-11-10 Johan Anderson , Pavlos Xanthopoulos

The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…

Astrophysics of Galaxies · Physics 2015-06-18 Joerg Fischera

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

The purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear…

Mathematical Physics · Physics 2021-07-08 Jiawei Li , Zhongmin Qian , Mingrui Zhou

The behavior of the probability density function (PDF) transport equation at the limits of the probability space is studied from the point of view of fluid mechanics. Different boundary conditions are considered depending on the nature of…

Fluid Dynamics · Physics 2025-02-04 Luis Valiño , Juan Hierro

The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…

Statistical Mechanics · Physics 2008-03-01 M. M. Bandi , C. Connaughton

We propose a new, physically motivated fitting function for density PDFs in turbulent gas. Although it is known that when gas is isothermal, the PDF is approximately lognormal in the core, high-resolution simulations show large deviations…

Astrophysics of Galaxies · Physics 2013-07-02 Philip F. Hopkins

Probability density function (PDF) of passive scalar dissipation ${\cal P} (\epsilon)$ is found analytically in the limit of large Peclet and Prandtl numbers (Batchelor-Kraichnan regime) in two dimensions. The tail of PDF at…

chao-dyn · Physics 2009-10-30 M. Chertkov , G. Falkovich , I. Kolokolov

We investigate the behavior of the magnetic pressure, $b^2$, in fully turbulent MHD flows in ``1+2/3'' dimensions by means of its effect on the probability density function (PDF) of the density field. We start by reviewing our previous…

Astrophysics · Physics 2007-05-23 Enrique Vazquez-Semadeni , Thierry Passot

We study density fluctuations in supersonic turbulence using both theoretical methods and numerical simulations. A theoretical formulation is developed for the probability distribution function (PDF) of the density at steady state,…

Astrophysics of Galaxies · Physics 2019-09-04 Liubin Pan , Paolo Padoan , Åke Nordlund

Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…

Fluid Dynamics · Physics 2010-03-24 J. Bakosi , P. Franzese , Z. Boybeyi

In probability density function (PDF) methods a transport equation is solved numerically to compute the time and space dependent probability distribution of several flow variables in a turbulent flow. The joint PDF of the velocity…

Fluid Dynamics · Physics 2010-06-04 J. Bakosi , P. Franzese , Z. Boybeyi

We report on probability-density-functions (PDF) of the mass density in numerical simulations of highly compressible hydrodynamic flows and the corresponding structure formation of Lagrangian particles advected by the flows. Numerical…

Fluid Dynamics · Physics 2009-11-13 Christoph Beetz , Christian Schwarz , Jürgen Dreher , Rainer Grauer

This letter provides the first prediction of the probability density function (PDF) of flux $R$ in plasma sheath sheath region in magnetic fusion devices which is characterized by dynamical equations with exponential non-linearities. By…

Plasma Physics · Physics 2015-05-13 Johan Anderson , Eun-jin Kim