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A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates…

chao-dyn · Physics 2009-10-28 Gregory L. Eyink

Probability density functions (PDFs) of scale-dependent energy fluctuations, $P[\delta E(\ell)]$, are studied in high-resolution direct numerical simulations of Navier-Stokes and incompressible magnetohydrodynamic (MHD) turbulence. MHD…

Fluid Dynamics · Physics 2009-11-13 Mahdi Momeni , Wolf-Christian Müller

Under ideal conditions, the probability density function (PDF) of a random variable, such as a sensor measurement, would be well known and amenable to computation and communication tasks. However, this is often not the case, so the user…

Statistics Theory · Mathematics 2022-07-29 Shane Lubold , Clark N. Taylor

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity…

Statistical Mechanics · Physics 2009-11-07 T. Arimitsu , N. Arimitsu

We investigate the statistics of turbulence in emulsions of two-immiscible fluids of same density. We compute for the first time velocity increments between points conditioned to be located in the same phase or in different phases and…

Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random…

Statistical Mechanics · Physics 2009-10-30 U. Frisch , D. Sornette

We conduct numerical experiments to determine the density probability distribution function (PDF) produced in supersonic, isothermal, self-gravitating turbulence of the sort that is ubiquitous in star-forming molecular clouds. Our…

Astrophysics of Galaxies · Physics 2021-08-10 Shivan Khullar , Christoph Federrath , Mark R. Krumholz , Christopher D. Matzner

We study the probability distribution function (PDF) of the mass density in simulations of supersonic turbulence with properties appropriate for molecular clouds. For this study we use Athena, a new higher-order Godunov code. We find there…

Astrophysics · Physics 2008-09-23 M. Nicole Lemaster , James M. Stone

Turbulence is a complex phenomenon that plays a critical role in the interstellar medium (ISM). Previous simulations and observations show that the probability density function (PDF) of gas density in isothermal and compressible systems…

Astrophysics of Galaxies · Physics 2025-03-26 Xunchuan Liu

Employing molecular dynamics simulations of jammed soft particles, we study microscopic responses of force-chain networks to quasi-static isotropic (de)compressions. We show that not only contacts but also interparticle gaps between the…

Soft Condensed Matter · Physics 2026-03-26 Kuniyasu Saitoh , Vanessa Magnanimo , Stefan Luding

Lagrangian stochastic methods are widely used to model turbulent flows. Scarce consideration has, however, been devoted to the treatment of the near-wall region and to the formulation of a proper wall-boundary condition. With respect to…

Fluid Dynamics · Physics 2024-02-07 Guilhem Balvet , Jean-Pierre Minier , Yelva Roustan , Martin Ferrand

The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…

Statistical Finance · Quantitative Finance 2008-12-02 M. Momeni , I. Kourakis , K. Talebi

We report that the power driving gravity and capillary wave turbulence in a statistically stationary regime displays fluctuations much stronger than its mean value. We show that its probability density function (PDF) has a most probable…

Fluid Dynamics · Physics 2009-11-13 Eric Falcon , Sebastien Aumaitre , Claudio Falcon , Claude Laroche , Stephan Fauve

Extreme dissipation events in turbulent flows are rare, but they can be orders of magnitude stronger than the mean dissipation rate. Despite its importance in many small-scale physical processes, there is presently no accurate theory or…

Fluid Dynamics · Physics 2020-11-09 Gerrit E. Elsinga , Takashi Ishihara , J. C. R. Hunt

In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…

Statistical Mechanics · Physics 2007-05-23 Nicolas Garnier , Ciliberto Sergio

Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of…

Statistical Finance · Quantitative Finance 2012-01-13 Wei-Xing Zhou

Turbulence is essential for understanding the structure and dynamics of molecular clouds and star-forming regions. There is a need for adequate tools to describe and characterize the properties of turbulent flows. One-point probability…

Astrophysics · Physics 2008-11-26 Ralf S. Klessen

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…

Statistical Mechanics · Physics 2023-01-04 Yann Lanoiselée , Aleksander Stanislavsky , Davide Calebiro , Aleksander Weron

Persistence is defined as the probability that the local value of a fluctuating field remains at a particular state for a certain amount of time, before being switched to another state. The concept of persistence has been found to have many…

Fluid Dynamics · Physics 2020-07-30 Subharthi Chowdhuri , Tamás Kalmár-Nagy , Tirtha Banerjee

Flamelet Progress Variable (FPV) combustion models allow the evaluation of all thermo chemical quantities in a reacting flow by computing only the mixture fraction Z and a progress variable C. When using such a method to predict a turbulent…

Fluid Dynamics · Physics 2014-01-22 Alessandro Coclite , Giuseppe Pascazio , Pietro De Palma , Luigi Cutrone