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Related papers: Extreme deviations and applications

200 papers

Traditionally, single realizations of the turbulent state have been the object of study in shear flow turbulence. When a statistical quantity was needed it was obtained from a spatial, temporal or ensemble average of sample realizations of…

Fluid Dynamics · Physics 2022-10-27 Brian F. Farrell , Petros J. Ioannou

The origin(s) of the ubiquity of probability distribution functions (PDF) with power law tails is still a matter of fascination and investigation in many scientific fields from linguistic, social, economic, computer sciences to essentially…

Statistical Mechanics · Physics 2021-11-01 Kiyoshi Kanazawa , Didier Sornette

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

Methodology · Statistics 2014-12-03 Rose Baker

An unusual symmetry of the equation for the generating function of transverse velocity differences $\Delta v=v(x+r)-v(x)$ is used to obtain a closed equation for the probability density function $P(\Delta v,r)$ in strong three-dimensional…

chao-dyn · Physics 2007-05-23 Victor Yakhot

We show that the tails of the single-point velocity probability distribution function (PDF) are generally non-Gaussian in developed turbulence. By using instanton formalism for the Navier-Stokes equation, we establish the relation between…

chao-dyn · Physics 2009-10-30 Gregory Falkovich , Vladimir Lebedev

We examine the probability distribution function (pdf) of energy injection rate (power) in numerical simulations of stationary two--dimensional (2D) turbulence in the Lagrangian frame. The simulation is designed to mimic an…

Statistical Mechanics · Physics 2009-11-13 M. Bandi , C. Connaughton

We investigate the non-perturbative results of multi-dimensional forced Burgers equation coupled to the continuity equation. In the inviscid limit, we derive the exact exponents of two-point density correlation functions in the universal…

Disordered Systems and Neural Networks · Physics 2007-05-23 Ali Naji , Shahin Rouhani

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

Statistical Mechanics · Physics 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

Probability · Mathematics 2018-02-05 Ulrich K. Mueller

In a recent letter, Christian Beck described a theoretical link between a family of stochastic differential equations and the probability density functions (PDF) derived from the formalism of nonextensive statistical mechanics. He applied…

Fluid Dynamics · Physics 2009-09-29 Alice M. Crawford , Nicolas Mordant , Andy M. Reynolds , Eberhard Bodenschatz

In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…

Probability · Mathematics 2023-06-30 Leandro Chiarini , Milton Jara , Wioletta M. Ruszel

This paper covers the material of our two talks. We describe a series of projects based upon perturbative expansions to follow the gravitational evolution of the one point probability distribution functions (PDFs) for the density contrast…

Astrophysics · Physics 2007-05-23 F. R. Bouchet , R. Juszkiewicz

Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…

Plasma Physics · Physics 2007-05-23 Mitsuhiro Kawasaki , Sanae-I. Itoh , Kimitaka Itoh

A polymer placed in chaotic flow with large mean shear tumbles, making a-periodic flips. We describe the statistics of angular orientation, as well as of tumbling time (separating two subsequent flips) of polymers in this flow. The…

Statistical Mechanics · Physics 2007-05-23 M. Chertkov , I. Kolokolov , V. Lebedev , K. Turitsyn

Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 F. Böttcher , St. Barth , J. Peinke

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for…

Statistical Mechanics · Physics 2009-11-10 T. Arimitsu , N. Arimitsu

Intermittency in MHD turbulence has been analyzed using high resolution 2D numerical simulations. We show that the Probability Distribution Functions (PDFs) of the fluctuations of the Elsasser fields, magnetic field and velocity field…

Chaotic Dynamics · Physics 2015-06-26 L. Sorriso-Valvo , V. Carbone , P. Veltri , H. Politano , A. Pouquet

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

In this paper we investigate, using theory and Direct Numerical Simulations (DNS), the Forward In Time (FIT) and Backward In Time (BIT) Probability Density Functions (PDFs) of the separation of inertial particle-pairs in isotropic…

Fluid Dynamics · Physics 2017-11-22 Andrew D. Bragg
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