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We present a status report on a discrete approach to the the near-equilibrium statistical theory of three-dimensional turbulence, which generalizes earlier work by no longer requiring that the vorticity field be a union of discrete vortex…

Numerical Analysis · Mathematics 2025-10-20 G. I. Barenblatt , A. J. Chorin

An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…

Dynamical Systems · Mathematics 2019-10-30 Yuri Kozitsky

.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…

Statistical Mechanics · Physics 2020-08-26 V. Sposini , D. S. Grebenkov , R. Metzler , G. Oshanin , F. Seno

We study the vortex dynamics in an evolutive flow. We carry out the statistical analysis of the resulting time series by means of the joint use of a compression and an entropy diffusion method. This approach to complexity makes it possible…

Statistical Mechanics · Physics 2009-11-10 Jacopo Bellazzini , Giulia Menconi , Guido Buresti , Paolo Grigolini , Massimiliano Ignaccolo

The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…

Other Condensed Matter · Physics 2007-05-23 A. P. Buslaev , A. G. Tatashev , M. V. Yashina

We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…

Statistical Finance · Quantitative Finance 2026-04-17 Xiyue Han , Alexander Schied

A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…

Fluid Dynamics · Physics 2026-04-30 Markus Antoni , Quinten Kürpick , Felix Lindner , Nicole Marheineke , Raimund Wegener

Stochasticity plays important roles in reaction systems. Vector fields of probability flux and velocity characterize time-varying and steady-state properties of these systems, including high probability paths, barriers, checkpoints among…

Molecular Networks · Quantitative Biology 2018-12-05 Anna Terebus , Chun Liu , Jie Liang

We explore the dynamics of driven magnetic flux lines in disordered type-II superconductors in the presence of twin boundaries oriented parallel to the direction of the applied magnetic field, using a three-dimensional elastic line model…

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…

chao-dyn · Physics 2008-02-03 Hideki Takayasu , Y-h. Taguchi , Tomoo Katsuyama

Scattering through natural porous formations (by far the most ubiquitous example of disordered media) represents a formidable tool to identify effective flow and transport properties. In particular, we are interested here in the scattering…

Soft Condensed Matter · Physics 2023-05-16 Gerardo Severino , Francesco Giannino

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

The dynamic structure factor, vorticity and entropy density dynamic correlation functions are measured for Stochastic Rotation Dynamics (SRD), a particle based algorithm for fluctuating fluids. This allows us to obtain unbiased values for…

Soft Condensed Matter · Physics 2009-11-11 Erkan Tuzel , Thomas Ihle , Daniel M. Kroll

We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…

Fluid Dynamics · Physics 2017-09-20 Valentin Resseguier , Etienne Mémin , Dominique Heitz , Bertrand Chapron

A streamwise-constant model is presented to investigate the basic mechanisms responsible for the change in mean flow occuring during pipe flow transition. Using a single forced momentum balance equation, we show that the shape of the…

Fluid Dynamics · Physics 2015-05-27 Jean-Loup Bourguignon , Beverley J. McKeon

The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…

Fluid Dynamics · Physics 2020-05-01 Alessio Innocenti , Nicolas Mordant , Nick Stelzenmuller , Sergio Chibbaro

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy