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We use a model whose rules were inspired by population genetics, the random capability growth model, to describe the statistical details observed in experiments of fragmentation of brittle platelike objects, and in particular the existence…

Statistical Mechanics · Physics 2016-12-21 M. A. F. Gomes , Viviane M. de Oliveira

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. Using a procedure inspired by the similar, but continuous case of jet fragmentation in QCD, this discretized process may be analyzed…

High Energy Physics - Phenomenology · Physics 2008-11-26 B. G. Giraud , R. Peschanski

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…

chao-dyn · Physics 2009-10-31 Bruno Jouault , Peter Lipa , Martin Greiner

Inertial particles suspended in many natural and industrial flows undergo coagulation upon collisions and fragmentation if their size becomes too large or if they experience large shear. Here we study this coagulation-fragmentation process…

Chaotic Dynamics · Physics 2009-08-20 Jens C. Zahnow , Rafael D. Vilela , Ulrike Feudel , Tamás Tél

A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…

Statistical Mechanics · Physics 2019-11-05 Liubov Tupikina , Denis S. Grebenkov

We study, by using liquid-state theories and Monte Carlo simulation, the behavior of systems of classical particles interacting through a finite pair repulsion supplemented with a longer range attraction. Any such potential can be driven…

Soft Condensed Matter · Physics 2018-04-27 Gianpietro Malescio , Alberto Parola , Santi Prestipino

We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…

Probability · Mathematics 2012-07-03 Leonid Koralov , Stanislav Molchanov

We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…

Statistical Mechanics · Physics 2020-07-03 Themis Matsoukas

The Log-Poisson phenomenological description of the turbulent energy cascade is evoked to discuss high-order statistics of velocity derivatives and the mapping between their probability distribution functions at different Reynolds numbers.…

Fluid Dynamics · Physics 2015-05-13 M. Kholmyansky , L. Moriconi , R. M. Pereira , A. Tsinober

The central problem of fully developed turbulence is the energy cascading process. It has revisited all attempts at a full physical understanding or mathematical formulation. The main reason for this failure are related to the large…

Fluid Dynamics · Physics 2010-11-13 Zheng Ran

We introduce a wide family of stochastic processes that are obtained as sums of self-similar localized "waveforms" with multiplicative intensity in the spirit of the Richardson cascade picture of turbulence. We establish the convergence and…

Data Analysis, Statistics and Probability · Physics 2019-04-17 Jean-François Muzy

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…

Statistics Theory · Mathematics 2017-05-05 Eduardo Horta , Flavio Ziegelmann

This investigation presents evidence of the relation between the dynamics of intense events in small-scale turbulence and the energy cascade. We use the generalised (H\"older) means to track the temporal evolution of intense events of the…

Fluid Dynamics · Physics 2021-05-18 Alberto Vela-Martín

A self-similar growth-fragmentation describes the evolution of particles that grow and split as time passes. Its genealogy yields a self-similar continuum tree endowed with an intrinsic measure. Extending results of Haas for pure…

Probability · Mathematics 2018-04-13 François G. Ged

We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas…

Physics and Society · Physics 2017-04-12 Thomas R. Hurd , James P. Gleeson , Sergey Melnik

Recent discussion of the possibility to study intermittency in individual events of high multiplicity by A. Bialas and myself is reported. In the framework of $\alpha-$model it is found that, for a cascade long enough, the dispersion of…

High Energy Physics - Phenomenology · Physics 2007-05-23 B. Ziaja

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

Probability · Mathematics 2024-01-30 Miguel González , Carmen Minuesa , Manuel Mota , Inés del Puerto , Alfonso Ramos

This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…

Methodology · Statistics 2023-07-20 Almut E. D. Veraart