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Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…

Statistical Mechanics · Physics 2025-04-09 Pierre Nazé

A rigorous study is carried out for the randomly forced Burgers equation in the inviscid limit. No closure approximations are made. Instead the probability density functions of velocity and velocity gradient are related to the statistics of…

chao-dyn · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

Container ships encounter large roll angles and high acceleration, and container loss remains a problem. This study proposes a method for calculating the probability density function~(PDF) of roll angular and cargo lateral accelerations.…

Dynamical Systems · Mathematics 2022-09-27 Yuuki Maruyama , Atsuo Maki , Leo Dostal , Naoya Umeda

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

In clinical chemistry, a number of studies shows that the probability of very large errors is much greater than expected from the Gaussian distribution. In addition, it has been empirically found that the behavior of nonlinear complex…

Adaptation and Self-Organizing Systems · Physics 2026-05-05 Aristides T. Hatjimihail

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

The Recent Fluid Deformation Closure (RFDC) model of lagrangian turbulence is recast in path-integral language within the framework of the Martin-Siggia-Rose functional formalism. In order to derive analytical expressions for the…

Fluid Dynamics · Physics 2015-06-18 L. Moriconi , R. M. Pereira , L. S. Grigorio

Particles in turbulence frequently encounter extreme accelerations between extended periods of quiescence. The occurrence of extreme events is closely related to the intermittent spatial distribution of intense flow structures such as…

Fluid Dynamics · Physics 2019-08-29 Lukas Bentkamp , Cristian C. Lalescu , Michael Wilczek

We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…

Statistical Mechanics · Physics 2026-01-13 Victor Dotsenko , Gleb Oshanin , Leonid Pastur , Pascal Viot

We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to…

Machine Learning · Statistics 2026-01-19 Hong Ye Tan , Stanley Osher , Wuchen Li

Lagrangian statistics of passive tracers in rotating turbulence is investigated by Particle Tracking Velocimetry. A confined and steadily-forced turbulent flow is subjected to five different rotation rates. The PDFs of the velocity…

Fluid Dynamics · Physics 2013-07-24 Lorenzo Del Castello , Herman J. H. Clercx

The Lagrangian probability-density-function model, proposed in Part I for dense particle-laden turbulent flows, is validated here against Eulerian-Lagrangian direct numerical simulation (EL) data for different homogeneous flows, namely…

Fluid Dynamics · Physics 2018-03-02 Alessio Innocenti , Rodney O Fox , Maria Vittoria Salvetti , Sergio Chibbaro

We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…

Fluid Dynamics · Physics 2007-05-23 R. Friedrich

The role of instantons is investigated in the Lagrangian model for the velocity gradient evolution known as the Recent Fluid Deformation approximation. After recasting the model into the path-integral formalism, the probability distribution…

Fluid Dynamics · Physics 2017-02-01 Leonardo S. Grigorio , Freddy Bouchet , Rodrigo M. Pereira , Laurent Chevillard

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

Fluid Dynamics · Physics 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

We develop a stochastic model for the velocity gradients dynamics along a Lagrangian trajectory. Comparing with different attempts proposed in the literature, the present model, at the cost of introducing a free parameter known in…

Fluid Dynamics · Physics 2018-02-23 Rodrigo M. Pereira , Luca Moriconi , Laurent Chevillard

Fluctuations due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes and duration times are considered. These are demonstrated to be strongly intermittent in the limit of weak pulse overlap,…

Plasma Physics · Physics 2018-03-14 O. E. Garcia , A. Theodorsen

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

In this paper, we propose a new, simplified high probability analysis of AdaGrad for smooth, non-convex problems. More specifically, we focus on a particular accelerated gradient (AGD) template (Lan, 2020), through which we recover the…

Optimization and Control · Mathematics 2022-04-07 Ali Kavis , Kfir Yehuda Levy , Volkan Cevher