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Lagrangian measurements of tracer particle dispersion in stratified turbulence are presented from a large-scale experiment achieving both high buoyancy Reynolds numbers and low Froude numbers -- a regime characteristic of oceanic…

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the…

Statistical Mechanics · Physics 2019-09-04 Satya N. Majumdar , Alberto Rosso , Andrea Zoia

We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Petri , A. Vulpiani

The Probability Distribution Function (PDF) Pn(n) of the particle density at the edge of several magnetic fusion devices, including tokamaks, stellarators, and linear devices, is known to be strongly non-gaussian. In this paper we present…

Plasma Physics · Physics 2007-05-23 F. Sattin , N. Vianello , M. Valisa

Temperature data, like many other measurements in quantitative fields, are usually modeled using a normal distribution. However, some distributions can offer a better fit while avoiding underestimation of tail event probabilities. To this…

Statistics Theory · Mathematics 2023-08-21 Alain Desgagné , Pierre Lafaye de Micheaux , Frédéric Ouimet

We use a recently-derived reformulation of the diffusion constant [Stillinger F H and Debenedetti P G 2005 J. Phys. Chem. B 109 6604] to investigate heterogeneous dynamics and non-Gaussian diffusion in a binary Lennard-Jones mixture. Our…

Soft Condensed Matter · Physics 2007-05-23 M. Scott Shell , Pablo G. Debenedetti , Frank H. Stillinger

Based on the convex least-squares estimator, we propose two different procedures for testing convexity of a probability mass function supported on N with an unknown finite support. The procedures are shown to be asymptotically calibrated.

Statistics Theory · Mathematics 2017-01-17 Fadoua Balabdaoui , Cécile Durot , François Koladjo

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

Statistics Theory · Mathematics 2025-06-09 Lucio Barabesi , Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

Statistical Mechanics · Physics 2012-02-09 Lin Tongling , Pujos Cyril , Ou Congjie , Bi Wenping , Calvayrac Florent , Wang Qiuping A

We investigate the response of large inertial particle to turbulent fluctuations in a inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters…

Fluid Dynamics · Physics 2016-04-20 Nathanaël Machicoane , Romain Volk

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

Methodology · Statistics 2021-04-06 Michele Lambardi di San Miniato , Nicola Sartori

A four-dimensional differential Euler-Lagrange equation for continuously distributed materials is derived based on the principle of least action, and instead of Lagrangian, this equation contains the Lagrangian density. This makes it…

General Physics · Physics 2024-05-02 Sergey G. Fedosin

This paper presents numerical simulations of test particle Fermi acceleration at relativistic shocks of Lorentz factor Gamma_sh = 2-60, using a realistic downstream magnetic structure obtained from the shock jump conditions. The upstream…

Astrophysics · Physics 2009-11-13 Martin Lemoine , Benoit Revenu

We use an acoustic Lagrangian tracking technique, particularly adapted to measurements in open flows, and a versatile material particles generator (in the form of soap bubbles with adjustable size and density) to characterize Lagrangian…

Fluid Dynamics · Physics 2009-11-13 Nauman M. Qureshi , Mickael Bourgoin , Christophe Baudet , Alain Cartellier , Yves Gagne

In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence…

Probability · Mathematics 2013-11-26 Dominic Schuhmacher , Andre Huesler , Lutz Duembgen

The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…

Statistics Theory · Mathematics 2019-05-21 Nikolai Dokuchaev

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

Chaotic Dynamics · Physics 2014-12-19 Kirone Mallick

We analyze a batched variant of Stochastic Gradient Descent (SGD) with weighted sampling distribution for smooth and non-smooth objective functions. We show that by distributing the batches computationally, a significant speedup in the…

Numerical Analysis · Mathematics 2017-03-02 Deanna Needell , Rachel Ward

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton