Related papers: Evidence of crossover phenomena in wind speed data
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
In this paper we present a detailed statistical analysis related to the characterization of the spatial and temporal fluctuations present in the rainfall patterns of North-East region ($26.05^{\circ}N-26.95^{\circ}N$,…
We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process and a two-component FIARCH process to generate coupled…
The time-space evolution of the field is described by the transport equation for the 2-dimensional wave energy spectrum density, S(x,t), spread in the space, x, and time, t. This equation has the forcing named the source function, F,…
The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian…
Consider growing a network, in which every new connection is made between two disconnected nodes. At least one node is chosen randomly from a subset consisting of $g$ fraction of the entire population in the smallest clusters. Here we show…
We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…
We explore fluctuation-induced switching in a parametrically-driven micromechanical torsional oscillator. The oscillator possesses one, two or three stable attractors depending on the modulation frequency. Noise induces transitions between…
Accurate, efficient prediction of wind flow with wake effects is crucial for wind-farm layout and power forecasting. Existing approaches-physical measurements, numerical simulations, physics-based models, and data-driven models-face…
We investigate the energy growth and dissipation of wind-forced breaking waves at high wind speed using direct numerical simulations of the coupled air-water Navier-Stokes equations. A turbulent wind boundary layer drives the growth of a…
Through experimentation, we have discovered that with the changing of driving conditions, the Faraday waves undergo two abrupt transitions in spatiotemporal order: onset and instability. The driving amplitudes and frequencies corresponding…
We present a simple stochastic mechanism which generates pulse trains exhibiting a power law distribution of the pulse intervals and a $1/f^\alpha$ power spectrum over several decades at low frequencies with $\alpha$ close to one. The…
Wind speed prediction is critical to the management of wind power generation. Due to the large range of wind speed fluctuations and wake effect, there may also be strong correlations between long-distance wind turbines. This…
Magnetic field fluctuations in the solar wind are commonly observed to follow a power law spectrum. Near proton-kinetic scales, a spectral break occurs which is commonly interpreted as a transition to kinetic turbulence. However, this…
We empirically analyze the most volatile component of the electricity price time series from two North-American wholesale electricity markets. We show that these time series exhibit fluctuations which are not described by a Brownian Motion,…
Exceedance refers to instances where a dynamic process surpasses given thresholds, e.g., the occurrence of a heat wave. We propose a novel exceedance framework for functional data, where each observed random trajectory is transformed into…
The size of large cliff failures may be described in several ways, for instance considering the horizontal eroded area at the cliff top and the maximum local retreat of the coastline. Field studies suggest that, for large failures, the…