相关论文: Markov Properties of Electrical Discharge Current …

We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…

We apply statistical analysis to search for processes responsible for turbulence in physical systems. In our previous studies, we have shown that solar wind turbulence in the inertial range of large magnetohydrodynamic scales exhibits…

In the framework of statistical time series analysis of complex dynamics we present a multiscale characterization of solar wind turbulence in the near-Earth environment. The data analysis, based on the Markov-process theory, is meant to…

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

Based on direct numerical simulations with point-like inertial particles, with Stokes numbers, $\textrm{St}=0, 0.5$, $3$, and $6$, transported by homogeneous and isotropic turbulent flows, we present in this letter for the first time…

We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…

Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…

We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…

We study the time evolution of velocity and pressure gradients in isotropic turbulence, by quantifying their decorrelation time scales as one follows fluid particles in the flow. The Lagrangian analysis uses data in a public database…

Markovian models of turbulence can be derived from the renormalized statistical closure equations of the direct-interaction approximation (DIA). Various simplifications are often introduced, including an assumption that the two-time…

How to distinguish and quantify deterministic and random influences on the statistics of turbulence data in meteorology cases is discussed from first principles. Liquid water path (LWP) changes in clouds, as retrieved from radio signals,…

The North Atlantic Oscillation (NAO) monthly index is studied from 1825 till 2002 in order to identify the scaling ranges of its fluctuations upon different delay times and to find out whether or not it can be regarded as a Markov process.…

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

We describe a method for analyzing the stochasticity in the non-stationary data for the beat-to-beat fluctuations in the heart rates of healthy subjects, as well as those with congestive heart failure. The method analyzes the returns time…

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Based on the Magnetospheric Multiscale (MMS) mission we look at magnetic field fluctuations in the Earth's magnetosheath. We apply the statistical analysis using a Fokker-Planck equation to investigate processes responsible for stochastic…

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Many molecular junctions display stochastic telegraphic switching between two distinct current values, which is therefore an important source of fluctuations in nanoscale quantum transport. We investigate electronic fluctuations arising via…