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相关论文: Gaussian Multiplicative Chaos revisited

200 篇论文

We deal with a set of solutions of the continuous multi-valued dynamical systems on $\mathbb{R}^2$ of the form $\dot x \in F(x)$ where $F(x)$ is a set-valued function and $F=\{f_1,f_2\}$. Such dynamical systems are frequently used in…

动力系统 · 数学 2025-09-03 Barbora Volná

The route to chaos and phase dynamics in a rotating shallow-water model were rigorously examined using a five-mode Galerkin truncated system with complex variables. This system is valuable for investigating how large/meso-scales destabilize…

混沌动力学 · 物理学 2024-09-04 Francesco Carbone , Denys Dutykh

A deterministic coalescing dynamics with constant rate for a particle system in a finite volume with a fixed initial number of particles is considered. It is shown that, in the thermodynamic limit, with the constraint of fixed density, the…

数学物理 · 物理学 2011-10-14 Miguel Escobedo , Federica Pezzotti

In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…

机器学习 · 计算机科学 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…

概率论 · 数学 2026-05-12 Xiao-Yu Zhao

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form $\sum a_{i_1,...,i_d}g_{i_1}... g_{i_d}$, where $g_i$ are i.i.d. ${\mathcal{N}}(0,1)$ r.v.'s. Estimates are exact up to constants…

概率论 · 数学 2007-05-23 Rafał Latała

An algorithm to characterize collective motion is presented, with the introduction of ``collective Lyapunov exponent'', as the orbital instability at a macroscopic level. By applying the algorithm to a globally coupled map, existence of…

chao-dyn · 物理学 2009-10-31 Tatsuo Shibata , Kunihiko Kaneko

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…

偏微分方程分析 · 数学 2021-08-26 Noufel Frikha , Paul-Eric Chaudru de Raynal

A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…

混沌动力学 · 物理学 2010-04-12 Chi-Sang Poon , Cheng Li , Guo-Qiang Wu

Chaotic systems are notoriously challenging to predict because of their sensitivity to perturbations and errors due to time stepping. Despite this unpredictable behavior, for many dissipative systems the statistics of the long term…

It is shown, using direct numerical simulations and laboratory experiments data, that distributed chaos is often tuned to large scale coherent motions in anisotropic inhomogeneous turbulence. The examples considered are: fully developed…

流体动力学 · 物理学 2016-10-26 A. Bershadskii

We consider incompressible generalized Newtonian fluids in two space dimensions perturbed by an additive Gaussian noise. The velocity field of such a fluid obeys a stochastic partial differential equation with fully nonlinear drift due to…

概率论 · 数学 2015-04-17 Martin Sauer

Using a combination of analytical and numerical techniques, we show that chaos in globally-coupled identical dynamical systems, be they dissipative or Hamiltonian, is both extensive and sub-extensive: their spectrum of Lyapunov exponents is…

We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…

概率论 · 数学 2015-10-09 Simon Campese , Ivan Nourdin , Giovanni Peccati , Guillaume Poly

Chaotic flow is studied in a series of numerical magnetohydrodynamical simulations that use the shearing box formalism. This mimics important features of local accretion disk dynamics. The magnetorotational instability gives rise to flow…

天体物理学 · 物理学 2009-11-07 W. F. Winters , S. A. Balbus , J. F. Hawley

Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…

概率论 · 数学 2021-10-01 Gerold Alsmeyer

Power spectrum of the distributed chaos can be represented by a weighted superposition of the exponential functions which is converged to a stretched exponential $\propto \exp-(k/k_{\beta})^{\beta }$. An asymptotic theory has been developed…

流体动力学 · 物理学 2016-01-12 A. Bershadskii

We study the rate of propagation of chaos for a McKean--Vlasov equation with conditional expectation terms in the drift. We use a (regularized) Nadaraya--Watson estimator at a particle level to approximate the conditional expectations; we…

概率论 · 数学 2025-07-31 Manuel Arnese

The goal of this work is to prove a new sure upper bound in a setting that can be thought of as a simplified function field analogue. This result is comparable to a recent result of the author concerning almost sure upper bound of random…

数论 · 数学 2025-06-18 Rachid Caich