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相关论文: Revisiting the framework for intermittency in Lagr…

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We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

流体动力学 · 物理学 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

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…

流体动力学 · 物理学 2018-02-23 Rodrigo M. Pereira , Luca Moriconi , Laurent Chevillard

This dissertation discusses the intermitency phenomenon in three models of turbulence, employing analytical and numerical techniques in the analysis of stochastic processes and the probability distributions which they induce. The initial…

流体动力学 · 物理学 2020-09-04 Gabriel B. Apolinário

Lagrangian properties obtained from a Particle Tracking Velocimetry experiment in a turbulent flow at intermediate Reynolds number are presented. Accurate sampling of particle trajectories is essential in order to obtain the Lagrangian…

流体动力学 · 物理学 2015-05-13 Jacob Berg , Soren Ott , Jakob Mann , Beat Luthi

Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…

流体动力学 · 物理学 2019-01-30 Alessio Innocenti , Rodney O Fox , Sergio Chibbaro

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

流体动力学 · 物理学 2017-09-26 Laurent Chevillard

Turbulence is prevalent in nature and industry, from large-scale wave dynamics to small-scale combustion nozzle sprays. In addition to the multi-scale nonlinear complexity and both randomness and coherent structures in its dynamics,…

We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…

软凝聚态物质 · 物理学 2023-02-28 Paul J. Atzberger

We present a simple stochastic algorithm for generating multiplicative processes with multiscaling both in space and in time. With this algorithm we are able to reproduce a synthetic signal with the same space and time correlation as the…

混沌动力学 · 物理学 2007-05-23 Roberto Benzi , Luca Biferale , Federico Toschi

For generic systems exhibiting power law behaviors, and hence multiscale dependencies, we propose a new, and yet simple, tool to analyze multifractality and intermittency, after noticing that these concepts are directly related to the…

统计力学 · 物理学 2018-01-24 Carlos Granero-Belinchon , Stephane G. Roux , Nicolas B. Garnier

A first principle explanation of the origin of intermittency and nonlinear structure formation in the Lagrangian velocity increments of a turbulent flow is presented in the context of a scale invariant analytical formalism that is being…

经典分析与常微分方程 · 数学 2016-06-29 Dhurjati Prasad Datta

Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…

流体动力学 · 物理学 2020-08-26 G. B. Apolinário , L. Moriconi

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

软凝聚态物质 · 物理学 2022-12-27 Lorenzo Campana , Mireille Bossy , Jeremie Bec

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…

流体动力学 · 物理学 2020-05-01 Alessio Innocenti , Nicolas Mordant , Nick Stelzenmuller , Sergio Chibbaro

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

混沌动力学 · 物理学 2007-05-23 Wen Chen

Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…

流体动力学 · 物理学 2021-05-10 J. Friedrich , J. Peinke , A. Pumir , R. Grauer

The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…

概率论 · 数学 2021-10-05 Laurent Chevillard , Marc Lagoin , Stephane G. Roux

Motivated by empirical evidence from the joint behavior of realized volatility time series, we propose to model the joint dynamics of log-volatilities using a multivariate fractional Ornstein-Uhlenbeck process. This model is a multivariate…

统计金融 · 定量金融 2026-05-19 Ranieri Dugo , Giacomo Giorgio , Paolo Pigato

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…

流体动力学 · 物理学 2015-01-13 J. -P. Minier , S. Chibbaro , S. B. Pope
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