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相关论文: Escape Probability, Mean Residence Time and Geophy…

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We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…

chao-dyn · 物理学 2007-05-23 Jinqiao Duan , James Brannan , Vincent Ervin

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

动力系统 · 数学 2019-10-02 Dengfeng Wu , Miaomiao Fu , Jinqiao Duan

A heuristic law widely used in fluid dynamics for steady flows states that the amount of a fluid in a control volume is the product of the fluid influx and the mean time that the particles of the fluid spend in the volume, or mean residence…

数学物理 · 物理学 2023-04-24 Marco Zamparo , Luca Dall'Asta , Andrea Gamba

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

统计力学 · 物理学 2016-07-06 Tomasz Srokowski

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

动力系统 · 数学 2013-06-04 Ting Gao , Jinqiao Duan

The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…

动力系统 · 数学 2012-05-15 Huijie Qiao , Xingye Kan , Jinqiao Duan

We demonstrate that turbulent zonal jets, analogous to Jovian ones, which are quasi-stationary, are actually metastable. After extremely long times, they randomly switch to new configurations with a different number of jets. The genericity…

大气与海洋物理 · 物理学 2021-06-07 Eric Simonnet , Joran Rolland , Freddy Bouchet

Mixing and transport of passive particles are studied in a simple kinematic model of a meandering jet flow motivated by the problem of lateral mixing and transport in the Gulf Stream. We briefly discuss a model streamfunction, Hamiltonian…

混沌动力学 · 物理学 2012-05-29 S. V. Prants , M. V. Budyansky , M. Yu. Uleysky , G. M. Zaslavsky

The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…

概率论 · 数学 2017-02-28 Weihua Deng , Xiaochao Wu , Wanli Wang

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

概率论 · 数学 2025-03-04 Pierre Monmarché

Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare…

动力系统 · 数学 2024-02-29 Yang Li , Shenglan Yuan , Shengyuan Xu

The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…

数值分析 · 数学 2012-01-31 Ting Gao , Jinqiao Duan , Xiaofan Li , Renming Song

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

适应与自组织系统 · 物理学 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…

流体动力学 · 物理学 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos

In this paper we investigate mixing and transport in correspondence of a meandering jet. The large-scale flow field is a kinematically assigned streamfunction. Two basic mixing mechanisms are considered, first separately and then combined…

chao-dyn · 物理学 2009-10-31 M. Cencini , G. Lacorata , A. Vulpiani , E. Zambianchi

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

统计力学 · 物理学 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 2003) calculated the mean first exit time of a domain of a particle undergoing a randomly reoriented ballistic motion which starts from the boundary. They showed…

统计力学 · 物理学 2015-06-25 O. Benichou , M. Coppey , M. Moreau , P. H. Suet , R. Voituriez

For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…

动力系统 · 数学 2017-02-03 Xiao Wang , Jinqiao Duan , Xiaofan Li , Renming Song

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

流体动力学 · 物理学 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

地球物理 · 物理学 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron
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