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A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…

综合金融 · 定量金融 2015-05-20 Xavier Calbet , Jose-Luis Lopez , Ricardo Lopez-Ruiz

Turbulence is a mysterious phenomenon in physical systems and plays a critical role in the interstellar medium (ISM). Previous simulations and observations have shown that the probability density functions (PDFs) of gas densities in…

星系天体物理 · 物理学 2025-03-26 Xunchuan Liu

An analytical expression of probability density function (PDF) of accelerations in turbulence is derived with the help of the multifractal analysis based on generalized entropy, i.e., the Tsallis or the R\'{e}nyi entropy. It is shown that…

统计力学 · 物理学 2007-05-23 Toshihico Arimitsu , Naoko Arimitsu

An analytical formula for the probability density function (PDF) of the velocity fluctuation in fully-developed turbulence is derived, non-perturbatively, by assuming that its underlying statistics is the one based on the generalized…

统计力学 · 物理学 2015-06-24 Toshihico Arimitsu , Naoko Arimitsu

We investigate the single-point velocity probability density function (PDF) in three-dimensional fully developed homogeneous isotropic turbulence within the framework of PDF equations focussing on deviations from Gaussianity. A joint…

流体动力学 · 物理学 2011-02-18 Michael Wilczek , Anton Daitche , Rudolf Friedrich

We derive equations for fluid dynamics from a non-extensive Boltzmann transport equation consistent with Tsallis' non-extensive entropy formula. We evaluate transport coefficients employing the relaxation time approximation and investigate…

核理论 · 物理学 2015-05-30 T. S. Biro , E. Molnar

We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…

偏微分方程分析 · 数学 2026-02-19 Ricardo Grande , Zaher Hani

The purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear…

数学物理 · 物理学 2021-07-08 Jiawei Li , Zhongmin Qian , Mingrui Zhou

Turbulence is a complex phenomenon that plays a critical role in the interstellar medium (ISM). Previous simulations and observations show that the probability density function (PDF) of gas density in isothermal and compressible systems…

星系天体物理 · 物理学 2025-03-26 Xunchuan Liu

Motivated by the statistical description of turbulence, we study statistical conservation laws in the form of kinetic-type PDEs for joint probability density functions (PDFs) and cumulative distribution functions (CDFs) associated with…

数值分析 · 数学 2025-09-08 Qian Huang , Christian Rohde

The probability density function (PDF) of accelerations in turbulence is derived analytically with the help of the multifractal analysis based on generalized entropy, i.e., the Tsallis or the R\'{e}nyi entropy. It is shown that the derived…

统计力学 · 物理学 2007-05-23 T. Arimitsu , N. Arimitsu

Lagrangian stochastic methods are widely used to model turbulent flows. Scarce consideration has, however, been devoted to the treatment of the near-wall region and to the formulation of a proper wall-boundary condition. With respect to…

流体动力学 · 物理学 2024-02-07 Guilhem Balvet , Jean-Pierre Minier , Yelva Roustan , Martin Ferrand

In this paper, we study the statistical evolution of the large-scale structure (LSS), focusing on the joint probability distribution function (PDF) of the coarse-grained cosmic field and its role in constructing effective dynamics. As the…

宇宙学与河外天体物理 · 物理学 2021-10-20 Xin Wang

A statistical mechanics theory for a fluid stratified in density is presented. The predicted statistical equilibrium state is the most probable outcome of turbulent stirring. The slow temporal evolution of the vertical density profile is…

流体动力学 · 物理学 2014-09-23 Antoine Venaille , Louis Gostiaux , Joël Sommeria

Traditionally, single realizations of the turbulent state have been the object of study in shear flow turbulence. When a statistical quantity was needed it was obtained from a spatial, temporal or ensemble average of sample realizations of…

流体动力学 · 物理学 2022-10-27 Brian F. Farrell , Petros J. Ioannou

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

统计力学 · 物理学 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…

统计理论 · 数学 2017-09-19 Nan Chen , Andrew J. Majda , Xin T. Tong

The statistical properties of the $E \times B$ flux in different types of plasma turbulence simulations are investigated using probability density distribution functions (PDF). The physics included in the models ranges from two dimensional…

等离子体物理 · 物理学 2009-11-10 Volker Naulin , Odd Erik Garcia , Anders Henry Nielsen , Jens Juul Rasmussen

The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…

统计力学 · 物理学 2019-02-04 David M. Rogers

We propose a novel mechanism for the origin of non-Gaussian tails in the probability distribution functions (PDFs) of local variables in nonlinear, diffusive, dynamical systems including passive scalars advected by chaotic velocity fields.…

凝聚态物理 · 物理学 2009-10-22 Ravi Bhagavatula , C. Jayaprakash