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A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

数据分析、统计与概率 · 物理学 2007-05-30 R. Labbé

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

统计力学 · 物理学 2019-08-06 Richard Kleeman

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

最优化与控制 · 数学 2019-08-08 Kenneth F. Caluya , Abhishek Halder

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

We describe two complementary formalisms designed for the description of probability density function (PDF) of the gradients of turbulent fields. The first approach, we call it adiabatic, describes PDF at the values much less than…

chao-dyn · 物理学 2009-10-30 E. Balkovsky , G. Falkovich

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

统计力学 · 物理学 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…

统计力学 · 物理学 2012-10-19 Bernhard Altaner

The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…

星系天体物理 · 物理学 2018-10-24 Liubin Pan , Paolo Padoan , Åke Nordlund

We study how primordial non-Gaussianity affects the pairwise velocity probability density function (PDF) using an analytical model and cosmological N-body simulations. We adopt the local type non-Gaussian models characterized by f_{nl}, and…

宇宙学与河外天体物理 · 物理学 2015-05-19 Tsz Yan Lam , Takahiro Nishimichi , Naoki Yoshida

We compare experiments and direct numerical simulations to evaluate the accuracy of the Stokes-drag model, which is used widely in studies of inertial particles in turbulence. We focus on statistics at the dissipation scale and on extreme…

流体动力学 · 物理学 2016-08-03 Ewe-Wei Saw , Gregory P. Bewley , Eberhard Bodenschatz , Samriddhi Sankar Ray , Jérémie Bec

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent…

流体动力学 · 物理学 2016-04-28 Rodrigo M. Pereira , Christophe Garban , Laurent Chevillard

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A mathematically exact…

流体动力学 · 物理学 2010-06-17 J. Bakosi

Using methods of kinetic theory and liquid state theory we propose a description of the non-equilibrium behavior of molecular fluids which takes into account their microscopic structure and thermodynamic properties. The present work…

统计力学 · 物理学 2009-02-24 Umberto Marini Bettolo Marconi , Simone Melchionna

When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…

统计力学 · 物理学 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…

机器学习 · 统计学 2013-04-24 Matt Hoffman , David M. Blei , Chong Wang , John Paisley

Employing molecular dynamics simulations of jammed soft particles, we study microscopic responses of force-chain networks to quasi-static isotropic (de)compressions. We show that not only contacts but also interparticle gaps between the…

软凝聚态物质 · 物理学 2026-03-26 Kuniyasu Saitoh , Vanessa Magnanimo , Stefan Luding

Non-Markovian models have great expressive power, at the cost of complex analysis of the stochastic process. The method of Stochastic State Classes (SSCs) derives closed-form analytical expressions for the joint Probability Density…

计算机科学中的逻辑 · 计算机科学 2024-10-24 Gabriel Dengler , Laura Carnevali , Carlos E. Budde , Enrico Vicario

A fundamental aspect of turbulence theory is related to the identification of realizable phase-space statistical descriptions able to reproduce in some suitable sense the stochastic fluid equations of a turbulent fluid. In particular, a…

流体动力学 · 物理学 2009-11-13 M. Tessarotto , M. Ellero , P. Nicolini

We present results on the connection between the vorticity equation and the shape of the single-point vorticity PDF. The statistical framework for these observations is cast in form of conditional averages. The numerical evaluation of these…

流体动力学 · 物理学 2023-09-01 Michael Wilczek , Rudolf Friedrich

Although coarse-grained models have been widely used to explain exotic phenomena in complex fluids, such as droplet formation in living cells, these conventional approaches often fail to capture the intricate microscopic degrees of freedom…

软凝聚态物质 · 物理学 2025-06-13 Masanari Shimada , Tetsuya J. Kobayashi