Non-Gaussian Distributions in Extended Dynamical Systems
Ravi Bhagavatula, C. Jayaprakash
Abstract
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. Intermittent fluctuations on appropriate time scales in the amplitude of the (chaotic) noise can lead to exponential tails. We provide numerical evidence for such behavior in deterministic, discrete-time passive scalar models. Different possibilities for PDFs are also outlined.
Create a lesson
Related papers
Knots in Condensed Matters
Y. M. Cho
Bouchaud's model exhibits two different aging regimes in dimension one
Gerard Ben Arous, Jiri Cerny
Periodic diffraction patterns for 1D quasicrystals
Pawel Buczek, Lorenzo Sadun, Janusz Wolny
Adiabatic association of ultracold molecules via magnetic field tunable interactions
Krzysztof Goral, Thorsten Koehler, Simon A. Gardiner et al.
High-Temperature Atomic Superfluidity in Lattice Boson-Fermion Mixtures
F. Illuminati, A. Albus
Constructive Methods of Invariant Manifolds for Kinetic Problems
A. N. Gorban, I. V. Karlin, A. Yu. Zinovyev