5 papers
Stochastic interpolation of sparsely sampled time series via multi-point fractional Brownian bridges
J. Friedrich, S. Gallon, A. Pumir +1
We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion…
Probability Density Functions in Homogeneous and Isotropic Magneto-Hydrodynamic Turbulence
J. Friedrich
We derive a hierarchy of evolution equations for multi-point probability density functions in magneto-hydrodynamic (MHD) turbulence. We discuss the relation to the moment hierarchy…
Modelling Lagrangian velocity and acceleration in turbulent flows as infinitely differentiable stochastic processes
Bianca Viggiano, Jan Friedrich, Romain Volk +3
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 stat…
Instanton based importance sampling for rare events in stochastic PDEs
Lasse Ebener, Georgios Margazoglou, Jan Friedrich +2
We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To…
Multiscale velocity correlations in turbulence and Burgers turbulence: Fusion rules, Markov processes in scale, and multifractal predictions
Jan Friedrich, Georgios Margazoglou, Luca Biferale +1
We compare different approaches towards an effective description of multi-scale velocity field correlations in turbulence. Predictions made by the operator product expansion, the s…