191 citations · 934 across the 35 of their papers we have counts for
6 papers · 1 filter
Probing turbulence intermittency via Auto-Regressive Moving-Average models
Davide Faranda, Flavio Maria Emanuele Pons, Berengere Dubrulle +1
We suggest a new approach to probing intermittency corrections to the Kolmogorov law in turbulent flows based on the Auto-Regressive Moving-Average modeling of turbulent time serie…
Sampling local properties of attractors via Extreme Value Theory
Davide Faranda, Jorge Milhazes Freitas, Pierre Guiraud +1
We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of ob…
Modelling and analysis of turbulent datasets using ARMA processes
Davide Faranda, Flavio Maria Emanuele Pons, Bérèngere Dubrulle +4
We introduce a novel way to extract information from turbulent datasets by applying an ARMA statistical analysis. Such analysis goes well beyond the analysis of the mean flow and o…
Robust estimate of dynamo thresholds in the von Kármán sodium experiment using the Extreme Value Theory
Davide Faranda, Mickael Bourgoin, Sophie Miralles +5
We apply a new threshold detection method based on the extreme value theory to the von Kármán sodium (VKS) experiment data. The VKS experiment is a successful attempt to get a dyna…
Mixing properties in the advection of passive tracers via recurrences and extreme value theory
Davide Faranda, Xavier Leoncini, Sandro Vaienti
In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical tech…
Statistical early-warning indicators based on Auto-Regressive Moving-Average processes
Davide Faranda, Flavio Maria Emanuele Pons, Bérengère Dubrulle
We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto…