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The Fokker-Planck Approach to Complex Spatiotemporal Disordered Systems
##manager.scheduler.building##: Edificio San Jose
##manager.scheduler.room##: Aula Juan Pablo II
Date: 2019-07-08 05:45 PM – 06:00 PM
Last modified: 2019-06-09
Abstract
An approach to understand general multipoint statistics is presented and discussed based on recent results and examples from turbulence and sea waves. Our main idea is based on the cascade picture of turbulence, entangling fluctuations from large to small scales. Inspired by this cascade picture, we express the general multipoint statistics by the statistics of scale-dependent fluctuations of variables and relate it to a scale-dependent process, which finally is a stochastic cascade process. We show how to extract from empirical data a Fokker-Planck equation for this cascade process, which allows the generation of surrogate data to forecast extreme events as well as to develop nonequilibrium thermodynamics for complex systems. For each cascade event, an entropy production can be determined. These entropies accurately fulfill a rigorous law, namely
the integral fluctuation theorem.
A review of this work is currently in print as
J. Peinke, M.R.R. Tabar, and M. Wächter, ``The Fokker–Planck Approach
to Complex Spatiotemporal Disordered Systems'', Annual Review of
Condensed Matter Physics 10 (2019),
https://doi.org/10.1146/annurev-conmatphys-033117-054252 . A preprint
is available at https://arxiv.org/pdf/1808.09156.pdf .
the integral fluctuation theorem.
A review of this work is currently in print as
J. Peinke, M.R.R. Tabar, and M. Wächter, ``The Fokker–Planck Approach
to Complex Spatiotemporal Disordered Systems'', Annual Review of
Condensed Matter Physics 10 (2019),
https://doi.org/10.1146/annurev-conmatphys-033117-054252 . A preprint
is available at https://arxiv.org/pdf/1808.09156.pdf .