A generalized geometric Brownian motion with independent entry and exit rates relaxes to a stationary distribution, exhibits three moment regimes, and has an optimal exit rate minimizing mean first-passage time.
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Instanton calculus plus fusion rules, seeded with low-order DNS inputs, yields high-order velocity gradient moments and structure function exponents in Burgers turbulence, capturing the intermittency crossover at Re_lambda ≈ 1.
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Geometric Brownian motion with intermittent entries and exits
A generalized geometric Brownian motion with independent entry and exit rates relaxes to a stationary distribution, exhibits three moment regimes, and has an optimal exit rate minimizing mean first-passage time.
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Intermittency from instanton calculus at the transition to turbulence and fusion rules
Instanton calculus plus fusion rules, seeded with low-order DNS inputs, yields high-order velocity gradient moments and structure function exponents in Burgers turbulence, capturing the intermittency crossover at Re_lambda ≈ 1.