Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals.
The Navier–Stokes equations are partial differential equations which describe the motion of viscous fluid substances. They were named after French engineer and physicist Claude-Louis Navier and the Irish physicist and mathematician George Gabriel Stokes. They were developed over several decades of progressively building the theories, from 1822 (Navier) to 1842–1850 (Stokes).
In fluid dynamics, turbulence or turbulent flow is fluid motion characterized by chaotic changes in pressure and flow velocity. It is in contrast to a laminar flow, which occurs when a fluid flows in parallel layers, with no disruption between those layers.
In physics and fluid mechanics, a boundary layer is the thin layer of fluid in the immediate vicinity of a bounding surface formed by the fluid flowing along the surface. The fluid's interaction with the wall induces a no-slip boundary condition. The flow velocity then monotonically increases above the surface until it returns to the bulk flow velocity. The thin layer consisting of fluid whose velocity has not yet returned to the bulk flow velocity is called the velocity boundary layer.
An instanton is a notion appearing in theoretical and mathematical physics. An instanton is a classical solution to equations of motion with a finite, non-zero action, either in quantum mechanics or in quantum field theory. More precisely, it is a solution to the equations of motion of the classical field theory on a Euclidean spacetime.
Quantum turbulence is the name given to the turbulent flow – the chaotic motion of a fluid at high flow rates – of quantum fluids, such as superfluids. The idea that a form of turbulence might be possible in a superfluid via the quantized vortex lines was first suggested by Richard Feynman. The dynamics of quantum fluids are governed by quantum mechanics, rather than classical physics which govern classical (ordinary) fluids. Some examples of quantum fluids include superfluid helium, Bose–Einstein condensates (BECs), polariton condensates, and nuclear pasta theorized to exist inside neutron stars. Quantum fluids exist at temperatures below the critical temperature at which Bose-Einstein condensation takes place.
The Knudsen number (Kn) is a dimensionless number defined as the ratio of the molecular mean free path length to a representative physical length scale. This length scale could be, for example, the radius of a body in a fluid. The number is named after Danish physicist Martin Knudsen (1871–1949).
In signal processing, cross-correlation is a measure of similarity of two series as a function of the displacement of one relative to the other. This is also known as a sliding dot product or sliding inner-product. It is commonly used for searching a long signal for a shorter, known feature. It has applications in pattern recognition, single particle analysis, electron tomography, averaging, cryptanalysis, and neurophysiology. The cross-correlation is similar in nature to the convolution of two functions. In an autocorrelation, which is the cross-correlation of a signal with itself, there will always be a peak at a lag of zero, and its size will be the signal energy.
In probability theory and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from deterministic functions to stochastic processes. In particular, it allows the computation of derivatives of random variables. Malliavin calculus is also called the stochastic calculus of variations. P. Malliavin first initiated the calculus on infinite dimensional space. Then, the significant contributors such as S. Kusuoka, D. Stroock, J-M. Bismut, Shinzo Watanabe, I. Shigekawa, and so on finally completed the foundations.
Large eddy simulation (LES) is a mathematical model for turbulence used in computational fluid dynamics. It was initially proposed in 1963 by Joseph Smagorinsky to simulate atmospheric air currents, and first explored by Deardorff (1970). LES is currently applied in a wide variety of engineering applications, including combustion, acoustics, and simulations of the atmospheric boundary layer.
In probability theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time points. Autocovariance is closely related to the autocorrelation of the process in question.
The Wigner distribution function (WDF) is used in signal processing as a transform in time-frequency analysis.
The Mason–Weaver equation describes the sedimentation and diffusion of solutes under a uniform force, usually a gravitational field. Assuming that the gravitational field is aligned in the z direction, the Mason–Weaver equation may be written
Ewald summation, named after Paul Peter Ewald, is a method for computing long-range interactions in periodic systems. It was first developed as the method for calculating the electrostatic energies of ionic crystals, and is now commonly used for calculating long-range interactions in computational chemistry. Ewald summation is a special case of the Poisson summation formula, replacing the summation of interaction energies in real space with an equivalent summation in Fourier space. In this method, the long-range interaction is divided into two parts: a short-range contribution, and a long-range contribution which does not have a singularity. The short-range contribution is calculated in real space, whereas the long-range contribution is calculated using a Fourier transform. The advantage of this method is the rapid convergence of the energy compared with that of a direct summation. This means that the method has high accuracy and reasonable speed when computing long-range interactions, and it is thus the de facto standard method for calculating long-range interactions in periodic systems. The method requires charge neutrality of the molecular system to accurately calculate the total Coulombic interaction. A study of the truncation errors introduced in the energy and force calculations of disordered point-charge systems is provided by Kolafa and Perram.
In many-body theory, the term Green's function is sometimes used interchangeably with correlation function, but refers specifically to correlators of field operators or creation and annihilation operators.
In mathematics – specifically, in stochastic analysis – an Itô diffusion is a solution to a specific type of stochastic differential equation. That equation is similar to the Langevin equation used in physics to describe the Brownian motion of a particle subjected to a potential in a viscous fluid. Itô diffusions are named after the Japanese mathematician Kiyosi Itô.
In mathematics, a Coulomb wave function is a solution of the Coulomb wave equation, named after Charles-Augustin de Coulomb. They are used to describe the behavior of charged particles in a Coulomb potential and can be written in terms of confluent hypergeometric functions or Whittaker functions of imaginary argument.
Skin friction drag is a type of aerodynamic or hydrodynamic drag, which is resistant force exerted on an object moving in a fluid. Skin friction drag is caused by the viscosity of fluids and is developed from laminar drag to turbulent drag as a fluid moves on the surface of an object. Skin friction drag is generally expressed in terms of the Reynolds number, which is the ratio between inertial force and viscous force.
In quantum mechanics, the Redfield equation is a Markovian master equation that describes the time evolution of the reduced density matrix ρ of a strongly coupled quantum system that is weakly coupled to an environment. The equation is named in honor of Alfred G. Redfield, who first applied it, doing so for nuclear magnetic resonance spectroscopy. It is also known as the Redfield relaxation theory.
Tau functions are an important ingredient in the modern mathematical theory of integrable systems, and have numerous applications in a variety of other domains. They were originally introduced by Ryogo Hirota in his direct method approach to soliton equations, based on expressing them in an equivalent bilinear form.
