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A stochastic differential equation framework for the timewise dynamics of turbulent velocities

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  • Institut for Matematiske Fag
We discuss a stochastic differential equation as a modeling framework for the timewise dynamics of turbulent velocities. The equation is capable of capturing basic stylized facts of the statistics of temporal velocity increments. In particular, we focus on the evolution of the probability density of velocity increments, characterized by a normal inverse Gaussian shape with heavy tails for small scales and approximately Gaussian tails for large scales. In addition, we show that the proposed model is in accordance with the experimental verification of Kolmogorov's refined similarity hypotheses.
TidsskriftTheory of Probability and Its Applications
Sider (fra-til)372-388
Antal sider17
StatusUdgivet - 2008

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