Aarhus University Seal / Aarhus Universitets segl

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

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

  • 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.
OriginalsprogEngelsk
TidsskriftTheory of Probability and Its Applications
Vol/bind52
Nummer3
Sider (fra-til)372-388
Antal sider17
ISSN0040-585X
DOI
StatusUdgivet - 2008

Se relationer på Aarhus Universitet Citationsformater

ID: 6197223