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A stochastic differential equation framework for the turbulent velocity field

Publikation: Working paper/Preprint Working paperForskning

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A stochastic differential equation framework for the turbulent velocity field. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2005.

Publikation: Working paper/Preprint Working paperForskning

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Barndorff-Nielsen OE, Schmiegel J. 2005. A stochastic differential equation framework for the turbulent velocity field. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

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Barndorff-Nielsen OE, Schmiegel J. A stochastic differential equation framework for the turbulent velocity field. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. 2005 apr 4.

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Bibtex

@techreport{2c64a1a0ad1211dabee902004c4f4f50,
title = "A stochastic differential equation framework for the turbulent velocity field",
abstract = "We discuss a stochastic differential equation, as a modelling framework for the turbulent velocity field, that is capable of capturing basic stylized facts of the statistics of 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 aggregational Gaussianity for large scales. In addition, we show that the proposed model is in accordance with Kolmogorov's refined similarity hypotheses.",
keywords = "intermittency, inverse Gaussian distribution, normal inverse Gaussian distribution, refined similarity hypotheses, turbulence",
author = "Barndorff-Nielsen, {Ole Eiler} and J{\"u}rgen Schmiegel",
note = "Published in Theory Prob. Its Appl. 52, 372-388.",
year = "2005",
month = apr,
day = "4",
language = "English",
publisher = "Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet",
type = "WorkingPaper",
institution = "Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet",

}

RIS

TY - UNPB

T1 - A stochastic differential equation framework for the turbulent velocity field

AU - Barndorff-Nielsen, Ole Eiler

AU - Schmiegel, Jürgen

N1 - Published in Theory Prob. Its Appl. 52, 372-388.

PY - 2005/4/4

Y1 - 2005/4/4

N2 - We discuss a stochastic differential equation, as a modelling framework for the turbulent velocity field, that is capable of capturing basic stylized facts of the statistics of 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 aggregational Gaussianity for large scales. In addition, we show that the proposed model is in accordance with Kolmogorov's refined similarity hypotheses.

AB - We discuss a stochastic differential equation, as a modelling framework for the turbulent velocity field, that is capable of capturing basic stylized facts of the statistics of 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 aggregational Gaussianity for large scales. In addition, we show that the proposed model is in accordance with Kolmogorov's refined similarity hypotheses.

KW - intermittency

KW - inverse Gaussian distribution

KW - normal inverse Gaussian distribution

KW - refined similarity hypotheses

KW - turbulence

M3 - Working paper

BT - A stochastic differential equation framework for the turbulent velocity field

PB - Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet

ER -