This article is cited in 19 papers

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

O. E. Barndorff-Nielsen, J. Schmiegel

University of Aarhus

Abstract: 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.

Keywords: energy dissipation, intermittency, inverse Gaussian distribution, normal inverse Gaussian distribution, refined similarity hypotheses, turbulence.

Received: 01.02.2006

Language: English

DOI: 10.4213/tvp77

 English version: Theory of Probability and its Applications, 2008, 52:3, 372–388

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