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

O. E. Barndorff-Nielsen   ; J. Schmiegel

Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 3, pp. 541-561

Résumé

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.

Détail

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

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