The fractional Ornstein-Uhlenbeck process as a representation of homogeneous Eulerian velocity turbulence

DOI10.1016/0167-2789(95)00051-5zbMath0886.60048OpenAlexW2109208474MaRDI QIDQ1890694

Yaping Shao

Publication date: 21 May 1995

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(95)00051-5

zbMATH Keywords

Langevin equationdiffusion of nonpassive particles in turbulent flowsfractionalOrnstein-Uhlenbeck processhomogeneous Eulerian and Lagrangian turbulence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations for incompressible viscous fluids (76D05)

Related Items (7)

Gaussian and hermite Ornstein–Uhlenbeck processes ⋮ Velocity fields with power-law spectra for modeling turbulent flows ⋮ Quasi Ornstein-Uhlenbeck processes ⋮ Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation ⋮ Stochastic simulation of heavy-particle trajectories in turbulent flows ⋮ Motion of inertial particles in Gaussian fields driven by an infinite-dimensional fractional Brownian motion ⋮ The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion

Cites Work

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• Criteria for the selection of stochastic models of particle trajectories in turbulent flows
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• A comparison of intermittency models in turbulence
• On the geometry of homogeneous turbulence, with stress on the fractal dimension of the iso-surfaces of scalars
• Fractional Brownian Motions, Fractional Noises and Applications
• Turbulent diffusion in Lake Huron

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