Yp. Shao, THE FRACTIONAL ORNSTEIN-UHLENBECK PROCESS AS A REPRESENTATION OF HOMOGENEOUS EULERIAN VELOCITY TURBULENCE, Physica. D, 83(4), 1995, pp. 461-477
A fractional Langevin equation is an analogy to the Langevin equation
but with fractional Gaussian noise as the source of randomness. The fr
actional Ornstein-Uhlenbeck process determined by the fractional Lange
vin equation is a stationary Gaussian process with a structure functio
n which may differ from being proportional to time increment depending
on a characteristic model parameter H. Such a model dan be applied to
simulate a range of random processes in turbulent flows by varying H,
including homogeneous Eulerian and Lagrangian turbulence (H = 1/3 and
1/2, respectively). Theoretical analysis, numerical tests and compari
sons between simulation and observation show that with H = 1/3, the fr
actional Ornstein-Uhlenbeck process reproduces the basic statistical f
eatures of homogeneous Eulerian turbulence. The model provides a promi
sing technique for describing the diffusion of nonpassive particles in
turbulent flows.