THE FRACTIONAL ORNSTEIN-UHLENBECK PROCESS AS A REPRESENTATION OF HOMOGENEOUS EULERIAN VELOCITY TURBULENCE

Authors
Citation
Yp. Shao, THE FRACTIONAL ORNSTEIN-UHLENBECK PROCESS AS A REPRESENTATION OF HOMOGENEOUS EULERIAN VELOCITY TURBULENCE, Physica. D, 83(4), 1995, pp. 461-477
Citations number
27
Categorie Soggetti
Mathematical Method, Physical Science",Physics,"Physycs, Mathematical
Journal title
ISSN journal
01672789
Volume
83
Issue
4
Year of publication
1995
Pages
461 - 477
Database
ISI
SICI code
0167-2789(1995)83:4<461:TFOPAA>2.0.ZU;2-3
Abstract
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.