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Emil Hedevang

Publications and source records attributed to Emil Hedevang.

2 recordsLinked to original sources

A causal continuous-time stochastic model for the turbulent energy cascade in a helium jet flow

We discuss continuous cascade models and their potential for modelling the energy dissipation in a turbulent flow. Continuous cascade processes, expressed in terms of stochastic integrals with respect to Lévy bases, are examples of ambit processes. These models are known to reproduce experimentally observed properties of turbulence: The scaling and self-scaling of the correlators of the energy dissipation and of the moments of the coarse-grained energy dissipation. We compare three models: a normal model, a normal inverse Gaussian model and a stable model. We show that the normal inverse Gaussian model is superior to both, the normal and the stable model, in terms of reproducing the distribution of the energy dissipation; and that the normal inverse Gaussian model is superior to the normal model and competitive with the stable model in terms of reproducing the self-scaling exponents. Furthermore, we show that the presented analysis is parsimonious in the sense that the self-scaling exponents are predicted from the one-point distribution of the energy dissipation, and that the shape of these distributions is independent of the Reynolds number.

cond-mat.stat-mech

Asymptotic theory for Brownian semi-stationary processes with application to turbulence

This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed in [Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes. Bernoulli 17(4), 1159-1194; Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2012): Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. In "Prokhorov and Contemporary Probability Theory", Springer.] and present some new connections to fractional diffusion models. We apply our probabilistic results to construct a family of estimators for the smoothness parameter of the BSS process. In this context we develop estimates with gaps, which allow to obtain a valid central limit theorem for the critical region. Finally, we apply our statistical theory to turbulence data.

math.PR