Intermittency in Turbulence: Multiplicative Random Process in Space and Time

2002/11/05 by Roberto Benzi, Luca Biferale, Federico Toschi · 2 citations
Economics, Econometrics and Finance · Engineering · Physics and Astronomy · #Fluid Dynamics and Turbulent Flows #Stochastic processes and financial applications #nlin.CD #stochastic dynamics and bifurcation

paper · pdf · doi:10.1023/a:1027360619182

published as Journal of Statistical Physics 113 5 (2003) 783-798 · 23 pages, 12 figures

arxiv created 2002/11/05 · openalex publication_date 2003/11/09 · arxiv updated 2009/11/30 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

We present a simple stochastic algorithm for generating multiplicative processes with multiscaling both in space and in time. With this algorithm we are able to reproduce a synthetic signal with the same space and time correlation as the one coming from shell models for turbulence and the one coming from a turbulent velocity field in a quasi-Lagrangian reference frame.

Cited by

• Universality of stochastic control of quantum chaos with measurement and feedback
• Intermittency in turbulence: Computing the scaling exponents in shell models

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