Extremal-point density of scaling processes: From fractional Brownian motion to turbulence in one dimension

Extremal-point density of scaling processes: From fractional Brownian motion to turbulence in one... In recent years several local extrema-based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work, we study systematically the distribution of the local extrema for both synthesized scaling processes and turbulent velocity data from experiments. The results show that for the fractional Brownian motion (fBm) without intermittency correction the measured extremal-point-density (EPD) agrees well with a theoretical prediction. For a multifractal random walk (MRW) with the lognormal statistics, the measured EPD is independent of the intermittency parameter μ, suggesting that the intermittency correction does not change the distribution of extremal points but changes the amplitude. By introducing a coarse-grained operator, the power-law behavior of these scaling processes is then revealed via the measured EPD for different scales. For fBm the scaling exponent ξ(H) is found to be ξ(H)=H, where H is Hurst number, while for MRW ξ(μ) shows a linear relation with the intermittency parameter μ. Such EPD approach is further applied to the turbulent velocity data obtained from a wind tunnel flow experiment with the Taylor scale λ-based Reynolds number Reλ=720, and a turbulent boundary layer with the momentum thickness θ based Reynolds number Reθ=810. A scaling exponent ξ≃0.37 is retrieved for the former case. For the latter one, the measured EPD shows clearly four regimes, which agrees well with the corresponding sublayer structures inside the turbulent boundary layer. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Physical Review E American Physical Society (APS)

Extremal-point density of scaling processes: From fractional Brownian motion to turbulence in one dimension

Preview Only

Extremal-point density of scaling processes: From fractional Brownian motion to turbulence in one dimension

Abstract

In recent years several local extrema-based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work, we study systematically the distribution of the local extrema for both synthesized scaling processes and turbulent velocity data from experiments. The results show that for the fractional Brownian motion (fBm) without intermittency correction the measured extremal-point-density (EPD) agrees well with a theoretical prediction. For a multifractal random walk (MRW) with the lognormal statistics, the measured EPD is independent of the intermittency parameter μ, suggesting that the intermittency correction does not change the distribution of extremal points but changes the amplitude. By introducing a coarse-grained operator, the power-law behavior of these scaling processes is then revealed via the measured EPD for different scales. For fBm the scaling exponent ξ(H) is found to be ξ(H)=H, where H is Hurst number, while for MRW ξ(μ) shows a linear relation with the intermittency parameter μ. Such EPD approach is further applied to the turbulent velocity data obtained from a wind tunnel flow experiment with the Taylor scale λ-based Reynolds number Reλ=720, and a turbulent boundary layer with the momentum thickness θ based Reynolds number Reθ=810. A scaling exponent ξ≃0.37 is retrieved for the former case. For the latter one, the measured EPD shows clearly four regimes, which agrees well with the corresponding sublayer structures inside the turbulent boundary layer.
Loading next page...
 
/lp/aps_physical/extremal-point-density-of-scaling-processes-from-fractional-brownian-o8aIaQ9OPM
Publisher
The American Physical Society
Copyright
Copyright © ©2017 American Physical Society
ISSN
1539-3755
eISSN
550-2376
D.O.I.
10.1103/PhysRevE.96.012215
Publisher site
See Article on Publisher Site

Abstract

In recent years several local extrema-based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work, we study systematically the distribution of the local extrema for both synthesized scaling processes and turbulent velocity data from experiments. The results show that for the fractional Brownian motion (fBm) without intermittency correction the measured extremal-point-density (EPD) agrees well with a theoretical prediction. For a multifractal random walk (MRW) with the lognormal statistics, the measured EPD is independent of the intermittency parameter μ, suggesting that the intermittency correction does not change the distribution of extremal points but changes the amplitude. By introducing a coarse-grained operator, the power-law behavior of these scaling processes is then revealed via the measured EPD for different scales. For fBm the scaling exponent ξ(H) is found to be ξ(H)=H, where H is Hurst number, while for MRW ξ(μ) shows a linear relation with the intermittency parameter μ. Such EPD approach is further applied to the turbulent velocity data obtained from a wind tunnel flow experiment with the Taylor scale λ-based Reynolds number Reλ=720, and a turbulent boundary layer with the momentum thickness θ based Reynolds number Reθ=810. A scaling exponent ξ≃0.37 is retrieved for the former case. For the latter one, the measured EPD shows clearly four regimes, which agrees well with the corresponding sublayer structures inside the turbulent boundary layer.

Journal

Physical Review EAmerican Physical Society (APS)

Published: Jul 17, 2017

There are no references for this article.

Sorry, we don’t have permission to share this article on DeepDyve,
but here are related articles that you can start reading right now:

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off