Skip to main content
Log in

A parsimonious and universal description of turbulent velocity increments

  • Published:
The European Physical Journal B - Condensed Matter and Complex Systems Aims and scope Submit manuscript

Abstract.

This paper proposes a reformulation and extension of the concept of Extended Self-Similarity. In support of this new hypothesis, we discuss an analysis of the probability density function (pdf) of turbulent velocity increments based on the class of normal inverse Gaussian distributions. It allows for a parsimonious description of velocity increments that covers the whole range of amplitudes and all accessible scales from the finest resolution up to the integral scale. The analysis is performed for three different data sets obtained from a wind tunnel experiment, a free-jet experiment and an atmospheric boundary layer experiment with Taylor-Reynolds numbers \(R_{\lambda} = 80,190,17000\), respectively. The application of a time change in terms of the scale parameter \(\delta\) of the normal inverse Gaussian distribution reveals some universal features that are inherent to the pdf of all three data sets.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A.N. Kolmogorov, Dokl. Akad. Nauk. SSSR 30, 9 (1941)

    Google Scholar 

  2. A.N. Kolmogorov, Dokl. Akad. Nauk. SSSR 32, 16 (1941)

    MATH  Google Scholar 

  3. A.N. Kolmogorov, J. Fluid Mech. 13, 82 (1962)

    MATH  Google Scholar 

  4. A.M. Obukhov, Dokl. Akad. Nauk SSSR 32, 22 (1941)

    Google Scholar 

  5. A.M. Obukhov, Izv. Akad. Nauk SSSR Ser. Geogr. Geofiz 5, 453 (1941)

    Google Scholar 

  6. A.M. Obukhov, J. Fluid Mech. 13, 77 (1962)

    Google Scholar 

  7. U. Frisch, Turbulence. The legacy of A.N. Kolmogorov (Cambridge University Press, 1995)

  8. K.R. Sreenivasan, R.A. Antonia, Ann. Rev. Fluid Mech. 29, 435 (1997)

    Article  Google Scholar 

  9. A. Arneodo et al. , Europhys. Lett. 34, 411 (1996)

    Article  Google Scholar 

  10. R. Benzi et al. , Phys. Rev. E 48, 29 (1993)

    Article  Google Scholar 

  11. V.R. Kuznetsov, V.A. Sabelnikov, Turbulence and Combustion (Hemisphere Publishing Corporation, New York, 1990)

  12. B. Castaing, Y. Gagne, E.J. Hopfinger, Physica D 46, 177 (1990)

    MATH  Google Scholar 

  13. Y. Gagne, M. Marchand, B. Castaing, J. Phys. II France 4, 1 (1994)

    Article  Google Scholar 

  14. B. Chabaud et al. , Phys. Rev. Lett. 73, 3227 (1994)

    Article  Google Scholar 

  15. A. Praskovsky, S. Oncley, Phys. Rev. Lett. 73, 3399 (1994)

    Article  Google Scholar 

  16. A. Vincent, M. Meneguzzi, J. Fluid Mech. 225, 1 (1991)

    MATH  Google Scholar 

  17. P. Kailasnath, K.R. Sreenivasan, G. Stolovitzky, Phys. Rev. Lett. 68, 2766 (1992)

    Article  Google Scholar 

  18. G. Stolovitzky, K.R. Sreenivasan, A. Juneja, Phys. Rev. E 48, R3217 (1993)

  19. P. Tabeling et al. , Phys. Rev. E 53, 1613 (1996)

    Article  Google Scholar 

  20. G.S. Lewis, H.L. Swinney, Phys. Rev. E 59, 5457 (1999)

    Article  Google Scholar 

  21. A. Noullez et al. , J. Fluid Mech. 339, 287 (1997)

    Article  Google Scholar 

  22. W. van de Water, J. Herweijer, J. Fluid Mech. 387, 3 (1999)

    Article  MATH  Google Scholar 

  23. R. Benzi et al. , Phys. Rev. Lett. 67, 2299 (1991)

    Article  Google Scholar 

  24. J.M. Tchéou et al. , Physica D 129, 93 (1999)

    Google Scholar 

  25. T. Arimitsu, N. Arimitsu, preprint: cond-mat/0110349 (2001)

  26. T. Arimitsu, N. Arimitsu, preprint: cond-mat/0109007 (2001)

  27. T. Arimitsu, N. Arimitsu, preprint: cond-mat/0109132 (2001)

  28. T. Arimitsu, N. Arimitsu, Physica A 259, 177 (2001)

    Google Scholar 

  29. C. Beck, Physica A 277, 115 (2000)

    Google Scholar 

  30. C. Beck, G.S. Lewis, H.L. Swinney, Phys. Rev. E 63, 035303 (2001)

    Article  Google Scholar 

  31. C. Renner, J. Peinke, R. Friedrich, J. Fluid Mech. 433, 383 (2001)

    MATH  Google Scholar 

  32. O.E. Barndorff-Nielsen, Research Report 300, Dept. Theor. Statistics, Aarhus University (1995)

  33. O.E. Barndorff-Nielsen, Scand. J. Stat. 24, 1 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  34. O.E. Barndorff-Nielsen, in Probability Towards 2000. Proceedings of a Symposium held 2-5 October 1995 at Columbia University, edited by L. Acccardi, C.C. Heyde (Springer, New York, 1998), p. 47

  35. O.E. Barndorff-Nielsen, Finance and Stochastics 2, 41 (1998)

    Article  MATH  Google Scholar 

  36. O.E. Barndorff-Nielsen, Theory Prob. Its Appl. 45, 175 (1998)

    Article  MATH  Google Scholar 

  37. T.H. Rydberg, Comm. Stat.: Stochastic Models 13, 887 (1997)

    MathSciNet  MATH  Google Scholar 

  38. T.H. Rydberg, Math. Finance 9, 183 (1999)

    Article  MATH  Google Scholar 

  39. K. Prause, Dissertation, Albert-Ludwigs-Universität, Freiburg i. Br. 1999

  40. E. Eberlein, in Lévy Processes - Theory and Applications, edited by O.E. Barndorff-Nielsen, T. Mikosch, S. Resnick (Birkhäuser, Boston, 2000), p. 319

  41. S. Raible, Dissertation, Albert-Ludwigs-Universität, Freiburg i. Br. 2000

  42. O.E. Barndorff-Nielsen, N. Shephard, J. R. Stat. Soc. B 63, 167 (2001)

    Article  MATH  Google Scholar 

  43. O.E. Barndorff-Nielsen, N. Shephard, in Lévy Processes - Theory and Applications, edited by O.E. Barndorff-Nielsen, T. Mikosch, S. Resnick (Birkhäuser, Boston, 2001), p. 283

  44. O.E. Barndorff-Nielsen, N. Shephard, Scand. J. Stat. 30, 277 (2002)

    Google Scholar 

  45. O.E. Barndorff-Nielsen, K. Prause, Finance and Stochastics 5, 103 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  46. O.E. Barndorff-Nielsen, S.Z. Levendorskiı, Quantitative Finance 1, 318 (2001)

    Article  Google Scholar 

  47. S. Asmussen, J. Rosinski, J. Appl. Probab. 38, 482 (2001)

    Article  MATH  Google Scholar 

  48. R. Cont, P. Tankov, Financial Modelling With Jump Processes (Chapman & Hall/CRC, London, 2004)

  49. O.E. Barndorff-Nielsen, Proc. R. Soc. London A 353, 401 (1977)

    Google Scholar 

  50. B. Dhruva, Ph.D. Thesis, Yale University, 2000

  51. K.R. Sreenivasan, B. Dhruva, Prog. Theor. Phys. Suppl. 130, 103 (1998)

    MATH  Google Scholar 

  52. R.A. Antonia, B.R. Pearson, Phys. Rev. E 62, 8086 (2000)

    Article  Google Scholar 

  53. O.E. Barndorff-Nielsen, J.L. Jensen, M. Sørensen, Boundary-Layer Meteorology 49, 417 (1989)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to O. E. Barndorff-Nielsen.

Additional information

Received: 13 August 2004, Published online: 21 October 2004

PACS:

47.27.-i Turbulent flows, convection, and heat transfer

Rights and permissions

Reprints and permissions

About this article

Cite this article

Barndorff-Nielsen, O.E., Blæsild, P. & Schmiegel, J. A parsimonious and universal description of turbulent velocity increments. Eur. Phys. J. B 41, 345–363 (2004). https://doi.org/10.1140/epjb/e2004-00328-1

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1140/epjb/e2004-00328-1

Keywords

Navigation