Abstract
We have come full circle in a study of stochastic Lagrangian models of turbulent diffusion. We began with Brownian motion as the classic stochastic process and Kolmogorov’s hypotheses on the small-scale properties of turbulence. We ended with Kolmogorov’s refined hypotheses and fractional Brownian motion. Along the way, we learned about the Markov and Wiener processes, integration of stochastic differential equations, Gaussian and non-Gaussian probability distribution functions, the related Langevin and Fokker-Planck equations, the well-mixed criterion, nonuniqueness of models in more than one dimension, boundary conditions, and parameterization of turbulence statistics for use as model inputs.
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© 1996 American Meteorological Society
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Rodean, H.C. (1996). In Conclusion. In: Stochastic Lagrangian Models of Turbulent Diffusion. Meteorological Monographs. American Meteorological Society, Boston, MA. https://doi.org/10.1007/978-1-935704-11-9_14
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DOI: https://doi.org/10.1007/978-1-935704-11-9_14
Publisher Name: American Meteorological Society, Boston, MA
Online ISBN: 978-1-935704-11-9
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