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We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…

光学 · 物理学 2007-05-23 Dario G. Perez

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…

光学 · 物理学 2007-05-23 Dario G Perez

It is discussed the limitations of the widely used markovian approximation applied to model the turbulent refractive index in lightwave propagation. It is well-known the index is a passive scalar field. Thus, the actual knowledge about…

光学 · 物理学 2009-11-10 Dario G. Perez , Luciano Zunino , Mario Garavaglia

The Davenport spectrum is a modification of the classical Kolmogorov spectrum for the inertial range of turbulence that accounts for non-scaling low frequency behavior. Like the classical fractional Brownian motion vis-\`a-vis the…

统计理论 · 数学 2018-08-16 B. Cooper Boniece , Gustavo Didier , Farzad Sabzikar

First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter…

光学 · 物理学 2007-05-23 Dario G. Perez

This paper is concerned with the processes of spatial propagation and penetration of turbulence from the regions where it is locally excited into initially laminar regions. The phenomenon has come to be known as "turbulence spreading" and…

斑图形成与孤子 · 物理学 2023-12-22 Alexander V. Milovanov , Jens Juul Rasmussen

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

混沌动力学 · 物理学 2007-05-23 Wen Chen

In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter $H$ is depending on the…

统计理论 · 数学 2007-06-13 Jean-Marc Bardet , Pierre Bertrand

Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…

统计方法学 · 统计学 2017-09-13 J. M. Lilly , A. M. Sykulski , J. J Early , S. C. Olhede

The fractional Brownian motion (fBm) extends the standard Brownian motion by introducing some dependence between non-overlapping increments. Consequently, if one considers for example that log-prices follow an fBm, one can exploit the…

数理金融 · 定量金融 2021-09-02 Matthieu Garcin

Nullifying the servo bandwidth errors improves the strehl ratio by a substantial quantity in adaptive optics systems. An effective method for predicting atmospheric turbulence to reduce servo bandwidth errors in real time closed loop…

天体物理仪器与方法 · 物理学 2011-09-14 Akondi Vyas , M B Roopashree , B Raghavendra Prasad

A class of Gaussian processes generalizing the usual fractional Brownian motion for Hurst indices in (1/2,1) and multifractal Brownian motion introduced in Ralchenko and Shevchenko (Theory Probab Math Stat 80, 2010) and Boufoussi et al.…

概率论 · 数学 2013-07-08 Jelena Ryvkina

The paper gives a new representation for the fractional Brownian motion that can be applied to simulate this self-similar random process in continuous time. Such a representation is based on the spectral form of mathematical description and…

概率论 · 数学 2025-01-28 Konstantin A. Rybakov

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

统计力学 · 物理学 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…

概率论 · 数学 2017-04-05 Valeria Bondarenko , Victor Bondarenko , Kiryl Truskovsky , Ina Taralova

Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…

密码学与安全 · 计算机科学 2025-05-30 Maciej Skorski

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

统计力学 · 物理学 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

This paper presents a class of turbulence models written in terms of fractional partial differential equations (FPDEs) with stochastic loads. Every solution of these FPDE models is an incompressible velocity field and the distribution of…

流体动力学 · 物理学 2021-07-01 Brendan Keith , Ustim Khristenko , Barbara Wohlmuth

Herein, we derive the fractional Laplacian operator as a means to represent the mean friction force arising in a turbulent flow: $ \rho \frac{D\bar{\bf u}}{Dt} = -\nabla p + \mu_\alpha \nabla^2\bar{\bf u} + \rho C_\alpha…

流体动力学 · 物理学 2018-03-15 Brenden P. Epps , Benoit Cushman-Roisin

This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…

偏微分方程分析 · 数学 2019-10-21 Ludovic Goudenège , Adam Larat , Julie Llobell , Marc Massot , David Mercier , Olivier Thomine , Aymeric Vié
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