1. Hurst phenomenon in turbulence
- Author
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Raul S. McQuivey, Carl F. Nordin, and Jose M. Mejia
- Subjects
Physics::Fluid Dynamics ,Rescaled range ,Physics ,Hurst exponent ,Series (mathematics) ,Turbulence ,Range (statistics) ,Detrended fluctuation analysis ,Thermodynamics ,Statistical physics ,Dispersion (water waves) ,Standard deviation ,Water Science and Technology - Abstract
Records of turbulent velocity fluctuations from both laboratory flumes and rivers exhibit the Hurst phenomenon, R/S ∽ sH, where R is the range of the cumulative sum of departures from the mean for a time series of length s, S is the standard deviation of the time series, and 0.5 ≤ H ≤ 1. The Hurst phenomenon suggests long-term persistence in a time series. The implications in turbulent flows are that the integral time scales do not exist and, rather, that the turbulent velocity fluctuations have the properties of fractional Gaussian noise. Some indirect evidence from dispersion studies supports these implications.
- Published
- 1972
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