Extremal-point density of scaling processes from fractal Brownian motion to turbulence in one dimension

TL;DR

This paper investigates the distribution of local extrema in scaling processes like fractional Brownian motion and turbulence, revealing how extremal point density relates to scaling exponents and intermittency.

Contribution

It systematically analyzes extremal point density in synthesized and experimental turbulence data, linking it to scaling exponents and intermittency effects.

Findings

Measured extremal point density matches theoretical predictions for fBm.

Intermittency correction does not alter extremal point distribution, only amplitude.

Scaling exponents derived from EPD align with known turbulence regimes.

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 with the intermittency parameter $\mu$, suggesting that the intermittency correction does not change the distribution of extremal points, but change 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 $\xi(H)$ is found to be $\xi(H)=H$, where $H$ is Hurst number, while for MRW $\xi(H)$ shows a linear relation with the intermittency parameter $\mu$. Such EPD approach is further applied to the turbulent velocity data obtained from a wind tunnel flow experiment with the Taylor scale $\lambda$ based Reynolds number $Re_{\lambda}= 720$, and a turbulent boundary layer with the momentum thickness $\theta$ based Reynolds number $Re_{\theta}= 810$. A scaling exponent $\xi\simeq 0.37$ is retrieved for the former case. For the latter one, the measured EPD shows clearly four regimes, which agree well with the four regimes of the turbulent boundary layer structures.