A model for dissipation: cascade SDE with Markov regime-switching and Dirichlet prior - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2008

A model for dissipation: cascade SDE with Markov regime-switching and Dirichlet prior

Résumé

Cascade Stochastic Differential Equation (SDE), a continuous time model for energy dissipation in turbulence, is a generalization of the Yaglom discrete cascade model. We extend this SDE to a model in random environment by assuming that its two parameters are switched by a continuous time Markov chain whose states represent the states of the environment. Moreover, a Dirichlet process is placed as a prior on the space of sample paths of this chain. We propose a Bayesian estimation method of this model which is tested both on simulated data and on real data of wind speed measured at the entrance of the mangrove ecosystem in Guadeloupe.
Fichier principal
Vignette du fichier
Srik11_PhysicaDDspace.pdf (294.66 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00286131 , version 1 (17-06-2008)

Identifiants

  • HAL Id : hal-00286131 , version 1

Citer

Didier Bernard, Richard Emilion, Srikanth K. Iyer, Adaté Tossa. A model for dissipation: cascade SDE with Markov regime-switching and Dirichlet prior. 2008. ⟨hal-00286131⟩
196 Consultations
200 Téléchargements

Partager

Gmail Facebook X LinkedIn More