Skewed, exponential pressure distributions from Gaussian velocities
نویسندگان
چکیده
A simple analytical argument is given to show that the distribution function of the pressure and that of its gradient have exponential tails when the velocity is Gaussian. A calculation of moments implies a negative skewness for the pressure. Explicit analytical results are given for the case of the velocity being restricted to a shell in wave number. Numerical pressure distributions are presented for Gaussian velocities with realistic spectra. For real turbulent flows, one expects that the pressure distribution should retain exponential tails while the pressure gradients should develop stretched-exponential distributions. In the context of the theory, available numerical and laboratory data are examined for the pressure, along with data for the wall shear stress in a boundary layer.
منابع مشابه
A pr 1 99 8 Skewed exponential pairwise velocities from Gaussian initial conditions
Kingdom (present address) – 2 – ABSTRACT Using an Eulerian perturbative calculation, we show that the distribution of relative pairwise velocities which arises from gravitational instability of Gaussian density fluctuations has asymmetric (skewed) exponential tails. The negative skewness is induced by the negative mean streaming velocity of pairs (the infall prevails over expansion), while the ...
متن کاملOn the efficacy of procedures to normalize Ex-Gaussian distributions
Reaction time (RT) is one of the most common types of measure used in experimental psychology. Its distribution is not normal (Gaussian) but resembles a convolution of normal and exponential distributions (Ex-Gaussian). One of the major assumptions in parametric tests (such as ANOVAs) is that variables are normally distributed. Hence, it is acknowledged by many that the normality assumption is ...
متن کاملEstimation of Value at Risk (VaR) Based On Lévy-GARCH Models: Evidence from Tehran Stock Exchange
This paper aims to estimate the Value-at-Risk (VaR) using GARCH type models with improved return distribution. Value at Risk (VaR) is an essential benchmark for measuring the risk of financial markets quantitatively. The parametric method, historical simulation, and Monte Carlo simulation have been proposed in several financial mathematics and engineering studies to calculate VaR, that each of ...
متن کاملBayesian analysis of a skewed exponential power distribution
A Bayesian analysis of a skewed exponential power distribution has been performed. The skewed exponential power family includes the symmetric exponential power distribution as a particular case and provides flexible distributions with lighter and heavier tails compared to the normal one. The distributions of this family can successfully handle both symmetry/asymmetry and light/heavy tails simul...
متن کاملT-normal family of distributions: a new approach to generalize the normal distribution
The idea of generating skewed distributions from normal has been of great interest among researchers for decades. This paper proposes four families of generalized normal distributions using the T -X framework. These four families of distributions are named as T -normal families arising from the quantile functions of (i) standard exponential, (ii) standard log-logistic, (iii) standard logistic a...
متن کامل