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124 J. Cleve and M. Greiner<br />

accomplished very successfully by means of random multiplicative cascade<br />

processes (RMCP) [5–7]. The basic idea of our model is to extend fBM with<br />

multifractal properties of RMCPs.<br />

fBM BH (t) is an extension of ordinary Brownian motion where the<br />

variance of increments 〈(BH(t) − BH(t ′ )) 2 〉 ∼ (t − t ′ ) 2H have a Hurst<br />

exponent 0 ≤ H ≤ 1 other than H = 1<br />

2 ; see e.g. [2] for details. Regarding<br />

RMCPs we � pick the most successful variant [6], where the dissipation<br />

� t<br />

ε(x, t) = exp t−T dt′ � x+g(t−t ′ )<br />

x−g(t−t ′ ) dx′ γ(x ′ ,t ′ �<br />

) is defined as a causal integral<br />

over an independently, identically distributed Lévy-stable white-noise field<br />

γ(x, t) ∼ Sα((dxdt) α−1−1σ, −1,µ) with index 0 ≤ α ≤ 2. The function<br />

g(t) = 1 LT η<br />

2 L(T −t) is defined such that a desired universal multifractal model<br />

correlation structure of the dissipation is established. L and T are a correlation<br />

length and time, respectively.<br />

Because energy dissipation is proportional to the square of velocity derivatives<br />

our process is defined as the product<br />

∂u<br />

∂t<br />

= Mε∆BH<br />

(22.1)<br />

of a multifractal field Mε ∝ √ ε and an incremental fBm ∆BH with Hurst<br />

exponent H =1/3. The process (22.1) is a direct generalisation of the multifractal<br />

random walk proposed in [1]. Note that the ansatz (22.1) multiplies two<br />

fields defined at the dissipation scale. Although beyond the scope of this contribution,<br />

it would be very interesting to compare this approach with an implementation<br />

where velocity increments associated with an energy flux evolve<br />

from the integral scale down to the dissipation scale, which appears closer to<br />

the intuitive physical picture of a turbulent energy cascade, see e.g. [3].<br />

With this ansatz it is guaranteed that the correlation structure of the<br />

dissipation ε ∝ (∂u/∂t) 2 ∝ (Mε∆BH ) 2 is determined solely by the RMCP.<br />

Because Mε and ∆BH are uncorrelated, the two-point correlation function<br />

〈ε(x1)ε(x2)〉 ∝ 〈(Mε(x1)) 2 (Mε(x2)) 2 〉〈(∆BH (x1)) 2 (∆BH (x2)) 2 〉 factorises.<br />

The second factor does not depend on the two-point distance x2 − x1.<br />

Similarly, the properties of the velocity field are given predominantly by<br />

the properties of fBm. The standard way to characterise the statistics of the<br />

velocity field are structure functions Sn(r) =〈(u(x+r)−u(x)) n 〉∝r ζn . Plain<br />

fBm would result in the linear spectrum of K41 theory. The Mε-extension<br />

leads to the non-linear spectrum of the scaling exponents.<br />

22.3 Refined Modelling: Stationarity and Skewness<br />

The simple combination (22.1) of the two processes would fall short of<br />

modelling turbulence for at least two reasons. fBm is a non-stationary and<br />

symmetric process whereas turbulence is stationary and skewed. A generalisation<br />

of multifractal fractional Brownian motion is needed. Guidance comes

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