by Ole E. Barndorff-Nielsen | Jürgen Schmiegel

This page collects some of our work on stochastic modelling of turbulent flows. Our research is supported by the Carlsberg Foundation, as well as our home institution Department of Mathematical Sciences, University of Aarhus, Denmark, in particular the Thiele Centre for Applied Mathematics in Natural Sciences.

• Schmiegel, J. (2003):
  Some Remarks on Scaling and Universality in Turbulence.
• Barndorff-Nielsen, O.E. and Schmiegel, J. (2007):
  Time change and Universality in Turbulence
• Barndorff-Nielsen, O.E., Schmiegel, J. and Shephard, N. (2007):
  Time change and Universality in Turbulence and Finance
• Barndorff-Nielsen, O.E. and Schmiegel, J. (2007):
  Change of time and universal laws in turbulence

• Barndorff-Nielsen, O.E. and Schmiegel, J. (2003):
  Levy-based Tempo-Spatial Modelling; with Applications to Turbulence
  Uspekhi Mat. Nauk 159 63.
• Schmiegel, J., Cleve, J., Eggers, H.C., Pearson, B.R. and Greiner, M. (2004):
  Stochastic energy-cascade model for (1+1)-dimensional fully developed turbulence
  Phys.Lett.A. 320, 247-253.
• Barndorff-Nielsen, O.E., Blæsild, P. and Schmiegel, J. (2004):
  A parsimonious and universal description of turbulent velocity increments
  Eur. Phys. J. B 41, 345-363.
• Schmiegel, J. (2005):
  Self-scaling of turbulent energy dissipation correlators.
  Phys. Lett. A 337, 342-353.
• Schmiegel, J., Barndorff-Nielsen, O.E. and Eggers, H.C. (2005):
  A Class of Spatio-Temporal and Causal Stochastic Processes, with Application to Multiscaling and Multifractality.
  South African Journal of Science, 101, 513-519.
• Barndorff-Nielsen, O.E. and Schmiegel, J. (2006):
  Ambit processes; with applications to turbulence and tumour growth.
  In Benth, F.E., Di Nunno, G., Lindstrom, T. Oksendal, B. and Zhang, T. (Eds.): Stochastic analysis and its applications. Proceedings of the second Abel symposium, Springer.
• Barndorff-Nielsen, O.E. and Schmiegel, J. (2007):
  A stochastic differential equation framework for the turbulent velocity field.
  Theory of Probability and its Applications, 52, 372-388.
• Cleve, J., Schmiegel, J. and Greiner, M. (2008):
  Apparent scale correlations in a random multifractal process.
  Europ. Phys. J. B 63, 109-116.
• Barndorff-Nielsen, O.E. and Schmiegel, J. (2008):
  Time change, volatility and turbulence.
  n Sarychev, A., Shiryaev, A., Guerra, M. and Grossinho, M.d.R. (Eds.): Proceedings of the Workshop on Mathematical Control Theory and Finance. Lisbon 2007. Berlin: Springer. Pp. 29-53.
• Barndorff-Nielsen, O.E. and Schmiegel, J. (2009):
  Brownian semistationary processes and volatility/intermittency.
  In Albrecher, H., Rungaldier, W. and Schachermeyer, W. (Eds.): Advanced Financial Modelling. Radon Series Comp. Appl. Math. 8. Pp. 1-26.

• Jensen, E.B.V, Jonsdottir, K.Y., Schmiegel, J. and Barndorff-Nielsen, O.E. (2005):
  Spatio-temporal modelling - with a view to biological growth.
  In B. Finkenstadt, L. Held and V. Isham (Eds.): Statistics of spatio-temporal systems, Monographs on Statistics and Applied Probability, Chapman/Hall.
• Schmiegel, J. (2005):
  Self-scaling tumor growth.
  Physics A 367, 509-524
• Jonsdottir, K.Y., Schmiegel, J. and Vedel Jensen, E.B. (2007):
  Levy based growth models.
  To appear in Bernoulli