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

dc.contributor.authorTossa, Adaté
dc.contributor.authorK. Iyer, Srikanth
dc.contributor.authorEmilion, Richard
dc.contributor.authorBernard, Didier
HAL ID: 171409
ORCID: 0000-0001-7531-3528
dc.date.accessioned2010-02-11T10:41:47Z
dc.date.available2010-02-11T10:41:47Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3406
dc.descriptionNotes on Numerical Fluid Mechanics and Multidisciplinary Design, Vol. 110
dc.language.isoenen
dc.subjectdissipationen
dc.subjectDirichlet processen
dc.subjectCascade modelen
dc.subjectMangroveen
dc.subjectMarkov regime switchingen
dc.subjectrandom environmenten
dc.subjectStochastic Differential equationen
dc.subject.ddc519en
dc.titleA model for dissipation: cascade SDE with Markov regime-switching and Dirichlet prioren
dc.typeCommunication / Conférence
dc.contributor.editoruniversityotherUniversité d'Orléans;France
dc.contributor.editoruniversityotherUniversité des Antilles et de la Guyane;France
dc.description.abstractenCascade 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.en
dc.relation.ispartoftitleTurbulence and Interactions Proceedings the TI 2009 Conference
dc.relation.ispartofeditorSagaut, Pierre
dc.relation.ispartofeditorThien-Hiep, Lê
dc.relation.ispartofeditorDeville, Michel
dc.relation.ispartofpublnameSpringer
dc.relation.ispartofpublcityBerlin
dc.relation.ispartofdate2010
dc.relation.ispartofpages375
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00286131/en/en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.ispartofisbn978-3-642-14138-6
dc.relation.conftitleSecond International Conference on Turbulence and Interaction - TI2009
dc.relation.confdate2009-06
dc.relation.confcitySainte-Luce (Martinique)
dc.relation.confcountryFrance


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