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Two-dimensional Hurst-Kolmogorov process and its application to rainfall fields

Two-dimensional Hurst-Kolmogorov process and its application to rainfall fields
Two-dimensional Hurst-Kolmogorov process and its application to rainfall fields
The Hurst–Kolmogorov (HK) dynamics has been well established in stochastic representations of the temporal evolution of natural processes, yet many regard it as a puzzle or a paradoxical behaviour. As our senses are more familiar with spatial objects rather than time series, understanding the HK behaviour becomes more direct and natural when the domain of our study is no longer the time but the two-dimensional space. Therefore, here we detect the presence of HK behaviour in spatial hydrological and generally geophysical fields including Earth topography, and precipitation and temperature fields. We extend the one-dimensional HK process into two dimensions and we provide exact relationships of its basic statistical properties and closed approximations thereof. We discuss the parameter estimation problem, with emphasis on the associated uncertainties and biases. Finally, we propose a two-dimensional stochastic generation scheme, which can reproduce the HK behaviour and we apply this scheme to generate rainfall fields, consistent with the observed ones.
hurst-kolmogorov dynamics, hydrometeorology, rainfall fields, random fields, stochastic processes, stochastic simulation
0022-1694
91-100
Koutsoyiannis, Demetris
0a543853-bd42-456b-8aae-3ae040416a35
Paschalis, Athanasios
e7626e9f-172b-4da2-882c-bddb219f3fb6
Theodoratos, Nikos
7c9ad9f7-d6b8-46ae-8f44-042f248f113d
Koutsoyiannis, Demetris
0a543853-bd42-456b-8aae-3ae040416a35
Paschalis, Athanasios
e7626e9f-172b-4da2-882c-bddb219f3fb6
Theodoratos, Nikos
7c9ad9f7-d6b8-46ae-8f44-042f248f113d

Koutsoyiannis, Demetris, Paschalis, Athanasios and Theodoratos, Nikos (2011) Two-dimensional Hurst-Kolmogorov process and its application to rainfall fields. Journal of Hydrology, 398 (1-2), 91-100. (doi:10.1016/j.jhydrol.2010.12.012).

Record type: Article

Abstract

The Hurst–Kolmogorov (HK) dynamics has been well established in stochastic representations of the temporal evolution of natural processes, yet many regard it as a puzzle or a paradoxical behaviour. As our senses are more familiar with spatial objects rather than time series, understanding the HK behaviour becomes more direct and natural when the domain of our study is no longer the time but the two-dimensional space. Therefore, here we detect the presence of HK behaviour in spatial hydrological and generally geophysical fields including Earth topography, and precipitation and temperature fields. We extend the one-dimensional HK process into two dimensions and we provide exact relationships of its basic statistical properties and closed approximations thereof. We discuss the parameter estimation problem, with emphasis on the associated uncertainties and biases. Finally, we propose a two-dimensional stochastic generation scheme, which can reproduce the HK behaviour and we apply this scheme to generate rainfall fields, consistent with the observed ones.

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More information

Accepted/In Press date: 14 December 2010
e-pub ahead of print date: 21 December 2010
Published date: 15 February 2011
Keywords: hurst-kolmogorov dynamics, hydrometeorology, rainfall fields, random fields, stochastic processes, stochastic simulation
Organisations: Water & Environmental Engineering Group

Identifiers

Local EPrints ID: 385302
URI: http://eprints.soton.ac.uk/id/eprint/385302
ISSN: 0022-1694
PURE UUID: c5dbf9ff-b9f5-4c75-9c62-14b48939b6d7
ORCID for Athanasios Paschalis: ORCID iD orcid.org/0000-0003-4833-9962

Catalogue record

Date deposited: 18 Jan 2016 16:37
Last modified: 14 Mar 2024 22:14

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Contributors

Author: Demetris Koutsoyiannis
Author: Athanasios Paschalis ORCID iD
Author: Nikos Theodoratos

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