Ergodicity of stochastically forced large scale geophysical flows

Duan, Jinqiao; Gołdys, Beniamin

doi:10.1155/s0161171201012443

Cited by 19 publications

(9 citation statements)

References 22 publications

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“…One may argue that whether a data series representing a hydrological process is ergodic, it does not actually affect the practice of analysis of this hydrological process, therefore, the test of ergodicity can be completely neglected. Some researchers (Duan and Goldys, 2001;Koutsoyiannis, 2005;Liu, 1998), however, have pointed out that hydrological processes may have ergodic properties although no particular ergodicity analysis was performed in these works. This study presents a practical approach to analyze the mean ergodicity of hydrological processes, which bridges the concept of ergodicity and its application in hydrological process analysis.…”

Section: Discussionmentioning

confidence: 99%

Toward a practical approach for ergodicity analysis

Wang¹,

Wang²,

Zhao³

et al. 2015

Preprint

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Abstract. It is of importance to perform hydrological forecast using a finite hydrological time series. Most time series analysis approaches presume a data series to be ergodic without justifying this assumption. This paper presents a practical approach to analyze the mean ergodic property of hydrological processes by means of autocorrelation function evaluation and Augmented Dickey Fuller test, a radial basis function neural network, and the definition of mean ergodicity. The mean ergodicity of precipitation processes at the Lanzhou Rain Gauge Station in the Yellow River basin, the Ankang Rain Gauge Station in Han River, both in China, and at Newberry, MI, USA are analyzed using the proposed approach. The results indicate that the precipitations of March, July, and August in Lanzhou, and of May, June, and August in Ankang have mean ergodicity, whereas, the precipitation of any other calendar month in these two rain gauge stations do not have mean ergodicity. The precipitation of February, May, July, and December in Newberry show ergodic property, although the precipitation of each month shows a clear increasing or decreasing trend.

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Section: Discussionmentioning

confidence: 99%

Toward a practical approach for ergodicity analysis

Wang¹,

Wang²,

Zhao³

et al. 2015

Preprint

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show abstract

“…However, the conditions presented above have been used in some studies to demonstrate ergodicity in physical systems. For instance, Duan and Goldys (2001) demonstrated the existence of a unique invariant measure in their study of geophysical flows.…”

Section: Practical Proofsmentioning

confidence: 99%

Characterising porosity of multi-component mixtures in rotary mills

Sichalwe¹,

Govender²,

Mainza³

2011

Minerals Engineering

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“…For other ocean models, the reader is referred to [4,5,[10][11][12][13][14] for the mathematical study, and to [15,16,21,22] for the physical background, among others.…”

Section: Introductionmentioning

confidence: 99%