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Fractional Laplace model for hydraulic conductivity
Author(s) -
Meerschaert Mark M.,
Kozubowski Tomasz J.,
Molz Fred J.,
Lu Silong
Publication year - 2004
Publication title -
geophysical research letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.007
H-Index - 273
eISSN - 1944-8007
pISSN - 0094-8276
DOI - 10.1029/2003gl019320
Subject(s) - laplace transform , fractional brownian motion , fractal , laplace distribution , mathematics , gaussian , statistical physics , laplace's equation , gaussian noise , limit (mathematics) , mathematical analysis , brownian motion , physics , statistics , partial differential equation , algorithm , quantum mechanics
Based on an examination of K data from four different sites, a new stochastic fractal model, fractional Laplace motion, is proposed. This model is based on the assumption of spatially stationary ln( K ) increments governed by the Laplace PDF, with the increments named fractional Laplace noise. Similar behavior has been reported for other increment processes (often called fluctuations) in the fields of finance and turbulence. The Laplace PDF serves as the basis for a stochastic fractal as a result of the geometric central limit theorem. All Laplace processes reduce to their Gaussian analogs for sufficiently large lags, which may explain the apparent contradiction between large‐scale models based on fractional Brownian motion and non‐Gaussian behavior on smaller scales.