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Long-range correlation analysis among non-stationary passive scalar series in the turbulent boundary layer

Author

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  • Dongwei, Chen
  • Fei, Hu
  • Jingjing, Xu
  • lei, Liu

Abstract

In this paper, we investigated the cross correlations among non-stationary passive scalars series. Based on the detrended cross correlation analysis (DCCA), we found that there existed long-range cross correlations among these series. The DCCA exponents for each pair of passive scalars are all greater than 0.5. This implies that the cross correlation is persistent. Moreover, the degree of cross correlation between H2O and PM2.5 is greater compared to CO2 and PM2.5 as well as CO2 and H2O. The same analysis is also performed on randomly shuffled series. The calculated DCCA exponents fluctuate slightly over 0.5, which verifies that there indeed exist cross correlations among original series.

Suggested Citation

  • Dongwei, Chen & Fei, Hu & Jingjing, Xu & lei, Liu, 2019. "Long-range correlation analysis among non-stationary passive scalar series in the turbulent boundary layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 290-296.
    • Handle: RePEc:eee:phsmap:v:517:y:2019:i:c:p:290-296
    DOI: 10.1016/j.physa.2018.09.094
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    References listed on IDEAS

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