Probability density function
From CFD-Wiki
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- | F_\phi(\Phi) = p(phi < \Phi) | + | F_\phi(\Phi) = p(\phi < \Phi) |
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- | p(\Phi_1 <phi < \Phi_2) = F_\phi(\Phi_2)-F_\phi(\Phi_1) | + | p(\Phi_1 <\phi < \Phi_2) = F_\phi(\Phi_2)-F_\phi(\Phi_1) |
</math> | </math> | ||
Revision as of 12:12, 17 October 2005
Stochastic methods use distribution functions to decribe the fluctuacting scalars in a turbulent field.
The distribution function of a scalar is the probability of finding a value of
The probability of finding in a range is
The probability density function (PDF) is
where is the probability of being in the range . It follows that
Integrating over all the possible values of . The PDF of any stochastic variable depends "a-priori" on space and time.