Stochastic modeling of the auroral electrojet index

作者: V. V. Anh , J. M. Yong , Z. G. Yu

DOI: 10.1029/2007JA012851

关键词: Stochastic differential equationFractional calculusDifferential equationPhysicsFractional Brownian motionStatistical physicsBrownian motionGaussian noiseStochastic modellingClassical mechanicsInverse Gaussian distributionEarth-Surface ProcessesEcology (disciplines)Earth and Planetary Sciences (miscellaneous)Space and Planetary SciencePalaeontologyForestryAquatic scienceAtmospheric ScienceSoil scienceGeochemistry and PetrologyGeophysicsOceanographyWater Science and Technology

摘要: [1] Substorms are often identified by bursts of activities in the magnetosphere-ionosphere system characterized auroral electrojet (AE) index. The highly complex nature substorm-related suggests that a stochastic approach would be needed. Stochastic models including fractional Brownian motion, linear stable Fokker-Planck equation and Ito-type differential have been suggested to model AE This paper provides for form equation. long memory time series is represented derivative, while its bursty behavior modeled Levy noise with inverse Gaussian marginal distribution. has classical Stokes-Boussinesq-Basset motion spherical particle fluid retarded viscosity. Parameter estimation approximation schemes detailed simulation order conforms previous finding fluctuations as seen reflect solar wind: they both possess same extent long-range dependence. introduction derivative term into capture dependence together an input describe right amount intermittency inherent data.

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