Journal of Fluid Mechanics

The ‘Hurst phenomenon’ in grid turbulence

K. N.  Helland a1 and C. W. Van  Atta a1
a1 Department of Applied Mechanics and Engineering Sciences, University of California, La Jolla

Article author query
helland kn   [Google Scholar] 
atta cw   [Google Scholar] 


Measurements of the statistical property called the ‘rescaled range’ in grid-generated turbulence exhibit a Hurst coefficient H = 0·5 for 43 < UT/M < 1850, where M/U is a characteristic time scale associated with the grid size M and mean velocity U. Theory predicts that H = 0·5 for independence of two observations separated by a time interval T, and the deviation from H = 0·5 is referred to as the ‘Hurst phenomenon’. The rescaled range obtained for grid turbulence contains an initial region UT/M < 43 of large H, approaching 1·0, corresponding approximately to the usual region of a finite non-zero autocorrelation of turbulent velocity fluctuations. For UT/M > 1850 the rescaled range breaks from H = 0·5 and rises at a significantly faster rate, H = 0·7-0·8, implying a long-term dependence or possibly non-stationarity at long times. The measured autocorrelations remain indistinguishable from zero for UT/M > 20. The break in the trend H = 0·5 is probably caused by motions on scales comparable to characteristic time scales of the wind-tunnel circulation. Rescaled-range analysis is a powerful statistical tool for determining the time scale separating the grid turbulence from the background wind-tunnel motions.

(Published Online April 12 2006)
(Received June 30 1976)
(Revised January 6 1977)