Effect of different jump distributions on the dynamics of jump processes

Edoardo Daly and Amilcare Porporato
Phys. Rev. E 81, 061133 – Published 28 June 2010

Abstract

The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed as exponential, gamma, and mixture of exponential distributions for both natural and reflecting boundary conditions. The mean level-crossing properties are studied in relation to the different jump amplitudes. As an example of application of the previous theoretical derivations, the role of different rainfall-depth distributions on an existing stochastic soil water balance model is analyzed. It is shown how the shape of distribution of daily rainfall depths plays a more relevant role on the soil moisture probability distribution as the rainfall frequency decreases, as predicted by future climatic scenarios.

  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Received 1 January 2010

DOI:https://doi.org/10.1103/PhysRevE.81.061133

©2010 American Physical Society

Authors & Affiliations

Edoardo Daly*

  • Department of Civil Engineering, Monash University, Clayton, Victoria, Australia

Amilcare Porporato

  • Department of Civil and Environmental Engineering, Duke University, Durham, North Carolina, 27708–0287 USA

  • *edoardo.daly@eng.monash.edu.au
  • amilcare@duke.edu

Article Text (Subscription Required)

Click to Expand

References (Subscription Required)

Click to Expand
Issue

Vol. 81, Iss. 6 — June 2010

Reuse & Permissions
Access Options
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review E

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×