Dynamic simulation of statistical distributions of the air temperature by using the Ornstein–Uhlenbeck process and the Fokker–Planck equation

Authors

  • L.A. Kovalchuk

DOI:

https://doi.org/10.15407/dopovidi2014.05.095

Keywords:

air temperature, Fokker–Planck equation, Ornstein–Uhlenbeck process, statistics

Abstract

Based on the analysis of daily air temperature anomalies in Kiev during the last century, it is found that the extreme positive anomaly naturally can reach +15.13 ºC, exceeding the observed maximum by 1º. The climate process was stable and not subjected to human-induced deformations. We propose a stochastic model of the dynamics of air temperature anomalies, which is built on the "Wiener walks" held under natural climatic boundaries of the Ornstein–Uhlenbeck process.

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References

Gikhman I. I., Skorokhod A. V. Theory of random processes. Vol. 1. Moscow: Nauka, 1971 (in Russian).

Stepanov S. S. Stochastic world. Retrieved from http://synset.com.

Bulashev S. V. Statistics for traders. Moscow: Kompaniia Sputnik+, 2003 (in Russian).

Published

25.02.2025

How to Cite

Kovalchuk, L. (2025). Dynamic simulation of statistical distributions of the air temperature by using the Ornstein–Uhlenbeck process and the Fokker–Planck equation . Reports of the National Academy of Sciences of Ukraine, (5), 95–101. https://doi.org/10.15407/dopovidi2014.05.095