Numerical integration by gaussian quadrature
Gauss quadrature formula for approximate integration by computer - numerical integration
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Gauss quadrature formula for approximate integration by computer - numerical integration
Optimum estimate of nonlinear process in presence of non-Gaussian noise and disturbances, deriving algorithm for correcting approximation
Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.
Column densities from satellite retrievals can provide valuable information for estimating emissions and chemical lifetimes objectively across the globe. To better understand the uncertainties associated with these estimates, we test four methods using simulated column densities from a point source: a box model approach, a 2D Gaussian fit, an Inverse Radius fit and an Exponentially-Modified Gaussian fit. The model results were simulated using the WRF and CAMx models for the year 2005, for a single point source outside Atlanta in Georgia, USA with specified emissions and three chemical scenarios: no chemical reactions, 12 h chemical lifetime and 1 h chemical lifetime. No other sources were included in the simulations. We find that the box model provides reliable estimates irrespective of plume speed and plume direction, if the plume speed and the chemical lifetime are known accurately. The 2D Gaussian fit was found to be sensitive to plume speed and direction, and requires omnidirectional dispersion in order to have a decent fit. However, the 2D Gaussian fit is only an approximate fit to the data, and the discrepancies mean that the results are dependent on the geographical domain used for the optimization. An Inverse Radius fit is introduced to correct this issue, which is found to provide improved emissions and lifetime estimates. The Exponentially-Modified Gaussian fit also gave improved estimates. It is however dependent on accurate plume rotation such that reported chemical lifetimes with this method could be significantly underestimated.
Generalized Lorenz-Mie theory describes electromagnetic scattering of an arbitrary light beam by a spherical particle. The computationally most expensive feature of the theory is the evaluation of the beam-shape coefficients, which give the decomposition of the incident light beam into partial waves. The so-called localized approximation to these coefficients for a focused Gaussian beam is an analytical function whose use greatly simplifies Gaussian-beam scattering calculations. A mathematical justification and physical interpretation of the localized approximation is presented for on-axis beams.
We have recently conducted a controlled comparison of a number of approximations for gravitational clustering against the same n-body simulations. These include ordinary linear perturbation theory (Eulerian), the lognormal approximation, the adhesion approximation, the frozen-flow approximation, the Zel'dovich approximation (describable as first-order Lagrangian perturbation theory), and its second-order generalization. In the last two cases we also created new versions of the approximation by truncation, i.e., by smoothing the initial conditions with various smoothing window shapes and varying their sizes. The primary tool for comparing simulations to approximation schemes was cross-correlation of the evolved mass density fields, testing the extent to which mass was moved to the right place. The Zel'dovich approximation, with initial convolution with a Gaussian e(exp -k(exp 2)/k(sub G(exp 2)), where k(sub G) is adjusted to be just into the nonlinear regime of the evolved model (details in text) worked extremely well. Its second-order generalization worked slightly better. We recommend either n-body simulations or our modified versions of the Zel'dovich approximation, depending upon the purpose. The theoretical implication is that pancaking is implicit in all cosmological gravitational clustering, at least from Gaussian initial conditions, even when subcondensations are present. This in turn provides a natural explanation for the presence of sheets and filaments in the observed galaxy distribution. Use of the approximation scheme can permit extremely rapid generation of large numbers of realizations of model universes with good accuracy down to galaxy group mass scales.
The present study was done aboard a special aircraft able to effect translations through the center of gravity with a minimum of pitch and roll. The aircraft was driven through controlled motions by an on-board analog computer. The input signal was selectively filtered Gaussian noise whose power spectra approximated that of natural turbulence. This input, combined with the maneuvering capabilities of this aircraft, resulted in an extremely realistic simulation of turbulent flight. The test flights also included varying bank angles during turns. Subjects were chosen from among NASA Flight Research Center personnel. They were all volunteers, were given physical examinations, and were queried about their attitudes toward flying before final selection. In profile, they were representative of the general flying public. Data from this study include (1) a basis for comparison with previous commercial flights, that is, motion dominated by vertical acceleration, (2) extension to motion dominated by lateral acceleration, and (3) evaluation of various bank angles.
Multiple scattering contributions to lidar returns from turbid atmospheres are derived by means of an analytical theory. It is assumed that scattering takes place mainly at small angles except for one event that scatters the light backward. The phase functions are approximated by the sum of Gaussian functions of the scattering angle in both the forward and backward directions. The three-dimensional radiative transfer equation is transformed to a one-dimensional problem by means of Fourier transforms. Neumann solutions to the transformed equation of radiative transfer are then found. A number of examples are presented for cloud, fog and haze models. The results are found to be in satisfactory agreement with results obtained from the Monte Carlo analysis of Kunkel (1974) and the theory of light pulses doubly scattered by turbid atmospheres which was developed by Eloranta (1972).
The effect of dc bias in the approximate computation of spectra of Gaussian processes is determined by hard limiting.
Global passive microwave observations from earth-orbiting satellites have mapped humidity and liquid water over ocean, temperature profiles, ice and snow, and other geophysical parameters. In most applications, the inversion problem is adequately approximated as linear with jointly Gaussian statistics, and, thus, a linear retrieval performs well. In some cases, the problem is typically factored into a decision process followed by appropriate linear or quasilinear processes. Certain problems, however, require more powerful nonlinear or nonstationary procedures, such as Kalman filtering.
The electron densities and bulk motions in the transition-zone plasma of a solar flare are investigated by an analysis of EUV emission line spectra taken on Skylab. Spectra of three flares were obtained with the NRL normal incidence grating slit spectrograph in the ranges 1100-1940 and 1940-3940 A. The line ratios of transition-zone Si III lines and the intensity of the forbidden O IV 1401-A lines during flare maximum indicate electron densities on the order of 10 to the 12th/cu cm, decreasing by a factor of 2 to 3 in the flare decay phase. Line broadening of the transition-zone ions such as Si III, O IV, C IV and N V is noted, and the observed asymmetrical N V line profiles are approximated by a bi-Gaussian model of a stationary and a moving plasma component with a bulk velocity of 12 to 70 km/sec. Turbulent velocities of from 45 to 85 km/sec and from 20 to 40 km/sec are also indicated for the moving and stationary components of the transition-zone plasma, respectively.
Calculations of the exact Cramer-Rao Bound (CRB) for unbiased estimates of the mean frequency, signal power, and spectral width of Doppler radar/lidar signals (a Gaussian random process) are presented. Approximate CRB's are derived using the Discrete Fourier Transform (DFT). These approximate results are equal to the exact CRB when the DFT coefficients are mutually uncorrelated. Previous high SNR limits for CRB's are shown to be inaccurate because the discrete summations cannot be approximated with integration. The performance of an approximate maximum likelihood estimator for mean frequency approaches the exact CRB for moderate signal to noise ratio and moderate spectral width.
We have recently conducted a controlled comparison of a number of approximations for gravitational clustering against the same n-body simulations. These include ordinary linear perturbation theory (Eulerian), the adhesion approximation, the frozen-flow approximation, the Zel'dovich approximation (describable as first-order Lagrangian perturbation theory), and its second-order generalization. In the last two cases we also created new versions of approximation by truncation, i.e., smoothing the initial conditions by various smoothing window shapes and varying their sizes. The primary tool for comparing simulations to approximation schemes was crosscorrelation of the evolved mass density fields, testing the extent to which mass was moved to the right place. The Zel'dovich approximation, with initial convolution with a Gaussian e(exp -k(exp 2)/k(exp 2, sub G)) where k(sub G) is adjusted to be just into the nonlinear regime of the evolved model (details in text) worked extremely well. Its second-order generalization worked slightly better. All other schemes, including those proposed as generalizations of the Zel'dovich approximation created by adding forces, were in fact generally worse by this measure. By explicitly checking, we verified that the success of our best-choice was a result of the best treatment of the phases of nonlinear Fourier components. Of all schemes tested, the adhesion approximation produced the most accurate nonlinear power spectrum and density distribution, but its phase errors suggest mass condensations were moved to slightly the wrong location. Due to its better reproduction of the mass density distribution function and power spectrum, it might be preferred for some uses. We recommend either n-body simulations or our modified versions of the Zel'dovich approximation, depending upon the purpose. The theoretical implication is that pancaking is implicit in all cosmological gravitational clustering, at least from Gaussian initial conditions, even when subcondensations are present.
We investigate physical effects influencing 0.5-2 GHz brightness temperatures of layered polar firn to support the Ultra Wide Band Software Defined Radiometer (UWBRAD) experiment to be conducted in Greenland and in Antarctica. We find that because ice particle grain sizes are very small compared to the 0.5-2 GHz wavelengths, volume scattering effects are small. Variations in firn density over cm- to m-length scales, however, cause significant effects. Both incoherent and coherent models are used to examine these effects. Incoherent models include a 'cloud model' that neglects any reflections internal to the ice sheet, and the DMRT-ML and MEMLS radiative transfer codes that are publicly available. The coherent model is based on the layered medium implementation of the fluctuation dissipation theorem for thermal microwave radiation from a medium having a nonuniform temperature. Density profiles are modeled using a stochastic approach, and model predictions are averaged over a large number of realizations to take into account an averaging over the radiometer footprint. Density profiles are described by combining a smooth average density profile with a spatially correlated random process to model density fluctuations. It is shown that coherent model results after ensemble averaging depend on the correlation lengths of the vertical density fluctuations. If the correlation length is moderate or long compared with the wavelength (approximately 0.6x longer or greater for Gaussian correlation function without regard for layer thinning due to compaction), coherent and incoherent model results are similar (within approximately 1 K). However, when the correlation length is short compared to the wavelength, coherent model results are significantly different from the incoherent model by several tens of kelvins. For a 10-cm correlation length, the differences are significant between 0.5 and 1.1 GHz, and less for 1.1-2 GHz. Model results are shown to be able to match the v-pol SMOS data closely and predict the h-pol data for small observation angles.
This paper presents a sequential filtering strategy using observations corrupted with uniform measurement noise. While the Kalman filter remains the best linear estimator of the state, other filtering techniques provide minimum variance optimal estimates, a trait only enjoyed by the Kalman filter when the underlying noises are, in fact, Gaussian. This work develops a new approximate optimal estimator for uniform measurement noises. The resulting recursion requires just slightly more computational time to complete a measurement update than the Kalman filter, which generally cannot be claimed by other optimal strategies such as the particle or Gaussian mixture filters.
This paper presents a sequential filtering strategy using observations corrupted with uniform measurement noise. While the Kalman filter remains the best linear estimator of the state, other filtering techniques provide minimum variance optimal estimates, a trait only enjoyed by the Kalman filter when the underlying noises are, in fact, Gaussian. This work develops a new approximate optimal estimator for uniform measurement noises. The resulting recursion requires just slightly more computational time to complete a measurement update than the Kalman filter, which generally cannot be claimed by other optimal strategies such as the particle or Gaussian mixture filters.
This paper presents an analysis of ionospheric scintillation data which shows that the underlying statistical structure of the signal can be accurately modeled by the additive complex Gaussian perturbation predicted by the Born approximation in conjunction with an application of the central limit theorem. By making use of this fact, it is possible to estimate the in-phase, phase quadrature, and cophased scattered power by curve fitting to measured intensity histograms. By using this procedure, it is found that typically more than 80% of the scattered power is in phase quadrature with the undeviated signal component. Thus, the signal is modeled by a Gaussian, but highly non-Rician process. From simultaneous UHF and VHF data, only a weak dependence of this statistical structure on changes in the Fresnel radius is deduced. The signal variance is found to have a nonquadratic wavelength dependence. It is hypothesized that this latter effect is a subtle manifestation of locally homogeneous irregularity structures, a mathematical model proposed by Kolmogorov (1941) in his early studies of incompressible fluid turbulence.
We present an expression for the non-linear evolution of the cosmological power spectrum based on Lagrangian trajectories. This is simplified using the Zel'dovich approximation to trace particle displacements, assuming Gaussian initial conditions. The model is found to exhibit the transfer of power from large to small scales expected in self-gravitating fields. Some exact solutions are found for power-law initial spectra. We have extended this analysis into red-shift space and found a solution for the non-linear, anisotropic redshift-space power spectrum in the limit of plane-parallel redshift distortions. The quadrupole-to-monopole ratio is calculated for the case of power-law initial spectra. We find that the shape of this ratio depends on the shape of the initial spectrum, but when scaled to linear theory depends only weakly on the redshift-space distortion parameter, beta. The point of zero-crossing of the quadrupole, kappa(sub o), is found to obey a simple scaling relation and we calculate this scale in the Zel'dovich approximation. This model is found to be in good agreement with a series of N-body simulations on scales down to the zero-crossing of the quadrupole, although the wavenumber at zero-crossing is underestimated. These results are applied to the quadrupole-to-monopole ratio found in the merged QDOT plus 1.2-Jy-IRAS redshift survey. Using a likelihood technique we have estimated that the distortion parameter is constrained to be beta greater than 0.5 at the 95 percent level. Our results are fairly insensitive to the local primordial spectral slope, but the likelihood analysis suggests n = -2 un the translinear regime. The zero-crossing scale of the quadrupole is k(sub 0) = 0.5 +/- 0.1 h Mpc(exp -1) and from this we infer that the amplitude of clustering is sigma(sub 8) = 0.7 +/- 0.05. We suggest that the success of this model is due to non-linear redshift-space effects arising from infall on to caustic and is not dominated by virialized cluster cores. The latter should start to dominate on scales below the zero-crossing of the quadrupole, where our model breaks down.