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At least 91 records · Page 5

Statistical properties of two sine waves in Gaussian noise.

A detailed study is presented of some statistical properties of a stochastic process that consists of the sum of two sine waves of unknown relative phase and a normal process. Since none of the statistics investigated seem to yield a closed-form expression, all the derivations are cast in a form that is particularly suitable for machine computation. Specifically, results are presented for the probability density function (pdf) of the envelope and the instantaneous value, the moments of these distributions, and the relative cumulative density function (cdf).

Esposito, R.↗

Examination of probability distribution of mixture fraction in LES/FDF modelling of a turbulent partially premixed jet flame

An accurate prediction of the probability density function (PDF) of the mixture fraction is crucial to the prediction of combustion since mixing plays an important role in turbulent non-premixed and partially premixed flames. This work provides an assessment of the large-eddy simulation (LES)/filtered density function (FDF) method for the prediction of the PDF of the mixture fraction. The advantage of the LES/FDF method is that it provides the full predictions of the statistical distribution of scalars including the mixture fraction. The predictive accuracy of the method for the PDF is yet to be fully validated. Assessing the prediction of the PDF of the mixture fraction, a conserved scalar, is an important starting point. The Sydney/Sandia inhomogeneous inlet jet flame is used as a test case. A quick comparison shows that the LES/FDF predicted PDF shapes of the mixture fraction deviate significantly from the commonly presumed Beta-PDF as well as from the experimental data in the flame. Here, to examine the source of the discrepancy, we clarify the different PDF definitions used in the comparison among the predictions, measurements, and the presumed shape PDFs. The discrepancy observed from the comparison is largely reconciled by clarifying the difference between the PDFs that are examined. The PDF of the resolved mixture fraction is shown to be close to the Beta-PDF in both the measurements and predictions, while the PDF directly deduced from the LES/FDF particles deviates significantly from the Beta-PDF. A multimodal PDF analysis and a pseudo convergence analysis are conducted to provide plausible evidence to support the predicted multimodal PDF shapes. The sub-filter scale FDF is shown to be close to the Beta-PDF too through the construction of a synthesized PDF, which supports the common presumed Beta-PDF assumption used in the presumed PDF methods when combined with LES.

42 ENGINEERING↗

Long-time behavior of material-surface curvature in isotropic turbulence

The behavior at large times of the curvature of material elements in turbulence is investigated using Lagrangian velocity-gradient time series obtained from direct numerical simulations of isotropic turbulence. The main objectives are: to study the asymptotic behavior of the pdf curvature as a function of initial curvature and shape; and to establish whether the curvature of an initially plane material element goes to a stationary probability distribution. The evidence available in the literature about the asymptotic curvature-pdf of initially flat surfaces is ambiguous, and the conjecture is that it is quasi-stationary. In this work several material-element ensembles of different initial curvatures and shapes are studied. It is found that, at long times the moments of the logarithm of curvature are independent of the initial pdf of curvature. This, it is argued, supports the view that the curvature attains a stationary distribution at long times. It is also shown that, irrespective of initial shape or curvature, the shape of any material element at long times is cylindrical with a high probability.

Girimaji, S. S.↗

Fault diagnosis and fault tolerant control for T-S fuzzy stochastic distribution systems subject to sensor and actuator faults

The problem of fault diagnosis (FD) and fault tolerant control (FTC) for a class of Takagi-Sugeno (T-S) fuzzy stochastic distribution control (SDC) systems subject to sensor and actuator faults is discussed in this paper. First, fuzzy logic models are used to approximate the output probability density function (PDF). Next, an adaptive augmented state/fault diagnosis observer is proposed to estimate the system state, sensor and the actuator faults simultaneously. New expected weights based on the sensor fault estimation information and a PI-type fuzzy feedback fault tolerant (FT) controller are designed to compensate the effect of sensor fault and actuator fault simultaneously. When the sensor fault occurs, the expected objective is redesigned to compensate the sensor fault. Meanwhile, the PI controller can compensate the effect of actuator fault, and the output PDF of the system can still track the desired PDF after the fault occurs. Finally, an example of quality distribution control in chemical reaction process is given to confirm the effectiveness of the algorithm.

42 ENGINEERING↗

Markovian Statistical Model of Cloud Optical Thickness. Part I: Theory and Examples

We present a generalization of the binary-value Markovian model previously used for statistical characterization of cloud masks to a continuous-value model describing 1D fields of cloud optical thickness (COT). This model has simple functional expressions and is specified by four parameters: the cloud fraction, the autocorrelation (scale) length, and the two parameters of the normalized probability density function of (non-zero) COT values (this PDF is assumed to have gamma-distribution form). Cloud masks derived from this model by separation between the values above and below some threshold in COT appear to have the same statistical properties as in binary-value model described in our previous publications. We demonstrate the ability of our model to generate examples of various cloud-field types by using it to statistically imitate actual cloud observations made by the Research Scanning Polarimeter (RSP) during two field experiments.

binary-value Markovian model↗

The density distribution and physical origins of intermittency in supersonic, highly magnetized turbulence with diverse modes of driving

The probability density function (PDF) of the logarithmic density contrast, s = ln (ρ/ρ 0 ), with gas density ρ and mean density ρ 0 , for hydrodynamical supersonic turbulence is well known to have significant non-Gaussian (intermittent) features that monotonically increase with the turbulent Mach number, M. By studying the mass- and volume-weighted s-PDF for an ensemble of 36 sub-to-trans-Alfvenic mean-field, supersonic, isothermal turbulence simulations with different modes of driving, relevant to molecular gas in the cool interstellar medium, we show that a more intricate picture emerges for the non-Gaussian nature of s. Using four independent measures of the non-Gaussian components, we find hydrodynamical-like structure in the highly magnetized plasma for M≲4. However, for M≳4, the non-Gaussian signatures disappear, leaving approximately Gaussian s-statistics – exactly the opposite of hydrodynamical turbulence in the high-M limit. We also find that the non-Gaussian components of the PDF increase monotonically with more compressive driving modes. To understand the M≲4 non-Gaussian features, we use one-dimensional pencil beams to explore the dynamics along and across the large-scale magnetic field, B 0 . Here we discuss kinetic, density, and magnetic field fluctuations from the pencil beams, and identify physical sources of non-Gaussian components to the PDF as single, strong shocks coupled to fast magnetosonic compressions that form along B 0 . We discuss the Gaussianization of the M≳4 s-fields through the lens of two phenomenologies: the self-similarity of the s-field and homogenization of the dynamical time-scales between the over- and underdense regions in the compressible gas.

79 ASTRONOMY AND ASTROPHYSICS↗

Distributionally Robust Variational Quantum Algorithms With Shifted Noise

Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant challenge. A practical issue is the high sensitivity of quantum noise to environmental changes, and its propensity to shift in real time. This presents a critical problem as an optimized VQA ansatz may not perform effectively under a different noise environment. For the first time, we explore how to optimize VQA parameters to be robust against unknown shifted noise. We model the noise level as a random variable with an unknown probability density function (PDF), and we assume that the PDF may shift within an uncertainty set. This assumption guides us to formulate a distributionally robust optimization problem, with the goal of finding parameters that maintain effectiveness under shifted noise. We utilize a distributionally robust Bayesian optimization solver for our proposed formulation. This provides numerical evidence in both the Quantum Approximate Optimization Algorithm (QAOA) and the Variational Quantum Eigensolver (VQE) with hardware-efficient ansatz, indicating that we can identify parameters that perform more robustly under shifted noise. We regard this work as the first step towards improving the reliability of VQAs influenced by real-time noise.

97 MATHEMATICS AND COMPUTING↗

CDF and PDF Comparison Between Humacao, Puerto Rico and Florida

The knowledge of the atmospherics phenomenon is an important part in the communication system. The principal factor that contributes to the attenuation in a Ka band communication system is the rain attenuation. We have four years of tropical region observations. The data in the tropical region was taken in Humacao, Puerto Rico. Previous data had been collected at various climate regions such as desserts, template area and sub-tropical regions. Figure 1 shows the ITU-R rain zone map for North America. Rain rates are important to the rain attenuation prediction models. The models that predict attenuation generally are of two different kinds. The first one is the regression models. By using a data set these models provide an idea of the observed attenuation and rain rates distribution in the present, past and future. The second kinds of models are physical models which use the probability density functions (PDF).

Gonzalez-Rodriguez, Rosana↗

System and method for character recognition

A character recognition system is disclosed in which each character in a retina, defining a scanning raster, is scanned with random lines uniformly distributed over the retina. For each type of character to be recognized the system stores a probability density function (PDF) of the random line intersection lengths and/or a PDF of the random line number of intersections. As an unknown character is scanned, the random line intersection lengths and/or the random line number of intersections are accumulated and based on a comparison with the prestored PDFs a classification of the unknown character is performed.

Hong, J. P.↗

Non-Gaussian Distributions of TOA SW Flux as Observed by MISR and CERES

The Top of Atmosphere (TOA) shortwave (SW) flux, converted from Terra Multi angle Imaging‐SpectroRadiometer (MISR) narrow band albedos, is compared with that measured from Clouds and the Earth’s Radiant Energy System (CERES). We describe the probability density function (PDF) of the monthly TOA SW flux and how the statistical third moment, skewness, can impact the quantification of the flux. The PDF of the SW flux is not normally distributed but positively skewed. In both sets of observations, the near-global (80S-80N) median value of the SW flux is ≈3 W/m 2 less than the mean value, due to the positive skewness of the distribution. The near-global mean TOA SW flux converted from MISR is about 7 W/m 2 (≈7%) less than CERES measured flux during the last two decades. Surprisingly, hemispheric asymmetry exists with TOA SW observations from Terra platform. SH reflects 3.92 W/m 2 and 1.15 W/m 2 more mean SW flux than NH, from MISR and CERES Single Scanner Footprint products, respectively. We can infer that the offsetting by morning clouds in the SH is greater than the effect of hemispheric imbalance of SW flux caused by different land masses in two hemispheres. While the characteristics of the two SW fluxes broadly agree with each other, differences in the regional PDF from two different SW fluxes are substantially different over high cloud regions and high altitude regions. Our analysis shows that some parts of the different skewness from two measurements may be attributed to the different calibration of the radiance anisotropy over high cloud scenes.

satellite measurements↗

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Mashiku, Alinda↗

Limitations of Bin and Bulk Microphysics in Reproducing the Observed Spatial Structure of Light Precipitation

Abstract Coarse-gridded atmospheric models often account for subgrid-scale variability by specifying probability distribution functions (PDFs) of process rate inputs such as cloud and rainwater mixing ratios ( q c and q r , respectively). PDF parameters can be obtained from numerous sources: in situ observations, ground- or space-based remote sensing, or fine-scale modeling such as large-eddy simulation (LES). LES is appealing to constrain PDFs because it generates large sample sizes, can simulate a variety of cloud regimes/case studies, and is not subject to the ambiguities of observations. However, despite the appeal of using model output for parameterization development, it has not been demonstrated that LES satisfactorily reproduces the observed spatial structure of microphysical fields. In this study, the structure of observed and modeled microphysical fields are compared by applying bifractal analysis, an approach that quantifies variability across spatial scales, to simulations of a drizzling stratocumulus field that span a range of domain sizes, drop concentrations (a proxy for mesoscale organization), and microphysics schemes (bulk and bin). Simulated q c closely matches observed estimates of bifractal parameters that measure smoothness and intermittency. There are major discrepancies between observed and simulated q r properties, though, with bulk simulated q r consistently displaying the bifractal properties of observed clouds (smooth, minimally intermittent) rather than rain while bin simulations produce q r that is appropriately intermittent but too smooth. These results suggest fundamental limitations of bulk and bin schemes to realistically represent higher-order statistics of the observed rain structure.

54 ENVIRONMENTAL SCIENCES↗

Statistics of Sxy estimates

The statistics of Sxy estimates derived from orthogonal-component measurements are examined. Based on results of Goodman (1957), the probability density function (pdf) for Sxy(f) estimates is derived, and a closed-form solution for arbitrary moments of the distribution is obtained. Characteristic functions are used to derive the exact pdf of Sxy(tot). In practice, a simple Gaussian approximation is found to be highly accurate even for relatively few degrees of freedom. Implications for experiment design are discussed, and a maximum-likelihood estimator for a posterior estimation is outlined.

Freilich, M. H.↗

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗

The reflection of impulses from a nonlinear random sea

A model of the reflection of radar impulses from the sea at near-vertical incidence is used to account for non-Gaussian ocean waves statistics. The joint probability density function (pdf), of wave height and slope, is calculated according to the theory of Longuet-Higgins (1963) on the distribution of variables in a 'weakly nonlinear' random era. The long-crested approximation is made, a Phillips wave spectrum is assumed, and the Gram-Charlier series is truncated after skewness terms. It is found that the height and height-slope skewness coefficients bear the ratio 1:2 and that the derived impulse response and conditional cross section versus wave height are in excellent agreement with previous observations. Finally, it is suggested that the empirically determined and theoretically predicted sea state bias be corrected for in the routine processing of satellite radar altimeter data.

Jackson, F. C.↗

Data-driven predictive probability density function control of fiber length stochastic distribution shaping in refining process

Pulp is the most important raw material in paper in paper industries, whose Fiber Length Stochastic Distribution (FLSD) shaping directly determines the energy consumption and paper quality of the subsequent papermaking processes. However, the mean and variance are insufficient to describe the output FLSD shaping, which display non-Gaussian distribution properties. Therefore, the traditional control, method based on the mean and variance of fiber length is difficult to control the FLSD shaping effectively. In this paper, a novel data-driven predictive probability density function (PDF) control method is proposed for output FLSD shaping in refining process. Primarily, in order to improve the approximation accuracy of the PDF employing RBF neural network, the parameters (center value and width) of each RBF basis functions are tuned via utilizing iterative learning control (ILC) law, and the corresponding estimations of weights law can be obtained. Secondly, considering that the conventional linear model of weights vector has drawbacks of low accuracy and weak generalization ability, random vector functional link networks (RVFLNs) based data driven nonlinear modelling method is employed to characterize the prediction model between the input variables and weights vector. Finally, in order to reduce the randomness of the output FLSD, a minimum entropy control method under mean constraint is employed to design the predictive PDF controller for the output FLSD shaping with the help of the established nonlinear stochastic distribution model. Both simulations and experiments are given to illustrate the effectiveness and practicability of the proposed method.

Probability debsity function, Fiber length distrib↗

Adversarial sampling of unknown and high-dimensional conditional distributions

Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly millions of degrees of freedom. While there exist methods able to sample elements from probability density functions (PDF) with known shapes, several approximations need to be made when the distribution is unknown. In this paper the sampling method, as well as the inference of the underlying distribution, are both handled with a data-driven method known as generative adversarial networks (GAN), which trains two competing neural networks to produce a network that can effectively generate samples from the training set distribution. In practice, it is often necessary to draw samples from conditional distributions. When the conditional variables are continuous, only one (if any) data point corresponding to a particular value of a conditioning variable may be available, which is not sufficient to estimate the conditional distribution. This work handles this problem using an a priori estimation of the conditional moments of a PDF. Herein, two approaches, stochastic estimation, and an external neural network are compared for computing these moments; however, any preferred method can be used. The algorithm is demonstrated in the case of the deconvolution of a filtered turbulent flow field. It is shown that all the versions of the proposed algorithm effectively sample the target conditional distribution with minimal impact on the quality of the samples compared to state-of-the-art methods. Additionally, the procedure can be used as a metric for the diversity of samples generated by a conditional GAN (cGAN) conditioned with continuous variables.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗