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At least 19 records

Information Theory - The Bridge Connecting Bounded Rational Game Theory and Statistical Physics

A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all red-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. This paper shows that the same information theoretic mathematical structure, known as Product Distribution (PD) theory, addresses both issues. In this, PD theory not only provides a principle formulation of bounded rationality and a set of new types of mean field theory in statistical physics; it also shows that those topics are fundamentally one and the same.

Wolpert, David H.↗

A Scale-Invariant Model of Statistical Mechanics and Modified Forms of the First and the Second Laws of Thermodynamics

A scale-invariant statistical theory of fields is presented that leads to invariant definition of density, velocity, temperature, and pressure, The definition of Boltzmann constant is introduced as k(sub k) = m(sub k)v(sub k)c = 1.381 x 10(exp -23) J x K(exp -1), suggesting that the Kelvin absolute temperature scale is equivalent to a length scale. Two new state variables called the reversible heat Q(sub rev) = TS and the reversible work W(sub rev) = PV are introduced. The modified forms of the first and second law of thermodynamics are presented. The microscopic definition of heat (work) is presented as the kinetic energy due to the random (peculiar) translational, rotational, and pulsational motions. The Gibbs free energy of an element at scale Beta is identified as the total system energy at scale (Beta-1), thus leading to an invariant form of the first law of thermodynamics U(sub Beta) = Q(sub Beta) - W(sub Beta) +N(e3)U(sub Beta-1).

Sohrab, Siavash H.↗

Renormalization Group Tutorial

Complex physical systems sometimes have statistical behavior characterized by power- law dependence on the parameters of the system and spatial variability with no particular characteristic scale as the parameters approach critical values. The renormalization group (RG) approach was developed in the fields of statistical mechanics and quantum field theory to derive quantitative predictions of such behavior in cases where conventional methods of analysis fail. Techniques based on these ideas have since been extended to treat problems in many different fields, and in particular, the behavior of turbulent fluids. This lecture will describe a relatively simple but nontrivial example of the RG approach applied to the diffusion of photons out of a stellar medium when the photons have wavelengths near that of an emission line of atoms in the medium.

Bell, Thomas L.↗

Acoustic radiation and surface pressure characteristics of an airfoil due to incident turbulence

The noise and unsteady surface pressure characteristics of an isolated airfoil in a uniform mean velocity, homogeneous, nearly isotropic turbulence field were investigated. Experiments were performed with a 23 cm chord, two-dimensional airfoil over a Mach number range of 0.1 to 0.5. Far-field noise spectra and directivity as well as surface pressure spectra and cross-spectra were obtained. Incident turbulence statistics were documented. Theory applied to predict far-field noise and surface pressure characteristics from measured inflow turbulence statistics showed good agreement with measurement. The theoretical formulation represents a first-principles solution providing absolute level prediction without recourse to empirical or adjustable constants, and takes into account compressibility as well as source noncompactness effects. All chordwise portions of the airfoil radiated directly to the far-field, the leading edge to the dominant noise producing region. The effect of angle of attack on noise and surface pressures is small. The interaction of incident turbulence of approximately 4 percent intensity with an airfoil was found to be a broadband noise source of high intensity relative to other noise sources.

Paterson, R. W.↗

Surface gravity waves at equilibrium with a steady wind

Observations of wave fields' spatial evolution and of gravity wave spectra S(sub omega) are analyzed on the basis of the data reported by several research groups as well as on a 2-year data set of wind and wave measurements by stationary National Oceanic and Atmospheric Administration buoys near the Hawaiian Islands. We seek to clarify the role of the wave energy advection (with the wave group velocity) in the overall energy balance. This advective transfer appears to be no less important than the local (breaking wave induced) dissipation as a factor of wind-wave equilibrium. The advection is found to manifest itself in the shape of wave spectra by reducing the rate at which the spectra density of the wave energy, S(sub omega approximately omega (exp -p), falls off as the frequency increases away from the spectra peak. This and other conclusions are derived by comparing the field observations with theoretical predictions of the weak turbulence theory for a spatially inhomogeneous, statistically stationary, wave field. The observations also indicate that the typical wave age xi = C(sub 0)/U in the open ocean is much greater than the limiting value 1.2 attributed to the 'fully developed sea.' Although the observed spectra can be approximated by a power law with a single 'effective' exponent, this apparent exponent, p, is found to depend on the wave age. At high xi and at frequencies below the generation range, -p tends to -3 rather than the value of -11/3 predicted by the Zakharov-Zaslavskii theory. This deviation is interpreted as pointing to a nonconservative nature of the inverse cascade, the latter including a leakage of energy to low-wavenumber modes. Dependence of the overall effective exponent on xi is shown to be responsible for variation in the coefficients b, B, c, C appearing in empirical fetch laws, such as xi = C bar-x (exp c) and e = B bar-x (exp B), where bar-x and e are the dimensionless fetch and wave energy, respectively.

Glazman, Roman E.↗

Strong Langmuir turbulence generated by electron beams - Electric-field distributions and electron scattering

Strong turbulence and transit-time scattering theory are applied here to calculate the statistical distribution of intense Langmuir fields and the consequent beam scattering in plasma turbulence driven by an electron beam. The experimentally observed electric-field distributions are compared with predictions of strong-turbulence theory, concentrating on the wave levels, the Gaussian tail of the high-field distribution observed in one experiment, the arrest scale of collapse, and the fractional volume occupied by the highest fields. The Guassian form of the tail is confirmed, and the results imply that the collapse is arrested at a scale where the peak electrostatic energy density is of the same order as the thermal energy density. The theory of transit-time interactions is generalized to include relativistic particle dynamics and is applied to predict the scattering of the beam electrons in energy and angle as they pass through strong Langmuir turbulence. The results support the validity of the recently developed scaling theory of strong turbulence.

Robinson, P. A.↗

Representing Learning With Graphical Models

Probabilistic graphical models are being used widely in artificial intelligence, for instance, in diagnosis and expert systems, as a unified qualitative and quantitative framework for representing and reasoning with probabilities and independencies. Their development and use spans several fields including artificial intelligence, decision theory and statistics, and provides an important bridge between these communities. This paper shows by way of example that these models can be extended to machine learning, neural networks and knowledge discovery by representing the notion of a sample on the graphical model. Not only does this allow a flexible variety of learning problems to be represented, it also provides the means for representing the goal of learning and opens the way for the automatic development of learning algorithms from specifications.

Buntine, Wray L.↗

Quantum statistical theory of semiconductor junctions in thermal equilibrium

Free carrier and electric field distributions of one-dimensional semiconductor junctions are evaluated using a quantum mechanical phase-space distribution and its corresponding Boltzmann equation. Attention is given to quantum and exchange corrections in cases of high doping concentrations when carrier densities become degenerate. Quantitative differences between degenerate and classical junction characteristics, e.g., maximum electric field and built-in voltage and carrier concentration within the transition region, are evaluated numerically.

Von Roos, O.↗

Wave propagation through random media: A local method of small perturbations based on the Helmholtz equation

Propagation of sound through the turbulent atmosphere is a statistical problem. The randomness of the refractive index field causes sound pressure fluctuations. Although no general theory to predict sound pressure statistics from given refractive index statistics exists, there are several approximate solutions to the problem. The most common approximation is the parabolic equation method. Results obtained by this method are restricted to small refractive index fluctuations and to small wave lengths. While the first condition is generally met in the atmosphere, it is desirable to overcome the second. A generalization of the parabolic equation method with respect to the small wave length restriction is presented.

Grosse, Ralf↗

Characterization of Sound Radiation by Unresolved Scales of Motion in Computational Aeroacoustics

Evaluation of the sound sources in a high Reynolds number turbulent flow requires time-accurate resolution of an extremely large number of scales of motion. Direct numerical simulations will therefore remain infeasible for the forseeable future: although current large eddy simulation methods can resolve the largest scales of motion accurately the, they must leave some scales of motion unresolved. A priori studies show that acoustic power can be underestimated significantly if the contribution of these unresolved scales is simply neglected. In this paper, the problem of evaluating the sound radiation properties of the unresolved, subgrid-scale motions is approached in the spirit of the simplest subgrid stress models: the unresolved velocity field is treated as isotropic turbulence with statistical descriptors, evaluated from the resolved field. The theory of isotropic turbulence is applied to derive formulas for the total power and the power spectral density of the sound radiated by a filtered velocity field. These quantities are compared with the corresponding quantities for the unfiltered field for a range of filter widths and Reynolds numbers.

Rubinstein, Robert↗

Scale-Invariant Forms of Conservation Equations in Reactive Fields and a Modified Hydro-Thermo-Diffusive Theory of Laminar Flames

A scale-invariant model of statistical mechanics is applied to present invariant forms of mass, energy, linear, and angular momentum conservation equations in reactive fields. The resulting conservation equations at molecular-dynamic scale are solved by the method of large activation energy asymptotics to describe the hydro-thermo-diffusive structure of laminar premixed flames. The predicted temperature and velocity profiles are in agreement with the observations. Also, with realistic physico-chemical properties and chemical-kinetic parameters for a single-step overall combustion of stoichiometric methane-air premixed flame, the laminar flame propagation velocity of 42.1 cm/s is calculated in agreement with the experimental value.

Sohrab, Siavash H.↗

Interplanetary Alfvenic fluctuations - A stochastic model

The concept of minimum variance is investigated for nonplanar interplanetary Alfvenic fluctuations in which the field direction varies randomly. The theory of the random wandering of a vector of constant length is developed as a representation of the magnetic field, and it is found that the minimum variance tends to coincide with the mean field directions over the correlation time of the fluctuations. The Fokker-Planck limit of the theory is then developed and used to analyze the statistic distribution of field directions with and without a reflecting barrier. Results suggest that the tendency of the Alfvenic fluctuations to have a direction of minimum variance statistically aligned with the mean magnetic field may be purely a consequence of the randomness of the fluctuation and not imply that the fluctuations are necessarily plane waves. Extensive statistical studies of the observed directional variations of the interplanetary magnetic field are necessary to test this hypothesis.

Barnes, A.↗

Broken Ergodicity in MHD Turbulence in a Spherical Domain

Broken ergodicity (BE) occurs in Fourier method numerical simulations of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence. Although naive statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that low-wave-number coefficients have non-zero mean values that can be very large compared to the associated standard deviation. In other words, large-scale coherent structure (i.e., broken ergodicity) in homogeneous MHD turbulence can spontaneously grow out of random initial conditions. Eigenanalysis of the modal covariance matrices in the probability density functions of ideal statistical theory leads to a theoretical explanation of observed BE in homogeneous MHD turbulence. Since dissipation is minimal at the largest scales, BE is also relevant for resistive magnetofluids, as evidenced in numerical simulations. Here, we move beyond model magnetofluids confined by periodic boxes to examine BE in rotating magnetofluids in spherical domains using spherical harmonic expansions along with suitable boundary conditions. We present theoretical results for 3-D and 2-D spherical models and also present computational results from dynamical simulations of 2-D MHD turbulence on a rotating spherical surface. MHD turbulence on a 2-D sphere is affected by Coriolus forces, while MHD turbulence on a 2-D plane is not, so that 2-D spherical models are a useful (and simpler) intermediate stage on the path to understanding the much more complex 3-D spherical case.

Shebalin, John V.↗

The statistics of peaks of Gaussian random fields

A set of new mathematical results on the theory of Gaussian random fields is presented, and the application of such calculations in cosmology to treat questions of structure formation from small-amplitude initial density fluctuations is addressed. The point process equation is discussed, giving the general formula for the average number density of peaks. The problem of the proper conditional probability constraints appropriate to maxima are examined using a one-dimensional illustration. The average density of maxima of a general three-dimensional Gaussian field is calculated as a function of heights of the maxima, and the average density of 'upcrossing' points on density contour surfaces is computed. The number density of peaks subject to the constraint that the large-scale density field be fixed is determined and used to discuss the segregation of high peaks from the underlying mass distribution. The machinery to calculate n-point peak-peak correlation functions is determined, as are the shapes of the profiles about maxima.

Bardeen, J. M.↗

On a logical basis for division of responsibilities in statistical practice

The purpose of this paper is to explain principles for division of responsibilities between the statistician and the people that he works with, and reasons why this division of responsibilities is important -- that is, how it improves the performance of both statistician and expert in subject-matter. The aim is to find and illustrate principles of practice by which statisticians may make effective use of their knowledge of theory. The specialist in statistical methods may find himself applying the same basic theory in a dozen different fields in a week, rotating through the same projects the next week. Or, he may work day after day primarily in a single substantive field. Either way, he requires rules of practice. A statement of statistical reliability should present any information that might help the reader to form his own opinion concerning the validity of conclusions likely to be drawn from the results. The aim of a statistical report is to protect the client from seeing merely what he would like to see; to protect him from losses that could come from misuse of results. A further aim is to forestall unwarranted claims of accuracy that the client's public might otherwise accept.

Deming, W. Edwards↗