The algebra of probability density functions
Algebra of probability density functions of variable known as arbitrary function of one or more random variables
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Algebra of probability density functions of variable known as arbitrary function of one or more random variables
Probability density functions used in random vibration theory
Probability density function for reflected beam molecules
A method of obtaining the probability density function (PDF) of local properties from path integrated measurements is described. The approach uses a discrete probability function (DPF) method to infer the PDF of the local extinction coefficient from measurements of the PDFs of the path integrated transmittance. The local PDFs obtained using the method are compared with those obtained from direct intrusive measurements in propylene/air and ethylene/air diffusion flames. The results of this comparison are good.
Probability density function of hardware performance parameter and incentive contracting
The probability density functions (pdf's) of the fluctuating velocity components, as well as their first and second derivatives, are calculated using data from the direct numerical simulations (DNS) of fully developed turbulent channel flow. It is observed that, beyond the buffer region, the pdf of each of these quantities is independent of the distance from the channel wall. It is further observed that, beyond the buffer region, the pdf's for all the first derivatives collapse onto a single universal curve and those of the second derivatives also collapse onto another universal curve, irrespective of the distance from the wall. The kinetic-energy dissipation rate exhibits log normal behavior.
In this paper, we present a concept of the averaged probability density function (APDF) for studying compressible turbulent reacting flows. The APDF is defined as an ensemble average of the fine grained probability density function (FG-PDF) with a mass density weighting. It can be used to exactly deduce the mass density weighted, ensemble averaged turbulent mean variables. The transport equation for APDF can be derived in two ways. One is the traditional way that starts from the transport equation of FG-PDF, in which the compressible Navier- Stokes equations are embedded. The resulting transport equation of APDF is then in a traditional form that contains conditional means of all terms from the right hand side of the Navier-Stokes equations except for the chemical reaction term. These conditional means are new unknown quantities that need to be modeled. Another way of deriving the transport equation of APDF is to start directly from the ensemble averaged Navier-Stokes equations. The resulting transport equation of APDF derived from this approach appears in a closed form without any need for additional modeling. The methodology of ensemble averaging presented in this paper can be extended to other averaging procedures: for example, the Reynolds time averaging for statistically steady flow and the Reynolds spatial averaging for statistically homogeneous flow. It can also be extended to a time or spatial filtering procedure to construct the filtered density function (FDF) for the large eddy simulation (LES) of compressible turbulent reacting flows.
The question of whether a rain rate probability density function (PDF) can vary uniformly between precipitation events is examined. Image analysis on large samples of radar echoes is possible because of advances in technology. The data provided by such an analysis easily allow development of radar reflectivity factors (and by extension rain rate) distribution. Finding a PDF becomes a matter of finding a function that describes the curve approximating the resulting distributions. Ideally, one PDF would exist for all cases; or many PDF's that have the same functional form with only systematic variations in parameters (such as size or shape) exist. Satisfying either of theses cases will, validate the theoretical basis of the Area Time Integral (ATI). Using the method of moments and Elderton's curve selection criteria, the Pearson Type 1 equation was identified as a potential fit for 89 percent of the observed distributions. Further analysis indicates that the Type 1 curve does approximate the shape of the distributions but quantitatively does not produce a great fit. Using the method of moments and Elderton's curve selection criteria, the Pearson Type 1 equation was identified as a potential fit for 89% of the observed distributions. Further analysis indicates that the Type 1 curve does approximate the shape of the distributions but quantitatively does not produce a great fit.
The objective of the present work is to extend the probability density function (PDF) tubulence model to compressible reacting flows. The proability density function of the species mass fractions and enthalpy are obtained by solving a PDF evolution equation using a Monte Carlo scheme. The PDF solution procedure is coupled with a compression finite-volume flow solver which provides the velocity and pressure fields. A modeled PDF equation for compressible flows, capable of treating flows with shock waves and suitable to the present coupling scheme, is proposed and tested. Convergence of the combined finite-volume Monte Carlo solution procedure is discussed. Two super sonic diffusion flames are studied using the proposed PDF model and the results are compared with experimental data; marked improvements over solutions without PDF are observed.
Probability density function of phase difference magnitude, using estimator having gain matched amplifiers
The visibility times and communication link dynamics for the Earth Observations Satellite (EOS)-McMurdo Sound direct downlinks have been studied. The 16 day EOS periodicity may be shown with the Goddard Trajectory Determination System (GTDS) and the entire 16 day period should be simulated for representative link statistics. We desire many attributes of the downlink, however, and a faster orbital determination method is desirable. We use the method of osculating elements for speed and accuracy in simulating the EOS orbit. The accuracy of the method of osculating elements is demonstrated by closely reproducing the observed 16 day Landsat periodicity. An autocorrelation function method is used to show the correlation spike at 16 days. The entire 16 day record of passes over McMurdo Sound is then used to generate statistics for innage time, outage time, elevation angle, antenna angle rates, and propagation loss. The levation angle probability density function is compared with 1967 analytic approximation which has been used for medium to high altitude satellites. One practical result of this comparison is seen to be the rare occurrence of zenith passes. The new result is functionally different than the earlier result, with a heavy emphasis on low elevation angles. EOS is one of a large class of sun synchronous satellites which may be downlinked to McMurdo Sound. We examine delay statistics for an entire group of sun synchronous satellites ranging from 400 km to 1000 km altitude. Outage probability density function results are presented three dimensionally.
A proposed method of modulating a sinusoidal carrier signal to convey digital information involves the use of histograms representing probability density functions (PDFs) that characterize samples of the signal waveform. The method is based partly on the observation that when a waveform is sampled (whether by analog or digital means) over a time interval at least as long as one half cycle of the waveform, the samples can be sorted by frequency of occurrence, thereby constructing a histogram representing a PDF of the waveform during that time interval.
Two types of mixing sub-models are evaluated in connection with a joint-scalar probability density function method for turbulent nonpremixed combustion. Model calculations are made and compared to simulation results for homogeneously distributed methane-air reaction zones mixing and reacting in decaying turbulence within a two-dimensional enclosed domain. The comparison is arranged to ensure that both the simulation and model calculations a) make use of exactly the same chemical mechanism, b) do not involve non-unity Lewis number transport of species, and c) are free from radiation loss. The modified Curl mixing sub-model was found to provide superior predictive accuracy over the simple relaxation-to-mean submodel in the case studied. Accuracy to within 10-20% was found for global means of major species and temperature; however, nitric oxide prediction accuracy was lower and highly dependent on the choice of mixing sub-model. Both mixing submodels were found to produce non-physical mixing behavior for mixture fractions removed from the immediate reaction zone. A suggestion for a further modified Curl mixing sub-model is made in connection with earlier work done in the field.
The Eulerian mapping closure approach is developed for uncertainty propagation in computational fluid mechanics. The approach is used to study the Probability Density Function (PDF) for the concentration of species advected by a random shear flow. An analytical argument shows that fluctuation of the concentration field at one point in space is non-Gaussian and exhibits stretched exponential form. An Eulerian mapping approach provides an appropriate approximation to both convection and diffusion terms and leads to a closed mapping equation. The results obtained describe the evolution of the initial Gaussian field, which is in agreement with direct numerical simulations.
On the basis of the mapping method developed by Huang et al. (1983), an analytic expression for the non-Gaussian joint probability density function of slope and elevation for nonlinear gravity waves is derived. Various conditional and marginal density functions are also obtained through the joint density function. The analytic results are compared with a series of carefully controlled laboratory observations, and good agreement is noted. Furthermore, the laboratory wind wave field observations indicate that the capillary or capillary-gravity waves may not be the dominant components in determining the total roughness of the wave field. Thus, the analytic results, though derived specifically for the gravity waves, may have more general applications.
Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.
Beyond the classic modes of carrier modulation by varying amplitude (AM), phase (PM), or frequency (FM), we extend the modulation domain of an analog carrier signal to include a class of general modulations which are distinguished by their probability density function histogram. Separate waveform states are easily created by varying the pdf of the transmitted waveform. Individual waveform states are assignable as proxies for digital ONEs or ZEROs. At the receiver, these states are easily detected by accumulating sampled waveform statistics and performing periodic pattern matching, correlation, or statistical filtering. No fundamental natural laws are broken in the detection process. We show how a typical modulation scheme would work in the digital domain and suggest how to build an analog version. We propose that clever variations of the modulating waveform (and thus the histogram) can provide simple steganographic encoding.
Beyond the classic modes of carrier modulation by varying amplitude (AM), phase (PM), or frequency (FM), we extend the modulation domain of an analog carrier signal to include a class of general modulations which are distinguished by their probability density function histogram. Separate waveform states are easily created by varying the pdf of the transmitted waveform. Individual waveform states are assignable as proxies for digital one's or zero's. At the receiver, these states are easily detected by accumulating sampled waveform statistics and performing periodic pattern matching, correlation, or statistical filtering. No fundamental physical laws are broken in the detection process. We show how a typical modulation scheme would work in the digital domain and suggest how to build an analog version. We propose that clever variations of the modulating waveform (and thus the histogram) can provide simple steganographic encoding.