Kernel-Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bo Lijun; Wang Yongjin; Yang Xuewei, E-mail: xwyangnk@yahoo.com.cn
2013-08-01
We propose a term structure of forward rates driven by a kernel-correlated Levy random field under the HJM framework. The kernel-correlated Levy random field is composed of a kernel-correlated Gaussian random field and a centered Poisson random measure. We shall give a criterion to preclude arbitrage under the risk-neutral pricing measure. As applications, an interest rate derivative with general payoff functional is priced under this pricing measure.
Random field assessment of nanoscopic inhomogeneity of bone
Dong, X. Neil; Luo, Qing; Sparkman, Daniel M.; Millwater, Harry R.; Wang, Xiaodu
2010-01-01
Bone quality is significantly correlated with the inhomogeneous distribution of material and ultrastructural properties (e.g., modulus and mineralization) of the tissue. Current techniques for quantifying inhomogeneity consist of descriptive statistics such as mean, standard deviation and coefficient of variation. However, these parameters do not describe the spatial variations of bone properties. The objective of this study was to develop a novel statistical method to characterize and quantitatively describe the spatial variation of bone properties at ultrastructural levels. To do so, a random field defined by an exponential covariance function was used to present the spatial uncertainty of elastic modulus by delineating the correlation of the modulus at different locations in bone lamellae. The correlation length, a characteristic parameter of the covariance function, was employed to estimate the fluctuation of the elastic modulus in the random field. Using this approach, two distribution maps of the elastic modulus within bone lamellae were generated using simulation and compared with those obtained experimentally by a combination of atomic force microscopy and nanoindentation techniques. The simulation-generated maps of elastic modulus were in close agreement with the experimental ones, thus validating the random field approach in defining the inhomogeneity of elastic modulus in lamellae of bone. Indeed, generation of such random fields will facilitate multi-scale modeling of bone in more pragmatic details. PMID:20817128
Modal energy analysis for mechanical systems excited by spatially correlated loads
NASA Astrophysics Data System (ADS)
Zhang, Peng; Fei, Qingguo; Li, Yanbin; Wu, Shaoqing; Chen, Qiang
2018-10-01
MODal ENergy Analysis (MODENA) is an energy-based method, which is proposed to deal with vibroacoustic problems. The performance of MODENA on the energy analysis of a mechanical system under spatially correlated excitation is investigated. A plate/cavity coupling system excited by a pressure field is studied in a numerical example, in which four kinds of pressure fields are involved, which include the purely random pressure field, the perfectly correlated pressure field, the incident diffuse field, and the turbulent boundary layer pressure fluctuation. The total energies of subsystems differ to reference solution only in the case of purely random pressure field and only for the non-excited subsystem (the cavity). A deeper analysis on the scale of modal energy is further conducted via another numerical example, in which two structural modes excited by correlated forces are coupled with one acoustic mode. A dimensionless correlation strength factor is proposed to determine the correlation strength between modal forces. Results show that the error on modal energy increases with the increment of the correlation strength factor. A criterion is proposed to establish a link between the error and the correlation strength factor. According to the criterion, the error is negligible when the correlation strength is weak, in this situation the correlation strength factor is less than a critical value.
Large-scale structure of randomly jammed spheres
NASA Astrophysics Data System (ADS)
Ikeda, Atsushi; Berthier, Ludovic; Parisi, Giorgio
2017-05-01
We numerically analyze the density field of three-dimensional randomly jammed packings of monodisperse soft frictionless spherical particles, paying special attention to fluctuations occurring at large length scales. We study in detail the two-point static structure factor at low wave vectors in Fourier space. We also analyze the nature of the density field in real space by studying the large-distance behavior of the two-point pair correlation function, of density fluctuations in subsystems of increasing sizes, and of the direct correlation function. We show that such real space analysis can be greatly improved by introducing a coarse-grained density field to disentangle genuine large-scale correlations from purely local effects. Our results confirm that both Fourier and real space signatures of vanishing density fluctuations at large scale are absent, indicating that randomly jammed packings are not hyperuniform. In addition, we establish that the pair correlation function displays a surprisingly complex structure at large distances, which is however not compatible with the long-range negative correlation of hyperuniform systems but fully compatible with an analytic form for the structure factor. This implies that the direct correlation function is short ranged, as we also demonstrate directly. Our results reveal that density fluctuations in jammed packings do not follow the behavior expected for random hyperuniform materials, but display instead a more complex behavior.
NASA Astrophysics Data System (ADS)
Sabra, K.
2006-12-01
The random nature of noise and scattered fields tends to suggest limited utility. Indeed, seismic or acoustic fields from random sources or scatterers are often considered to be incoherent, but there is some coherence between two sensors that receive signals from the same individual source or scatterer. An estimate of the Green's function (or impulse response) between two points can be obtained from the cross-correlation of random wavefields recorded at these two points. Recent theoretical and experimental studies in ultrasonics, underwater acoustics, structural monitoring and seismology have investigated this technique in various environments and frequency ranges. These results provide a means for passive imaging using only the random wavefields, without the use of active sources. The coherent wavefronts emerge from a correlation process that accumulates contributions over time from random sources whose propagation paths pass through both receivers. Results will be presented from experiments using ambient noise cross-correlations for the following applications: 1) passive surface waves tomography from ocean microseisms and 2) structural health monitoring of marine and airborne structures embedded in turbulent flow.
Random field assessment of nanoscopic inhomogeneity of bone.
Dong, X Neil; Luo, Qing; Sparkman, Daniel M; Millwater, Harry R; Wang, Xiaodu
2010-12-01
Bone quality is significantly correlated with the inhomogeneous distribution of material and ultrastructural properties (e.g., modulus and mineralization) of the tissue. Current techniques for quantifying inhomogeneity consist of descriptive statistics such as mean, standard deviation and coefficient of variation. However, these parameters do not describe the spatial variations of bone properties. The objective of this study was to develop a novel statistical method to characterize and quantitatively describe the spatial variation of bone properties at ultrastructural levels. To do so, a random field defined by an exponential covariance function was used to represent the spatial uncertainty of elastic modulus by delineating the correlation of the modulus at different locations in bone lamellae. The correlation length, a characteristic parameter of the covariance function, was employed to estimate the fluctuation of the elastic modulus in the random field. Using this approach, two distribution maps of the elastic modulus within bone lamellae were generated using simulation and compared with those obtained experimentally by a combination of atomic force microscopy and nanoindentation techniques. The simulation-generated maps of elastic modulus were in close agreement with the experimental ones, thus validating the random field approach in defining the inhomogeneity of elastic modulus in lamellae of bone. Indeed, generation of such random fields will facilitate multi-scale modeling of bone in more pragmatic details. Copyright © 2010 Elsevier Inc. All rights reserved.
The spectral expansion of the elasticity random field
DOE Office of Scientific and Technical Information (OSTI.GOV)
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
2014-12-10
We consider a deformable body that occupies a region D in the plane. In our model, the body’s elasticity tensor H(x) is the restriction to D of a second-order mean-square continuous random field. Under translation, the expected value and the correlation tensor of the field H(x) do not change. Under action of an arbitrary element k of the orthogonal group O(2), they transform according to the reducible orthogonal representation k ⟼ S{sup 2}(S{sup 2}(k)) of the above group. We find the spectral expansion of the correlation tensor R(x) of the elasticity field as well as the expansion of the fieldmore » itself in terms of stochastic integrals with respect to a family of orthogonal scattered random measures.« less
Transverse spin correlations of the random transverse-field Ising model
NASA Astrophysics Data System (ADS)
Iglói, Ferenc; Kovács, István A.
2018-03-01
The critical behavior of the random transverse-field Ising model in finite-dimensional lattices is governed by infinite disorder fixed points, several properties of which have already been calculated by the use of the strong disorder renormalization-group (SDRG) method. Here we extend these studies and calculate the connected transverse-spin correlation function by a numerical implementation of the SDRG method in d =1 ,2 , and 3 dimensions. At the critical point an algebraic decay of the form ˜r-ηt is found, with a decay exponent being approximately ηt≈2 +2 d . In d =1 the results are related to dimer-dimer correlations in the random antiferromagnetic X X chain and have been tested by numerical calculations using free-fermionic techniques.
Supernova-regulated ISM. V. Space and Time Correlations
NASA Astrophysics Data System (ADS)
Hollins, J. F.; Sarson, G. R.; Shukurov, A.; Fletcher, A.; Gent, F. A.
2017-11-01
We apply correlation analysis to random fields in numerical simulations of the supernova-driven interstellar medium (ISM) with the magnetic field produced by dynamo action. We solve the magnetohydrodynamic (MHD) equations in a shearing Cartesian box representing a local region of the ISM, subject to thermal and kinetic energy injection by supernova explosions, and parameterized, optically thin radiative cooling. We consider the cold, warm, and hot phases of the ISM separately; the analysis mostly considers the warm gas, which occupies the bulk of the domain. Various physical variables have different correlation lengths in the warm phase: 40,50, and 60 {pc} for the random magnetic field, density, and velocity, respectively, in the midplane. The correlation time of the random velocity is comparable to the eddy turnover time, about {10}7 {year}, although it may be shorter in regions with a higher star formation rate. The random magnetic field is anisotropic, with the standard deviations of its components {b}x/{b}y/{b}z having approximate ratios 0.5/0.6/0.6 in the midplane. The anisotropy is attributed to the global velocity shear from galactic differential rotation and locally inhomogeneous outflow to the galactic halo. The correlation length of Faraday depth along the z axis, 120 {pc}, is greater than for electron density, 60{--}90 {pc}, and the vertical magnetic field, 60 {pc}. Such comparisons may be sensitive to the orientation of the line of sight. Uncertainties of the structure functions of synchrotron intensity rapidly increase with the scale. This feature is hidden in a power spectrum analysis, which can undermine the usefulness of power spectra for detailed studies of interstellar turbulence.
ERIC Educational Resources Information Center
Hafdahl, Adam R.; Williams, Michelle A.
2009-01-01
In 2 Monte Carlo studies of fixed- and random-effects meta-analysis for correlations, A. P. Field (2001) ostensibly evaluated Hedges-Olkin-Vevea Fisher-[zeta] and Schmidt-Hunter Pearson-r estimators and tests in 120 conditions. Some authors have cited those results as evidence not to meta-analyze Fisher-[zeta] correlations, especially with…
Coherent backscattering of singular beams
NASA Astrophysics Data System (ADS)
Schwartz, Chaim; Dogariu, Aristide
2006-02-01
The phenomenon of coherent backscattering depends on both the statistical characteristics of a random scattering medium and the correlation features of the incident field. Imposing a wavefront singularity on the incident field offers a unique and very attractive way to modify the field correlations in a deterministic manner. The field correlations are found to act as a path-length filter which modifies the distribution of different contributions to the enhancement cone. This effect is thoroughly discussed and demonstrated experimentally for the case of single scale scattering systems.
Modeling and statistical analysis of non-Gaussian random fields with heavy-tailed distributions.
Nezhadhaghighi, Mohsen Ghasemi; Nakhlband, Abbas
2017-04-01
In this paper, we investigate and develop an alternative approach to the numerical analysis and characterization of random fluctuations with the heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare fluctuations. We identify the heavy-tailed random fluctuations based on the scaling properties of the tail exponent of the PDF, power-law growth of qth order correlation function, and the self-similar properties of the contour lines in two-dimensional random fields. Moreover, this work leads to a substitution for the fractional Edwards-Wilkinson (EW) equation that works in the presence of μ-stable Lévy noise. Our proposed model explains the configuration dynamics of the systems with heavy-tailed correlated random fluctuations. We also present an alternative solution to the fractional EW equation in the presence of μ-stable Lévy noise in the steady state, which is implemented numerically, using the μ-stable fractional Lévy motion. Based on the analysis of the self-similar properties of contour loops, we numerically show that the scaling properties of contour loop ensembles can qualitatively and quantitatively distinguish non-Gaussian random fields from Gaussian random fluctuations.
NASA Astrophysics Data System (ADS)
Lauterbach, S.; Fina, M.; Wagner, W.
2018-04-01
Since structural engineering requires highly developed and optimized structures, the thickness dependency is one of the most controversially debated topics. This paper deals with stability analysis of lightweight thin structures combined with arbitrary geometrical imperfections. Generally known design guidelines only consider imperfections for simple shapes and loading, whereas for complex structures the lower-bound design philosophy still holds. Herein, uncertainties are considered with an empirical knockdown factor representing a lower bound of existing measurements. To fully understand and predict expected bearable loads, numerical investigations are essential, including geometrical imperfections. These are implemented into a stand-alone program code with a stochastic approach to compute random fields as geometric imperfections that are applied to nodes of the finite element mesh of selected structural examples. The stochastic approach uses the Karhunen-Loève expansion for the random field discretization. For this approach, the so-called correlation length l_c controls the random field in a powerful way. This parameter has a major influence on the buckling shape, and also on the stability load. First, the impact of the correlation length is studied for simple structures. Second, since most structures for engineering devices are more complex and combined structures, these are intensively discussed with the focus on constrained random fields for e.g. flange-web-intersections. Specific constraints for those random fields are pointed out with regard to the finite element model. Further, geometrical imperfections vanish where the structure is supported.
Hanbury Brown and Twiss interferometry with twisted light
Magaña-Loaiza, Omar S.; Mirhosseini, Mohammad; Cross, Robert M.; Rafsanjani, Seyed Mohammad Hashemi; Boyd, Robert W.
2016-01-01
The rich physics exhibited by random optical wave fields permitted Hanbury Brown and Twiss to unveil fundamental aspects of light. Furthermore, it has been recognized that optical vortices are ubiquitous in random light and that the phase distribution around these optical singularities imprints a spectrum of orbital angular momentum onto a light field. We demonstrate that random fluctuations of intensity give rise to the formation of correlations in the orbital angular momentum components and angular positions of pseudothermal light. The presence of these correlations is manifested through distinct interference structures in the orbital angular momentum–mode distribution of random light. These novel forms of interference correspond to the azimuthal analog of the Hanbury Brown and Twiss effect. This family of effects can be of fundamental importance in applications where entanglement is not required and where correlations in angular position and orbital angular momentum suffice. We also suggest that the azimuthal Hanbury Brown and Twiss effect can be useful in the exploration of novel phenomena in other branches of physics and astrophysics. PMID:27152334
Hanbury Brown and Twiss interferometry with twisted light.
Magaña-Loaiza, Omar S; Mirhosseini, Mohammad; Cross, Robert M; Rafsanjani, Seyed Mohammad Hashemi; Boyd, Robert W
2016-04-01
The rich physics exhibited by random optical wave fields permitted Hanbury Brown and Twiss to unveil fundamental aspects of light. Furthermore, it has been recognized that optical vortices are ubiquitous in random light and that the phase distribution around these optical singularities imprints a spectrum of orbital angular momentum onto a light field. We demonstrate that random fluctuations of intensity give rise to the formation of correlations in the orbital angular momentum components and angular positions of pseudothermal light. The presence of these correlations is manifested through distinct interference structures in the orbital angular momentum-mode distribution of random light. These novel forms of interference correspond to the azimuthal analog of the Hanbury Brown and Twiss effect. This family of effects can be of fundamental importance in applications where entanglement is not required and where correlations in angular position and orbital angular momentum suffice. We also suggest that the azimuthal Hanbury Brown and Twiss effect can be useful in the exploration of novel phenomena in other branches of physics and astrophysics.
Analysis of dependent scattering mechanism in hard-sphere Yukawa random media
NASA Astrophysics Data System (ADS)
Wang, B. X.; Zhao, C. Y.
2018-06-01
The structural correlations in the microscopic structures of random media can induce the dependent scattering mechanism and thus influence the optical scattering properties. Based on our recent theory on the dependent scattering mechanism in random media composed of discrete dipolar scatterers [B. X. Wang and C. Y. Zhao, Phys. Rev. A 97, 023836 (2018)], in this paper, we study the hard-sphere Yukawa random media, in order to further elucidate the role of structural correlations in the dependent scattering mechanism and hence optical scattering properties. Here, we consider charged colloidal suspensions, whose effective pair interaction between colloids is described by a screened Coulomb (Yukawa) potential. By means of adding salt ions, the pair interaction between the charged particles can be flexibly tailored and therefore the structural correlations are modified. It is shown that this strategy can affect the optical properties significantly. For colloidal TiO2 suspensions, the modification of electric and magnetic dipole excitations induced by the structural correlations can substantially influence the optical scattering properties, in addition to the far-field interference effect described by the structure factor. However, this modification is only slightly altered by different salt concentrations and is mainly because of the packing-density-dependent screening effect. On the other hand, for low refractive index colloidal polystyrene suspensions, the dependent scattering mechanism mainly involves the far-field interference effect, and the effective exciting field amplitude for the electric dipole almost remains unchanged under different structural correlations. The present study has profound implications for understanding the role of structural correlations in the dependent scattering mechanism.
NASA Astrophysics Data System (ADS)
WANG, P. T.
2015-12-01
Groundwater modeling requires to assign hydrogeological properties to every numerical grid. Due to the lack of detailed information and the inherent spatial heterogeneity, geological properties can be treated as random variables. Hydrogeological property is assumed to be a multivariate distribution with spatial correlations. By sampling random numbers from a given statistical distribution and assigning a value to each grid, a random field for modeling can be completed. Therefore, statistics sampling plays an important role in the efficiency of modeling procedure. Latin Hypercube Sampling (LHS) is a stratified random sampling procedure that provides an efficient way to sample variables from their multivariate distributions. This study combines the the stratified random procedure from LHS and the simulation by using LU decomposition to form LULHS. Both conditional and unconditional simulations of LULHS were develpoed. The simulation efficiency and spatial correlation of LULHS are compared to the other three different simulation methods. The results show that for the conditional simulation and unconditional simulation, LULHS method is more efficient in terms of computational effort. Less realizations are required to achieve the required statistical accuracy and spatial correlation.
Effective pore-scale dispersion upscaling with a correlated continuous time random walk approach
NASA Astrophysics Data System (ADS)
Le Borgne, T.; Bolster, D.; Dentz, M.; de Anna, P.; Tartakovsky, A.
2011-12-01
We investigate the upscaling of dispersion from a pore-scale analysis of Lagrangian velocities. A key challenge in the upscaling procedure is to relate the temporal evolution of spreading to the pore-scale velocity field properties. We test the hypothesis that one can represent Lagrangian velocities at the pore scale as a Markov process in space. The resulting effective transport model is a continuous time random walk (CTRW) characterized by a correlated random time increment, here denoted as correlated CTRW. We consider a simplified sinusoidal wavy channel model as well as a more complex heterogeneous pore space. For both systems, the predictions of the correlated CTRW model, with parameters defined from the velocity field properties (both distribution and correlation), are found to be in good agreement with results from direct pore-scale simulations over preasymptotic and asymptotic times. In this framework, the nontrivial dependence of dispersion on the pore boundary fluctuations is shown to be related to the competition between distribution and correlation effects. In particular, explicit inclusion of spatial velocity correlation in the effective CTRW model is found to be important to represent incomplete mixing in the pore throats.
Connectivity ranking of heterogeneous random conductivity models
NASA Astrophysics Data System (ADS)
Rizzo, C. B.; de Barros, F.
2017-12-01
To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.
Structuring Stokes correlation functions using vector-vortex beam
NASA Astrophysics Data System (ADS)
Kumar, Vijay; Anwar, Ali; Singh, R. P.
2018-01-01
Higher order statistical correlations of the optical vector speckle field, formed due to scattering of a vector-vortex beam, are explored. Here, we report on the experimental construction of the Stokes parameters covariance matrix, consisting of all possible spatial Stokes parameters correlation functions. We also propose and experimentally realize a new Stokes correlation functions called Stokes field auto correlation functions. It is observed that the Stokes correlation functions of the vector-vortex beam will be reflected in the respective Stokes correlation functions of the corresponding vector speckle field. The major advantage of proposing Stokes correlation functions is that the Stokes correlation function can be easily tuned by manipulating the polarization of vector-vortex beam used to generate vector speckle field and to get the phase information directly from the intensity measurements. Moreover, this approach leads to a complete experimental Stokes characterization of a broad range of random fields.
Time series, correlation matrices and random matrix models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vinayak; Seligman, Thomas H.
2014-01-08
In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that random matrices play an important role to describe a null hypothesis or a minimum information hypothesis for the description of a quantum system or subsystem. In the former case various forms of correlation matrices of time series associated with the classical observables of some system. The fact that such series are necessarily finite, inevitably introduces noise and this finite time influence lead to a random or stochastic component in these time series.more » By consequence random correlation matrices have a random component, and corresponding ensembles are used. In the latter we use random matrices to describe high temperature environment or uncontrolled perturbations, ensembles of differing chaotic systems etc. The common theme of the lectures is thus the importance of random matrix theory in a wide range of fields in and around physics.« less
A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields
Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto
2017-10-26
In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less
A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields
DOE Office of Scientific and Technical Information (OSTI.GOV)
Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto
In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less
Cosmic Rays in Intermittent Magnetic Fields
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shukurov, Anvar; Seta, Amit; Bushby, Paul J.
The propagation of cosmic rays in turbulent magnetic fields is a diffusive process driven by the scattering of the charged particles by random magnetic fluctuations. Such fields are usually highly intermittent, consisting of intense magnetic filaments and ribbons surrounded by weaker, unstructured fluctuations. Studies of cosmic-ray propagation have largely overlooked intermittency, instead adopting Gaussian random magnetic fields. Using test particle simulations, we calculate cosmic-ray diffusivity in intermittent, dynamo-generated magnetic fields. The results are compared with those obtained from non-intermittent magnetic fields having identical power spectra. The presence of magnetic intermittency significantly enhances cosmic-ray diffusion over a wide range of particlemore » energies. We demonstrate that the results can be interpreted in terms of a correlated random walk.« less
Relativistic diffusive motion in random electromagnetic fields
NASA Astrophysics Data System (ADS)
Haba, Z.
2011-08-01
We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper time. The dynamics in the laboratory time gives the diffusive transport equation corresponding to the Jüttner equilibrium at the inverse temperature β-1 = mc2. The diffusion constant is expressed by the field strength correlation function (Kubo's formula).
Random-phase metasurfaces at optical wavelengths
NASA Astrophysics Data System (ADS)
Pors, Anders; Ding, Fei; Chen, Yiting; Radko, Ilya P.; Bozhevolnyi, Sergey I.
2016-06-01
Random-phase metasurfaces, in which the constituents scatter light with random phases, have the property that an incident plane wave will diffusely scatter, hereby leading to a complex far-field response that is most suitably described by statistical means. In this work, we present and exemplify the statistical description of the far-field response, particularly highlighting how the response for polarised and unpolarised light might be alike or different depending on the correlation of scattering phases for two orthogonal polarisations. By utilizing gap plasmon-based metasurfaces, consisting of an optically thick gold film overlaid by a subwavelength thin glass spacer and an array of gold nanobricks, we design and realize random-phase metasurfaces at a wavelength of 800 nm. Optical characterisation of the fabricated samples convincingly demonstrates the diffuse scattering of reflected light, with statistics obeying the theoretical predictions. We foresee the use of random-phase metasurfaces for camouflage applications and as high-quality reference structures in dark-field microscopy, while the control of the statistics for polarised and unpolarised light might find usage in security applications. Finally, by incorporating a certain correlation between scattering by neighbouring metasurface constituents new types of functionalities can be realised, such as a Lambertian reflector.
Glassy phases and driven response of the phase-field-crystal model with random pinning.
Granato, E; Ramos, J A P; Achim, C V; Lehikoinen, J; Ying, S C; Ala-Nissila, T; Elder, K R
2011-09-01
We study the structural correlations and the nonlinear response to a driving force of a two-dimensional phase-field-crystal model with random pinning. The model provides an effective continuous description of lattice systems in the presence of disordered external pinning centers, allowing for both elastic and plastic deformations. We find that the phase-field crystal with disorder assumes an amorphous glassy ground state, with only short-ranged positional and orientational correlations, even in the limit of weak disorder. Under increasing driving force, the pinned amorphous-glass phase evolves into a moving plastic-flow phase and then, finally, a moving smectic phase. The transverse response of the moving smectic phase shows a vanishing transverse critical force for increasing system sizes.
3D displacement field measurement with correlation based on the micro-geometrical surface texture
NASA Astrophysics Data System (ADS)
Bubaker-Isheil, Halima; Serri, Jérôme; Fontaine, Jean-François
2011-07-01
Image correlation methods are widely used in experimental mechanics to obtain displacement field measurements. Currently, these methods are applied using digital images of the initial and deformed surfaces sprayed with black or white paint. Speckle patterns are then captured and the correlation is performed with a high degree of accuracy to an order of 0.01 pixels. In 3D, however, stereo-correlation leads to a lower degree of accuracy. Correlation techniques are based on the search for a sub-image (or pattern) displacement field. The work presented in this paper introduces a new correlation-based approach for 3D displacement field measurement that uses an additional 3D laser scanner and a CMM (Coordinate Measurement Machine). Unlike most existing methods that require the presence of markers on the observed object (such as black speckle, grids or random patterns), this approach relies solely on micro-geometrical surface textures such as waviness, roughness and aperiodic random defects. The latter are assumed to remain sufficiently small thus providing an adequate estimate of the particle displacement. The proposed approach can be used in a wide range of applications such as sheet metal forming with large strains. The method proceeds by first obtaining cloud points using the 3D laser scanner mounted on a CMM. These points are used to create 2D maps that are then correlated. In this respect, various criteria have been investigated for creating maps consisting of patterns, which facilitate the correlation procedure. Once the maps are created, the correlation between both configurations (initial and moved) is carried out using traditional methods developed for field measurements. Measurement validation was conducted using experiments in 2D and 3D with good results for rigid displacements in 2D, 3D and 2D rotations.
Universality of Critically Pinned Interfaces in Two-Dimensional Isotropic Random Media
NASA Astrophysics Data System (ADS)
Grassberger, Peter
2018-05-01
Based on extensive simulations, we conjecture that critically pinned interfaces in two-dimensional isotropic random media with short-range correlations are always in the universality class of ordinary percolation. Thus, in contrast to interfaces in >2 dimensions, there is no distinction between fractal (i.e., percolative) and rough but nonfractal interfaces. Our claim includes interfaces in zero-temperature random field Ising models (both with and without spontaneous nucleation), in heterogeneous bootstrap percolation, and in susceptible-weakened-infected-removed epidemics. It does not include models with long-range correlations in the randomness and models where overhangs are explicitly forbidden (which would imply nonisotropy of the medium).
The rate of separation of magnetic lines of force in a random magnetic field.
NASA Technical Reports Server (NTRS)
Jokipii, J. R.
1973-01-01
The mixing of magnetic lines of force, as represented by their rate of separation, as a function of distance along the magnetic field, is considered with emphasis on neighboring lines of force. This effect is particularly important in understanding the transport of charged particles perpendicular to the average magnetic field. The calculation is carried out in the approximation that the separation changes by an amount small compared with the correlation scale normal to the field, in a distance along the field of a few correlation scales. It is found that the rate of separation is very sensitive to the precise form of the power spectrum. Application to the interplanetary and interstellar magnetic fields is discussed, and it is shown that in some cases field lines, much closer together than the correlation scale, separate at a rate which is effectively as rapid as if they were many correlation lengths apart.
Correlated randomness: Some examples of exotic statistical physics
NASA Astrophysics Data System (ADS)
Stanley, H. Eugene
2005-05-01
One challenge of biology, medicine, and economics is that the systems treated by these sciences have no perfect metronome in time and no perfect spatial architecture -- crystalline or otherwise. Nonetheless, as if by magic, out of nothing but randomness one finds remarkably fine-tuned processes in time and remarkably fine-tuned structures in space. To understand this `miracle', one might consider placing aside the human tendency to see the universe as a machine. Instead, one might address the challenge of uncovering how, through randomness (albeit, as we shall see, strongly correlated randomness), one can arrive at many spatial and temporal patterns in biology, medicine, and economics. Inspired by principles developed by statistical physics over the past 50 years -- scale invariance and universality -- we review some recent applications of correlated randomness to fields that might startle Boltzmann if he were alive today.
Sensing Random Electromagnetic Fields and Applications
2015-06-23
PI: Aristide Dogariu Content: A. Stochastic Electromagnetics for Sensing ……………………………. 2 B. Fluctuation Polarimetry ...field correlations in the two components. 26 B. Fluctuation Polarimetry One of the simplest optical measurements to make is the measurement...imaging polarimetry and correlation techniques, Appl. Opt. 52, 997 (2013) 5. A. Dogariu, S. Sukhov, and J. J. Sáenz, The optically-induced
Covariance analyses of satellite-derived mesoscale wind fields
NASA Technical Reports Server (NTRS)
Maddox, R. A.; Vonder Haar, T. H.
1979-01-01
Statistical structure functions have been computed independently for nine satellite-derived mesoscale wind fields that were obtained on two different days. Small cumulus clouds were tracked at 5 min intervals, but since these clouds occurred primarily in the warm sectors of midlatitude cyclones the results cannot be considered representative of the circulations within cyclones in general. The field structure varied considerably with time and was especially affected if mesoscale features were observed. The wind fields on the 2 days studied were highly anisotropic with large gradients in structure occurring approximately normal to the mean flow. Structure function calculations for the combined set of satellite winds were used to estimate random error present in the fields. It is concluded for these data that the random error in vector winds derived from cumulus cloud tracking using high-frequency satellite data is less than 1.75 m/s. Spatial correlation functions were also computed for the nine data sets. Normalized correlation functions were considerably different for u and v components and decreased rapidly as data point separation increased for both components. The correlation functions for transverse and longitudinal components decreased less rapidly as data point separation increased.
Jian, Zhongping; Pearce, Jeremy; Mittleman, Daniel M
2003-07-18
We describe observations of the amplitude and phase of an electric field diffusing through a three-dimensional random medium, using terahertz time-domain spectroscopy. These measurements are spatially resolved with a resolution smaller than the speckle spot size and temporally resolved with a resolution better than one optical cycle. By computing correlation functions between fields measured at different positions and with different temporal delays, it is possible to obtain information about individual scattering events experienced by the diffusing field. This represents a new method for characterizing a multiply scattered wave.
NASA Astrophysics Data System (ADS)
Hadjiagapiou, Ioannis A.; Velonakis, Ioannis N.
2018-07-01
The Sherrington-Kirkpatrick Ising spin glass model, in the presence of a random magnetic field, is investigated within the framework of the one-step replica symmetry breaking. The two random variables (exchange integral interaction Jij and random magnetic field hi) are drawn from a joint Gaussian probability density function characterized by a correlation coefficient ρ, assuming positive and negative values. The thermodynamic properties, the three different phase diagrams and system's parameters are computed with respect to the natural parameters of the joint Gaussian probability density function at non-zero and zero temperatures. The low temperature negative entropy controversy, a result of the replica symmetry approach, has been partly remedied in the current study, leading to a less negative result. In addition, the present system possesses two successive spin glass phase transitions with characteristic temperatures.
Propagation of terahertz pulses in random media.
Pearce, Jeremy; Jian, Zhongping; Mittleman, Daniel M
2004-02-15
We describe measurements of single-cycle terahertz pulse propagation in a random medium. The unique capabilities of terahertz time-domain spectroscopy permit the characterization of a multiply scattered field with unprecedented spatial and temporal resolution. With these results, we can develop a framework for understanding the statistics of broadband laser speckle. Also, the ability to extract information on the phase of the field opens up new possibilities for characterizing multiply scattered waves. We illustrate this with a simple example, which involves computing a time-windowed temporal correlation between fields measured at different spatial locations. This enables the identification of individual scattering events, and could lead to a new method for imaging in random media.
Random electric field instabilities of relaxor ferroelectrics
NASA Astrophysics Data System (ADS)
Arce-Gamboa, José R.; Guzmán-Verri, Gian G.
2017-06-01
Relaxor ferroelectrics are complex oxide materials which are rather unique to study the effects of compositional disorder on phase transitions. Here, we study the effects of quenched cubic random electric fields on the lattice instabilities that lead to a ferroelectric transition and show that, within a microscopic model and a statistical mechanical solution, even weak compositional disorder can prohibit the development of long-range order and that a random field state with anisotropic and power-law correlations of polarization emerges from the combined effect of their characteristic dipole forces and their inherent charge disorder. We compare and reproduce several key experimental observations in the well-studied relaxor PbMg1/3Nb2/3O3-PbTiO3.
Osborn, Sarah; Zulian, Patrick; Benson, Thomas; ...
2018-01-30
This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Osborn, Sarah; Zulian, Patrick; Benson, Thomas
This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less
Corrected Mean-Field Model for Random Sequential Adsorption on Random Geometric Graphs
NASA Astrophysics Data System (ADS)
Dhara, Souvik; van Leeuwaarden, Johan S. H.; Mukherjee, Debankur
2018-03-01
A notorious problem in mathematics and physics is to create a solvable model for random sequential adsorption of non-overlapping congruent spheres in the d-dimensional Euclidean space with d≥ 2 . Spheres arrive sequentially at uniformly chosen locations in space and are accepted only when there is no overlap with previously deposited spheres. Due to spatial correlations, characterizing the fraction of accepted spheres remains largely intractable. We study this fraction by taking a novel approach that compares random sequential adsorption in Euclidean space to the nearest-neighbor blocking on a sequence of clustered random graphs. This random network model can be thought of as a corrected mean-field model for the interaction graph between the attempted spheres. Using functional limit theorems, we characterize the fraction of accepted spheres and its fluctuations.
Weak scattering of scalar and electromagnetic random fields
NASA Astrophysics Data System (ADS)
Tong, Zhisong
This dissertation encompasses several studies relating to the theory of weak potential scattering of scalar and electromagnetic random, wide-sense statistically stationary fields from various types of deterministic or random linear media. The proposed theory is largely based on the first Born approximation for potential scattering and on the angular spectrum representation of fields. The main focus of the scalar counterpart of the theory is made on calculation of the second-order statistics of scattered light fields in cases when the scattering medium consists of several types of discrete particles with deterministic or random potentials. It is shown that the knowledge of the correlation properties for the particles of the same and different types, described with the newly introduced pair-scattering matrix, is crucial for determining the spectral and coherence states of the scattered radiation. The approach based on the pair-scattering matrix is then used for solving an inverse problem of determining the location of an "alien" particle within the scattering collection of "normal" particles, from several measurements of the spectral density of scattered light. Weak scalar scattering of light from a particulate medium in the presence of optical turbulence existing between the scattering centers is then approached using the combination of the Born's theory for treating the light interaction with discrete particles and the Rytov's theory for light propagation in extended turbulent medium. It is demonstrated how the statistics of scattered radiation depend on scattering potentials of particles and the power spectra of the refractive index fluctuations of turbulence. This theory is of utmost importance for applications involving atmospheric and oceanic light transmission. The second part of the dissertation includes the theoretical procedure developed for predicting the second-order statistics of the electromagnetic random fields, such as polarization and linear momentum, scattered from static media. The spatial distribution of these properties of scattered fields is shown to be substantially dependent on the correlation and polarization properties of incident fields and on the statistics of the refractive index distribution within the scatterers. Further, an example is considered which illustrates the usefulness of the electromagnetic scattering theory of random fields in the case when the scattering medium is a thin bio-tissue layer with the prescribed power spectrum of the refractive index fluctuations. The polarization state of the scattered light is shown to be influenced by correlation and polarization states of the illumination as well as by the particle size distribution of the tissue slice.
Relative distribution of cosmic rays and magnetic fields
NASA Astrophysics Data System (ADS)
Seta, Amit; Shukurov, Anvar; Wood, Toby S.; Bushby, Paul J.; Snodin, Andrew P.
2018-02-01
Synchrotron radiation from cosmic rays is a key observational probe of the galactic magnetic field. Interpreting synchrotron emission data requires knowledge of the cosmic ray number density, which is often assumed to be in energy equipartition (or otherwise tightly correlated) with the magnetic field energy. However, there is no compelling observational or theoretical reason to expect such a tight correlation to hold across all scales. We use test particle simulations, tracing the propagation of charged particles (protons) through a random magnetic field, to study the cosmic ray distribution at scales comparable to the correlation scale of the turbulent flow in the interstellar medium (≃100 pc in spiral galaxies). In these simulations, we find that there is no spatial correlation between the cosmic ray number density and the magnetic field energy density. In fact, their distributions are approximately statistically independent. We find that low-energy cosmic rays can become trapped between magnetic mirrors, whose location depends more on the structure of the field lines than on the field strength.
Correlations of RMT characteristic polynomials and integrability: Hermitean matrices
DOE Office of Scientific and Technical Information (OSTI.GOV)
Osipov, Vladimir Al., E-mail: Vladimir.Osipov@uni-due.d; Kanzieper, Eugene, E-mail: Eugene.Kanzieper@hit.ac.i; Department of Physics of Complex Systems, Weizmann Institute of Science, Rehovot 76100
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general theory of {tau} functions, we (i) identify a zoo of hierarchical relations satisfied by {tau} functions in an abstract infinite-dimensional space and (ii) present a technology to translate these relations into hierarchically structured nonlinear differential equations describing the correlation functions of characteristic polynomials in the physical, spectral space. Implications of this formalism for fermionic, bosonic, and supersymmetric variations of zero-dimensional replica field theories are discussed at length. A particular emphasismore » is placed on the phenomenon of fermionic-bosonic factorisation of random-matrix-theory correlation functions.« less
Viladomat, Júlia; Mazumder, Rahul; McInturff, Alex; McCauley, Douglas J; Hastie, Trevor
2014-06-01
We propose a method to test the correlation of two random fields when they are both spatially autocorrelated. In this scenario, the assumption of independence for the pair of observations in the standard test does not hold, and as a result we reject in many cases where there is no effect (the precision of the null distribution is overestimated). Our method recovers the null distribution taking into account the autocorrelation. It uses Monte-Carlo methods, and focuses on permuting, and then smoothing and scaling one of the variables to destroy the correlation with the other, while maintaining at the same time the initial autocorrelation. With this simulation model, any test based on the independence of two (or more) random fields can be constructed. This research was motivated by a project in biodiversity and conservation in the Biology Department at Stanford University. © 2014, The International Biometric Society.
Kinetic field theory: exact free evolution of Gaussian phase-space correlations
NASA Astrophysics Data System (ADS)
Fabis, Felix; Kozlikin, Elena; Lilow, Robert; Bartelmann, Matthias
2018-04-01
In recent work we developed a description of cosmic large-scale structure formation in terms of non-equilibrium ensembles of classical particles, with time evolution obtained in the framework of a statistical field theory. In these works, the initial correlations between particles sampled from random Gaussian density and velocity fields have so far been treated perturbatively or restricted to pure momentum correlations. Here we treat the correlations between all phase-space coordinates exactly by adopting a diagrammatic language for the different forms of correlations, directly inspired by the Mayer cluster expansion. We will demonstrate that explicit expressions for phase-space density cumulants of arbitrary n-point order, which fully capture the non-linear coupling of free streaming kinematics due to initial correlations, can be obtained from a simple set of Feynman rules. These cumulants will be the foundation for future investigations of perturbation theory in particle interactions.
Self-excitation of a nonlinear scalar field in a random medium
Zeldovich, Ya. B.; Molchanov, S. A.; Ruzmaikin, A. A.; Sokoloff, D. D.
1987-01-01
We discuss the evolution in time of a scalar field under the influence of a random potential and diffusion. The cases of a short-correlation in time and of stationary potentials are considered. In a linear approximation and for sufficiently weak diffusion, the statistical moments of the field grow exponentially in time at growth rates that progressively increase with the order of the moment; this indicates the intermittent nature of the field. Nonlinearity halts this growth and in some cases can destroy the intermittency. However, in many nonlinear situations the intermittency is preserved: high, persistent peaks of the field exist against the background of a smooth field distribution. These widely spaced peaks may make a major contribution to the average characteristics of the field. PMID:16593872
Sample Size Estimation in Cluster Randomized Educational Trials: An Empirical Bayes Approach
ERIC Educational Resources Information Center
Rotondi, Michael A.; Donner, Allan
2009-01-01
The educational field has now accumulated an extensive literature reporting on values of the intraclass correlation coefficient, a parameter essential to determining the required size of a planned cluster randomized trial. We propose here a simple simulation-based approach including all relevant information that can facilitate this task. An…
USDA-ARS?s Scientific Manuscript database
The genetic effects of long term random mating and natural selection aided by genetic male sterility (gms) were evaluated in two soybean [Glycine max (L.) Merr.] populations designated: RSII and RSIII. These populations were evaluated in the field at three locations each with two replications. Genot...
How random is a random vector?
NASA Astrophysics Data System (ADS)
Eliazar, Iddo
2015-12-01
Over 80 years ago Samuel Wilks proposed that the "generalized variance" of a random vector is the determinant of its covariance matrix. To date, the notion and use of the generalized variance is confined only to very specific niches in statistics. In this paper we establish that the "Wilks standard deviation" -the square root of the generalized variance-is indeed the standard deviation of a random vector. We further establish that the "uncorrelation index" -a derivative of the Wilks standard deviation-is a measure of the overall correlation between the components of a random vector. Both the Wilks standard deviation and the uncorrelation index are, respectively, special cases of two general notions that we introduce: "randomness measures" and "independence indices" of random vectors. In turn, these general notions give rise to "randomness diagrams"-tangible planar visualizations that answer the question: How random is a random vector? The notion of "independence indices" yields a novel measure of correlation for Lévy laws. In general, the concepts and results presented in this paper are applicable to any field of science and engineering with random-vectors empirical data.
Random electric field instabilities of relaxor ferroelectrics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Arce-Gamboa, Jose R.; Guzman-Verri, Gian G.
Relaxor ferroelectrics are complex oxide materials which are rather unique to study the effects of compositional disorder on phase transitions. Here, we study the effects of quenched cubic random electric fields on the lattice instabilities that lead to a ferroelectric transition and show that, within a microscopic model and a statistical mechanical solution, even weak compositional disorder can prohibit the development of long-range order and that a random field state with anisotropic and power-law correlations of polarization emerges from the combined effect of their characteristic dipole forces and their inherent charge disorder. As a result, we compare and reproduce severalmore » key experimental observations in the well-studied relaxor PbMg 1/3Nb 2/3O 3–PbTiO 3.« less
Random electric field instabilities of relaxor ferroelectrics
Arce-Gamboa, Jose R.; Guzman-Verri, Gian G.
2017-06-13
Relaxor ferroelectrics are complex oxide materials which are rather unique to study the effects of compositional disorder on phase transitions. Here, we study the effects of quenched cubic random electric fields on the lattice instabilities that lead to a ferroelectric transition and show that, within a microscopic model and a statistical mechanical solution, even weak compositional disorder can prohibit the development of long-range order and that a random field state with anisotropic and power-law correlations of polarization emerges from the combined effect of their characteristic dipole forces and their inherent charge disorder. As a result, we compare and reproduce severalmore » key experimental observations in the well-studied relaxor PbMg 1/3Nb 2/3O 3–PbTiO 3.« less
Antonov, N V; Kostenko, M M
2014-12-01
The field theoretic renormalization group and the operator product expansion are applied to two models of passive scalar quantities (the density and the tracer fields) advected by a random turbulent velocity field. The latter is governed by the Navier-Stokes equation for compressible fluid, subject to external random force with the covariance ∝δ(t-t')k(4-d-y), where d is the dimension of space and y is an arbitrary exponent. The original stochastic problems are reformulated as multiplicatively renormalizable field theoretic models; the corresponding renormalization group equations possess infrared attractive fixed points. It is shown that various correlation functions of the scalar field, its powers and gradients, demonstrate anomalous scaling behavior in the inertial-convective range already for small values of y. The corresponding anomalous exponents, identified with scaling (critical) dimensions of certain composite fields ("operators" in the quantum-field terminology), can be systematically calculated as series in y. The practical calculation is performed in the leading one-loop approximation, including exponents in anisotropic contributions. It should be emphasized that, in contrast to Gaussian ensembles with finite correlation time, the model and the perturbation theory presented here are manifestly Galilean covariant. The validity of the one-loop approximation and comparison with Gaussian models are briefly discussed.
Suppression of Dyakonov-Perel Spin Relaxation in High-Mobility n-GaAs
NASA Astrophysics Data System (ADS)
Dzhioev, R. I.; Kavokin, K. V.; Korenev, V. L.; Lazarev, M. V.; Poletaev, N. K.; Zakharchenya, B. P.; Stinaff, E. A.; Gammon, D.; Bracker, A. S.; Ware, M. E.
2004-11-01
We report a large and unexpected suppression of the free electron spin-relaxation in lightly doped n-GaAs bulk crystals. The spin-relaxation rate shows a weak mobility dependence and saturates at a level 30 times less than that predicted by the Dyakonov-Perel theory. The dynamics of the spin-orbit field differs substantially from the usual scheme: although all the experimental data can be self-consistently interpreted as a precessional spin-relaxation induced by a random spin-orbit field, the correlation time of this random field, surprisingly, is much shorter than, and is independent of, the momentum relaxation time determined from transport measurements.
Suppression of Dyakonov-Perel spin relaxation in high-mobility n-GaAs.
Dzhioev, R I; Kavokin, K V; Korenev, V L; Lazarev, M V; Poletaev, N K; Zakharchenya, B P; Stinaff, E A; Gammon, D; Bracker, A S; Ware, M E
2004-11-19
We report a large and unexpected suppression of the free electron spin-relaxation in lightly doped n-GaAs bulk crystals. The spin-relaxation rate shows a weak mobility dependence and saturates at a level 30 times less than that predicted by the Dyakonov-Perel theory. The dynamics of the spin-orbit field differs substantially from the usual scheme: although all the experimental data can be self-consistently interpreted as a precessional spin-relaxation induced by a random spin-orbit field, the correlation time of this random field, surprisingly, is much shorter than, and is independent of, the momentum relaxation time determined from transport measurements.
Random waves in the brain: Symmetries and defect generation in the visual cortex
NASA Astrophysics Data System (ADS)
Schnabel, M.; Kaschube, M.; Löwel, S.; Wolf, F.
2007-06-01
How orientation maps in the visual cortex of the brain develop is a matter of long standing debate. Experimental and theoretical evidence suggests that their development represents an activity-dependent self-organization process. Theoretical analysis [1] exploring this hypothesis predicted that maps at an early developmental stage are realizations of Gaussian random fields exhibiting a rigorous lower bound for their densities of topological defects, called pinwheels. As a consequence, lower pinwheel densities, if observed in adult animals, are predicted to develop through the motion and annihilation of pinwheel pairs. Despite of being valid for a large class of developmental models this result depends on the symmetries of the models and thus of the predicted random field ensembles. In [1] invariance of the orientation map's statistical properties under independent space rotations and orientation shifts was assumed. However, full rotation symmetry appears to be broken by interactions of cortical neurons, e.g. selective couplings between groups of neurons with collinear orientation preferences [2]. A recently proposed new symmetry, called shift-twist symmetry [3], stating that spatial rotations have to occur together with orientation shifts in order to be an appropriate symmetry transformation, is more consistent with this organization. Here we generalize our random field approach to this important symmetry class. We propose a new class of shift-twist symmetric Gaussian random fields and derive the general correlation functions of this ensemble. It turns out that despite strong effects of the shift-twist symmetry on the structure of the correlation functions and on the map layout the lower bound on the pinwheel densities remains unaffected, predicting pinwheel annihilation in systems with low pinwheel densities.
Remote sensing of Earth terrain
NASA Technical Reports Server (NTRS)
Kong, Jin AU
1987-01-01
Earth terrain covers were modeled as random media characterized by different dielectric constants and correlation functions. In order to model sea ice with brine inclusions and vegetation with row structures, the random medium is assumed to be anisotropic. A three layer model is used to simulate a vegetation field or a snow covered ice field with the top layer being snow or leaves, the middle layer being ice or trunks, and the bottom layer being sea water or ground. The strong fluctuation theory with the distorted Born approximation is applied to the solution of the radar backscattering coefficients.
Dynamics and asymptotics of correlations in a many-body localized system
NASA Astrophysics Data System (ADS)
Campbell, Steve; Power, Matthew J. M.; De Chiara, Gabriele
2017-08-01
We examine the dynamics of nearest-neighbor bipartite concurrence and total correlations in the spin-1/2 XXZ model with random fields. We show, starting from factorized random initial states, that the concurrence can suffer entanglement sudden death in the long time limit and therefore may not be a useful indicator of the properties of the system. In contrast, we show that the total correlations capture the dynamics more succinctly, and further reveal a fundamental difference in the dynamics governed by the ergodic versus many-body localized phases, with the latter exhibiting dynamical oscillations. Finally, we consider an initial state composed of several singlet pairs and show that by fixing the correlation properties, while the dynamics do not reveal noticeable differences between the phases, the long-time values of the correlation measures appear to indicate the critical region.
Hafdahl, Adam R; Williams, Michelle A
2009-03-01
In 2 Monte Carlo studies of fixed- and random-effects meta-analysis for correlations, A. P. Field (2001) ostensibly evaluated Hedges-Olkin-Vevea Fisher-z and Schmidt-Hunter Pearson-r estimators and tests in 120 conditions. Some authors have cited those results as evidence not to meta-analyze Fisher-z correlations, especially with heterogeneous correlation parameters. The present attempt to replicate Field's simulations included comparisons with analytic values as well as results for efficiency and confidence-interval coverage. Field's results under homogeneity were mostly replicable, but those under heterogeneity were not: The latter exhibited up to over .17 more bias than ours and, for tests of the mean correlation and homogeneity, respectively, nonnull rejection rates up to .60 lower and .65 higher. Changes to Field's observations and conclusions are recommended, and practical guidance is offered regarding simulation evidence and choices among methods. Most cautions about poor performance of Fisher-z methods are largely unfounded, especially with a more appropriate z-to-r transformation. The Appendix gives a computer program for obtaining Pearson-r moments from a normal Fisher-z distribution, which is used to demonstrate distortion due to direct z-to-r transformation of a mean Fisher-z correlation.
NASA Astrophysics Data System (ADS)
Suciu, N.; Vamos, C.; Vereecken, H.; Vanderborght, J.; Hardelauf, H.
2003-04-01
When the small scale transport is modeled by a Wiener process and the large scale heterogeneity by a random velocity field, the effective coefficients, Deff, can be decomposed as sums between the local coefficient, D, a contribution of the random advection, Dadv, and a contribution of the randomness of the trajectory of plume center of mass, Dcm: Deff=D+Dadv-Dcm. The coefficient Dadv is similar to that introduced by Taylor in 1921, and more recent works associate it with the thermodynamic equilibrium. The ``ergodic hypothesis'' says that over large time intervals Dcm vanishes and the effect of the heterogeneity is described by Dadv=Deff-D. In this work we investigate numerically the long time behavior of the effective coefficients as well as the validity of the ergodic hypothesis. The transport in every realization of the velocity field is modeled with the Global Random Walk Algorithm, which is able to track as many particles as necessary to achieve a statistically reliable simulation of the process. Averages over realizations are further used to estimate mean coefficients and standard deviations. In order to remain in the frame of most of the theoretical approaches, the velocity field was generated in a linear approximation and the logarithm of the hydraulic conductivity was taken to be exponential decaying correlated with variance equal to 0.1. Our results show that even in these idealized conditions, the effective coefficients tend to asymptotic constant values only when the plume travels thousands of correlations lengths (while the first order theories usually predict Fickian behavior after tens of correlations lengths) and that the ergodicity conditions are still far from being met.
Resistivity and magnetoresistivity of amorphous rare-earth alloys
NASA Astrophysics Data System (ADS)
Borchi, E.; Poli, M.; De Gennaro, S.
1982-05-01
The resistivity and magnetoresistivity of amorphous rare-earth alloys are studied starting from the general approach of Van Peski-Tinbergen and Dekker. The random axial crystal-field and the magnetic correlations between the rare-earth ions are consistently taken into account. The characteristic features of the available experimental data are explained both of the case of random ferromagnetic and antiferromagnetic order.
Seven lessons from manyfield inflation in random potentials
NASA Astrophysics Data System (ADS)
Dias, Mafalda; Frazer, Jonathan; Marsh, M. C. David
2018-01-01
We study inflation in models with many interacting fields subject to randomly generated scalar potentials. We use methods from non-equilibrium random matrix theory to construct the potentials and an adaption of the `transport method' to evolve the two-point correlators during inflation. This construction allows, for the first time, for an explicit study of models with up to 100 interacting fields supporting a period of `approximately saddle-point' inflation. We determine the statistical predictions for observables by generating over 30,000 models with 2–100 fields supporting at least 60 efolds of inflation. These studies lead us to seven lessons: i) Manyfield inflation is not single-field inflation, ii) The larger the number of fields, the simpler and sharper the predictions, iii) Planck compatibility is not rare, but future experiments may rule out this class of models, iv) The smoother the potentials, the sharper the predictions, v) Hyperparameters can transition from stiff to sloppy, vi) Despite tachyons, isocurvature can decay, vii) Eigenvalue repulsion drives the predictions. We conclude that many of the `generic predictions' of single-field inflation can be emergent features of complex inflation models.
New constraints on modelling the random magnetic field of the MW
NASA Astrophysics Data System (ADS)
Beck, Marcus C.; Beck, Alexander M.; Beck, Rainer; Dolag, Klaus; Strong, Andrew W.; Nielaba, Peter
2016-05-01
We extend the description of the isotropic and anisotropic random component of the small-scale magnetic field within the existing magnetic field model of the Milky Way from Jansson & Farrar, by including random realizations of the small-scale component. Using a magnetic-field power spectrum with Gaussian random fields, the NE2001 model for the thermal electrons and the Galactic cosmic-ray electron distribution from the current GALPROP model we derive full-sky maps for the total and polarized synchrotron intensity as well as the Faraday rotation-measure distribution. While previous work assumed that small-scale fluctuations average out along the line-of-sight or which only computed ensemble averages of random fields, we show that these fluctuations need to be carefully taken into account. Comparing with observational data we obtain not only good agreement with 408 MHz total and WMAP7 22 GHz polarized intensity emission maps, but also an improved agreement with Galactic foreground rotation-measure maps and power spectra, whose amplitude and shape strongly depend on the parameters of the random field. We demonstrate that a correlation length of 0≈22 pc (05 pc being a 5σ lower limit) is needed to match the slope of the observed power spectrum of Galactic foreground rotation-measure maps. Using multiple realizations allows us also to infer errors on individual observables. We find that previously-used amplitudes for random and anisotropic random magnetic field components need to be rescaled by factors of ≈0.3 and 0.6 to account for the new small-scale contributions. Our model predicts a rotation measure of -2.8±7.1 rad/m2 and 04.4±11. rad/m2 for the north and south Galactic poles respectively, in good agreement with observations. Applying our model to deflections of ultra-high-energy cosmic rays we infer a mean deflection of ≈3.5±1.1 degree for 60 EeV protons arriving from CenA.
NASA Astrophysics Data System (ADS)
Ma, Ning; Zhao, Juan; Hanson, Steen G.; Takeda, Mitsuo; Wang, Wei
2016-10-01
Laser speckle has received extensive studies of its basic properties and associated applications. In the majority of research on speckle phenomena, the random optical field has been treated as a scalar optical field, and the main interest has been concentrated on their statistical properties and applications of its intensity distribution. Recently, statistical properties of random electric vector fields referred to as Polarization Speckle have come to attract new interest because of their importance in a variety of areas with practical applications such as biomedical optics and optical metrology. Statistical phenomena of random electric vector fields have close relevance to the theories of speckles, polarization and coherence theory. In this paper, we investigate the correlation tensor for stochastic electromagnetic fields modulated by a depolarizer consisting of a rough-surfaced retardation plate. Under the assumption that the microstructure of the scattering surface on the depolarizer is as fine as to be unresolvable in our observation region, we have derived a relationship between the polarization matrix/coherency matrix for the modulated electric fields behind the rough-surfaced retardation plate and the coherence matrix under the free space geometry. This relation is regarded as entirely analogous to the van Cittert-Zernike theorem of classical coherence theory. Within the paraxial approximation as represented by the ABCD-matrix formalism, the three-dimensional structure of the generated polarization speckle is investigated based on the correlation tensor, indicating a typical carrot structure with a much longer axial dimension than the extent in its transverse dimension.
Learning Bayesian Networks from Correlated Data
NASA Astrophysics Data System (ADS)
Bae, Harold; Monti, Stefano; Montano, Monty; Steinberg, Martin H.; Perls, Thomas T.; Sebastiani, Paola
2016-05-01
Bayesian networks are probabilistic models that represent complex distributions in a modular way and have become very popular in many fields. There are many methods to build Bayesian networks from a random sample of independent and identically distributed observations. However, many observational studies are designed using some form of clustered sampling that introduces correlations between observations within the same cluster and ignoring this correlation typically inflates the rate of false positive associations. We describe a novel parameterization of Bayesian networks that uses random effects to model the correlation within sample units and can be used for structure and parameter learning from correlated data without inflating the Type I error rate. We compare different learning metrics using simulations and illustrate the method in two real examples: an analysis of genetic and non-genetic factors associated with human longevity from a family-based study, and an example of risk factors for complications of sickle cell anemia from a longitudinal study with repeated measures.
Time Correlations of Lightning Flash Sequences in Thunderstorms Revealed by Fractal Analysis
NASA Astrophysics Data System (ADS)
Gou, Xueqiang; Chen, Mingli; Zhang, Guangshu
2018-01-01
By using the data of lightning detection and ranging system at the Kennedy Space Center, the temporal fractal and correlation of interevent time series of lightning flash sequences in thunderstorms have been investigated with Allan factor (AF), Fano factor (FF), and detrended fluctuation analysis (DFA) methods. AF, FF, and DFA methods are powerful tools to detect the time-scaling structures and correlations in point processes. Totally 40 thunderstorms with distinguishing features of a single-cell storm and apparent increase and decrease in the total flash rate were selected for the analysis. It is found that the time-scaling exponents for AF (
Wang, Wei; Takeda, Mitsuo
2006-09-01
A new concept of vector and tensor densities is introduced into the general coherence theory of vector electromagnetic fields that is based on energy and energy-flow coherence tensors. Related coherence conservation laws are presented in the form of continuity equations that provide new insights into the propagation of second-order correlation tensors associated with stationary random classical electromagnetic fields.
Dobbertin, Matthias; Hug, Christian; Mizoue, Nobuya
2004-11-01
In this study we used photographs of tree crowns to test whether the assessment methods for tree defoliation in Switzerland have changed over time. We randomly selected 24 series of slides of Norway spruce with field assessments made between 1986 and 1995. The slides were randomly arranged and assessed by three experts without prior knowledge of the year when the slide was taken or the tree number. Defoliation was assessed using the Swiss reference photo guide. Although the correlations between the field assessments and slide assessments were high (Spearman's rank correlation coefficient ranged between 0.79 and 0.83), we found significant differences between field and slide assessments (4.3 to 9% underprediction by the slide assessors) and between the slide assessments. However, no significant trends in field assessment methods could be detected. When the mean differences between field and slide assessments were subtracted, in some years, field assessors consistently underpredicted (1990, 1992) or overpredicted defoliation (1987, 1991). Defoliation tended to be overpredicted in slides taken against the light, and underpredicted for trees with more than 25% crown overlap. We conclude that slide series can be used to detect changes in assessment methods. However, potential observer bias calls for more objective methods of assessment.
Wen, J. -J.; Koohpayeh, S. M.; Ross, K. A.; ...
2017-03-08
Inelastic neutron scattering reveals a broad continuum of excitations in Pr 2 Zr 2 O 7 , the temperature and magnetic field dependence of which indicate a continuous distribution of quenched transverse fields ( Δ ) acting on the non-Kramers Pr 3 + crystal field ground state doublets. Spin-ice correlations are apparent within 0.2 meV of the Zeeman energy. In a random phase approximation an excellent account of the data is provided and contains a transverse field distribution ρ ( Δ ) ∝ ( Δ 2 + Γ 2 ) - 1 , where Γ = 0.27 ( 1 )more » meV . Established during high temperature synthesis due to an underlying structural instability, it appears disorder in Pr 2 Zr 2 O 7 actually induces a quantum spin liquid.« less
NASA Astrophysics Data System (ADS)
Cheraghalizadeh, Jafar; Najafi, Morteza N.; Mohammadzadeh, Hossein
2018-05-01
The effect of metallic nano-particles (MNPs) on the electrostatic potential of a disordered 2D dielectric media is considered. The disorder in the media is assumed to be white-noise Coulomb impurities with normal distribution. To realize the correlations between the MNPs we have used the Ising model with an artificial temperature T that controls the number of MNPs as well as their correlations. In the T → 0 limit, one retrieves the Gaussian free field (GFF), and in the finite temperature the problem is equivalent to a GFF in iso-potential islands. The problem is argued to be equivalent to a scale-invariant random surface with some critical exponents which vary with T and correspondingly are correlation-dependent. Two type of observables have been considered: local and global quantities. We have observed that the MNPs soften the random potential and reduce its statistical fluctuations. This softening is observed in the local as well as the geometrical quantities. The correlation function of the electrostatic and its total variance are observed to be logarithmic just like the GFF, i.e. the roughness exponent remains zero for all temperatures, whereas the proportionality constants scale with T - T c . The fractal dimension of iso-potential lines ( D f ), the exponent of the distribution function of the gyration radius ( τ r ), and the loop lengths ( τ l ), and also the exponent of the loop Green function x l change in terms of T - T c in a power-law fashion, with some critical exponents reported in the text. Importantly we have observed that D f ( T) - D f ( T c ) 1/√ ξ( T), in which ξ( T) is the spin correlation length in the Ising model.
Role of random electric fields in relaxors
Phelan, Daniel; Stock, Christopher; Rodriguez-Rivera, Jose A.; Chi, Songxue; Leão, Juscelino; Long, Xifa; Xie, Yujuan; Bokov, Alexei A.; Ye, Zuo-Guang; Ganesh, Panchapakesan; Gehring, Peter M.
2014-01-01
PbZr1–xTixO3 (PZT) and Pb(Mg1/3Nb2/3)1–xTixO3 (PMN-xPT) are complex lead-oxide perovskites that display exceptional piezoelectric properties for pseudorhombohedral compositions near a tetragonal phase boundary. In PZT these compositions are ferroelectrics, but in PMN-xPT they are relaxors because the dielectric permittivity is frequency dependent and exhibits non-Arrhenius behavior. We show that the nanoscale structure unique to PMN-xPT and other lead-oxide perovskite relaxors is absent in PZT and correlates with a greater than 100% enhancement of the longitudinal piezoelectric coefficient in PMN-xPT relative to that in PZT. By comparing dielectric, structural, lattice dynamical, and piezoelectric measurements on PZT and PMN-xPT, two nearly identical compounds that represent weak and strong random electric field limits, we show that quenched (static) random fields establish the relaxor phase and identify the order parameter. PMID:24449912
Aging in the three-dimensional random-field Ising model
NASA Astrophysics Data System (ADS)
von Ohr, Sebastian; Manssen, Markus; Hartmann, Alexander K.
2017-07-01
We studied the nonequilibrium aging behavior of the random-field Ising model in three dimensions for various values of the disorder strength. This allowed us to investigate how the aging behavior changes across the ferromagnetic-paramagnetic phase transition. We investigated a large system size of N =2563 spins and up to 108 Monte Carlo sweeps. To reach these necessary long simulation times, we employed an implementation running on Intel Xeon Phi coprocessors, reaching single-spin-flip times as short as 6 ps. We measured typical correlation functions in space and time to extract a growing length scale and corresponding exponents.
Exact PDF equations and closure approximations for advective-reactive transport
DOE Office of Scientific and Technical Information (OSTI.GOV)
Venturi, D.; Tartakovsky, Daniel M.; Tartakovsky, Alexandre M.
2013-06-01
Mathematical models of advection–reaction phenomena rely on advective flow velocity and (bio) chemical reaction rates that are notoriously random. By using functional integral methods, we derive exact evolution equations for the probability density function (PDF) of the state variables of the advection–reaction system in the presence of random transport velocity and random reaction rates with rather arbitrary distributions. These PDF equations are solved analytically for transport with deterministic flow velocity and a linear reaction rate represented mathematically by a heterog eneous and strongly-correlated random field. Our analytical solution is then used to investigate the accuracy and robustness of the recentlymore » proposed large-eddy diffusivity (LED) closure approximation [1]. We find that the solution to the LED-based PDF equation, which is exact for uncorrelated reaction rates, is accurate even in the presence of strong correlations and it provides an upper bound of predictive uncertainty.« less
Correlations and analytical approaches to co-evolving voter models
NASA Astrophysics Data System (ADS)
Ji, M.; Xu, C.; Choi, C. W.; Hui, P. M.
2013-11-01
The difficulty in formulating analytical treatments in co-evolving networks is studied in light of the Vazquez-Eguíluz-San Miguel voter model (VM) and a modified VM (MVM) that introduces a random mutation of the opinion as a noise in the VM. The density of active links, which are links that connect the nodes of opposite opinions, is shown to be highly sensitive to both the degree k of a node and the active links n among the neighbors of a node. We test the validity in the formalism of analytical approaches and show explicitly that the assumptions behind the commonly used homogeneous pair approximation scheme in formulating a mean-field theory are the source of the theory's failure due to the strong correlations between k, n and n2. An improved approach that incorporates spatial correlation to the nearest-neighbors explicitly and a random approximation for the next-nearest neighbors is formulated for the VM and the MVM, and it gives better agreement with the simulation results. We introduce an empirical approach that quantifies the correlations more accurately and gives results in good agreement with the simulation results. The work clarifies why simply mean-field theory fails and sheds light on how to analyze the correlations in the dynamic equations that are often generated in co-evolving processes.
Polarized vortices in optical speckle field: observation of rare polarization singularities.
Dupont, Jan; Orlik, Xavier
2015-03-09
Using a recent method able to characterize the polarimetry of a random field with high polarimetric and spatial accuracy even near places of destructive interference, we study polarized optical vortices at a scale below the transverse correlation width of a speckle field. We perform high accuracy polarimetric measurements of known singularities described with an half-integer topological index and we study rare integer index singularities which have, to our knowledge, never been observed in a speckle field.
Surface Wave Dispersion Measurements and Tomography From Ambient Seismic Noise in China
2007-12-20
Recovering the Green’s function from field - field correlations in an open scattering medium (L), J. Acoust. Soc. Amer. 113 (6), 2973- 2976, 2003. Eagle, D...The basic approach can be traced back much earlier studies of random fields in seismology (Aki, 1957; Toksoz, 1964; Claerbout, 1968), in...Seismic Network (CNDSN), Center of China Digital Seismic Network (CCDSN) stations, and China Seismic Network ( CSN ). We refer here as China National
Evaluation of random errors in Williams’ series coefficients obtained with digital image correlation
NASA Astrophysics Data System (ADS)
Lychak, Oleh V.; Holyns'kiy, Ivan S.
2016-03-01
The use of the Williams’ series parameters for fracture analysis requires valid information about their error values. The aim of this investigation is the development of the method for estimation of the standard deviation of random errors of the Williams’ series parameters, obtained from the measured components of the stress field. Also, the criteria for choosing the optimal number of terms in the truncated Williams’ series for derivation of their parameters with minimal errors is proposed. The method was used for the evaluation of the Williams’ parameters, obtained from the data, and measured by the digital image correlation technique for testing a three-point bending specimen.
Antonov, N V; Gulitskiy, N M; Kostenko, M M; Malyshev, A V
2018-03-01
In this paper we consider the model of incompressible fluid described by the stochastic Navier-Stokes equation with finite correlation time of a random force. Inertial-range asymptotic behavior of fully developed turbulence is studied by means of the field theoretic renormalization group within the one-loop approximation. It is corroborated that regardless of the values of model parameters and initial data the inertial-range behavior of the model is described by the limiting case of vanishing correlation time. This indicates that the Galilean symmetry of the model violated by the "colored" random force is restored in the inertial range. This regime corresponds to the only nontrivial fixed point of the renormalization group equation. The stability of this point depends on the relation between the exponents in the energy spectrum E∝k^{1-y} and the dispersion law ω∝k^{2-η}. The second analyzed problem is the passive advection of a scalar field by this velocity ensemble. Correlation functions of the scalar field exhibit anomalous scaling behavior in the inertial-convective range. We demonstrate that in accordance with Kolmogorov's hypothesis of the local symmetry restoration the main contribution to the operator product expansion is given by the isotropic operator, while anisotropic terms should be considered only as corrections.
NASA Astrophysics Data System (ADS)
Antonov, N. V.; Gulitskiy, N. M.; Kostenko, M. M.; Malyshev, A. V.
2018-03-01
In this paper we consider the model of incompressible fluid described by the stochastic Navier-Stokes equation with finite correlation time of a random force. Inertial-range asymptotic behavior of fully developed turbulence is studied by means of the field theoretic renormalization group within the one-loop approximation. It is corroborated that regardless of the values of model parameters and initial data the inertial-range behavior of the model is described by the limiting case of vanishing correlation time. This indicates that the Galilean symmetry of the model violated by the "colored" random force is restored in the inertial range. This regime corresponds to the only nontrivial fixed point of the renormalization group equation. The stability of this point depends on the relation between the exponents in the energy spectrum E ∝k1 -y and the dispersion law ω ∝k2 -η . The second analyzed problem is the passive advection of a scalar field by this velocity ensemble. Correlation functions of the scalar field exhibit anomalous scaling behavior in the inertial-convective range. We demonstrate that in accordance with Kolmogorov's hypothesis of the local symmetry restoration the main contribution to the operator product expansion is given by the isotropic operator, while anisotropic terms should be considered only as corrections.
Inflation in random Gaussian landscapes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Masoumi, Ali; Vilenkin, Alexander; Yamada, Masaki, E-mail: ali@cosmos.phy.tufts.edu, E-mail: vilenkin@cosmos.phy.tufts.edu, E-mail: Masaki.Yamada@tufts.edu
2017-05-01
We develop analytic and numerical techniques for studying the statistics of slow-roll inflation in random Gaussian landscapes. As an illustration of these techniques, we analyze small-field inflation in a one-dimensional landscape. We calculate the probability distributions for the maximal number of e-folds and for the spectral index of density fluctuations n {sub s} and its running α {sub s} . These distributions have a universal form, insensitive to the correlation function of the Gaussian ensemble. We outline possible extensions of our methods to a large number of fields and to models of large-field inflation. These methods do not suffer frommore » potential inconsistencies inherent in the Brownian motion technique, which has been used in most of the earlier treatments.« less
What is measured by hyper-Rayleigh scattering from a liquid?
NASA Astrophysics Data System (ADS)
Rodriquez, Micheal B.; Shelton, David P.
2018-04-01
Polarization and angle dependence of hyper-Rayleigh scattering (HRS) measured for liquid acetonitrile and dimethyl sulfoxide (DMSO) is analyzed in terms of contributions from randomly oriented molecules and additional contributions produced during intermolecular collisions and induced by the electric field of dissolved ions. All three contributions show the effect of long-range correlation, and the correlation functions are determined using the HRS observations combined with the results of molecular dynamics simulations. HRS from acetonitrile is polarized transverse to the scattering vector. This is due to long-range molecular orientation correlation produced by the dipole-dipole interaction, and correlation at distances r > 100 nm must be included to account for the HRS observations. Analysis of the HRS measurements for acetonitrile determines the length scale a = 0.185 nm for the long-range longitudinal and transverse orientation correlation functions BL=-2 BT=a3/r3. Transverse polarized collision-induced HRS is also observed for acetonitrile, indicating long-range correlation of intermolecular modes. Strong longitudinal HRS is induced by the radial electric field of dissolved ions in acetonitrile. For DMSO, the angle between the molecular dipole and the vector part of the first hyperpolarizability tensor is about 100°. As a result, HRS from the randomly oriented molecules in DMSO is nearly unaffected by dipole correlation, and ion-induced HRS is weak. The strong longitudinal polarized HRS observed for DMSO is due to the collision-induced contribution, indicating long-range correlation of intermolecular modes. The HRS observations require correlation that has r-3 long-range asymptotic form, for molecular orientation and for intermolecular vibration and libration, for both acetonitrile and DMSO.
Random versus maximum entropy models of neural population activity
NASA Astrophysics Data System (ADS)
Ferrari, Ulisse; Obuchi, Tomoyuki; Mora, Thierry
2017-04-01
The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions underlying maximum entropy are intuitive and appealing, its adequacy for describing complex empirical data has been little studied in comparison to alternative approaches. Here, data from the collective spiking activity of retinal neurons is reanalyzed. The accuracy of the maximum entropy distribution constrained by mean firing rates and pairwise correlations is compared to a random ensemble of distributions constrained by the same observables. For most of the tested networks, maximum entropy approximates the true distribution better than the typical or mean distribution from that ensemble. This advantage improves with population size, with groups as small as eight being almost always better described by maximum entropy. Failure of maximum entropy to outperform random models is found to be associated with strong correlations in the population.
Ordering statistics of four random walkers on a line
NASA Astrophysics Data System (ADS)
Helenbrook, Brian; ben-Avraham, Daniel
2018-05-01
We study the ordering statistics of four random walkers on the line, obtaining a much improved estimate for the long-time decay exponent of the probability that a particle leads to time t , Plead(t ) ˜t-0.91287850 , and that a particle lags to time t (never assumes the lead), Plag(t ) ˜t-0.30763604 . Exponents of several other ordering statistics for N =4 walkers are obtained to eight-digit accuracy as well. The subtle correlations between n walkers that lag jointly, out of a field of N , are discussed: for N =3 there are no correlations and Plead(t ) ˜Plag(t) 2 . In contrast, our results rule out the possibility that Plead(t ) ˜Plag(t) 3 for N =4 , although the correlations in this borderline case are tiny.
Protecting clean critical points by local disorder correlations
NASA Astrophysics Data System (ADS)
Hoyos, J. A.; Laflorencie, Nicolas; Vieira, André.; Vojta, Thomas
2011-03-01
We show that a broad class of quantum critical points can be stable against locally correlated disorder even if they are unstable against uncorrelated disorder. Although this result seemingly contradicts the Harris criterion, it follows naturally from the absence of a random-mass term in the associated order-parameter field theory. We illustrate the general concept with explicit calculations for quantum spin-chain models. Instead of the infinite-randomness physics induced by uncorrelated disorder, we find that weak locally correlated disorder is irrelevant. For larger disorder, we find a line of critical points with unusual properties such as an increase of the entanglement entropy with the disorder strength. We also propose experimental realizations in the context of quantum magnetism and cold-atom physics. Financial support: Fapesp, CNPq, NSF, and Research Corporation.
Visual field examination method using virtual reality glasses compared with the Humphrey perimeter.
Tsapakis, Stylianos; Papaconstantinou, Dimitrios; Diagourtas, Andreas; Droutsas, Konstantinos; Andreanos, Konstantinos; Moschos, Marilita M; Brouzas, Dimitrios
2017-01-01
To present a visual field examination method using virtual reality glasses and evaluate the reliability of the method by comparing the results with those of the Humphrey perimeter. Virtual reality glasses, a smartphone with a 6 inch display, and software that implements a fast-threshold 3 dB step staircase algorithm for the central 24° of visual field (52 points) were used to test 20 eyes of 10 patients, who were tested in a random and consecutive order as they appeared in our glaucoma department. The results were compared with those obtained from the same patients using the Humphrey perimeter. High correlation coefficient ( r =0.808, P <0.0001) was found between the virtual reality visual field test and the Humphrey perimeter visual field. Visual field examination results using virtual reality glasses have a high correlation with the Humphrey perimeter allowing the method to be suitable for probable clinical use.
Adzhemyan, L Ts; Antonov, N V; Honkonen, J; Kim, T L
2005-01-01
The field theoretic renormalization group and operator-product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the Navier-Stokes equation, subject to an external random stirring force with the correlation function proportional to delta(t- t')k(4-d-2epsilon). It is shown that the scalar field is intermittent already for small epsilon, its structure functions display anomalous scaling behavior, and the corresponding exponents can be systematically calculated as series in epsilon. The practical calculation is accomplished to order epsilon2 (two-loop approximation), including anisotropic sectors. As for the well-known Kraichnan rapid-change model, the anomalous scaling results from the existence in the model of composite fields (operators) with negative scaling dimensions, identified with the anomalous exponents. Thus the mechanism of the origin of anomalous scaling appears similar for the Gaussian model with zero correlation time and the non-Gaussian model with finite correlation time. It should be emphasized that, in contrast to Gaussian velocity ensembles with finite correlation time, the model and the perturbation theory discussed here are manifestly Galilean covariant. The relevance of these results for real passive advection and comparison with the Gaussian models and experiments are briefly discussed.
ERIC Educational Resources Information Center
Muhammad, Tukur; Daniel, Esther Gananamalar Sarojini; Abdurauf, Rose Amnah
2015-01-01
This study was conducted to examine the association between cognitive styles (Field dependence/Independence) and scientific achievement in Male and Female student of Biology and Integrated science Department of Zamfara State College of Education Maru, the is correlational. A population of 700 students were used, in which 150 were randomly selected…
Efficient 3D porous microstructure reconstruction via Gaussian random field and hybrid optimization.
Jiang, Z; Chen, W; Burkhart, C
2013-11-01
Obtaining an accurate three-dimensional (3D) structure of a porous microstructure is important for assessing the material properties based on finite element analysis. Whereas directly obtaining 3D images of the microstructure is impractical under many circumstances, two sets of methods have been developed in literature to generate (reconstruct) 3D microstructure from its 2D images: one characterizes the microstructure based on certain statistical descriptors, typically two-point correlation function and cluster correlation function, and then performs an optimization process to build a 3D structure that matches those statistical descriptors; the other method models the microstructure using stochastic models like a Gaussian random field and generates a 3D structure directly from the function. The former obtains a relatively accurate 3D microstructure, but computationally the optimization process can be very intensive, especially for problems with large image size; the latter generates a 3D microstructure quickly but sacrifices the accuracy due to issues in numerical implementations. A hybrid optimization approach of modelling the 3D porous microstructure of random isotropic two-phase materials is proposed in this paper, which combines the two sets of methods and hence maintains the accuracy of the correlation-based method with improved efficiency. The proposed technique is verified for 3D reconstructions based on silica polymer composite images with different volume fractions. A comparison of the reconstructed microstructures and the optimization histories for both the original correlation-based method and our hybrid approach demonstrates the improved efficiency of the approach. © 2013 The Authors Journal of Microscopy © 2013 Royal Microscopical Society.
NASA Astrophysics Data System (ADS)
Ellis, Jeremy
On temporal, spatial and spectral scales which are small enough, all fields are fully polarized. In the optical regime, however, instantaneous fields can rarely be examined, and, instead, only average quantities are accessible. The study of polarimetry is concerned with both the description of electromagnetic fields and the characterization of media a field has interacted with. The polarimetric information is conventionally presented in terms of second order field correlations which are averaged over the ensemble of field realizations. Motivated by the deficiencies of classical polarimetry in dealing with specific practical situations, this dissertation expands the traditional polarimetric approaches to include higher order field correlations and the description of fields fluctuating in three dimensions. In relation to characterization of depolarizing media, a number of fourth-order correlations are introduced in this dissertation. Measurements of full polarization distributions, and the subsequent evaluation of Stokes vector element correlations and Complex Degree of Mutual Polarization demonstrate the use of these quantities for material discrimination and characterization. Recent advancements in detection capabilities allow access to fields near their sources and close to material boundaries, where a unique direction of propagation is not evident. Similarly, there exist classical situations such as overlapping beams, focusing, or diffusive scattering in which there is no unique transverse direction. In this dissertation, the correlation matrix formalism is expanded to describe three dimensional electromagnetic fields, providing a definition for the degree of polarization of such a field. It is also shown that, because of the dimensionality of the problem, a second parameter is necessary to fully describe the polarimetric properties of three dimensional fields. Measurements of second-order correlations of a three dimensional field are demonstrated, allowing the determination of both the degree of polarization and the state of polarization. These new theoretical concepts and innovative experimental approaches introduced in this dissertation are expected to impact scientific areas as diverse as near field optics, remote sensing, high energy laser physics, fluorescence microscopy, and imaging.
NASA Astrophysics Data System (ADS)
Ivliev, S. V.
2017-12-01
For calculation of short laser pulse absorption in metal the imaginary part of permittivity, which is simply related to the conductivity, is required. Currently to find the static and dynamic conductivity the Kubo-Greenwood formula is most commonly used. It describes the electromagnetic energy absorption in the one-electron approach. In the present study, this formula is derived directly from the expression for the permittivity expression in the random phase approximation, which in fact is equivalent to the method of the mean field. The detailed analysis of the role of electron-electron interaction in the calculation of the matrix elements of the velocity operator is given. It is shown that in the one-electron random phase approximation the single-particle conductive electron wave functions in the field of fixed ions should be used. The possibility of considering the exchange and correlation effects by means of an amendment to a local function field is discussed.
Probability and Cumulative Density Function Methods for the Stochastic Advection-Reaction Equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Barajas-Solano, David A.; Tartakovsky, Alexandre M.
We present a cumulative density function (CDF) method for the probabilistic analysis of $d$-dimensional advection-dominated reactive transport in heterogeneous media. We employ a probabilistic approach in which epistemic uncertainty on the spatial heterogeneity of Darcy-scale transport coefficients is modeled in terms of random fields with given correlation structures. Our proposed CDF method employs a modified Large-Eddy-Diffusivity (LED) approach to close and localize the nonlocal equations governing the one-point PDF and CDF of the concentration field, resulting in a $(d + 1)$ dimensional PDE. Compared to the classsical LED localization, the proposed modified LED localization explicitly accounts for the mean-field advectivemore » dynamics over the phase space of the PDF and CDF. To illustrate the accuracy of the proposed closure, we apply our CDF method to one-dimensional single-species reactive transport with uncertain, heterogeneous advection velocities and reaction rates modeled as random fields.« less
Spectral turning bands for efficient Gaussian random fields generation on GPUs and accelerators
NASA Astrophysics Data System (ADS)
Hunger, L.; Cosenza, B.; Kimeswenger, S.; Fahringer, T.
2015-11-01
A random field (RF) is a set of correlated random variables associated with different spatial locations. RF generation algorithms are of crucial importance for many scientific areas, such as astrophysics, geostatistics, computer graphics, and many others. Current approaches commonly make use of 3D fast Fourier transform (FFT), which does not scale well for RF bigger than the available memory; they are also limited to regular rectilinear meshes. We introduce random field generation with the turning band method (RAFT), an RF generation algorithm based on the turning band method that is optimized for massively parallel hardware such as GPUs and accelerators. Our algorithm replaces the 3D FFT with a lower-order, one-dimensional FFT followed by a projection step and is further optimized with loop unrolling and blocking. RAFT can easily generate RF on non-regular (non-uniform) meshes and efficiently produce fields with mesh sizes bigger than the available device memory by using a streaming, out-of-core approach. Our algorithm generates RF with the correct statistical behavior and is tested on a variety of modern hardware, such as NVIDIA Tesla, AMD FirePro and Intel Phi. RAFT is faster than the traditional methods on regular meshes and has been successfully applied to two real case scenarios: planetary nebulae and cosmological simulations.
Correlated Fluctuations in Strongly Coupled Binary Networks Beyond Equilibrium
NASA Astrophysics Data System (ADS)
Dahmen, David; Bos, Hannah; Helias, Moritz
2016-07-01
Randomly coupled Ising spins constitute the classical model of collective phenomena in disordered systems, with applications covering glassy magnetism and frustration, combinatorial optimization, protein folding, stock market dynamics, and social dynamics. The phase diagram of these systems is obtained in the thermodynamic limit by averaging over the quenched randomness of the couplings. However, many applications require the statistics of activity for a single realization of the possibly asymmetric couplings in finite-sized networks. Examples include reconstruction of couplings from the observed dynamics, representation of probability distributions for sampling-based inference, and learning in the central nervous system based on the dynamic and correlation-dependent modification of synaptic connections. The systematic cumulant expansion for kinetic binary (Ising) threshold units with strong, random, and asymmetric couplings presented here goes beyond mean-field theory and is applicable outside thermodynamic equilibrium; a system of approximate nonlinear equations predicts average activities and pairwise covariances in quantitative agreement with full simulations down to hundreds of units. The linearized theory yields an expansion of the correlation and response functions in collective eigenmodes, leads to an efficient algorithm solving the inverse problem, and shows that correlations are invariant under scaling of the interaction strengths.
Two-dimensional Magnetism in Arrays of Superconducting Rings
NASA Astrophysics Data System (ADS)
Reich, Daniel H.
1996-03-01
An array of superconducting rings in an applied field corresponding to a flux of Φ0 /2 per ring behaves like a 2D Ising antiferromagnet. Each ring has two energetically equivalent states with equal and opposite magnetic moments due to fluxoid quantization, and the dipolar coupling between rings favors antiparallel alignment of the moments. Using SQUID magnetometry and scanning Hall probe microscopy, we have studied the dynamics and magnetic configurations of micron-size aluminum rings on square, triangular, honeycomb, and kagomé lattices. We have found that there are significant antiferromagnetic correlations between rings, and that effects of geometrical frustration can be observed on the triangular and kagomé lattices. Long range correlations on the other lattices are suppressed by the analog of spin freezing that locks the rings in metastable states at low temperatures, and by quenched disorder due to imperfections in the fabrication. This disorder produces a roughly 1% variation in the rings' areas, which translates into an effective random field on the spins. The ring arrays are thus an extremely good realization of the 2D random-field Ising model. (Performed in collaboration with D. Davidović, S. Kumar, J. Siegel, S. B. Field, R. C. Tiberio, R. Hey, and K. Ploog.) (Supported by NSF grants DMR-9222541, and DMR-9357518, and by the David and Lucile Packard Foundation.)
Columnar organization of orientation domains in V1
NASA Astrophysics Data System (ADS)
Liedtke, Joscha; Wolf, Fred
In the primary visual cortex (V1) of primates and carnivores, the functional architecture of basic stimulus selectivities appears similar across cortical layers (Hubel & Wiesel, 1962) justifying the use of two-dimensional cortical models and disregarding organization in the third dimension. Here we show theoretically that already small deviations from an exact columnar organization lead to non-trivial three-dimensional functional structures. We extend two-dimensional random field models (Schnabel et al., 2007) to a three-dimensional cortex by keeping a typical scale in each layer and introducing a correlation length in the third, columnar dimension. We examine in detail the three-dimensional functional architecture for different cortical geometries with different columnar correlation lengths. We find that (i) topological defect lines are generally curved and (ii) for large cortical curvatures closed loops and reconnecting topological defect lines appear. This theory extends the class of random field models by introducing a columnar dimension and provides a systematic statistical assessment of the three-dimensional functional architecture of V1 (see also (Tanaka et al., 2011)).
NASA Astrophysics Data System (ADS)
Shafer, J. M.; Varljen, M. D.
1990-08-01
A fundamental requirement for geostatistical analyses of spatially correlated environmental data is the estimation of the sample semivariogram to characterize spatial correlation. Selecting an underlying theoretical semivariogram based on the sample semivariogram is an extremely important and difficult task that is subject to a great deal of uncertainty. Current standard practice does not involve consideration of the confidence associated with semivariogram estimates, largely because classical statistical theory does not provide the capability to construct confidence limits from single realizations of correlated data, and multiple realizations of environmental fields are not found in nature. The jackknife method is a nonparametric statistical technique for parameter estimation that may be used to estimate the semivariogram. When used in connection with standard confidence procedures, it allows for the calculation of closely approximate confidence limits on the semivariogram from single realizations of spatially correlated data. The accuracy and validity of this technique was verified using a Monte Carlo simulation approach which enabled confidence limits about the semivariogram estimate to be calculated from many synthetically generated realizations of a random field with a known correlation structure. The synthetically derived confidence limits were then compared to jackknife estimates from single realizations with favorable results. Finally, the methodology for applying the jackknife method to a real-world problem and an example of the utility of semivariogram confidence limits were demonstrated by constructing confidence limits on seasonal sample variograms of nitrate-nitrogen concentrations in shallow groundwater in an approximately 12-mi2 (˜30 km2) region in northern Illinois. In this application, the confidence limits on sample semivariograms from different time periods were used to evaluate the significance of temporal change in spatial correlation. This capability is quite important as it can indicate when a spatially optimized monitoring network would need to be reevaluated and thus lead to more robust monitoring strategies.
Impurity Induced Phase Competition and Supersolidity
NASA Astrophysics Data System (ADS)
Karmakar, Madhuparna; Ganesh, R.
2017-12-01
Several material families show competition between superconductivity and other orders. When such competition is driven by doping, it invariably involves spatial inhomogeneities which can seed competing orders. We study impurity-induced charge order in the attractive Hubbard model, a prototypical model for competition between superconductivity and charge density wave order. We show that a single impurity induces a charge-ordered texture over a length scale set by the energy cost of the competing phase. Our results are consistent with a strong-coupling field theory proposed earlier in which superconducting and charge order parameters form components of an SO(3) vector field. To discuss the effects of multiple impurities, we focus on two cases: correlated and random distributions. In the correlated case, the CDW puddles around each impurity overlap coherently leading to a "supersolid" phase with coexisting pairing and charge order. In contrast, a random distribution of impurities does not lead to coherent CDW formation. We argue that the energy lowering from coherent ordering can have a feedback effect, driving correlations between impurities. This can be understood as arising from an RKKY-like interaction, mediated by impurity textures. We discuss implications for charge order in the cuprates and doped CDW materials such as NbSe2.
A stochastic-dynamic model for global atmospheric mass field statistics
NASA Technical Reports Server (NTRS)
Ghil, M.; Balgovind, R.; Kalnay-Rivas, E.
1981-01-01
A model that yields the spatial correlation structure of atmospheric mass field forecast errors was developed. The model is governed by the potential vorticity equation forced by random noise. Expansion in spherical harmonics and correlation function was computed analytically using the expansion coefficients. The finite difference equivalent was solved using a fast Poisson solver and the correlation function was computed using stratified sampling of the individual realization of F(omega) and hence of phi(omega). A higher order equation for gamma was derived and solved directly in finite differences by two successive applications of the fast Poisson solver. The methods were compared for accuracy and efficiency and the third method was chosen as clearly superior. The results agree well with the latitude dependence of observed atmospheric correlation data. The value of the parameter c sub o which gives the best fit to the data is close to the value expected from dynamical considerations.
Topological signatures of interstellar magnetic fields - I. Betti numbers and persistence diagrams
NASA Astrophysics Data System (ADS)
Makarenko, Irina; Shukurov, Anvar; Henderson, Robin; Rodrigues, Luiz F. S.; Bushby, Paul; Fletcher, Andrew
2018-04-01
The interstellar medium (ISM) is a magnetized system in which transonic or supersonic turbulence is driven by supernova explosions. This leads to the production of intermittent, filamentary structures in the ISM gas density, whilst the associated dynamo action also produces intermittent magnetic fields. The traditional theory of random functions, restricted to second-order statistical moments (or power spectra), does not adequately describe such systems. We apply topological data analysis (TDA), sensitive to all statistical moments and independent of the assumption of Gaussian statistics, to the gas density fluctuations in a magnetohydrodynamic simulation of the multiphase ISM. This simulation admits dynamo action, so produces physically realistic magnetic fields. The topology of the gas distribution, with and without magnetic fields, is quantified in terms of Betti numbers and persistence diagrams. Like the more standard correlation analysis, TDA shows that the ISM gas density is sensitive to the presence of magnetic fields. However, TDA gives us important additional information that cannot be obtained from correlation functions. In particular, the Betti numbers per correlation cell are shown to be physically informative. Magnetic fields make the ISM more homogeneous, reducing the abundance of both isolated gas clouds and cavities, with a stronger effect on the cavities. Remarkably, the modification of the gas distribution by magnetic fields is captured by the Betti numbers even in regions more than 300 pc from the mid-plane, where the magnetic field is weaker and correlation analysis fails to detect any signatures of magnetic effects.
Interplay between Graph Topology and Correlations of Third Order in Spiking Neuronal Networks.
Jovanović, Stojan; Rotter, Stefan
2016-06-01
The study of processes evolving on networks has recently become a very popular research field, not only because of the rich mathematical theory that underpins it, but also because of its many possible applications, a number of them in the field of biology. Indeed, molecular signaling pathways, gene regulation, predator-prey interactions and the communication between neurons in the brain can be seen as examples of networks with complex dynamics. The properties of such dynamics depend largely on the topology of the underlying network graph. In this work, we want to answer the following question: Knowing network connectivity, what can be said about the level of third-order correlations that will characterize the network dynamics? We consider a linear point process as a model for pulse-coded, or spiking activity in a neuronal network. Using recent results from theory of such processes, we study third-order correlations between spike trains in such a system and explain which features of the network graph (i.e. which topological motifs) are responsible for their emergence. Comparing two different models of network topology-random networks of Erdős-Rényi type and networks with highly interconnected hubs-we find that, in random networks, the average measure of third-order correlations does not depend on the local connectivity properties, but rather on global parameters, such as the connection probability. This, however, ceases to be the case in networks with a geometric out-degree distribution, where topological specificities have a strong impact on average correlations.
NASA Astrophysics Data System (ADS)
Cao, Xiangyu; Fyodorov, Yan V.; Le Doussal, Pierre
2018-02-01
We address systematically an apparent nonphysical behavior of the free-energy moment generating function for several instances of the logarithmically correlated models: the fractional Brownian motion with Hurst index H =0 (fBm0) (and its bridge version), a one-dimensional model appearing in decaying Burgers turbulence with log-correlated initial conditions and, finally, the two-dimensional log-correlated random-energy model (logREM) introduced in Cao et al. [Phys. Rev. Lett. 118, 090601 (2017), 10.1103/PhysRevLett.118.090601] based on the two-dimensional Gaussian free field with background charges and directly related to the Liouville field theory. All these models share anomalously large fluctuations of the associated free energy, with a variance proportional to the log of the system size. We argue that a seemingly nonphysical vanishing of the moment generating function for some values of parameters is related to the termination point transition (i.e., prefreezing). We study the associated universal log corrections in the frozen phase, both for logREMs and for the standard REM, filling a gap in the literature. For the above mentioned integrable instances of logREMs, we predict the nontrivial free-energy cumulants describing non-Gaussian fluctuations on the top of the Gaussian with extensive variance. Some of the predictions are tested numerically.
Quantum currents and pair correlation of electrons in a chain of localized dots
NASA Astrophysics Data System (ADS)
Morawetz, Klaus
2017-03-01
The quantum transport of electrons in a wire of localized dots by hopping, interaction and dissipation is calculated and a representation by an equivalent RCL circuit is found. The exact solution for the electric-field induced currents allows to discuss the role of virtual currents to decay initial correlations and Bloch oscillations. The dynamical response function in random phase approximation (RPA) is calculated analytically with the help of which the static structure function and pair correlation function are determined. The pair correlation function contains a form factor from the Brillouin zone and a structure factor caused by the localized dots in the wire.
NASA Astrophysics Data System (ADS)
Archer, Andrew J.; Chacko, Blesson; Evans, Robert
2017-07-01
In classical density functional theory (DFT), the part of the Helmholtz free energy functional arising from attractive inter-particle interactions is often treated in a mean-field or van der Waals approximation. On the face of it, this is a somewhat crude treatment as the resulting functional generates the simple random phase approximation (RPA) for the bulk fluid pair direct correlation function. We explain why using standard mean-field DFT to describe inhomogeneous fluid structure and thermodynamics is more accurate than one might expect based on this observation. By considering the pair correlation function g(x) and structure factor S(k) of a one-dimensional model fluid, for which exact results are available, we show that the mean-field DFT, employed within the test-particle procedure, yields results much superior to those from the RPA closure of the bulk Ornstein-Zernike equation. We argue that one should not judge the quality of a DFT based solely on the approximation it generates for the bulk pair direct correlation function.
Infrasonic ambient noise interferometry from correlations of microbaroms
Haney, M.M.
2009-01-01
We show that microbaroms, continuous infrasound fluctuations resulting from the interaction of the ocean with the atmosphere, have long-range correlation properties that make it possible to estimate the impulse response between two microphones from passive recordings. The processing is analogous to methods employed in the emerging field of ambient noise seismology, where the random noise source is the ocean coupling with the solid Earth (microseisms) instead of the atmosphere (microbaroms). We find that time-dependent temperature fields and temperature inversions determine the character of infrasonic impulse responses at Fourpeaked Volcano in Alaska. Applications include imaging and monitoring the gross structure of the Earth's atmospheric boundary layer. Copyright 2009 by the American Geophysical Union.
Assessing the significance of pedobarographic signals using random field theory.
Pataky, Todd C
2008-08-07
Traditional pedobarographic statistical analyses are conducted over discrete regions. Recent studies have demonstrated that regionalization can corrupt pedobarographic field data through conflation when arbitrary dividing lines inappropriately delineate smooth field processes. An alternative is to register images such that homologous structures optimally overlap and then conduct statistical tests at each pixel to generate statistical parametric maps (SPMs). The significance of SPM processes may be assessed within the framework of random field theory (RFT). RFT is ideally suited to pedobarographic image analysis because its fundamental data unit is a lattice sampling of a smooth and continuous spatial field. To correct for the vast number of multiple comparisons inherent in such data, recent pedobarographic studies have employed a Bonferroni correction to retain a constant family-wise error rate. This approach unfortunately neglects the spatial correlation of neighbouring pixels, so provides an overly conservative (albeit valid) statistical threshold. RFT generally relaxes the threshold depending on field smoothness and on the geometry of the search area, but it also provides a framework for assigning p values to suprathreshold clusters based on their spatial extent. The current paper provides an overview of basic RFT concepts and uses simulated and experimental data to validate both RFT-relevant field smoothness estimations and RFT predictions regarding the topological characteristics of random pedobarographic fields. Finally, previously published experimental data are re-analysed using RFT inference procedures to demonstrate how RFT yields easily understandable statistical results that may be incorporated into routine clinical and laboratory analyses.
Single-image super-resolution based on Markov random field and contourlet transform
NASA Astrophysics Data System (ADS)
Wu, Wei; Liu, Zheng; Gueaieb, Wail; He, Xiaohai
2011-04-01
Learning-based methods are well adopted in image super-resolution. In this paper, we propose a new learning-based approach using contourlet transform and Markov random field. The proposed algorithm employs contourlet transform rather than the conventional wavelet to represent image features and takes into account the correlation between adjacent pixels or image patches through the Markov random field (MRF) model. The input low-resolution (LR) image is decomposed with the contourlet transform and fed to the MRF model together with the contourlet transform coefficients from the low- and high-resolution image pairs in the training set. The unknown high-frequency components/coefficients for the input low-resolution image are inferred by a belief propagation algorithm. Finally, the inverse contourlet transform converts the LR input and the inferred high-frequency coefficients into the super-resolved image. The effectiveness of the proposed method is demonstrated with the experiments on facial, vehicle plate, and real scene images. A better visual quality is achieved in terms of peak signal to noise ratio and the image structural similarity measurement.
Optical nonclassicality test based on third-order intensity correlations
NASA Astrophysics Data System (ADS)
Rigovacca, L.; Kolthammer, W. S.; Di Franco, C.; Kim, M. S.
2018-03-01
We develop a nonclassicality criterion for the interference of three delayed, but otherwise identical, light fields in a three-mode Bell interferometer. We do so by comparing the prediction of quantum mechanics with those of a classical framework in which independent sources emit electric fields with random phases. In particular, we evaluate third-order correlations among output intensities as a function of the delays, and show how the presence of a correlation revival for small delays cannot be explained by the classical model of light. The observation of a revival is thus a nonclassicality signature, which can be achieved only by sources with a photon-number statistics that is highly sub-Poissonian. Our analysis provides strong evidence for the nonclassicality of the experiment discussed by Menssen et al. [Phys. Rev. Lett. 118, 153603 (2017), 10.1103/PhysRevLett.118.153603], and shows how a collective "triad" phase affects the interference of any three or more light fields, irrespective of their quantum or classical character.
NASA Astrophysics Data System (ADS)
Stanley, H. E.; Buldyrev, S. V.; Franzese, G.; Havlin, S.; Mallamace, F.; Mazza, M. G.; Kumar, P.; Plerou, V.; Preis, T.; Stokely, K.; Xu, L.
One challenge of biology, medicine, and economics is that the systems treated by these serious scientific disciplines can suddenly "switch" from one behavior to another, even though they possess no perfect metronome in time. As if by magic, out of nothing but randomness one finds remarkably fine-tuned processes in time. The past century has, philosophically, been concerned with placing aside the human tendency to see the universe as a fine-tuned machine. Here we will address the challenge of uncovering how, through randomness (albeit, as we shall see, strongly correlated randomness), one can arrive at some of the many temporal patterns in physics, economics, and medicine and even begin to characterize the switching phenomena that enable a system to pass from one state to another. We discuss some applications of correlated randomness to understanding switching phenomena in various fields. Specifically, we present evidence from experiments and from computer simulations supporting the hypothesis that water's anomalies are related to a switching point (which is not unlike the "tipping point" immortalized by Malcolm Gladwell), and that the bubbles in economic phenomena that occur on all scales are not "outliers" (another Gladwell immortalization).
Chaotic behavior in the locomotion of Amoeba proteus.
Miyoshi, H; Kagawa, Y; Tsuchiya, Y
2001-01-01
The locomotion of Amoeba proteus has been investigated by algorithms evaluating correlation dimension and Lyapunov spectrum developed in the field of nonlinear science. It is presumed by these parameters whether the random behavior of the system is stochastic or deterministic. For the analysis of the nonlinear parameters, n-dimensional time-delayed vectors have been reconstructed from a time series of periphery and area of A. proteus images captured with a charge-coupled-device camera, which characterize its random motion. The correlation dimension analyzed has shown the random motion of A. proteus is subjected only to 3-4 macrovariables, though the system is a complex system composed of many degrees of freedom. Furthermore, the analysis of the Lyapunov spectrum has shown its largest exponent takes positive values. These results indicate the random behavior of A. proteus is chaotic and deterministic motion on an attractor with low dimension. It may be important for the elucidation of the cell locomotion to take account of nonlinear interactions among a small number of dynamics such as the sol-gel transformation, the cytoplasmic streaming, and the relating chemical reaction occurring in the cell.
Generating log-normal mock catalog of galaxies in redshift space
NASA Astrophysics Data System (ADS)
Agrawal, Aniket; Makiya, Ryu; Chiang, Chi-Ting; Jeong, Donghui; Saito, Shun; Komatsu, Eiichiro
2017-10-01
We present a public code to generate a mock galaxy catalog in redshift space assuming a log-normal probability density function (PDF) of galaxy and matter density fields. We draw galaxies by Poisson-sampling the log-normal field, and calculate the velocity field from the linearised continuity equation of matter fields, assuming zero vorticity. This procedure yields a PDF of the pairwise velocity fields that is qualitatively similar to that of N-body simulations. We check fidelity of the catalog, showing that the measured two-point correlation function and power spectrum in real space agree with the input precisely. We find that a linear bias relation in the power spectrum does not guarantee a linear bias relation in the density contrasts, leading to a cross-correlation coefficient of matter and galaxies deviating from unity on small scales. We also find that linearising the Jacobian of the real-to-redshift space mapping provides a poor model for the two-point statistics in redshift space. That is, non-linear redshift-space distortion is dominated by non-linearity in the Jacobian. The power spectrum in redshift space shows a damping on small scales that is qualitatively similar to that of the well-known Fingers-of-God (FoG) effect due to random velocities, except that the log-normal mock does not include random velocities. This damping is a consequence of non-linearity in the Jacobian, and thus attributing the damping of the power spectrum solely to FoG, as commonly done in the literature, is misleading.
Probabilistic finite elements for transient analysis in nonlinear continua
NASA Technical Reports Server (NTRS)
Liu, W. K.; Belytschko, T.; Mani, A.
1985-01-01
The probabilistic finite element method (PFEM), which is a combination of finite element methods and second-moment analysis, is formulated for linear and nonlinear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second-moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in nonlinear continua. The accuracy and efficiency of the method is demonstrated by application to a one-dimensional, elastic/plastic wave propagation problem. The moments calculated compare favorably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.
On the theory of Lorentz gases with long range interactions
NASA Astrophysics Data System (ADS)
Nota, Alessia; Simonella, Sergio; Velázquez, Juan J. L.
We construct and study the stochastic force field generated by a Poisson distribution of sources at finite density, x1,x2,…, in ℝ3 each of them yielding a long range potential QiΦ(x - xi) with possibly different charges Qi ∈ ℝ. The potential Φ is assumed to behave typically as |x|-s for large |x|, with s > 1/2. We will denote the resulting random field as “generalized Holtsmark field”. We then consider the dynamics of one tagged particle in such random force fields, in several scaling limits where the mean free path is much larger than the average distance between the scatterers. We estimate the diffusive time scale and identify conditions for the vanishing of correlations. These results are used to obtain appropriate kinetic descriptions in terms of a linear Boltzmann or Landau evolution equation depending on the specific choices of the interaction potential.
The statistics of peaks of Gaussian random fields. [cosmological density fluctuations
NASA Technical Reports Server (NTRS)
Bardeen, J. M.; Bond, J. R.; Kaiser, N.; Szalay, A. S.
1986-01-01
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.
Statistics of partially-polarized fields: beyond the Stokes vector and coherence matrix
NASA Astrophysics Data System (ADS)
Charnotskii, Mikhail
2017-08-01
Traditionally, the partially-polarized light is characterized by the four Stokes parameters. Equivalent description is also provided by correlation tensor of the optical field. These statistics specify only the second moments of the complex amplitudes of the narrow-band two-dimensional electric field of the optical wave. Electric field vector of the random quasi monochromatic wave is a nonstationary oscillating two-dimensional real random variable. We introduce a novel statistical description of these partially polarized waves: the Period-Averaged Probability Density Function (PA-PDF) of the field. PA-PDF contains more information on the polarization state of the field than the Stokes vector. In particular, in addition to the conventional distinction between the polarized and depolarized components of the field PA-PDF allows to separate the coherent and fluctuating components of the field. We present several model examples of the fields with identical Stokes vectors and very distinct shapes of PA-PDF. In the simplest case of the nonstationary, oscillating normal 2-D probability distribution of the real electrical field and stationary 4-D probability distribution of the complex amplitudes, the newly-introduced PA-PDF is determined by 13 parameters that include the first moments and covariance matrix of the quadrature components of the oscillating vector field.
Universal noise and Efimov physics
NASA Astrophysics Data System (ADS)
Nicholson, Amy N.
2016-03-01
Probability distributions for correlation functions of particles interacting via random-valued fields are discussed as a novel tool for determining the spectrum of a theory. In particular, this method is used to determine the energies of universal N-body clusters tied to Efimov trimers, for even N, by investigating the distribution of a correlation function of two particles at unitarity. Using numerical evidence that this distribution is log-normal, an analytical prediction for the N-dependence of the N-body binding energies is made.
Effects of Eddy Viscosity on Time Correlations in Large Eddy Simulation
NASA Technical Reports Server (NTRS)
He, Guowei; Rubinstein, R.; Wang, Lian-Ping; Bushnell, Dennis M. (Technical Monitor)
2001-01-01
Subgrid-scale (SGS) models for large. eddy simulation (LES) have generally been evaluated by their ability to predict single-time statistics of turbulent flows such as kinetic energy and Reynolds stresses. Recent application- of large eddy simulation to the evaluation of sound sources in turbulent flows, a problem in which time, correlations determine the frequency distribution of acoustic radiation, suggest that subgrid models should also be evaluated by their ability to predict time correlations in turbulent flows. This paper compares the two-point, two-time Eulerian velocity correlation evaluated from direct numerical simulation (DNS) with that evaluated from LES, using a spectral eddy viscosity, for isotropic homogeneous turbulence. It is found that the LES fields are too coherent, in the sense that their time correlations decay more slowly than the corresponding time. correlations in the DNS fields. This observation is confirmed by theoretical estimates of time correlations using the Taylor expansion technique. Tile reason for the slower decay is that the eddy viscosity does not include the random backscatter, which decorrelates fluid motion at large scales. An effective eddy viscosity associated with time correlations is formulated, to which the eddy viscosity associated with energy transfer is a leading order approximation.
A More Powerful Test in Three-Level Cluster Randomized Designs
ERIC Educational Resources Information Center
Konstantopoulos, Spyros
2011-01-01
Field experiments that involve nested structures frequently assign treatment conditions to entire groups (such as schools). A key aspect of the design of such experiments includes knowledge of the clustering effects that are often expressed via intraclass correlation. This study provides methods for constructing a more powerful test for the…
NASA Astrophysics Data System (ADS)
Müller, Tobias M.; Gurevich, Boris
2005-04-01
An important dissipation mechanism for waves in randomly inhomogeneous poroelastic media is the effect of wave-induced fluid flow. In the framework of Biot's theory of poroelasticity, this mechanism can be understood as scattering from fast into slow compressional waves. To describe this conversion scattering effect in poroelastic random media, the dynamic characteristics of the coherent wavefield using the theory of statistical wave propagation are analyzed. In particular, the method of statistical smoothing is applied to Biot's equations of poroelasticity. Within the accuracy of the first-order statistical smoothing an effective wave number of the coherent field, which accounts for the effect of wave-induced flow, is derived. This wave number is complex and involves an integral over the correlation function of the medium's fluctuations. It is shown that the known one-dimensional (1-D) result can be obtained as a special case of the present 3-D theory. The expression for the effective wave number allows to derive a model for elastic attenuation and dispersion due to wave-induced fluid flow. These wavefield attributes are analyzed in a companion paper. .
Remote sensing of Earth terrain
NASA Technical Reports Server (NTRS)
Kong, Jin AU; Yueh, Herng-Aung
1990-01-01
The layered random medium model is used to investigate the fully polarimetric scattering of electromagnetic waves from vegetation. The vegetation canopy is modeled as an anisotropic random medium containing nonspherical scatterers with preferred alignment. The underlying medium is considered as a homogeneous half space. The scattering effect of the vegetation canopy are characterized by 3-D correlation functions with variances and correlation lengths respectively corresponding to the fluctuation strengths and the physical geometries of the scatterers. The strong fluctuation theory is used to calculate the anisotropic effective permittivity tensor of the random medium and the distorted Born approximation is then applied to obtain the covariance matrix which describes the fully polarimetric scattering properties of the vegetation field. This model accounts for all the interaction processes between the boundaries and the scatterers and includes all the coherent effects due to wave propagation in different directions such as the constructive and destructive interferences. For a vegetation canopy with low attenuation, the boundary between the vegetation and the underlying medium can give rise to significant coherent effects.
NASA Astrophysics Data System (ADS)
Wall, Phillip D. H.; Carver, Robert L.; Fontenot, Jonas D.
2018-01-01
The overlap volume histogram (OVH) is an anatomical metric commonly used to quantify the geometric relationship between an organ at risk (OAR) and target volume when predicting expected dose-volumes in knowledge-based planning (KBP). This work investigated the influence of additional variables contributing to variations in the assumed linear DVH-OVH correlation for the bladder and rectum in VMAT plans of prostate patients, with the goal of increasing prediction accuracy and achievability of knowledge-based planning methods. VMAT plans were retrospectively generated for 124 prostate patients using multi-criteria optimization. DVHs quantified patient dosimetric data while OVHs quantified patient anatomical information. The DVH-OVH correlations were calculated for fractional bladder and rectum volumes of 30, 50, 65, and 80%. Correlations between potential influencing factors and dose were quantified using the Pearson product-moment correlation coefficient (R). Factors analyzed included the derivative of the OVH, prescribed dose, PTV volume, bladder volume, rectum volume, and in-field OAR volume. Out of the selected factors, only the in-field bladder volume (mean R = 0.86) showed a strong correlation with bladder doses. Similarly, only the in-field rectal volume (mean R = 0.76) showed a strong correlation with rectal doses. Therefore, an OVH formalism accounting for in-field OAR volumes was developed to determine the extent to which it improved the DVH-OVH correlation. Including the in-field factor improved the DVH-OVH correlation, with the mean R values over the fractional volumes studied improving from -0.79 to -0.85 and -0.82 to -0.86 for the bladder and rectum, respectively. A re-planning study was performed on 31 randomly selected database patients to verify the increased accuracy of KBP dose predictions by accounting for bladder and rectum volume within treatment fields. The in-field OVH led to significantly more precise and fewer unachievable KBP predictions, especially for lower bladder and rectum dose-volumes.
Porous media flux sensitivity to pore-scale geostatistics: A bottom-up approach
NASA Astrophysics Data System (ADS)
Di Palma, P. R.; Guyennon, N.; Heße, F.; Romano, E.
2017-04-01
Macroscopic properties of flow through porous media can be directly computed by solving the Navier-Stokes equations at the scales related to the actual flow processes, while considering the porous structures in an explicit way. The aim of this paper is to investigate the effects of the pore-scale spatial distribution on seepage velocity through numerical simulations of 3D fluid flow performed by the lattice Boltzmann method. To this end, we generate multiple random Gaussian fields whose spatial correlation follows an assigned semi-variogram function. The Exponential and Gaussian semi-variograms are chosen as extreme-cases of correlation for short distances and statistical properties of the resulting porous media (indicator field) are described using the Matèrn covariance model, with characteristic lengths of spatial autocorrelation (pore size) varying from 2% to 13% of the linear domain. To consider the sensitivity of the modeling results to the geostatistical representativeness of the domain as well as to the adopted resolution, porous media have been generated repetitively with re-initialized random seeds and three different resolutions have been tested for each resulting realization. The main difference among results is observed between the two adopted semi-variograms, indicating that the roughness (short distances autocorrelation) is the property mainly affecting the flux. However, computed seepage velocities show additionally a wide variability (about three orders of magnitude) for each semi-variogram model in relation to the assigned correlation length, corresponding to pore sizes. The spatial resolution affects more the results for short correlation lengths (i.e., small pore sizes), resulting in an increasing underestimation of the seepage velocity with the decreasing correlation length. On the other hand, results show an increasing uncertainty as the correlation length approaches the domain size.
From micro-correlations to macro-correlations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2016-11-15
Random vectors with a symmetric correlation structure share a common value of pair-wise correlation between their different components. The symmetric correlation structure appears in a multitude of settings, e.g. mixture models. In a mixture model the components of the random vector are drawn independently from a general probability distribution that is determined by an underlying parameter, and the parameter itself is randomized. In this paper we study the overall correlation of high-dimensional random vectors with a symmetric correlation structure. Considering such a random vector, and terming its pair-wise correlation “micro-correlation”, we use an asymptotic analysis to derive the random vector’smore » “macro-correlation” : a score that takes values in the unit interval, and that quantifies the random vector’s overall correlation. The method of obtaining macro-correlations from micro-correlations is then applied to a diverse collection of frameworks that demonstrate the method’s wide applicability.« less
Global diffusion of cosmic rays in random magnetic fields
NASA Astrophysics Data System (ADS)
Snodin, A. P.; Shukurov, A.; Sarson, G. R.; Bushby, P. J.; Rodrigues, L. F. S.
2016-04-01
The propagation of charged particles, including cosmic rays, in a partially ordered magnetic field is characterized by a diffusion tensor whose components depend on the particle's Larmor radius RL and the degree of order in the magnetic field. Most studies of the particle diffusion presuppose a scale separation between the mean and random magnetic fields (e.g. there being a pronounced minimum in the magnetic power spectrum at intermediate scales). Scale separation is often a good approximation in laboratory plasmas, but not in most astrophysical environments such as the interstellar medium (ISM). Modern simulations of the ISM have numerical resolution of the order of 1 pc, so the Larmor radius of the cosmic rays that dominate in energy density is at least 106 times smaller than the resolved scales. Large-scale simulations of cosmic ray propagation in the ISM thus rely on oversimplified forms of the diffusion tensor. We take the first steps towards a more realistic description of cosmic ray diffusion for such simulations, obtaining direct estimates of the diffusion tensor from test particle simulations in random magnetic fields (with the Larmor radius scale being fully resolved), for a range of particle energies corresponding to 10-2 ≲ RL/lc ≲ 103, where lc is the magnetic correlation length. We obtain explicit expressions for the cosmic ray diffusion tensor for RL/lc ≪ 1, that might be used in a sub-grid model of cosmic ray diffusion. The diffusion coefficients obtained are closely connected with existing transport theories that include the random walk of magnetic lines.
Global enhancement and structure formation of the magnetic field in spiral galaxies
NASA Astrophysics Data System (ADS)
Khoperskov, Sergey A.; Khrapov, Sergey S.
2018-01-01
In this paper we study numerically large-scale magnetic field evolution and its enhancement in gaseous disks of spiral galaxies. We consider a set of models with the various spiral pattern parameters and the initial magnetic field strength with taking into account gas self-gravity and cooling and heating processes. In agreement with previous studies we find out that galactic magnetic field is mostly aligned with gaseous structures, however small-scale gaseous structures (spurs and clumps) are more chaotic than the magnetic field structure. In spiral arms magnetic field often coexists with the gas distribution, in the inter-arm region we see filamentary magnetic field structure. These filaments connect several isolated gaseous clumps. Simulations reveal the presence of the small-scale irregularities of the magnetic field as well as the reversal of magnetic field at the outer edge of the large-scale spurs. We provide evidences that the magnetic field in the spiral arms has a stronger mean-field component, and there is a clear inverse correlation between gas density and plasma-beta parameter, compared to the rest of the disk with a more turbulent component of the field and an absence of correlation between gas density and plasma-beta. We show the mean field growth up to >3-10 μG in the cold gas during several rotation periods (>500-800 Myr), whereas ratio between azimuthal and radial field is equal to >4/1. We find an enhancement of random and ordered components of the magnetic field. Mean field strength increases by a factor of >1.5-2.5 for models with various spiral pattern parameters. Random magnetic field component can reach up to 25% from the total strength. By making an analysis of the time-dependent evolution of the radial Poynting flux, we point out that the magnetic field strength is enhanced more strongly at the galactic outskirts which is due to the radial transfer of magnetic energy by the spiral arms pushing the magnetic field outward. Our results also support the presence of sufficient conditions for the development of magnetorotational instability at distances >11 kpc after >300 Myr of evolution.
Universal sensitivity of speckle intensity correlations to wavefront change in light diffusers
Kim, KyungDuk; Yu, Hyeonseung; Lee, KyeoReh; Park, YongKeun
2017-01-01
Here, we present a concept based on the realization that a complex medium can be used as a simple interferometer. Changes in the wavefront of an incident coherent beam can be retrieved by analyzing changes in speckle patterns when the beam passes through a light diffuser. We demonstrate that the spatial intensity correlations of the speckle patterns are independent of the light diffusers, and are solely determined by the phase changes of an incident beam. With numerical simulations using the random matrix theory, and an experimental pressure-driven wavefront-deforming setup using a microfluidic channel, we theoretically and experimentally confirm the universal sensitivity of speckle intensity correlations, which is attributed to the conservation of optical field correlation despite multiple light scattering. This work demonstrates that a light diffuser works as a simple interferometer, and presents opportunities to retrieve phase information of optical fields with a compact scattering layer in various applications in metrology, analytical chemistry, and biomedicine. PMID:28322268
Conformal correlation functions in the Brownian loop soup
NASA Astrophysics Data System (ADS)
Camia, Federico; Gandolfi, Alberto; Kleban, Matthew
2016-01-01
We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
Neural field theory of perceptual echo and implications for estimating brain connectivity
NASA Astrophysics Data System (ADS)
Robinson, P. A.; Pagès, J. C.; Gabay, N. C.; Babaie, T.; Mukta, K. N.
2018-04-01
Neural field theory is used to predict and analyze the phenomenon of perceptual echo in which random input stimuli at one location are correlated with electroencephalographic responses at other locations. It is shown that this echo correlation (EC) yields an estimate of the transfer function from the stimulated point to other locations. Modal analysis then explains the observed spatiotemporal structure of visually driven EC and the dominance of the alpha frequency; two eigenmodes of similar amplitude dominate the response, leading to temporal beating and a line of low correlation that runs from the crown of the head toward the ears. These effects result from mode splitting and symmetry breaking caused by interhemispheric coupling and cortical folding. It is shown how eigenmodes obtained from functional magnetic resonance imaging experiments can be combined with temporal dynamics from EC or other evoked responses to estimate the spatiotemporal transfer function between any two points and hence their effective connectivity.
NASA Astrophysics Data System (ADS)
Martin, N.; Bonville, P.; Lhotel, E.; Guitteny, S.; Wildes, A.; Decorse, C.; Ciomaga Hatnean, M.; Balakrishnan, G.; Mirebeau, I.; Petit, S.
2017-10-01
We report on diffuse neutron scattering experiments providing evidence for the presence of random strains in the quantum spin-ice candidate Pr2Zr2O7 . Since Pr3 + is a non-Kramers ion, the strain deeply modifies the picture of Ising magnetic moments governing the low-temperature properties of this material. It is shown that the derived strain distribution accounts for the temperature dependence of the specific heat and of the spin-excitation spectra. Taking advantage of mean-field and spin-dynamics simulations, we argue that the randomness in Pr2Zr2O7 promotes a new state of matter, which is disordered yet characterized by short-range antiferroquadrupolar correlations, and from which emerge spin-ice-like excitations. Thus, this study gives an original research route in the field of quantum spin ice.
Document page structure learning for fixed-layout e-books using conditional random fields
NASA Astrophysics Data System (ADS)
Tao, Xin; Tang, Zhi; Xu, Canhui
2013-12-01
In this paper, a model is proposed to learn logical structure of fixed-layout document pages by combining support vector machine (SVM) and conditional random fields (CRF). Features related to each logical label and their dependencies are extracted from various original Portable Document Format (PDF) attributes. Both local evidence and contextual dependencies are integrated in the proposed model so as to achieve better logical labeling performance. With the merits of SVM as local discriminative classifier and CRF modeling contextual correlations of adjacent fragments, it is capable of resolving the ambiguities of semantic labels. The experimental results show that CRF based models with both tree and chain graph structures outperform the SVM model with an increase of macro-averaged F1 by about 10%.
Discretisation Schemes for Level Sets of Planar Gaussian Fields
NASA Astrophysics Data System (ADS)
Beliaev, D.; Muirhead, S.
2018-01-01
Smooth random Gaussian functions play an important role in mathematical physics, a main example being the random plane wave model conjectured by Berry to give a universal description of high-energy eigenfunctions of the Laplacian on generic compact manifolds. Our work is motivated by questions about the geometry of such random functions, in particular relating to the structure of their nodal and level sets. We study four discretisation schemes that extract information about level sets of planar Gaussian fields. Each scheme recovers information up to a different level of precision, and each requires a maximum mesh-size in order to be valid with high probability. The first two schemes are generalisations and enhancements of similar schemes that have appeared in the literature (Beffara and Gayet in Publ Math IHES, 2017. https://doi.org/10.1007/s10240-017-0093-0; Mischaikow and Wanner in Ann Appl Probab 17:980-1018, 2007); these give complete topological information about the level sets on either a local or global scale. As an application, we improve the results in Beffara and Gayet (2017) on Russo-Seymour-Welsh estimates for the nodal set of positively-correlated planar Gaussian fields. The third and fourth schemes are, to the best of our knowledge, completely new. The third scheme is specific to the nodal set of the random plane wave, and provides global topological information about the nodal set up to `visible ambiguities'. The fourth scheme gives a way to approximate the mean number of excursion domains of planar Gaussian fields.
Turbulent mass inhomogeneities induced by a point-source
NASA Astrophysics Data System (ADS)
Thalabard, Simon
2018-03-01
We describe how turbulence distributes tracers away from a localized source of injection, and analyze how the spatial inhomogeneities of the concentration field depend on the amount of randomness in the injection mechanism. For that purpose, we contrast the mass correlations induced by purely random injections with those induced by continuous injections in the environment. Using the Kraichnan model of turbulent advection, whereby the underlying velocity field is assumed to be shortly correlated in time, we explicitly identify scaling regions for the statistics of the mass contained within a shell of radius r and located at a distance ρ away from the source. The two key parameters are found to be (i) the ratio s 2 between the absolute and the relative timescales of dispersion and (ii) the ratio Λ between the size of the cloud and its distance away from the source. When the injection is random, only the former is relevant, as previously shown by Celani et al (2007 J. Fluid Mech. 583 189–98) in the case of an incompressible fluid. It is argued that the space partition in terms of s 2 and Λ is a robust feature of the injection mechanism itself, which should remain relevant beyond the Kraichnan model. This is for instance the case in a generalized version of the model, where the absolute dispersion is prescribed to be ballistic rather than diffusive.
KC-135 aero-optical turbulent boundary layer/shear layer experiment revisited
NASA Technical Reports Server (NTRS)
Craig, J.; Allen, C.
1987-01-01
The aero-optical effects associated with propagating a laser beam through both an aircraft turbulent boundary layer and artificially generated shear layers are examined. The data present comparisons from observed optical performance with those inferred from aerodynamic measurements of unsteady density and correlation lengths within the same random flow fields. Using optical instrumentation with tens of microsecond temporal resolution through a finite aperture, optical performance degradation was determined and contrasted with the infinite aperture time averaged aerodynamic measurement. In addition, the optical data were artificially clipped to compare to theoretical scaling calculations. Optical instrumentation consisted of a custom Q switched Nd:Yag double pulsed laser, and a holographic camera which recorded the random flow field in a double pass, double pulse mode. Aerodynamic parameters were measured using hot film anemometer probes and a five hole pressure probe. Each technique is described with its associated theoretical basis for comparison. The effects of finite aperture and spatial and temporal frequencies of the random flow are considered.
Full-switching FSF-type superconducting spin-triplet magnetic random access memory element
NASA Astrophysics Data System (ADS)
Lenk, D.; Morari, R.; Zdravkov, V. I.; Ullrich, A.; Khaydukov, Yu.; Obermeier, G.; Müller, C.; Sidorenko, A. S.; von Nidda, H.-A. Krug; Horn, S.; Tagirov, L. R.; Tidecks, R.
2017-11-01
In the present work a superconducting Co/CoOx/Cu41Ni59 /Nb/Cu41Ni59 nanoscale thin film heterostructure is investigated, which exhibits a superconducting transition temperature, Tc, depending on the history of magnetic field applied parallel to the film plane. In more detail, around zero applied field, Tc is lower when the field is changed from negative to positive polarity (with respect to the cooling field), compared to the opposite case. We interpret this finding as the result of the generation of the odd-in-frequency triplet component of superconductivity arising at noncollinear orientation of the magnetizations in the Cu41Ni59 layer adjacent to the CoOx layer. This interpretation is supported by superconducting quantum interference device magnetometry, which revealed a correlation between details of the magnetic structure and the observed superconducting spin-valve effects. Readout of information is possible at zero applied field and, thus, no permanent field is required to stabilize both states. Consequently, this system represents a superconducting magnetic random access memory element for superconducting electronics. By applying increased transport currents, the system can be driven to the full switching mode between the completely superconducting and the normal state.
Sadhukhan, Debasis; Roy, Sudipto Singha; Rakshit, Debraj; Prabhu, R; Sen De, Aditi; Sen, Ujjwal
2016-01-01
Classical correlation functions of ground states typically decay exponentially and polynomially, respectively, for gapped and gapless short-range quantum spin systems. In such systems, entanglement decays exponentially even at the quantum critical points. However, quantum discord, an information-theoretic quantum correlation measure, survives long lattice distances. We investigate the effects of quenched disorder on quantum correlation lengths of quenched averaged entanglement and quantum discord, in the anisotropic XY and XYZ spin glass and random field chains. We find that there is virtually neither reduction nor enhancement in entanglement length while quantum discord length increases significantly with the introduction of the quenched disorder.
NASA Astrophysics Data System (ADS)
Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki
2018-03-01
We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2}). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3}) and the level sets of the Gaussian free field ({d≥ 3}). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.
NASA Astrophysics Data System (ADS)
Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki
2017-12-01
We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2} ). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3} ) and the level sets of the Gaussian free field ({d≥ 3} ). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.
Generating log-normal mock catalog of galaxies in redshift space
DOE Office of Scientific and Technical Information (OSTI.GOV)
Agrawal, Aniket; Makiya, Ryu; Saito, Shun
We present a public code to generate a mock galaxy catalog in redshift space assuming a log-normal probability density function (PDF) of galaxy and matter density fields. We draw galaxies by Poisson-sampling the log-normal field, and calculate the velocity field from the linearised continuity equation of matter fields, assuming zero vorticity. This procedure yields a PDF of the pairwise velocity fields that is qualitatively similar to that of N-body simulations. We check fidelity of the catalog, showing that the measured two-point correlation function and power spectrum in real space agree with the input precisely. We find that a linear biasmore » relation in the power spectrum does not guarantee a linear bias relation in the density contrasts, leading to a cross-correlation coefficient of matter and galaxies deviating from unity on small scales. We also find that linearising the Jacobian of the real-to-redshift space mapping provides a poor model for the two-point statistics in redshift space. That is, non-linear redshift-space distortion is dominated by non-linearity in the Jacobian. The power spectrum in redshift space shows a damping on small scales that is qualitatively similar to that of the well-known Fingers-of-God (FoG) effect due to random velocities, except that the log-normal mock does not include random velocities. This damping is a consequence of non-linearity in the Jacobian, and thus attributing the damping of the power spectrum solely to FoG, as commonly done in the literature, is misleading.« less
Prequantum classical statistical field theory: background field as a source of everything?
NASA Astrophysics Data System (ADS)
Khrennikov, Andrei
2011-07-01
Prequantum classical statistical field theory (PCSFT) is a new attempt to consider quantum mechanics (QM) as an emergent phenomenon, cf. with De Broglie's "double solution" approach, Bohmian mechanics, stochastic electrodynamics (SED), Nelson's stochastic QM and its generalization by Davidson, 't Hooft's models and their development by Elze. PCSFT is a comeback to a purely wave viewpoint on QM, cf. with early Schrodinger. There is no quantum particles at all, only waves. In particular, photons are simply wave-pulses of the classical electromagnetic field, cf. SED. Moreover, even massive particles are special "prequantum fields": the electron field, the neutron field, and so on. PCSFT claims that (sooner or later) people will be able to measure components of these fields: components of the "photonic field" (the classical electromagnetic field of low intensity), electronic field, neutronic field, and so on. At the moment we are able to produce quantum correlations as correlations of classical Gaussian random fields. In this paper we are interested in mathematical and physical reasons of usage of Gaussian fields. We consider prequantum signals (corresponding to quantum systems) as composed of a huge number of wave-pulses (on very fine prequantum time scale). We speculate that the prequantum background field (the field of "vacuum fluctuations") might play the role of a source of such pulses, i.e., the source of everything.
NASA Astrophysics Data System (ADS)
Wang, B. X.; Zhao, C. Y.
2018-02-01
Understanding radiative transfer in random media like micro- or nanoporous and particulate materials, allows people to manipulate the scattering and absorption of radiation, as well as opens new possibilities in applications such as imaging through turbid media, photovoltaics, and radiative cooling. A strong-backscattering phase function, i.e., a negative scattering asymmetry parameter g , is of great interest, which can possibly lead to unusual radiative transport phenomena, for instance, Anderson localization of light. Here we demonstrate that by utilizing the structural correlations and second Kerker condition for a disordered medium composed of randomly distributed silicon nanoparticles, a strongly negative scattering asymmetry factor (g ˜-0.5 ) for multiple light scattering can be realized in the near infrared. Based on the multipole expansion of Foldy-Lax equations and quasicrystalline approximation (QCA), we have rigorously derived analytical expressions for the effective propagation constant and scattering phase function for a random system containing spherical particles, by taking the effect of structural correlations into account. We show that as the concentration of scattering particles rises, the backscattering is also enhanced. Moreover, in this circumstance, the transport mean free path is largely reduced and even becomes smaller than that predicted by independent scattering approximation. We further explore the dependent scattering effects, including the modification of electric and magnetic dipole excitations and far-field interference effect, both induced and influenced by the structural correlations, for volume fraction of particles up to fv˜0.25 . Our results have profound implications in harnessing micro- or nanoscale radiative transfer through random media.
Waveform control of orientation-dependent ionization of DCl in few-cycle laser fields.
Znakovskaya, I; von den Hoff, P; Schirmel, N; Urbasch, G; Zherebtsov, S; Bergues, B; de Vivie-Riedle, R; Weitzel, K-M; Kling, M F
2011-05-21
Strong few-cycle light fields with stable electric field waveforms allow controlling electrons on time scales down to the attosecond domain. We have studied the dissociative ionization of randomly oriented DCl in 5 fs light fields at 720 nm in the tunneling regime. Momentum distributions of D(+) and Cl(+) fragments were recorded via velocity-map imaging. A waveform-dependent anti-correlated directional emission of D(+) and Cl(+) fragments is observed. Comparison of our results with calculations indicates that tailoring of the light field via the carrier envelope phase permits the control over the orientation of DCl(+) and in turn the directional emission of charged fragments upon the breakup of the molecular ion. © The Owner Societies 2011
General formulation of long-range degree correlations in complex networks
NASA Astrophysics Data System (ADS)
Fujiki, Yuka; Takaguchi, Taro; Yakubo, Kousuke
2018-06-01
We provide a general framework for analyzing degree correlations between nodes separated by more than one step (i.e., beyond nearest neighbors) in complex networks. One joint and four conditional probability distributions are introduced to fully describe long-range degree correlations with respect to degrees k and k' of two nodes and shortest path length l between them. We present general relations among these probability distributions and clarify the relevance to nearest-neighbor degree correlations. Unlike nearest-neighbor correlations, some of these probability distributions are meaningful only in finite-size networks. Furthermore, as a baseline to determine the existence of intrinsic long-range degree correlations in a network other than inevitable correlations caused by the finite-size effect, the functional forms of these probability distributions for random networks are analytically evaluated within a mean-field approximation. The utility of our argument is demonstrated by applying it to real-world networks.
Microseismic response characteristics modeling and locating of underground water supply pipe leak
NASA Astrophysics Data System (ADS)
Wang, J.; Liu, J.
2015-12-01
In traditional methods of pipeline leak location, geophones must be located on the pipe wall. If the exact location of the pipeline is unknown, the leaks cannot be identified accurately. To solve this problem, taking into account the characteristics of the pipeline leak, we propose a continuous random seismic source model and construct geological models to investigate the proposed method for locating underground pipeline leaks. Based on two dimensional (2D) viscoacoustic equations and the staggered grid finite-difference (FD) algorithm, the microseismic wave field generated by a leaking pipe is modeled. Cross-correlation analysis and the simulated annealing (SA) algorithm were utilized to obtain the time difference and the leak location. We also analyze and discuss the effect of the number of recorded traces, the survey layout, and the offset and interval of the traces on the accuracy of the estimated location. The preliminary results of the simulation and data field experiment indicate that (1) a continuous random source can realistically represent the leak microseismic wave field in a simulation using 2D visco-acoustic equations and a staggered grid FD algorithm. (2) The cross-correlation method is effective for calculating the time difference of the direct wave relative to the reference trace. However, outside the refraction blind zone, the accuracy of the time difference is reduced by the effects of the refracted wave. (3) The acquisition method of time difference based on the microseismic theory and SA algorithm has a great potential for locating leaks from underground pipelines from an array located on the ground surface. Keywords: Viscoacoustic finite-difference simulation; continuous random source; simulated annealing algorithm; pipeline leak location
On the joint spectral density of bivariate random sequences. Thesis Technical Report No. 21
NASA Technical Reports Server (NTRS)
Aalfs, David D.
1995-01-01
For univariate random sequences, the power spectral density acts like a probability density function of the frequencies present in the sequence. This dissertation extends that concept to bivariate random sequences. For this purpose, a function called the joint spectral density is defined that represents a joint probability weighing of the frequency content of pairs of random sequences. Given a pair of random sequences, the joint spectral density is not uniquely determined in the absence of any constraints. Two approaches to constraining the sequences are suggested: (1) assume the sequences are the margins of some stationary random field, (2) assume the sequences conform to a particular model that is linked to the joint spectral density. For both approaches, the properties of the resulting sequences are investigated in some detail, and simulation is used to corroborate theoretical results. It is concluded that under either of these two constraints, the joint spectral density can be computed from the non-stationary cross-correlation.
Quantum correlations and dynamics from classical random fields valued in complex Hilbert spaces
DOE Office of Scientific and Technical Information (OSTI.GOV)
Khrennikov, Andrei
2010-08-15
One of the crucial differences between mathematical models of classical and quantum mechanics (QM) is the use of the tensor product of the state spaces of subsystems as the state space of the corresponding composite system. (To describe an ensemble of classical composite systems, one uses random variables taking values in the Cartesian product of the state spaces of subsystems.) We show that, nevertheless, it is possible to establish a natural correspondence between the classical and the quantum probabilistic descriptions of composite systems. Quantum averages for composite systems (including entangled) can be represented as averages with respect to classical randommore » fields. It is essentially what Albert Einstein dreamed of. QM is represented as classical statistical mechanics with infinite-dimensional phase space. While the mathematical construction is completely rigorous, its physical interpretation is a complicated problem. We present the basic physical interpretation of prequantum classical statistical field theory in Sec. II. However, this is only the first step toward real physical theory.« less
Phase diagram, correlation gap, and critical properties of the Coulomb glass
NASA Astrophysics Data System (ADS)
Palassini, Matteo; Goethe, Martin
2009-03-01
We investigate the lattice Coulomb glass model in three dimensions via extensive Monte Carlo simulations. 1. No evidence for an equilibrium glass phase is found down to very low temperatures, contrary to mean-field predictions, although the correlation length increases rapidly near T=0. 2. The single-particle density of states near the Coulomb gap satisfies the scaling law g(e,T)=T^λf(e/T) with λ 2.2. 3. A charge-ordered phase exists at low disorder. The phase transition from the fluid to the charge ordered phase is consistent with the Random Field Ising universality class, which shows that the interaction is effectively screened at moderate temperature. Results from nonequilibrium simulations will also be briefly discussed. Reference: M.Goethe and M.Palassini, arXiv:0810.1047
ERIC Educational Resources Information Center
Hamid, Malai Hayati Sheikh; Shahrill, Masitah; Matzin, Rohani; Mahalle, Salwa; Mundia, Lawrence
2013-01-01
The cross-sectional field survey examined the roles of mathematics anxiety, self-esteem, proactive coping, and test stress in mathematics achievement among 204 (151 females) randomly selected Year 8-10 Brunei secondary school students. The negative dimensions of mathematics anxiety, self-esteem, and proactive coping correlated negatively with…
Tests of Hypotheses Arising In the Correlated Random Coefficient Model*
Heckman, James J.; Schmierer, Daniel
2010-01-01
This paper examines the correlated random coefficient model. It extends the analysis of Swamy (1971), who pioneered the uncorrelated random coefficient model in economics. We develop the properties of the correlated random coefficient model and derive a new representation of the variance of the instrumental variable estimator for that model. We develop tests of the validity of the correlated random coefficient model against the null hypothesis of the uncorrelated random coefficient model. PMID:21170148
The ABC (in any D) of logarithmic CFT
NASA Astrophysics Data System (ADS)
Hogervorst, Matthijs; Paulos, Miguel; Vichi, Alessandro
2017-10-01
Logarithmic conformal field theories have a vast range of applications, from critical percolation to systems with quenched disorder. In this paper we thoroughly examine the structure of these theories based on their symmetry properties. Our analysis is model-independent and holds for any spacetime dimension. Our results include a determination of the general form of correlation functions and conformal block decompositions, clearing the path for future bootstrap applications. Several examples are discussed in detail, including logarithmic generalized free fields, holographic models, self-avoiding random walks and critical percolation.
Electron Beam Propagation Through a Magnetic Wiggler with Random Field Errors
1989-08-21
Another quantity of interest is the vector potential 6.A,.(:) associated with the field error 6B,,,(:). Defining the normalized vector potentials ba = ebA...then follows that the correlation of the normalized vector potential errors is given by 1 . 12 (-a.(zj)a.,(z2)) = a,k,, dz’ , dz" (bBE(z’)bB , (z")) a2...Throughout the following, terms of order O(z:/z) will be neglected. Similarly, for the y-component of the normalized vector potential errors, one
Moore, M A; Katzgraber, Helmut G
2014-10-01
Starting from preferences on N proposed policies obtained via questionnaires from a sample of the electorate, an Ising spin-glass model in a field can be constructed from which a political party could find the subset of the proposed policies which would maximize its appeal, form a coherent choice in the eyes of the electorate, and have maximum overlap with the party's existing policies. We illustrate the application of the procedure by simulations of a spin glass in a random field on scale-free networks.
Detecting dark-matter waves with a network of precision-measurement tools
NASA Astrophysics Data System (ADS)
Derevianko, Andrei
2018-04-01
Virialized ultralight fields (VULFs) are viable cold dark-matter candidates and include scalar and pseudoscalar bosonic fields, such as axions and dilatons. Direct searches for VULFs rely on low-energy precision-measurement tools. While previous proposals have focused on detecting coherent oscillations of the VULF signals at the VULF Compton frequencies for individual devices, here I consider a network of such devices. Virialized ultralight fields are essentially dark-matter waves and as such they carry both temporal and spatial phase information. Thereby, the discovery reach can be improved by using networks of precision-measurement tools. To formalize this idea, I derive a spatiotemporal two-point correlation function for the ultralight dark-matter fields in the framework of the standard halo model. Due to VULFs being Gaussian random fields, the derived two-point correlation function fully determines N -point correlation functions. For a network of ND devices within the coherence length of the field, the sensitivity compared to a single device can be improved by a factor of √{ND}. Further, I derive a VULF dark-matter signal profile for an individual device. The resulting line shape is strongly asymmetric due to the parabolic dispersion relation for massive nonrelativistic bosons. I discuss the aliasing effect that extends the discovery reach to VULF frequencies higher than the experimental sampling rate. I present sensitivity estimates and develop a stochastic field signal-to-noise ratio statistic. Finally, I consider an application of the formalism developed to atomic clocks and their networks.
Yger, Pierre; El Boustani, Sami; Destexhe, Alain; Frégnac, Yves
2011-10-01
The relationship between the dynamics of neural networks and their patterns of connectivity is far from clear, despite its importance for understanding functional properties. Here, we have studied sparsely-connected networks of conductance-based integrate-and-fire (IF) neurons with balanced excitatory and inhibitory connections and with finite axonal propagation speed. We focused on the genesis of states with highly irregular spiking activity and synchronous firing patterns at low rates, called slow Synchronous Irregular (SI) states. In such balanced networks, we examined the "macroscopic" properties of the spiking activity, such as ensemble correlations and mean firing rates, for different intracortical connectivity profiles ranging from randomly connected networks to networks with Gaussian-distributed local connectivity. We systematically computed the distance-dependent correlations at the extracellular (spiking) and intracellular (membrane potential) levels between randomly assigned pairs of neurons. The main finding is that such properties, when they are averaged at a macroscopic scale, are invariant with respect to the different connectivity patterns, provided the excitatory-inhibitory balance is the same. In particular, the same correlation structure holds for different connectivity profiles. In addition, we examined the response of such networks to external input, and found that the correlation landscape can be modulated by the mean level of synchrony imposed by the external drive. This modulation was found again to be independent of the external connectivity profile. We conclude that first and second-order "mean-field" statistics of such networks do not depend on the details of the connectivity at a microscopic scale. This study is an encouraging step toward a mean-field description of topological neuronal networks.
EPR paradox, quantum nonlocality and physical reality
NASA Astrophysics Data System (ADS)
Kupczynski, M.
2016-03-01
Eighty years ago Einstein, Podolsky and Rosen demonstrated that instantaneous reduction of wave function, believed to describe completely a pair of entangled physical systems, led to EPR paradox. The paradox disappears in statistical interpretation of quantum mechanics (QM) according to which a wave function describes only an ensemble of identically prepared physical systems. QM predicts strong correlations between outcomes of measurements performed on different members of EPR pairs in far-away locations. Searching for an intuitive explanation of these correlations John Bell analysed so called local realistic hidden variable models and proved that correlations consistent with these models satisfy Bell inequalities which are violated by some predictions of QM and by experimental data. Several different local models were constructed and inequalities proven. Some eminent physicists concluded that Nature is definitely nonlocal and that it is acting according to a law of nonlocal randomness. According to these law perfectly random, but strongly correlated events, can be produced at the same time in far away locations and a local and causal explanation of their occurrence cannot be given. We strongly disagree with this conclusion and we prove the contrary by analysing in detail some influential finite sample proofs of Bell and CHSH inequalities and so called Quantum Randi Challenges. We also show how one can win so called Bell's game without violating locality of Nature. Nonlocal randomness is inconsistent with local quantum field theory, with standard model in elementary particle physics and with causal laws and adaptive dynamics prevailing in the surrounding us world. The experimental violation of Bell-type inequalities does not prove the nonlocality of Nature but it only confirms a contextual character of quantum observables and gives a strong argument against counterfactual definiteness and against a point of view according to which experimental outcomes are produced in irreducible random way.
SYNTHETIC OBSERVATIONS OF MAGNETIC FIELDS IN PROTOSTELLAR CORES
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, Joyce W. Y.; Hull, Charles L. H.; Offner, Stella S. R., E-mail: chat.hull@cfa.harvard.edu, E-mail: jwyl1g12@soton.ac.uk
The role of magnetic fields in the early stages of star formation is not well constrained. In order to discriminate between different star formation models, we analyze 3D magnetohydrodynamic simulations of low-mass cores and explore the correlation between magnetic field orientation and outflow orientation over time. We produce synthetic observations of dust polarization at resolutions comparable to millimeter-wave dust polarization maps observed by the Combined Array for Research in Millimeter-wave Astronomy and compare these with 2D visualizations of projected magnetic field and column density. Cumulative distribution functions of the projected angle between the magnetic field and outflow show different degreesmore » of alignment in simulations with differing mass-to-flux ratios. The distribution function for the less magnetized core agrees with observations finding random alignment between outflow and field orientations, while the more magnetized core exhibits stronger alignment. We find that fractional polarization increases when the system is viewed such that the magnetic field is close to the plane of the sky, and the values of fractional polarization are consistent with observational measurements. The simulation outflow, which reflects the underlying angular momentum of the accreted gas, changes direction significantly over over the first ∼0.1 Myr of evolution. This movement could lead to the observed random alignment between outflows and the magnetic fields in protostellar cores.« less
Correlated randomness and switching phenomena
NASA Astrophysics Data System (ADS)
Stanley, H. E.; Buldyrev, S. V.; Franzese, G.; Havlin, S.; Mallamace, F.; Kumar, P.; Plerou, V.; Preis, T.
2010-08-01
One challenge of biology, medicine, and economics is that the systems treated by these serious scientific disciplines have no perfect metronome in time and no perfect spatial architecture-crystalline or otherwise. Nonetheless, as if by magic, out of nothing but randomness one finds remarkably fine-tuned processes in time and remarkably fine-tuned structures in space. Further, many of these processes and structures have the remarkable feature of “switching” from one behavior to another as if by magic. The past century has, philosophically, been concerned with placing aside the human tendency to see the universe as a fine-tuned machine. Here we will address the challenge of uncovering how, through randomness (albeit, as we shall see, strongly correlated randomness), one can arrive at some of the many spatial and temporal patterns in biology, medicine, and economics and even begin to characterize the switching phenomena that enables a system to pass from one state to another. Inspired by principles developed by A. Nihat Berker and scores of other statistical physicists in recent years, we discuss some applications of correlated randomness to understand switching phenomena in various fields. Specifically, we present evidence from experiments and from computer simulations supporting the hypothesis that water’s anomalies are related to a switching point (which is not unlike the “tipping point” immortalized by Malcolm Gladwell), and that the bubbles in economic phenomena that occur on all scales are not “outliers” (another Gladwell immortalization). Though more speculative, we support the idea of disease as arising from some kind of yet-to-be-understood complex switching phenomenon, by discussing data on selected examples, including heart disease and Alzheimer disease.
Temperature measurement of a dust particle in a RF plasma GEC reference cell
NASA Astrophysics Data System (ADS)
Kong, Jie; Qiao, Ke; Matthews, Lorin S.; Hyde, Truell W.
2016-10-01
The thermal motion of a dust particle levitated in a plasma chamber is similar to that described by Brownian motion in many ways. The primary difference between a dust particle in a plasma system and a free Brownian particle is that in addition to the random collisions between the dust particle and the neutral gas atoms, there are electric field fluctuations, dust charge fluctuations, and correlated motions from the unwanted continuous signals originating within the plasma system itself. This last contribution does not include random motion and is therefore separable from the random motion in a `normal' temperature measurement. In this paper, we discuss how to separate random and coherent motions of a dust particle confined in a glass box in a Gaseous Electronic Conference (GEC) radio-frequency (RF) reference cell employing experimentally determined dust particle fluctuation data analysed using the mean square displacement technique.
Repeated-cascade theory of strong turbulence in a magnetized plasma
NASA Technical Reports Server (NTRS)
Tchen, C. M.
1976-01-01
A two-dimensional Navier-Stokes equation of vorticity in fluid turbulence is used to model drift turbulence in a plasma with a strong constant magnetic field and a constant mean density gradient. The nonlinear eddy diffusivity is described by a time-integrated Lagrangian correlation of velocities, and the repeated-cascade method is employed to choose the rank accounting for nearest-neighbor interactions, to calculate the Lagrangian correlation, and to close the correlation hierarchy. As a result, the diffusivity becomes dependent on the plasma's induced diffusion and is represented by a memory chain that is cut off by similarity and inertial randomization. Spectral laws relating the kinetic-energy spectrum to the -5, -5/2, -3, and -11 powers of wavenumber are derived for the velocity subranges of production, approach to inertia, inertia, and dissipation, respectively. It is found that the diffusivity is proportional to some inverse power of the magnetic field, that power being 1, 2/3, 5/6, and 2, respectively, for the four velocity subranges.
Backward jump continuous-time random walk: An application to market trading
NASA Astrophysics Data System (ADS)
Gubiec, Tomasz; Kutner, Ryszard
2010-10-01
The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.
Active dynamics of colloidal particles in time-varying laser speckle patterns
Bianchi, Silvio; Pruner, Riccardo; Vizsnyiczai, Gaszton; Maggi, Claudio; Di Leonardo, Roberto
2016-01-01
Colloidal particles immersed in a dynamic speckle pattern experience an optical force that fluctuates both in space and time. The resulting dynamics presents many interesting analogies with a broad class of non-equilibrium systems like: active colloids, self propelled microorganisms, transport in dynamical intracellular environments. Here we show that the use of a spatial light modulator allows to generate light fields that fluctuate with controllable space and time correlations and a prescribed average intensity profile. In particular we generate ring-shaped random patterns that can confine a colloidal particle over a quasi one-dimensional random energy landscape. We find a mean square displacement that is diffusive at both short and long times, while a superdiffusive or subdiffusive behavior is observed at intermediate times depending on the value of the speckles correlation time. We propose two alternative models for the mean square displacement in the two limiting cases of a short or long speckles correlation time. A simple interpolation formula is shown to account for the full phenomenology observed in the mean square displacement across the entire range from fast to slow fluctuating speckles. PMID:27279540
Backward jump continuous-time random walk: an application to market trading.
Gubiec, Tomasz; Kutner, Ryszard
2010-10-01
The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.
1982-02-01
function of both E, and an auto- correlation time :. We choose to replace E, by an expression containing v, the velocity spread of the beam...f’K or eEL ArGC - ’ (5) where E,_ is now the perpendicular component of the turbulent E field and , is the time int-erval for a coherent interaction...the auto-correlation time ). Equation (5) is the basis for our random walk model for wave particle interactions. It can also be derived using the tX
A Gaussian random field model for similarity-based smoothing in Bayesian disease mapping.
Baptista, Helena; Mendes, Jorge M; MacNab, Ying C; Xavier, Miguel; Caldas-de-Almeida, José
2016-08-01
Conditionally specified Gaussian Markov random field (GMRF) models with adjacency-based neighbourhood weight matrix, commonly known as neighbourhood-based GMRF models, have been the mainstream approach to spatial smoothing in Bayesian disease mapping. In the present paper, we propose a conditionally specified Gaussian random field (GRF) model with a similarity-based non-spatial weight matrix to facilitate non-spatial smoothing in Bayesian disease mapping. The model, named similarity-based GRF, is motivated for modelling disease mapping data in situations where the underlying small area relative risks and the associated determinant factors do not vary systematically in space, and the similarity is defined by "similarity" with respect to the associated disease determinant factors. The neighbourhood-based GMRF and the similarity-based GRF are compared and accessed via a simulation study and by two case studies, using new data on alcohol abuse in Portugal collected by the World Mental Health Survey Initiative and the well-known lip cancer data in Scotland. In the presence of disease data with no evidence of positive spatial correlation, the simulation study showed a consistent gain in efficiency from the similarity-based GRF, compared with the adjacency-based GMRF with the determinant risk factors as covariate. This new approach broadens the scope of the existing conditional autocorrelation models. © The Author(s) 2016.
On chemical distances and shape theorems in percolation models with long-range correlations
NASA Astrophysics Data System (ADS)
Drewitz, Alexander; Ráth, Balázs; Sapozhnikov, Artëm
2014-08-01
In this paper, we provide general conditions on a one parameter family of random infinite subsets of {{Z}}^d to contain a unique infinite connected component for which the chemical distances are comparable to the Euclidean distance. In addition, we show that these conditions also imply a shape theorem for the corresponding infinite connected component. By verifying these conditions for specific models, we obtain novel results about the structure of the infinite connected component of the vacant set of random interlacements and the level sets of the Gaussian free field. As a byproduct, we obtain alternative proofs to the corresponding results for random interlacements in the work of Černý and Popov ["On the internal distance in the interlacement set," Electron. J. Probab. 17(29), 1-25 (2012)], and while our main interest is in percolation models with long-range correlations, we also recover results in the spirit of the work of Antal and Pisztora ["On the chemical distance for supercritical Bernoulli percolation," Ann Probab. 24(2), 1036-1048 (1996)] for Bernoulli percolation. Finally, as a corollary, we derive new results about the (chemical) diameter of the largest connected component in the complement of the trace of the random walk on the torus.
Probabilistic Structures Analysis Methods (PSAM) for select space propulsion system components
NASA Technical Reports Server (NTRS)
1991-01-01
The basic formulation for probabilistic finite element analysis is described and demonstrated on a few sample problems. This formulation is based on iterative perturbation that uses the factorized stiffness on the unperturbed system as the iteration preconditioner for obtaining the solution to the perturbed problem. This approach eliminates the need to compute, store and manipulate explicit partial derivatives of the element matrices and force vector, which not only reduces memory usage considerably, but also greatly simplifies the coding and validation tasks. All aspects for the proposed formulation were combined in a demonstration problem using a simplified model of a curved turbine blade discretized with 48 shell elements, and having random pressure and temperature fields with partial correlation, random uniform thickness, and random stiffness at the root.
NASA Astrophysics Data System (ADS)
Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo
2018-03-01
In view of the Fourier-Stieltjes integral formula of multivariate stationary stochastic processes, a unified formulation accommodating spectral representation method (SRM) and proper orthogonal decomposition (POD) is deduced. By introducing random functions as constraints correlating the orthogonal random variables involved in the unified formulation, the dimension-reduction spectral representation method (DR-SRM) and the dimension-reduction proper orthogonal decomposition (DR-POD) are addressed. The proposed schemes are capable of representing the multivariate stationary stochastic process with a few elementary random variables, bypassing the challenges of high-dimensional random variables inherent in the conventional Monte Carlo methods. In order to accelerate the numerical simulation, the technique of Fast Fourier Transform (FFT) is integrated with the proposed schemes. For illustrative purposes, the simulation of horizontal wind velocity field along the deck of a large-span bridge is proceeded using the proposed methods containing 2 and 3 elementary random variables. Numerical simulation reveals the usefulness of the dimension-reduction representation methods.
Scalar and vector Keldysh models in the time domain
NASA Astrophysics Data System (ADS)
Kiselev, M. N.; Kikoin, K. A.
2009-04-01
The exactly solvable Keldysh model of disordered electron system in a random scattering field with extremely long correlation length is converted to the time-dependent model with extremely long relaxation. The dynamical problem is solved for the ensemble of two-level systems (TLS) with fluctuating well depths having the discrete Z 2 symmetry. It is shown also that the symmetric TLS with fluctuating barrier transparency may be described in terms of the vector Keldysh model with dime-dependent random planar rotations in xy plane having continuous SO(2) symmetry. Application of this model to description of dynamic fluctuations in quantum dots and optical lattices is discussed.
Fitting a function to time-dependent ensemble averaged data.
Fogelmark, Karl; Lomholt, Michael A; Irbäck, Anders; Ambjörnsson, Tobias
2018-05-03
Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared displacements) with a function and extract parameters (such as diffusion constants). A commonly overlooked challenge in such function fitting procedures is that fluctuations around mean values, by construction, exhibit temporal correlations. We show that the only available general purpose function fitting methods, correlated chi-square method and the weighted least squares method (which neglects correlation), fail at either robust parameter estimation or accurate error estimation. We remedy this by deriving a new closed-form error estimation formula for weighted least square fitting. The new formula uses the full covariance matrix, i.e., rigorously includes temporal correlations, but is free of the robustness issues, inherent to the correlated chi-square method. We demonstrate its accuracy in four examples of importance in many fields: Brownian motion, damped harmonic oscillation, fractional Brownian motion and continuous time random walks. We also successfully apply our method, weighted least squares including correlation in error estimation (WLS-ICE), to particle tracking data. The WLS-ICE method is applicable to arbitrary fit functions, and we provide a publically available WLS-ICE software.
Soft tissue strain measurement using an optical method
NASA Astrophysics Data System (ADS)
Toh, Siew Lok; Tay, Cho Jui; Goh, Cho Hong James
2008-11-01
Digital image correlation (DIC) is a non-contact optical technique that allows the full-field estimation of strains on a surface under an applied deformation. In this project, the application of an optimized DIC technique is applied, which can achieve efficiency and accuracy in the measurement of two-dimensional deformation fields in soft tissue. This technique relies on matching the random patterns recorded in images to directly obtain surface displacements and to get displacement gradients from which the strain field can be determined. Digital image correlation is a well developed technique that has numerous and varied engineering applications, including the application in soft and hard tissue biomechanics. Chicken drumstick ligaments were harvested and used during the experiments. The surface of the ligament was speckled with black paint to allow for correlation to be done. Results show that the stress-strain curve exhibits a bi-linear behavior i.e. a "toe region" and a "linear elastic region". The Young's modulus obtained for the toe region is about 92 MPa and the modulus for the linear elastic region is about 230 MPa. The results are within the values for mammalian anterior cruciate ligaments of 150-300 MPa.
Handling Correlations between Covariates and Random Slopes in Multilevel Models
ERIC Educational Resources Information Center
Bates, Michael David; Castellano, Katherine E.; Rabe-Hesketh, Sophia; Skrondal, Anders
2014-01-01
This article discusses estimation of multilevel/hierarchical linear models that include cluster-level random intercepts and random slopes. Viewing the models as structural, the random intercepts and slopes represent the effects of omitted cluster-level covariates that may be correlated with included covariates. The resulting correlations between…
Munhoz, R E F; Prioli, A J; Amaral, A T; Scapim, C A; Simon, G A
2009-08-11
Diallel analysis was used to obtain information on combining ability, heterosis, estimates of genetic distances by random amplified polymorphic DNA (RAPD) and on their correlations with heterosis, for the popcorn varieties RS 20, UNB2, CMS 43, CMS 42, Zélia, UEM J1, UEM M2, Beija-Flor, and Viçosa, which were crossed to obtain all possible combinations, without reciprocals. The genitors and the 36 F(1) hybrids were evaluated in field trials in Maringá during two growing seasons in a randomized complete block design with three replications. Based on the results, strategies for further studies were developed, including the construction of composites by joining varieties with high general combining ability for grain yield (UNB2 and CMS 42) with those with high general combining ability for popping expansion (Zélia, RS 20 and UEM M2). Based on the RAPD markers, UEM J1 and Zélia were the most genetically distant and RS 20 and UNB2 were the most similar. The low correlation between heterosis and genetic distances may be explained by the random dispersion of the RAPD markers, which were insufficient for the exploitation of the popcorn genome. We concluded that an association between genetic dissimilarity and heterosis based only on genetic distance is not expected without considering the effect of dominant loci.
Reynolds, G Shawn; Bennett, Joel B
2015-01-01
The current study adapted two workplace substance abuse prevention programs and tested a conceptual model of workplace training effects on help seeking and alcohol consumption. Questionnaires were collected 1 month before, 1 month after, and 6 months within a cluster randomized field experiment. Texas small businesses in construction, transportation, and service industries. A total of 1510 employees from 45 businesses were randomly assigned to receive no training or one of the interventions. The interventions were 4-hour on-the-job classroom trainings that encouraged healthy lifestyles and seeking professional help (e.g., from the Employee Assistance Program [EAP]). The Team Awareness Program focused on peer referral and team building. The Choices in Health Promotion Program delivered various health topics based on a needs assessment. Questionnaires measured help-seeking attitudes and behavior, frequency of drinking alcohol, and job-related incidents. Mixed-model repeated-measures analyses of covariance were computed. Relative to the control group, training was associated with significantly greater reductions in drinking frequency, willingness to seek help, and seeking help from the EAP. After including help-seeking attitudes as a covariate, the correlation between training and help seeking becomes nonsignificant. Help-seeking behavior was not correlated with drinking frequency. Training improved help-seeking attitudes and behaviors and decreased alcohol risks. The reductions in drinking alcohol were directly correlated with training and independent from help seeking.
Wan, Xiaoqing; Zhao, Chunhui
2017-06-01
As a competitive machine learning algorithm, the stacked sparse autoencoder (SSA) has achieved outstanding popularity in exploiting high-level features for classification of hyperspectral images (HSIs). In general, in the SSA architecture, the nodes between adjacent layers are fully connected and need to be iteratively fine-tuned during the pretraining stage; however, the nodes of previous layers further away may be less likely to have a dense correlation to the given node of subsequent layers. Therefore, to reduce the classification error and increase the learning rate, this paper proposes the general framework of locally connected SSA; that is, the biologically inspired local receptive field (LRF) constrained SSA architecture is employed to simultaneously characterize the local correlations of spectral features and extract high-level feature representations of hyperspectral data. In addition, the appropriate receptive field constraint is concurrently updated by measuring the spatial distances from the neighbor nodes to the corresponding node. Finally, the efficient random forest classifier is cascaded to the last hidden layer of the SSA architecture as a benchmark classifier. Experimental results on two real HSI datasets demonstrate that the proposed hierarchical LRF constrained stacked sparse autoencoder and random forest (SSARF) provides encouraging results with respect to other contrastive methods, for instance, the improvements of overall accuracy in a range of 0.72%-10.87% for the Indian Pines dataset and 0.74%-7.90% for the Kennedy Space Center dataset; moreover, it generates lower running time compared with the result provided by similar SSARF based methodology.
Study on the mapping of dark matter clustering from real space to redshift space
NASA Astrophysics Data System (ADS)
Zheng, Yi; Song, Yong-Seon
2016-08-01
The mapping of dark matter clustering from real space to redshift space introduces the anisotropic property to the measured density power spectrum in redshift space, known as the redshift space distortion effect. The mapping formula is intrinsically non-linear, which is complicated by the higher order polynomials due to indefinite cross correlations between the density and velocity fields, and the Finger-of-God effect due to the randomness of the peculiar velocity field. Whilst the full higher order polynomials remain unknown, the other systematics can be controlled consistently within the same order truncation in the expansion of the mapping formula, as shown in this paper. The systematic due to the unknown non-linear density and velocity fields is removed by separately measuring all terms in the expansion directly using simulations. The uncertainty caused by the velocity randomness is controlled by splitting the FoG term into two pieces, 1) the ``one-point" FoG term being independent of the separation vector between two different points, and 2) the ``correlated" FoG term appearing as an indefinite polynomials which is expanded in the same order as all other perturbative polynomials. Using 100 realizations of simulations, we find that the Gaussian FoG function with only one scale-independent free parameter works quite well, and that our new mapping formulation accurately reproduces the observed 2-dimensional density power spectrum in redshift space at the smallest scales by far, up to k~ 0.2 Mpc-1, considering the resolution of future experiments.
On grey levels in random CAPTCHA generation
NASA Astrophysics Data System (ADS)
Newton, Fraser; Kouritzin, Michael A.
2011-06-01
A CAPTCHA is an automatically generated test designed to distinguish between humans and computer programs; specifically, they are designed to be easy for humans but difficult for computer programs to pass in order to prevent the abuse of resources by automated bots. They are commonly seen guarding webmail registration forms, online auction sites, and preventing brute force attacks on passwords. In the following, we address the question: How does adding a grey level to random CAPTCHA generation affect the utility of the CAPTCHA? We treat the problem of generating the random CAPTCHA as one of random field simulation: An initial state of background noise is evolved over time using Gibbs sampling and an efficient algorithm for generating correlated random variables. This approach has already been found to yield highly-readable yet difficult-to-crack CAPTCHAs. We detail how the requisite parameters for introducing grey levels are estimated and how we generate the random CAPTCHA. The resulting CAPTCHA will be evaluated in terms of human readability as well as its resistance to automated attacks in the forms of character segmentation and optical character recognition.
NASA Astrophysics Data System (ADS)
Raupov, Dmitry S.; Myakinin, Oleg O.; Bratchenko, Ivan A.; Zakharov, Valery P.; Khramov, Alexander G.
2016-10-01
In this paper, we propose a report about our examining of the validity of OCT in identifying changes using a skin cancer texture analysis compiled from Haralick texture features, fractal dimension, Markov random field method and the complex directional features from different tissues. Described features have been used to detect specific spatial characteristics, which can differentiate healthy tissue from diverse skin cancers in cross-section OCT images (B- and/or C-scans). In this work, we used an interval type-II fuzzy anisotropic diffusion algorithm for speckle noise reduction in OCT images. The Haralick texture features as contrast, correlation, energy, and homogeneity have been calculated in various directions. A box-counting method is performed to evaluate fractal dimension of skin probes. Markov random field have been used for the quality enhancing of the classifying. Additionally, we used the complex directional field calculated by the local gradient methodology to increase of the assessment quality of the diagnosis method. Our results demonstrate that these texture features may present helpful information to discriminate tumor from healthy tissue. The experimental data set contains 488 OCT-images with normal skin and tumors as Basal Cell Carcinoma (BCC), Malignant Melanoma (MM) and Nevus. All images were acquired from our laboratory SD-OCT setup based on broadband light source, delivering an output power of 20 mW at the central wavelength of 840 nm with a bandwidth of 25 nm. We obtained sensitivity about 97% and specificity about 73% for a task of discrimination between MM and Nevus.
Pre-Processing and Cross-Correlation Techniques for Time-Distance Helioseismology
NASA Astrophysics Data System (ADS)
Wang, N.; de Ridder, S.; Zhao, J.
2014-12-01
In chaotic wave fields excited by a random distribution of noise sources a cross-correlation of the recordings made at two stations yield the interstation wave-field response. After early successes in helioseismology, laboratory studies and earth-seismology, this technique found broad application in global and regional seismology. This development came with an increasing understanding of pre-processing and cross-correlation workflows to yield an optimal signal-to-noise ratio (SNR). Helioseismologist rely heavily on stacking to increase the SNR. Until now, they have not studied different spectral-whitening and cross-correlation workflows and relies heavily on stacking to increase the SNR. The recordings vary considerably between sunspots and regular portions of the sun. Within the sunspot the periodic effects of the observation satellite orbit are difficult to remove. We remove a running alpha-mean from the data and apply a soft clip to deal with data glitches. The recordings contain energy of both flow and waves. A frequency domain filter selects the wave energy. Then the data is input to several pre-processing and cross-correlation techniques, common to earth seismology. We anticipate that spectral whitening will flatten the energy spectrum of the cross-correlations. We also expect that the cross-correlations converge faster to their expected value when the data is processed over overlapping windows. The result of this study are expected to aid in decreasing the stacking while maintaining good SNR.
Soil variability in engineering applications
NASA Astrophysics Data System (ADS)
Vessia, Giovanna
2014-05-01
Natural geomaterials, as soils and rocks, show spatial variability and heterogeneity of physical and mechanical properties. They can be measured by in field and laboratory testing. The heterogeneity concerns different values of litho-technical parameters pertaining similar lithological units placed close to each other. On the contrary, the variability is inherent to the formation and evolution processes experienced by each geological units (homogeneous geomaterials on average) and captured as a spatial structure of fluctuation of physical property values about their mean trend, e.g. the unit weight, the hydraulic permeability, the friction angle, the cohesion, among others. The preceding spatial variations shall be managed by engineering models to accomplish reliable designing of structures and infrastructures. Materon (1962) introduced the Geostatistics as the most comprehensive tool to manage spatial correlation of parameter measures used in a wide range of earth science applications. In the field of the engineering geology, Vanmarcke (1977) developed the first pioneering attempts to describe and manage the inherent variability in geomaterials although Terzaghi (1943) already highlighted that spatial fluctuations of physical and mechanical parameters used in geotechnical designing cannot be neglected. A few years later, Mandelbrot (1983) and Turcotte (1986) interpreted the internal arrangement of geomaterial according to Fractal Theory. In the same years, Vanmarcke (1983) proposed the Random Field Theory providing mathematical tools to deal with inherent variability of each geological units or stratigraphic succession that can be resembled as one material. In this approach, measurement fluctuations of physical parameters are interpreted through the spatial variability structure consisting in the correlation function and the scale of fluctuation. Fenton and Griffiths (1992) combined random field simulation with the finite element method to produce the Random Finite Element Method (RFEM). This method has been used to investigate the random behavior of soils in the context of a variety of classical geotechnical problems. Afterward, some following studies collected the worldwide variability values of many technical parameters of soils (Phoon and Kulhawy 1999a) and their spatial correlation functions (Phoon and Kulhawy 1999b). In Italy, Cherubini et al. (2007) calculated the spatial variability structure of sandy and clayey soils from the standard cone penetration test readings. The large extent of the worldwide measured spatial variability of soils and rocks heavily affects the reliability of geotechnical designing as well as other uncertainties introduced by testing devices and engineering models. So far, several methods have been provided to deal with the preceding sources of uncertainties in engineering designing models (e.g. First Order Reliability Method, Second Order Reliability Method, Response Surface Method, High Dimensional Model Representation, etc.). Nowadays, the efforts in this field have been focusing on (1) measuring spatial variability of different rocks and soils and (2) developing numerical models that take into account the spatial variability as additional physical variable. References Cherubini C., Vessia G. and Pula W. 2007. Statistical soil characterization of Italian sites for reliability analyses. Proc. 2nd Int. Workshop. on Characterization and Engineering Properties of Natural Soils, 3-4: 2681-2706. Griffiths D.V. and Fenton G.A. 1993. Seepage beneath water retaining structures founded on spatially random soil, Géotechnique, 43(6): 577-587. Mandelbrot B.B. 1983. The Fractal Geometry of Nature. San Francisco: W H Freeman. Matheron G. 1962. Traité de Géostatistique appliquée. Tome 1, Editions Technip, Paris, 334 p. Phoon K.K. and Kulhawy F.H. 1999a. Characterization of geotechnical variability. Can Geotech J, 36(4): 612-624. Phoon K.K. and Kulhawy F.H. 1999b. Evaluation of geotechnical property variability. Can Geotech J, 36(4): 625-639. Terzaghi K. 1943. Theoretical Soil Mechanics. New York: John Wiley and Sons. Turcotte D.L. 1986. Fractals and fragmentation. J Geophys Res, 91: 1921-1926. Vanmarcke E.H. 1977. Probabilistic modeling of soil profiles. J Geotech Eng Div, ASCE, 103: 1227-1246. Vanmarcke E.H. 1983. Random fields: analysis and synthesis. MIT Press, Cambridge.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Roach, Mack; De Silvio, Michelle; Valicenti, Richard
2006-11-01
Purpose: Radiation Therapy Oncology Group (RTOG) 9413 trial demonstrated a better progression-free survival (PFS) with whole-pelvis (WP) radiotherapy (RT) compared with prostate-only (PO) RT. This secondary analysis was undertaken to determine whether 'mini-pelvis' (MP; defined as {>=}10 x 11 cm but <11 x 11 cm) RT resulted in progression-free survival (PFS) comparable to that of WP RT. To avoid a timing bias, this analysis was limited to patients receiving neoadjuvant and concurrent hormonal therapy (N and CHT) in Arms 1 and 2 of the study. Methods and Materials: Eligible patients had a risk of lymph node (LN) involvement >15%. Neoadjuvantmore » and concurrent hormonal therapy (N and CHT) was administered 2 months before and during RT for 4 months. From April 1, 1995, to June 1, 1999, a group of 325 patients were randomized to WP RT + N and CHT and another group of 324 patients were randomized to receive PO RT + N and CHT. Patients randomized to PO RT were dichotomized by median field size (10 x 11 cm), with the larger field considered an 'MP' field and the smaller a PO field. Results: The median PFS was 5.2, 3.7, and 2.9 years for WP, MP, and PO fields, respectively (p = 0.02). The 7-year PFS was 40%, 35%, and 27% for patients treated to WP, MP, and PO fields, respectively. There was no association between field size and late Grade 3+ genitourinary toxicity but late Grade 3+ gastrointestinal RT complications correlated with increasing field size. Conclusions: This subset analysis demonstrates that RT field size has a major impact on PFS, and the findings support comprehensive nodal treatment in patients with a risk of LN involvement of >15%.« less
High Information Capacity Quantum Imaging
2014-09-19
single-pixel camera [41, 75]. An object is imaged onto a Digital Micromirror device ( DMD ), a 2D binary array of individually-addressable mirrors that...reflect light either to a single detector or a dump. Rows of the sensing matrix A consist of random, binary patterns placed sequentially on the DMD ...The single-pixel camera concept naturally adapts to imaging correlations by adding a second detector. Consider placing separate DMDs in the near-field
A dissipative random velocity field for fully developed fluid turbulence
NASA Astrophysics Data System (ADS)
Chevillard, Laurent; Pereira, Rodrigo; Garban, Christophe
2016-11-01
We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent flow. A key step in the construction of this model is the introduction of some aspects of the vorticity stretching mechanism that governs the dynamics of fluid particles along their trajectory. An additional further phenomenological step aimed at including the long range correlated nature of turbulence makes this model depending on a single free parameter that can be estimated from experimental measurements. We confirm the realism of the model regarding the geometry of the velocity gradient tensor, the power-law behaviour of the moments of velocity increments, including the intermittent corrections, and the existence of energy transfers across scales. We quantify the dependence of these basic properties of turbulent flows on the free parameter and derive analytically the spectrum of exponents of the structure functions in a simplified non dissipative case. A perturbative expansion shows that energy transfers indeed take place, justifying the dissipative nature of this random field.
Projection correlation between two random vectors.
Zhu, Liping; Xu, Kai; Li, Runze; Zhong, Wei
2017-12-01
We propose the use of projection correlation to characterize dependence between two random vectors. Projection correlation has several appealing properties. It equals zero if and only if the two random vectors are independent, it is not sensitive to the dimensions of the two random vectors, it is invariant with respect to the group of orthogonal transformations, and its estimation is free of tuning parameters and does not require moment conditions on the random vectors. We show that the sample estimate of the projection correction is [Formula: see text]-consistent if the two random vectors are independent and root-[Formula: see text]-consistent otherwise. Monte Carlo simulation studies indicate that the projection correlation has higher power than the distance correlation and the ranks of distances in tests of independence, especially when the dimensions are relatively large or the moment conditions required by the distance correlation are violated.
Chain Dynamics in a Dilute Magnetorheological Fluid
NASA Technical Reports Server (NTRS)
Liu, Jing; Hagenbuchle, Martin
1996-01-01
The structure, formation, and dynamics of dilute, mono-dispersive ferrofluid emulsions in an external magnetic field have been investigated using dynamic light scattering techniques. In the absence of the magnetic field, the emulsion particles are randomly distributed and behave like hard spheres in Brownian motion. An applied magnetic field induces a magnetic dipole moment in each particle. Dipolar interactions between particles align them into chains where correlation functions show two decay processes. The short-time decay shows the motion of straight chains as a whole where the apparent chain length increases with the applied magnetic field and the particle volume fraction. Good scaling results are obtained showing that the apparent chain length grows with time following a power law with exponent of 0.6 and depends on the applied field, particle volume fraction, and diffusion constant of the particles. The long-time decay in the correlation function shows oscillation when the chains reach a certain length with time and stiffness with threshold field This result shows that chains not only fluctuate, but move in a periodic motion with a frequency of 364 Hz at lambda = 15. It may suggest the existence of phonons. This work is the first step in the understanding of the structure formation, especially chain coarsening mechanism, of magnetorheological (MR) fluids at higher volume fractions.
NASA Technical Reports Server (NTRS)
Everhart, Joel L.
2008-01-01
Impact and debris damage to the Space Shuttle Orbiter Thermal Protection System tiles is a random phenomenon, occurring at random locations on the vehicle surface, resulting in random geometrical shapes that are exposed to a definable range of surface flow conditions. In response to the 2003 Final Report of the Columbia Accident Investigation Board, wind tunnel aeroheating experiments approximating a wide range of possible damage scenarios covering both open and closed cavity flow conditions were systematically tested in hypersonic ground based facilities. These data were analyzed and engineering assessment tools for damage-induced fully-laminar heating were developed and exercised on orbit. These tools provide bounding approximations for the damaged-surface heating environment. This paper presents a further analysis of the baseline, zero-pressure-gradient, idealized, rectangular-geometry cavity heating data, yielding new laminar correlations for the floor-averaged heating, peak cavity endwall heating, and the downstream decay rate. Correlation parameters are derived in terms of cavity geometry and local flow conditions. Prediction Limit Uncertainty values are provided at the 95%, 99% and 99.9% levels of significance. Non-baseline conditions, including non-rectangular geometries and flows with known pressure gradients, are used to assess the range of applicability of the new correlations. All data variations fall within the 99% Prediction Limit Uncertainty bounds. Importantly, both open-flow and closed-flow cavity heating are combined into a single-curve parameterization of the heating predictions, and provide a concise mathematical model of the laminar cavity heating flow field with known uncertainty.
Summability of Connected Correlation Functions of Coupled Lattice Fields
NASA Astrophysics Data System (ADS)
Lukkarinen, Jani; Marcozzi, Matteo; Nota, Alessia
2018-04-01
We consider two nonindependent random fields ψ and φ defined on a countable set Z. For instance, Z=Z^d or Z=Z^d× I, where I denotes a finite set of possible "internal degrees of freedom" such as spin. We prove that, if the cumulants of ψ and φ enjoy a certain decay property, then all joint cumulants between ψ and φ are ℓ _2-summable in the precise sense described in the text. The decay assumption for the cumulants of ψ and φ is a restricted ℓ _1 summability condition called ℓ _1-clustering property. One immediate application of the results is given by a stochastic process ψ _t(x) whose state is ℓ _1-clustering at any time t: then the above estimates can be applied with ψ =ψ _t and φ =ψ _0 and we obtain uniform in t estimates for the summability of time-correlations of the field. The above clustering assumption is obviously satisfied by any ℓ _1-clustering stationary state of the process, and our original motivation for the control of the summability of time-correlations comes from a quest for a rigorous control of the Green-Kubo correlation function in such a system. A key role in the proof is played by the properties of non-Gaussian Wick polynomials and their connection to cumulants
Unraveling spurious properties of interaction networks with tailored random networks.
Bialonski, Stephan; Wendler, Martin; Lehnertz, Klaus
2011-01-01
We investigate interaction networks that we derive from multivariate time series with methods frequently employed in diverse scientific fields such as biology, quantitative finance, physics, earth and climate sciences, and the neurosciences. Mimicking experimental situations, we generate time series with finite length and varying frequency content but from independent stochastic processes. Using the correlation coefficient and the maximum cross-correlation, we estimate interdependencies between these time series. With clustering coefficient and average shortest path length, we observe unweighted interaction networks, derived via thresholding the values of interdependence, to possess non-trivial topologies as compared to Erdös-Rényi networks, which would indicate small-world characteristics. These topologies reflect the mostly unavoidable finiteness of the data, which limits the reliability of typically used estimators of signal interdependence. We propose random networks that are tailored to the way interaction networks are derived from empirical data. Through an exemplary investigation of multichannel electroencephalographic recordings of epileptic seizures--known for their complex spatial and temporal dynamics--we show that such random networks help to distinguish network properties of interdependence structures related to seizure dynamics from those spuriously induced by the applied methods of analysis.
Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks
Bialonski, Stephan; Wendler, Martin; Lehnertz, Klaus
2011-01-01
We investigate interaction networks that we derive from multivariate time series with methods frequently employed in diverse scientific fields such as biology, quantitative finance, physics, earth and climate sciences, and the neurosciences. Mimicking experimental situations, we generate time series with finite length and varying frequency content but from independent stochastic processes. Using the correlation coefficient and the maximum cross-correlation, we estimate interdependencies between these time series. With clustering coefficient and average shortest path length, we observe unweighted interaction networks, derived via thresholding the values of interdependence, to possess non-trivial topologies as compared to Erdös-Rényi networks, which would indicate small-world characteristics. These topologies reflect the mostly unavoidable finiteness of the data, which limits the reliability of typically used estimators of signal interdependence. We propose random networks that are tailored to the way interaction networks are derived from empirical data. Through an exemplary investigation of multichannel electroencephalographic recordings of epileptic seizures – known for their complex spatial and temporal dynamics – we show that such random networks help to distinguish network properties of interdependence structures related to seizure dynamics from those spuriously induced by the applied methods of analysis. PMID:21850239
Accurate Magnetometer/Gyroscope Attitudes Using a Filter with Correlated Sensor Noise
NASA Technical Reports Server (NTRS)
Sedlak, J.; Hashmall, J.
1997-01-01
Magnetometers and gyroscopes have been shown to provide very accurate attitudes for a variety of spacecraft. These results have been obtained, however, using a batch-least-squares algorithm and long periods of data. For use in onboard applications, attitudes are best determined using sequential estimators such as the Kalman filter. When a filter is used to determine attitudes using magnetometer and gyroscope data for input, the resulting accuracy is limited by both the sensor accuracies and errors inherent in the Earth magnetic field model. The Kalman filter accounts for the random component by modeling the magnetometer and gyroscope errors as white noise processes. However, even when these tuning parameters are physically realistic, the rate biases (included in the state vector) have been found to show systematic oscillations. These are attributed to the field model errors. If the gyroscope noise is sufficiently small, the tuned filter 'memory' will be long compared to the orbital period. In this case, the variations in the rate bias induced by field model errors are substantially reduced. Mistuning the filter to have a short memory time leads to strongly oscillating rate biases and increased attitude errors. To reduce the effect of the magnetic field model errors, these errors are estimated within the filter and used to correct the reference model. An exponentially-correlated noise model is used to represent the filter estimate of the systematic error. Results from several test cases using in-flight data from the Compton Gamma Ray Observatory are presented. These tests emphasize magnetometer errors, but the method is generally applicable to any sensor subject to a combination of random and systematic noise.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Melo, M.; Araújo, E. B., E-mail: eudes@dfq.feis.unesp.br; Shvartsman, V. V.
Polycrystalline lanthanum lead zirconate titanate (PLZT) thin films were deposited on Pt/TiO{sub 2}/SiO{sub 2}/Si substrates to study the effects of the thickness and grain size on their structural and piezoresponse properties at nanoscale. Thinner PLZT films show a slight (100)-orientation tendency that tends to random orientation for the thicker film, while microstrain and crystallite size increases almost linearly with increasing thickness. Piezoresponse force microscopy and autocorrelation function technique were used to demonstrate the existence of local self-polarization effect and to study the thickness dependence of correlation length. The obtained results ruled out the bulk mechanisms and suggest that Schottky barriersmore » near the film-substrate are likely responsible for a build-in electric field in the films. Larger correlation length evidence that this build-in field increases the number of coexisting polarization directions in larger grains leading to an alignment of macrodomains in thinner films.« less
Random medium model for cusping of plane waves.
Li, Jia; Korotkova, Olga
2017-09-01
We introduce a model for a three-dimensional (3D) Schell-type stationary medium whose degree of potential's correlation satisfies the Fractional Multi-Gaussian (FMG) function. Compared with the scattered profile produced by the Gaussian Schell-model (GSM) medium, the Fractional Multi-Gaussian Schell-model (FMGSM) medium gives rise to a sharp concave intensity apex in the scattered field. This implies that the FMGSM medium also accounts for a larger than Gaussian's power in the bucket (PIB) in the forward scattering direction, hence being a better candidate than the GSM medium for generating highly-focused (cusp-like) scattered profiles in the far zone. Compared to other mathematical models for the medium's correlation function which can produce similar cusped scattered profiles the FMG function offers unprecedented tractability being the weighted superposition of Gaussian functions. Our results provide useful applications to energy counter problems and particle manipulation by weakly scattered fields.
Analytical and numerical studies of photo-injected charge transport in molecularly-doped polymers
NASA Astrophysics Data System (ADS)
Roy Chowdhury, Amrita
The mobility of photo-injected charge carriers in molecularly-doped polymers (MDPs) exhibits a commonly observed, and nearly universal Poole-Frenkel field dependence, mu exp√(beta0E), that has been shown to arise from the correlated Gaussian energy distribution of transport sites encountered by charges undergoing hopping transport through the material. Analytical and numerical studies of photo-injected charge transport in these materials are presented here with an attempt to understand how specific features of the various models developed to describe these systems depend on the microscopic parameters that define them. Specifically, previously published time-of-flight mobility data for the molecularly doped polymer 30% DEH:PC (polycarbonate doped with 30 wt.% aromatic hydrazone DEH) is compared with direct analytical and numerical predictions of five disorder-based models, the Gaussian disorder model (GDM) of Bassler, and four correlated disorder models introduced by Novikov, et al., and by Parris, et al. In these numerical studies, disorder parameters describing each model were varied from reasonable starting conditions, in order to give the best overall fit. The uncorrelated GDM describes the Poole-Frenkel field dependence of the mobility only at very high fields, but fails for fields lower than about 64 V/mum. The correlated disorder models with small amounts of geometrical disorder do a good over-all job of reproducing a robust Poole-Frenkel field dependence, with correlated disorder theories that employ polaron transition rates showing qualitatively better agreement with experiment than those that employ Miller-Abrahams rates. In a separate study, the heuristic treatment of spatial or geometric disorder incorporated in existing theories is critiqued, and a randomly-diluted lattice gas model is developed to describe the spatial disorder of the transport sites in a more realistic way.
Development and test of photon counting lidar
NASA Astrophysics Data System (ADS)
Wang, Chun-hui; Wang, Ao-you; Tao, Yu-liang; Li, Xu; Peng, Huan; Meng, Pei-bei
2018-02-01
In order to satisfy the application requirements of spaceborne three dimensional imaging lidar , a prototype of nonscanning multi-channel lidar based on receiver field of view segmentation was designed and developed. High repetition frequency micro-pulse lasers, optics fiber array and Geiger-mode APD, combination with time-correlated single photon counting technology, were adopted to achieve multi-channel detection. Ranging experiments were carried out outdoors. In low echo photon condition, target photon counting showed time correlated and noise photon counting were random. Detection probability and range precision versus threshold were described and range precision increased from 0.44 to 0.11 when threshold increased from 4 to 8.
Generating Correlated Gamma Sequences for Sea-Clutter Simulation
2012-03-01
generation of correlated Gamma random fields via SIRP theory is examined in [Conte et al. 1991, Armstrong & Griffiths 1991]. In these papers , the Gamma...2 〉2 + |〈x[n]x∗[n+ k]〉|2 . (4) Because 〈 |x|2 〉2 = z̄2 and |〈x[n]x∗[n+ k]〉|2 ≥ 0, this results in 〈z[n]z[n+ k]〉 ≥ z̄2 if the real- isation of z[n] is...linear map- ping. In a practical situation, a process with a given auto-covariance function would be specified. It is shown that by using an
Fluctuating Navier-Stokes equations for inelastic hard spheres or disks.
Brey, J Javier; Maynar, P; de Soria, M I García
2011-04-01
Starting from the fluctuating Boltzmann equation for smooth inelastic hard spheres or disks, closed equations for the fluctuating hydrodynamic fields to Navier-Stokes order are derived. This requires deriving constitutive relations for both the fluctuating fluxes and the correlations of the random forces. The former are identified as having the same form as the macroscopic average fluxes and involving the same transport coefficients. On the other hand, the random force terms exhibit two peculiarities as compared with their elastic limit for molecular systems. First, they are not white but have some finite relaxation time. Second, their amplitude is not determined by the macroscopic transport coefficients but involves new coefficients. ©2011 American Physical Society
EVOLUTION OF FAST MAGNETOACOUSTIC PULSES IN RANDOMLY STRUCTURED CORONAL PLASMAS
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yuan, D.; Li, B.; Pascoe, D. J.
2015-02-01
We investigate the evolution of fast magnetoacoustic pulses in randomly structured plasmas, in the context of large-scale propagating waves in the solar atmosphere. We perform one-dimensional numerical simulations of fast wave pulses propagating perpendicular to a constant magnetic field in a low-β plasma with a random density profile across the field. Both linear and nonlinear regimes are considered. We study how the evolution of the pulse amplitude and width depends on their initial values and the parameters of the random structuring. Acting as a dispersive medium, a randomly structured plasma causes amplitude attenuation and width broadening of the fast wavemore » pulses. After the passage of the main pulse, secondary propagating and standing fast waves appear. Width evolution of both linear and nonlinear pulses can be well approximated by linear functions; however, narrow pulses may have zero or negative broadening. This arises because narrow pulses are prone to splitting, while broad pulses usually deviate less from their initial Gaussian shape and form ripple structures on top of the main pulse. Linear pulses decay at an almost constant rate, while nonlinear pulses decay exponentially. A pulse interacts most efficiently with a random medium with a correlation length of about half of the initial pulse width. This detailed model of fast wave pulses propagating in highly structured media substantiates the interpretation of EIT waves as fast magnetoacoustic waves. Evolution of a fast pulse provides us with a novel method to diagnose the sub-resolution filamentation of the solar atmosphere.« less
NASA Astrophysics Data System (ADS)
Kashfuddoja, Mohammad; Prasath, R. G. R.; Ramji, M.
2014-11-01
In this work, the experimental characterization of polymer-matrix and polymer based carbon fiber reinforced composite laminate by employing a whole field non-contact digital image correlation (DIC) technique is presented. The properties are evaluated based on full field data obtained from DIC measurements by performing a series of tests as per ASTM standards. The evaluated properties are compared with the results obtained from conventional testing and analytical models and they are found to closely match. Further, sensitivity of DIC parameters on material properties is investigated and their optimum value is identified. It is found that the subset size has more influence on material properties as compared to step size and their predicted optimum value for the case of both matrix and composite material is found consistent with each other. The aspect ratio of region of interest (ROI) chosen for correlation should be the same as that of camera resolution aspect ratio for better correlation. Also, an open cutout panel made of the same composite laminate is taken into consideration to demonstrate the sensitivity of DIC parameters on predicting complex strain field surrounding the hole. It is observed that the strain field surrounding the hole is much more sensitive to step size rather than subset size. Lower step size produced highly pixilated strain field, showing sensitivity of local strain at the expense of computational time in addition with random scattered noisy pattern whereas higher step size mitigates the noisy pattern at the expense of losing the details present in data and even alters the natural trend of strain field leading to erroneous maximum strain locations. The subset size variation mainly presents a smoothing effect, eliminating noise from strain field while maintaining the details in the data without altering their natural trend. However, the increase in subset size significantly reduces the strain data at hole edge due to discontinuity in correlation. Also, the DIC results are compared with FEA prediction to ascertain the suitable value of DIC parameters towards better accuracy.
Charge-dependent azimuthal correlations in pPb collisions with CMS experiment
NASA Astrophysics Data System (ADS)
Tu, Zhoudunming; CMS Collaboration
2017-11-01
Charge-dependent azimuthal correlations relative to the event plane in AA collisions have been suggested as providing evidence for the chiral magnetic effect (CME) caused by local strong parity violation. However, the observation of the CME remains inconclusive because of several possible sources of background correlations that may account for part or all of the observed signals. This talk will present the first application of three-particle, charge-dependent azimuthal correlation analysis in proton-nucleus collisions, using pPb data collected with the CMS experiment at the LHC at √{sNN} = 5.02 TeV. The differences found in comparing same and opposite sign correlations are studied as a function of event multiplicity and the pseudorapidity gap between two of the particles detected in the CMS tracker detector. After selecting events with comparable charge-particle multiplicities, the results for pPb collisions are found to be similar to those for PbPb collisions collected at the same collision energy. With a reduced magnetic field strength and a random field orientation in high multiplicity pPb events, the CME contribution to any charge separation signal is expected to be much smaller than found in peripheral PbPb events. These results pose a challenge for the interpretation of charge-dependent azimuthal correlations in heavy ion collisions in terms of the chiral magnetic effect.
NASA Astrophysics Data System (ADS)
Cao, Xiangyu; Le Doussal, Pierre; Rosso, Alberto; Santachiara, Raoul
2018-04-01
We study transitions in log-correlated random energy models (logREMs) that are related to the violation of a Seiberg bound in Liouville field theory (LFT): the binding transition and the termination point transition (a.k.a., pre-freezing). By means of LFT-logREM mapping, replica symmetry breaking and traveling-wave equation techniques, we unify both transitions in a two-parameter diagram, which describes the free-energy large deviations of logREMs with a deterministic background log potential, or equivalently, the joint moments of the free energy and Gibbs measure in logREMs without background potential. Under the LFT-logREM mapping, the transitions correspond to the competition of discrete and continuous terms in a four-point correlation function. Our results provide a statistical interpretation of a peculiar nonlocality of the operator product expansion in LFT. The results are rederived by a traveling-wave equation calculation, which shows that the features of LFT responsible for the transitions are reproduced in a simple model of diffusion with absorption. We examine also the problem by a replica symmetry breaking analysis. It complements the previous methods and reveals a rich large deviation structure of the free energy of logREMs with a deterministic background log potential. Many results are verified in the integrable circular logREM, by a replica-Coulomb gas integral approach. The related problem of common length (overlap) distribution is also considered. We provide a traveling-wave equation derivation of the LFT predictions announced in a precedent work.
Tracking moving targets behind a scattering medium via speckle correlation.
Guo, Chengfei; Liu, Jietao; Wu, Tengfei; Zhu, Lei; Shao, Xiaopeng
2018-02-01
Tracking moving targets behind a scattering medium is a challenge, and it has many important applications in various fields. Owing to the multiple scattering, instead of the object image, only a random speckle pattern can be received on the camera when light is passing through highly scattering layers. Significantly, an important feature of a speckle pattern has been found, and it showed the target information can be derived from the speckle correlation. In this work, inspired by the notions used in computer vision and deformation detection, by specific simulations and experiments, we demonstrate a simple object tracking method, in which by using the speckle correlation, the movement of a hidden object can be tracked in the lateral direction and axial direction. In addition, the rotation state of the moving target can also be recognized by utilizing the autocorrelation of a speckle. This work will be beneficial for biomedical applications in the fields of quantitative analysis of the working mechanisms of a micro-object and the acquisition of dynamical information of the micro-object motion.
Statistical theory of correlations in random packings of hard particles.
Jin, Yuliang; Puckett, James G; Makse, Hernán A
2014-05-01
A random packing of hard particles represents a fundamental model for granular matter. Despite its importance, analytical modeling of random packings remains difficult due to the existence of strong correlations which preclude the development of a simple theory. Here, we take inspiration from liquid theories for the n-particle angular correlation function to develop a formalism of random packings of hard particles from the bottom up. A progressive expansion into a shell of particles converges in the large layer limit under a Kirkwood-like approximation of higher-order correlations. We apply the formalism to hard disks and predict the density of two-dimensional random close packing (RCP), ϕ(rcp) = 0.85 ± 0.01, and random loose packing (RLP), ϕ(rlp) = 0.67 ± 0.01. Our theory also predicts a phase diagram and angular correlation functions that are in good agreement with experimental and numerical data.
Quantum correlation of fiber-based telecom-band photon pairs through standard loss and random media.
Sua, Yong Meng; Malowicki, John; Lee, Kim Fook
2014-08-15
We study quantum correlation and interference of fiber-based telecom-band photon pairs with one photon of the pair experiencing multiple scattering in a random medium. We measure joint probability of two-photon detection for signal photon in a normal channel and idler photon in a channel, which is subjected to two independent conditions: standard loss (neutral density filter) and random media. We observe that both conditions degrade the correlation of signal and idler photons, and depolarization of the idler photon in random medium can enhance two-photon interference at certain relative polarization angles. Our theoretical calculation on two-photon polarization correlation and interference as a function of mean free path is in agreement with our experiment data. We conclude that quantum correlation of a polarization-entangled photon pair is better preserved than a polarization-correlated photon pair as one photon of the pair scatters through a random medium.
A Probabilistic Cell Tracking Algorithm
NASA Astrophysics Data System (ADS)
Steinacker, Reinhold; Mayer, Dieter; Leiding, Tina; Lexer, Annemarie; Umdasch, Sarah
2013-04-01
The research described below was carried out during the EU-Project Lolight - development of a low cost, novel and accurate lightning mapping and thunderstorm (supercell) tracking system. The Project aims to develop a small-scale tracking method to determine and nowcast characteristic trajectories and velocities of convective cells and cell complexes. The results of the algorithm will provide a higher accuracy than current locating systems distributed on a coarse scale. Input data for the developed algorithm are two temporally separated lightning density fields. Additionally a Monte Carlo method minimizing a cost function is utilizied which leads to a probabilistic forecast for the movement of thunderstorm cells. In the first step the correlation coefficients between the first and the second density field are computed. Hence, the first field is shifted by all shifting vectors which are physically allowed. The maximum length of each vector is determined by the maximum possible speed of thunderstorm cells and the difference in time for both density fields. To eliminate ambiguities in determination of directions and velocities, the so called Random Walker of the Monte Carlo process is used. Using this method a grid point is selected at random. Moreover, one vector out of all predefined shifting vectors is suggested - also at random but with a probability that is related to the correlation coefficient. If this exchange of shifting vectors reduces the cost function, the new direction and velocity are accepted. Otherwise it is discarded. This process is repeated until the change of cost functions falls below a defined threshold. The Monte Carlo run gives information about the percentage of accepted shifting vectors for all grid points. In the course of the forecast, amplifications of cell density are permitted. For this purpose, intensity changes between the investigated areas of both density fields are taken into account. Knowing the direction and speed of thunderstorm cells is important for nowcasting. Therefore, the presented method is based on IC discharges which account for most lightning discharges and occur minutes before the first CG discharge. The cell tracking algorithm will be used as part of the integrated LoLight system. The research leading to these results has received funding from the European Union's Seventh Framework Programme managed by REA-Research Executive Agency http://ec.europa.eu/research/rea ([FP7/2007-2013] [FP7/2007-2011]) under grant agreement n° [262200].
2017-01-01
Abstract While a topographic map of auditory space exists in the vertebrate midbrain, it is absent in the forebrain. Yet, both brain regions are implicated in sound localization. The heterogeneous spatial tuning of adjacent sites in the forebrain compared to the midbrain reflects different underlying circuitries, which is expected to affect the correlation structure, i.e., signal (similarity of tuning) and noise (trial-by-trial variability) correlations. Recent studies have drawn attention to the impact of response correlations on the information readout from a neural population. We thus analyzed the correlation structure in midbrain and forebrain regions of the barn owl’s auditory system. Tetrodes were used to record in the midbrain and two forebrain regions, Field L and the downstream auditory arcopallium (AAr), in anesthetized owls. Nearby neurons in the midbrain showed high signal and noise correlations (RNCs), consistent with shared inputs. As previously reported, Field L was arranged in random clusters of similarly tuned neurons. Interestingly, AAr neurons displayed homogeneous monotonic azimuth tuning, while response variability of nearby neurons was significantly less correlated than the midbrain. Using a decoding approach, we demonstrate that low RNC in AAr restricts the potentially detrimental effect it can have on information, assuming a rate code proposed for mammalian sound localization. This study harnesses the power of correlation structure analysis to investigate the coding of auditory space. Our findings demonstrate distinct correlation structures in the auditory midbrain and forebrain, which would be beneficial for a rate-code framework for sound localization in the nontopographic forebrain representation of auditory space. PMID:28674698
Theory of rumour spreading in complex social networks
NASA Astrophysics Data System (ADS)
Nekovee, M.; Moreno, Y.; Bianconi, G.; Marsili, M.
2007-01-01
We introduce a general stochastic model for the spread of rumours, and derive mean-field equations that describe the dynamics of the model on complex social networks (in particular, those mediated by the Internet). We use analytical and numerical solutions of these equations to examine the threshold behaviour and dynamics of the model on several models of such networks: random graphs, uncorrelated scale-free networks and scale-free networks with assortative degree correlations. We show that in both homogeneous networks and random graphs the model exhibits a critical threshold in the rumour spreading rate below which a rumour cannot propagate in the system. In the case of scale-free networks, on the other hand, this threshold becomes vanishingly small in the limit of infinite system size. We find that the initial rate at which a rumour spreads is much higher in scale-free networks than in random graphs, and that the rate at which the spreading proceeds on scale-free networks is further increased when assortative degree correlations are introduced. The impact of degree correlations on the final fraction of nodes that ever hears a rumour, however, depends on the interplay between network topology and the rumour spreading rate. Our results show that scale-free social networks are prone to the spreading of rumours, just as they are to the spreading of infections. They are relevant to the spreading dynamics of chain emails, viral advertising and large-scale information dissemination algorithms on the Internet.
Study on the mapping of dark matter clustering from real space to redshift space
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zheng, Yi; Song, Yong-Seon, E-mail: yizheng@kasi.re.kr, E-mail: ysong@kasi.re.kr
The mapping of dark matter clustering from real space to redshift space introduces the anisotropic property to the measured density power spectrum in redshift space, known as the redshift space distortion effect. The mapping formula is intrinsically non-linear, which is complicated by the higher order polynomials due to indefinite cross correlations between the density and velocity fields, and the Finger-of-God effect due to the randomness of the peculiar velocity field. Whilst the full higher order polynomials remain unknown, the other systematics can be controlled consistently within the same order truncation in the expansion of the mapping formula, as shown inmore » this paper. The systematic due to the unknown non-linear density and velocity fields is removed by separately measuring all terms in the expansion directly using simulations. The uncertainty caused by the velocity randomness is controlled by splitting the FoG term into two pieces, 1) the ''one-point' FoG term being independent of the separation vector between two different points, and 2) the ''correlated' FoG term appearing as an indefinite polynomials which is expanded in the same order as all other perturbative polynomials. Using 100 realizations of simulations, we find that the Gaussian FoG function with only one scale-independent free parameter works quite well, and that our new mapping formulation accurately reproduces the observed 2-dimensional density power spectrum in redshift space at the smallest scales by far, up to k ∼ 0.2 Mpc{sup -1}, considering the resolution of future experiments.« less
Dispersion upscaling from a pore scale characterization of Lagrangian velocities
NASA Astrophysics Data System (ADS)
Turuban, Régis; de Anna, Pietro; Jiménez-Martínez, Joaquín; Tabuteau, Hervé; Méheust, Yves; Le Borgne, Tanguy
2013-04-01
Mixing and reactive transport are primarily controlled by the interplay between diffusion, advection and reaction at pore scale. Yet, how the distribution and spatial correlation of the velocity field at pore scale impact these processes is still an open question. Here we present an experimental investigation of the distribution and correlation of pore scale velocities and its relation with upscaled dispersion. We use a quasi two-dimensional (2D) horizontal set up, consisting of two glass plates filled with cylinders representing the grains of the porous medium : the cell is built by soft lithography technique, wich allows for full control of the system geometry. The local velocity field is quantified from particle tracking velocimetry using microspheres that are advected with the pore scale flow. Their displacement is purely advective, as the particle size is chosen large enough to avoid diffusion. We thus obtain particle trajectories as well as lagrangian velocities in the entire system. The measured velocity field shows the existence of a network of preferential flow paths in channels with high velocities, as well as very low velocity in stagnation zones, with a non Gaussian distribution. Lagrangian velocities are long range correlated in time, which implies a non-fickian scaling of the longitudinal variance of particle positions. To upscale this process we develop an effective transport model, based on correlated continous time random walk, which is entirely parametrized by the pore scale velocity distribution and correlation. The model predictions are compared with conservative tracer test data for different Peclet numbers. Furthermore, we investigate the impact of different pore geometries on the distribution and correlation of Lagrangian velocities and we discuss the link between these properties and the effective dispersion behavior.
Branched flow and caustics in random media with magnetic fields
NASA Astrophysics Data System (ADS)
Metzger, Jakob; Fleischmann, Ragnar; Geisel, Theo
2009-03-01
Classical particles as well as quantum mechanical waves exhibit complex behaviour when propagating through random media. One of the dominant features of the dynamics in correlated, weak disorder potentials is the branching of the flow. This can be observed in several physical systems, most notably in the electron flow in two-dimensional electron gases [1], and has also been used to describe the formation of freak waves [2]. We present advances in the theoretical understanding and numerical simulation of classical branched flows in magnetic fields. In particular, we study branching statistics and branch density profiles. Our results have direct consequences for experiments which measure transport properties in electronic systems [3].[1] e.g. M. A. Topinka et al., Nature 410, 183 (2001), M. P. Jura et al., Nature Physics 3, 841 (2007)[2] E. J. Heller, L. Kaplan and A. Dahlen, J. Geophys. Res., 113, C09023 (2008)[3] J. J. Metzger, R. Fleischmann and T. Geisel, in preparation
Lee, Jiwon; Kim, Won Ho; Ryu, Ho-Geol; Lee, Hyung-Chul; Chung, Eun-Jin; Yang, Seong-Mi; Jung, Chul-Woo
2017-08-01
We previously demonstrated the usefulness of milrinone for living donor hepatectomy. However, a less-invasive alternative to central venous catheterization and perioperative contributors to good surgical outcomes remain undetermined. The current study evaluated whether the stroke volume variation (SVV)-guided method can substitute central venous catheterization during milrinone-induced profound vasodilation. We randomly assigned 42 living liver donors to receive either SVV guidance or central venous pressure (CVP) guidance to obtain milrinone-induced low CVP. Target SVV of 9% was used as a substitute for CVP of 5 mm Hg. The surgical field grade evaluated by 2 attending surgeons on a 4-point scale was compared between the CVP- and SVV-guided groups (n = 19, total number of scores = 38 per group) as a primary outcome variable. Multivariable analysis was performed to identify independent factors associated with the best surgical field as a post hoc analysis. Surgical field grades, which were either 1 or 2, were not found to be different between the 2 groups via Mann-Whitney U test (P = .358). There was a very weak correlation between SVV and CVP during profound vasodilation such as CVP ≤ 5 mm Hg (R = -0.06; 95% confidence interval, -0.09 to -0.04; P < .001). Additional post hoc analysis suggested that younger age, lower baseline CVP, and longer duration of milrinone infusion might be helpful in providing the best surgical field. Milrinone-induced vasodilation resulted in favorable surgical environment regardless of guidance methods of low CVP during living donor hepatectomy. However, SVV was not a useful indicator of low CVP because of very weak correlation between SVV and CVP during profound vasodilation. In addition, factors contributing to the best surgical field such as donor age, proactive fasting, and proper dosing of milrinone need to be investigated further, ideally through prospective studies.
The Analysis and Suppression of the spike noise in vibrator record
NASA Astrophysics Data System (ADS)
Jia, H.; Jiang, T.; Xu, X.; Ge, L.; Lin, J.; Yang, Z.
2013-12-01
During the seismic exploration with vibrator, seismic recording systems have often been affected by random spike noise in the background, which leads to strong data distortions as a result of the cross-correlation processing of the vibrator method. Partial or total loss of the desired seismic information is possible if no automatic spike reduction is available in the field prior to correlation of the field record. Generally speaking, original record of vibrator is uncorrelated data, in which the signal is non-wavelet form. In order to obtain the seismic record similar to explosive source, the signal of uncorrelated data needs to use the correlation algorithm to compress into wavelet form. The correlation process results in that the interference of spike in correlated data is not only being suppressed, but also being expanded. So the spike noise suppression of vibrator is indispensable. According to numerical simulation results, the effect of spike in the vibrator record is mainly affected by the amplitude and proportional points in the uncorrelated record. When the spike noise ratio in uncorrelated record reaches 1.5% and the average amplitude exceeds 200, it will make the SNR(signal-to-noise ratio) of the correlated record lower than 0dB, so that it is difficult to separate the signal. While the amplitude and ratio is determined by the intensity of background noise. Therefore, when the noise level is strong, in order to improve SNR of the seismic data, the uncorrelated record of vibrator need to take necessary steps to suppress spike noise. For the sake of reducing the influence of the spike noise, we need to make the detection and suppression of spike noise process for the uncorrelated record. Because vibrator works by inputting sweep signal into the underground long time, ideally, the peak and valley values of each trace have little change. On the basis of the peak and valley values, we can get a reference amplitude value. Then the spike can be detected and suppressed. After this process, it can reduce the effection of spike noise in the uncorrelated record to improve the SNR. At present, because the memory space of vibrator uncorrelated data is always very large, in order to reduce acquisition costs, we usually record correlated data directly. It's reasonable if there is no strong spike sneaking into uncorrelated record. However, due to the fact that the random spike in the background is not avoidable in the acquisition process, and the instantaneous input energy of the vibrator is probably smaller than spike noise, which makes the uncorrelated data contain a certain amount of spike noise, it severely reduces the acquisition quality of vibrator if there is no noise suppression module beforehand. Of course, the suppressing process of spike noise can be carried out in the field acquisition or data processing stage. In the field of vibrator acquisition system, we can use the spike noise suppression before the correlated module, so that it can directly record correlated data without the spike affection. If in the stage of data processing, it is necessary to record uncorrelated data.
Locking of correlated neural activity to ongoing oscillations
Helias, Moritz
2017-01-01
Population-wide oscillations are ubiquitously observed in mesoscopic signals of cortical activity. In these network states a global oscillatory cycle modulates the propensity of neurons to fire. Synchronous activation of neurons has been hypothesized to be a separate channel of signal processing information in the brain. A salient question is therefore if and how oscillations interact with spike synchrony and in how far these channels can be considered separate. Experiments indeed showed that correlated spiking co-modulates with the static firing rate and is also tightly locked to the phase of beta-oscillations. While the dependence of correlations on the mean rate is well understood in feed-forward networks, it remains unclear why and by which mechanisms correlations tightly lock to an oscillatory cycle. We here demonstrate that such correlated activation of pairs of neurons is qualitatively explained by periodically-driven random networks. We identify the mechanisms by which covariances depend on a driving periodic stimulus. Mean-field theory combined with linear response theory yields closed-form expressions for the cyclostationary mean activities and pairwise zero-time-lag covariances of binary recurrent random networks. Two distinct mechanisms cause time-dependent covariances: the modulation of the susceptibility of single neurons (via the external input and network feedback) and the time-varying variances of single unit activities. For some parameters, the effectively inhibitory recurrent feedback leads to resonant covariances even if mean activities show non-resonant behavior. Our analytical results open the question of time-modulated synchronous activity to a quantitative analysis. PMID:28604771
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cirac, J. Ignacio; Sierra, German; Instituto de Fisica Teorica, UAM-CSIC, Madrid
We generalize the matrix product states method using the chiral vertex operators of conformal field theory and apply it to study the ground states of the XXZ spin chain, the J{sub 1}-J{sub 2} model and random Heisenberg models. We compute the overlap with the exact wave functions, spin-spin correlators, and the Renyi entropy, showing that critical systems can be described by this method. For rotational invariant ansatzs we construct an inhomogenous extension of the Haldane-Shastry model with long-range exchange interactions.
NASA Astrophysics Data System (ADS)
Tsuchiya, Yuji; Miura, Shun; Awaji, Satoshi; Ichino, Yusuke; Matsumoto, Kaname; Izumi, Teruo; Watanabe, Kazuo; Yoshida, Yutaka
2017-10-01
REBa2Cu3O y superconducting tapes are appropriate for high field magnet applications at low temperatures (i.e. below liquid nitrogen temperature). To clarify the morphology and the volume of the effective pinning center at low temperatures, we used a low-temperature growth technique to fabricate SmBa2Cu3O y (SmBCO) films with various amounts of BaHfO3 (BHO) nanorods onto MgO-buffered metal substrates produced by ion-beam-assisted deposition; we investigated their flux pinning properties using a 25 T cryogen-free superconducting magnet that was recently developed at Tohoku University. According to the microstructural analysis using transmission electron microscopy, the BHO nanorods have a content-dependent morphology and are aligned for the higher content. The inclined and discontinuous BHO nanorods were observed in SmBCO films with BHO contents up to 3.8 vol%; they show an excellent flux pinning force density (1.5 TN m-3 at 21 T and 4.2 K) even when the magnetic field is perpendicular to the films. Based on the effective mass model for the flux pinning, the random pinning centers are dominant at low temperatures. The correlated flux pinning is stronger for aligned nanorods; however, the random pinning center becomes weaker in the 4.5 vol% BHO-doped films. Therefore, the optimal BHO doping level is approximately 3.8 vol% in terms of the amplitude of the critical current density and the anisotropy from 4.2 K to 20 K because this provides the best mixture of correlated and random flux pinning centers.
Construction of Solar-Wind-Like Magnetic Fields
NASA Technical Reports Server (NTRS)
Roberts, Dana Aaron
2012-01-01
Fluctuations in the solar wind fields tend to not only have velocities and magnetic fields correlated in the sense consistent with Alfven waves traveling from the Sun, but they also have the magnitude of the magnetic field remarkably constant despite their being broadband. This paper provides, for the first time, a method for constructing fields with nearly constant magnetic field, zero divergence, and with any specified power spectrum for the fluctuations of the components of the field. Every wave vector, k, is associated with two polarizations the relative phases of these can be chosen to minimize the variance of the field magnitude while retaining the\\random character of the fields. The method is applied to a case with one spatial coordinate that demonstrates good agreement with observed time series and power spectra of the magnetic field in the solar wind, as well as with the distribution of the angles of rapid changes (discontinuities), thus showing a deep connection between two seemingly unrelated issues. It is suggested that using this construction will lead to more realistic simulations of solar wind turbulence and of the propagation of energetic particles.
Perturbative Normal Form Theory for the 2D Random-Field Ising Model
NASA Astrophysics Data System (ADS)
Hayden, Lorien; Raju, Archishman; Sethna, James
Bifurcation theory is important to explain scaling in many systems. For the equilibrium random-field Ising model (RFIM) in 2D, the exponentially diverging correlation length can be derived directly from the RG flows which form a pitchfork bifurcation: dw/dl = -ɛ/2 w +w3 (Bray and Moore 1985). Our perturbative normal form theory (PNFT) predicts a term w5 to be critical in describing the behavior - it cannot be removed through an analytic change of coordinates. The new form of the correlation length produced has been observed to occur in leading order without explanation (Meinke and Middleton 2005). Performing simulations of the non-equilibrium RFIM on a Voronoi lattice uncovers a transcritical bifurcation of the form dw/dl = -ɛ/2 w +w2 + Bw3 . The RG flows determined by PNFT in this case lead directly to a form for the appropriate invariant scaling combination: s exp (- 1 / σνw) (1/w + B) C + B / σν . Using this scaling combination yields a collapse which was not possible to achieve using standard methods such as Widom scaling arguments. Further, the scaling extends over a decade in the magnitude of the disorder and explains behavior down to avalanche sizes of three, the edge of complexity. This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No . DGE-1144153 and a Cornell Fellowship.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Evarts, Eric R.; Rippard, William H.; Pufall, Matthew R.
In a small fraction of magnetic-tunnel-junction-based magnetic random-access memory devices with in-plane free layers, the write-error rates (WERs) are higher than expected on the basis of the macrospin or quasi-uniform magnetization reversal models. In devices with increased WERs, the product of effective resistance and area, tunneling magnetoresistance, and coercivity do not deviate from typical device properties. However, the field-swept, spin-torque, ferromagnetic resonance (FS-ST-FMR) spectra with an applied DC bias current deviate significantly for such devices. With a DC bias of 300 mV (producing 9.9 × 10{sup 6} A/cm{sup 2}) or greater, these anomalous devices show an increase in the fraction of the power presentmore » in FS-ST-FMR modes corresponding to higher-order excitations of the free-layer magnetization. As much as 70% of the power is contained in higher-order modes compared to ≈20% in typical devices. Additionally, a shift in the uniform-mode resonant field that is correlated with the magnitude of the WER anomaly is detected at DC biases greater than 300 mV. These differences in the anomalous devices indicate a change in the micromagnetic resonant mode structure at high applied bias.« less
Modeling of blob-hole correlations in GPI edge turbulence data
NASA Astrophysics Data System (ADS)
Myra, J. R.; Russell, D. A.; Zweben, S. J.
2017-10-01
Gas-puff imaging (GPI) observations made on NSTX have revealed two-point spatial correlation patterns in the plane perpendicular to the magnetic field. A common feature is the occurrence of dipole-like patterns with significant regions of negative correlation. In this work, we explore the possibility that these dipole patterns may be due to blob-hole pairs. Statistical methods are applied to determine the two-point spatial correlation that results from a model of blob-hole pair formation. It is shown that the model produces dipole correlation patterns that are qualitatively similar to the GPI data in many respects. Effects of the reference location (confined surfaces or scrape-off layer), a superimposed random background, hole velocity and lifetime, and background sheared flows are explored. The possibility of using the model to ascertain new information about edge turbulence is discussed. Work supported by the U.S. Department of Energy Office of Science, Office of Fusion Energy Sciences under Award Number DE-FG02-02ER54678.
Koga, D; Chian, A C-L; Hada, T; Rempel, E L
2008-02-13
Magnetohydrodynamic (MHD) turbulence is commonly observed in the solar wind. Nonlinear interactions among MHD waves are likely to produce finite correlation of the wave phases. For discussions of various transport processes of energetic particles, it is fundamentally important to determine whether the wave phases are randomly distributed (as assumed in the quasi-linear theory) or have a finite coherence. Using a method based on the surrogate data technique, we analysed the GEOTAIL magnetic field data to evaluate the phase coherence in MHD turbulence in the Earth's foreshock region. The results demonstrate the existence of finite phase correlation, indicating that nonlinear wave-wave interactions are in progress.
Modelling of Space-Time Soil Moisture in Savannas and its Relation to Vegetation Patterns
NASA Astrophysics Data System (ADS)
Rodriguez-Iturbe, I.; Mohanty, B.; Chen, Z.
2017-12-01
A physically derived space-time representation of the soil moisture field is presented. It includes the incorporation of a "jitter" process acting over the space-time soil moisture field and accounting for the short distance heterogeneities in topography, soil, and vegetation characteristics. The modelling scheme allows for the representation of spatial random fluctuations of soil moisture at small spatial scales and reproduces quite well the space-time correlation structure of soil moisture from a field study in Oklahoma. It is shown that the islands of soil moisture above different thresholds have sizes which follow power distributions over an extended range of scales. A discussion is provided about the possible links of this feature with the observed power law distributions of the clusters of trees in savannas.
Inhomogeneous fluid of penetrable-spheres: Application of the random phase approximation
NASA Astrophysics Data System (ADS)
Xiang, Yan; Frydel, Derek
2017-05-01
The focus of the present work is the application of the random phase approximation (RPA), derived for inhomogeneous fluids [Frydel and Ma, Phys. Rev. E 93, 062112 (2016)], to penetrable-spheres. As penetrable-spheres transform into hard-spheres with increasing interactions, they provide an interesting case for exploring the RPA, its shortcomings, and limitations, the weak- versus the strong-coupling limit. Two scenarios taken up by the present study are a one-component and a two-component fluid with symmetric interactions. In the latter case, the mean-field contributions cancel out and any contributions from particle interactions are accounted for by correlations. The accuracy of the RPA for this case is the result of a somewhat lucky cancellation of errors.
Scalar mixtures in porous media
NASA Astrophysics Data System (ADS)
Kree, Mihkel; Villermaux, Emmanuel
2017-10-01
Using a technique allowing for in situ measurements of concentrations fields, the evolution of scalar mixtures flowing within a porous medium made of a three-dimensional random stack of solid spheres, is addressed. Two distinct fluorescent dyes are injected from separate sources. Their evolution as they disperse and mix through the medium is directly observed and quantified, which is made possible by matching the refractive indices of the spheres and the flowing interstitial liquid. We decipher the nature of the interaction rule between the scalar sources, explaining the phenomenon that alters the concentration distribution of the overall mixture as it decays toward uniformity. Any residual correlation of the initially merged sources is progressively hidden, leading to an effective fully random interaction rule of the two distinct subfields.
Drop Spreading with Random Viscosity
NASA Astrophysics Data System (ADS)
Xu, Feng; Jensen, Oliver
2016-11-01
Airway mucus acts as a barrier to protect the lung. However as a biological material, its physical properties are known imperfectly and can be spatially heterogeneous. In this study we assess the impact of these uncertainties on the rate of spreading of a drop (representing an inhaled aerosol) over a mucus film. We model the film as Newtonian, having a viscosity that depends linearly on the concentration of a passive solute (a crude proxy for mucin proteins). Given an initial random solute (and hence viscosity) distribution, described as a Gaussian random field with a given correlation structure, we seek to quantify the uncertainties in outcomes as the drop spreads. Using lubrication theory, we describe the spreading of the drop in terms of a system of coupled nonlinear PDEs governing the evolution of film height and the vertically-averaged solute concentration. We perform Monte Carlo simulations to predict the variability in the drop centre location and width (1D) or area (2D). We show how simulation results are well described (at much lower computational cost) by a low-order model using a weak disorder expansion. Our results show for example how variability in the drop location is a non-monotonic function of the solute correlation length increases. Engineering and Physical Sciences Research Council.
Spectral statistics of random geometric graphs
NASA Astrophysics Data System (ADS)
Dettmann, C. P.; Georgiou, O.; Knight, G.
2017-04-01
We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short-range correlations in the level spacings of the spectrum via the nearest-neighbour and next-nearest-neighbour spacing distribution and long-range correlations via the spectral rigidity Δ3 statistic. These correlations in the level spacings give information about localisation of eigenvectors, level of community structure and the level of randomness within the networks. We find a parameter-dependent transition between Poisson and Gaussian orthogonal ensemble statistics. That is the spectral statistics of spatial random geometric graphs fits the universality of random matrix theory found in other models such as Erdős-Rényi, Barabási-Albert and Watts-Strogatz random graphs.
NASA Astrophysics Data System (ADS)
Vysotskii, V. I.; Vysotskyy, M. V.
2017-08-01
We consider a method for optimizing the tunnel effect for low-energy particles by using coherent correlated states formed under controllable pulsed action on these particles. Typical examples of such actions are the effect of a pulsed magnetic field on charged particles in a gas or plasma. Coherent correlated states are characterized most comprehensively by the correlation coefficient r( t); an increase of this factor elevates the probability of particle tunneling through a high potential barrier by several orders of magnitude without an appreciable increase in their energy. It is shown for the first time that the formation of coherent correlated states, as well as maximal | r( t)|max and time-averaged 〈| r( t)|〉 amplitudes of the correlation coefficient and the corresponding tunneling probability are characterized by a nonmonotonic (oscillating) dependence on the forming pulse duration and amplitude. This result makes it possible to optimize experiments on the realization of low-energy nuclear fusion and demonstrates the incorrectness of the intuitive idea that the tunneling probability always increases with the amplitude of an external action on a particle. Our conclusions can be used, in particular, for explaining random (unpredictable and low-repeatability) experimental results on optimization of energy release from nuclear reactions occurring under a pulsed action with fluctuations of the amplitude and duration. We also consider physical premises for the observed dependences and obtain optimal relations between the aforementioned parameters, which ensure the formation of an optimal coherent correlated state and optimal low-energy tunneling in various physical systems with allowance for the dephasing action of a random force. The results of theoretical analysis are compared with the data of successful experiments on the generation of neutrons and alpha particles in an electric discharge in air and gaseous deuterium.
A new measure for the assessment of visual awareness in individuals with tunnel vision.
AlSaqr, Ali M; Dickinson, Chris M
2017-01-01
Individuals with a restricted peripheral visual field or tunnel vision (TV) have problems moving about and avoiding obstacles. Some individuals adapt better than others and some use assistive optical aids, so measurement of the visual field is not sufficient to describe their performance. In the present study, we developed a new clinical test called the 'Assessment of Visual Awareness (AVA)', which can be used to measure detection of peripheral targets. The participants were 20 patients with TV due to retinitis pigmentosa (PTV) and 50 normally sighted participants with simulated tunnel vision (STV) using goggles. In the AVA test, detection times were measured, when subjects searched for 24 individually presented, one degree targets, randomly positioned in a 60 degrees noise background. Head and eye movements were allowed and the presentation time was unlimited. The test validity was investigated by correlating the detection times with the 'percentage of preferred walking speed' (PPWS) and the 'number of collisions' on an indoor mobility course. In PTV and STV, the detection times had significant negative correlation with the field of view. The detection times had significant positive relations with target location. In the STV, the detection time was significantly negatively correlated with the PPWS and significantly positively correlated with the collisions score on the indoor mobility course. In the PTV, the relationship was not statistically significant. No significant difference in performance of STV was found when repeating the test one to two weeks later. The proposed AVA test was sensitive to the field of view and target location. The test is unique in design, quick, simple to deliver and both repeatable and valid. It could be a valuable tool to test different rehabilitation strategies in patients with TV. © 2016 Optometry Australia.
NASA Astrophysics Data System (ADS)
Shao, Yun; Yuan, Zongqiang; Ye, Difa; Fu, Libin; Liu, Ming-Ming; Sun, Xufei; Wu, Chengyin; Liu, Jie; Gong, Qihuang; Liu, Yunquan
2017-12-01
We measure the wavelength-dependent correlated-electron momentum (CEM) spectra of strong-field double ionization of Xe atoms, and observe a significant change from a roughly nonstructured (uncorrelated) pattern at 795 nm to an elongated distribution with V-shaped structure (correlated) at higher wavelengths of 1320 and 1810 nm, pointing to the transition of the ionization dynamics imprinted in the momentum distributions. These observations are well reproduced by a semiclassical model using Green-Sellin-Zachor potential to take into account the screening effect. We show that the momentum distribution of Xe2+ undergoes a bifurcation structure emerging from single-hump to double-hump structure as the laser wavelength increases, which is dramatically different from that of He2+, indicating the complex multi-electron effect. By back analyzing the double ionization trajectories in the phase space (the initial transverse momentum and the laser phase at the tunneling exit) of the first tunneled electrons, we provide deep insight into the physical origin for electron correlation dynamics. We find that a random distribution in phase-space is responsible for a less distinct structured CEM spectrum at shorter wavelength. While increasing the laser wavelength, a topology-invariant pattern in phase-space appears, leading to the clearly visible V-shaped structures.
Detection of correlated fragments in a sequence of images by superimposed Fourier holograms
NASA Astrophysics Data System (ADS)
Pavlov, A. V.
2016-08-01
The problem of detecting correlated fragments in a sequence of images recorded by the superimposing holograms within the Fourier holography scheme with angular multiplication of a spatially modulated reference beam is considered. The approach to the solution of this problem is based on the properties of the variance of the image sum. It is shown that this problem can be solved by providing a constant distance between the signal and reference images when recording superimposed holograms and a partial mutual correlatedness of reference images. The detection efficiency is analysed from the point of view of estimated image data capacity, the degree of mutual correlation of reference images, and the hologram recording conditions. The results of a numerical experiment under the most complicated conditions (representation of images by realisations of homogeneous random fields) confirm the theoretical conclusions.
A random matrix approach to credit risk.
Münnix, Michael C; Schäfer, Rudi; Guhr, Thomas
2014-01-01
We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. The existence of correlations alters the tails of the loss distribution considerably, even if their average is zero. Under the assumption of randomly fluctuating correlations, a lower bound for the estimation of the loss distribution is provided.
A Random Matrix Approach to Credit Risk
Guhr, Thomas
2014-01-01
We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. The existence of correlations alters the tails of the loss distribution considerably, even if their average is zero. Under the assumption of randomly fluctuating correlations, a lower bound for the estimation of the loss distribution is provided. PMID:24853864
Reynolds, Andy M; Leprêtre, Lisa; Bohan, David A
2013-11-07
Correlated random walks are the dominant conceptual framework for modelling and interpreting organism movement patterns. Recent years have witnessed a stream of high profile publications reporting that many organisms perform Lévy walks; movement patterns that seemingly stand apart from the correlated random walk paradigm because they are discrete and scale-free rather than continuous and scale-finite. Our new study of the movement patterns of Tenebrio molitor beetles in unchanging, featureless arenas provides the first empirical support for a remarkable and deep theoretical synthesis that unites correlated random walks and Lévy walks. It demonstrates that the two models are complementary rather than competing descriptions of movement pattern data and shows that correlated random walks are a part of the Lévy walk family. It follows from this that vast numbers of Lévy walkers could be hiding in plain sight.
Random Wiring, Ganglion Cell Mosaics, and the Functional Architecture of the Visual Cortex
Coppola, David; White, Leonard E.; Wolf, Fred
2015-01-01
The architecture of iso-orientation domains in the primary visual cortex (V1) of placental carnivores and primates apparently follows species invariant quantitative laws. Dynamical optimization models assuming that neurons coordinate their stimulus preferences throughout cortical circuits linking millions of cells specifically predict these invariants. This might indicate that V1’s intrinsic connectome and its functional architecture adhere to a single optimization principle with high precision and robustness. To validate this hypothesis, it is critical to closely examine the quantitative predictions of alternative candidate theories. Random feedforward wiring within the retino-cortical pathway represents a conceptually appealing alternative to dynamical circuit optimization because random dimension-expanding projections are believed to generically exhibit computationally favorable properties for stimulus representations. Here, we ask whether the quantitative invariants of V1 architecture can be explained as a generic emergent property of random wiring. We generalize and examine the stochastic wiring model proposed by Ringach and coworkers, in which iso-orientation domains in the visual cortex arise through random feedforward connections between semi-regular mosaics of retinal ganglion cells (RGCs) and visual cortical neurons. We derive closed-form expressions for cortical receptive fields and domain layouts predicted by the model for perfectly hexagonal RGC mosaics. Including spatial disorder in the RGC positions considerably changes the domain layout properties as a function of disorder parameters such as position scatter and its correlations across the retina. However, independent of parameter choice, we find that the model predictions substantially deviate from the layout laws of iso-orientation domains observed experimentally. Considering random wiring with the currently most realistic model of RGC mosaic layouts, a pairwise interacting point process, the predicted layouts remain distinct from experimental observations and resemble Gaussian random fields. We conclude that V1 layout invariants are specific quantitative signatures of visual cortical optimization, which cannot be explained by generic random feedforward-wiring models. PMID:26575467
Accounting for crustal magnetization in models of the core magnetic field
NASA Technical Reports Server (NTRS)
Jackson, Andrew
1990-01-01
The problem of determining the magnetic field originating in the earth's core in the presence of remanent and induced magnetization is considered. The effect of remanent magnetization in the crust on satellite measurements of the core magnetic field is investigated. The crust as a zero-mean stationary Gaussian random process is modelled using an idea proposed by Parker (1988). It is shown that the matrix of second-order statistics is proportional to the Gram matrix, which depends only on the inner-products of the appropriate Green's functions, and that at a typical satellite altitude of 400 km the data are correlated out to an angular separation of approximately 15 deg. Accurate and efficient means of calculating the matrix elements are given. It is shown that the variance of measurements of the radial component of a magnetic field due to the crust is expected to be approximately twice that in horizontal components.
NASA Astrophysics Data System (ADS)
Bykov, Andrei M.; Toptygin, Igor'N.
1993-11-01
This review presents methods available for calculating transport coefficients for impurity particles in plasmas with strong long-wave MHD-type velocity and magnetic-field fluctuations, and random ensembles of strong shock fronts. The renormalization of the coefficients of the mean-field equation of turbulent dynamo theory is also considered. Particular attention is devoted to the renormalization method developed by the authors in which the renormalized transport coefficients are calculated from a nonlinear transcendental equation (or a set of such equations) and are expressed in the form of explicit functions of pair correlation tensors describing turbulence. Numerical calculations are reproduced for different turbulence spectra. Spatial transport in a magnetic field and particle acceleration by strong turbulence are investigated. The theory can be used in a wide range of practical problems in plasma physics, atmospheric physics, ocean physics, astrophysics, cosmic-ray physics, and so on.
Mirror Instability in the Turbulent Solar Wind
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hellinger, Petr; Landi, Simone; Verdini, Andrea
2017-04-01
The relationship between a decaying strong turbulence and the mirror instability in a slowly expanding plasma is investigated using two-dimensional hybrid expanding box simulations. We impose an initial ambient magnetic field perpendicular to the simulation box, and we start with a spectrum of large-scale, linearly polarized, random-phase Alfvénic fluctuations that have energy equipartition between kinetic and magnetic fluctuations and a vanishing correlation between the two fields. A turbulent cascade rapidly develops, magnetic field fluctuations exhibit a Kolmogorov-like power-law spectrum at large scales and a steeper spectrum at sub-ion scales. The imposed expansion (taking a strictly transverse ambient magnetic field) leadsmore » to the generation of an important perpendicular proton temperature anisotropy that eventually drives the mirror instability. This instability generates large-amplitude, nonpropagating, compressible, pressure-balanced magnetic structures in a form of magnetic enhancements/humps that reduce the perpendicular temperature anisotropy.« less
NASA Astrophysics Data System (ADS)
Bakhtiar, Nurizatul Syarfinas Ahmad; Abdullah, Farah Aini; Hasan, Yahya Abu
2017-08-01
In this paper, we consider the dynamical behaviour of the random field on the pulsating and snaking solitons in a dissipative systems described by the one-dimensional cubic-quintic complex Ginzburg-Landau equation (cqCGLE). The dynamical behaviour of the random filed was simulated by adding a random field to the initial pulse. Then, we solve it numerically by fixing the initial amplitude profile for the pulsating and snaking solitons without losing any generality. In order to create the random field, we choose 0 ≤ ɛ ≤ 1.0. As a result, multiple soliton trains are formed when the random field is applied to a pulse like initial profile for the parameters of the pulsating and snaking solitons. The results also show the effects of varying the random field of the transient energy peaks in pulsating and snaking solitons.
Ensemble Solute Transport in 2-D Operator-Stable Random Fields
NASA Astrophysics Data System (ADS)
Monnig, N. D.; Benson, D. A.
2006-12-01
The heterogeneous velocity field that exists at many scales in an aquifer will typically cause a dissolved solute plume to grow at a rate faster than Fick's Law predicts. Some statistical model must be adopted to account for the aquifer structure that engenders the velocity heterogeneity. A fractional Brownian motion (fBm) model has been shown to create the long-range correlation that can produce continually faster-than-Fickian plume growth. Previous fBm models have assumed isotropic scaling (defined here by a scalar Hurst coefficient). Motivated by field measurements of aquifer hydraulic conductivity, recent techniques were developed to construct random fields with anisotropic scaling with a self-similarity parameter that is defined by a matrix. The growth of ensemble plumes is analyzed for transport through 2-D "operator- stable" fBm hydraulic conductivity (K) fields. Both the longitudinal and transverse Hurst coefficients are important to both plume growth rates and the timing and duration of breakthrough. Smaller Hurst coefficients in the transverse direction lead to more "continuity" or stratification in the direction of transport. The result is continually faster-than-Fickian growth rates, highly non-Gaussian ensemble plumes, and a longer tail early in the breakthrough curve. Contrary to some analytic stochastic theories for monofractal K fields, the plume growth rate never exceeds Mercado's [1967] purely stratified aquifer growth rate of plume apparent dispersivity proportional to mean distance. Apparent super-Mercado growth must be the result of other factors, such as larger plumes corresponding to either a larger initial plume size or greater variance of the ln(K) field.
Method and apparatus for in-situ characterization of energy storage and energy conversion devices
Christophersen, Jon P [Idaho Falls, ID; Motloch, Chester G [Idaho Falls, ID; Morrison, John L [Butte, MT; Albrecht, Weston [Layton, UT
2010-03-09
Disclosed are methods and apparatuses for determining an impedance of an energy-output device using a random noise stimulus applied to the energy-output device. A random noise signal is generated and converted to a random noise stimulus as a current source correlated to the random noise signal. A bias-reduced response of the energy-output device to the random noise stimulus is generated by comparing a voltage at the energy-output device terminal to an average voltage signal. The random noise stimulus and bias-reduced response may be periodically sampled to generate a time-varying current stimulus and a time-varying voltage response, which may be correlated to generate an autocorrelated stimulus, an autocorrelated response, and a cross-correlated response. Finally, the autocorrelated stimulus, the autocorrelated response, and the cross-correlated response may be combined to determine at least one of impedance amplitude, impedance phase, and complex impedance.
Plasma fluctuations as Markovian noise.
Li, B; Hazeltine, R D; Gentle, K W
2007-12-01
Noise theory is used to study the correlations of stationary Markovian fluctuations that are homogeneous and isotropic in space. The relaxation of the fluctuations is modeled by the diffusion equation. The spatial correlations of random fluctuations are modeled by the exponential decay. Based on these models, the temporal correlations of random fluctuations, such as the correlation function and the power spectrum, are calculated. We find that the diffusion process can give rise to the decay of the correlation function and a broad frequency spectrum of random fluctuations. We also find that the transport coefficients may be estimated by the correlation length and the correlation time. The theoretical results are compared with the observed plasma density fluctuations from the tokamak and helimak experiments.
Polarization changes in light beams trespassing anisotropic turbulence.
Korotkova, Olga
2015-07-01
The polarization properties of deterministic or random light with isotropic source correlations propagating in anisotropic turbulence along horizontal paths are considered for the first time and predicted to change on the basis of the second-order coherence theory of beam-like fields and the extended Huygens-Fresnel integral. Our examples illustrate that the beams whose degree of polarization is unaffected by free-space propagation or isotropic turbulence can either decrease or increase on traversing the anisotropic turbulence, depending on the polarization state of the source.
A multiple-objective optimal exploration strategy
Christakos, G.; Olea, R.A.
1988-01-01
Exploration for natural resources is accomplished through partial sampling of extensive domains. Such imperfect knowledge is subject to sampling error. Complex systems of equations resulting from modelling based on the theory of correlated random fields are reduced to simple analytical expressions providing global indices of estimation variance. The indices are utilized by multiple objective decision criteria to find the best sampling strategies. The approach is not limited by geometric nature of the sampling, covers a wide range in spatial continuity and leads to a step-by-step procedure. ?? 1988.
Influence of Initial Correlations on Evolution of a Subsystem in a Heat Bath and Polaron Mobility
NASA Astrophysics Data System (ADS)
Los, Victor F.
2017-08-01
A regular approach to accounting for initial correlations, which allows to go beyond the unrealistic random phase (initial product state) approximation in deriving the evolution equations, is suggested. An exact homogeneous (time-convolution and time-convolutionless) equations for a relevant part of the two-time equilibrium correlation function for the dynamic variables of a subsystem interacting with a boson field (heat bath) are obtained. No conventional approximation like RPA or Bogoliubov's principle of weakening of initial correlations is used. The obtained equations take into account the initial correlations in the kernel governing their evolution. The solution to these equations is found in the second order of the kernel expansion in the electron-phonon interaction, which demonstrates that generally the initial correlations influence the correlation function's evolution in time. It is explicitly shown that this influence vanishes on a large timescale (actually at t→ ∞) and the evolution process enters an irreversible kinetic regime. The developed approach is applied to the Fröhlich polaron and the low-temperature polaron mobility (which was under a long-time debate) is found with a correction due to initial correlations.
Kouritzin, Michael A; Newton, Fraser; Wu, Biao
2013-04-01
Herein, we propose generating CAPTCHAs through random field simulation and give a novel, effective and efficient algorithm to do so. Indeed, we demonstrate that sufficient information about word tests for easy human recognition is contained in the site marginal probabilities and the site-to-nearby-site covariances and that these quantities can be embedded directly into certain conditional probabilities, designed for effective simulation. The CAPTCHAs are then partial random realizations of the random CAPTCHA word. We start with an initial random field (e.g., randomly scattered letter pieces) and use Gibbs resampling to re-simulate portions of the field repeatedly using these conditional probabilities until the word becomes human-readable. The residual randomness from the initial random field together with the random implementation of the CAPTCHA word provide significant resistance to attack. This results in a CAPTCHA, which is unrecognizable to modern optical character recognition but is recognized about 95% of the time in a human readability study.
NASA Astrophysics Data System (ADS)
Cervelli, P.; Murray, M. H.; Segall, P.; Aoki, Y.; Kato, T.
2001-06-01
We have applied two Monte Carlo optimization techniques, simulated annealing and random cost, to the inversion of deformation data for fault and magma chamber geometry. These techniques involve an element of randomness that permits them to escape local minima and ultimately converge to the global minimum of misfit space. We have tested the Monte Carlo algorithms on two synthetic data sets. We have also compared them to one another in terms of their efficiency and reliability. We have applied the bootstrap method to estimate confidence intervals for the source parameters, including the correlations inherent in the data. Additionally, we present methods that use the information from the bootstrapping procedure to visualize the correlations between the different model parameters. We have applied these techniques to GPS, tilt, and leveling data from the March 1997 earthquake swarm off of the Izu Peninsula, Japan. Using the two Monte Carlo algorithms, we have inferred two sources, a dike and a fault, that fit the deformation data and the patterns of seismicity and that are consistent with the regional stress field.
Sampling design for spatially distributed hydrogeologic and environmental processes
Christakos, G.; Olea, R.A.
1992-01-01
A methodology for the design of sampling networks over space is proposed. The methodology is based on spatial random field representations of nonhomogeneous natural processes, and on optimal spatial estimation techniques. One of the most important results of random field theory for physical sciences is its rationalization of correlations in spatial variability of natural processes. This correlation is extremely important both for interpreting spatially distributed observations and for predictive performance. The extent of site sampling and the types of data to be collected will depend on the relationship of subsurface variability to predictive uncertainty. While hypothesis formulation and initial identification of spatial variability characteristics are based on scientific understanding (such as knowledge of the physics of the underlying phenomena, geological interpretations, intuition and experience), the support offered by field data is statistically modelled. This model is not limited by the geometric nature of sampling and covers a wide range in subsurface uncertainties. A factorization scheme of the sampling error variance is derived, which possesses certain atttactive properties allowing significant savings in computations. By means of this scheme, a practical sampling design procedure providing suitable indices of the sampling error variance is established. These indices can be used by way of multiobjective decision criteria to obtain the best sampling strategy. Neither the actual implementation of the in-situ sampling nor the solution of the large spatial estimation systems of equations are necessary. The required values of the accuracy parameters involved in the network design are derived using reference charts (readily available for various combinations of data configurations and spatial variability parameters) and certain simple yet accurate analytical formulas. Insight is gained by applying the proposed sampling procedure to realistic examples related to sampling problems in two dimensions. ?? 1992.
Interspecific aggression in hermatypic corals from Bermuda
NASA Astrophysics Data System (ADS)
Logan, A.
1984-11-01
Interspecific aggression between hermatypic corals on Bermudian reefs has been investigated by aquarium and field studies, the latter involving induced interactions, observations from 30 m-2 transects and random SCUBA traverses. Resultant hierarchies, constructed by ranking the abilities of species to damage competitors, show close similarities with each other and with the Jamaican hierarchy at the family level, notwithstanding some differences in the ranking of some species. Only 11% of natural-occurring interactions depart from the aquarium-derived results; in terms of species-pair combinations, 30% show partial or complete inversions from aquarium to field, with most changes involving species close together in the field hierarchy. Circular (intransitive) interactions occur mostly within a network of weakly-aggressive species in both aquarium- and fieldderived hierarchies. While number of potential interactions m-2 varies directly with density, frequency of aggression is positively correlated with coral diversity (species richness), while frequency of “no reactions” and conspecific fusion (combined) shows a correspondingly negative correlation with diversity. Frequency of aggression does not appear to be depth related. Comparison of aquarium and field hierarchies suggest that digestion by mesenterial filaments is the most important mechanism of aggression under natural conditions. Sweeper tentacle activity is the most likely cause of field reversals involving Madracis mirabilis and Montastrea cavernosa. Other factors, such as stress caused by seasonal environmental extremes, may be responsible for reversals or inconsistent behaviour in other species.
Correcting Biases in a lower resolution global circulation model with data assimilation
NASA Astrophysics Data System (ADS)
Canter, Martin; Barth, Alexander
2016-04-01
With this work, we aim at developping a new method of bias correction using data assimilation. This method is based on the stochastic forcing of a model to correct bias. First, through a preliminary run, we estimate the bias of the model and its possible sources. Then, we establish a forcing term which is directly added inside the model's equations. We create an ensemble of runs and consider the forcing term as a control variable during the assimilation of observations. We then use this analysed forcing term to correct the bias of the model. Since the forcing is added inside the model, it acts as a source term, unlike external forcings such as wind. This procedure has been developed and successfully tested with a twin experiment on a Lorenz 95 model. It is currently being applied and tested on the sea ice ocean NEMO LIM model, which is used in the PredAntar project. NEMO LIM is a global and low resolution (2 degrees) coupled model (hydrodynamic model and sea ice model) with long time steps allowing simulations over several decades. Due to its low resolution, the model is subject to bias in area where strong currents are present. We aim at correcting this bias by using perturbed current fields from higher resolution models and randomly generated perturbations. The random perturbations need to be constrained in order to respect the physical properties of the ocean, and not create unwanted phenomena. To construct those random perturbations, we first create a random field with the Diva tool (Data-Interpolating Variational Analysis). Using a cost function, this tool penalizes abrupt variations in the field, while using a custom correlation length. It also decouples disconnected areas based on topography. Then, we filter the field to smoothen it and remove small scale variations. We use this field as a random stream function, and take its derivatives to get zonal and meridional velocity fields. We also constrain the stream function along the coasts in order not to have currents perpendicular to the coast. The randomly generated stochastic forcing are then directly injected into the NEMO LIM model's equations in order to force the model at each timestep, and not only during the assimilation step. Results from a twin experiment will be presented. This method is being applied to a real case, with observations on the sea surface height available from the mean dynamic topography of CNES (Centre national d'études spatiales). The model, the bias correction, and more extensive forcings, in particular with a three dimensional structure and a time-varying component, will also be presented.
Field Quality and Fabrication Analysis of HQ02 Reconstructed Nb3Sn Coil Cross Sections
DOE Office of Scientific and Technical Information (OSTI.GOV)
Holik, Eddie Frank; Ambrosio, Giorgio; Carbonara, Andrea
2017-01-23
The US LHC Accelerator Research Program (LARP) quadrupole HQ02 was designed and fully tested as part of the low-beta quad development for Hi-Lumi LHC. HQ02’s design is well documented with full fabrication accounting along with full field analysis at low and high current. With this history, HQ02 is an excellent test bed for developing a methodology for measuring turn locations from magnet cross sections and comparing with CAD models and measured field. All 4 coils of HQ02 were cut in identical locations along the magnetic length corresponding to magnetic field measurement and coil metrology. A real-time camera and coordinate measuringmore » equipment was used to plot turn corners. Measurements include systematic and random displacements of winding blocks and individual turns along the magnetic length. The range of cable shifts and the field harmonic range along the length are in agreement, although correlating turn locations and measured harmonics in each cross section is challenging.« less
A novel approach to assess the treatment response using Gaussian random field in PET
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Mengdie; Guo, Ning; Hu, Guangshu
2016-02-15
Purpose: The assessment of early therapeutic response to anticancer therapy is vital for treatment planning and patient management in clinic. With the development of personal treatment plan, the early treatment response, especially before any anatomically apparent changes after treatment, becomes urgent need in clinic. Positron emission tomography (PET) imaging serves an important role in clinical oncology for tumor detection, staging, and therapy response assessment. Many studies on therapy response involve interpretation of differences between two PET images, usually in terms of standardized uptake values (SUVs). However, the quantitative accuracy of this measurement is limited. This work proposes a statistically robustmore » approach for therapy response assessment based on Gaussian random field (GRF) to provide a statistically more meaningful scale to evaluate therapy effects. Methods: The authors propose a new criterion for therapeutic assessment by incorporating image noise into traditional SUV method. An analytical method based on the approximate expressions of the Fisher information matrix was applied to model the variance of individual pixels in reconstructed images. A zero mean unit variance GRF under the null hypothesis (no response to therapy) was obtained by normalizing each pixel of the post-therapy image with the mean and standard deviation of the pretherapy image. The performance of the proposed method was evaluated by Monte Carlo simulation, where XCAT phantoms (128{sup 2} pixels) with lesions of various diameters (2–6 mm), multiple tumor-to-background contrasts (3–10), and different changes in intensity (6.25%–30%) were used. The receiver operating characteristic curves and the corresponding areas under the curve were computed for both the proposed method and the traditional methods whose figure of merit is the percentage change of SUVs. The formula for the false positive rate (FPR) estimation was developed for the proposed therapy response assessment utilizing local average method based on random field. The accuracy of the estimation was validated in terms of Euler distance and correlation coefficient. Results: It is shown that the performance of therapy response assessment is significantly improved by the introduction of variance with a higher area under the curve (97.3%) than SUVmean (91.4%) and SUVmax (82.0%). In addition, the FPR estimation serves as a good prediction for the specificity of the proposed method, consistent with simulation outcome with ∼1 correlation coefficient. Conclusions: In this work, the authors developed a method to evaluate therapy response from PET images, which were modeled as Gaussian random field. The digital phantom simulations demonstrated that the proposed method achieved a large reduction in statistical variability through incorporating knowledge of the variance of the original Gaussian random field. The proposed method has the potential to enable prediction of early treatment response and shows promise for application to clinical practice. In future work, the authors will report on the robustness of the estimation theory for application to clinical practice of therapy response evaluation, which pertains to binary discrimination tasks at a fixed location in the image such as detection of small and weak lesion.« less
Teissié, J; Ramos, C
1998-01-01
Electric field pulses have been reported to induce long-lived permeabilization and fusogenicity on cell membranes. The two membrane property alterations are under the control of the field strength, the pulse duration, and the number of pulses. Experiments on mammalian cells pulsed by square wave form pulses and then brought into contact randomly through centrifugation revealed an even stronger analogy between the two processes. Permeabilization was known to affect well-defined regions of the cell surface. Fusion can be obtained only when permeabilized surfaces on the two partners were brought into contact. Permeabilization was under the control of the pulse duration and of the number of pulses. A similar relationship was observed as far as fusion is concerned. But a critical level of local permeabilization must be present for fusion to take place when contacts are created. The same conclusions are obtained from previous experiments on ghosts subjected to exponentially decaying field pulses and then brought into contact by dielectrophoresis. These observations are in agreement with a model of membrane fusion in which the merging of local random defects occurs when the two membranes are brought into contact. The local defects are considered part of the structural membrane reorganization induced by the external field. Their density is dependent on the pulse duration and number of pulses. They support the long-lived permeabilization. Their number must be very large to support the occurrence of membrane fusion. PMID:9545050
Teissié, J; Ramos, C
1998-04-01
Electric field pulses have been reported to induce long-lived permeabilization and fusogenicity on cell membranes. The two membrane property alterations are under the control of the field strength, the pulse duration, and the number of pulses. Experiments on mammalian cells pulsed by square wave form pulses and then brought into contact randomly through centrifugation revealed an even stronger analogy between the two processes. Permeabilization was known to affect well-defined regions of the cell surface. Fusion can be obtained only when permeabilized surfaces on the two partners were brought into contact. Permeabilization was under the control of the pulse duration and of the number of pulses. A similar relationship was observed as far as fusion is concerned. But a critical level of local permeabilization must be present for fusion to take place when contacts are created. The same conclusions are obtained from previous experiments on ghosts subjected to exponentially decaying field pulses and then brought into contact by dielectrophoresis. These observations are in agreement with a model of membrane fusion in which the merging of local random defects occurs when the two membranes are brought into contact. The local defects are considered part of the structural membrane reorganization induced by the external field. Their density is dependent on the pulse duration and number of pulses. They support the long-lived permeabilization. Their number must be very large to support the occurrence of membrane fusion.
Local Geostatistical Models and Big Data in Hydrological and Ecological Applications
NASA Astrophysics Data System (ADS)
Hristopulos, Dionissios
2015-04-01
The advent of the big data era creates new opportunities for environmental and ecological modelling but also presents significant challenges. The availability of remote sensing images and low-cost wireless sensor networks implies that spatiotemporal environmental data to cover larger spatial domains at higher spatial and temporal resolution for longer time windows. Handling such voluminous data presents several technical and scientific challenges. In particular, the geostatistical methods used to process spatiotemporal data need to overcome the dimensionality curse associated with the need to store and invert large covariance matrices. There are various mathematical approaches for addressing the dimensionality problem, including change of basis, dimensionality reduction, hierarchical schemes, and local approximations. We present a Stochastic Local Interaction (SLI) model that can be used to model local correlations in spatial data. SLI is a random field model suitable for data on discrete supports (i.e., regular lattices or irregular sampling grids). The degree of localization is determined by means of kernel functions and appropriate bandwidths. The strength of the correlations is determined by means of coefficients. In the "plain vanilla" version the parameter set involves scale and rigidity coefficients as well as a characteristic length. The latter determines in connection with the rigidity coefficient the correlation length of the random field. The SLI model is based on statistical field theory and extends previous research on Spartan spatial random fields [2,3] from continuum spaces to explicitly discrete supports. The SLI kernel functions employ adaptive bandwidths learned from the sampling spatial distribution [1]. The SLI precision matrix is expressed explicitly in terms of the model parameter and the kernel function. Hence, covariance matrix inversion is not necessary for parameter inference that is based on leave-one-out cross validation. This property helps to overcome a significant computational bottleneck of geostatistical models due to the poor scaling of the matrix inversion [4,5]. We present applications to real and simulated data sets, including the Walker lake data, and we investigate the SLI performance using various statistical cross validation measures. References [1] T. Hofmann, B. Schlkopf, A.J. Smola, Annals of Statistics, 36, 1171-1220 (2008). [2] D. T. Hristopulos, SIAM Journal on Scientific Computing, 24(6): 2125-2162 (2003). [3] D. T. Hristopulos and S. N. Elogne, IEEE Transactions on Signal Processing, 57(9): 3475-3487 (2009) [4] G. Jona Lasinio, G. Mastrantonio, and A. Pollice, Statistical Methods and Applications, 22(1):97-112 (2013) [5] Sun, Y., B. Li, and M. G. Genton (2012). Geostatistics for large datasets. In: Advances and Challenges in Space-time Modelling of Natural Events, Lecture Notes in Statistics, pp. 55-77. Springer, Berlin-Heidelberg.
Correlation Length of Energy-Containing Structures in the Base of the Solar Corona
NASA Astrophysics Data System (ADS)
Abramenko, V.; Zank, G. P.; Dosch, A. M.; Yurchyshyn, V.
2013-12-01
An essential parameter for models of coronal heating and fast solar wind acceleration that relay on the dissipation of MHD turbulence is the characteristic energy-containing length of the squared velocity and magnetic field fluctuations transverse to the mean magnetic field inside a coronal hole (CH) at the base of the corona. The characteristic length scale defines directly the heating rate. Rather surprisingly, almost nothing is known observationally about this critical parameter. Currently, only a very rough estimate of characteristic length was obtained based on the fact that the network spacing is about 30000 km. We attempted estimation of this parameter from observations of photospheric random motions and magnetic fields measured in the photosphere inside coronal holes. We found that the characteristic length scale in the photosphere is about 600-2000 km, which is much smaller than that adopted in previous models. Our results provide a critical input parameter for current models of coronal heating and should yield an improved understanding of fast solar wind acceleration. Fig. 1-- Plotted is the natural logarithm of the correlation function of the transverse velocity fluctuations u^2 versus the spatial lag r for the two CHs. The color code refers to the accumulation time intervals of 2 (blue), 5 (green), 10 (red), and 20 (black) minutes. The values of the Batchelor integral length λ the correlation length ς and the e-folding length L in km are shown. Fig. 2-- Plot of the natural logarithm of the correlation function of magnetic fluctuations b^2 versus the spatial lag r. The insert shows this plot with linear axes.
Liu, Xuan; Ramella-Roman, Jessica C.; Huang, Yong; Guo, Yuan; Kang, Jin U.
2013-01-01
In this study, we proposed a generic speckle simulation for optical coherence tomography (OCT) signal, by convolving the point spread function (PSF) of the OCT system with the numerically synthesized random sample field. We validated our model and used the simulation method to study the statistical properties of cross-correlation coefficients (XCC) between Ascans which have been recently applied in transverse motion analysis by our group. The results of simulation show that over sampling is essential for accurate motion tracking; exponential decay of OCT signal leads to an under estimate of motion which can be corrected; lateral heterogeneity of sample leads to an over estimate of motion for a few pixels corresponding to the structural boundary. PMID:23456001
Regression analysis of longitudinal data with correlated censoring and observation times.
Li, Yang; He, Xin; Wang, Haiying; Sun, Jianguo
2016-07-01
Longitudinal data occur in many fields such as the medical follow-up studies that involve repeated measurements. For their analysis, most existing approaches assume that the observation or follow-up times are independent of the response process either completely or given some covariates. In practice, it is apparent that this may not be true. In this paper, we present a joint analysis approach that allows the possible mutual correlations that can be characterized by time-dependent random effects. Estimating equations are developed for the parameter estimation and the resulted estimators are shown to be consistent and asymptotically normal. The finite sample performance of the proposed estimators is assessed through a simulation study and an illustrative example from a skin cancer study is provided.
NASA Astrophysics Data System (ADS)
Posnansky, Oleg P.
2018-05-01
The measuring of dynamic magnetic susceptibility by nuclear magnetic resonance is used for revealing information about the internal structure of various magnetoactive composites. The response of such material on the applied external static and time-varying magnetic fields encodes intrinsic dynamic correlations and depends on links between macroscopic effective susceptibility and structure on the microscopic scale. In the current work we carried out computational analysis of the frequency dependent dynamic magnetic susceptibility and demonstrated its dependence on the microscopic architectural elements while also considering Euclidean dimensionality. The proposed numerical method is efficient in the simulation of nuclear magnetic resonance experiments in two- and three-dimensional random magnetic media by choosing and modeling the influence of the concentration of components and internal hierarchical characteristics of physical parameters.
Statistical model for speckle pattern optimization.
Su, Yong; Zhang, Qingchuan; Gao, Zeren
2017-11-27
Image registration is the key technique of optical metrologies such as digital image correlation (DIC), particle image velocimetry (PIV), and speckle metrology. Its performance depends critically on the quality of image pattern, and thus pattern optimization attracts extensive attention. In this article, a statistical model is built to optimize speckle patterns that are composed of randomly positioned speckles. It is found that the process of speckle pattern generation is essentially a filtered Poisson process. The dependence of measurement errors (including systematic errors, random errors, and overall errors) upon speckle pattern generation parameters is characterized analytically. By minimizing the errors, formulas of the optimal speckle radius are presented. Although the primary motivation is from the field of DIC, we believed that scholars in other optical measurement communities, such as PIV and speckle metrology, will benefit from these discussions.
Lensing bias to CMB measurements of compensated isocurvature perturbations
NASA Astrophysics Data System (ADS)
Heinrich, Chen He; Grin, Daniel; Hu, Wayne
2016-08-01
Compensated isocurvature perturbations (CIPs) are modes in which the baryon and dark matter density fluctuations cancel. They arise in the curvaton scenario as well as some models of baryogenesis. While they leave no observable effects on the cosmic microwave background (CMB) at linear order, they do spatially modulate two-point CMB statistics and can be reconstructed in a manner similar to gravitational lensing. Due to the similarity between the effects of CMB lensing and CIPs, lensing contributes nearly Gaussian random noise to the CIP estimator that approximately doubles the reconstruction noise power. Additionally, the cross correlation between lensing and the integrated Sachs-Wolfe effect generates a correlation between the CIP estimator and the temperature field even in the absence of a correlated CIP signal. For cosmic-variance limited temperature measurements out to multipoles l ≤2500 , subtracting a fixed lensing bias degrades the detection threshold for CIPs by a factor of 1.3, whether or not they are correlated with the adiabatic mode.
Pataky, T C; Lamb, P F
2018-06-01
External randomness exists in all sports but is perhaps most obvious in golf putting where robotic putters sink only 80% of 5 m putts due to unpredictable ball-green dynamics. The purpose of this study was to test whether physical randomness training can improve putting performance in novices. A virtual random-physics golf-putting game was developed based on controlled ball-roll data. Thirty-two subjects were assigned a unique randomness gain (RG) ranging from 0.1 to 2.0-times real-world randomness. Putter face kinematics were measured in 5 m laboratory putts before and after five days of virtual training. Performance was quantified using putt success rate and "miss-adjustment correlation" (MAC), the correlation between left-right miss magnitude and subsequent right-left kinematic adjustments. Results showed no RG-success correlation (r = -0.066, p = 0.719) but mildly stronger correlations with MAC for face angle (r = -0.168, p = 0.358) and clubhead path (r = -0.302, p = 0.093). The strongest RG-MAC correlation was observed during virtual training (r = -0.692, p < 0.001). These results suggest that subjects quickly adapt to physical randomness in virtual training, and also that this learning may weakly transfer to real golf putting kinematics. Adaptation to external physical randomness during virtual training may therefore help golfers adapt to external randomness in real-world environments.
Is the Non-Dipole Magnetic Field Random?
NASA Technical Reports Server (NTRS)
Walker, Andrew D.; Backus, George E.
1996-01-01
Statistical modelling of the Earth's magnetic field B has a long history. In particular, the spherical harmonic coefficients of scalar fields derived from B can be treated as Gaussian random variables. In this paper, we give examples of highly organized fields whose spherical harmonic coefficients pass tests for independent Gaussian random variables. The fact that coefficients at some depth may be usefully summarized as independent samples from a normal distribution need not imply that there really is some physical, random process at that depth. In fact, the field can be extremely structured and still be regarded for some purposes as random. In this paper, we examined the radial magnetic field B(sub r) produced by the core, but the results apply to any scalar field on the core-mantle boundary (CMB) which determines B outside the CMB.
NASA Astrophysics Data System (ADS)
Le Borgne, T.; Kang, P. K.; Guihéneuf, N.; Shakas, A.; Bour, O.; Linde, N.; Dentz, M.
2015-12-01
Non-Fickian transport phenomena are observed in a wide range of scales across hydrological systems. They are generally manifested by a broad range of transit time distributions, as measured for instance in tracer breakthrough curves. However, similar transit time distributions may be caused by different origins, including broad velocity distributions, flow channeling or diffusive mass transfer [1,2]. The identification of these processes is critical for defining relevant transport models. How can we distinguish the different origins of non-Fickian transport in the field? In this presentation, we will review recent experimental developments to decipher the different causes of anomalous transport, based on tracer tests performed at different scales in cross borehole and push pull conditions, and time lapse hydrogeophysical imaging of tracer motion [3,4]. References:[1] de Anna-, P., T. Le Borgne, M. Dentz, A. M. Tartakovsky, D. Bolster, P. Davy (2013) Flow Intermittency, Dispersion and Correlated Continuous Time Random Walks in Porous Media, Phys. Rev. Lett., 110, 184502 [2] Le Borgne T., Dentz M., and Carrera J. (2008) Lagrangian Statistical Model for Transport in Highly Heterogeneous Velocity Fields. Phys. Rev. Lett. 101, 090601 [3] Kang, P. K., T. Le Borgne, M. Dentz, O. Bour, and R. Juanes (2015), Impact of velocity correlation and distribution on transport in fractured media : Field evidence and theoretical model, Water Resour. Res., 51, 940-959 [4] Dorn C., Linde N., Le Borgne T., O. Bour and L. Baron (2011) Single-hole GPR reflection imaging of solute transport in a granitic aquifer Geophys. Res. Lett. Vol.38, L08401
NASA Astrophysics Data System (ADS)
Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.
2018-03-01
Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.
Rigorously testing multialternative decision field theory against random utility models.
Berkowitsch, Nicolas A J; Scheibehenne, Benjamin; Rieskamp, Jörg
2014-06-01
Cognitive models of decision making aim to explain the process underlying observed choices. Here, we test a sequential sampling model of decision making, multialternative decision field theory (MDFT; Roe, Busemeyer, & Townsend, 2001), on empirical grounds and compare it against 2 established random utility models of choice: the probit and the logit model. Using a within-subject experimental design, participants in 2 studies repeatedly choose among sets of options (consumer products) described on several attributes. The results of Study 1 showed that all models predicted participants' choices equally well. In Study 2, in which the choice sets were explicitly designed to distinguish the models, MDFT had an advantage in predicting the observed choices. Study 2 further revealed the occurrence of multiple context effects within single participants, indicating an interdependent evaluation of choice options and correlations between different context effects. In sum, the results indicate that sequential sampling models can provide relevant insights into the cognitive process underlying preferential choices and thus can lead to better choice predictions. PsycINFO Database Record (c) 2014 APA, all rights reserved.
Random-field Ising model on isometric lattices: Ground states and non-Porod scattering
NASA Astrophysics Data System (ADS)
Bupathy, Arunkumar; Banerjee, Varsha; Puri, Sanjay
2016-01-01
We use a computationally efficient graph cut method to obtain ground state morphologies of the random-field Ising model (RFIM) on (i) simple cubic (SC), (ii) body-centered cubic (BCC), and (iii) face-centered cubic (FCC) lattices. We determine the critical disorder strength Δc at zero temperature with high accuracy. For the SC lattice, our estimate (Δc=2.278 ±0.002 ) is consistent with earlier reports. For the BCC and FCC lattices, Δc=3.316 ±0.002 and 5.160 ±0.002 , respectively, which are the most accurate estimates in the literature to date. The small-r behavior of the correlation function exhibits a cusp regime characterized by a cusp exponent α signifying fractal interfaces. In the paramagnetic phase, α =0.5 ±0.01 for all three lattices. In the ferromagnetic phase, the cusp exponent shows small variations due to the lattice structure. Consequently, the interfacial energy Ei(L ) for an interface of size L is significantly different for the three lattices. This has important implications for nonequilibrium properties.
NASA Astrophysics Data System (ADS)
Granato, Enzo
2017-11-01
We study numerically the superconductor-insulator transition in two-dimensional inhomogeneous superconductors with gauge disorder, described by four different quantum rotor models: a gauge glass, a flux glass, a binary phase glass, and a Gaussian phase glass. The first two models describe the combined effect of geometrical disorder in the array of local superconducting islands and a uniform external magnetic field, while the last two describe the effects of random negative Josephson-junction couplings or π junctions. Monte Carlo simulations in the path-integral representation of the models are used to determine the critical exponents and the universal conductivity at the quantum phase transition. The gauge- and flux-glass models display the same critical behavior, within the estimated numerical uncertainties. Similar agreement is found for the binary and Gaussian phase-glass models. Despite the different symmetries and disorder correlations, we find that the universal conductivity of these models is approximately the same. In particular, the ratio of this value to that of the pure model agrees with recent experiments on nanohole thin-film superconductors in a magnetic field, in the large disorder limit.
NASA Technical Reports Server (NTRS)
Manning, Robert M.
2004-01-01
The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the -correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.
A generalization of random matrix theory and its application to statistical physics.
Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H
2017-02-01
To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.
NASA Astrophysics Data System (ADS)
Vanmarcke, Erik
1983-03-01
Random variation over space and time is one of the few attributes that might safely be predicted as characterizing almost any given complex system. Random fields or "distributed disorder systems" confront astronomers, physicists, geologists, meteorologists, biologists, and other natural scientists. They appear in the artifacts developed by electrical, mechanical, civil, and other engineers. They even underlie the processes of social and economic change. The purpose of this book is to bring together existing and new methodologies of random field theory and indicate how they can be applied to these diverse areas where a "deterministic treatment is inefficient and conventional statistics insufficient." Many new results and methods are included. After outlining the extent and characteristics of the random field approach, the book reviews the classical theory of multidimensional random processes and introduces basic probability concepts and methods in the random field context. It next gives a concise amount of the second-order analysis of homogeneous random fields, in both the space-time domain and the wave number-frequency domain. This is followed by a chapter on spectral moments and related measures of disorder and on level excursions and extremes of Gaussian and related random fields. After developing a new framework of analysis based on local averages of one-, two-, and n-dimensional processes, the book concludes with a chapter discussing ramifications in the important areas of estimation, prediction, and control. The mathematical prerequisite has been held to basic college-level calculus.
Spatial versus sequential correlations for random access coding
NASA Astrophysics Data System (ADS)
Tavakoli, Armin; Marques, Breno; Pawłowski, Marcin; Bourennane, Mohamed
2016-03-01
Random access codes are important for a wide range of applications in quantum information. However, their implementation with quantum theory can be made in two very different ways: (i) by distributing data with strong spatial correlations violating a Bell inequality or (ii) using quantum communication channels to create stronger-than-classical sequential correlations between state preparation and measurement outcome. Here we study this duality of the quantum realization. We present a family of Bell inequalities tailored to the task at hand and study their quantum violations. Remarkably, we show that the use of spatial and sequential quantum correlations imposes different limitations on the performance of quantum random access codes: Sequential correlations can outperform spatial correlations. We discuss the physics behind the observed discrepancy between spatial and sequential quantum correlations.
Seo, Min-Woong; Kawahito, Shoji
2017-12-01
A large full well capacity (FWC) for wide signal detection range and low temporal random noise for high sensitivity lock-in pixel CMOS image sensor (CIS) embedded with two in-pixel storage diodes (SDs) has been developed and presented in this paper. For fast charge transfer from photodiode to SDs, a lateral electric field charge modulator (LEFM) is used for the developed lock-in pixel. As a result, the time-resolved CIS achieves a very large SD-FWC of approximately 7ke-, low temporal random noise of 1.2e-rms at 20 fps with true correlated double sampling operation and fast intrinsic response less than 500 ps at 635 nm. The proposed imager has an effective pixel array of and a pixel size of . The sensor chip is fabricated by Dongbu HiTek 1P4M 0.11 CIS process.
Memory in random bouncing ball dynamics
NASA Astrophysics Data System (ADS)
Zouabi, C.; Scheibert, J.; Perret-Liaudet, J.
2016-09-01
The bouncing of an inelastic ball on a vibrating plate is a popular model used in various fields, from granular gases to nanometer-sized mechanical contacts. For random plate motion, so far, the model has been studied using Poincaré maps in which the excitation by the plate at successive bounces is assumed to be a discrete Markovian (memoryless) process. Here, we investigate numerically the behaviour of the model for continuous random excitations with tunable correlation time. We show that the system dynamics are controlled by the ratio of the Markovian mean flight time of the ball and the mean time between successive peaks in the motion of the exciting plate. When this ratio, which depends on the bandwidth of the excitation signal, exceeds a certain value, the Markovian approach is appropriate; below, memory of preceding excitations arises, leading to a significant decrease of the jump duration; at the smallest values of the ratio, chattering occurs. Overall, our results open the way for uses of the model in the low-excitation regime, which is still poorly understood.
Surface plasmon enhanced cell microscopy with blocked random spatial activation
NASA Astrophysics Data System (ADS)
Son, Taehwang; Oh, Youngjin; Lee, Wonju; Yang, Heejin; Kim, Donghyun
2016-03-01
We present surface plasmon enhanced fluorescence microscopy with random spatial sampling using patterned block of silver nanoislands. Rigorous coupled wave analysis was performed to confirm near-field localization on nanoislands. Random nanoislands were fabricated in silver by temperature annealing. By analyzing random near-field distribution, average size of localized fields was found to be on the order of 135 nm. Randomly localized near-fields were used to spatially sample F-actin of J774 cells (mouse macrophage cell-line). Image deconvolution algorithm based on linear imaging theory was established for stochastic estimation of fluorescent molecular distribution. The alignment between near-field distribution and raw image was performed by the patterned block. The achieved resolution is dependent upon factors including the size of localized fields and estimated to be 100-150 nm.
Species extinction thresholds in the face of spatially correlated periodic disturbance.
Liao, Jinbao; Ying, Zhixia; Hiebeler, David E; Wang, Yeqiao; Takada, Takenori; Nijs, Ivan
2015-10-20
The spatial correlation of disturbance is gaining attention in landscape ecology, but knowledge is still lacking on how species traits determine extinction thresholds under spatially correlated disturbance regimes. Here we develop a pair approximation model to explore species extinction risk in a lattice-structured landscape subject to aggregated periodic disturbance. Increasing disturbance extent and frequency accelerated population extinction irrespective of whether dispersal was local or global. Spatial correlation of disturbance likewise increased species extinction risk, but only for local dispersers. This indicates that models based on randomly simulated disturbances (e.g., mean-field or non-spatial models) may underestimate real extinction rates. Compared to local dispersal, species with global dispersal tolerated more severe disturbance, suggesting that the spatial correlation of disturbance favors long-range dispersal from an evolutionary perspective. Following disturbance, intraspecific competition greatly enhanced the extinction risk of distance-limited dispersers, while it surprisingly did not influence the extinction thresholds of global dispersers, apart from decreasing population density to some degree. As species respond differently to disturbance regimes with different spatiotemporal properties, different regimes may accommodate different species.
Ostashev, Vladimir E; Wilson, D Keith; Muhlestein, Michael B; Attenborough, Keith
2018-02-01
Although sound propagation in a forest is important in several applications, there are currently no rigorous yet computationally tractable prediction methods. Due to the complexity of sound scattering in a forest, it is natural to formulate the problem stochastically. In this paper, it is demonstrated that the equations for the statistical moments of the sound field propagating in a forest have the same form as those for sound propagation in a turbulent atmosphere if the scattering properties of the two media are expressed in terms of the differential scattering and total cross sections. Using the existing theories for sound propagation in a turbulent atmosphere, this analogy enables the derivation of several results for predicting forest acoustics. In particular, the second-moment parabolic equation is formulated for the spatial correlation function of the sound field propagating above an impedance ground in a forest with micrometeorology. Effective numerical techniques for solving this equation have been developed in atmospheric acoustics. In another example, formulas are obtained that describe the effect of a forest on the interference between the direct and ground-reflected waves. The formulated correspondence between wave propagation in discrete and continuous random media can also be used in other fields of physics.
NASA Technical Reports Server (NTRS)
Manning, Robert M.
2004-01-01
The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the delta-correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The comprehensive operator solution also allows one to obtain expressions for the longitudinal (generalized) second order moment. This is also considered and the solution for the atmospheric case is obtained and discussed. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.
NASA Technical Reports Server (NTRS)
Fennessey, N. M.; Eagleson, P. S.; Qinliang, W.; Rodrigues-Iturbe, I.
1986-01-01
Eight years of summer raingage observations are analyzed for a dense, 93 gage, network operated by the U. S. Department of Agriculture, Agricultural Research Service, in their 150 sq km Walnut Gulch catchment near Tucson, Arizona. Storms are defined by the total depths collected at each raingage during the noon to noon period for which there was depth recorded at any of the gages. For each of the resulting 428 storms, the 93 gage depths are interpolated onto a dense grid and the resulting random field is anlyzed. Presented are: storm depth isohyets at 2 mm contour intervals, first three moments of point storm depth, spatial correlation function, spatial variance function, and the spatial distribution of total rainstorm depth.
The reliability of a VISION COACH task as a measure of psychomotor skills.
Xi, Yubin; Rosopa, Patrick J; Mossey, Mary; Crisler, Matthew C; Drouin, Nathalie; Kopera, Kevin; Brooks, Johnell O
2014-10-01
The VISION COACH™ interactive light board is designed to test and enhance participants' psychomotor skills. The primary goal of this study was to examine the test-retest reliability of the Full Field 120 VISION COACH task. One hundred eleven male and 131 female adult participants completed six trials where they responded to 120 randomly distributed lights displayed on the VISION COACH interactive light board. The mean time required for a participant to complete a trial was 101 seconds. Intraclass correlation coefficients, ranging from 0.962 to 0.987 suggest the VISION COACH Full Field 120 task was a reliable task. Cohen's d's of adjacent pairs of trials suggest learning effects did not negatively affect reliability after the third trial.
Modeling epidemic spread with awareness and heterogeneous transmission rates in networks.
Shang, Yilun
2013-06-01
During an epidemic outbreak in a human population, susceptibility to infection can be reduced by raising awareness of the disease. In this paper, we investigate the effects of three forms of awareness (i.e., contact, local, and global) on the spread of a disease in a random network. Connectivity-correlated transmission rates are assumed. By using the mean-field theory and numerical simulation, we show that both local and contact awareness can raise the epidemic thresholds while the global awareness cannot, which mirrors the recent results of Wu et al. The obtained results point out that individual behaviors in the presence of an infectious disease has a great influence on the epidemic dynamics. Our method enriches mean-field analysis in epidemic models.
NASA Astrophysics Data System (ADS)
Hirasawa, Kazunori; Shoji, Nobuyuki; Kasahara, Masayuki; Matsumura, Kazuhiro; Shimizu, Kimiya
2016-05-01
This prospective randomized study compared test results of size modulation standard automated perimetry (SM-SAP) performed with the Octopus 600 and conventional SAP (C-SAP) performed with the Humphrey Field Analyzer (HFA) in glaucoma patients. Eighty-eight eyes of 88 glaucoma patients underwent SM-SAP and C-SAP tests with the Octopus 600 24-2 Dynamic and HFA 24-2 SITA-Standard, respectively. Fovea threshold, mean defect, and square loss variance of SM-SAP were significantly correlated with the corresponding C-SAP indices (P < 0.001). The false-positive rate was slightly lower, and false-negative rate slightly higher, with SM-SAP than C-SAP (P = 0.002). Point-wise threshold values obtained with SM-SAP were moderately to strongly correlated with those obtained with C-SAP (P < 0.001). The correlation coefficients of the central zone were significantly lower than those of the middle to peripheral zone (P = 0.031). The size and depth of the visual field (VF) defect were smaller (P = 0.039) and greater (P = 0.043), respectively, on SM-SAP than on C-SAP. Although small differences were observed in VF sensitivity in the central zone, the defect size and depth and the reliability indices between SM-SAP and C-SAP, global indices of the two testing modalities were well correlated.
An analysis of the metabolic theory of the origin of the genetic code
NASA Technical Reports Server (NTRS)
Amirnovin, R.; Bada, J. L. (Principal Investigator)
1997-01-01
A computer program was used to test Wong's coevolution theory of the genetic code. The codon correlations between the codons of biosynthetically related amino acids in the universal genetic code and in randomly generated genetic codes were compared. It was determined that many codon correlations are also present within random genetic codes and that among the random codes there are always several which have many more correlations than that found in the universal code. Although the number of correlations depends on the choice of biosynthetically related amino acids, the probability of choosing a random genetic code with the same or greater number of codon correlations as the universal genetic code was found to vary from 0.1% to 34% (with respect to a fairly complete listing of related amino acids). Thus, Wong's theory that the genetic code arose by coevolution with the biosynthetic pathways of amino acids, based on codon correlations between biosynthetically related amino acids, is statistical in nature.
Comparison of Theory and Experiment on Aeroacoustic Loads and Deflections
NASA Astrophysics Data System (ADS)
Campos, L. M. B. C.; Bourgine, A.; Bonomi, B.
1999-01-01
The correlation of acoustic pressure loads induced by a turbulent wake on a nearby structural panel is considered: this problem is relevant to the acoustic fatigue of aircraft, rocket and satellite structures. Both the correlation of acoustic pressure loads and the panel deflections, were measured in an 8-m diameter transonic wind tunnel. Using the measured correlation of acoustic pressures, as an input to a finite-element aeroelastic code, the panel response was reproduced. The latter was also satisfactorily reproduced, using again the aeroelastic code, with input given by a theoretical formula for the correlation of acoustic pressures; the derivation of this formula, and the semi-empirical parameters which appear in it, are included in this paper. The comparison of acoustic responses in aeroacoustic wind tunnels (AWT) and progressive wave tubes (PWT) shows that much work needs to be done to bridge that gap; this is important since the PWT is the standard test means, whereas the AWT is more representative of real flight conditions but also more demanding in resources. Since this may be the first instance of successful modelling of acoustic fatigue, it may be appropriate to list briefly the essential ``positive'' features and associated physical phenomena: (i) a standard aeroelastic structural code can predict acoustic fatigue, provided that the correlation of pressure loads be adequately specified; (ii) the correlation of pressure loads is determined by the interference of acoustic waves, which depends on the exact evaluation of multiple scattering integrals, involving the statistics of random phase shifts; (iii) for the relatively low frequencies (one to a few hundred Hz) of aeroacoustic fatigue, the main cause of random phase effects is scattering by irregular wakes, which are thin on wavelength scale, and appear as partially reflecting rough interfaces. It may also be appropriate to mention some of the ``negative'' features, to which may be attached illusory importance; (iv) deterministic flow features, even conspicuous or of large scale, such as convection, are not relevant to aeroacoustic fatigue, because they do not produce random phase shifts; (v) local turbulence, of scale much smaller than the wavelength of sound, cannot produce significant random phase shifts, and is also of little consequence to aeroacoustic fatigue; (vi) the precise location of sound sources can become of little consequence, after multiple scattering gives rise to a diffuse sound field; and (vii) there is not much ground for distinction between unsteady flow and sound waves, since at transonic speeds they are both associated with pressures fluctuating in time and space.
Fountas, Grigorios; Sarwar, Md Tawfiq; Anastasopoulos, Panagiotis Ch; Blatt, Alan; Majka, Kevin
2018-04-01
Traditional accident analysis typically explores non-time-varying (stationary) factors that affect accident occurrence on roadway segments. However, the impact of time-varying (dynamic) factors is not thoroughly investigated. This paper seeks to simultaneously identify pre-crash stationary and dynamic factors of accident occurrence, while accounting for unobserved heterogeneity. Using highly disaggregate information for the potential dynamic factors, and aggregate data for the traditional stationary elements, a dynamic binary random parameters (mixed) logit framework is employed. With this approach, the dynamic nature of weather-related, and driving- and pavement-condition information is jointly investigated with traditional roadway geometric and traffic characteristics. To additionally account for the combined effect of the dynamic and stationary factors on the accident occurrence, the developed random parameters logit framework allows for possible correlations among the random parameters. The analysis is based on crash and non-crash observations between 2011 and 2013, drawn from urban and rural highway segments in the state of Washington. The findings show that the proposed methodological framework can account for both stationary and dynamic factors affecting accident occurrence probabilities, for panel effects, for unobserved heterogeneity through the use of random parameters, and for possible correlation among the latter. The comparative evaluation among the correlated grouped random parameters, the uncorrelated random parameters logit models, and their fixed parameters logit counterpart, demonstrate the potential of the random parameters modeling, in general, and the benefits of the correlated grouped random parameters approach, specifically, in terms of statistical fit and explanatory power. Published by Elsevier Ltd.
A unifying framework for marginalized random intercept models of correlated binary outcomes
Swihart, Bruce J.; Caffo, Brian S.; Crainiceanu, Ciprian M.
2013-01-01
We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood-based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data with exchangeable correlation structures. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized random intercept models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate concepts. PMID:25342871
NASA Astrophysics Data System (ADS)
Andresen, Juan Carlos; Katzgraber, Helmut G.; Schechter, Moshe
2017-12-01
Random fields disorder Ising ferromagnets by aligning single spins in the direction of the random field in three space dimensions, or by flipping large ferromagnetic domains at dimensions two and below. While the former requires random fields of typical magnitude similar to the interaction strength, the latter Imry-Ma mechanism only requires infinitesimal random fields. Recently, it has been shown that for dilute anisotropic dipolar systems a third mechanism exists, where the ferromagnetic phase is disordered by finite-size glassy domains at a random field of finite magnitude that is considerably smaller than the typical interaction strength. Using large-scale Monte Carlo simulations and zero-temperature numerical approaches, we show that this mechanism applies to disordered ferromagnets with competing short-range ferromagnetic and antiferromagnetic interactions, suggesting its generality in ferromagnetic systems with competing interactions and an underlying spin-glass phase. A finite-size-scaling analysis of the magnetization distribution suggests that the transition might be first order.
Multifractality and freezing phenomena in random energy landscapes: An introduction
NASA Astrophysics Data System (ADS)
Fyodorov, Yan V.
2010-10-01
We start our lectures with introducing and discussing the general notion of multifractality spectrum for random measures on lattices, and how it can be probed using moments of that measure. Then we show that the Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet non-trivial example of disorder-induced multifractal measures. The typical values of the multifractality exponents can be extracted from calculating the free energy of the associated Statistical Mechanics problem. To succeed in such a calculation we introduce and discuss in some detail two analytically tractable models for logarithmically correlated potentials. The first model uses a special definition of distances between points in space and is based on the idea of multiplicative cascades which originated in theory of turbulent motion. It is essentially equivalent to statistical mechanics of directed polymers on disordered trees studied long ago by Derrida and Spohn (1988) in Ref. [12]. In this way we introduce the notion of the freezing transition which is identified with an abrupt change in the multifractality spectrum. Second model which allows for explicit analytical evaluation of the free energy is the infinite-dimensional version of the problem which can be solved by employing the replica trick. In particular, the latter version allows one to identify the freezing phenomenon with a mechanism of the replica symmetry breaking (RSB) and to elucidate its physical meaning. The corresponding one-step RSB solution turns out to be marginally stable everywhere in the low-temperature phase. We finish with a short discussion of recent developments and extensions of models with logarithmic correlations, in particular in the context of extreme value statistics. The first appendix summarizes the standard elementary information about Gaussian integrals and related subjects, and introduces the notion of the Gaussian free field characterized by logarithmic correlations. Three other appendices provide the detailed exposition of a few technical details underlying the replica analysis of the model discussed in the lectures.
Human mammary epithelial cells exhibit a bimodal correlated random walk pattern.
Potdar, Alka A; Jeon, Junhwan; Weaver, Alissa M; Quaranta, Vito; Cummings, Peter T
2010-03-10
Organisms, at scales ranging from unicellular to mammals, have been known to exhibit foraging behavior described by random walks whose segments confirm to Lévy or exponential distributions. For the first time, we present evidence that single cells (mammary epithelial cells) that exist in multi-cellular organisms (humans) follow a bimodal correlated random walk (BCRW). Cellular tracks of MCF-10A pBabe, neuN and neuT random migration on 2-D plastic substrates, analyzed using bimodal analysis, were found to reveal the BCRW pattern. We find two types of exponentially distributed correlated flights (corresponding to what we refer to as the directional and re-orientation phases) each having its own correlation between move step-lengths within flights. The exponential distribution of flight lengths was confirmed using different analysis methods (logarithmic binning with normalization, survival frequency plots and maximum likelihood estimation). Because of the presence of non-uniform turn angle distribution of move step-lengths within a flight and two different types of flights, we propose that the epithelial random walk is a BCRW comprising of two alternating modes with varying degree of correlations, rather than a simple persistent random walk. A BCRW model rather than a simple persistent random walk correctly matches the super-diffusivity in the cell migration paths as indicated by simulations based on the BCRW model.
Fundamentals of microcrack nucleation mechanics
NASA Technical Reports Server (NTRS)
Fu, L. S.; Sheu, Y. C.; Co, C. M.; Zhong, W. F.; Shen, H. D.
1985-01-01
A foundation for ultrasonic evaluation of microcrack nucleation mechanics is identified in order to establish a basis for correlations between plane strain fracture toughness and ultrasonic factors through the interaction of elastic waves with material microstructures. Since microcracking is the origin of (brittle) fracture, it is appropriate to consider the role of stress waves in the dynamics of microcracking. Therefore, the following topics are discussed: (1) microstress distributions with typical microstructural defects located in the stress field; (2) elastic wave scattering from various idealized defects; and (3) dynamic effective-properties of media with randomly distributed inhomogeneities.
On Pfaffian Random Point Fields
NASA Astrophysics Data System (ADS)
Kargin, V.
2014-02-01
We study Pfaffian random point fields by using the Moore-Dyson quaternion determinants. First, we give sufficient conditions that ensure that a self-dual quaternion kernel defines a valid random point field, and then we prove a CLT for Pfaffian point fields. The proofs are based on a new quaternion extension of the Cauchy-Binet determinantal identity. In addition, we derive the Fredholm determinantal formulas for the Pfaffian point fields which use the quaternion determinant.
2008 Niday Perinatal Database quality audit: report of a quality assurance project.
Dunn, S; Bottomley, J; Ali, A; Walker, M
2011-12-01
This quality assurance project was designed to determine the reliability, completeness and comprehensiveness of the data entered into Niday Perinatal Database. Quality of the data was measured by comparing data re-abstracted from the patient record to the original data entered into the Niday Perinatal Database. A representative sample of hospitals in Ontario was selected and a random sample of 100 linked mother and newborn charts were audited for each site. A subset of 33 variables (representing 96 data fields) from the Niday dataset was chosen for re-abstraction. Of the data fields for which Cohen's kappa statistic or intraclass correlation coefficient (ICC) was calculated, 44% showed substantial or almost perfect agreement (beyond chance). However, about 17% showed less than 95% agreement and a kappa or ICC value of less than 60% indicating only slight, fair or moderate agreement (beyond chance). Recommendations to improve the quality of these data fields are presented.
Polarized Sunyaev Zel'dovich tomography
NASA Astrophysics Data System (ADS)
Deutsch, Anne-Sylvie; Johnson, Matthew C.; Münchmeyer, Moritz; Terrana, Alexandra
2018-04-01
Secondary CMB polarization is induced by the late-time scattering of CMB photons by free electrons on our past light cone. This polarized Sunyaev Zel'dovich (pSZ) effect is sensitive to the electrons' locally observed CMB quadrupole, which is sourced primarily by long wavelength inhomogeneities. By combining the remote quadrupoles measured by free electrons throughout the Universe after reionization, the pSZ effect allows us to obtain additional information about large scale modes beyond what can be learned from our own last scattering surface. Here we determine the power of pSZ tomography, in which the pSZ effect is cross-correlated with the density field binned at several redshifts, to provide information about the long wavelength Universe. The signal we explore here is a power asymmetry in the cross-correlation between E or B mode CMB polarization and the density field. We compare this to the cosmic variance limited noise: the random chance to get a power asymmetry in the absence of a large scale quadrupole field. By computing the necessary transfer functions and cross-correlations, we compute the signal-to-noise ratio attainable by idealized next generation CMB experiments and galaxy surveys. We find that a signal-to-noise ratio of ~ 1‑10 is in principle attainable over a significant range of power multipoles, with the strongest signal coming from the first multipoles in the lowest redshift bins. These results prompt further assessment of realistically measuring the pSZ signal and the potential impact for constraining cosmology on large scales.
A Discrete Fracture Network Model with Stress-Driven Nucleation and Growth
NASA Astrophysics Data System (ADS)
Lavoine, E.; Darcel, C.; Munier, R.; Davy, P.
2017-12-01
The realism of Discrete Fracture Network (DFN) models, beyond the bulk statistical properties, relies on the spatial organization of fractures, which is not issued by purely stochastic DFN models. The realism can be improved by injecting prior information in DFN from a better knowledge of the geological fracturing processes. We first develop a model using simple kinematic rules for mimicking the growth of fractures from nucleation to arrest, in order to evaluate the consequences of the DFN structure on the network connectivity and flow properties. The model generates fracture networks with power-law scaling distributions and a percentage of T-intersections that are consistent with field observations. Nevertheless, a larger complexity relying on the spatial variability of natural fractures positions cannot be explained by the random nucleation process. We propose to introduce a stress-driven nucleation in the timewise process of this kinematic model to study the correlations between nucleation, growth and existing fracture patterns. The method uses the stress field generated by existing fractures and remote stress as an input for a Monte-Carlo sampling of nuclei centers at each time step. Networks so generated are found to have correlations over a large range of scales, with a correlation dimension that varies with time and with the function that relates the nucleation probability to stress. A sensibility analysis of input parameters has been performed in 3D to quantify the influence of fractures and remote stress field orientations.
Two-dimensional correlation spectroscopy — Biannual survey 2007-2009
NASA Astrophysics Data System (ADS)
Noda, Isao
2010-06-01
The publication activities in the field of 2D correlation spectroscopy are surveyed with the emphasis on papers published during the last two years. Pertinent review articles and conference proceedings are discussed first, followed by the examination of noteworthy developments in the theory and applications of 2D correlation spectroscopy. Specific topics of interest include Pareto scaling, analysis of randomly sampled spectra, 2D analysis of data obtained under multiple perturbations, evolution of 2D spectra along additional variables, comparison and quantitative analysis of multiple 2D spectra, orthogonal sample design to eliminate interfering cross peaks, quadrature orthogonal signal correction and other data transformation techniques, data pretreatment methods, moving window analysis, extension of kernel and global phase angle analysis, covariance and correlation coefficient mapping, variant forms of sample-sample correlation, and different display methods. Various static and dynamic perturbation methods used in 2D correlation spectroscopy, e.g., temperature, composition, chemical reactions, H/D exchange, physical phenomena like sorption, diffusion and phase transitions, optical and biological processes, are reviewed. Analytical probes used in 2D correlation spectroscopy include IR, Raman, NIR, NMR, X-ray, mass spectrometry, chromatography, and others. Application areas of 2D correlation spectroscopy are diverse, encompassing synthetic and natural polymers, liquid crystals, proteins and peptides, biomaterials, pharmaceuticals, food and agricultural products, solutions, colloids, surfaces, and the like.
Open-field behavior of house mice selectively bred for high voluntary wheel-running.
Bronikowski, A M; Carter, P A; Swallow, J G; Girard, I A; Rhodes, J S; Garland, T
2001-05-01
Open-field behavioral assays are commonly used to test both locomotor activity and emotionality in rodents. We performed open-field tests on house mice (Mus domesticus) from four replicate lines genetically selected for high voluntary wheel-running for 22 generations and from four replicate random-bred control lines. Individual mice were recorded by video camera for 3 min in a 1-m2 open-field arena on 2 consecutive days. Mice from selected lines showed no statistical differences from control mice with respect to distance traveled, defecation, time spent in the interior, or average distance from the center of the arena during the trial. Thus, we found little evidence that open-field behavior, as traditionally defined, is genetically correlated with wheel-running behavior. This result is a useful converse test of classical studies that report no increased wheel-running in mice selected for increased open-field activity. However, mice from selected lines turned less in their travel paths than did control-line mice, and females from selected lines had slower travel times (longer latencies) to reach the wall. We discuss these results in the context of the historical open-field test and newly defined measures of open-field activity.
PyCCF: Python Cross Correlation Function for reverberation mapping studies
NASA Astrophysics Data System (ADS)
Sun, Mouyuan; Grier, C. J.; Peterson, B. M.
2018-05-01
PyCCF emulates a Fortran program written by B. Peterson for use with reverberation mapping. The code cross correlates two light curves that are unevenly sampled using linear interpolation and measures the peak and centroid of the cross-correlation function. In addition, it is possible to run Monto Carlo iterations using flux randomization and random subset selection (RSS) to produce cross-correlation centroid distributions to estimate the uncertainties in the cross correlation results.
Estimating correlation between multivariate longitudinal data in the presence of heterogeneity.
Gao, Feng; Philip Miller, J; Xiong, Chengjie; Luo, Jingqin; Beiser, Julia A; Chen, Ling; Gordon, Mae O
2017-08-17
Estimating correlation coefficients among outcomes is one of the most important analytical tasks in epidemiological and clinical research. Availability of multivariate longitudinal data presents a unique opportunity to assess joint evolution of outcomes over time. Bivariate linear mixed model (BLMM) provides a versatile tool with regard to assessing correlation. However, BLMMs often assume that all individuals are drawn from a single homogenous population where the individual trajectories are distributed smoothly around population average. Using longitudinal mean deviation (MD) and visual acuity (VA) from the Ocular Hypertension Treatment Study (OHTS), we demonstrated strategies to better understand the correlation between multivariate longitudinal data in the presence of potential heterogeneity. Conditional correlation (i.e., marginal correlation given random effects) was calculated to describe how the association between longitudinal outcomes evolved over time within specific subpopulation. The impact of heterogeneity on correlation was also assessed by simulated data. There was a significant positive correlation in both random intercepts (ρ = 0.278, 95% CI: 0.121-0.420) and random slopes (ρ = 0.579, 95% CI: 0.349-0.810) between longitudinal MD and VA, and the strength of correlation constantly increased over time. However, conditional correlation and simulation studies revealed that the correlation was induced primarily by participants with rapid deteriorating MD who only accounted for a small fraction of total samples. Conditional correlation given random effects provides a robust estimate to describe the correlation between multivariate longitudinal data in the presence of unobserved heterogeneity (NCT00000125).
Phase diagram, correlation gap, and critical properties of the coulomb glass.
Goethe, Martin; Palassini, Matteo
2009-07-24
We investigate the lattice Coulomb glass model in three dimensions via Monte Carlo simulations. No evidence for an equilibrium glass phase is found down to very low temperatures, although the correlation length increases rapidly near T = 0. A charge-ordered phase exists at low disorder. The transition to this phase is consistent with the random field Ising universality class, which shows that the interaction is effectively screened at moderate temperature. For large disorder, the single-particle density of states near the Coulomb gap satisfies the scaling relation g(epsilon, T) = T;{delta}f(|epsilon|/T) with delta = 2.01 +/- 0.05 in agreement with the prediction of Efros and Shklovskii. For decreasing disorder, a crossover to a larger effective exponent occurs due to the proximity of the charge-ordered phase.
Safety assessment of a shallow foundation using the random finite element method
NASA Astrophysics Data System (ADS)
Zaskórski, Łukasz; Puła, Wojciech
2015-04-01
A complex structure of soil and its random character are reasons why soil modeling is a cumbersome task. Heterogeneity of soil has to be considered even within a homogenous layer of soil. Therefore an estimation of shear strength parameters of soil for the purposes of a geotechnical analysis causes many problems. In applicable standards (Eurocode 7) there is not presented any explicit method of an evaluation of characteristic values of soil parameters. Only general guidelines can be found how these values should be estimated. Hence many approaches of an assessment of characteristic values of soil parameters are presented in literature and can be applied in practice. In this paper, the reliability assessment of a shallow strip footing was conducted using a reliability index β. Therefore some approaches of an estimation of characteristic values of soil properties were compared by evaluating values of reliability index β which can be achieved by applying each of them. Method of Orr and Breysse, Duncan's method, Schneider's method, Schneider's method concerning influence of fluctuation scales and method included in Eurocode 7 were examined. Design values of the bearing capacity based on these approaches were referred to the stochastic bearing capacity estimated by the random finite element method (RFEM). Design values of the bearing capacity were conducted for various widths and depths of a foundation in conjunction with design approaches DA defined in Eurocode. RFEM was presented by Griffiths and Fenton (1993). It combines deterministic finite element method, random field theory and Monte Carlo simulations. Random field theory allows to consider a random character of soil parameters within a homogenous layer of soil. For this purpose a soil property is considered as a separate random variable in every element of a mesh in the finite element method with proper correlation structure between points of given area. RFEM was applied to estimate which theoretical probability distribution fits the empirical probability distribution of bearing capacity basing on 3000 realizations. Assessed probability distribution was applied to compute design values of the bearing capacity and related reliability indices β. Conducted analysis were carried out for a cohesion soil. Hence a friction angle and a cohesion were defined as a random parameters and characterized by two dimensional random fields. A friction angle was described by a bounded distribution as it differs within limited range. While a lognormal distribution was applied in case of a cohesion. Other properties - Young's modulus, Poisson's ratio and unit weight were assumed as deterministic values because they have negligible influence on the stochastic bearing capacity. Griffiths D. V., & Fenton G. A. (1993). Seepage beneath water retaining structures founded on spatially random soil. Géotechnique, 43(6), 577-587.
Development of a Random Field Model for Gas Plume Detection in Multiple LWIR Images.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Heasler, Patrick G.
This report develops a random field model that describes gas plumes in LWIR remote sensing images. The random field model serves as a prior distribution that can be combined with LWIR data to produce a posterior that determines the probability that a gas plume exists in the scene and also maps the most probable location of any plume. The random field model is intended to work with a single pixel regression estimator--a regression model that estimates gas concentration on an individual pixel basis.
Tensor Minkowski Functionals for random fields on the sphere
NASA Astrophysics Data System (ADS)
Chingangbam, Pravabati; Yogendran, K. P.; Joby, P. K.; Ganesan, Vidhya; Appleby, Stephen; Park, Changbom
2017-12-01
We generalize the translation invariant tensor-valued Minkowski Functionals which are defined on two-dimensional flat space to the unit sphere. We apply them to level sets of random fields. The contours enclosing boundaries of level sets of random fields give a spatial distribution of random smooth closed curves. We outline a method to compute the tensor-valued Minkowski Functionals numerically for any random field on the sphere. Then we obtain analytic expressions for the ensemble expectation values of the matrix elements for isotropic Gaussian and Rayleigh fields. The results hold on flat as well as any curved space with affine connection. We elucidate the way in which the matrix elements encode information about the Gaussian nature and statistical isotropy (or departure from isotropy) of the field. Finally, we apply the method to maps of the Galactic foreground emissions from the 2015 PLANCK data and demonstrate their high level of statistical anisotropy and departure from Gaussianity.
Record statistics of a strongly correlated time series: random walks and Lévy flights
NASA Astrophysics Data System (ADS)
Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory
2017-08-01
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.
NASA Astrophysics Data System (ADS)
Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco
2017-04-01
Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is characterized by a velocity transition probability and the steady state velocity distribution. These are related to the Eulerian velocity distribution and the distribution and spatial organization of hydraulic conductivity. The CTRW model is used for the prediction of transport data (particle dispersion and breakthrough curves) from direct numerical flow and transport simulations in heterogeneous hydraulic conductivity fields. References: [1] Comolli, A., Hidalgo, J. J., Moussey, C., & Dentz, M. (2016). Non-Fickian Transport Under Heterogeneous Advection and Mobile-Immobile Mass Transfer. Transport in Porous Media, 1-25. [2] Dentz, M., Kang, P. K., Comolli, A., Le Borgne, T., & Lester, D. R. (2016). Continuous time random walks for the evolution of Lagrangian velocities. Physical Review Fluids, 1(7), 074004.
NASA Astrophysics Data System (ADS)
Wang, Mengyu; Wang, Hui; Baniasadi, Neda; Elze, Tobias
2017-02-01
Purpose: Optic disc tilt defined over 3D optic disc morphology has been shown to be associated with the location of initial glaucomatous damages. In this work, we study the impact of optic cup depth (OCD) on spatial patterns of visual field loss in glaucoma. Methods: Pairs of reliable Cirrus OCT scans around optic disc and Humphrey visual fields of glaucoma patients without visually significant cataract and age-related macular degeneration were selected. The most recent visit of a randomly selected eye of each patient was chosen. The OCD was automatically calculated on the superior-inferior cross sectional image passing through the optic disc center. The correlations between the mean pattern deviation (PD) of each sector in glaucoma hemifield test (GHT) and Garway-Heath scheme and OCD were evaluated for all severities glaucoma and mild glaucoma (mean deviation >= -5 dB), respectively. Results: 424 eyes of 424 patients passed the data reliability criteria with 346 mild glaucoma patients. For all severities glaucoma, there was no significant correlation between the mean sector PD and OCD. For mild glaucoma, OCD was uniquely correlated to the mean PD of the inferior pericentral sector (r=-0.18, p=0.01) in GHT, which was independent of mean deviation and retinal nerve fiber layer thickness (p<0.001 for both). Conclusion: OCD was uniquely correlated to the vision loss of the inferior pericentral sector in GHT and Garway- Health scheme for mild glaucoma. Future advancement of OCT imaging techniques may provide better clinical diagnosis for early glaucoma by focusing on 3D morphological variation of the optic disc.
Computed narrow-band azimuthal time-reversing array retrofocusing in shallow water.
Dungan, M R; Dowling, D R
2001-10-01
The process of acoustic time reversal sends sound waves back to their point of origin in reciprocal acoustic environments even when the acoustic environment is unknown. The properties of the time-reversed field commonly depend on the frequency of the original signal, the characteristics of the acoustic environment, and the configuration of the time-reversing transducer array (TRA). In particular, vertical TRAs are predicted to produce horizontally confined foci in environments containing random volume refraction. This article validates and extends this prediction to shallow water environments via monochromatic Monte Carlo propagation simulations (based on parabolic equation computations using RAM). The computational results determine the azimuthal extent of a TRA's retrofocus in shallow-water sound channels either having random bottom roughness or containing random internal-wave-induced sound speed fluctuations. In both cases, randomness in the environment may reduce the predicted azimuthal angular width of the vertical TRA retrofocus to as little as several degrees (compared to 360 degrees for uniform environments) for source-array ranges from 5 to 20 km at frequencies from 500 Hz to 2 kHz. For both types of randomness, power law scalings are found to collapse the calculated azimuthal retrofocus widths for shallow sources over a variety of acoustic frequencies, source-array ranges, water column depths, and random fluctuation amplitudes and correlation scales. Comparisons are made between retrofocusing on shallow and deep sources, and in strongly and mildly absorbing environments.
Unconventional antiferromagnetic correlations of the doped Haldane gapsystem Y 2 BaNi 1 - x Zn x O 5
NASA Astrophysics Data System (ADS)
Villar, V.; Mélin, R.; Paulsen, C.; Souletie, J.; Janod, E.; Payen, C.
2002-01-01
We make a new proposal to describe the very low temperature susceptibility of the doped Haldane gap compound Y2BaNi1-xZnxO5. We propose a new mean field model relevant for this compound. The ground state of this mean field model is unconventional because antiferromagnetism coexists with random dimers. We present new susceptibility experiments at very low temperature. We obtain a Curie-Weiss susceptibility χ(T) C/(Θ + T) as expected for antiferromagnetic correlations but we do not obtain a direct signature of antiferromagnetic long range order. We explain how to obtain the ``impurity'' susceptibility (T) by subtracting the Haldane gap contribution to the total susceptibility. In the temperature range [1 K, 300 K] the experimental data are well fitted by T (T) = Cimp 1 + Timp/T . In the temperature range [100 mK, 1 K] the experimental data are well fitted by T (T) = A ln(T/Tc), where Tc increases with x. This fit suggests the existence of a finite Néel temperature which is however too small to be probed directly in our experiments. We also obtain a maximum in the temperature dependence of the ac-susceptibility (T) which suggests the existence of antiferromagnetic correlations at very low temperature.
Polaron melting and ordering as key mechanisms for colossal resistance effects in manganites
Jooss, Ch.; Wu, L.; Beetz, T.; Klie, R. F.; Beleggia, M.; Schofield, M. A.; Schramm, S.; Hoffmann, J.; Zhu, Y.
2007-01-01
Polarons, the combined motion of electrons in a cloth of their lattice distortions, are a key transport feature in doped manganites. To develop a profound understanding of the colossal resistance effects induced by external fields, the study of polaron correlations and the resulting collective polaron behavior, i.e., polaron ordering and transition from polaronic transport to metallic transport is essential. We show that static long-range ordering of Jahn–Teller polarons forms a polaron solid which represents a new type of charge and orbital ordered state. The related noncentrosymmetric lattice distortions establish a connection between colossal resistance effects and multiferroic properties, i.e., the coexistence of ferroelectric and antiferromagnetic ordering. Colossal resistance effects due to an electrically induced polaron solid–liquid transition are directly observed in a transmission electron microscope with local electric stimulus applied in situ using a piezo-controlled tip. Our results shed light onto the colossal resistance effects in magnetic field and have a strong impact on the development of correlated electron-device applications such as resistive random access memory (RRAM). PMID:17699633
NASA Astrophysics Data System (ADS)
Kim, E.; Newton, A. P.
2012-04-01
One major problem in dynamo theory is the multi-scale nature of the MHD turbulence, which requires statistical theory in terms of probability distribution functions. In this contribution, we present the statistical theory of magnetic fields in a simplified mean field α-Ω dynamo model by varying the statistical property of alpha, including marginal stability and intermittency, and then utilize observational data of solar activity to fine-tune the mean field dynamo model. Specifically, we first present a comprehensive investigation into the effect of the stochastic parameters in a simplified α-Ω dynamo model. Through considering the manifold of marginal stability (the region of parameter space where the mean growth rate is zero), we show that stochastic fluctuations are conductive to dynamo. Furthermore, by considering the cases of fluctuating alpha that are periodic and Gaussian coloured random noise with identical characteristic time-scales and fluctuating amplitudes, we show that the transition to dynamo is significantly facilitated for stochastic alpha with random noise. Furthermore, we show that probability density functions (PDFs) of the growth-rate, magnetic field and magnetic energy can provide a wealth of useful information regarding the dynamo behaviour/intermittency. Finally, the precise statistical property of the dynamo such as temporal correlation and fluctuating amplitude is found to be dependent on the distribution the fluctuations of stochastic parameters. We then use observations of solar activity to constrain parameters relating to the effect in stochastic α-Ω nonlinear dynamo models. This is achieved through performing a comprehensive statistical comparison by computing PDFs of solar activity from observations and from our simulation of mean field dynamo model. The observational data that are used are the time history of solar activity inferred for C14 data in the past 11000 years on a long time scale and direct observations of the sun spot numbers obtained in recent years 1795-1995 on a short time scale. Monte Carlo simulations are performed on these data to obtain PDFs of the solar activity on both long and short time scales. These PDFs are then compared with predicted PDFs from numerical simulation of our α-Ω dynamo model, where α is assumed to have both mean α0 and fluctuating α' parts. By varying the correlation time of fluctuating α', the ratio of the amplitude of the fluctuating to mean alpha <α'2>/α02 (where angular brackets <> denote ensemble average), and the ratio of poloidal to toroidal magnetic fields, we show that the results from our stochastic dynamo model can match the PDFs of solar activity on both long and short time scales. In particular, a good agreement is obtained when the fluctuation in alpha is roughly equal to the mean part with a correlation time shorter than the solar period.
NASA Astrophysics Data System (ADS)
Elbakary, M. I.; Alam, M. S.; Aslan, M. S.
2008-03-01
In a FLIR image sequence, a target may disappear permanently or may reappear after some frames and crucial information such as direction, position and size related to the target are lost. If the target reappears at a later frame, it may not be tracked again because the 3D orientation, size and location of the target might be changed. To obtain information about the target before disappearing and to detect the target after reappearing, distance classifier correlation filter (DCCF) is trained manualy by selecting a number of chips randomly. This paper introduces a novel idea to eliminates the manual intervention in training phase of DCCF. Instead of selecting the training chips manually and selecting the number of the training chips randomly, we adopted the K-means algorithm to cluster the training frames and based on the number of clusters we select the training chips such that a training chip for each cluster. To detect and track the target after reappearing in the field-ofview ,TBF and DCCF are employed. The contduced experiemnts using real FLIR sequences show results similar to the traditional agorithm but eleminating the manual intervention is the advantage of the proposed algorithm.
Global mean-field phase diagram of the spin-1 Ising ferromagnet in a random crystal field
NASA Astrophysics Data System (ADS)
Borelli, M. E. S.; Carneiro, C. E. I.
1996-02-01
We study the phase diagram of the mean-field spin-1 Ising ferromagnet in a uniform magnetic field H and a random crystal field Δi, with probability distribution P( Δi) = pδ( Δi - Δ) + (1 - p) δ( Δi). We analyse the effects of randomness on the first-order surfaces of the Δ- T- H phase diagram for different values of the concentration p and show how these surfaces are affected by the dilution of the crystal field.
NASA Astrophysics Data System (ADS)
Molina-Viedma, Ángel J.; López-Alba, Elías; Felipe-Sesé, Luis; Díaz, Francisco A.
2017-10-01
In recent years, many efforts have been made to exploit full-field measurement optical techniques for modal identification. Three-dimensional digital image correlation using high-speed cameras has been extensively employed for this purpose. Modal identification algorithms are applied to process the frequency response functions (FRF), which relate the displacement response of the structure to the excitation force. However, one of the most common tests for modal analysis involves the base motion excitation of a structural element instead of force excitation. In this case, the relationship between response and excitation is typically based on displacements, which are known as transmissibility functions. In this study, a methodology for experimental modal analysis using high-speed 3D digital image correlation and base motion excitation tests is proposed. In particular, a cantilever beam was excited from its base with a random signal, using a clamped edge join. Full-field transmissibility functions were obtained through the beam and converted into FRF for proper identification, considering a single degree-of-freedom theoretical conversion. Subsequently, modal identification was performed using a circle-fit approach. The proposed methodology facilitates the management of the typically large amounts of data points involved in the DIC measurement during modal identification. Moreover, it was possible to determine the natural frequencies, damping ratios and full-field mode shapes without requiring any additional tests. Finally, the results were experimentally validated by comparing them with those obtained by employing traditional accelerometers, analytical models and finite element method analyses. The comparison was performed by using the quantitative indicator modal assurance criterion. The results showed a high level of correspondence, consolidating the proposed experimental methodology.
ERIC Educational Resources Information Center
Rhoads, Christopher
2014-01-01
Recent publications have drawn attention to the idea of utilizing prior information about the correlation structure to improve statistical power in cluster randomized experiments. Because power in cluster randomized designs is a function of many different parameters, it has been difficult for applied researchers to discern a simple rule explaining…
Seismic random noise attenuation method based on empirical mode decomposition of Hausdorff dimension
NASA Astrophysics Data System (ADS)
Yan, Z.; Luan, X.
2017-12-01
Introduction Empirical mode decomposition (EMD) is a noise suppression algorithm by using wave field separation, which is based on the scale differences between effective signal and noise. However, since the complexity of the real seismic wave field results in serious aliasing modes, it is not ideal and effective to denoise with this method alone. Based on the multi-scale decomposition characteristics of the signal EMD algorithm, combining with Hausdorff dimension constraints, we propose a new method for seismic random noise attenuation. First of all, We apply EMD algorithm adaptive decomposition of seismic data and obtain a series of intrinsic mode function (IMF)with different scales. Based on the difference of Hausdorff dimension between effectively signals and random noise, we identify IMF component mixed with random noise. Then we use threshold correlation filtering process to separate the valid signal and random noise effectively. Compared with traditional EMD method, the results show that the new method of seismic random noise attenuation has a better suppression effect. The implementation process The EMD algorithm is used to decompose seismic signals into IMF sets and analyze its spectrum. Since most of the random noise is high frequency noise, the IMF sets can be divided into three categories: the first category is the effective wave composition of the larger scale; the second category is the noise part of the smaller scale; the third category is the IMF component containing random noise. Then, the third kind of IMF component is processed by the Hausdorff dimension algorithm, and the appropriate time window size, initial step and increment amount are selected to calculate the Hausdorff instantaneous dimension of each component. The dimension of the random noise is between 1.0 and 1.05, while the dimension of the effective wave is between 1.05 and 2.0. On the basis of the previous steps, according to the dimension difference between the random noise and effective signal, we extracted the sample points, whose fractal dimension value is less than or equal to 1.05 for the each IMF components, to separate the residual noise. Using the IMF components after dimension filtering processing and the effective wave IMF components after the first selection for reconstruction, we can obtained the results of de-noising.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Afach, S.; Fertl, M.; Franke, B., E-mail: beatrice.franke@psi.ch, E-mail: bernhard.lauss@psi.ch
The Surrounding Field Compensation (SFC) system described in this work is installed around the four-layer Mu-metal magnetic shield of the neutron electric dipole moment spectrometer located at the Paul Scherrer Institute. The SFC system reduces the DC component of the external magnetic field by a factor of about 20. Within a control volume of approximately 2.5 m × 2.5 m × 3 m, disturbances of the magnetic field are attenuated by factors of 5–50 at a bandwidth from 10{sup −3} Hz up to 0.5 Hz, which corresponds to integration times longer than several hundreds of seconds and represent the important timescale for the neutron electric dipole moment measurement.more » These shielding factors apply to random environmental noise from arbitrary sources. This is achieved via a proportional-integral feedback stabilization system that includes a regularized pseudoinverse matrix of proportionality factors which correlates magnetic field changes at all sensor positions to current changes in the SFC coils.« less
Portfolio optimization and the random magnet problem
NASA Astrophysics Data System (ADS)
Rosenow, B.; Plerou, V.; Gopikrishnan, P.; Stanley, H. E.
2002-08-01
Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movements of assets are mutually correlated and therefore knowledge of cross-correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an investment in stocks which exposes invested funds to a minimum level of risk is analogous to the problem of finding the magnetization of a random magnet. The interactions for this "random magnet problem" are given by the cross-correlation matrix C of stock returns. We find that random matrix theory allows us to make an estimate for C which outperforms the standard estimate in terms of constructing an investment which carries a minimum level of risk.
Images of turbulent, absorbing-emitting atmospheres and their application to windshear detection
NASA Astrophysics Data System (ADS)
Watt, David W.; Philbrick, Daniel A.
1991-03-01
The simulation of images generated by thermally-radiating, optically- thick turbulent media are discussed and the time-dependent evolution of these images is modeled. This characteristics of these images are particularly applicable to the atmosphere in the 13-15 mm band and their behavior may have application in detecting aviation hazards. The image is generated by volumetric thermal emission by atmospheric constituents within the field-of-view of the detector. The structure of the turbulent temperature field and the attenuating properties of the atmosphere interact with the field-of-view's geometry to produce a localized region which dominates the optical flow of the image. The simulations discussed in this paper model the time-dependent behavior of images generated by atmospheric flows viewed from an airborne platform. The images ar modelled by (1) generating a random field of temperature fluctuations have the proper spatial structure, (2) adding these fluctuation to the baseline temperature field of the atmospheric event, (3) accumulating the image on the detector from radiation emitted in the imaging volume, (4) allowing the individual radiating points within the imaging volume to move with the local velocity, (5) recalculating the thermal field and generating a new image. This approach was used to simulate the images generated by the temperature and velocity fields of a windshear. The simulation generated pais of images separated by a small time interval. These image paris were analyzed by image cross-correlation. The displacement of the cross-correlation peak was used to infer the velocity at the localized region. The localized region was found to depend weakly on the shape of the velocity profile. Prediction of the localized region, the effects of imaging from a moving platform, alternative image analysis schemes, and possible application to aviation hazards are discussed.
Random matrix approach to cross correlations in financial data
NASA Astrophysics Data System (ADS)
Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A.; Guhr, Thomas; Stanley, H. Eugene
2002-06-01
We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices
Song, Sunbin; Sharma, Nikhil; Buch, Ethan R.
2012-01-01
We value skills we have learned intentionally, but equally important are skills acquired incidentally without ability to describe how or what is learned, referred to as implicit. Randomized practice schedules are superior to grouped schedules for long-term skill gained intentionally, but its relevance for implicit learning is not known. In a parallel design, we studied healthy subjects who learned a motor sequence implicitly under randomized or grouped practice schedule and obtained diffusion-weighted images to identify white matter microstructural correlates of long-term skill. Randomized practice led to superior long-term skill compared with grouped practice. Whole-brain analyses relating interindividual variability in fractional anisotropy (FA) to long-term skill demonstrated that 1) skill in randomized learners correlated with FA within the corticostriatal tract connecting left sensorimotor cortex to posterior putamen, while 2) skill in grouped learners correlated with FA within the right forceps minor connecting homologous regions of the prefrontal cortex (PFC) and the corticostriatal tract connecting lateral PFC to anterior putamen. These results demonstrate first that randomized practice schedules improve long-term implicit skill more than grouped practice schedules and, second, that the superior skill acquired through randomized practice can be related to white matter microstructure in the sensorimotor corticostriatal network. PMID:21914632
Motta, Mario; Zhang, Shiwei
2017-11-14
We address the computation of ground-state properties of chemical systems and realistic materials within the auxiliary-field quantum Monte Carlo method. The phase constraint to control the Fermion phase problem requires the random walks in Slater determinant space to be open-ended with branching. This in turn makes it necessary to use back-propagation (BP) to compute averages and correlation functions of operators that do not commute with the Hamiltonian. Several BP schemes are investigated, and their optimization with respect to the phaseless constraint is considered. We propose a modified BP method for the computation of observables in electronic systems, discuss its numerical stability and computational complexity, and assess its performance by computing ground-state properties in several molecular systems, including small organic molecules.
NASA Astrophysics Data System (ADS)
Chemura, Abel; Mutanga, Onisimo; Dube, Timothy
2017-08-01
Water management is an important component in agriculture, particularly for perennial tree crops such as coffee. Proper detection and monitoring of water stress therefore plays an important role not only in mitigating the associated adverse impacts on crop growth and productivity but also in reducing expensive and environmentally unsustainable irrigation practices. Current methods for water stress detection in coffee production mainly involve monitoring plant physiological characteristics and soil conditions. In this study, we tested the ability of selected wavebands in the VIS/NIR range to predict plant water content (PWC) in coffee using the random forest algorithm. An experiment was set up such that coffee plants were exposed to different levels of water stress and reflectance and plant water content measured. In selecting appropriate parameters, cross-correlation identified 11 wavebands, reflectance difference identified 16 and reflectance sensitivity identified 22 variables related to PWC. Only three wavebands (485 nm, 670 nm and 885 nm) were identified by at least two methods as significant. The selected wavebands were trained (n = 36) and tested on independent data (n = 24) after being integrated into the random forest algorithm to predict coffee PWC. The results showed that the reflectance sensitivity selected bands performed the best in water stress detection (r = 0.87, RMSE = 4.91% and pBias = 0.9%), when compared to reflectance difference (r = 0.79, RMSE = 6.19 and pBias = 2.5%) and cross-correlation selected wavebands (r = 0.75, RMSE = 6.52 and pBias = 1.6). These results indicate that it is possible to reliably predict PWC using wavebands in the VIS/NIR range that correspond with many of the available multispectral scanners using random forests and further research at field and landscape scale is required to operationalize these findings.
Hong, Hyunsuk; O'Keeffe, Kevin P; Strogatz, Steven H
2016-10-01
We consider a mean-field model of coupled phase oscillators with quenched disorder in the natural frequencies and coupling strengths. A fraction p of oscillators are positively coupled, attracting all others, while the remaining fraction 1-p are negatively coupled, repelling all others. The frequencies and couplings are deterministically chosen in a manner which correlates them, thereby correlating the two types of disorder in the model. We first explore the effect of this correlation on the system's phase coherence. We find that there is a critical width γ c in the frequency distribution below which the system spontaneously synchronizes. Moreover, this γ c is independent of p. Hence, our model and the traditional Kuramoto model (recovered when p = 1) have the same critical width γ c . We next explore the critical behavior of the system by examining the finite-size scaling and the dynamic fluctuation of the traditional order parameter. We find that the model belongs to the same universality class as the Kuramoto model with deterministically (not randomly) chosen natural frequencies for the case of p < 1.
Assessing the role of spatial correlations during collective cell spreading
Treloar, Katrina K.; Simpson, Matthew J.; Binder, Benjamin J.; McElwain, D. L. Sean; Baker, Ruth E.
2014-01-01
Spreading cell fronts are essential features of development, repair and disease processes. Many mathematical models used to describe the motion of cell fronts, such as Fisher's equation, invoke a mean–field assumption which implies that there is no spatial structure, such as cell clustering, present. Here, we examine the presence of spatial structure using a combination of in vitro circular barrier assays, discrete random walk simulations and pair correlation functions. In particular, we analyse discrete simulation data using pair correlation functions to show that spatial structure can form in a spreading population of cells either through sufficiently strong cell–to–cell adhesion or sufficiently rapid cell proliferation. We analyse images from a circular barrier assay describing the spreading of a population of MM127 melanoma cells using the same pair correlation functions. Our results indicate that the spreading melanoma cell populations remain very close to spatially uniform, suggesting that the strength of cell–to–cell adhesion and the rate of cell proliferation are both sufficiently small so as not to induce any spatial patterning in the spreading populations. PMID:25026987
Ocean Turbulence V: Mesoscale Modeling in Level Coordinates. The Effect of Random Nature of Density
NASA Technical Reports Server (NTRS)
Canuto, V. M.; Dubovikov, M. S.
1998-01-01
The main result of this paper is the derivation of a new expression for the tracer subgrid term in level coordinates S(l) to be employed in O-GCM. The novel feature is the proper account of the random nature of the density field which strongly affects the transformation from isopycnal to level coordinates of the variables of interest, velocity and tracer fields, their correlation functions and ultimately the subgrid terms. In deriving our result we made use of measured properties of vertical ocean turbulence. The major new results are: 1) the new subgrid expression is different from that of the heuristic GM model, 2) u++(tracer)=1/2u+(thickness), where u++ and u+ are the tracer and thickness bolus velocities. In previous models, u++ = u+, 2) the subgrid for a tracer tau is not the same as that for the density rho even when one accounts for the obvious absence of a diffusion term in the latter. The difference stems from a new treatment of the stochastic nature of the density, 3) the mesoscale diffusivity enters both locally and non-locally, as the integral over all z's from the bottom of the ocean to the level z.
Fytas, Nikolaos G; Martín-Mayor, Víctor
2016-06-01
It was recently shown [Phys. Rev. Lett. 110, 227201 (2013)PRLTAO0031-900710.1103/PhysRevLett.110.227201] that the critical behavior of the random-field Ising model in three dimensions is ruled by a single universality class. This conclusion was reached only after a proper taming of the large scaling corrections of the model by applying a combined approach of various techniques, coming from the zero- and positive-temperature toolboxes of statistical physics. In the present contribution we provide a detailed description of this combined scheme, explaining in detail the zero-temperature numerical scheme and developing the generalized fluctuation-dissipation formula that allowed us to compute connected and disconnected correlation functions of the model. We discuss the error evolution of our method and we illustrate the infinite limit-size extrapolation of several observables within phenomenological renormalization. We present an extension of the quotients method that allows us to obtain estimates of the critical exponent α of the specific heat of the model via the scaling of the bond energy and we discuss the self-averaging properties of the system and the algorithmic aspects of the maximum-flow algorithm used.
Conditional random fields for pattern recognition applied to structured data
DOE Office of Scientific and Technical Information (OSTI.GOV)
Burr, Tom; Skurikhin, Alexei
In order to predict labels from an output domain, Y, pattern recognition is used to gather measurements from an input domain, X. Image analysis is one setting where one might want to infer whether a pixel patch contains an object that is “manmade” (such as a building) or “natural” (such as a tree). Suppose the label for a pixel patch is “manmade”; if the label for a nearby pixel patch is then more likely to be “manmade” there is structure in the output domain that can be exploited to improve pattern recognition performance. Modeling P(X) is difficult because features betweenmore » parts of the model are often correlated. Thus, conditional random fields (CRFs) model structured data using the conditional distribution P(Y|X = x), without specifying a model for P(X), and are well suited for applications with dependent features. Our paper has two parts. First, we overview CRFs and their application to pattern recognition in structured problems. Our primary examples are image analysis applications in which there is dependence among samples (pixel patches) in the output domain. Second, we identify research topics and present numerical examples.« less
Turbulent mixing of a critical fluid: The non-perturbative renormalization
NASA Astrophysics Data System (ADS)
Hnatič, M.; Kalagov, G.; Nalimov, M.
2018-01-01
Non-perturbative Renormalization Group (NPRG) technique is applied to a stochastical model of a non-conserved scalar order parameter near its critical point, subject to turbulent advection. The compressible advecting flow is modeled by a random Gaussian velocity field with zero mean and correlation function 〈υjυi 〉 ∼ (Pji⊥ + αPji∥) /k d + ζ. Depending on the relations between the parameters ζ, α and the space dimensionality d, the model reveals several types of scaling regimes. Some of them are well known (model A of equilibrium critical dynamics and linear passive scalar field advected by a random turbulent flow), but there is a new nonequilibrium regime (universality class) associated with new nontrivial fixed points of the renormalization group equations. We have obtained the phase diagram (d, ζ) of possible scaling regimes in the system. The physical point d = 3, ζ = 4 / 3 corresponding to three-dimensional fully developed Kolmogorov's turbulence, where critical fluctuations are irrelevant, is stable for α ≲ 2.26. Otherwise, in the case of "strong compressibility" α ≳ 2.26, the critical fluctuations of the order parameter become relevant for three-dimensional turbulence. Estimations of critical exponents for each scaling regime are presented.
Psychophysical spectro-temporal receptive fields in an auditory task.
Shub, Daniel E; Richards, Virginia M
2009-05-01
Psychophysical relative weighting functions, which provide information about the importance of different regions of a stimulus in forming decisions, are traditionally estimated using trial-based procedures, where a single stimulus is presented and a single response is recorded. Everyday listening is much more "free-running" in that we often must detect randomly occurring signals in the presence of a continuous background. Psychophysical relative weighting functions have not been measured with free-running paradigms. Here, we combine a free-running paradigm with the reverse correlation technique used to estimate physiological spectro-temporal receptive fields (STRFs) to generate psychophysical relative weighting functions that are analogous to physiological STRFs. The psychophysical task required the detection of a fixed target signal (a sequence of spectro-temporally coherent tone pips with a known frequency) in the presence of a continuously presented informational masker (spectro-temporally random tone pips). A comparison of psychophysical relative weighting functions estimated with the current free-running paradigm and trial-based paradigms, suggests that in informational-masking tasks subjects' decision strategies are similar in both free-running and trial-based paradigms. For more cognitively challenging tasks there may be differences in the decision strategies with free-running and trial-based paradigms.
Conditional random fields for pattern recognition applied to structured data
Burr, Tom; Skurikhin, Alexei
2015-07-14
In order to predict labels from an output domain, Y, pattern recognition is used to gather measurements from an input domain, X. Image analysis is one setting where one might want to infer whether a pixel patch contains an object that is “manmade” (such as a building) or “natural” (such as a tree). Suppose the label for a pixel patch is “manmade”; if the label for a nearby pixel patch is then more likely to be “manmade” there is structure in the output domain that can be exploited to improve pattern recognition performance. Modeling P(X) is difficult because features betweenmore » parts of the model are often correlated. Thus, conditional random fields (CRFs) model structured data using the conditional distribution P(Y|X = x), without specifying a model for P(X), and are well suited for applications with dependent features. Our paper has two parts. First, we overview CRFs and their application to pattern recognition in structured problems. Our primary examples are image analysis applications in which there is dependence among samples (pixel patches) in the output domain. Second, we identify research topics and present numerical examples.« less
Modeling Coupled Processes for Multiphase Fluid Flow in Mechanically Deforming Faults
NASA Astrophysics Data System (ADS)
McKenna, S. A.; Pike, D. Q.
2011-12-01
Modeling of coupled hydrological-mechanical processes in fault zones is critical for understanding the long-term behavior of fluids within the shallow crust. Here we utilize a previously developed cellular-automata (CA) model to define the evolution of permeability within a 2-D fault zone under compressive stress. At each time step, the CA model calculates the increase in fluid pressure within the fault at every grid cell. Pressure surpassing a critical threshold (e.g., lithostatic stress) causes a rupture in that cell, and pressure is then redistributed across the neighboring cells. The rupture can cascade through the spatial domain and continue across multiple time steps. Stress continues to increase and the size and location of rupture events are recorded until a percolating backbone of ruptured cells exists across the fault. Previous applications of this model consider uncorrelated random fields for the compressibility of the fault material. The prior focus on uncorrelated property fields is consistent with development of a number of statistical physics models including percolation processes and fracture propagation. However, geologic materials typically express spatial correlation and this can have a significant impact on the results of the pressure and permeability distributions. We model correlation of the fault material compressibility as a multiGaussian random field with a correlation length defined as the full-width at half maximum (FWHM) of the kernel used to create the field. The FWHM is varied from < 0.001 to approximately 0.47 of the domain size. The addition of spatial correlation to the compressibility significantly alters the model results including: 1) Accumulation of larger amounts of strain prior to the first rupture event; 2) Initiation of the percolating backbone at lower amounts of cumulative strain; 3) Changes in the event size distribution to a combined power-law and exponential distribution with a smaller power; and 4) Evolution of the spatial-temporal distribution of rupture event locations from a purely Poisson process to a complex pattern of clustered events with periodic patterns indicative of emergent phenomena. Switching the stress field from compressive to quiescent, or extensional, during the CA simulation results in a fault zone with a complex permeability pattern and disconnected zones of over-pressured fluid that serves as the initial conditions for simulation of capillary invasion of a separate fluid phase. We use Modified Invasion Percolation to simulate the invasion of a less dense fluid into the fault zone. Results show that the variability in fluid displacement measures caused by the heterogeneous permeability field and initial pressure conditions are significant. This material is based upon work supported as part of the Center for Frontiers of Subsurface Energy Security, an Energy Frontier Research Center funded by the U.S. Department of Energy, Office of Science, Office of Basic Energy Sciences under Award Number DE-SC0001114. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000
Statistical analysis of loopy belief propagation in random fields
NASA Astrophysics Data System (ADS)
Yasuda, Muneki; Kataoka, Shun; Tanaka, Kazuyuki
2015-10-01
Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper, we propose a message-passing-type method to analytically evaluate the quenched average of LBP in random fields by using the replica cluster variation method. The proposed analytical method is applicable to general pairwise MRFs with random fields whose distributions differ from each other and can give the quenched averages of the Bethe free energies over random fields, which are consistent with numerical results. The order of its computational cost is equivalent to that of standard LBP. In the latter part of this paper, we describe the application of the proposed method to Bayesian image restoration, in which we observed that our theoretical results are in good agreement with the numerical results for natural images.
Inflation with a graceful exit in a random landscape
NASA Astrophysics Data System (ADS)
Pedro, F. G.; Westphal, A.
2017-03-01
We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound N ≪ 10 on the number of light fields N participating during inflation from the non-observation of negative spatial curvature.
NASA Astrophysics Data System (ADS)
Graham, Wendy D.; Tankersley, Claude D.
1994-05-01
Stochastic methods are used to analyze two-dimensional steady groundwater flow subject to spatially variable recharge and transmissivity. Approximate partial differential equations are developed for the covariances and cross-covariances between the random head, transmissivity and recharge fields. Closed-form solutions of these equations are obtained using Fourier transform techniques. The resulting covariances and cross-covariances can be incorporated into a Bayesian conditioning procedure which provides optimal estimates of the recharge, transmissivity and head fields given available measurements of any or all of these random fields. Results show that head measurements contain valuable information for estimating the random recharge field. However, when recharge is treated as a spatially variable random field, the value of head measurements for estimating the transmissivity field can be reduced considerably. In a companion paper, the method is applied to a case study of the Upper Floridan Aquifer in NE Florida.
The random field Blume-Capel model revisited
NASA Astrophysics Data System (ADS)
Santos, P. V.; da Costa, F. A.; de Araújo, J. M.
2018-04-01
We have revisited the mean-field treatment for the Blume-Capel model under the presence of a discrete random magnetic field as introduced by Kaufman and Kanner (1990). The magnetic field (H) versus temperature (T) phase diagrams for given values of the crystal field D were recovered in accordance to Kaufman and Kanner original work. However, our main goal in the present work was to investigate the distinct structures of the crystal field versus temperature phase diagrams as the random magnetic field is varied because similar models have presented reentrant phenomenon due to randomness. Following previous works we have classified the distinct phase diagrams according to five different topologies. The topological structure of the phase diagrams is maintained for both H - T and D - T cases. Although the phase diagrams exhibit a richness of multicritical phenomena we did not found any reentrant effect as have been seen in similar models.
Gorodnichev, E E
2018-04-01
The problem of multiple scattering of polarized light in a two-dimensional medium composed of fiberlike inhomogeneities is studied. The attenuation lengths for the density matrix elements are calculated. For a highly absorbing medium it is found that, as the sample thickness increases, the intensity of waves polarized along the fibers decays faster than the other density matrix elements. With further increase in the sample thickness, the off-diagonal elements which are responsible for correlations between the cross-polarized waves disappear. In the asymptotic limit of very thick samples the scattered light proves to be polarized perpendicular to the fibers. The difference in the attenuation lengths between the density matrix elements results in a nonmonotonic depth dependence of the degree of polarization. In the opposite case of a weakly absorbing medium, the off-diagonal element of the density matrix and, correspondingly, the correlations between the cross-polarized fields are shown to decay faster than the intensity of waves polarized along and perpendicular to the fibers.
Correlative weighted stacking for seismic data in the wavelet domain
Zhang, S.; Xu, Y.; Xia, J.; ,
2004-01-01
Horizontal stacking plays a crucial role for modern seismic data processing, for it not only compresses random noise and multiple reflections, but also provides a foundational data for subsequent migration and inversion. However, a number of examples showed that random noise in adjacent traces exhibits correlation and coherence. The average stacking and weighted stacking based on the conventional correlative function all result in false events, which are caused by noise. Wavelet transform and high order statistics are very useful methods for modern signal processing. The multiresolution analysis in wavelet theory can decompose signal on difference scales, and high order correlative function can inhibit correlative noise, for which the conventional correlative function is of no use. Based on the theory of wavelet transform and high order statistics, high order correlative weighted stacking (HOCWS) technique is presented in this paper. Its essence is to stack common midpoint gathers after the normal moveout correction by weight that is calculated through high order correlative statistics in the wavelet domain. Synthetic examples demonstrate its advantages in improving the signal to noise (S/N) ration and compressing the correlative random noise.
A New Algorithm with Plane Waves and Wavelets for Random Velocity Fields with Many Spatial Scales
NASA Astrophysics Data System (ADS)
Elliott, Frank W.; Majda, Andrew J.
1995-03-01
A new Monte Carlo algorithm for constructing and sampling stationary isotropic Gaussian random fields with power-law energy spectrum, infrared divergence, and fractal self-similar scaling is developed here. The theoretical basis for this algorithm involves the fact that such a random field is well approximated by a superposition of random one-dimensional plane waves involving a fixed finite number of directions. In general each one-dimensional plane wave is the sum of a random shear layer and a random acoustical wave. These one-dimensional random plane waves are then simulated by a wavelet Monte Carlo method for a single space variable developed recently by the authors. The computational results reported in this paper demonstrate remarkable low variance and economical representation of such Gaussian random fields through this new algorithm. In particular, the velocity structure function for an imcorepressible isotropic Gaussian random field in two space dimensions with the Kolmogoroff spectrum can be simulated accurately over 12 decades with only 100 realizations of the algorithm with the scaling exponent accurate to 1.1% and the constant prefactor accurate to 6%; in fact, the exponent of the velocity structure function can be computed over 12 decades within 3.3% with only 10 realizations. Furthermore, only 46,592 active computational elements are utilized in each realization to achieve these results for 12 decades of scaling behavior.
Fluid Physics in a Fluctuating Acceleration Environment
NASA Technical Reports Server (NTRS)
Thomson, J. Ross; Drolet, Francois; Vinals, Jorge
1996-01-01
We summarize several aspects of an ongoing investigation of the effects that stochastic residual accelerations (g-jitter) onboard spacecraft can have on experiments conducted in a microgravity environment. The residual acceleration field is modeled as a narrow band noise, characterized by three independent parameters: intensity (g(exp 2)), dominant angular frequency Omega, and characteristic correlation time tau. Realistic values for these parameters are obtained from an analysis of acceleration data corresponding to the SL-J mission, as recorded by the SAMS instruments. We then use the model to address the random motion of a solid particle suspended in an incompressible fluid subjected to such random accelerations. As an extension, the effect of jitter on coarsening of a solid-liquid mixture is briefly discussed, and corrections to diffusion controlled coarsening evaluated. We conclude that jitter will not be significant in the experiment 'Coarsening of solid-liquid mixtures' to be conducted in microgravity. Finally, modifications to the location of onset of instability in systems driven by a random force are discussed by extending the standard reduction to the center manifold to the stochastic case. Results pertaining to time-modulated oscillatory convection are briefly discussed.
NASA Astrophysics Data System (ADS)
Baqersad, Javad; Niezrecki, Christopher; Avitabile, Peter
2015-09-01
Health monitoring of rotating structures such as wind turbines and helicopter rotors is generally performed using conventional sensors that provide a limited set of data at discrete locations near or on the hub. These sensors usually provide no data on the blades or inside them where failures might occur. Within this paper, an approach was used to extract the full-field dynamic strain on a wind turbine assembly subject to arbitrary loading conditions. A three-bladed wind turbine having 2.3-m long blades was placed in a semi-built-in boundary condition using a hub, a machining chuck, and a steel block. For three different test cases, the turbine was excited using (1) pluck testing, (2) random impacts on blades with three impact hammers, and (3) random excitation by a mechanical shaker. The response of the structure to the excitations was measured using three-dimensional point tracking. A pair of high-speed cameras was used to measure displacement of optical targets on the structure when the blades were vibrating. The measured displacements at discrete locations were expanded and applied to the finite element model of the structure to extract the full-field dynamic strain. The results of the paper show an excellent correlation between the strain predicted using the proposed approach and the strain measured with strain-gages for each of the three loading conditions. The approach used in this paper to predict the strain showed higher accuracy than the digital image correlation technique. The new expansion approach is able to extract dynamic strain all over the entire structure, even inside the structure beyond the line of sight of the measurement system. Because the method is based on a non-contacting measurement approach, it can be readily applied to a variety of structures having different boundary and operating conditions, including rotating blades.
The Effective Conductivity of Random Suspensions of Spherical Particles
NASA Astrophysics Data System (ADS)
Bonnecaze, R. T.; Brady, J. F.
1991-03-01
The effective conductivity of an infinite, random, mono-disperse, hard-sphere suspension is reported for particle to matrix conductivity ratios of ∞ , 10 and 0.01 for sphere volume fractions, c, up to 0.6. The conductivities are computed with a method previously described by the authors, which includes both far- and near-field interactions, and the particle configurations are generated via a Monte Carlo method. The results are consistent with the previous theoretical work of D. J. Jeffrey to O(c2) and the bounds computed by S. Torquato and F. Lado. It is also found that the Clausius-Mosotti equation is reasonably accurate for conductivity ratios of 10 or less all the way up to 60% (by volume). The calculated conductivities compare very well with those of experiments. In addition, percolation-like numerical experiments are performed on periodically replicated cubic lattices of N nearly touching spheres with an infinite particle to matrix conductivity ratio where the conductivity is computed as spheres are removed one by one from the lattice. Under suitable normalization of the conductivity and volume fraction, it is found that the initial volume fraction must be extremely close to maximum packing in order to observe a percolation transition, indicating that the near-field effects must be very large relative to far-field effects. These percolation transitions occur at the accepted values for simple (SC), bodycentred (BCC) and face-centred (FCC) cubic lattices. Also, the vulnerability of the lattices computed here are exactly those of previous investigators. Due to limited data above the percolation threshold, we could not correlate the conductivity with a power law near the threshold; however, it can be correlated with a power law for large normalized volume fractions. In this case the exponents are found to be 1.70, 1.75 and 1.79 for SC, BCC and FCC lattices respectively.
SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere
NASA Astrophysics Data System (ADS)
Creasey, Peter; Lang, Annika
2018-04-01
SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Müller, Florian, E-mail: florian.mueller@sam.math.ethz.ch; Jenny, Patrick, E-mail: jenny@ifd.mavt.ethz.ch; Meyer, Daniel W., E-mail: meyerda@ethz.ch
2013-10-01
Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared tomore » MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.« less
Low-lying dipole modes in 26,28Ne in the quasiparticle relativistic random phase approximation
NASA Astrophysics Data System (ADS)
Cao, Li-Gang; Ma, Zhong-Yu
2005-03-01
The low-lying isovector dipole strengths in the neutron-rich nuclei 26Ne and 28Ne are investigated in the quasiparticle relativistic random phase approximation. Nuclear ground-state properties are calculated in an extended relativistic mean field theory plus Bardeen-Cooper-Schrieffer (BCS) method where the contribution of the resonant continuum to pairing correlations is properly treated. Numerical calculations are tested in the case of isovector dipole and isoscalar quadrupole modes in the neutron-rich nucleus 22O. It is found that in the present calculation, low-lying isovector dipole strengths at Ex<10MeV in nuclei 26Ne and 26Ne exhaust about 4.9% and 5.8% of the Thomas-Reiche-Kuhn dipole sum rule, respectively. The centroid energy of the low-lying dipole excitation is located at 8.3 MeV in 26Ne and 7.9 MeV in 28Ne.
Anomalous transport in fracture networks: field scale experiments and modelling
NASA Astrophysics Data System (ADS)
Kang, P. K.; Le Borgne, T.; Bour, O.; Dentz, M.; Juanes, R.
2012-12-01
Anomalous transport is widely observed in different settings and scales of transport through porous and fractured geologic media. A common signature of anomalous transport is the late-time power law tailing in breakthrough curves (BTCs) during tracer tests. Various conceptual models of anomalous transport have been proposed, including multirate mass transfer, continuous time random walk, and stream tube models. Since different conceptual models can produce equally good fits to a single BTC, tracer test interpretation has been plagued with ambiguity. Here, we propose to resolve such ambiguity by analyzing BTCs obtained from both convergent and push-pull flow configurations at two different fracture planes. We conducted field tracer tests in a fractured granite formation close to Ploemeur, France. We observe that BTC tailing depends on the flow configuration and the injection fracture. Specifically the tailing disappears under push-pull geometry, and when we injected at a fracture with high flux (Figure 1). This indicates that for this fractured granite, BTC tailing is controlled by heterogeneous advection and not by matrix diffusion. To explain the change in tailing behavior for different flow configurations, we employ a simple lattice network model with heterogeneous conductivity distribution. The model assigns random conductivities to the fractures and solves the Darcy equation for an incompressible fluid, enforcing mass conservation at fracture intersections. The mass conservation constraint yields a correlated random flow through the fracture system. We investigate whether BTC tailing can be explained by the spatial distribution of preferential flow paths and stagnation zones, which is controlled by the conductivity variance and correlation length. By combining the results from the field tests and numerical modeling, we show that the reversibility of spreading is a key mechanism that needs to be captured. We also demonstrate the dominant role of the injection fracture on the tailing behavior: where we inject makes the difference in the tailing. Blue line is a BTC with injection into a slow velocity zone under convergent flow configuration. The late-time tailing observed for the convergent test diminished for push-pull experiment performed in the same zone(red line). Black line is a BTC with injection into a high velocity zone under convergent flow configuration. Insets: illustration of convergent and push-pull tracer tests using a double packer system.
ERIC Educational Resources Information Center
Quarm, Daisy
1981-01-01
Findings for couples (N=119) show wife's work, money, and spare time low between-spouse correlations are due in part to random measurement error. Suggests that increasing reliability of measures by creating multi-item indices can also increase correlations. Car purchase, vacation, and child discipline were not accounted for by random measurement…
Spatial heterogeneity study of vegetation coverage at Heihe River Basin
NASA Astrophysics Data System (ADS)
Wu, Lijuan; Zhong, Bo; Guo, Liyu; Zhao, Xiangwei
2014-11-01
Spatial heterogeneity of the animal-landscape system has three major components: heterogeneity of resource distributions in the physical environment, heterogeneity of plant tissue chemistry, heterogeneity of movement modes by the animal. Furthermore, all three different types of heterogeneity interact each other and can either reinforce or offset one another, thereby affecting system stability and dynamics. In previous studies, the study areas are investigated by field sampling, which costs a large amount of manpower. In addition, uncertain in sampling affects the quality of field data, which leads to unsatisfactory results during the entire study. In this study, remote sensing data is used to guide the sampling for research on heterogeneity of vegetation coverage to avoid errors caused by randomness of field sampling. Semi-variance and fractal dimension analysis are used to analyze the spatial heterogeneity of vegetation coverage at Heihe River Basin. The spherical model with nugget is used to fit the semivariogram of vegetation coverage. Based on the experiment above, it is found, (1)there is a strong correlation between vegetation coverage and distance of vegetation populations within the range of 0-28051.3188m at Heihe River Basin, but the correlation loses suddenly when the distance greater than 28051.3188m. (2)The degree of spatial heterogeneity of vegetation coverage at Heihe River Basin is medium. (3)Spatial distribution variability of vegetation occurs mainly on small scales. (4)The degree of spatial autocorrelation is 72.29% between 25% and 75%, which means that spatial correlation of vegetation coverage at Heihe River Basin is medium high.
NASA Astrophysics Data System (ADS)
Pais, H.; Sulaksono, A.; Agrawal, B. K.; Providência, C.
2016-04-01
The correlations of the crust-core transition density and pressure in neutron stars with the slope of the symmetry energy and the neutron skin thickness are investigated, using different families of relativistic mean-field parametrizations with constant couplings and nonlinear terms mixing the σ - , ω - , and ρ -meson fields. It is shown that the modification of the density dependence of the symmetry energy, involving the σ or the ω meson, gives rise to different behaviors: the effect of the ω meson may also be reproduced within nonrelativistic phenomenological models, while the effect of the σ meson is essentially relativistic. Depending on the parametrization with σ -ρ or ω -ρ mixing terms, different values of the slope of the symmetry energy at saturation must be considered in order to obtain a neutron matter equation of state compatible with results from chiral effective field theory. This difference leads to different pressures at the crust-core transition density. A linear correlation between the transition density and the symmetry energy slope or the neutron skin thickness of the 208Pb nucleus is obtained, only when the ω meson is used to describe the density dependence of the symmetry energy. A comparison is made between the crust-core transition properties of neutron stars obtained by three different methods, the relativistic random phase approximation (RRPA), the Vlasov equation, and thermodynamical method. It is shown that the RRPA and the Vlasov methods predict similar transition densities for p n e β -equilibrium stellar matter.
Gibbs sampling on large lattice with GMRF
NASA Astrophysics Data System (ADS)
Marcotte, Denis; Allard, Denis
2018-02-01
Gibbs sampling is routinely used to sample truncated Gaussian distributions. These distributions naturally occur when associating latent Gaussian fields to category fields obtained by discrete simulation methods like multipoint, sequential indicator simulation and object-based simulation. The latent Gaussians are often used in data assimilation and history matching algorithms. When the Gibbs sampling is applied on a large lattice, the computing cost can become prohibitive. The usual practice of using local neighborhoods is unsatisfying as it can diverge and it does not reproduce exactly the desired covariance. A better approach is to use Gaussian Markov Random Fields (GMRF) which enables to compute the conditional distributions at any point without having to compute and invert the full covariance matrix. As the GMRF is locally defined, it allows simultaneous updating of all points that do not share neighbors (coding sets). We propose a new simultaneous Gibbs updating strategy on coding sets that can be efficiently computed by convolution and applied with an acceptance/rejection method in the truncated case. We study empirically the speed of convergence, the effect of choice of boundary conditions, of the correlation range and of GMRF smoothness. We show that the convergence is slower in the Gaussian case on the torus than for the finite case studied in the literature. However, in the truncated Gaussian case, we show that short scale correlation is quickly restored and the conditioning categories at each lattice point imprint the long scale correlation. Hence our approach enables to realistically apply Gibbs sampling on large 2D or 3D lattice with the desired GMRF covariance.
Restoration of dimensional reduction in the random-field Ising model at five dimensions
NASA Astrophysics Data System (ADS)
Fytas, Nikolaos G.; Martín-Mayor, Víctor; Picco, Marco; Sourlas, Nicolas
2017-04-01
The random-field Ising model is one of the few disordered systems where the perturbative renormalization group can be carried out to all orders of perturbation theory. This analysis predicts dimensional reduction, i.e., that the critical properties of the random-field Ising model in D dimensions are identical to those of the pure Ising ferromagnet in D -2 dimensions. It is well known that dimensional reduction is not true in three dimensions, thus invalidating the perturbative renormalization group prediction. Here, we report high-precision numerical simulations of the 5D random-field Ising model at zero temperature. We illustrate universality by comparing different probability distributions for the random fields. We compute all the relevant critical exponents (including the critical slowing down exponent for the ground-state finding algorithm), as well as several other renormalization-group invariants. The estimated values of the critical exponents of the 5D random-field Ising model are statistically compatible to those of the pure 3D Ising ferromagnet. These results support the restoration of dimensional reduction at D =5 . We thus conclude that the failure of the perturbative renormalization group is a low-dimensional phenomenon. We close our contribution by comparing universal quantities for the random-field problem at dimensions 3 ≤D <6 to their values in the pure Ising model at D -2 dimensions, and we provide a clear verification of the Rushbrooke equality at all studied dimensions.
Restoration of dimensional reduction in the random-field Ising model at five dimensions.
Fytas, Nikolaos G; Martín-Mayor, Víctor; Picco, Marco; Sourlas, Nicolas
2017-04-01
The random-field Ising model is one of the few disordered systems where the perturbative renormalization group can be carried out to all orders of perturbation theory. This analysis predicts dimensional reduction, i.e., that the critical properties of the random-field Ising model in D dimensions are identical to those of the pure Ising ferromagnet in D-2 dimensions. It is well known that dimensional reduction is not true in three dimensions, thus invalidating the perturbative renormalization group prediction. Here, we report high-precision numerical simulations of the 5D random-field Ising model at zero temperature. We illustrate universality by comparing different probability distributions for the random fields. We compute all the relevant critical exponents (including the critical slowing down exponent for the ground-state finding algorithm), as well as several other renormalization-group invariants. The estimated values of the critical exponents of the 5D random-field Ising model are statistically compatible to those of the pure 3D Ising ferromagnet. These results support the restoration of dimensional reduction at D=5. We thus conclude that the failure of the perturbative renormalization group is a low-dimensional phenomenon. We close our contribution by comparing universal quantities for the random-field problem at dimensions 3≤D<6 to their values in the pure Ising model at D-2 dimensions, and we provide a clear verification of the Rushbrooke equality at all studied dimensions.
Temporal evolution of financial-market correlations.
Fenn, Daniel J; Porter, Mason A; Williams, Stacy; McDonald, Mark; Johnson, Neil F; Jones, Nick S
2011-08-01
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007-2008 credit and liquidity crisis.
Temporal evolution of financial-market correlations
NASA Astrophysics Data System (ADS)
Fenn, Daniel J.; Porter, Mason A.; Williams, Stacy; McDonald, Mark; Johnson, Neil F.; Jones, Nick S.
2011-08-01
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007-2008 credit and liquidity crisis.
Simulation of random road microprofile based on specified correlation function
NASA Astrophysics Data System (ADS)
Rykov, S. P.; Rykova, O. A.; Koval, V. S.; Vlasov, V. G.; Fedotov, K. V.
2018-03-01
The paper aims to develop a numerical simulation method and an algorithm for a random microprofile of special roads based on the specified correlation function. The paper used methods of correlation, spectrum and numerical analysis. It proves that the transfer function of the generating filter for known expressions of spectrum input and output filter characteristics can be calculated using a theorem on nonnegative and fractional rational factorization and integral transformation. The model of the random function equivalent of the real road surface microprofile enables us to assess springing system parameters and identify ranges of variations.
Bayesian approach to non-Gaussian field statistics for diffusive broadband terahertz pulses.
Pearce, Jeremy; Jian, Zhongping; Mittleman, Daniel M
2005-11-01
We develop a closed-form expression for the probability distribution function for the field components of a diffusive broadband wave propagating through a random medium. We consider each spectral component to provide an individual observation of a random variable, the configurationally averaged spectral intensity. Since the intensity determines the variance of the field distribution at each frequency, this random variable serves as the Bayesian prior that determines the form of the non-Gaussian field statistics. This model agrees well with experimental results.
Seismic fault zone trapped noise
NASA Astrophysics Data System (ADS)
Hillers, G.; Campillo, M.; Ben-Zion, Y.; Roux, P.
2014-07-01
Systematic velocity contrasts across and within fault zones can lead to head and trapped waves that provide direct information on structural units that are important for many aspects of earthquake and fault mechanics. Here we construct trapped waves from the scattered seismic wavefield recorded by a fault zone array. The frequency-dependent interaction between the ambient wavefield and the fault zone environment is studied using properties of the noise correlation field. A critical frequency fc ≈ 0.5 Hz defines a threshold above which the in-fault scattered wavefield has increased isotropy and coherency compared to the ambient noise. The increased randomization of in-fault propagation directions produces a wavefield that is trapped in a waveguide/cavity-like structure associated with the low-velocity damage zone. Dense spatial sampling allows the resolution of a near-field focal spot, which emerges from the superposition of a collapsing, time reversed wavefront. The shape of the focal spot depends on local medium properties, and a focal spot-based fault normal distribution of wave speeds indicates a ˜50% velocity reduction consistent with estimates from a far-field travel time inversion. The arrival time pattern of a synthetic correlation field can be tuned to match properties of an observed pattern, providing a noise-based imaging tool that can complement analyses of trapped ballistic waves. The results can have wide applicability for investigating the internal properties of fault damage zones, because mechanisms controlling the emergence of trapped noise have less limitations compared to trapped ballistic waves.
NASA Astrophysics Data System (ADS)
Yilmaz, Hasan
2016-03-01
Structured illumination enables high-resolution fluorescence imaging of nanostructures [1]. We demonstrate a new high-resolution fluorescence imaging method that uses a scattering layer with a high-index substrate as a solid immersion lens [2]. Random scattering of coherent light enables a speckle pattern with a very fine structure that illuminates the fluorescent nanospheres on the back surface of the high-index substrate. The speckle pattern is raster-scanned over the fluorescent nanospheres using a speckle correlation effect known as the optical memory effect. A series of standard-resolution fluorescence images per each speckle pattern displacement are recorded by an electron-multiplying CCD camera using a commercial microscope objective. We have developed a new phase-retrieval algorithm to reconstruct a high-resolution, wide-field image from several standard-resolution wide-field images. We have introduced phase information of Fourier components of standard-resolution images as a new constraint in our algorithm which discards ambiguities therefore ensures convergence to a unique solution. We demonstrate two-dimensional fluorescence images of a collection of nanospheres with a deconvolved Abbe resolution of 116 nm and a field of view of 10 µm × 10 µm. Our method is robust against optical aberrations and stage drifts, therefore excellent for imaging nanostructures under ambient conditions. [1] M. G. L. Gustafsson, J. Microsc. 198, 82-87 (2000). [2] H. Yilmaz, E. G. van Putten, J. Bertolotti, A. Lagendijk, W. L. Vos, and A. P. Mosk, Optica 2, 424-429 (2015).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Davis, A.B.; Clothiaux, E.
Because of Earth`s gravitational field, its atmosphere is strongly anisotropic with respect to the vertical; the effect of the Earth`s rotation on synoptic wind patterns also causes a more subtle form of anisotropy in the horizontal plane. The authors survey various approaches to statistically robust anisotropy from a wavelet perspective and present a new one adapted to strongly non-isotropic fields that are sampled on a rectangular grid with a large aspect ratio. This novel technique uses an anisotropic version of Multi-Resolution Analysis (MRA) in image analysis; the authors form a tensor product of the standard dyadic Haar basis, where themore » dividing ratio is {lambda}{sub z} = 2, and a nonstandard triadic counterpart, where the dividing ratio is {lambda}{sub x} = 3. The natural support of the field is therefore 2{sup n} pixels (vertically) by 3{sup n} pixels (horizontally) where n is the number of levels in the MRA. The natural triadic basis includes the French top-hat wavelet which resonates with bumps in the field whereas the Haar wavelet responds to ramps or steps. The complete 2D basis has one scaling function and five wavelets. The resulting anisotropic MRA is designed for application to the liquid water content (LWC) field in boundary-layer clouds, as the prevailing wind advects them by a vertically pointing mm-radar system. Spatial correlations are notoriously long-range in cloud structure and the authors use the wavelet coefficients from the new MRA to characterize these correlations in a multifractal analysis scheme. In the present study, the MRA is used (in synthesis mode) to generate fields that mimic cloud structure quite realistically although only a few parameters are used to control the randomness of the LWC`s wavelet coefficients.« less
NASA Astrophysics Data System (ADS)
Badalyan, S. M.; Kim, C. S.; Vignale, G.; Senatore, G.
2007-03-01
We investigate the effect of exchange and correlation (XC) on the plasmon spectrum and the Coulomb drag between spatially separated low-density two-dimensional electron layers. We adopt a different approach, which employs dynamic XC kernels in the calculation of the bilayer plasmon spectra and of the plasmon-mediated drag, and static many-body local field factors in the calculation of the particle-hole contribution to the drag. The spectrum of bilayer plasmons and the drag resistivity are calculated in a broad range of temperatures taking into account both intra- and interlayer correlation effects. We observe that both plasmon modes are strongly affected by XC corrections. After the inclusion of the complex dynamic XC kernels, a decrease of the electron density induces shifts of the plasmon branches in opposite directions. This is in stark contrast with the tendency observed within random phase approximation that both optical and acoustical plasmons move away from the boundary of the particle-hole continuum with a decrease in the electron density. We find that the introduction of XC corrections results in a significant enhancement of the transresistivity and qualitative changes in its temperature dependence. In particular, the large high-temperature plasmon peak that is present in the random phase approximation is found to disappear when the XC corrections are included. Our numerical results at low temperatures are in good agreement with the results of recent experiments by Kellogg [Solid State Commun. 123, 515 (2002)].
From medium heterogeneity to flow and transport: A time-domain random walk approach
NASA Astrophysics Data System (ADS)
Hakoun, V.; Comolli, A.; Dentz, M.
2017-12-01
The prediction of flow and transport processes in heterogeneous porous media is based on the qualitative and quantitative understanding of the interplay between 1) spatial variability of hydraulic conductivity, 2) groundwater flow and 3) solute transport. Using a stochastic modeling approach, we study this interplay through direct numerical simulations of Darcy flow and advective transport in heterogeneous media. First, we study flow in correlated hydraulic permeability fields and shed light on the relationship between the statistics of log-hydraulic conductivity, a medium attribute, and the flow statistics. Second, we determine relationships between Eulerian and Lagrangian velocity statistics, this means, between flow and transport attributes. We show how Lagrangian statistics and thus transport behaviors such as late particle arrival times are influenced by the medium heterogeneity on one hand and the initial particle velocities on the other. We find that equidistantly sampled Lagrangian velocities can be described by a Markov process that evolves on the characteristic heterogeneity length scale. We employ a stochastic relaxation model for the equidistantly sampled particle velocities, which is parametrized by the velocity correlation length. This description results in a time-domain random walk model for the particle motion, whose spatial transitions are characterized by the velocity correlation length and temporal transitions by the particle velocities. This approach relates the statistical medium and flow properties to large scale transport, and allows for conditioning on the initial particle velocities and thus to the medium properties in the injection region. The approach is tested against direct numerical simulations.
Sample size determination for GEE analyses of stepped wedge cluster randomized trials.
Li, Fan; Turner, Elizabeth L; Preisser, John S
2018-06-19
In stepped wedge cluster randomized trials, intact clusters of individuals switch from control to intervention from a randomly assigned period onwards. Such trials are becoming increasingly popular in health services research. When a closed cohort is recruited from each cluster for longitudinal follow-up, proper sample size calculation should account for three distinct types of intraclass correlations: the within-period, the inter-period, and the within-individual correlations. Setting the latter two correlation parameters to be equal accommodates cross-sectional designs. We propose sample size procedures for continuous and binary responses within the framework of generalized estimating equations that employ a block exchangeable within-cluster correlation structure defined from the distinct correlation types. For continuous responses, we show that the intraclass correlations affect power only through two eigenvalues of the correlation matrix. We demonstrate that analytical power agrees well with simulated power for as few as eight clusters, when data are analyzed using bias-corrected estimating equations for the correlation parameters concurrently with a bias-corrected sandwich variance estimator. © 2018, The International Biometric Society.
Modern Quantum Field Theory II - Proceeeings of the International Colloquium
NASA Astrophysics Data System (ADS)
Das, S. R.; Mandal, G.; Mukhi, S.; Wadia, S. R.
1995-08-01
The Table of Contents for the book is as follows: * Foreword * 1. Black Holes and Quantum Gravity * Quantum Black Holes and the Problem of Time * Black Hole Entropy and the Semiclassical Approximation * Entropy and Information Loss in Two Dimensions * Strings on a Cone and Black Hole Entropy (Abstract) * Boundary Dynamics, Black Holes and Spacetime Fluctuations in Dilation Gravity (Abstract) * Pair Creation of Black Holes (Abstract) * A Brief View of 2-Dim. String Theory and Black Holes (Abstract) * 2. String Theory * Non-Abelian Duality in WZW Models * Operators and Correlation Functions in c ≤ 1 String Theory * New Symmetries in String Theory * A Look at the Discretized Superstring Using Random Matrices * The Nested BRST Structure of Wn-Symmetries * Landau-Ginzburg Model for a Critical Topological String (Abstract) * On the Geometry of Wn Gravity (Abstract) * O(d, d) Tranformations, Marginal Deformations and the Coset Construction in WZNW Models (Abstract) * Nonperturbative Effects and Multicritical Behaviour of c = 1 Matrix Model (Abstract) * Singular Limits and String Solutions (Abstract) * BV Algebra on the Moduli Spaces of Riemann Surfaces and String Field Theory (Abstract) * 3. Condensed Matter and Statistical Mechanics * Stochastic Dynamics in a Deposition-Evaporation Model on a Line * Models with Inverse-Square Interactions: Conjectured Dynamical Correlation Functions of the Calogero-Sutherland Model at Rational Couplings * Turbulence and Generic Scale Invariance * Singular Perturbation Approach to Phase Ordering Dynamics * Kinetics of Diffusion-Controlled and Ballistically-Controlled Reactions * Field Theory of a Frustrated Heisenberg Spin Chain * FQHE Physics in Relativistic Field Theories * Importance of Initial Conditions in Determining the Dynamical Class of Cellular Automata (Abstract) * Do Hard-Core Bosons Exhibit Quantum Hall Effect? (Abstract) * Hysteresis in Ferromagnets * 4. Fundamental Aspects of Quantum Mechanics and Quantum Field Theory * Finite Quantum Physics and Noncommutative Geometry * Higgs as Gauge Field and the Standard Model * Canonical Quantisation of an Off-Conformal Theory * Deterministic Quantum Mechanics in One Dimension * Spin-Statistics Relations for Topological Geons in 2+1 Quantum Gravity * Generalized Fock Spaces * Geometrical Expression for Short Distance Singularities in Field Theory * 5. Mathematics and Quantum Field Theory * Knot Invariants from Quantum Field Theories * Infinite Grassmannians and Moduli Spaces of G-Bundles * A Review of an Algebraic Geometry Approach to a Model Quantum Field Theory on a Curve (Abstract) * 6. Integrable Models * Spectral Representation of Correlation Functions in Two-Dimensional Quantum Field Theories * On Various Avatars of the Pasquier Algebra * Supersymmetric Integrable Field Theories and Eight Vertex Free Fermion Models (Abstract) * 7. Lattice Field Theory * From Kondo Model and Strong Coupling Lattice QCD to the Isgur-Wise Function * Effective Confinement from a Logarithmically Running Coupling (Abstract)
Cumming, Bruce G.
2016-01-01
In order to extract retinal disparity from a visual scene, the brain must match corresponding points in the left and right retinae. This computationally demanding task is known as the stereo correspondence problem. The initial stage of the solution to the correspondence problem is generally thought to consist of a correlation-based computation. However, recent work by Doi et al suggests that human observers can see depth in a class of stimuli where the mean binocular correlation is 0 (half-matched random dot stereograms). Half-matched random dot stereograms are made up of an equal number of correlated and anticorrelated dots, and the binocular energy model—a well-known model of V1 binocular complex cells—fails to signal disparity here. This has led to the proposition that a second, match-based computation must be extracting disparity in these stimuli. Here we show that a straightforward modification to the binocular energy model—adding a point output nonlinearity—is by itself sufficient to produce cells that are disparity-tuned to half-matched random dot stereograms. We then show that a simple decision model using this single mechanism can reproduce psychometric functions generated by human observers, including reduced performance to large disparities and rapidly updating dot patterns. The model makes predictions about how performance should change with dot size in half-matched stereograms and temporal alternation in correlation, which we test in human observers. We conclude that a single correlation-based computation, based directly on already-known properties of V1 neurons, can account for the literature on mixed correlation random dot stereograms. PMID:27196696
Interpolating Non-Parametric Distributions of Hourly Rainfall Intensities Using Random Mixing
NASA Astrophysics Data System (ADS)
Mosthaf, Tobias; Bárdossy, András; Hörning, Sebastian
2015-04-01
The correct spatial interpolation of hourly rainfall intensity distributions is of great importance for stochastical rainfall models. Poorly interpolated distributions may lead to over- or underestimation of rainfall and consequently to wrong estimates of following applications, like hydrological or hydraulic models. By analyzing the spatial relation of empirical rainfall distribution functions, a persistent order of the quantile values over a wide range of non-exceedance probabilities is observed. As the order remains similar, the interpolation weights of quantile values for one certain non-exceedance probability can be applied to the other probabilities. This assumption enables the use of kernel smoothed distribution functions for interpolation purposes. Comparing the order of hourly quantile values over different gauges with the order of their daily quantile values for equal probabilities, results in high correlations. The hourly quantile values also show high correlations with elevation. The incorporation of these two covariates into the interpolation is therefore tested. As only positive interpolation weights for the quantile values assure a monotonically increasing distribution function, the use of geostatistical methods like kriging is problematic. Employing kriging with external drift to incorporate secondary information is not applicable. Nonetheless, it would be fruitful to make use of covariates. To overcome this shortcoming, a new random mixing approach of spatial random fields is applied. Within the mixing process hourly quantile values are considered as equality constraints and correlations with elevation values are included as relationship constraints. To profit from the dependence of daily quantile values, distribution functions of daily gauges are used to set up lower equal and greater equal constraints at their locations. In this way the denser daily gauge network can be included in the interpolation of the hourly distribution functions. The applicability of this new interpolation procedure will be shown for around 250 hourly rainfall gauges in the German federal state of Baden-Württemberg. The performance of the random mixing technique within the interpolation is compared to applicable kriging methods. Additionally, the interpolation of kernel smoothed distribution functions is compared with the interpolation of fitted parametric distributions.
Random walk study of electron motion in helium in crossed electromagnetic fields
NASA Technical Reports Server (NTRS)
Englert, G. W.
1972-01-01
Random walk theory, previously adapted to electron motion in the presence of an electric field, is extended to include a transverse magnetic field. In principle, the random walk approach avoids mathematical complexity and concomitant simplifying assumptions and permits determination of energy distributions and transport coefficients within the accuracy of available collisional cross section data. Application is made to a weakly ionized helium gas. Time of relaxation of electron energy distribution, determined by the random walk, is described by simple expressions based on energy exchange between the electron and an effective electric field. The restrictive effect of the magnetic field on electron motion, which increases the required number of collisions per walk to reach a terminal steady state condition, as well as the effect of the magnetic field on electron transport coefficients and mean energy can be quite adequately described by expressions involving only the Hall parameter.
A controlled field trial of the effectiveness of phenol and alcohol typhoid vaccines*
1962-01-01
In order to determine the effectiveness of anti-typhoid vaccines in man a controlled field trial, the first of its kind, was organized in 1954-60 in the town and district of Osijek, Yugoslavia. Heat-killed, phenol-preserved and alcohol-killed, alcohol-preserved anti-typhoid monovaccines were used, with phenolized dysentery vaccine as a control. Some 36000 volunteers were allocated at random into three comparable groups: a phenol-vaccine group, an alcohol-vaccine group and a control group. Immunization consisted of a primary course of two injections. A reinforcing dose was given a year later. The effectiveness of the vaccines was measured by comparing specific morbidity in the three groups, and for greater accuracy only bacteriologically proved typhoid cases were taken into consideration in the statistical analysis. In addition, some 11 000 persons were vaccinated in 1955; these were divided at random into two groups, which received phenolized and alcoholized vaccine respectively; there was no control group. It was found that phenolized vaccine gave relatively high protection while alcoholized vaccine was of little, if any, efficacy. The efficacy of phenolized vaccine was of rather long duration. These field results obtained on man are not in agreement with the results of laboratory tests known at present. Neither laboratory assays on mice nor serological tests on man could be correlated with the results of the field trial. For this reason further studies are necessary in order to determine the value of various other types of anti-typhoid vaccines and to develop reliable laboratory tests for the measurement of the potency of anti-typhoid vaccines. PMID:20604110
NASA Astrophysics Data System (ADS)
Gjetvaj, Filip; Russian, Anna; Gouze, Philippe; Dentz, Marco
2015-10-01
Both flow field heterogeneity and mass transfer between mobile and immobile domains have been studied separately for explaining observed anomalous transport. Here we investigate non-Fickian transport using high-resolution 3-D X-ray microtomographic images of Berea sandstone containing microporous cement with pore size below the setup resolution. Transport is computed for a set of representative elementary volumes and results from advection and diffusion in the resolved macroporosity (mobile domain) and diffusion in the microporous phase (immobile domain) where the effective diffusion coefficient is calculated from the measured local porosity using a phenomenological model that includes a porosity threshold (ϕθ) below which diffusion is null and the exponent n that characterizes tortuosity-porosity power-law relationship. We show that both flow field heterogeneity and microporosity trigger anomalous transport. Breakthrough curve (BTC) tailing is positively correlated to microporosity volume and mobile-immobile interface area. The sensitivity analysis showed that the BTC tailing increases with the value of ϕθ, due to the increase of the diffusion path tortuosity until the volume of the microporosity becomes negligible. Furthermore, increasing the value of n leads to an increase in the standard deviation of the distribution of effective diffusion coefficients, which in turn results in an increase of the BTC tailing. Finally, we propose a continuous time random walk upscaled model where the transition time is the sum of independently distributed random variables characterized by specific distributions. It allows modeling a 1-D equivalent macroscopic transport honoring both the control of the flow field heterogeneity and the multirate mass transfer between mobile and immobile domains.
Persistence and Lifelong Fidelity of Phase Singularities in Optical Random Waves.
De Angelis, L; Alpeggiani, F; Di Falco, A; Kuipers, L
2017-11-17
Phase singularities are locations where light is twisted like a corkscrew, with positive or negative topological charge depending on the twisting direction. Among the multitude of singularities arising in random wave fields, some can be found at the same location, but only when they exhibit opposite topological charge, which results in their mutual annihilation. New pairs can be created as well. With near-field experiments supported by theory and numerical simulations, we study the persistence and pairing statistics of phase singularities in random optical fields as a function of the excitation wavelength. We demonstrate how such entities can encrypt fundamental properties of the random fields in which they arise.
Persistence and Lifelong Fidelity of Phase Singularities in Optical Random Waves
NASA Astrophysics Data System (ADS)
De Angelis, L.; Alpeggiani, F.; Di Falco, A.; Kuipers, L.
2017-11-01
Phase singularities are locations where light is twisted like a corkscrew, with positive or negative topological charge depending on the twisting direction. Among the multitude of singularities arising in random wave fields, some can be found at the same location, but only when they exhibit opposite topological charge, which results in their mutual annihilation. New pairs can be created as well. With near-field experiments supported by theory and numerical simulations, we study the persistence and pairing statistics of phase singularities in random optical fields as a function of the excitation wavelength. We demonstrate how such entities can encrypt fundamental properties of the random fields in which they arise.
NASA Astrophysics Data System (ADS)
Yoon, Heonjun; Kim, Miso; Park, Choon-Su; Youn, Byeng D.
2018-01-01
Piezoelectric vibration energy harvesting (PVEH) has received much attention as a potential solution that could ultimately realize self-powered wireless sensor networks. Since most ambient vibrations in nature are inherently random and nonstationary, the output performances of PVEH devices also randomly change with time. However, little attention has been paid to investigating the randomly time-varying electroelastic behaviors of PVEH systems both analytically and experimentally. The objective of this study is thus to make a step forward towards a deep understanding of the time-varying performances of PVEH devices under nonstationary random vibrations. Two typical cases of nonstationary random vibration signals are considered: (1) randomly-varying amplitude (amplitude modulation; AM) and (2) randomly-varying amplitude with randomly-varying instantaneous frequency (amplitude and frequency modulation; AM-FM). In both cases, this study pursues well-balanced correlations of analytical predictions and experimental observations to deduce the relationships between the time-varying output performances of the PVEH device and two primary input parameters, such as a central frequency and an external electrical resistance. We introduce three correlation metrics to quantitatively compare analytical prediction and experimental observation, including the normalized root mean square error, the correlation coefficient, and the weighted integrated factor. Analytical predictions are in an excellent agreement with experimental observations both mechanically and electrically. This study provides insightful guidelines for designing PVEH devices to reliably generate electric power under nonstationary random vibrations.
Impact of Uncertainty on the Porous Media Description in the Subsurface Transport Analysis
NASA Astrophysics Data System (ADS)
Darvini, G.; Salandin, P.
2008-12-01
In the modelling of flow and transport phenomena in naturally heterogeneous media, the spatial variability of hydraulic properties, typically the hydraulic conductivity, is generally described by use of a variogram of constant sill and spatial correlation. While some analyses reported in the literature discuss of spatial inhomogeneity related to a trend in the mean hydraulic conductivity, the effect in the flow and transport due to an inexact definition of spatial statistical properties of media as far as we know had never taken into account. The relevance of this topic is manifest, and it is related to the uncertainty in the definition of spatial moments of hydraulic log-conductivity from an (usually) little number of data, as well as to the modelling of flow and transport processes by the Monte Carlo technique, whose numerical fields have poor ergodic properties and are not strictly statistically homogeneous. In this work we investigate the effects related to mean log-conductivity (logK) field behaviours different from the constant one due to different sources of inhomogeneity as: i) a deterministic trend; ii) a deterministic sinusoidal pattern and iii) a random behaviour deriving from the hierarchical sedimentary architecture of porous formations and iv) conditioning procedure on available measurements of the hydraulic conductivity. These mean log-conductivity behaviours are superimposed to a correlated weakly fluctuating logK field. The time evolution of the spatial moments of the plume driven by a statistically inhomogeneous steady state random velocity field is analyzed in a 2-D finite domain by taking into account different sizes of injection area. The problem is approached by both a classical Monte Carlo procedure and SFEM (stochastic finite element method). By the latter the moments are achieved by space-time integration of the velocity field covariance structure derived according to the first- order Taylor series expansion. Two different goals are foreseen: 1) from the results it will be possible to distinguish the contribute in the plume dispersion of the uncertainty in the statistics of the medium hydraulic properties in all the cases considered, and 2) we will try to highlight the loss of performances that seems to affect the first-order approaches in the transport phenomena that take place in hierarchical architecture of porous formations.
Methodological reporting of randomized trials in five leading Chinese nursing journals.
Shi, Chunhu; Tian, Jinhui; Ren, Dan; Wei, Hongli; Zhang, Lihuan; Wang, Quan; Yang, Kehu
2014-01-01
Randomized controlled trials (RCTs) are not always well reported, especially in terms of their methodological descriptions. This study aimed to investigate the adherence of methodological reporting complying with CONSORT and explore associated trial level variables in the Chinese nursing care field. In June 2012, we identified RCTs published in five leading Chinese nursing journals and included trials with details of randomized methods. The quality of methodological reporting was measured through the methods section of the CONSORT checklist and the overall CONSORT methodological items score was calculated and expressed as a percentage. Meanwhile, we hypothesized that some general and methodological characteristics were associated with reporting quality and conducted a regression with these data to explore the correlation. The descriptive and regression statistics were calculated via SPSS 13.0. In total, 680 RCTs were included. The overall CONSORT methodological items score was 6.34 ± 0.97 (Mean ± SD). No RCT reported descriptions and changes in "trial design," changes in "outcomes" and "implementation," or descriptions of the similarity of interventions for "blinding." Poor reporting was found in detailing the "settings of participants" (13.1%), "type of randomization sequence generation" (1.8%), calculation methods of "sample size" (0.4%), explanation of any interim analyses and stopping guidelines for "sample size" (0.3%), "allocation concealment mechanism" (0.3%), additional analyses in "statistical methods" (2.1%), and targeted subjects and methods of "blinding" (5.9%). More than 50% of trials described randomization sequence generation, the eligibility criteria of "participants," "interventions," and definitions of the "outcomes" and "statistical methods." The regression analysis found that publication year and ITT analysis were weakly associated with CONSORT score. The completeness of methodological reporting of RCTs in the Chinese nursing care field is poor, especially with regard to the reporting of trial design, changes in outcomes, sample size calculation, allocation concealment, blinding, and statistical methods.
NASA Astrophysics Data System (ADS)
Youn, Dong Joon
This thesis presents the development and validation of an advanced hydro-mechanical coupled finite element program analyzing hydraulic fracture propagation within unconventional hydrocarbon formations under various conditions. The realistic modeling of hydraulic fracturing is necessarily required to improve the understanding and efficiency of the stimulation technique. Such modeling remains highly challenging, however, due to factors including the complexity of fracture propagation mechanisms, the coupled behavior of fracture displacement and fluid pressure, the interactions between pre-existing natural and initiated hydraulic fractures and the formation heterogeneity of the target reservoir. In this research, an eXtended Finite Element Method (XFEM) scheme is developed allowing for representation of single or multiple fracture propagations without any need for re-meshing. Also, the coupled flows through the fracture are considered in the program to account for their influence on stresses and deformations along the hydraulic fracture. In this research, a sequential coupling scheme is applied to estimate fracture aperture and fluid pressure with the XFEM. Later, the coupled XFEM program is used to estimate wellbore bottomhole pressure during fracture propagation, and the pressure variations are analyzed to determine the geometry and performance of the hydraulic fracturing as pressure leak-off test. Finally, material heterogeneity is included into the XFEM program to check the effect of random formation property distributions to the hydraulic fracture geometry. Random field theory is used to create the random realization of the material heterogeneity with the consideration of mean, standard deviation, and property correlation length. These analyses lead to probabilistic information on the response of unconventional reservoirs and offer a more scientific approach regarding risk management for the unconventional reservoir stimulation. The new stochastic approach combining XFEM and random field is named as eXtended Random Finite Element Method (XRFEM). All the numerical analysis codes in this thesis are written in Fortran 2003, and these codes are applicable as a series of sub-modules within a suite of finite element codes developed by Smith and Griffiths (2004).
On Digital Simulation of Multicorrelated Random Processes and Its Applications. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Sinha, A. K.
1973-01-01
Two methods are described to simulate, on a digital computer, a set of correlated, stationary, and Gaussian time series with zero mean from the given matrix of power spectral densities and cross spectral densities. The first method is based upon trigonometric series with random amplitudes and deterministic phase angles. The random amplitudes are generated by using a standard random number generator subroutine. An example is given which corresponds to three components of wind velocities at two different spatial locations for a total of six correlated time series. In the second method, the whole process is carried out using the Fast Fourier Transform approach. This method gives more accurate results and works about twenty times faster for a set of six correlated time series.
NASA Astrophysics Data System (ADS)
El Grini, A.; Salmi, S.; Masrour, R.; Hamedoun, M.; Bouslykhane, K.; Marzouk, A.; Hourmatallah, A.; Benzakour, N.
2018-06-01
The Green's function theory and high-temperature series expansions technical have been developed for magnetic systems GeNi2-xCoxO4. We have applied the Green's function theory to evaluate thermal magnetization and magnetic susceptibility for different values of magnetic field and dilution x, considering all components of the magnetization when an external magnetic field is applied in (x,z)-plane. The second theory combined with the Padé approximants method for a randomly diluted Heisenberg magnet is used to deduce the magnetic phase diagram of GeNi2 - xCoxO4 systems. The critical exponents ? and ? associated with the magnetic susceptibility ? and the correlation length ξ, respectively, have been deduced. The theoretical results are compared with those given by magnetic measurements.
Clustering of galaxies near damped Lyman-alpha systems with (z) = 2.6
NASA Technical Reports Server (NTRS)
Wolfe, A. M
1993-01-01
The galaxy two-point correlation function, xi, at (z) = 2.6 is determined by comparing the number of Ly-alpha-emitting galaxies in narrowband CCD fields selected for the presence of damped L-alpha absorption to their number in randomly selected control fields. Comparisons between the presented determination of (xi), a density-weighted volume average of xi, and model predictions for (xi) at large redshifts show that models in which the clustering pattern is fixed in proper coordinates are highly unlikely, while better agreement is obtained if the clustering pattern is fixed in comoving coordinates. Therefore, clustering of Ly-alpha-emitting galaxies around damped Ly-alpha systems at large redshifts is strong. It is concluded that the faint blue galaxies are drawn from a parent population different from normal galaxies, the presumed offspring of damped Ly-alpha systems.
Improvements in GRACE Gravity Field Determination through Stochastic Observation Modeling
NASA Astrophysics Data System (ADS)
McCullough, C.; Bettadpur, S. V.
2016-12-01
Current unconstrained Release 05 GRACE gravity field solutions from the Center for Space Research (CSR RL05) assume random observation errors following an independent multivariate Gaussian distribution. This modeling of observations, a simplifying assumption, fails to account for long period, correlated errors arising from inadequacies in the background force models. Fully modeling the errors inherent in the observation equations, through the use of a full observation covariance (modeling colored noise), enables optimal combination of GPS and inter-satellite range-rate data and obviates the need for estimating kinematic empirical parameters during the solution process. Most importantly, fully modeling the observation errors drastically improves formal error estimates of the spherical harmonic coefficients, potentially enabling improved uncertainty quantification of scientific results derived from GRACE and optimizing combinations of GRACE with independent data sets and a priori constraints.
NASA Astrophysics Data System (ADS)
Yamamoto, Takashi; Kimikawa, Yuichi
1992-10-01
The conformational motion of a polymethylene molecule constrained by a cylindrical potential is simulated up to 100 ps. The molecule consists of 60 CH2 groups and has variable bond lengths, bond angles, and dihedral angles. Our main concern here is the excitation and the dynamics of the conformational defects: kinks, jogs, etc. Under weaker constraint a number of gauche bonds are excited; they mostly form pairs such as gtḡ kinks or gtttḡ jogs. These conformational defects show no continuous drift in space. Instead they often annihilate and then recreate at different sites showing apparently random positional changes. The conformational defects produce characteristic strain fields around them. It seems that the conformational defects interact attractively through these strain fields. This is evidenced by remarkably correlated spatial distributions of the gauche bonds.
Random scalar fields and hyperuniformity
NASA Astrophysics Data System (ADS)
Ma, Zheng; Torquato, Salvatore
2017-06-01
Disordered many-particle hyperuniform systems are exotic amorphous states of matter that lie between crystals and liquids. Hyperuniform systems have attracted recent attention because they are endowed with novel transport and optical properties. Recently, the hyperuniformity concept has been generalized to characterize two-phase media, scalar fields, and random vector fields. In this paper, we devise methods to explicitly construct hyperuniform scalar fields. Specifically, we analyze spatial patterns generated from Gaussian random fields, which have been used to model the microwave background radiation and heterogeneous materials, the Cahn-Hilliard equation for spinodal decomposition, and Swift-Hohenberg equations that have been used to model emergent pattern formation, including Rayleigh-Bénard convection. We show that the Gaussian random scalar fields can be constructed to be hyperuniform. We also numerically study the time evolution of spinodal decomposition patterns and demonstrate that they are hyperuniform in the scaling regime. Moreover, we find that labyrinth-like patterns generated by the Swift-Hohenberg equation are effectively hyperuniform. We show that thresholding (level-cutting) a hyperuniform Gaussian random field to produce a two-phase random medium tends to destroy the hyperuniformity of the progenitor scalar field. We then propose guidelines to achieve effectively hyperuniform two-phase media derived from thresholded non-Gaussian fields. Our investigation paves the way for new research directions to characterize the large-structure spatial patterns that arise in physics, chemistry, biology, and ecology. Moreover, our theoretical results are expected to guide experimentalists to synthesize new classes of hyperuniform materials with novel physical properties via coarsening processes and using state-of-the-art techniques, such as stereolithography and 3D printing.
Feldon, Steven E
2004-01-01
ABSTRACT Purpose To validate a computerized expert system evaluating visual fields in a prospective clinical trial, the Ischemic Optic Neuropathy Decompression Trial (IONDT). To identify the pattern and within-pattern severity of field defects for study eyes at baseline and 6-month follow-up. Design Humphrey visual field (HVF) change was used as the outcome measure for a prospective, randomized, multi-center trial to test the null hypothesis that optic nerve sheath decompression was ineffective in treating nonarteritic anterior ischemic optic neuropathy and to ascertain the natural history of the disease. Methods An expert panel established criteria for the type and severity of visual field defects. Using these criteria, a rule-based computerized expert system interpreted HVF from baseline and 6-month visits for patients randomized to surgery or careful follow-up and for patients who were not randomized. Results A computerized expert system was devised and validated. The system was then used to analyze HVFs. The pattern of defects found at baseline for patients randomized to surgery did not differ from that of patients randomized to careful follow-up. The most common pattern of defect was a superior and inferior arcuate with central scotoma for randomized eyes (19.2%) and a superior and inferior arcuate for nonrandomized eyes (30.6%). Field patterns at 6 months and baseline were not different. For randomized study eyes, the superior altitudinal defects improved (P = .03), as did the inferior altitudinal defects (P = .01). For nonrandomized study eyes, only the inferior altitudinal defects improved (P = .02). No treatment effect was noted. Conclusions A novel rule-based expert system successfully interpreted visual field defects at baseline of eyes enrolled in the IONDT. PMID:15747764
A Comparative Study of Random Patterns for Digital Image Correlation
NASA Astrophysics Data System (ADS)
Stoilov, G.; Kavardzhikov, V.; Pashkouleva, D.
2012-06-01
Digital Image Correlation (DIC) is a computer based image analysis technique utilizing random patterns, which finds applications in experimental mechanics of solids and structures. In this paper a comparative study of three simulated random patterns is done. One of them is generated according to a new algorithm, introduced by the authors. A criterion for quantitative evaluation of random patterns after the calculation of their autocorrelation functions is introduced. The patterns' deformations are simulated numerically and realized experimentally. The displacements are measured by using the DIC method. Tensile tests are performed after printing the generated random patterns on surfaces of standard iron sheet specimens. It is found that the new designed random pattern keeps relatively good quality until reaching 20% deformation.
A method to estimate the effect of deformable image registration uncertainties on daily dose mapping
Murphy, Martin J.; Salguero, Francisco J.; Siebers, Jeffrey V.; Staub, David; Vaman, Constantin
2012-01-01
Purpose: To develop a statistical sampling procedure for spatially-correlated uncertainties in deformable image registration and then use it to demonstrate their effect on daily dose mapping. Methods: Sequential daily CT studies are acquired to map anatomical variations prior to fractionated external beam radiotherapy. The CTs are deformably registered to the planning CT to obtain displacement vector fields (DVFs). The DVFs are used to accumulate the dose delivered each day onto the planning CT. Each DVF has spatially-correlated uncertainties associated with it. Principal components analysis (PCA) is applied to measured DVF error maps to produce decorrelated principal component modes of the errors. The modes are sampled independently and reconstructed to produce synthetic registration error maps. The synthetic error maps are convolved with dose mapped via deformable registration to model the resulting uncertainty in the dose mapping. The results are compared to the dose mapping uncertainty that would result from uncorrelated DVF errors that vary randomly from voxel to voxel. Results: The error sampling method is shown to produce synthetic DVF error maps that are statistically indistinguishable from the observed error maps. Spatially-correlated DVF uncertainties modeled by our procedure produce patterns of dose mapping error that are different from that due to randomly distributed uncertainties. Conclusions: Deformable image registration uncertainties have complex spatial distributions. The authors have developed and tested a method to decorrelate the spatial uncertainties and make statistical samples of highly correlated error maps. The sample error maps can be used to investigate the effect of DVF uncertainties on daily dose mapping via deformable image registration. An initial demonstration of this methodology shows that dose mapping uncertainties can be sensitive to spatial patterns in the DVF uncertainties. PMID:22320766
Classical and quantum stability in putative landscapes
Dine, Michael
2017-01-18
Landscape analyses often assume the existence of large numbers of fields, N, with all of the many couplings among these fields (subject to constraints such as local supersymmetry) selected independently and randomly from simple (say Gaussian) distributions. We point out that unitarity and perturbativity place significant constraints on behavior of couplings with N, eliminating otherwise puzzling results. In would-be flux compactifications of string theory, we point out that in order that there be large numbers of light fields, the compactification radii must scale as a positive power of N; scaling of couplings with N may also be necessary for perturbativity.more » We show that in some simple string theory settings with large numbers of fields, for fixed R and string coupling, one can bound certain sums of squares of couplings by order one numbers. This may argue for strong correlations, possibly calling into question the assumption of uncorrelated distributions. Finally, we consider implications of these considerations for classical and quantum stability of states without supersymmetry, with low energy supersymmetry arising from tuning of parameters, and with dynamical breaking of supersymmetry.« less
Classical and quantum stability in putative landscapes
NASA Astrophysics Data System (ADS)
Dine, Michael
2017-01-01
Landscape analyses often assume the existence of large numbers of fields, N , with all of the many couplings among these fields (subject to constraints such as local supersymmetry) selected independently and randomly from simple (say Gaussian) distributions. We point out that unitarity and perturbativity place significant constraints on behavior of couplings with N , eliminating otherwise puzzling results. In would-be flux compactifications of string theory, we point out that in order that there be large numbers of light fields, the compactification radii must scale as a positive power of N ; scaling of couplings with N may also be necessary for perturbativity. We show that in some simple string theory settings with large numbers of fields, for fixed R and string coupling, one can bound certain sums of squares of couplings by order one numbers. This may argue for strong correlations, possibly calling into question the assumption of uncorrelated distributions. We consider implications of these considerations for classical and quantum stability of states without supersymmetry, with low energy supersymmetry arising from tuning of parameters, and with dynamical breaking of supersymmetry.
Ordering dynamics of self-propelled particles in an inhomogeneous medium
NASA Astrophysics Data System (ADS)
Das, Rakesh; Mishra, Shradha; Puri, Sanjay
2018-02-01
Ordering dynamics of self-propelled particles in an inhomogeneous medium in two dimensions is studied. We write coarse-grained hydrodynamic equations of motion for density and polarisation fields in the presence of an external random disorder field, which is quenched in time. The strength of inhomogeneity is tuned from zero disorder (clean system) to large disorder. In the clean system, the polarisation field grows algebraically as LP ∼ t0.5 . The density field does not show clean power-law growth; however, it follows Lρ ∼ t0.8 approximately. In the inhomogeneous system, we find a disorder-dependent growth. For both the density and the polarisation, growth slows down with increasing strength of disorder. The polarisation shows a disorder-dependent power-law growth LP(t,Δ) ∼ t1/\\bar zP(Δ) for intermediate times. At late times, there is a crossover to logarithmic growth LP(t,Δ) ∼ (\\ln t)1/\\varphi , where φ is a disorder-independent exponent. Two-point correlation functions for the polarisation show dynamical scaling, but the density does not.
Random Assignment: Practical Considerations from Field Experiments.
ERIC Educational Resources Information Center
Dunford, Franklyn W.
1990-01-01
Seven qualitative issues associated with randomization that have the potential to weaken or destroy otherwise sound experimental designs are reviewed and illustrated via actual field experiments. Issue areas include ethics and legality, liability risks, manipulation of randomized outcomes, hidden bias, design intrusiveness, case flow, and…
Effective Perron-Frobenius eigenvalue for a correlated random map
NASA Astrophysics Data System (ADS)
Pool, Roman R.; Cáceres, Manuel O.
2010-09-01
We investigate the evolution of random positive linear maps with various type of disorder by analytic perturbation and direct simulation. Our theoretical result indicates that the statistics of a random linear map can be successfully described for long time by the mean-value vector state. The growth rate can be characterized by an effective Perron-Frobenius eigenvalue that strongly depends on the type of correlation between the elements of the projection matrix. We apply this approach to an age-structured population dynamics model. We show that the asymptotic mean-value vector state characterizes the population growth rate when the age-structured model has random vital parameters. In this case our approach reveals the nontrivial dependence of the effective growth rate with cross correlations. The problem was reduced to the calculation of the smallest positive root of a secular polynomial, which can be obtained by perturbations in terms of Green’s function diagrammatic technique built with noncommutative cumulants for arbitrary n -point correlations.
Plasmon dispersion in strongly correlated superlattices
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lu, D.; Golden, K.I.; Kalman, G.
The dielectric response function of a strongly correlated superlattice is calculated in the quasilocalized charge (QLC) approximation. The resulting QLC static local-field correction, which contains both intralayer and interlayer pair-correlational effects, is identical to the correlational part of the third-frequency-moment sum-rule coefficient. This approximation treats the interlayer and intralayer couplings on an equal footing. The resulting dispersion relation is first analyzed to determine the effect of intralayer coupling on the out-of-phase acoustic-mode dispersion; in this approximation the interlayer coupling is suppressed and the mutual interaction of the layers is taken into account only through the average random-phase approximation (RPA) field.more » In the resulting mode dispersion, the onset of a finite-{ital k} ({ital k} being the in-plane wave number) reentrant low-frequency excitation developing (with decreasing {ital d}/{ital a}) into a dynamical instability is indicated ({ital a} being the in-plane Wigner-Seitz radius and {ital d} the distance between adjacent lattice planes). This dynamical instability parallels a static structural instability reported earlier both for a bilayer electron system and a superlattice and presumably indicates a structural change in the electron liquid. If one takes account of interlayer correlations beyond the RPA, the acoustic excitation spectrum is dramatically modified by the appearance of an energy gap which also has a stabilizing effect on the instability. We extend a previous energy gap study at {ital k}=0 [G. Kalman, Y. Ren, and K. I. Golden, Phys Rev. B {bold 50}, 2031 (1994)] to a calculation of the dispersion of the gapped acoustic excitation spectrum in the long-wavelength domain. {copyright} {ital 1996 The American Physical Society.}« less
Clark, M.R.; Gangopadhyay, S.; Hay, L.; Rajagopalan, B.; Wilby, R.
2004-01-01
A number of statistical methods that are used to provide local-scale ensemble forecasts of precipitation and temperature do not contain realistic spatial covariability between neighboring stations or realistic temporal persistence for subsequent forecast lead times. To demonstrate this point, output from a global-scale numerical weather prediction model is used in a stepwise multiple linear regression approach to downscale precipitation and temperature to individual stations located in and around four study basins in the United States. Output from the forecast model is downscaled for lead times up to 14 days. Residuals in the regression equation are modeled stochastically to provide 100 ensemble forecasts. The precipitation and temperature ensembles from this approach have a poor representation of the spatial variability and temporal persistence. The spatial correlations for downscaled output are considerably lower than observed spatial correlations at short forecast lead times (e.g., less than 5 days) when there is high accuracy in the forecasts. At longer forecast lead times, the downscaled spatial correlations are close to zero. Similarly, the observed temporal persistence is only partly present at short forecast lead times. A method is presented for reordering the ensemble output in order to recover the space-time variability in precipitation and temperature fields. In this approach, the ensemble members for a given forecast day are ranked and matched with the rank of precipitation and temperature data from days randomly selected from similar dates in the historical record. The ensembles are then reordered to correspond to the original order of the selection of historical data. Using this approach, the observed intersite correlations, intervariable correlations, and the observed temporal persistence are almost entirely recovered. This reordering methodology also has applications for recovering the space-time variability in modeled streamflow. ?? 2004 American Meteorological Society.
Eigenvalue density of cross-correlations in Sri Lankan financial market
NASA Astrophysics Data System (ADS)
Nilantha, K. G. D. R.; Ranasinghe; Malmini, P. K. C.
2007-05-01
We apply the universal properties with Gaussian orthogonal ensemble (GOE) of random matrices namely spectral properties, distribution of eigenvalues, eigenvalue spacing predicted by random matrix theory (RMT) to compare cross-correlation matrix estimators from emerging market data. The daily stock prices of the Sri Lankan All share price index and Milanka price index from August 2004 to March 2005 were analyzed. Most eigenvalues in the spectrum of the cross-correlation matrix of stock price changes agree with the universal predictions of RMT. We find that the cross-correlation matrix satisfies the universal properties of the GOE of real symmetric random matrices. The eigen distribution follows the RMT predictions in the bulk but there are some deviations at the large eigenvalues. The nearest-neighbor spacing and the next nearest-neighbor spacing of the eigenvalues were examined and found that they follow the universality of GOE. RMT with deterministic correlations found that each eigenvalue from deterministic correlations is observed at values, which are repelled from the bulk distribution.
Importance of small-degree nodes in assortative networks with degree-weight correlations
NASA Astrophysics Data System (ADS)
Ma, Sijuan; Feng, Ling; Monterola, Christopher Pineda; Lai, Choy Heng
2017-10-01
It has been known that assortative network structure plays an important role in spreading dynamics for unweighted networks. Yet its influence on weighted networks is not clear, in particular when weight is strongly correlated with the degrees of the nodes as we empirically observed in Twitter. Here we use the self-consistent probability method and revised nonperturbative heterogenous mean-field theory method to investigate this influence on both susceptible-infective-recovered (SIR) and susceptible-infective-susceptible (SIS) spreading dynamics. Both our simulation and theoretical results show that while the critical threshold is not significantly influenced by the assortativity, the prevalence in the supercritical regime shows a crossover under different degree-weight correlations. In particular, unlike the case of random mixing networks, in assortative networks, the negative degree-weight correlation leads to higher prevalence in their spreading beyond the critical transmissivity than that of the positively correlated. In addition, the previously observed inhibition effect on spreading velocity by assortative structure is not apparent in negatively degree-weight correlated networks, while it is enhanced for that of the positively correlated. Detailed investigation into the degree distribution of the infected nodes reveals that small-degree nodes play essential roles in the supercritical phase of both SIR and SIS spreadings. Our results have direct implications in understanding viral information spreading over online social networks and epidemic spreading over contact networks.
Terenzi, Camilla; Bouguet-Bonnet, Sabine; Canet, Daniel
2017-04-21
At ambient temperature, conversion from 100% enriched para-hydrogen (p-H 2 ; singlet state) to ortho-hydrogen (o-H 2 ; triplet state) leads necessarily to the thermodynamic equilibrium proportions: 75% of o-H 2 and 25% of p-H 2 . When p-H 2 is dissolved in a diamagnetic organic solvent, conversion is very slow and can be considered as arising from nuclear spin relaxation phenomena. A first relaxation mechanism, specific to the singlet state and involving a combination of auto-correlation and cross correlation spectral densities, can be retained: randomly fluctuating magnetic fields due to inter-molecular dipolar interactions. We demonstrate here that (i) this dipolar mechanism is not sufficient for accounting for the para→ortho conversion rate, (ii) spin-rotation interaction, an intra-molecular mechanism, behaves similarly to random-field interaction and, thus, may be involved in the singlet relaxation rate. Also, as the para→ortho conversion is monitored by proton nuclear magnetic resonance (NMR) of dissolved o-H 2 (p-H 2 is NMR-silent), one has to account for H 2 exchange between the liquid phase and the gas phase within the NMR tube, as well as for dissolution effects. Experimental evidence of the above statements is brought here in the case of two organic solvents: acetone-d 6 and carbon disulfide. The observed temperature dependence of the para→ortho conversion rate shows that spin-rotation can be the dominant contribution to the p-H 2 relaxation rate in the absence of tangible dipolar interactions. Our findings shed new light on the "mysterious" mechanism of the para→ortho conversion which has been searched for several decades.
Non-Markovian quantum Brownian motion in one dimension in electric fields
NASA Astrophysics Data System (ADS)
Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.
2018-04-01
Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.
A perfect correlate does not a surrogate make
Baker, Stuart G; Kramer, Barnett S
2003-01-01
Background There is common belief among some medical researchers that if a potential surrogate endpoint is highly correlated with a true endpoint, then a positive (or negative) difference in potential surrogate endpoints between randomization groups would imply a positive (or negative) difference in unobserved true endpoints between randomization groups. We investigate this belief when the potential surrogate and unobserved true endpoints are perfectly correlated within each randomization group. Methods We use a graphical approach. The vertical axis is the unobserved true endpoint and the horizontal axis is the potential surrogate endpoint. Perfect correlation within each randomization group implies that, for each randomization group, potential surrogate and true endpoints are related by a straight line. In this scenario the investigator does not know the slopes or intercepts. We consider a plausible example where the slope of the line is higher for the experimental group than for the control group. Results In our example with unknown lines, a decrease in mean potential surrogate endpoints from control to experimental groups corresponds to an increase in mean true endpoint from control to experimental groups. Thus the potential surrogate endpoints give the wrong inference. Similar results hold for binary potential surrogate and true outcomes (although the notion of correlation does not apply). The potential surrogate endpointwould give the correct inference if either (i) the unknown lines for the two group coincided, which means that the distribution of true endpoint conditional on potential surrogate endpoint does not depend on treatment group, which is called the Prentice Criterion or (ii) if one could accurately predict the lines based on data from prior studies. Conclusion Perfect correlation between potential surrogate and unobserved true outcomes within randomized groups does not guarantee correct inference based on a potential surrogate endpoint. Even in early phase trials, investigators should not base conclusions on potential surrogate endpoints in which the only validation is high correlation with the true endpoint within a group. PMID:12962545
NASA Astrophysics Data System (ADS)
Lai, Xiaoming; Zhu, Qing; Zhou, Zhiwen; Liao, Kaihua
2017-12-01
In this study, seven random combination sampling strategies were applied to investigate the uncertainties in estimating the hillslope mean soil water content (SWC) and correlation coefficients between the SWC and soil/terrain properties on a tea + bamboo hillslope. One of the sampling strategies is the global random sampling and the other six are the stratified random sampling on the top, middle, toe, top + mid, top + toe and mid + toe slope positions. When each sampling strategy was applied, sample sizes were gradually reduced and each sampling size contained 3000 replicates. Under each sampling size of each sampling strategy, the relative errors (REs) and coefficients of variation (CVs) of the estimated hillslope mean SWC and correlation coefficients between the SWC and soil/terrain properties were calculated to quantify the accuracy and uncertainty. The results showed that the uncertainty of the estimations decreased as the sampling size increasing. However, larger sample sizes were required to reduce the uncertainty in correlation coefficient estimation than in hillslope mean SWC estimation. Under global random sampling, 12 randomly sampled sites on this hillslope were adequate to estimate the hillslope mean SWC with RE and CV ≤10%. However, at least 72 randomly sampled sites were needed to ensure the estimated correlation coefficients with REs and CVs ≤10%. Comparing with all sampling strategies, reducing sampling sites on the middle slope had the least influence on the estimation of hillslope mean SWC and correlation coefficients. Under this strategy, 60 sites (10 on the middle slope and 50 on the top and toe slopes) were enough to ensure the estimated correlation coefficients with REs and CVs ≤10%. This suggested that when designing the SWC sampling, the proportion of sites on the middle slope can be reduced to 16.7% of the total number of sites. Findings of this study will be useful for the optimal SWC sampling design.
Blob-hole correlation model for edge turbulence and comparisons with NSTX gas puff imaging data
NASA Astrophysics Data System (ADS)
Myra, J. R.; Zweben, S. J.; Russell, D. A.
2018-07-01
Gas puff imaging (GPI) observations made in NSTX (Zweben et al 2017 Phys. Plasmas 24 102509) have revealed two-point spatial correlations of edge and scrape-off layer (SOL) turbulence in the plane perpendicular to the magnetic field. A common feature is the occurrence of dipole-like patterns with significant regions of negative correlation. In this paper, we explore the possibility that these dipole patterns may be due to blob-hole pairs. Statistical methods are applied to determine the two-point spatial correlation that results from a model of blob-hole pair formation. It is shown that the model produces dipole correlation patterns that are qualitatively similar to the GPI data in several respects. Effects of the reference location (confined surfaces or SOL), a superimposed random background, hole velocity and lifetime, and background sheared flows are explored and discussed with respect to experimental observations. Additional analysis of the experimental GPI dataset is performed to further test this blob-hole correlation model. A time delay two-point spatial correlation study did not reveal inward propagation of the negative correlation structures that were postulated to correspond to holes in the data nor did it suggest that the negative correlation structures are due to neutral shadowing. However, tracking of the highest and lowest values (extrema) of the normalized GPI fluctuations shows strong evidence for mean inward propagation of minima and outward propagation of maxima, in qualitative agreement with theoretical expectations. Other properties of the experimentally observed extrema are discussed.
Group identification in Indonesian stock market
NASA Astrophysics Data System (ADS)
Nurriyadi Suparno, Ervano; Jo, Sung Kyun; Lim, Kyuseong; Purqon, Acep; Kim, Soo Yong
2016-08-01
The characteristic of Indonesian stock market is interesting especially because it represents developing countries. We investigate the dynamics and structures by using Random Matrix Theory (RMT). Here, we analyze the cross-correlation of the fluctuations of the daily closing price of stocks from the Indonesian Stock Exchange (IDX) between January 1, 2007, and October 28, 2014. The eigenvalue distribution of the correlation matrix consists of noise which is filtered out using the random matrix as a control. The bulk of the eigenvalue distribution conforms to the random matrix, allowing the separation of random noise from original data which is the deviating eigenvalues. From the deviating eigenvalues and the corresponding eigenvectors, we identify the intrinsic normal modes of the system and interpret their meaning based on qualitative and quantitative approach. The results show that the largest eigenvector represents the market-wide effect which has a predominantly common influence toward all stocks. The other eigenvectors represent highly correlated groups within the system. Furthermore, identification of the largest components of the eigenvectors shows the sector or background of the correlated groups. Interestingly, the result shows that there are mainly two clusters within IDX, natural and non-natural resource companies. We then decompose the correlation matrix to investigate the contribution of the correlated groups to the total correlation, and we find that IDX is still driven mainly by the market-wide effect.
Estimation of regionalized compositions: A comparison of three methods
Pawlowsky, V.; Olea, R.A.; Davis, J.C.
1995-01-01
A regionalized composition is a random vector function whose components are positive and sum to a constant at every point of the sampling region. Consequently, the components of a regionalized composition are necessarily spatially correlated. This spatial dependence-induced by the constant sum constraint-is a spurious spatial correlation and may lead to misinterpretations of statistical analyses. Furthermore, the cross-covariance matrices of the regionalized composition are singular, as is the coefficient matrix of the cokriging system of equations. Three methods of performing estimation or prediction of a regionalized composition at unsampled points are discussed: (1) the direct approach of estimating each variable separately; (2) the basis method, which is applicable only when a random function is available that can he regarded as the size of the regionalized composition under study; (3) the logratio approach, using the additive-log-ratio transformation proposed by J. Aitchison, which allows statistical analysis of compositional data. We present a brief theoretical review of these three methods and compare them using compositional data from the Lyons West Oil Field in Kansas (USA). It is shown that, although there are no important numerical differences, the direct approach leads to invalid results, whereas the basis method and the additive-log-ratio approach are comparable. ?? 1995 International Association for Mathematical Geology.
Modelling nematode movement using time-fractional dynamics.
Hapca, Simona; Crawford, John W; MacMillan, Keith; Wilson, Mike J; Young, Iain M
2007-09-07
We use a correlated random walk model in two dimensions to simulate the movement of the slug parasitic nematode Phasmarhabditis hermaphrodita in homogeneous environments. The model incorporates the observed statistical distributions of turning angle and speed derived from time-lapse studies of individual nematode trails. We identify strong temporal correlations between the turning angles and speed that preclude the case of a simple random walk in which successive steps are independent. These correlated random walks are appropriately modelled using an anomalous diffusion model, more precisely using a fractional sub-diffusion model for which the associated stochastic process is characterised by strong memory effects in the probability density function.
Role of critical fluctuations in the formation of a skyrmion lattice in MnSi
NASA Astrophysics Data System (ADS)
Chubova, N. M.; Moskvin, E. V.; Dyad'kin, V. A.; Dewhurst, Ch.; Maleev, S. V.; Grigor'ev, S. V.
2017-11-01
The region in the H- T phase diagram near the critical temperature ( T c ) of the cubic helicoidal MnSi magnet is comprehensively studied by small-angle neutron diffraction. Magnetic field H is applied along the [111] axis. The experimental geometry is chosen to simultaneously observe the following three different magnetic states of the system: (a) critical fluctuations of a spin spiral with randomly orientated wavevector k f , (b) conical structure with k c ǁ H, and (c) hexagonal skyrmion lattice with k sk ⊥ H. Both states (conical structure, and skyrmion lattice) are shown to exist above critical temperature T c = 29 K against the background of the critical fluctuations of a spin spiral. The conical lattice is present up to the temperatures where fluctuation correlation length ξ becomes comparable with pitch of spiral d s . The skyrmion lattice is localized near T c and is related to the fluctuations of a spiral with correlation length ξ ≈ 2 d s , and the propagation vector is normal to the field ( k sk ⊥ H). These spiral fluctuations are assumed to be the defects that stabilize the skyrmion lattice and promote its formation.
Integration of crosswell seismic data for simulating porosity in a heterogeneous carbonate aquifer
NASA Astrophysics Data System (ADS)
Emery, Xavier; Parra, Jorge
2013-11-01
A challenge for the geostatistical simulation of subsurface properties in mining, petroleum and groundwater applications is the integration of well logs and seismic measurements, which can provide information on geological heterogeneities at a wide range of scales. This paper presents a case study conducted at the Port Mayaca aquifer, located in western Martin County, Florida, in which it is of interest to simulate porosity, based on porosity logs at two wells and high-resolution crosswell seismic measurements of P-wave impedance. To this end, porosity and impedance are transformed into cross-correlated Gaussian random fields, using local transformations. The model parameters (transformation functions, mean values and correlation structure of the transformed fields) are inferred and checked against the data. Multiple realizations of porosity can then be constructed conditionally to the impedance information in the interwell region, which allow identifying one low-porosity structure and two to three flow units that connect the two wells, mapping heterogeneities within these units and visually assessing fluid paths in the aquifer. In particular, the results suggest that the paths in the lower flow units, formed by a network of heterogeneous conduits, are not as smooth as in the upper flow unit.
Frozen-Orbital and Downfolding Calculations with Auxiliary-Field Quantum Monte Carlo.
Purwanto, Wirawan; Zhang, Shiwei; Krakauer, Henry
2013-11-12
We describe the implementation of the frozen-orbital and downfolding approximations in the auxiliary-field quantum Monte Carlo (AFQMC) method. These approaches can provide significant computational savings, compared to fully correlating all of the electrons. While the many-body wave function is never explicit in AFQMC, its random walkers are Slater determinants, whose orbitals may be expressed in terms of any one-particle orbital basis. It is therefore straightforward to partition the full N-particle Hilbert space into active and inactive parts to implement the frozen-orbital method. In the frozen-core approximation, for example, the core electrons can be eliminated in the correlated part of the calculations, greatly increasing the computational efficiency, especially for heavy atoms. Scalar relativistic effects are easily included using the Douglas-Kroll-Hess theory. Using this method, we obtain a way to effectively eliminate the error due to single-projector, norm-conserving pseudopotentials in AFQMC. We also illustrate a generalization of the frozen-orbital approach that downfolds high-energy basis states to a physically relevant low-energy sector, which allows a systematic approach to produce realistic model Hamiltonians to further increase efficiency for extended systems.
NASA Astrophysics Data System (ADS)
Winstroth, J.; Schoen, L.; Ernst, B.; Seume, J. R.
2014-06-01
Optical full-field measurement methods such as Digital Image Correlation (DIC) provide a new opportunity for measuring deformations and vibrations with high spatial and temporal resolution. However, application to full-scale wind turbines is not trivial. Elaborate preparation of the experiment is vital and sophisticated post processing of the DIC results essential. In the present study, a rotor blade of a 3.2 MW wind turbine is equipped with a random black-and-white dot pattern at four different radial positions. Two cameras are located in front of the wind turbine and the response of the rotor blade is monitored using DIC for different turbine operations. In addition, a Light Detection and Ranging (LiDAR) system is used in order to measure the wind conditions. Wind fields are created based on the LiDAR measurements and used to perform aeroelastic simulations of the wind turbine by means of advanced multibody codes. The results from the optical DIC system appear plausible when checked against common and expected results. In addition, the comparison of relative out-ofplane blade deflections shows good agreement between DIC results and aeroelastic simulations.
A Markov model for blind image separation by a mean-field EM algorithm.
Tonazzini, Anna; Bedini, Luigi; Salerno, Emanuele
2006-02-01
This paper deals with blind separation of images from noisy linear mixtures with unknown coefficients, formulated as a Bayesian estimation problem. This is a flexible framework, where any kind of prior knowledge about the source images and the mixing matrix can be accounted for. In particular, we describe local correlation within the individual images through the use of Markov random field (MRF) image models. These are naturally suited to express the joint pdf of the sources in a factorized form, so that the statistical independence requirements of most independent component analysis approaches to blind source separation are retained. Our model also includes edge variables to preserve intensity discontinuities. MRF models have been proved to be very efficient in many visual reconstruction problems, such as blind image restoration, and allow separation and edge detection to be performed simultaneously. We propose an expectation-maximization algorithm with the mean field approximation to derive a procedure for estimating the mixing matrix, the sources, and their edge maps. We tested this procedure on both synthetic and real images, in the fully blind case (i.e., no prior information on mixing is exploited) and found that a source model accounting for local autocorrelation is able to increase robustness against noise, even space variant. Furthermore, when the model closely fits the source characteristics, independence is no longer a strict requirement, and cross-correlated sources can be separated, as well.
Spatial Distribution of Phase Singularities in Optical Random Vector Waves.
De Angelis, L; Alpeggiani, F; Di Falco, A; Kuipers, L
2016-08-26
Phase singularities are dislocations widely studied in optical fields as well as in other areas of physics. With experiment and theory we show that the vectorial nature of light affects the spatial distribution of phase singularities in random light fields. While in scalar random waves phase singularities exhibit spatial distributions reminiscent of particles in isotropic liquids, in vector fields their distribution for the different vector components becomes anisotropic due to the direct relation between propagation and field direction. By incorporating this relation in the theory for scalar fields by Berry and Dennis [Proc. R. Soc. A 456, 2059 (2000)], we quantitatively describe our experiments.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, J; Peng, J; Xie, J
2015-06-15
Purpose: The purpose of this study is to investigate the sensitivity of the planar quality assurance to MLC errors with different beam complexities in intensity-modulate radiation therapy. Methods: sixteen patients’ planar quality assurance (QA) plans in our institution were enrolled in this study, including 10 dynamic MLC (DMLC) IMRT plans measured by Portal Dosimetry and 6 static MLC (SMLC) IMRT plans measured by Mapcheck. The gamma pass rate was calculated using vender’s software. The field numbers were 74 and 40 for DMLC and SMLC, respectively. A random error was generated and introduced to these fields. The modified gamma pass ratemore » was calculated by comparing the original measured fluence and modified fields’ fluence. A decreasing gamma pass rate was acquired using the original gamma pass rate minus the modified gamma pass rate. Eight complexity scores were calculated in MATLAB based on the fluence and MLC sequence of these fields. The complexity scores include fractal dimension, monitor unit of field, modulation index, fluence map complexity, weighted average of field area, weighted average of field perimeter, and small aperture ratio ( <5cm{sup 2} and <50cm{sup 2}). The Spearman’s rank correlation coefficient was implemented to analyze the correlation between these scores and decreasing gamma rate. Results: The relation between the decreasing gamma pass rate and field complexity was insignificant for most complexity scores. The most significant complexity score was fluence map complexity for SMLC, which have ρ =0.4274 (p-value=0.0063). For DMLC, the most significant complex score was fractal dimension, which have ρ=−0.3068 (p-value=0.0081). Conclusions: According to the primarily Result of this study, the sensitivity gamma pass rate was not strongly relate to the field complexity.« less
NASA Astrophysics Data System (ADS)
Yüksel, Yusuf
2018-05-01
We propose an atomistic model and present Monte Carlo simulation results regarding the influence of FM/AF interface structure on the hysteresis mechanism and exchange bias behavior for a spin valve type FM/FM/AF magnetic junction. We simulate perfectly flat and roughened interface structures both with uncompensated interfacial AF moments. In order to simulate rough interface effect, we introduce the concept of random exchange anisotropy field induced at the interface, and acting on the interface AF spins. Our results yield that different types of the random field distributions of anisotropy field may lead to different behavior of exchange bias.
Accuracy of Robotic Radiosurgical Liver Treatment Throughout the Respiratory Cycle
DOE Office of Scientific and Technical Information (OSTI.GOV)
Winter, Jeff D.; Wong, Raimond; Swaminath, Anand
Purpose: To quantify random uncertainties in robotic radiosurgical treatment of liver lesions with real-time respiratory motion management. Methods and Materials: We conducted a retrospective analysis of 27 liver cancer patients treated with robotic radiosurgery over 118 fractions. The robotic radiosurgical system uses orthogonal x-ray images to determine internal target position and correlates this position with an external surrogate to provide robotic corrections of linear accelerator positioning. Verification and update of this internal–external correlation model was achieved using periodic x-ray images collected throughout treatment. To quantify random uncertainties in targeting, we analyzed logged tracking information and isolated x-ray images collected immediately beforemore » beam delivery. For translational correlation errors, we quantified the difference between correlation model–estimated target position and actual position determined by periodic x-ray imaging. To quantify prediction errors, we computed the mean absolute difference between the predicted coordinates and actual modeled position calculated 115 milliseconds later. We estimated overall random uncertainty by quadratically summing correlation, prediction, and end-to-end targeting errors. We also investigated relationships between tracking errors and motion amplitude using linear regression. Results: The 95th percentile absolute correlation errors in each direction were 2.1 mm left–right, 1.8 mm anterior–posterior, 3.3 mm cranio–caudal, and 3.9 mm 3-dimensional radial, whereas 95th percentile absolute radial prediction errors were 0.5 mm. Overall 95th percentile random uncertainty was 4 mm in the radial direction. Prediction errors were strongly correlated with modeled target amplitude (r=0.53-0.66, P<.001), whereas only weak correlations existed for correlation errors. Conclusions: Study results demonstrate that model correlation errors are the primary random source of uncertainty in Cyberknife liver treatment and, unlike prediction errors, are not strongly correlated with target motion amplitude. Aggregate 3-dimensional radial position errors presented here suggest the target will be within 4 mm of the target volume for 95% of the beam delivery.« less
Nagata, Yuki; Lennartz, Christian
2008-07-21
The atomistic simulation of charge transfer process for an amorphous Alq(3) system is reported. By employing electrostatic potential charges, we calculate site energies and find that the standard deviation of site energy distribution is about twice as large as predicted in previous research. The charge mobility is calculated via the Miller-Abrahams formalism and the master equation approach. We find that the wide site energy distribution governs Poole-Frenkel-type behavior of charge mobility against electric field, while the spatially correlated site energy is not a dominant mechanism of Poole-Frenkel behavior in the range from 2x10(5) to 1.4x10(6) V/cm. Also we reveal that randomly meshed connectivities are, in principle, required to account for the Poole-Frenkel mechanism. Charge carriers find a zigzag pathway at low electric field, while they find a straight pathway along electric field when a high electric field is applied. In the space-charge-limited current scheme, the charge-carrier density increases with electric field strength so that the nonlinear behavior of charge mobility is enhanced through the strong charge-carrier density dependence of charge mobility.
NASA Astrophysics Data System (ADS)
Zhang, Y. K.; Liang, X.
2014-12-01
Effects of aquifer heterogeneity and uncertainties in source/sink, and initial and boundary conditions in a groundwater flow model on the spatiotemporal variations of groundwater level, h(x,t), were investigated. Analytical solutions for the variance and covariance of h(x, t) in an unconfined aquifer described by a linearized Boussinesq equation with a white noise source/sink and a random transmissivity field were derived. It was found that in a typical aquifer the error in h(x,t) in early time is mainly caused by the random initial condition and the error reduces as time goes to reach a constant error in later time. The duration during which the effect of the random initial condition is significant may last a few hundred days in most aquifers. The constant error in groundwater in later time is due to the combined effects of the uncertain source/sink and flux boundary: the closer to the flux boundary, the larger the error. The error caused by the uncertain head boundary is limited in a narrow zone near the boundary but it remains more or less constant over time. The effect of the heterogeneity is to increase the variation of groundwater level and the maximum effect occurs close to the constant head boundary because of the linear mean hydraulic gradient. The correlation of groundwater level decreases with temporal interval and spatial distance. In addition, the heterogeneity enhances the correlation of groundwater level, especially at larger time intervals and small spatial distances.
Radio polarization and magnetic field structure in M 101
NASA Astrophysics Data System (ADS)
Berkhuijsen, E. M.; Urbanik, M.; Beck, R.; Han, J. L.
2016-04-01
We observed total and polarized radio continuum emission from the spiral galaxy M 101 at λλ 6.2 cm and 11.1 cm with the Effelsberg telescope. The angular resolutions are 2.´ 5 (=5.4 kpc) and 4.´ 4 (=9.5 kpc), respectively. We use these data to study various emission components in M 101 and properties of the magnetic field. Separation of thermal and non-thermal emission shows that the thermal emission is closely correlated with the spiral arms, while the non-thermal emission is more smoothly distributed indicating diffusion of cosmic ray electrons away from their places of origin. The radial distribution of both emissions has a break near R = 16 kpc (=7.´ 4), where it steepens to an exponential scale length of L ≃ 5 kpc, which is about 2.5 times smaller than at R< 16 kpc. The distribution of the polarized emission has a broad maximum near R = 12 kpc and beyond R = 16 kpc also decreases with L ≃ 5 kpc. It seems that near R = 16 kpc a major change in the structure of M 101 takes place, which also affects the distributions of the strength of the random and ordered magnetic field. Beyond R = 16 kpc the radial scale length of both fields is about 20 kpc, which implies that they decrease to about 0.3 μG at R = 70 kpc, which is the largest optical extent. The equipartition strength of the total field ranges from nearly 10 μG at R< 2 kpc to 4 μG at R = 22-24 kpc. As the random field dominates in M 101 (Bran/Bord ≃ 2.4), wavelength-independent polarization is the main polarization mechanism. We show that energetic events causing H I shells of mean diameter < 625 pc could partly be responsible for this. At radii < 24 kpc, the random magnetic field depends on the star formation rate/area, ΣSFR, with a power-law exponent of b = 0.28 ± 0.02. The ordered magnetic field is generally aligned with the spiral arms with pitch angles that are about 8° larger than those of H I filaments. Based on observations with the 100 m telescope of the MPIfR at Effelsberg.FITS files of the images are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/588/A114
Summer School Effects in a Randomized Field Trial
ERIC Educational Resources Information Center
Zvoch, Keith; Stevens, Joseph J.
2013-01-01
This field-based randomized trial examined the effect of assignment to and participation in summer school for two moderately at-risk samples of struggling readers. Application of multiple regression models to difference scores capturing the change in summer reading fluency revealed that kindergarten students randomly assigned to summer school…
NASA Technical Reports Server (NTRS)
Kottarchyk, M.; Chen, S.-H.; Asano, S.
1979-01-01
The study tests the accuracy of the Rayleigh-Gans-Debye (RGD) approximation against a rigorous scattering theory calculation for a simplified model of E. coli (about 1 micron in size) - a solid spheroid. A general procedure is formulated whereby the scattered field amplitude correlation function, for both polarized and depolarized contributions, can be computed for a collection of particles. An explicit formula is presented for the scattered intensity, both polarized and depolarized, for a collection of randomly diffusing or moving particles. Two specific cases for the intermediate scattering functions are considered: diffusing particles and freely moving particles with a Maxwellian speed distribution. The formalism is applied to microorganisms suspended in a liquid medium. Sensitivity studies revealed that for values of the relative index of refraction greater than 1.03, RGD could be in serious error in computing the intensity as well as correlation functions.
Universality from disorder in the random-bond Blume-Capel model
NASA Astrophysics Data System (ADS)
Fytas, N. G.; Zierenberg, J.; Theodorakis, P. E.; Weigel, M.; Janke, W.; Malakis, A.
2018-04-01
Using high-precision Monte Carlo simulations and finite-size scaling we study the effect of quenched disorder in the exchange couplings on the Blume-Capel model on the square lattice. The first-order transition for large crystal-field coupling is softened to become continuous, with a divergent correlation length. An analysis of the scaling of the correlation length as well as the susceptibility and specific heat reveals that it belongs to the universality class of the Ising model with additional logarithmic corrections which is also observed for the Ising model itself if coupled to weak disorder. While the leading scaling behavior of the disordered system is therefore identical between the second-order and first-order segments of the phase diagram of the pure model, the finite-size scaling in the ex-first-order regime is affected by strong transient effects with a crossover length scale L*≈32 for the chosen parameters.
The Excursion set approach: Stratonovich approximation and Cholesky decomposition
NASA Astrophysics Data System (ADS)
Nikakhtar, Farnik; Ayromlou, Mohammadreza; Baghram, Shant; Rahvar, Sohrab; Tabar, M. Reza Rahimi; Sheth, Ravi K.
2018-05-01
The excursion set approach is a framework for estimating how the number density of nonlinear structures in the cosmic web depends on the expansion history of the universe and the nature of gravity. A key part of the approach is the estimation of the first crossing distribution of a suitably chosen barrier by random walks having correlated steps: The shape of the barrier is determined by the physics of nonlinear collapse, and the correlations between steps by the nature of the initial density fluctuation field. We describe analytic and numerical methods for calculating such first up-crossing distributions. While the exact solution can be written formally as an infinite series, we show how to approximate it efficiently using the Stratonovich approximation. We demonstrate its accuracy using Monte-Carlo realizations of the walks, which we generate using a novel Cholesky-decomposition based algorithm, which is significantly faster than the algorithm that is currently in the literature.
Multifield-graphs: an approach to visualizing correlations in multifield scalar data.
Sauber, Natascha; Theisel, Holger; Seidel, Hans-Peter
2006-01-01
We present an approach to visualizing correlations in 3D multifield scalar data. The core of our approach is the computation of correlation fields, which are scalar fields containing the local correlations of subsets of the multiple fields. While the visualization of the correlation fields can be done using standard 3D volume visualization techniques, their huge number makes selection and handling a challenge. We introduce the Multifield-Graph to give an overview of which multiple fields correlate and to show the strength of their correlation. This information guides the selection of informative correlation fields for visualization. We use our approach to visually analyze a number of real and synthetic multifield datasets.
Decay of random correlation functions for unimodal maps
NASA Astrophysics Data System (ADS)
Baladi, Viviane; Benedicks, Michael; Maume-Deschamps, Véronique
2000-10-01
Since the pioneering results of Jakobson and subsequent work by Benedicks-Carleson and others, it is known that quadratic maps tfa( χ) = a - χ2 admit a unique absolutely continuous invariant measure for a positive measure set of parameters a. For topologically mixing tfa, Young and Keller-Nowicki independently proved exponential decay of correlation functions for this a.c.i.m. and smooth observables. We consider random compositions of small perturbations tf + ωt, with tf = tfa or another unimodal map satisfying certain nonuniform hyperbolicity axioms, and ωt chosen independently and identically in [-ɛ, ɛ]. Baladi-Viana showed exponential mixing of the associated Markov chain, i.e., averaging over all random itineraries. We obtain stretched exponential bounds for the random correlation functions of Lipschitz observables for the sample measure μωof almost every itinerary.
Statistical properties of solar flares and coronal mass ejections through the solar cycle
NASA Astrophysics Data System (ADS)
Telloni, Daniele; Carbone, Vincenzo; Lepreti, Fabio; Antonucci, Ester
2016-03-01
Waiting Time Distributions (WTDs) of solar flares are investigated all through the solar cycle. The same approach applied to Coronal Mass Ejections (CMEs) in a previous work is considered here for flare occurrence. Our analysis reveals that flares and CMEs share some common statistical properties, which result dependent on the level of solar activity. Both flares and CMEs seem to independently occur during minimum solar activity phases, whilst their WTDs significantly deviate from a Poisson function at solar maximum, thus suggesting that these events are correlated. The characteristics of WTDs are constrained by the physical processes generating those eruptions associated with flares and CMEs. A scenario may be drawn in which different mechanisms are actively at work during different phases of the solar cycle. Stochastic processes, most likely related to random magnetic reconnections of the field lines, seem to play a key role during solar minimum periods. On the other hand, persistent processes, like sympathetic eruptions associated to the variability of the photospheric magnetism, are suggested to dominate during periods of high solar activity. Moreover, despite the similar statistical properties shown by flares and CMEs, as it was mentioned above, their WTDs appear different in some aspects. During solar minimum periods, the flare occurrence randomness seems to be more evident than for CMEs. Those persistent mechanisms generating interdependent events during maximum periods of solar activity can be suggested to play a more important role for CMEs than for flares, thus mitigating the competitive action of the random processes, which seem instead strong enough to weaken the correlations among flare event occurrence during solar minimum periods. However, it cannot be excluded that the physical processes at the basis of the origin of the temporal correlation between solar events are different for flares and CMEs, or that, more likely, more sophisticated effects are at work at the same time leading to an even more complex picture. This work represents a first step for further investigations.
Rubin, D.M.
1992-01-01
Forecasting of one-dimensional time series previously has been used to help distinguish periodicity, chaos, and noise. This paper presents two-dimensional generalizations for making such distinctions for spatial patterns. The techniques are evaluated using synthetic spatial patterns and then are applied to a natural example: ripples formed in sand by blowing wind. Tests with the synthetic patterns demonstrate that the forecasting techniques can be applied to two-dimensional spatial patterns, with the same utility and limitations as when applied to one-dimensional time series. One limitation is that some combinations of periodicity and randomness exhibit forecasting signatures that mimic those of chaos. For example, sine waves distorted with correlated phase noise have forecasting errors that increase with forecasting distance, errors that, are minimized using nonlinear models at moderate embedding dimensions, and forecasting properties that differ significantly between the original and surrogates. Ripples formed in sand by flowing air or water typically vary in geometry from one to another, even when formed in a flow that is uniform on a large scale; each ripple modifies the local flow or sand-transport field, thereby influencing the geometry of the next ripple downcurrent. Spatial forecasting was used to evaluate the hypothesis that such a deterministic process - rather than randomness or quasiperiodicity - is responsible for the variation between successive ripples. This hypothesis is supported by a forecasting error that increases with forecasting distance, a greater accuracy of nonlinear relative to linear models, and significant differences between forecasts made with the original ripples and those made with surrogate patterns. Forecasting signatures cannot be used to distinguish ripple geometry from sine waves with correlated phase noise, but this kind of structure can be ruled out by two geometric properties of the ripples: Successive ripples are highly correlated in wavelength, and ripple crests display dislocations such as branchings and mergers. ?? 1992 American Institute of Physics.
Intraclass Correlation Values for Planning Group-Randomized Trials in Education
ERIC Educational Resources Information Center
Hedges, Larry V.; Hedberg, E. C.
2007-01-01
Experiments that assign intact groups to treatment conditions are increasingly common in social research. In educational research, the groups assigned are often schools. The design of group-randomized experiments requires knowledge of the intraclass correlation structure to compute statistical power and sample sizes required to achieve adequate…
Spin dynamics of random Ising chain in coexisting transverse and longitudinal magnetic fields
NASA Astrophysics Data System (ADS)
Liu, Zhong-Qiang; Jiang, Su-Rong; Kong, Xiang-Mu; Xu, Yu-Liang
2017-05-01
The dynamics of the random Ising spin chain in coexisting transverse and longitudinal magnetic fields is studied by the recursion method. Both the spin autocorrelation function and its spectral density are investigated by numerical calculations. It is found that system's dynamical behaviors depend on the deviation σJ of the random exchange coupling between nearest-neighbor spins and the ratio rlt of the longitudinal and the transverse fields: (i) For rlt = 0, the system undergoes two crossovers from N independent spins precessing about the transverse magnetic field to a collective-mode behavior, and then to a central-peak behavior as σJ increases. (ii) For rlt ≠ 0, the system may exhibit a coexistence behavior of a collective-mode one and a central-peak one. When σJ is small (or large enough), system undergoes a crossover from a coexistence behavior (or a disordered behavior) to a central-peak behavior as rlt increases. (iii) Increasing σJ depresses effects of both the transverse and the longitudinal magnetic fields. (iv) Quantum random Ising chain in coexisting magnetic fields may exhibit under-damping and critical-damping characteristics simultaneously. These results indicate that changing the external magnetic fields may control and manipulate the dynamics of the random Ising chain.
Ben Daya, Ibrahim; Chen, Albert I. H.; Shafiee, Mohammad Javad; Wong, Alexander; Yeow, John T. W.
2015-01-01
3-D ultrasound imaging offers unique opportunities in the field of non destructive testing that cannot be easily found in A-mode and B-mode images. To acquire a 3-D ultrasound image without a mechanically moving transducer, a 2-D array can be used. The row column technique is preferred over a fully addressed 2-D array as it requires a significantly lower number of interconnections. Recent advances in 3-D row-column ultrasound imaging systems were largely focused on sensor design. However, these imaging systems face three intrinsic challenges that cannot be addressed by improving sensor design alone: speckle noise, sparsity of data in the imaged volume, and the spatially dependent point spread function of the imaging system. In this paper, we propose a compensated row-column ultrasound image reconstruction system using Fisher-Tippett multilayered conditional random field model. Tests carried out on both simulated and real row-column ultrasound images show the effectiveness of our proposed system as opposed to other published systems. Visual assessment of the results show our proposed system’s potential at preserving detail and reducing speckle. Quantitative analysis shows that our proposed system outperforms previously published systems when evaluated with metrics such as Peak Signal to Noise Ratio, Coefficient of Correlation, and Effective Number of Looks. These results show the potential of our proposed system as an effective tool for enhancing 3-D row-column imaging. PMID:26658577
Kühberger, Anton; Fritz, Astrid; Scherndl, Thomas
2014-01-01
Background The p value obtained from a significance test provides no information about the magnitude or importance of the underlying phenomenon. Therefore, additional reporting of effect size is often recommended. Effect sizes are theoretically independent from sample size. Yet this may not hold true empirically: non-independence could indicate publication bias. Methods We investigate whether effect size is independent from sample size in psychological research. We randomly sampled 1,000 psychological articles from all areas of psychological research. We extracted p values, effect sizes, and sample sizes of all empirical papers, and calculated the correlation between effect size and sample size, and investigated the distribution of p values. Results We found a negative correlation of r = −.45 [95% CI: −.53; −.35] between effect size and sample size. In addition, we found an inordinately high number of p values just passing the boundary of significance. Additional data showed that neither implicit nor explicit power analysis could account for this pattern of findings. Conclusion The negative correlation between effect size and samples size, and the biased distribution of p values indicate pervasive publication bias in the entire field of psychology. PMID:25192357
Kühberger, Anton; Fritz, Astrid; Scherndl, Thomas
2014-01-01
The p value obtained from a significance test provides no information about the magnitude or importance of the underlying phenomenon. Therefore, additional reporting of effect size is often recommended. Effect sizes are theoretically independent from sample size. Yet this may not hold true empirically: non-independence could indicate publication bias. We investigate whether effect size is independent from sample size in psychological research. We randomly sampled 1,000 psychological articles from all areas of psychological research. We extracted p values, effect sizes, and sample sizes of all empirical papers, and calculated the correlation between effect size and sample size, and investigated the distribution of p values. We found a negative correlation of r = -.45 [95% CI: -.53; -.35] between effect size and sample size. In addition, we found an inordinately high number of p values just passing the boundary of significance. Additional data showed that neither implicit nor explicit power analysis could account for this pattern of findings. The negative correlation between effect size and samples size, and the biased distribution of p values indicate pervasive publication bias in the entire field of psychology.
Impact of spatial variability and sampling design on model performance
NASA Astrophysics Data System (ADS)
Schrape, Charlotte; Schneider, Anne-Kathrin; Schröder, Boris; van Schaik, Loes
2017-04-01
Many environmental physical and chemical parameters as well as species distributions display a spatial variability at different scales. In case measurements are very costly in labour time or money a choice has to be made between a high sampling resolution at small scales and a low spatial cover of the study area or a lower sampling resolution at the small scales resulting in local data uncertainties with a better spatial cover of the whole area. This dilemma is often faced in the design of field sampling campaigns for large scale studies. When the gathered field data are subsequently used for modelling purposes the choice of sampling design and resulting data quality influence the model performance criteria. We studied this influence with a virtual model study based on a large dataset of field information on spatial variation of earthworms at different scales. Therefore we built a virtual map of anecic earthworm distributions over the Weiherbach catchment (Baden-Württemberg in Germany). First of all the field scale abundance of earthworms was estimated using a catchment scale model based on 65 field measurements. Subsequently the high small scale variability was added using semi-variograms, based on five fields with a total of 430 measurements divided in a spatially nested sampling design over these fields, to estimate the nugget, range and standard deviation of measurements within the fields. With the produced maps, we performed virtual samplings of one up to 50 random points per field. We then used these data to rebuild the catchment scale models of anecic earthworm abundance with the same model parameters as in the work by Palm et al. (2013). The results of the models show clearly that a large part of the non-explained deviance of the models is due to the very high small scale variability in earthworm abundance: the models based on single virtual sampling points on average obtain an explained deviance of 0.20 and a correlation coefficient of 0.64. With increasing sampling points per field, we averaged the measured abundance of the sampling within each field to obtain a more representative value of the field average. Doubling the samplings per field strongly improved the model performance criteria (explained deviance 0.38 and correlation coefficient 0.73). With 50 sampling points per field the performance criteria were 0.91 and 0.97 respectively for explained deviance and correlation coefficient. The relationship between number of samplings and performance criteria can be described with a saturation curve. Beyond five samples per field the model improvement becomes rather small. With this contribution we wish to discuss the impact of data variability at sampling scale on model performance and the implications for sampling design and assessment of model results as well as ecological inferences.
Retention capacity of correlated surfaces.
Schrenk, K J; Araújo, N A M; Ziff, R M; Herrmann, H J
2014-06-01
We extend the water retention model [C. L. Knecht et al., Phys. Rev. Lett. 108, 045703 (2012)] to correlated random surfaces. We find that the retention capacity of discrete random landscapes is strongly affected by spatial correlations among the heights. This phenomenon is related to the emergence of power-law scaling in the lake volume distribution. We also solve the uncorrelated case exactly for a small lattice and present bounds on the retention of uncorrelated landscapes.
Introduction to the Special Issue.
ERIC Educational Resources Information Center
Petrosino, Anthony
2003-01-01
Introduces the articles of this special issue focusing on randomized field trials in criminology. In spite of the overall lack of randomized field trials in criminology, some agencies and individuals are able to mount an impressive number of field trials, and these articles focus on their experiences. (SLD)
NASA Astrophysics Data System (ADS)
Kandrup, Henry E.
1988-06-01
This paper reexamines the statistical quantum field theory of a free, minimally coupled, real scalar field Φ in a statically bounded, classical Friedmann cosmology, where the time-dependent scale factor Ω(t) tends to constant values Ω1 and Ω2 for t
Adaptive use of research aircraft data sets for hurricane forecasts
NASA Astrophysics Data System (ADS)
Biswas, M. K.; Krishnamurti, T. N.
2008-02-01
This study uses an adaptive observational strategy for hurricane forecasting. It shows the impacts of Lidar Atmospheric Sensing Experiment (LASE) and dropsonde data sets from Convection and Moisture Experiment (CAMEX) field campaigns on hurricane track and intensity forecasts. The following cases are used in this study: Bonnie, Danielle and Georges of 1998 and Erin, Gabrielle and Humberto of 2001. A single model run for each storm is carried out using the Florida State University Global Spectral Model (FSUGSM) with the European Center for Medium Range Weather Forecasts (ECMWF) analysis as initial conditions, in addition to 50 other model runs where the analysis is randomly perturbed for each storm. The centers of maximum variance of the DLM heights are located from the forecast error variance fields at the 84-hr forecast. Back correlations are then performed using the centers of these maximum variances and the fields at the 36-hr forecast. The regions having the highest correlations in the vicinity of the hurricanes are indicative of regions from where the error growth emanates and suggests the need for additional observations. Data sets are next assimilated in those areas that contain high correlations. Forecasts are computed using the new initial conditions for the storm cases, and track and intensity skills are then examined with respect to the control forecast. The adaptive strategy is capable of identifying sensitive areas where additional observations can help in reducing the hurricane track forecast errors. A reduction of position error by approximately 52% for day 3 of forecast (averaged over 7 storm cases) over the control runs is observed. The intensity forecast shows only a slight positive impact due to the model’s coarse resolution.
Sims, Neil C; De Barro, Paul; Newnham, Glenn J; Kalyebi, Andrew; Macfadyen, Sarina; Malthus, Tim J
2018-01-01
This study examines whether leaf spectra can be used to measure damage to cassava plants from whitefly (Bemisia tabaci), and the potential to translate measurements from leaf to landscape scale in eastern Africa. Symptoms of the cassava brown streak disease (CBSD) and cassava mosaic disease (CMD) viruses, and sooty mould (SM) blackening of lower leaves from whiteflies feeding on the upper leaves, were measured at the leaf scale with a high-resolution spectroradiometer and a single photon avalanche diode (SPAD) meter, which retrieves relative chlorophyll concentration. Spectral measurements were compared to the five-level visual scores used to assess the severity of each of the three damaging agents in the field, and also to leaf chemistry data. Leaves exhibiting severe CBSD and CMD were spectrally indistinguishable from leaves without any symptoms. Severe SM was spectrally distinctive but is likely to be difficult to map because of its occurrence in the lower crown. SPAD measurements were highly correlated with most foliar chemistry measurements and field scores of disease severity. Regression models between simulated Sentinel 2 bands, field scores and SPAD measurements were strongest using wavelengths with high importance weightings in random forest models. SPAD measurements are highly correlated to many foliar chemistry parameters, and should be considered for use in mapping disease severity over larger areas. Remaining challenges for mapping relate to the subtle expression of symptoms, the spatial distribution of disease severity within fields, and the small size and complex structure of the cassava fields themselves. © 2017 The Authors. Pest Management Science published by John Wiley & Sons Ltd on behalf of Society of Chemical Industry. © 2017 The Authors. Pest Management Science published by John Wiley & Sons Ltd on behalf of Society of Chemical Industry.
De Barro, Paul; Newnham, Glenn J; Kalyebi, Andrew; Macfadyen, Sarina; Malthus, Tim J
2017-01-01
Abstract BACKGROUND This study examines whether leaf spectra can be used to measure damage to cassava plants from whitefly (Bemisia tabaci), and the potential to translate measurements from leaf to landscape scale in eastern Africa. Symptoms of the cassava brown streak disease (CBSD) and cassava mosaic disease (CMD) viruses, and sooty mould (SM) blackening of lower leaves from whiteflies feeding on the upper leaves, were measured at the leaf scale with a high‐resolution spectroradiometer and a single photon avalanche diode (SPAD) meter, which retrieves relative chlorophyll concentration. Spectral measurements were compared to the five‐level visual scores used to assess the severity of each of the three damaging agents in the field, and also to leaf chemistry data. RESULTS Leaves exhibiting severe CBSD and CMD were spectrally indistinguishable from leaves without any symptoms. Severe SM was spectrally distinctive but is likely to be difficult to map because of its occurrence in the lower crown. SPAD measurements were highly correlated with most foliar chemistry measurements and field scores of disease severity. Regression models between simulated Sentinel 2 bands, field scores and SPAD measurements were strongest using wavelengths with high importance weightings in random forest models. CONCLUSION SPAD measurements are highly correlated to many foliar chemistry parameters, and should be considered for use in mapping disease severity over larger areas. Remaining challenges for mapping relate to the subtle expression of symptoms, the spatial distribution of disease severity within fields, and the small size and complex structure of the cassava fields themselves. © 2017 The Authors. Pest Management Science published by John Wiley & Sons Ltd on behalf of Society of Chemical Industry. PMID:28851022
Hamlin, Michael J; Fraser, Meegan; Lizamore, Catherine A; Draper, Nick; Shearman, Jeremy P; Kimber, Nicholas E
2014-03-27
Body fat and maturation both influence cardiorespiratory fitness, however few studies have taken these variables into account when using field tests to predict children's fitness levels. The purpose of this study was to determine the relationship between two field tests of cardiorespiratory fitness (20 m Maximal Multistage Shuttle Run [20-MST], 550 m distance run [550-m]) and direct measurement of VO2max after adjustment for body fatness and maturity levels. Fifty-three participants (25 boys, 28 girls, age 10.6 ± 1.2 y, mean ± SD) had their body fat levels estimated using bioelectrical impedance (16.6% ± 6.0% and 20.0% ± 5.8% for boys and girls, respectively). Participants performed in random order, the 20-MST and 550-m run followed by a progressive treadmill test to exhaustion during which gas exchange measures were taken. Pearson correlation coefficient analysis revealed that the participants' performance in the 20-MST and 550-m run were highly correlated to VO2max obtained during the treadmill test to exhaustion (r = 0.70 and 0.59 for 20-MST and 550-m run, respectively). Adjusting for body fatness and maturity levels in a multivariate regression analysis increased the associations between the field tests and VO2max (r = 0.73 for 20-MST and 0.65 for 550-m). We may conclude that both the 20-MST and the 550-m distance run are valid field tests of cardiorespiratory fitness in New Zealand 8-13 year old children and incorporating body fatness and maturity levels explains an additional 5-7% of the variance.
Service-Oriented Node Scheduling Scheme for Wireless Sensor Networks Using Markov Random Field Model
Cheng, Hongju; Su, Zhihuang; Lloret, Jaime; Chen, Guolong
2014-01-01
Future wireless sensor networks are expected to provide various sensing services and energy efficiency is one of the most important criterions. The node scheduling strategy aims to increase network lifetime by selecting a set of sensor nodes to provide the required sensing services in a periodic manner. In this paper, we are concerned with the service-oriented node scheduling problem to provide multiple sensing services while maximizing the network lifetime. We firstly introduce how to model the data correlation for different services by using Markov Random Field (MRF) model. Secondly, we formulate the service-oriented node scheduling issue into three different problems, namely, the multi-service data denoising problem which aims at minimizing the noise level of sensed data, the representative node selection problem concerning with selecting a number of active nodes while determining the services they provide, and the multi-service node scheduling problem which aims at maximizing the network lifetime. Thirdly, we propose a Multi-service Data Denoising (MDD) algorithm, a novel multi-service Representative node Selection and service Determination (RSD) algorithm, and a novel MRF-based Multi-service Node Scheduling (MMNS) scheme to solve the above three problems respectively. Finally, extensive experiments demonstrate that the proposed scheme efficiently extends the network lifetime. PMID:25384005
NASA Astrophysics Data System (ADS)
Maleki, Mohammad; Emery, Xavier
2017-12-01
In mineral resources evaluation, the joint simulation of a quantitative variable, such as a metal grade, and a categorical variable, such as a rock type, is challenging when one wants to reproduce spatial trends of the rock type domains, a feature that makes a stationarity assumption questionable. To address this problem, this work presents methodological and practical proposals for jointly simulating a grade and a rock type, when the former is represented by the transform of a stationary Gaussian random field and the latter is obtained by truncating an intrinsic random field of order k with Gaussian generalized increments. The proposals concern both the inference of the model parameters and the construction of realizations conditioned to existing data. The main difficulty is the identification of the spatial correlation structure, for which a semi-automated algorithm is designed, based on a least squares fitting of the data-to-data indicator covariances and grade-indicator cross-covariances. The proposed models and algorithms are applied to jointly simulate the copper grade and the rock type in a Chilean porphyry copper deposit. The results show their ability to reproduce the gradual transitions of the grade when crossing a rock type boundary, as well as the spatial zonation of the rock type.
Spatial analysis of storm depths from an Arizona raingage network
NASA Technical Reports Server (NTRS)
Fennessey, N. M.; Eagleson, P. S.; Qinliang, W.; Rodriguez-Iturbe, I.
1986-01-01
Eight years of summer rainstorm observations are analyzed by a dense network of 93 raingages operated by the U.S. Department of Agriculture, Agricultural Research Service, in the 150 km Walnut Gulch experimental catchment near Tucson, Arizona. Storms are defined by the total depths collected at each raingage during the noon-to-noon period for which there was depth recorded at any of the gages. For each of the resulting 428 storm days, the gage depths are interpolated onto a dense grid and the resulting random field analyzed to obtain moments, isohyetal plots, spatial correlation function, variance function, and the spatial distribution of storm depth.
Spin noise spectroscopy beyond thermal equilibrium and linear response.
Glasenapp, P; Sinitsyn, N A; Yang, Luyi; Rickel, D G; Roy, D; Greilich, A; Bayer, M; Crooker, S A
2014-10-10
Per the fluctuation-dissipation theorem, the information obtained from spin fluctuation studies in thermal equilibrium is necessarily constrained by the system's linear response functions. However, by including weak radio frequency magnetic fields, we demonstrate that intrinsic and random spin fluctuations even in strictly unpolarized ensembles can reveal underlying patterns of correlation and coupling beyond linear response, and can be used to study nonequilibrium and even multiphoton coherent spin phenomena. We demonstrate this capability in a classical vapor of (41)K alkali atoms, where spin fluctuations alone directly reveal Rabi splittings, the formation of Mollow triplets and Autler-Townes doublets, ac Zeeman shifts, and even nonlinear multiphoton coherences.
Faraday polarization fluctuations of satellite beacon signals
NASA Technical Reports Server (NTRS)
Lee, M. C.; Klobuchar, J. A.
1988-01-01
The anisotropic effects of random density irregularities in causing Faraday polarization fluctuations of VHF radio signals are examined, taking both rod-like and sheet-like irregularities into consideration. It is found that the variance of Faraday polarization fluctuations depends on the ratio of perpendicular to parallel correlation lengths. The anisotropic effect of rod-like ionospheric irregularities are shown to be most appreciable for longitudinal propagation. The anisotropic effect of sheet-like ionospheric irregularities, however, is not strongly dependent on the radio propagation angle. During transionospheric propagation at large angles with respect to the geomagnetic field, sheet-like irregularities may cause greater Faraday polarization fluctuations than rod-like irregularities.
NASA Astrophysics Data System (ADS)
Wang, Huiqin; Wang, Xue; Lynette, Kibe; Cao, Minghua
2018-06-01
The performance of multiple-input multiple-output wireless optical communication systems that adopt Q-ary pulse position modulation over spatial correlated log-normal fading channel is analyzed in terms of its un-coded bit error rate and ergodic channel capacity. The analysis is based on the Wilkinson's method which approximates the distribution of a sum of correlated log-normal random variables to a log-normal random variable. The analytical and simulation results corroborate the increment of correlation coefficients among sub-channels lead to system performance degradation. Moreover, the receiver diversity has better performance in resistance of spatial correlation caused channel fading.
On the insignificance of Herschel's sunspot correlation
NASA Astrophysics Data System (ADS)
Love, Jeffrey J.
2013-08-01
We examine William Herschel's hypothesis that solar-cycle variation of the Sun's irradiance has a modulating effect on the Earth's climate and that this is, specifically, manifested as an anticorrelation between sunspot number and the market price of wheat. Since Herschel first proposed his hypothesis in 1801, it has been regarded with both interest and skepticism. Recently, reports have been published that either support Herschel's hypothesis or rely on its validity. As a test of Herschel's hypothesis, we seek to reject a null hypothesis of a statistically random correlation between historical sunspot numbers, wheat prices in London and the United States, and wheat farm yields in the United States. We employ binary-correlation, Pearson-correlation, and frequency-domain methods. We test our methods using a historical geomagnetic activity index, well known to be causally correlated with sunspot number. As expected, the measured correlation between sunspot number and geomagnetic activity would be an unlikely realization of random data; the correlation is "statistically significant." On the other hand, measured correlations between sunspot number and wheat price and wheat yield data would be very likely realizations of random data; these correlations are "insignificant." Therefore, Herschel's hypothesis must be regarded with skepticism. We compare and contrast our results with those of other researchers. We discuss procedures for evaluating hypotheses that are formulated from historical data.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zentner, I.; Ferré, G., E-mail: gregoire.ferre@ponts.org; Poirion, F.
2016-06-01
In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at representing spatio–temporal stochastic fields. The proposed double expansion allows to build the model even in the case of large-size problems by separating the time, space and random parts of the field. A Gaussian kernel estimator is used to simulate the high dimensional set of random variables appearing in the decomposition. The capability of the method to reproduce the non-stationary and non-Gaussian features of random phenomena is illustrated bymore » applications to earthquakes (seismic ground motion) and sea states (wave heights).« less
Liu, Da -Jiang; Evans, James W.
2015-04-02
We explore simple lattice-gas reaction models for CO-oxidation on 1D and 2D periodic arrays of surface adsorption sites. The models are motivated by studies of CO-oxidation on RuO 2(110) at high-pressures. Although adspecies interactions are neglected, the effective absence of adspecies diffusion results in kinetically-induced spatial correlations. A transition occurs from a random mainly CO-populated steady-state at high CO-partial pressure p CO, to a strongly-correlated near-O-covered steady-state for low p CO as noted. In addition, we identify a second transition to a random near-O-covered steady-state at very low p CO.
Makowski, David; Bancal, Rémi; Bensadoun, Arnaud; Monod, Hervé; Messéan, Antoine
2017-09-01
According to E.U. regulations, the maximum allowable rate of adventitious transgene presence in non-genetically modified (GM) crops is 0.9%. We compared four sampling methods for the detection of transgenic material in agricultural non-GM maize fields: random sampling, stratified sampling, random sampling + ratio reweighting, random sampling + regression reweighting. Random sampling involves simply sampling maize grains from different locations selected at random from the field concerned. The stratified and reweighting sampling methods make use of an auxiliary variable corresponding to the output of a gene-flow model (a zero-inflated Poisson model) simulating cross-pollination as a function of wind speed, wind direction, and distance to the closest GM maize field. With the stratified sampling method, an auxiliary variable is used to define several strata with contrasting transgene presence rates, and grains are then sampled at random from each stratum. With the two methods involving reweighting, grains are first sampled at random from various locations within the field, and the observations are then reweighted according to the auxiliary variable. Data collected from three maize fields were used to compare the four sampling methods, and the results were used to determine the extent to which transgene presence rate estimation was improved by the use of stratified and reweighting sampling methods. We found that transgene rate estimates were more accurate and that substantially smaller samples could be used with sampling strategies based on an auxiliary variable derived from a gene-flow model. © 2017 Society for Risk Analysis.
NASA Technical Reports Server (NTRS)
Pototzky, Anthony S.; Zeiler, Thomas A.; Perry, Boyd, III
1989-01-01
This paper describes and illustrates two ways of performing time-correlated gust-load calculations. The first is based on Matched Filter Theory; the second on Random Process Theory. Both approaches yield theoretically identical results and represent novel applications of the theories, are computationally fast, and may be applied to other dynamic-response problems. A theoretical development and example calculations using both Matched Filter Theory and Random Process Theory approaches are presented.
NASA Technical Reports Server (NTRS)
Pototzky, Anthony S.; Zeiler, Thomas A.; Perry, Boyd, III
1989-01-01
Two ways of performing time-correlated gust-load calculations are described and illustrated. The first is based on Matched Filter Theory; the second on Random Process Theory. Both approaches yield theoretically identical results and represent novel applications of the theories, are computationally fast, and may be applied to other dynamic-response problems. A theoretical development and example calculations using both Matched Filter Theory and Random Process Theory approaches are presented.
Magnetic field line random walk in models and simulations of reduced magnetohydrodynamic turbulence
DOE Office of Scientific and Technical Information (OSTI.GOV)
Snodin, A. P.; Ruffolo, D.; Oughton, S.
2013-12-10
The random walk of magnetic field lines is examined numerically and analytically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A recently developed non-perturbative theory of magnetic field line diffusion is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a functionmore » of distance z along the mean magnetic field for a wide range of the Kubo number R. This theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R = 10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from the RMHD simulation are compared with and without phase randomization, demonstrating a clear effect of coherent structures on the field line random walk for a very low Kubo number.« less
Quasi-two-dimensional spin correlations in the triangular lattice bilayer spin glass LuCoGaO 4
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fritsch, Katharina; Ross, Kathyrn A.; Granroth, Garrett E.
Here we present a single-crystal time-of-flight neutron scattering study of the static and dynamic spin correlations in LuCoGaO 4, a quasi-two-dimensional dilute triangular lattice antiferromagnetic spin-glass material. This system is based on Co 2+ ions that are randomly distributed on triangular bilayers within the YbFe 2O 4 type, hexagonal crystal structure. Antiferromagnetic short-range two-dimensional correlations at wave vectors Q = (1/3,1/3, L) develop within the bilayers at temperatures as high as |Θ CW| ~100 K and extend over roughly five unit cells at temperatures below T g = 19 K. These two-dimensional static correlations are observed as diffuse rods ofmore » neutron scattering intensity along c * and display a continuous spin freezing process in their energy dependence. Aside from exhibiting these typical spin-glass characteristics, this insulating material reveals a novel gapped magnetic resonant spin excitation at ΔE ~12 meV localized around Q = (1 / 3, 1 / 3,L) . The temperature dependence of the spin gap associated with this two-dimensional excitation correlates with the evolution of the static correlations into the spin-glass state ground state. Lastly, we associate it with the effect of the staggered exchange field acting on the S eff = 1/2 Ising-like doublet of the Co 2+ moments.« less
Quasi-two-dimensional spin correlations in the triangular lattice bilayer spin glass LuCoGaO 4
Fritsch, Katharina; Ross, Kathyrn A.; Granroth, Garrett E.; ...
2017-09-13
Here we present a single-crystal time-of-flight neutron scattering study of the static and dynamic spin correlations in LuCoGaO 4, a quasi-two-dimensional dilute triangular lattice antiferromagnetic spin-glass material. This system is based on Co 2+ ions that are randomly distributed on triangular bilayers within the YbFe 2O 4 type, hexagonal crystal structure. Antiferromagnetic short-range two-dimensional correlations at wave vectors Q = (1/3,1/3, L) develop within the bilayers at temperatures as high as |Θ CW| ~100 K and extend over roughly five unit cells at temperatures below T g = 19 K. These two-dimensional static correlations are observed as diffuse rods ofmore » neutron scattering intensity along c * and display a continuous spin freezing process in their energy dependence. Aside from exhibiting these typical spin-glass characteristics, this insulating material reveals a novel gapped magnetic resonant spin excitation at ΔE ~12 meV localized around Q = (1 / 3, 1 / 3,L) . The temperature dependence of the spin gap associated with this two-dimensional excitation correlates with the evolution of the static correlations into the spin-glass state ground state. Lastly, we associate it with the effect of the staggered exchange field acting on the S eff = 1/2 Ising-like doublet of the Co 2+ moments.« less
Emissivity of half-space random media. [in passive remote sensing
NASA Technical Reports Server (NTRS)
Tsang, L.; Kong, J. A.
1976-01-01
Scattering of electromagnetic waves by a half-space random medium with three-dimensional correlation functions is studied with the Born approximation. The emissivity is calculated from a simple integral and is illustrated for various cases. The results are valid over a wavelength range smaller or larger than the correlation lengths.
ERIC Educational Resources Information Center
Cheung, Mike W.-L.; Cheung, Shu Fai
2016-01-01
Meta-analytic structural equation modeling (MASEM) combines the techniques of meta-analysis and structural equation modeling for the purpose of synthesizing correlation or covariance matrices and fitting structural equation models on the pooled correlation or covariance matrix. Both fixed-effects and random-effects models can be defined in MASEM.…
ERIC Educational Resources Information Center
Hedges, Larry V.; Hedberg, E. C.
2013-01-01
Background: Cluster-randomized experiments that assign intact groups such as schools or school districts to treatment conditions are increasingly common in educational research. Such experiments are inherently multilevel designs whose sensitivity (statistical power and precision of estimates) depends on the variance decomposition across levels.…
ERIC Educational Resources Information Center
Hedges, Larry V.; Hedberg, Eric C.
2013-01-01
Background: Cluster randomized experiments that assign intact groups such as schools or school districts to treatment conditions are increasingly common in educational research. Such experiments are inherently multilevel designs whose sensitivity (statistical power and precision of estimates) depends on the variance decomposition across levels.…
Subcritical Multiplicative Chaos for Regularized Counting Statistics from Random Matrix Theory
NASA Astrophysics Data System (ADS)
Lambert, Gaultier; Ostrovsky, Dmitry; Simm, Nick
2018-05-01
For an {N × N} Haar distributed random unitary matrix U N , we consider the random field defined by counting the number of eigenvalues of U N in a mesoscopic arc centered at the point u on the unit circle. We prove that after regularizing at a small scale {ɛN > 0}, the renormalized exponential of this field converges as N \\to ∞ to a Gaussian multiplicative chaos measure in the whole subcritical phase. We discuss implications of this result for obtaining a lower bound on the maximum of the field. We also show that the moments of the total mass converge to a Selberg-like integral and by taking a further limit as the size of the arc diverges, we establish part of the conjectures in Ostrovsky (Nonlinearity 29(2):426-464, 2016). By an analogous construction, we prove that the multiplicative chaos measure coming from the sine process has the same distribution, which strongly suggests that this limiting object should be universal. Our approach to the L 1-phase is based on a generalization of the construction in Berestycki (Electron Commun Probab 22(27):12, 2017) to random fields which are only asymptotically Gaussian. In particular, our method could have applications to other random fields coming from either random matrix theory or a different context.
NASA Astrophysics Data System (ADS)
Most, Sebastian; Nowak, Wolfgang; Bijeljic, Branko
2015-04-01
Fickian transport in groundwater flow is the exception rather than the rule. Transport in porous media is frequently simulated via particle methods (i.e. particle tracking random walk (PTRW) or continuous time random walk (CTRW)). These methods formulate transport as a stochastic process of particle position increments. At the pore scale, geometry and micro-heterogeneities prohibit the commonly made assumption of independent and normally distributed increments to represent dispersion. Many recent particle methods seek to loosen this assumption. Hence, it is important to get a better understanding of the processes at pore scale. For our analysis we track the positions of 10.000 particles migrating through the pore space over time. The data we use come from micro CT scans of a homogeneous sandstone and encompass about 10 grain sizes. Based on those images we discretize the pore structure and simulate flow at the pore scale based on the Navier-Stokes equation. This flow field realistically describes flow inside the pore space and we do not need to add artificial dispersion during the transport simulation. Next, we use particle tracking random walk and simulate pore-scale transport. Finally, we use the obtained particle trajectories to do a multivariate statistical analysis of the particle motion at the pore scale. Our analysis is based on copulas. Every multivariate joint distribution is a combination of its univariate marginal distributions. The copula represents the dependence structure of those univariate marginals and is therefore useful to observe correlation and non-Gaussian interactions (i.e. non-Fickian transport). The first goal of this analysis is to better understand the validity regions of commonly made assumptions. We are investigating three different transport distances: 1) The distance where the statistical dependence between particle increments can be modelled as an order-one Markov process. This would be the Markovian distance for the process, where the validity of yet-unexplored non-Gaussian-but-Markovian random walks start. 2) The distance where bivariate statistical dependence simplifies to a multi-Gaussian dependence based on simple linear correlation (validity of correlated PTRW/CTRW). 3) The distance of complete statistical independence (validity of classical PTRW/CTRW). The second objective is to reveal characteristic dependencies influencing transport the most. Those dependencies can be very complex. Copulas are highly capable of representing linear dependence as well as non-linear dependence. With that tool we are able to detect persistent characteristics dominating transport even across different scales. The results derived from our experimental data set suggest that there are many more non-Fickian aspects of pore-scale transport than the univariate statistics of longitudinal displacements. Non-Fickianity can also be found in transverse displacements, and in the relations between increments at different time steps. Also, the found dependence is non-linear (i.e. beyond simple correlation) and persists over long distances. Thus, our results strongly support the further refinement of techniques like correlated PTRW or correlated CTRW towards non-linear statistical relations.
Turbulent, Extreme Multi-zone Model for Simulating Flux and Polarization Variability in Blazars
NASA Astrophysics Data System (ADS)
Marscher, Alan P.
2014-01-01
The author presents a model for variability of the flux and polarization of blazars in which turbulent plasma flowing at a relativistic speed down a jet crosses a standing conical shock. The shock compresses the plasma and accelerates electrons to energies up to γmax >~ 104 times their rest-mass energy, with the value of γmax determined by the direction of the magnetic field relative to the shock front. The turbulence is approximated in a computer code as many cells, each with a uniform magnetic field whose direction is selected randomly. The density of high-energy electrons in the plasma changes randomly with time in a manner consistent with the power spectral density of flux variations derived from observations of blazars. The variations in flux and polarization are therefore caused by continuous noise processes rather than by singular events such as explosive injection of energy at the base of the jet. Sample simulations illustrate the behavior of flux and linear polarization versus time that such a model produces. The variations in γ-ray flux generated by the code are often, but not always, correlated with those at lower frequencies, and many of the flares are sharply peaked. The mean degree of polarization of synchrotron radiation is higher and its timescale of variability shorter toward higher frequencies, while the polarization electric vector sometimes randomly executes apparent rotations. The slope of the spectral energy distribution exhibits sharper breaks than can arise solely from energy losses. All of these results correspond to properties observed in blazars.
A new class of random processes with application to helicopter noise
NASA Technical Reports Server (NTRS)
Hardin, Jay C.; Miamee, A. G.
1989-01-01
The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x) (omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.
A new class of random processes with application to helicopter noise
NASA Technical Reports Server (NTRS)
Hardin, Jay C.; Miamee, A. G.
1989-01-01
The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x)(omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.
Theory of Stochastic Laplacian Growth
NASA Astrophysics Data System (ADS)
Alekseev, Oleg; Mineev-Weinstein, Mark
2017-07-01
We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of different growth scenarios and prove that the most probable evolution is governed by the deterministic Laplacian growth equation. A potential-theoretical analysis of the growth probabilities reveals connections with the tau-function of the integrable dispersionless limit of the two-dimensional Toda hierarchy, normal matrix ensembles, and the two-dimensional Dyson gas confined in a non-uniform magnetic field. We introduce the time-dependent Hamiltonian, which generates transitions between different classes of equivalence of closed curves, and prove the Hamiltonian structure of the interface dynamics. Finally, we propose a relation between probabilities of growth scenarios and the semi-classical limit of certain correlation functions of "light" exponential operators in the Liouville conformal field theory on a pseudosphere.
Yuan, Yuan; Lin, Jianzhe; Wang, Qi
2016-12-01
Hyperspectral image (HSI) classification is a crucial issue in remote sensing. Accurate classification benefits a large number of applications such as land use analysis and marine resource utilization. But high data correlation brings difficulty to reliable classification, especially for HSI with abundant spectral information. Furthermore, the traditional methods often fail to well consider the spatial coherency of HSI that also limits the classification performance. To address these inherent obstacles, a novel spectral-spatial classification scheme is proposed in this paper. The proposed method mainly focuses on multitask joint sparse representation (MJSR) and a stepwise Markov random filed framework, which are claimed to be two main contributions in this procedure. First, the MJSR not only reduces the spectral redundancy, but also retains necessary correlation in spectral field during classification. Second, the stepwise optimization further explores the spatial correlation that significantly enhances the classification accuracy and robustness. As far as several universal quality evaluation indexes are concerned, the experimental results on Indian Pines and Pavia University demonstrate the superiority of our method compared with the state-of-the-art competitors.
NASA Astrophysics Data System (ADS)
Puchkov, V. A.
2016-09-01
Aspect sensitive scattering of multi-frequency probe signals by artificial, magnetic field aligned density irregularities (with transverse size ∼ 1- 10 m) generated in the ionosphere by powerful radio waves is considered. Fluctuations of received signals depending on stochastic properties of the irregularities are calculated. It is shown that in the case of HF probe waves two mechanisms may contribute to the scattered signal fluctuations. The first one is due to the propagation of probe waves in the ionospheric plasma as in a randomly inhomogeneous medium. The second one lies in non-stationary stochastic behavior of irregularities which satisfy the Bragg conditions for the scattering geometry and therefore constitute centers of scattering. In the probe wave frequency band of the order of 10-100 MHz the second mechanism dominates which delivers opportunity to recover some properties of artificial irregularities from received signals. Correlation function of backscattered probe waves with close frequencies is calculated, and it is shown that detailed spatial distribution of irregularities along the scattering vector can be found experimentally from observations of this correlation function.
The Complex Action Recognition via the Correlated Topic Model
Tu, Hong-bin; Xia, Li-min; Wang, Zheng-wu
2014-01-01
Human complex action recognition is an important research area of the action recognition. Among various obstacles to human complex action recognition, one of the most challenging is to deal with self-occlusion, where one body part occludes another one. This paper presents a new method of human complex action recognition, which is based on optical flow and correlated topic model (CTM). Firstly, the Markov random field was used to represent the occlusion relationship between human body parts in terms of an occlusion state variable. Secondly, the structure from motion (SFM) is used for reconstructing the missing data of point trajectories. Then, we can extract the key frame based on motion feature from optical flow and the ratios of the width and height are extracted by the human silhouette. Finally, we use the topic model of correlated topic model (CTM) to classify action. Experiments were performed on the KTH, Weizmann, and UIUC action dataset to test and evaluate the proposed method. The compared experiment results showed that the proposed method was more effective than compared methods. PMID:24574920
On the design and analysis of clinical trials with correlated outcomes
Follmann, Dean; Proschan, Michael
2014-01-01
SUMMARY The convention in clinical trials is to regard outcomes as independently distributed, but in some situations they may be correlated. For example, in infectious diseases, correlation may be induced if participants have contact with a common infectious source, or share hygienic tips that prevent infection. This paper discusses the design and analysis of randomized clinical trials that allow arbitrary correlation among all randomized volunteers. This perspective generalizes the traditional perspective of strata, where patients are exchangeable within strata, and independent across strata. For theoretical work, we focus on the test of no treatment effect μ1 − μ0 = 0 when the n dimensional vector of outcomes follows a Gaussian distribution with known n × n covariance matrix Σ, where the half randomized to treatment (placebo) have mean response μ1 (μ0). We show how the new test corresponds to familiar tests in simple situations for independent, exchangeable, paired, and clustered data. We also discuss the design of trials where Σ is known before or during randomization of patients and evaluate randomization schemes based on such knowledge. We provide two complex examples to illustrate the method, one for a study of 23 family clusters with cardiomyopathy, the other where the malaria attack rates vary within households and clusters of households in a Malian village. PMID:25111420
NASA Technical Reports Server (NTRS)
Weger, R. C.; Lee, J.; Zhu, Tianri; Welch, R. M.
1992-01-01
The current controversy existing in reference to the regularity vs. clustering in cloud fields is examined by means of analysis and simulation studies based upon nearest-neighbor cumulative distribution statistics. It is shown that the Poisson representation of random point processes is superior to pseudorandom-number-generated models and that pseudorandom-number-generated models bias the observed nearest-neighbor statistics towards regularity. Interpretation of this nearest-neighbor statistics is discussed for many cases of superpositions of clustering, randomness, and regularity. A detailed analysis is carried out of cumulus cloud field spatial distributions based upon Landsat, AVHRR, and Skylab data, showing that, when both large and small clouds are included in the cloud field distributions, the cloud field always has a strong clustering signal.
Upscaling anomalous reactive kinetics (A+B-->C) from pore scale Lagrangian velocity analysis
NASA Astrophysics Data System (ADS)
De Anna, P.; Tartakovsky, A. M.; Le Borgne, T.; Dentz, M.
2011-12-01
Natural flow fields in porous media display a complex spatio-temporal organization due to heterogeneous geological structures at different scales. This multiscale disorder implies anomalous dispersion, mixing and reaction kinetics (Berkowitz et al. RG 2006, Tartakovsky PRE 2010). Here, we focus on the upscaling of anomalous kinetics arising from pore scale, non Gaussian and correlated, velocity distributions. We consider reactive front simulations, where a component A displaces a component B that saturates initially the porous domain. The reactive component C is produced at the dispersive front located at interface between the A and B domains. The simulations are performed with the SPH method. As the mixing zone grows, the total mass of C produced increases with time. The scaling of this evolution with time is different from that which would be obtained from the homogeneous advection dispersion reaction equation. This anomalous kinetics property is related to spatial structure of the reactive mixture, and its evolution with time under the combined action of advective and diffusive processes. We discuss the different scaling regimes arising depending on the dominant process that governs mixing. In order to upscale these processes, we analyze the Lagrangian velocity properties, which are characterized by the non Gaussian distributions and long range temporal correlation. The main origin of these properties is the existence of very low velocity regions where solute particles can remain trapped for a long time. Another source of strong correlation is the channeling of flow in localized high velocity regions, which created finger-like structures in the concentration field. We show the spatial Markovian, and temporal non Markovian, nature of the Lagrangian velocity field. Therefore, an upscaled model can be defined as a correlated Continuous Time Random Walk (Le Borgne et al. PRL 2008). A key feature of this model is the definition of a transition probability density for Lagrangian velocities across a characteristic correlation distance. We quantify this transition probability density from pore scale simulations and use it in the effective stochastic model. In this framework, we investigate the ability of this effective model to represent correctly dispersion and mixing.
NASA Astrophysics Data System (ADS)
Debats, Stephanie Renee
Smallholder farms dominate in many parts of the world, including Sub-Saharan Africa. These systems are characterized by small, heterogeneous, and often indistinct field patterns, requiring a specialized methodology to map agricultural landcover. In this thesis, we developed a benchmark labeled data set of high-resolution satellite imagery of agricultural fields in South Africa. We presented a new approach to mapping agricultural fields, based on efficient extraction of a vast set of simple, highly correlated, and interdependent features, followed by a random forest classifier. The algorithm achieved similar high performance across agricultural types, including spectrally indistinct smallholder fields, and demonstrated the ability to generalize across large geographic areas. In sensitivity analyses, we determined multi-temporal images provided greater performance gains than the addition of multi-spectral bands. We also demonstrated how active learning can be incorporated in the algorithm to create smaller, more efficient training data sets, which reduced computational resources, minimized the need for humans to hand-label data, and boosted performance. We designed a patch-based uncertainty metric to drive the active learning framework, based on the regular grid of a crowdsourcing platform, and demonstrated how subject matter experts can be replaced with fleets of crowdsourcing workers. Our active learning algorithm achieved similar performance as an algorithm trained with randomly selected data, but with 62% less data samples. This thesis furthers the goal of providing accurate agricultural landcover maps, at a scale that is relevant for the dominant smallholder class. Accurate maps are crucial for monitoring and promoting agricultural production. Furthermore, improved agricultural landcover maps will aid a host of other applications, including landcover change assessments, cadastral surveys to strengthen smallholder land rights, and constraints for crop modeling and famine prediction.
Correlation and volatility in an Indian stock market: A random matrix approach
NASA Astrophysics Data System (ADS)
Kulkarni, Varsha; Deo, Nivedita
2007-11-01
We examine the volatility of an Indian stock market in terms of correlation of stocks and quantify the volatility using the random matrix approach. First we discuss trends observed in the pattern of stock prices in the Bombay Stock Exchange for the three-year period 2000 2002. Random matrix analysis is then applied to study the relationship between the coupling of stocks and volatility. The study uses daily returns of 70 stocks for successive time windows of length 85 days for the year 2001. We compare the properties of matrix C of correlations between price fluctuations in time regimes characterized by different volatilities. Our analyses reveal that (i) the largest (deviating) eigenvalue of C correlates highly with the volatility of the index, (ii) there is a shift in the distribution of the components of the eigenvector corresponding to the largest eigenvalue across regimes of different volatilities, (iii) the inverse participation ratio for this eigenvector anti-correlates significantly with the market fluctuations and finally, (iv) this eigenvector of C can be used to set up a Correlation Index, CI whose temporal evolution is significantly correlated with the volatility of the overall market index.
Enhancement of Electron Acceleration in Laser Wakefields by Random Fields
NASA Astrophysics Data System (ADS)
Tataronis, J. A.; Petržílka, V.
1999-11-01
There is increasing evidence that intense laser pulses can accelerate electrons to high energies. The energy appears to increase with the distance over which the electrons are accelerated. This is difficult to explain by electron trapping in a single wakefield wave.^1 We demonstrate that enhanced electron acceleration can arise in inhomogeneous laser wakefields through the effects of spontaneously excited random fields. This acceleration mechanism is analogous to fast electron production by random fields near rf antennae in fusion devices and helicon plasma sources.^2 Electron acceleration in a transverse laser wave due to random field effects was recently found.^3 In the present study we solve numerically the governing equations of an ensemble of test electrons in a longitudinal electric wakefield perturbed by random fields. [1pt] Supported by the Czech grant IGA A1043701 and the U.S. DOE under grant No. DE-FG02-97ER54398. [1pt] 1. A. Pukhov and J. Meyer-ter-Vehn, in Superstrong Fields in Plasmas, AIP Conf. Proc. 426, p. 93 (1997). 2. V. Petržílka, J. A. Tataronis, et al., in Proc. Varenna - Lausanne Fusion Theory Workshop, p. 95 (1998). 3. J. Meyer-ter-Vehn and Z. M. Sheng, Phys. Plasmas 6, 641 (1999).
NASA Technical Reports Server (NTRS)
Eggleston, John M; Diederich, Franklin W
1957-01-01
The correlation functions and power spectra of the rolling and yawing moments on an airplane wing due to the three components of continuous random turbulence are calculated. The rolling moments to the longitudinal (horizontal) and normal (vertical) components depend on the spanwise distributions of instantaneous gust intensity, which are taken into account by using the inherent properties of symmetry of isotropic turbulence. The results consist of expressions for correlation functions or spectra of the rolling moment in terms of the point correlation functions of the two components of turbulence. Specific numerical calculations are made for a pair of correlation functions given by simple analytic expressions which fit available experimental data quite well. Calculations are made for four lift distributions. Comparison is made with the results of previous analyses which assumed random turbulence along the flight path and linear variations of gust velocity across the span.
NASA Astrophysics Data System (ADS)
Zapata Norberto, B.; Morales-Casique, E.; Herrera, G. S.
2017-12-01
Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. We explore the effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards by means of 1-D Monte Carlo numerical simulations. 2000 realizations are generated for each of the following parameters: hydraulic conductivity (K), compression index (Cc) and void ratio (e). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system. Random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady state conditions. We further propose a data assimilation scheme by means of ensemble Kalman filter to estimate the ensemble mean distribution of K, pore-pressure and total settlement. We consider the case where pore-pressure measurements are available at given time intervals. We test our approach by generating a 1-D realization of K with exponential spatial correlation, and solving the nonlinear flow and consolidation problem. These results are taken as our "true" solution. We take pore-pressure "measurements" at different times from this "true" solution. The ensemble Kalman filter method is then employed to estimate ensemble mean distribution of K, pore-pressure and total settlement based on the sequential assimilation of these pore-pressure measurements. The ensemble-mean estimates from this procedure closely approximate those from the "true" solution. This procedure can be easily extended to other random variables such as compression index and void ratio.
Critical space-time networks and geometric phase transitions from frustrated edge antiferromagnetism
NASA Astrophysics Data System (ADS)
Trugenberger, Carlo A.
2015-12-01
Recently I proposed a simple dynamical network model for discrete space-time that self-organizes as a graph with Hausdorff dimension dH=4 . The model has a geometric quantum phase transition with disorder parameter (dH-ds) , where ds is the spectral dimension of the dynamical graph. Self-organization in this network model is based on a competition between a ferromagnetic Ising model for vertices and an antiferromagnetic Ising model for edges. In this paper I solve a toy version of this model defined on a bipartite graph in the mean-field approximation. I show that the geometric phase transition corresponds exactly to the antiferromagnetic transition for edges, the dimensional disorder parameter of the former being mapped to the staggered magnetization order parameter of the latter. The model has a critical point with long-range correlations between edges, where a continuum random geometry can be defined, exactly as in Kazakov's famed 2D random lattice Ising model but now in any number of dimensions.
Spectral statistics and scattering resonances of complex primes arrays
NASA Astrophysics Data System (ADS)
Wang, Ren; Pinheiro, Felipe A.; Dal Negro, Luca
2018-01-01
We introduce a class of aperiodic arrays of electric dipoles generated from the distribution of prime numbers in complex quadratic fields (Eisenstein and Gaussian primes) as well as quaternion primes (Hurwitz and Lifschitz primes), and study the nature of their scattering resonances using the vectorial Green's matrix method. In these systems we demonstrate several distinctive spectral properties, such as the absence of level repulsion in the strongly scattering regime, critical statistics of level spacings, and the existence of critical modes, which are extended fractal modes with long lifetimes not supported by either random or periodic systems. Moreover, we show that one can predict important physical properties, such as the existence spectral gaps, by analyzing the eigenvalue distribution of the Green's matrix of the arrays in the complex plane. Our results unveil the importance of aperiodic correlations in prime number arrays for the engineering of gapped photonic media that support far richer mode localization and spectral properties compared to usual periodic and random media.
Sustained State-Independent Quantum Contextual Correlations from a Single Ion
NASA Astrophysics Data System (ADS)
Leupold, F. M.; Malinowski, M.; Zhang, C.; Negnevitsky, V.; Alonso, J.; Home, J. P.; Cabello, A.
2018-05-01
We use a single trapped-ion qutrit to demonstrate the quantum-state-independent violation of noncontextuality inequalities using a sequence of randomly chosen quantum nondemolition projective measurements. We concatenate 53 ×106 sequential measurements of 13 observables, and unambiguously violate an optimal noncontextual bound. We use the same data set to characterize imperfections including signaling and repeatability of the measurements. The experimental sequence was generated in real time with a quantum random number generator integrated into our control system to select the subsequent observable with a latency below 50 μ s , which can be used to constrain contextual hidden-variable models that might describe our results. The state-recycling experimental procedure is resilient to noise and independent of the qutrit state, substantiating the fact that the contextual nature of quantum physics is connected to measurements and not necessarily to designated states. The use of extended sequences of quantum nondemolition measurements finds applications in the fields of sensing and quantum information.
Phonon and magnetic structure in δ-plutonium from density-functional theory
Söderlind, Per; Zhou, F.; Landa, A.; ...
2015-10-30
We present phonon properties of plutonium metal obtained from a combination of density-functional-theory (DFT) electronic structure and the recently developed compressive sensing lattice dynamics (CSLD). The CSLD model is here trained on DFT total energies of several hundreds of quasi-random atomic configurations for best possible accuracy of the phonon properties. The calculated phonon dispersions compare better with experiment than earlier results obtained from dynamical mean-field theory. The density-functional model of the electronic structure consists of disordered magnetic moments with all relativistic effects and explicit orbital-orbital correlations. The magnetic disorder is approximated in two ways: (i) a special quasi-random structure andmore » (ii) the disordered-local-moment (DLM) method within the coherent potential approximation. Magnetism in plutonium has been debated intensely, However, the present magnetic approach for plutonium is validated by the close agreement between the predicted magnetic form factor and that of recent neutron-scattering experiments.« less
Self-Organization of Temporal Structures — A Possible Solution for the Intervention Problem
NASA Astrophysics Data System (ADS)
von Lucadou, Walter
2006-10-01
The paper presents an experiment that is a conceptual replication of two earlier experiments which demonstrate entanglement correlations between a quantum physical random process and certain psychological variables of human observers. In the present study button-pushes were used as psychological variables. The button-pushes were performed by the subject with his or her left or right hand in order to "control" (according to the instruction) a random process that could be observed on a display. Each button-push started the next random event which, however, in reality, was independent of the button-pushes. The study consists of three independent sets of data (n = 386) that were gained with almost fee same apparatus in three different experimental situations. The first data set serves as reference. It was an automatic control-run without subjects. The second set was produced mainly by subjects who asked for taking part in a para-psychological experiment and who visited the "Parapsychological Counseling Office" in Freiburg especially for this purpose. Most of them were highly motivated persons who wanted to test their "psi ability". In this case the number of runs could be selected by the subjects before the experimental session. The third set of data (of the same size) was collected during two public exhibitions (at Basel and at Freiburg) where the visitors had the opportunity to participate in a "PK experiment". In this case the number of trials and runs was fixed in advance, but the duration of the experiment was dependent of the speed of button-pushes. The results corroborate the previous studies. The specific way how the subjects pushed the buttons is highly significantly correlated with the independent random process. This correlation shows up for the momentarily generated random events as well as for the previous and the later runs during the experimental session. In a strict sense, only the correlations with the future random events can be interpreted as non-local correlations. The structure of the data, however, allows the conclusion, that all observed correlations can be considered as entanglement-correlations. The number of entanglement-correlations was significantly higher for the highly motivated group (data set 2) than for the unselected group of the exhibition participants (data set 3). The latter, however, where not completely unsuccessful: A subgroup who showed "innovative" behavior also showed significant entanglement-correlations. It could further be shown, that the structure of the matrix of entanglement-correlations is not stable in time and changes if the experiment is repeated. In comparison with previous correlation-experiments, no decline of the effect size was observed. These results are in agreement with the predictions of the "Weak Quantum Theory (WQT)" and the "Model of Pragmatic Information (MPI)". These models interpret the measured correlations as entanglement-correlations within a self-organizing, organizationally closed, psycho-physical system that exist during a certain time-interval (as long as the system is active). The entanglement-correlations cannot be considered as a causal influence (in the sense of a PK-Influence) and thus are called "micro-synchronicity". After a short introduction (1.), the question is discussed how non-local correlations can be created in psycho-physical systems (2.). In chapter (3.) the description of the experimental setting is given and the apparatus (4.) and randomness test of the random event generator (5.) are described. Additionally, an overview of the structure of the data is given (6.) and the analysis methods are described (7.). In chapter (8.) the experimental hypotheses are formulated and the results are reported (9.). After the discussion of the results (10.) the conclusions (11).) of the study are presented.
Importance of dispersion and electron correlation in ab initio protein folding.
He, Xiao; Fusti-Molnar, Laszlo; Cui, Guanglei; Merz, Kenneth M
2009-04-16
Dispersion is well-known to be important in biological systems, but the effect of electron correlation in such systems remains unclear. In order to assess the relationship between the structure of a protein and its electron correlation energy, we employed both full system Hartree-Fock (HF) and second-order Møller-Plesset perturbation (MP2) calculations in conjunction with the Polarizable Continuum Model (PCM) on the native structures of two proteins and their corresponding computer-generated decoy sets. Because of the expense of the MP2 calculation, we have utilized the fragment molecular orbital method (FMO) in this study. We show that the sum of the Hartree-Fock (HF) energy and force field (LJ6)-derived dispersion energy (HF + LJ6) is well correlated with the energies obtained using second-order Møller-Plesset perturbation (MP2) theory. In one of the two examples studied, the correlation energy as well as the empirical dispersive energy term was able to discriminate between native and decoy structures. On the other hand, for the second protein we studied, neither the correlation energy nor dispersion energy showed discrimination capabilities; however, the ab initio MP2 energy and the HF+LJ6 both ranked the native structure correctly. Furthermore, when we randomly scrambled the Lennard-Jones parameters, the correlation between the MP2 energy and the sum of the HF energy and dispersive energy (HF+LJ6) significantly drops, which indicates that the choice of Lennard-Jones parameters is important.
Markov Random Fields, Stochastic Quantization and Image Analysis
1990-01-01
Markov random fields based on the lattice Z2 have been extensively used in image analysis in a Bayesian framework as a-priori models for the...of Image Analysis can be given some fundamental justification then there is a remarkable connection between Probabilistic Image Analysis , Statistical Mechanics and Lattice-based Euclidean Quantum Field Theory.
Spatial-Temporal Data Collection with Compressive Sensing in Mobile Sensor Networks
Li, Jiayin; Guo, Wenzhong; Chen, Zhonghui; Xiong, Neal
2017-01-01
Compressive sensing (CS) provides an energy-efficient paradigm for data gathering in wireless sensor networks (WSNs). However, the existing work on spatial-temporal data gathering using compressive sensing only considers either multi-hop relaying based or multiple random walks based approaches. In this paper, we exploit the mobility pattern for spatial-temporal data collection and propose a novel mobile data gathering scheme by employing the Metropolis-Hastings algorithm with delayed acceptance, an improved random walk algorithm for a mobile collector to collect data from a sensing field. The proposed scheme exploits Kronecker compressive sensing (KCS) for spatial-temporal correlation of sensory data by allowing the mobile collector to gather temporal compressive measurements from a small subset of randomly selected nodes along a random routing path. More importantly, from the theoretical perspective we prove that the equivalent sensing matrix constructed from the proposed scheme for spatial-temporal compressible signal can satisfy the property of KCS models. The simulation results demonstrate that the proposed scheme can not only significantly reduce communication cost but also improve recovery accuracy for mobile data gathering compared to the other existing schemes. In particular, we also show that the proposed scheme is robust in unreliable wireless environment under various packet losses. All this indicates that the proposed scheme can be an efficient alternative for data gathering application in WSNs. PMID:29117152
Spatial-Temporal Data Collection with Compressive Sensing in Mobile Sensor Networks.
Zheng, Haifeng; Li, Jiayin; Feng, Xinxin; Guo, Wenzhong; Chen, Zhonghui; Xiong, Neal
2017-11-08
Compressive sensing (CS) provides an energy-efficient paradigm for data gathering in wireless sensor networks (WSNs). However, the existing work on spatial-temporal data gathering using compressive sensing only considers either multi-hop relaying based or multiple random walks based approaches. In this paper, we exploit the mobility pattern for spatial-temporal data collection and propose a novel mobile data gathering scheme by employing the Metropolis-Hastings algorithm with delayed acceptance, an improved random walk algorithm for a mobile collector to collect data from a sensing field. The proposed scheme exploits Kronecker compressive sensing (KCS) for spatial-temporal correlation of sensory data by allowing the mobile collector to gather temporal compressive measurements from a small subset of randomly selected nodes along a random routing path. More importantly, from the theoretical perspective we prove that the equivalent sensing matrix constructed from the proposed scheme for spatial-temporal compressible signal can satisfy the property of KCS models. The simulation results demonstrate that the proposed scheme can not only significantly reduce communication cost but also improve recovery accuracy for mobile data gathering compared to the other existing schemes. In particular, we also show that the proposed scheme is robust in unreliable wireless environment under various packet losses. All this indicates that the proposed scheme can be an efficient alternative for data gathering application in WSNs .
Nonlinear consolidation in randomly heterogeneous highly compressible aquitards
NASA Astrophysics Data System (ADS)
Zapata-Norberto, Berenice; Morales-Casique, Eric; Herrera, Graciela S.
2018-05-01
Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. The effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards is investigated by means of one-dimensional Monte Carlo numerical simulations where the lower boundary represents the effect of an instant drop in hydraulic head due to groundwater pumping. Two thousand realizations are generated for each of the following parameters: hydraulic conductivity ( K), compression index ( C c), void ratio ( e) and m (an empirical parameter relating hydraulic conductivity and void ratio). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system when compared to a nonlinear consolidation model with deterministic initial parameters. The deterministic solution underestimates the ensemble average of total settlement when initial K is random. In addition, random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady-state conditions.
Random isotropic one-dimensional XY-model
NASA Astrophysics Data System (ADS)
Gonçalves, L. L.; Vieira, A. P.
1998-01-01
The 1D isotropic s = ½XY-model ( N sites), with random exchange interaction in a transverse random field is considered. The random variables satisfy bimodal quenched distributions. The solution is obtained by using the Jordan-Wigner fermionization and a canonical transformation, reducing the problem to diagonalizing an N × N matrix, corresponding to a system of N noninteracting fermions. The calculations are performed numerically for N = 1000, and the field-induced magnetization at T = 0 is obtained by averaging the results for the different samples. For the dilute case, in the uniform field limit, the magnetization exhibits various discontinuities, which are the consequence of the existence of disconnected finite clusters distributed along the chain. Also in this limit, for finite exchange constants J A and J B, as the probability of J A varies from one to zero, the saturation field is seen to vary from Γ A to Γ B, where Γ A(Γ B) is the value of the saturation field for the pure case with exchange constant equal to J A(J B) .
NASA Technical Reports Server (NTRS)
Braverman, Amy; Nguyen, Hai; Olsen, Edward; Cressie, Noel
2011-01-01
Space-time Data Fusion (STDF) is a methodology for combing heterogeneous remote sensing data to optimally estimate the true values of a geophysical field of interest, and obtain uncertainties for those estimates. The input data sets may have different observing characteristics including different footprints, spatial resolutions and fields of view, orbit cycles, biases, and noise characteristics. Despite these differences all observed data can be linked to the underlying field, and therefore the each other, by a statistical model. Differences in footprints and other geometric characteristics are accounted for by parameterizing pixel-level remote sensing observations as spatial integrals of true field values lying within pixel boundaries, plus measurement error. Both spatial and temporal correlations in the true field and in the observations are estimated and incorporated through the use of a space-time random effects (STRE) model. Once the models parameters are estimated, we use it to derive expressions for optimal (minimum mean squared error and unbiased) estimates of the true field at any arbitrary location of interest, computed from the observations. Standard errors of these estimates are also produced, allowing confidence intervals to be constructed. The procedure is carried out on a fine spatial grid to approximate a continuous field. We demonstrate STDF by applying it to the problem of estimating CO2 concentration in the lower-atmosphere using data from the Atmospheric Infrared Sounder (AIRS) and the Japanese Greenhouse Gasses Observing Satellite (GOSAT) over one year for the continental US.
Record statistics of financial time series and geometric random walks
NASA Astrophysics Data System (ADS)
Sabir, Behlool; Santhanam, M. S.
2014-09-01
The study of record statistics of correlated series in physics, such as random walks, is gaining momentum, and several analytical results have been obtained in the past few years. In this work, we study the record statistics of correlated empirical data for which random walk models have relevance. We obtain results for the records statistics of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent α lying in the range 1.5≤α≤1.8. Further, the longest record ages follow the Fréchet distribution of extreme value theory. The records statistics of geometric random walk series is in good agreement with that obtained from empirical stock data.
On the insignificance of Herschel's sunspot correlation
Love, Jeffrey J.
2013-01-01
We examine William Herschel's hypothesis that solar-cycle variation of the Sun's irradiance has a modulating effect on the Earth's climate and that this is, specifically, manifested as an anticorrelation between sunspot number and the market price of wheat. Since Herschel first proposed his hypothesis in 1801, it has been regarded with both interest and skepticism. Recently, reports have been published that either support Herschel's hypothesis or rely on its validity. As a test of Herschel's hypothesis, we seek to reject a null hypothesis of a statistically random correlation between historical sunspot numbers, wheat prices in London and the United States, and wheat farm yields in the United States. We employ binary-correlation, Pearson-correlation, and frequency-domain methods. We test our methods using a historical geomagnetic activity index, well known to be causally correlated with sunspot number. As expected, the measured correlation between sunspot number and geomagnetic activity would be an unlikely realization of random data; the correlation is “statistically significant.” On the other hand, measured correlations between sunspot number and wheat price and wheat yield data would be very likely realizations of random data; these correlations are “insignificant.” Therefore, Herschel's hypothesis must be regarded with skepticism. We compare and contrast our results with those of other researchers. We discuss procedures for evaluating hypotheses that are formulated from historical data.
Exact Asymptotics of the Freezing Transition of a Logarithmically Correlated Random Energy Model
NASA Astrophysics Data System (ADS)
Webb, Christian
2011-12-01
We consider a logarithmically correlated random energy model, namely a model for directed polymers on a Cayley tree, which was introduced by Derrida and Spohn. We prove asymptotic properties of a generating function of the partition function of the model by studying a discrete time analogy of the KPP-equation—thus translating Bramson's work on the KPP-equation into a discrete time case. We also discuss connections to extreme value statistics of a branching random walk and a rescaled multiplicative cascade measure beyond the critical point.
NASA Technical Reports Server (NTRS)
Kaljurand, M.; Valentin, J. R.; Shao, M.
1996-01-01
Two alternative input sequences are commonly employed in correlation chromatography (CC). They are sequences derived according to the algorithm of the feedback shift register (i.e., pseudo random binary sequences (PRBS)) and sequences derived by using the uniform random binary sequences (URBS). These two sequences are compared. By applying the "cleaning" data processing technique to the correlograms that result from these sequences, we show that when the PRBS is used the S/N of the correlogram is much higher than the one resulting from using URBS.
Two-dimensional Topology of the Two-Degree Field Galaxy Redshift Survey
NASA Astrophysics Data System (ADS)
Hoyle, Fiona; Vogeley, Michael S.; Gott, J. Richard, III
2002-05-01
We study the topology of the publicly available data released by the Two Degree Field Galaxy Redshift Survey team (2dF GRS). The 2dF GRS data contain over 100,000 galaxy redshifts with a magnitude limit of bJ=19.45 and is the largest such survey to date. The data lie over a wide range of right ascension (75° strips) but only within a narrow range of declination (10° and 15° strips). This allows measurements of the two-dimensional genus to be made. We find that the genus curves of the north Galactic pole (NGP) and south Galactic pole (SGP) are slightly different. The NGP displays a slight meatball shift topology, whereas the SGP displays a bubble-like topology. The current SGP data also have a slightly higher genus amplitude. In both cases, a slight excess of overdense regions is found over underdense regions. We assess the significance of these features using mock catalogs drawn from the Virgo Consortium's Hubble volume ΛCDM z=0 simulation. We find that differences between the NGP and SGP genus curves are only significant at the 1 σ level. The average genus curve of the 2dF GRS agrees well with that extracted from the ΛCDM mock catalogs. We also use the simulations to assess how the current incompleteness of the survey (the strips are not completely filled in) affects the measurement of the genus and find that we are not sensitive to the geometry; there are enough data in the current sample to trace the isolated high- and low-density regions. We compare the amplitude of the 2dF GRS genus curve to the amplitude of the genus curve of a Gaussian random field that we construct to have the same power spectrum as the 2dF GRS. In previous three-dimensional analyses, it was found that the genus curve of observed samples was lower than the Gaussian random field curve, presumably because of high-order correlations present in the data. However, we find that the 2dF GRS genus curve has an amplitude that is slightly higher than that of the power-spectrum-matched Gaussian random field. We suggest that in two dimensions the genus measurement is less sensitive to nonlinear effects because of the effective smoothing over the thickness of the slice.
ERIC Educational Resources Information Center
Prevost, A. Toby; Mason, Dan; Griffin, Simon; Kinmonth, Ann-Louise; Sutton, Stephen; Spiegelhalter, David
2007-01-01
Practical meta-analysis of correlation matrices generally ignores covariances (and hence correlations) between correlation estimates. The authors consider various methods for allowing for covariances, including generalized least squares, maximum marginal likelihood, and Bayesian approaches, illustrated using a 6-dimensional response in a series of…
Galaxy–galaxy lensing estimators and their covariance properties
Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros; ...
2017-07-21
Here, we study the covariance properties of real space correlation function estimators – primarily galaxy–shear correlations, or galaxy–galaxy lensing – using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens densitymore » field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.« less
Galaxy–galaxy lensing estimators and their covariance properties
DOE Office of Scientific and Technical Information (OSTI.GOV)
Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros
Here, we study the covariance properties of real space correlation function estimators – primarily galaxy–shear correlations, or galaxy–galaxy lensing – using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens densitymore » field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.« less
Galaxy-galaxy lensing estimators and their covariance properties
NASA Astrophysics Data System (ADS)
Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uroš; Slosar, Anže; Vazquez Gonzalez, Jose
2017-11-01
We study the covariance properties of real space correlation function estimators - primarily galaxy-shear correlations, or galaxy-galaxy lensing - using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens density field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.
Linear-response time-dependent density-functional theory with pairing fields.
Peng, Degao; van Aggelen, Helen; Yang, Yang; Yang, Weitao
2014-05-14
Recent development in particle-particle random phase approximation (pp-RPA) broadens the perspective on ground state correlation energies [H. van Aggelen, Y. Yang, and W. Yang, Phys. Rev. A 88, 030501 (2013), Y. Yang, H. van Aggelen, S. N. Steinmann, D. Peng, and W. Yang, J. Chem. Phys. 139, 174110 (2013); D. Peng, S. N. Steinmann, H. van Aggelen, and W. Yang, J. Chem. Phys. 139, 104112 (2013)] and N ± 2 excitation energies [Y. Yang, H. van Aggelen, and W. Yang, J. Chem. Phys. 139, 224105 (2013)]. So far Hartree-Fock and approximated density-functional orbitals have been utilized to evaluate the pp-RPA equation. In this paper, to further explore the fundamentals and the potential use of pairing matrix dependent functionals, we present the linear-response time-dependent density-functional theory with pairing fields with both adiabatic and frequency-dependent kernels. This theory is related to the density-functional theory and time-dependent density-functional theory for superconductors, but is applied to normal non-superconducting systems for our purpose. Due to the lack of the proof of the one-to-one mapping between the pairing matrix and the pairing field for time-dependent systems, the linear-response theory is established based on the representability assumption of the pairing matrix. The linear response theory justifies the use of approximated density-functionals in the pp-RPA equation. This work sets the fundamentals for future density-functional development to enhance the description of ground state correlation energies and N ± 2 excitation energies.
EVOLUTION OF THE MAGNETIC FIELD LINE DIFFUSION COEFFICIENT AND NON-GAUSSIAN STATISTICS
DOE Office of Scientific and Technical Information (OSTI.GOV)
Snodin, A. P.; Ruffolo, D.; Matthaeus, W. H.
The magnetic field line random walk (FLRW) plays an important role in the transport of energy and particles in turbulent plasmas. For magnetic fluctuations that are transverse or almost transverse to a large-scale mean magnetic field, theories describing the FLRW usually predict asymptotic diffusion of magnetic field lines perpendicular to the mean field. Such theories often depend on the assumption that one can relate the Lagrangian and Eulerian statistics of the magnetic field via Corrsin’s hypothesis, and additionally take the distribution of magnetic field line displacements to be Gaussian. Here we take an ordinary differential equation (ODE) model with thesemore » underlying assumptions and test how well it describes the evolution of the magnetic field line diffusion coefficient in 2D+slab magnetic turbulence, by comparisons to computer simulations that do not involve such assumptions. In addition, we directly test the accuracy of the Corrsin approximation to the Lagrangian correlation. Over much of the studied parameter space we find that the ODE model is in fairly good agreement with computer simulations, in terms of both the evolution and asymptotic values of the diffusion coefficient. When there is poor agreement, we show that this can be largely attributed to the failure of Corrsin’s hypothesis rather than the assumption of Gaussian statistics of field line displacements. The degree of non-Gaussianity, which we measure in terms of the kurtosis, appears to be an indicator of how well Corrsin’s approximation works.« less
Statistics of the epoch of reionization 21-cm signal - I. Power spectrum error-covariance
NASA Astrophysics Data System (ADS)
Mondal, Rajesh; Bharadwaj, Somnath; Majumdar, Suman
2016-02-01
The non-Gaussian nature of the epoch of reionization (EoR) 21-cm signal has a significant impact on the error variance of its power spectrum P(k). We have used a large ensemble of seminumerical simulations and an analytical model to estimate the effect of this non-Gaussianity on the entire error-covariance matrix {C}ij. Our analytical model shows that {C}ij has contributions from two sources. One is the usual variance for a Gaussian random field which scales inversely of the number of modes that goes into the estimation of P(k). The other is the trispectrum of the signal. Using the simulated 21-cm Signal Ensemble, an ensemble of the Randomized Signal and Ensembles of Gaussian Random Ensembles we have quantified the effect of the trispectrum on the error variance {C}II. We find that its relative contribution is comparable to or larger than that of the Gaussian term for the k range 0.3 ≤ k ≤ 1.0 Mpc-1, and can be even ˜200 times larger at k ˜ 5 Mpc-1. We also establish that the off-diagonal terms of {C}ij have statistically significant non-zero values which arise purely from the trispectrum. This further signifies that the error in different k modes are not independent. We find a strong correlation between the errors at large k values (≥0.5 Mpc-1), and a weak correlation between the smallest and largest k values. There is also a small anticorrelation between the errors in the smallest and intermediate k values. These results are relevant for the k range that will be probed by the current and upcoming EoR 21-cm experiments.
Harries, Priscilla; Tomlinson, Christopher; Notley, Elizabeth; Davies, Miranda; Gilhooly, Kenneth
2012-01-01
In the community mental health field, occupational therapy students lack the capacity to prioritize referrals effectively. The purpose of this study was to test the effectiveness of a clinical decision-training aid on referral prioritization capacity. A double-blind, parallel-group, randomized controlled trial was conducted using a judgment analysis approach. Each participant used the World Wide Web to prioritize referral sets at baseline, immediate posttest, and 2-wk follow-up. The intervention group was provided with training after baseline testing; control group was purely given instructions to continue with the task. One hundred sixty-five students were randomly allocated to intervention (n = 87) or control (n = 81). Intervention. Written and graphical descriptions were given of an expert consensus standard explaining how referral information should be used to prioritize referrals. Participants' prioritization ratings were correlated with the experts' ratings of the same referrals at each stage of testing, as well as to examine the effect on mean group scores, regression weights, and the lens model indices. At baseline, no differences were found between control and intervention on rating capacity or demographic characteristics. Comparison of the difference in mean correlation baseline scores of the control and intervention group compared with immediate posttest showed a statistically significant result that was maintained at 2-wk follow-up. The effect size was classified as large. At immediate posttest and follow-up, the intervention group improved rating capacity, whereas the control group's capacity remained poor. The results of this study indicate that the decision-training aid has a positive effect on referral prioritization capacity. This freely available, Web-based decision-training aid will be a valuable adjunct to the education of these novice health professionals internationally.
Fan, Desheng; Meng, Xiangfeng; Wang, Yurong; Yang, Xiulun; Pan, Xuemei; Peng, Xiang; He, Wenqi; Dong, Guoyan; Chen, Hongyi
2015-04-10
A multiple-image authentication method with a cascaded multilevel architecture in the Fresnel domain is proposed, in which a synthetic encoded complex amplitude is first fabricated, and its real amplitude component is generated by iterative amplitude encoding, random sampling, and space multiplexing for the low-level certification images, while the phase component of the synthetic encoded complex amplitude is constructed by iterative phase information encoding and multiplexing for the high-level certification images. Then the synthetic encoded complex amplitude is iteratively encoded into two phase-type ciphertexts located in two different transform planes. During high-level authentication, when the two phase-type ciphertexts and the high-level decryption key are presented to the system and then the Fresnel transform is carried out, a meaningful image with good quality and a high correlation coefficient with the original certification image can be recovered in the output plane. Similar to the procedure of high-level authentication, in the case of low-level authentication with the aid of a low-level decryption key, no significant or meaningful information is retrieved, but it can result in a remarkable peak output in the nonlinear correlation coefficient of the output image and the corresponding original certification image. Therefore, the method realizes different levels of accessibility to the original certification image for different authority levels with the same cascaded multilevel architecture.
Peak-locking centroid bias in Shack-Hartmann wavefront sensing
NASA Astrophysics Data System (ADS)
Anugu, Narsireddy; Garcia, Paulo J. V.; Correia, Carlos M.
2018-05-01
Shack-Hartmann wavefront sensing relies on accurate spot centre measurement. Several algorithms were developed with this aim, mostly focused on precision, i.e. minimizing random errors. In the solar and extended scene community, the importance of the accuracy (bias error due to peak-locking, quantization, or sampling) of the centroid determination was identified and solutions proposed. But these solutions only allow partial bias corrections. To date, no systematic study of the bias error was conducted. This article bridges the gap by quantifying the bias error for different correlation peak-finding algorithms and types of sub-aperture images and by proposing a practical solution to minimize its effects. Four classes of sub-aperture images (point source, elongated laser guide star, crowded field, and solar extended scene) together with five types of peak-finding algorithms (1D parabola, the centre of gravity, Gaussian, 2D quadratic polynomial, and pyramid) are considered, in a variety of signal-to-noise conditions. The best performing peak-finding algorithm depends on the sub-aperture image type, but none is satisfactory to both bias and random errors. A practical solution is proposed that relies on the antisymmetric response of the bias to the sub-pixel position of the true centre. The solution decreases the bias by a factor of ˜7 to values of ≲ 0.02 pix. The computational cost is typically twice of current cross-correlation algorithms.
Kong, Lingyue; Zhang, John X; Zhang, Yongwei
2016-08-01
The present study used an online grammaticality judgment task to examine whether Chinese discontinuous correlative conjunctions are psychologically real in mental lexicon. High- and low-frequency discontinuous correlative conjunctions were compared with random combinations differing in combination frequencies but matched for constituent word frequency. Forty graduate students participated in the study. Results showed that responses were faster and more accurate for high-frequency correlative conjunctions than low-frequency ones, but the effects were absent for random combinations. The results indicate that Chinese discontinuous correlative conjunctions have psychological reality in mental lexicon in addition to the representation of their constituent words, and that grammatical functions of correlative conjunctions may be a critical factor for the formation of such holistic representations. © The Author(s) 2016.
NASA Astrophysics Data System (ADS)
Wang, Gang-Jin; Xie, Chi; Chen, Shou; Yang, Jiao-Jiao; Yang, Ming-Yan
2013-09-01
In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Marčenko-Pastur distribution.
Detecting targets hidden in random forests
NASA Astrophysics Data System (ADS)
Kouritzin, Michael A.; Luo, Dandan; Newton, Fraser; Wu, Biao
2009-05-01
Military tanks, cargo or troop carriers, missile carriers or rocket launchers often hide themselves from detection in the forests. This plagues the detection problem of locating these hidden targets. An electro-optic camera mounted on a surveillance aircraft or unmanned aerial vehicle is used to capture the images of the forests with possible hidden targets, e.g., rocket launchers. We consider random forests of longitudinal and latitudinal correlations. Specifically, foliage coverage is encoded with a binary representation (i.e., foliage or no foliage), and is correlated in adjacent regions. We address the detection problem of camouflaged targets hidden in random forests by building memory into the observations. In particular, we propose an efficient algorithm to generate random forests, ground, and camouflage of hidden targets with two dimensional correlations. The observations are a sequence of snapshots consisting of foliage-obscured ground or target. Theoretically, detection is possible because there are subtle differences in the correlations of the ground and camouflage of the rocket launcher. However, these differences are well beyond human perception. To detect the presence of hidden targets automatically, we develop a Markov representation for these sequences and modify the classical filtering equations to allow the Markov chain observation. Particle filters are used to estimate the position of the targets in combination with a novel random weighting technique. Furthermore, we give positive proof-of-concept simulations.
Chen, Y. M.; Lin, P.; He, Y.; He, J. Q.; Zhang, J.; Li, X. L.
2016-01-01
A novel strategy based on the near infrared hyperspectral imaging techniques and chemometrics were explored for fast quantifying the collision strength index of ethylene-vinyl acetate copolymer (EVAC) coverings on the fields. The reflectance spectral data of EVAC coverings was obtained by using the near infrared hyperspectral meter. The collision analysis equipment was employed to measure the collision intensity of EVAC materials. The preprocessing algorithms were firstly performed before the calibration. The algorithms of random frog and successive projection (SP) were applied to extracting the fingerprint wavebands. A correlation model between the significant spectral curves which reflected the cross-linking attributions of the inner organic molecules and the degree of collision strength was set up by taking advantage of the support vector machine regression (SVMR) approach. The SP-SVMR model attained the residual predictive deviation of 3.074, the square of percentage of correlation coefficient of 93.48% and 93.05% and the root mean square error of 1.963 and 2.091 for the calibration and validation sets, respectively, which exhibited the best forecast performance. The results indicated that the approaches of integrating the near infrared hyperspectral imaging techniques with the chemometrics could be utilized to rapidly determine the degree of collision strength of EVAC. PMID:26875544
NASA Astrophysics Data System (ADS)
Paramonov, P. V.; Vorontsov, A. M.; Kunitsyn, V. E.
2015-10-01
Numerical modeling of optical wave propagation in atmospheric turbulence is traditionally performed with using the so-called "split"-operator method, when the influence of the propagation medium's refractive index inhomogeneities is accounted for only within a system of infinitely narrow layers (phase screens) where phase is distorted. Commonly, under certain assumptions, such phase screens are considered as mutually statistically uncorrelated. However, in several important applications including laser target tracking, remote sensing, and atmospheric imaging, accurate optical field propagation modeling assumes upper limitations on interscreen spacing. The latter situation can be observed, for instance, in the presence of large-scale turbulent inhomogeneities or in deep turbulence conditions, where interscreen distances become comparable with turbulence outer scale and, hence, corresponding phase screens cannot be statistically uncorrelated. In this paper, we discuss correlated phase screens. The statistical characteristics of screens are calculated based on a representation of turbulent fluctuations of three-dimensional (3D) refractive index random field as a set of sequentially correlated 3D layers displaced in the wave propagation direction. The statistical characteristics of refractive index fluctuations are described in terms of the von Karman power spectrum density. In the representation of these 3D layers by corresponding phase screens, the geometrical optics approximation is used.
Ring correlations in random networks.
Sadjadi, Mahdi; Thorpe, M F
2016-12-01
We examine the correlations between rings in random network glasses in two dimensions as a function of their separation. Initially, we use the topological separation (measured by the number of intervening rings), but this leads to pseudo-long-range correlations due to a lack of topological charge neutrality in the shells surrounding a central ring. This effect is associated with the noncircular nature of the shells. It is, therefore, necessary to use the geometrical distance between ring centers. Hence we find a generalization of the Aboav-Weaire law out to larger distances, with the correlations between rings decaying away when two rings are more than about three rings apart.
Blob-hole correlation model for edge turbulence and comparisons with NSTX gas puff imaging data
DOE Office of Scientific and Technical Information (OSTI.GOV)
Myra, J. R.; Zweben, S. J.; Russell, D. A.
We report that gas puff imaging (GPI) observations made in NSTX [Zweben S J, et al., 2017 Phys. Plasmas 24 102509] have revealed two-point spatial correlations of edge and scrape-off layer turbulence in the plane perpendicular to the magnetic field. A common feature is the occurrence of dipole-like patterns with significant regions of negative correlation. In this paper, we explore the possibility that these dipole patterns may be due to blob-hole pairs. Statistical methods are applied to determine the two-point spatial correlation that results from a model of blob-hole pair formation. It is shown that the model produces dipole correlationmore » patterns that are qualitatively similar to the GPI data in several respects. Effects of the reference location (confined surfaces or scrape-off layer), a superimposed random background, hole velocity and lifetime, and background sheared flows are explored and discussed with respect to experimental observations. Additional analysis of the experimental GPI dataset is performed to further test this blob-hole correlation model. A time delay two-point spatial correlation study did not reveal inward propagation of the negative correlation structures that were postulated to correspond to holes in the data nor did it suggest that the negative correlation structures are due to neutral shadowing. However, tracking of the highest and lowest values (extrema) of the normalized GPI fluctuations shows strong evidence for mean inward propagation of minima and outward propagation of maxima, in qualitative agreement with theoretical expectations. Finally, other properties of the experimentally observed extrema are discussed.« less
Blob-hole correlation model for edge turbulence and comparisons with NSTX gas puff imaging data
Myra, J. R.; Zweben, S. J.; Russell, D. A.
2018-05-15
We report that gas puff imaging (GPI) observations made in NSTX [Zweben S J, et al., 2017 Phys. Plasmas 24 102509] have revealed two-point spatial correlations of edge and scrape-off layer turbulence in the plane perpendicular to the magnetic field. A common feature is the occurrence of dipole-like patterns with significant regions of negative correlation. In this paper, we explore the possibility that these dipole patterns may be due to blob-hole pairs. Statistical methods are applied to determine the two-point spatial correlation that results from a model of blob-hole pair formation. It is shown that the model produces dipole correlationmore » patterns that are qualitatively similar to the GPI data in several respects. Effects of the reference location (confined surfaces or scrape-off layer), a superimposed random background, hole velocity and lifetime, and background sheared flows are explored and discussed with respect to experimental observations. Additional analysis of the experimental GPI dataset is performed to further test this blob-hole correlation model. A time delay two-point spatial correlation study did not reveal inward propagation of the negative correlation structures that were postulated to correspond to holes in the data nor did it suggest that the negative correlation structures are due to neutral shadowing. However, tracking of the highest and lowest values (extrema) of the normalized GPI fluctuations shows strong evidence for mean inward propagation of minima and outward propagation of maxima, in qualitative agreement with theoretical expectations. Finally, other properties of the experimentally observed extrema are discussed.« less
Analysis of cross-correlations between financial markets after the 2008 crisis
NASA Astrophysics Data System (ADS)
Sensoy, A.; Yuksel, S.; Erturk, M.
2013-10-01
We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random matrices and find that the majority of the cross-correlation coefficients arise from randomness. We show that the eigenvector of the largest deviating eigenvalue of C represents a global market itself. We reveal that high volatility of financial markets is observed at the same times with high correlations between them which lowers the risk diversification potential even if one constructs a widely internationally diversified portfolio of stocks. We identify and compare the connection and cluster structure of markets before and after the crisis using minimal spanning and ultrametric hierarchical trees. We find that after the crisis, the co-movement degree of the markets increases. We also highlight the key financial markets of pre and post crisis using main centrality measures and analyze the changes. We repeat the study using rank correlation and compare the differences. Further implications are discussed.
Methodological Reporting of Randomized Trials in Five Leading Chinese Nursing Journals
Shi, Chunhu; Tian, Jinhui; Ren, Dan; Wei, Hongli; Zhang, Lihuan; Wang, Quan; Yang, Kehu
2014-01-01
Background Randomized controlled trials (RCTs) are not always well reported, especially in terms of their methodological descriptions. This study aimed to investigate the adherence of methodological reporting complying with CONSORT and explore associated trial level variables in the Chinese nursing care field. Methods In June 2012, we identified RCTs published in five leading Chinese nursing journals and included trials with details of randomized methods. The quality of methodological reporting was measured through the methods section of the CONSORT checklist and the overall CONSORT methodological items score was calculated and expressed as a percentage. Meanwhile, we hypothesized that some general and methodological characteristics were associated with reporting quality and conducted a regression with these data to explore the correlation. The descriptive and regression statistics were calculated via SPSS 13.0. Results In total, 680 RCTs were included. The overall CONSORT methodological items score was 6.34±0.97 (Mean ± SD). No RCT reported descriptions and changes in “trial design,” changes in “outcomes” and “implementation,” or descriptions of the similarity of interventions for “blinding.” Poor reporting was found in detailing the “settings of participants” (13.1%), “type of randomization sequence generation” (1.8%), calculation methods of “sample size” (0.4%), explanation of any interim analyses and stopping guidelines for “sample size” (0.3%), “allocation concealment mechanism” (0.3%), additional analyses in “statistical methods” (2.1%), and targeted subjects and methods of “blinding” (5.9%). More than 50% of trials described randomization sequence generation, the eligibility criteria of “participants,” “interventions,” and definitions of the “outcomes” and “statistical methods.” The regression analysis found that publication year and ITT analysis were weakly associated with CONSORT score. Conclusions The completeness of methodological reporting of RCTs in the Chinese nursing care field is poor, especially with regard to the reporting of trial design, changes in outcomes, sample size calculation, allocation concealment, blinding, and statistical methods. PMID:25415382
NASA Astrophysics Data System (ADS)
Sahin, Serkan
With their first production implemented around 1960's, lasers have afterwards proven to be excellent light sources in building the technology. Subsequently, it has been shown that the extraordinary properties of lasers are related to their coherence properties. Recent developments in optics make it possible to synthesize partially coherent light beams from fully coherent ones. In the last several decades it was seen that using partially coherent light sources may be advantageous, in the areas such as laser surface processing, fiber and free-space optical communications, and medical diagnostics. In this thesis, I study extensively the generation, the propagation in different media, and the scattering of partially coherent light beams with respect to their spectral polarization and coherence states. For instance, I analyze the evolution of recently introduced degree of cross-polarization of light fields in free space; then develop a novel partially coherent light source which acquires and keeps a flat intensity profile around the axis at any distance in the far field; and investigate the interaction of electromagnetic random light with the human eye lens. A part of the thesis treats the effect of atmospheric turbulence on random light beams. Due to random variations in the refractive index, atmospheric turbulence modulates all physical and statistical properties of propagating beams. I have explored the possibility of employing the polarimetric domain of the beam for scintillation reduction, which positively affects the performance of free-space communication systems. I also discuss novel techniques for the sensing of rough targets in the turbulent atmosphere by polarization and coherence properties of light. The other contribution to the thesis is the investigation of light scattering from deterministic or random collections of particles, within the validity of first Born approximation. In the case of a random collection, I introduce and model the new quantity (named pair-structure function) describing correlations among particles, the knowledge of which is necessary for the rigorous predictions of scattered radiation's statistics. Also, by introducing the multi-Gaussian family of functions for scattering potentials, we demonstrate a realistic model for semi-hard edges of particles and bubblelike particles.
Random Interchange of Magnetic Connectivity
NASA Astrophysics Data System (ADS)
Matthaeus, W. H.; Ruffolo, D. J.; Servidio, S.; Wan, M.; Rappazzo, A. F.
2015-12-01
Magnetic connectivity, the connection between two points along a magnetic field line, has a stochastic character associated with field lines random walking in space due to magnetic fluctuations, but connectivity can also change in time due to dynamical activity [1]. For fluctuations transverse to a strong mean field, this connectivity change be caused by stochastic interchange due to component reconnection. The process may be understood approximately by formulating a diffusion-like Fokker-Planck coefficient [2] that is asymptotically related to standard field line random walk. Quantitative estimates are provided, for transverse magnetic field models and anisotropic models such as reduced magnetohydrodynamics. In heliospheric applications, these estimates may be useful for understanding mixing between open and close field line regions near coronal hole boundaries, and large latitude excursions of connectivity associated with turbulence. [1] A. F. Rappazzo, W. H. Matthaeus, D. Ruffolo, S. Servidio & M. Velli, ApJL, 758, L14 (2012) [2] D. Ruffolo & W. Matthaeus, ApJ, 806, 233 (2015)
NASA Astrophysics Data System (ADS)
Fyodorov, Yan V.; Bouchaud, Jean-Philippe
2008-09-01
We investigate some implications of the freezing scenario proposed by Carpentier and Le Doussal (CLD) for a random energy model (REM) with logarithmically correlated random potential. We introduce a particular (circular) variant of the model, and show that the integer moments of the partition function in the high-temperature phase are given by the well-known Dyson Coulomb gas integrals. The CLD freezing scenario allows one to use those moments for extracting the distribution of the free energy in both high- and low-temperature phases. In particular, it yields the full distribution of the minimal value in the potential sequence. This provides an explicit new class of extreme-value statistics for strongly correlated variables, manifestly different from the standard Gumbel class.