NASA Technical Reports Server (NTRS)
Parrish, R. S.; Carter, M. C.
1974-01-01
This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.
An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process
NASA Technical Reports Server (NTRS)
Carter, M. C.; Madison, M. W.
1973-01-01
The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.
Spectra of empirical autocorrelation matrices: A random-matrix-theory-inspired perspective
NASA Astrophysics Data System (ADS)
Jamali, Tayeb; Jafari, G. R.
2015-07-01
We construct an autocorrelation matrix of a time series and analyze it based on the random-matrix theory (RMT) approach. The autocorrelation matrix is capable of extracting information which is not easily accessible by the direct analysis of the autocorrelation function. In order to provide a precise conclusion based on the information extracted from the autocorrelation matrix, the results must be first evaluated. In other words they need to be compared with some sort of criterion to provide a basis for the most suitable and applicable conclusions. In the context of the present study, the criterion is selected to be the well-known fractional Gaussian noise (fGn). We illustrate the applicability of our method in the context of stock markets. For the former, despite the non-Gaussianity in returns of the stock markets, a remarkable agreement with the fGn is achieved.
Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence
NASA Technical Reports Server (NTRS)
Mark, W. D.
1981-01-01
A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.
An Overdetermined System for Improved Autocorrelation Based Spectral Moment Estimator Performance
NASA Technical Reports Server (NTRS)
Keel, Byron M.
1996-01-01
Autocorrelation based spectral moment estimators are typically derived using the Fourier transform relationship between the power spectrum and the autocorrelation function along with using either an assumed form of the autocorrelation function, e.g., Gaussian, or a generic complex form and applying properties of the characteristic function. Passarelli has used a series expansion of the general complex autocorrelation function and has expressed the coefficients in terms of central moments of the power spectrum. A truncation of this series will produce a closed system of equations which can be solved for the central moments of interest. The autocorrelation function at various lags is estimated from samples of the random process under observation. These estimates themselves are random variables and exhibit a bias and variance that is a function of the number of samples used in the estimates and the operational signal-to-noise ratio. This contributes to a degradation in performance of the moment estimators. This dissertation investigates the use autocorrelation function estimates at higher order lags to reduce the bias and standard deviation in spectral moment estimates. In particular, Passarelli's series expansion is cast in terms of an overdetermined system to form a framework under which the application of additional autocorrelation function estimates at higher order lags can be defined and assessed. The solution of the overdetermined system is the least squares solution. Furthermore, an overdetermined system can be solved for any moment or moments of interest and is not tied to a particular form of the power spectrum or corresponding autocorrelation function. As an application of this approach, autocorrelation based variance estimators are defined by a truncation of Passarelli's series expansion and applied to simulated Doppler weather radar returns which are characterized by a Gaussian shaped power spectrum. The performance of the variance estimators determined from a closed system is shown to improve through the application of additional autocorrelation lags in an overdetermined system. This improvement is greater in the narrowband spectrum region where the information is spread over more lags of the autocorrelation function. The number of lags needed in the overdetermined system is a function of the spectral width, the number of terms in the series expansion, the number of samples used in estimating the autocorrelation function, and the signal-to-noise ratio. The overdetermined system provides a robustness to the chosen variance estimator by expanding the region of spectral widths and signal-to-noise ratios over which the estimator can perform as compared to the closed system.
Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K
2018-02-01
In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; principally because the spatial autocorrelation functions (sACFs) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggest otherwise. Hence, the residuals from general linear model (GLM)-based fMRI activation estimates in these studies may not have possessed a homogenously Gaussian sACF. Here we propose a method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.
A new estimator method for GARCH models
NASA Astrophysics Data System (ADS)
Onody, R. N.; Favaro, G. M.; Cazaroto, E. R.
2007-06-01
The GARCH (p, q) model is a very interesting stochastic process with widespread applications and a central role in empirical finance. The Markovian GARCH (1, 1) model has only 3 control parameters and a much discussed question is how to estimate them when a series of some financial asset is given. Besides the maximum likelihood estimator technique, there is another method which uses the variance, the kurtosis and the autocorrelation time to determine them. We propose here to use the standardized 6th moment. The set of parameters obtained in this way produces a very good probability density function and a much better time autocorrelation function. This is true for both studied indexes: NYSE Composite and FTSE 100. The probability of return to the origin is investigated at different time horizons for both Gaussian and Laplacian GARCH models. In spite of the fact that these models show almost identical performances with respect to the final probability density function and to the time autocorrelation function, their scaling properties are, however, very different. The Laplacian GARCH model gives a better scaling exponent for the NYSE time series, whereas the Gaussian dynamics fits better the FTSE scaling exponent.
Inference for local autocorrelations in locally stationary models.
Zhao, Zhibiao
2015-04-01
For non-stationary processes, the time-varying correlation structure provides useful insights into the underlying model dynamics. We study estimation and inferences for local autocorrelation process in locally stationary time series. Our constructed simultaneous confidence band can be used to address important hypothesis testing problems, such as whether the local autocorrelation process is indeed time-varying and whether the local autocorrelation is zero. In particular, our result provides an important generalization of the R function acf() to locally stationary Gaussian processes. Simulation studies and two empirical applications are developed. For the global temperature series, we find that the local autocorrelations are time-varying and have a "V" shape during 1910-1960. For the S&P 500 index, we conclude that the returns satisfy the efficient-market hypothesis whereas the magnitudes of returns show significant local autocorrelations.
Decorrelation scales for Arctic Ocean hydrography - Part I: Amerasian Basin
NASA Astrophysics Data System (ADS)
Sumata, Hiroshi; Kauker, Frank; Karcher, Michael; Rabe, Benjamin; Timmermans, Mary-Louise; Behrendt, Axel; Gerdes, Rüdiger; Schauer, Ursula; Shimada, Koji; Cho, Kyoung-Ho; Kikuchi, Takashi
2018-03-01
Any use of observational data for data assimilation requires adequate information of their representativeness in space and time. This is particularly important for sparse, non-synoptic data, which comprise the bulk of oceanic in situ observations in the Arctic. To quantify spatial and temporal scales of temperature and salinity variations, we estimate the autocorrelation function and associated decorrelation scales for the Amerasian Basin of the Arctic Ocean. For this purpose, we compile historical measurements from 1980 to 2015. Assuming spatial and temporal homogeneity of the decorrelation scale in the basin interior (abyssal plain area), we calculate autocorrelations as a function of spatial distance and temporal lag. The examination of the functional form of autocorrelation in each depth range reveals that the autocorrelation is well described by a Gaussian function in space and time. We derive decorrelation scales of 150-200 km in space and 100-300 days in time. These scales are directly applicable to quantify the representation error, which is essential for use of ocean in situ measurements in data assimilation. We also describe how the estimated autocorrelation function and decorrelation scale should be applied for cost function calculation in a data assimilation system.
Hoover, Brian G; Gamiz, Victor L
2006-02-01
The scalar bidirectional reflectance distribution function (BRDF) due to a perfectly conducting surface with roughness and autocorrelation width comparable with the illumination wavelength is derived from coherence theory on the assumption of a random reflective phase screen and an expansion valid for large effective roughness. A general quadratic expansion of the two-dimensional isotropic surface autocorrelation function near the origin yields representative Cauchy and Gaussian BRDF solutions and an intermediate general solution as the sum of an incoherent component and a nonspecular coherent component proportional to an integral of the plasma dispersion function in the complex plane. Plots illustrate agreement of the derived general solution with original bistatic BRDF data due to a machined aluminum surface, and comparisons are drawn with previously published data in the examination of variations with incident angle, roughness, illumination wavelength, and autocorrelation coefficients in the bistatic and monostatic geometries. The general quadratic autocorrelation expansion provides a BRDF solution that smoothly interpolates between the well-known results of the linear and parabolic approximations.
Liu, Jian; Miller, William H
2006-12-14
The thermal Gaussian approximation (TGA) recently developed by Frantsuzov et al. [Chem. Phys. Lett. 381, 117 (2003)] has been demonstrated to be a practical way for approximating the Boltzmann operator exp(-betaH) for multidimensional systems. In this paper the TGA is combined with semiclassical (SC) initial value representations (IVRs) for thermal time correlation functions. Specifically, it is used with the linearized SC-IVR (LSC-IVR, equivalent to the classical Wigner model), and the "forward-backward semiclassical dynamics" approximation developed by Shao and Makri [J. Phys. Chem. A 103, 7753 (1999); 103, 9749 (1999)]. Use of the TGA with both of these approximate SC-IVRs allows the oscillatory part of the IVR to be integrated out explicitly, providing an extremely simple result that is readily applicable to large molecular systems. Calculation of the force-force autocorrelation for a strongly anharmonic oscillator demonstrates its accuracy, and calculation of the velocity autocorrelation function (and thus the diffusion coefficient) of liquid neon demonstrates its applicability.
Wilson, Lorna R M; Hopcraft, Keith I
2017-12-01
The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the zero crossings of that process. This paper investigates the case where periodicities are incorporated into the autocorrelation function of a smooth process. Numerical simulations, and statistics about the number of crossings in a fixed interval, reveal that in this case the zero crossings segue between a random and deterministic point process depending on the relative time scales of the periodic and nonperiodic components of the autocorrelation function. By considering the Laplace transform of the density function, we show that incorporating correlation between successive intervals is essential to obtaining accurate results for the interval variance. The same method enables prediction of the density function tail in some regions, and we suggest approaches for extending this to cover all regions. In an ever-more complex world, the potential applications for this scale of regularity in a random process are far reaching and powerful.
NASA Astrophysics Data System (ADS)
Wilson, Lorna R. M.; Hopcraft, Keith I.
2017-12-01
The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the zero crossings of that process. This paper investigates the case where periodicities are incorporated into the autocorrelation function of a smooth process. Numerical simulations, and statistics about the number of crossings in a fixed interval, reveal that in this case the zero crossings segue between a random and deterministic point process depending on the relative time scales of the periodic and nonperiodic components of the autocorrelation function. By considering the Laplace transform of the density function, we show that incorporating correlation between successive intervals is essential to obtaining accurate results for the interval variance. The same method enables prediction of the density function tail in some regions, and we suggest approaches for extending this to cover all regions. In an ever-more complex world, the potential applications for this scale of regularity in a random process are far reaching and powerful.
Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Sathian, K
2018-02-01
In a recent study, Eklund et al. employed resting-state functional magnetic resonance imaging data as a surrogate for null functional magnetic resonance imaging (fMRI) datasets and posited that cluster-wise family-wise error (FWE) rate-corrected inferences made by using parametric statistical methods in fMRI studies over the past two decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; this was principally because the spatial autocorrelation functions (sACF) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggested otherwise. Here, we show that accounting for non-Gaussian signal components such as those arising from resting-state neural activity as well as physiological responses and motion artifacts in the null fMRI datasets yields first- and second-level general linear model analysis residuals with nearly uniform and Gaussian sACF. Further comparison with nonparametric permutation tests indicates that cluster-based FWE corrected inferences made with Gaussian spatial noise approximations are valid.
Lévy flights, autocorrelation, and slow convergence
NASA Astrophysics Data System (ADS)
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da Silva, Sergio
2004-06-01
Previously we have put forward that the sluggish convergence of truncated Lévy flights to a Gaussian (Phys. Rev. Lett. 73 (1994) 2946) together with the scaling power laws in their probability of return to the origin (Nature 376 (1995) 46) can be explained by autocorrelation in data (Physica A 323 (2003) 601; Phys. Lett. A 315 (2003) 51). A purpose of this paper is to improve and enlarge the scope of such a result. The role of the autocorrelations in the convergence process as well as the problem of establishing the distance of a given distribution to the Gaussian are analyzed in greater detail. We show that whereas power laws in the second moment can still be explained by linear correlation of pairs, sluggish convergence can now emerge from nonlinear autocorrelations. Our approach is exemplified with data from the British pound-US dollar exchange rate.
Image correlation microscopy for uniform illumination.
Gaborski, T R; Sealander, M N; Ehrenberg, M; Waugh, R E; McGrath, J L
2010-01-01
Image cross-correlation microscopy is a technique that quantifies the motion of fluorescent features in an image by measuring the temporal autocorrelation function decay in a time-lapse image sequence. Image cross-correlation microscopy has traditionally employed laser-scanning microscopes because the technique emerged as an extension of laser-based fluorescence correlation spectroscopy. In this work, we show that image correlation can also be used to measure fluorescence dynamics in uniform illumination or wide-field imaging systems and we call our new approach uniform illumination image correlation microscopy. Wide-field microscopy is not only a simpler, less expensive imaging modality, but it offers the capability of greater temporal resolution over laser-scanning systems. In traditional laser-scanning image cross-correlation microscopy, lateral mobility is calculated from the temporal de-correlation of an image, where the characteristic length is the illuminating laser beam width. In wide-field microscopy, the diffusion length is defined by the feature size using the spatial autocorrelation function. Correlation function decay in time occurs as an object diffuses from its original position. We show that theoretical and simulated comparisons between Gaussian and uniform features indicate the temporal autocorrelation function depends strongly on particle size and not particle shape. In this report, we establish the relationships between the spatial autocorrelation function feature size, temporal autocorrelation function characteristic time and the diffusion coefficient for uniform illumination image correlation microscopy using analytical, Monte Carlo and experimental validation with particle tracking algorithms. Additionally, we demonstrate uniform illumination image correlation microscopy analysis of adhesion molecule domain aggregation and diffusion on the surface of human neutrophils.
A DS-UWB Cognitive Radio System Based on Bridge Function Smart Codes
NASA Astrophysics Data System (ADS)
Xu, Yafei; Hong, Sheng; Zhao, Guodong; Zhang, Fengyuan; di, Jinshan; Zhang, Qishan
This paper proposes a direct-sequence UWB Gaussian pulse of cognitive radio systems based on bridge function smart sequence matrix and the Gaussian pulse. As the system uses the spreading sequence code, that is the bridge function smart code sequence, the zero correlation zones (ZCZs) which the bridge function sequences' auto-correlation functions had, could reduce multipath fading of the pulse interference. The Modulated channel signal was sent into the IEEE 802.15.3a UWB channel. We analysis the ZCZs's inhibition to the interference multipath interference (MPI), as one of the main system sources interferences. The simulation in SIMULINK/MATLAB is described in detail. The result shows the system has better performance by comparison with that employing Walsh sequence square matrix, and it was verified by the formula in principle.
Design and implementation of an optical Gaussian noise generator
NASA Astrophysics Data System (ADS)
Za~O, Leonardo; Loss, Gustavo; Coelho, Rosângela
2009-08-01
A design of a fast and accurate optical Gaussian noise generator is proposed and demonstrated. The noise sample generation is based on the Box-Muller algorithm. The functions implementation was performed on a high-speed Altera Stratix EP1S25 field-programmable gate array (FPGA) development kit. It enabled the generation of 150 million 16-bit noise samples per second. The Gaussian noise generator required only 7.4% of the FPGA logic elements, 1.2% of the RAM memory, 0.04% of the ROM memory, and a laser source. The optical pulses were generated by a laser source externally modulated by the data bit samples using the frequency-shift keying technique. The accuracy of the noise samples was evaluated for different sequences size and confidence intervals. The noise sample pattern was validated by the Bhattacharyya distance (Bd) and the autocorrelation function. The results showed that the proposed design of the optical Gaussian noise generator is very promising to evaluate the performance of optical communications channels with very low bit-error-rate values.
Spatial Autocorrelation And Autoregressive Models In Ecology
Jeremy W. Lichstein; Theodore R. Simons; Susan A. Shriner; Kathleen E. Franzreb
2003-01-01
Abstract. Recognition and analysis of spatial autocorrelation has defined a new paradigm in ecology. Attention to spatial pattern can lead to insights that would have been otherwise overlooked, while ignoring space may lead to false conclusions about ecological relationships. We used Gaussian spatial autoregressive models, fit with widely available...
Bernaola-Galván, Pedro A; Gómez-Extremera, Manuel; Romance, A Ramón; Carpena, Pedro
2017-09-01
The correlation properties of the magnitude of a time series are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here we have obtained the analytical expression of the autocorrelation of the magnitude series (C_{|x|}) of a linear Gaussian noise as a function of its autocorrelation (C_{x}). For both, models and natural signals, the deviation of C_{|x|} from its expectation in linear Gaussian noises can be used as an index of nonlinearity that can be applied to relatively short records and does not require the presence of scaling in the time series under study. In a model of artificial Gaussian multifractal signal we use this approach to analyze the relation between nonlinearity and multifractallity and show that the former implies the latter but the reverse is not true. We also apply this approach to analyze experimental data: heart-beat records during rest and moderate exercise. For each individual subject, we observe higher nonlinearities during rest. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.
NASA Astrophysics Data System (ADS)
Bernaola-Galván, Pedro A.; Gómez-Extremera, Manuel; Romance, A. Ramón; Carpena, Pedro
2017-09-01
The correlation properties of the magnitude of a time series are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here we have obtained the analytical expression of the autocorrelation of the magnitude series (C|x |) of a linear Gaussian noise as a function of its autocorrelation (Cx). For both, models and natural signals, the deviation of C|x | from its expectation in linear Gaussian noises can be used as an index of nonlinearity that can be applied to relatively short records and does not require the presence of scaling in the time series under study. In a model of artificial Gaussian multifractal signal we use this approach to analyze the relation between nonlinearity and multifractallity and show that the former implies the latter but the reverse is not true. We also apply this approach to analyze experimental data: heart-beat records during rest and moderate exercise. For each individual subject, we observe higher nonlinearities during rest. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.
Probabilistic density function method for nonlinear dynamical systems driven by colored noise
DOE Office of Scientific and Technical Information (OSTI.GOV)
Barajas-Solano, David A.; Tartakovsky, Alexandre M.
2016-05-01
We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less
White Gaussian Noise - Models for Engineers
NASA Astrophysics Data System (ADS)
Jondral, Friedrich K.
2018-04-01
This paper assembles some information about white Gaussian noise (WGN) and its applications. It starts from a description of thermal noise, i. e. the irregular motion of free charge carriers in electronic devices. In a second step, mathematical models of WGN processes and their most important parameters, especially autocorrelation functions and power spectrum densities, are introduced. In order to proceed from mathematical models to simulations, we discuss the generation of normally distributed random numbers. The signal-to-noise ratio as the most important quality measure used in communications, control or measurement technology is accurately introduced. As a practical application of WGN, the transmission of quadrature amplitude modulated (QAM) signals over additive WGN channels together with the optimum maximum likelihood (ML) detector is considered in a demonstrative and intuitive way.
Mesoscopic fluctuations and intermittency in aging dynamics
NASA Astrophysics Data System (ADS)
Sibani, P.
2006-01-01
Mesoscopic aging systems are characterized by large intermittent noise fluctuations. In a record dynamics scenario (Sibani P. and Dall J., Europhys. Lett., 64 (2003) 8) these events, quakes, are treated as a Poisson process with average αln (1 + t/tw), where t is the observation time, tw is the age and α is a parameter. Assuming for simplicity that quakes constitute the only source of de-correlation, we present a model for the probability density function (PDF) of the configuration autocorrelation function. Beside α, the model has the average quake size 1/q as a parameter. The model autocorrelation PDF has a Gumbel-like shape, which approaches a Gaussian for large t/tw and becomes sharply peaked in the thermodynamic limit. Its average and variance, which are given analytically, depend on t/tw as a power law and a power law with a logarithmic correction, respectively. Most predictions are in good agreement with data from the literature and with the simulations of the Edwards-Anderson spin-glass carried out as a test.
Probabilistic density function method for nonlinear dynamical systems driven by colored noise.
Barajas-Solano, David A; Tartakovsky, Alexandre M
2016-05-01
We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integrodifferential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified large-eddy-diffusivity (LED) closure. In contrast to the classical LED closure, the proposed closure accounts for advective transport of the PDF in the approximate temporal deconvolution of the integrodifferential equation. In addition, we introduce the generalized local linearization approximation for deriving a computable PDF equation in the form of a second-order partial differential equation. We demonstrate that the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary autocorrelation time. We apply the proposed PDF method to analyze a set of Kramers equations driven by exponentially autocorrelated Gaussian colored noise to study nonlinear oscillators and the dynamics and stability of a power grid. Numerical experiments show the PDF method is accurate when the noise autocorrelation time is either much shorter or longer than the system's relaxation time, while the accuracy decreases as the ratio of the two timescales approaches unity. Similarly, the PDF method accuracy decreases with increasing standard deviation of the noise.
NASA Astrophysics Data System (ADS)
Yeung, Chuck
2018-06-01
The assumption that the local order parameter is related to an underlying spatially smooth auxiliary field, u (r ⃗,t ) , is a common feature in theoretical approaches to non-conserved order parameter phase separation dynamics. In particular, the ansatz that u (r ⃗,t ) is a Gaussian random field leads to predictions for the decay of the autocorrelation function which are consistent with observations, but distinct from predictions using alternative theoretical approaches. In this paper, the auxiliary field is obtained directly from simulations of the time-dependent Ginzburg-Landau equation in two and three dimensions. The results show that u (r ⃗,t ) is equivalent to the distance to the nearest interface. In two dimensions, the probability distribution, P (u ) , is well approximated as Gaussian except for small values of u /L (t ) , where L (t ) is the characteristic length-scale of the patterns. The behavior of P (u ) in three dimensions is more complicated; the non-Gaussian region for small u /L (t ) is much larger than that in two dimensions but the tails of P (u ) begin to approach a Gaussian form at intermediate times. However, at later times, the tails of the probability distribution appear to decay faster than a Gaussian distribution.
NASA Technical Reports Server (NTRS)
Campbell, Joel F.; Lin, Bing; Nehrir, Amin R.
2014-01-01
NASA Langley Research Center in collaboration with ITT Exelis have been experimenting with Continuous Wave (CW) laser absorption spectrometer (LAS) as a means of performing atmospheric CO2 column measurements from space to support the Active Sensing of CO2 Emissions over Nights, Days, and Seasons (ASCENDS) mission.Because range resolving Intensity Modulated (IM) CW lidar techniques presented here rely on matched filter correlations, autocorrelation properties without side lobes or other artifacts are highly desirable since the autocorrelation function is critical for the measurements of lidar return powers, laser path lengths, and CO2 column amounts. In this paper modulation techniques are investigated that improve autocorrelation properties. The modulation techniques investigated in this paper include sine waves modulated by maximum length (ML) sequences in various hardware configurations. A CW lidar system using sine waves modulated by ML pseudo random noise codes is described, which uses a time shifting approach to separate channels and make multiple, simultaneous online/offline differential absorption measurements. Unlike the pure ML sequence, this technique is useful in hardware that is band pass filtered as the IM sine wave carrier shifts the main power band. Both amplitude and Phase Shift Keying (PSK) modulated IM carriers are investigated that exibit perfect autocorrelation properties down to one cycle per code bit. In addition, a method is presented to bandwidth limit the ML sequence based on a Gaussian filter implemented in terms of Jacobi theta functions that does not seriously degrade the resolution or introduce side lobes as a means of reducing aliasing and IM carrier bandwidth.
Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
NASA Astrophysics Data System (ADS)
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da Silva, Sergio
2003-05-01
We suggest that the ultraslow speed of convergence associated with truncated Lévy flights (Phys. Rev. Lett. 73 (1994) 2946) may well be explained by autocorrelations in data. We show how a particular type of autocorrelation generates power laws consistent with a truncated Lévy flight. Stock exchanges have been suggested to be modeled by a truncated Lévy flight (Nature 376 (1995) 46; Physica A 297 (2001) 509; Econom. Bull. 7 (2002) 1). Here foreign exchange rate data are taken instead. Scaling power laws in the “probability of return to the origin” are shown to emerge for most currencies. A novel approach to measure how distant a process is from a Gaussian regime is presented.
Inferring probabilistic stellar rotation periods using Gaussian processes
NASA Astrophysics Data System (ADS)
Angus, Ruth; Morton, Timothy; Aigrain, Suzanne; Foreman-Mackey, Daniel; Rajpaul, Vinesh
2018-02-01
Variability in the light curves of spotted, rotating stars is often non-sinusoidal and quasi-periodic - spots move on the stellar surface and have finite lifetimes, causing stellar flux variations to slowly shift in phase. A strictly periodic sinusoid therefore cannot accurately model a rotationally modulated stellar light curve. Physical models of stellar surfaces have many drawbacks preventing effective inference, such as highly degenerate or high-dimensional parameter spaces. In this work, we test an appropriate effective model: a Gaussian Process with a quasi-periodic covariance kernel function. This highly flexible model allows sampling of the posterior probability density function of the periodic parameter, marginalizing over the other kernel hyperparameters using a Markov Chain Monte Carlo approach. To test the effectiveness of this method, we infer rotation periods from 333 simulated stellar light curves, demonstrating that the Gaussian process method produces periods that are more accurate than both a sine-fitting periodogram and an autocorrelation function method. We also demonstrate that it works well on real data, by inferring rotation periods for 275 Kepler stars with previously measured periods. We provide a table of rotation periods for these and many more, altogether 1102 Kepler objects of interest, and their posterior probability density function samples. Because this method delivers posterior probability density functions, it will enable hierarchical studies involving stellar rotation, particularly those involving population modelling, such as inferring stellar ages, obliquities in exoplanet systems, or characterizing star-planet interactions. The code used to implement this method is available online.
PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.
Vecchia, A.V.
1985-01-01
Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.
A Degree-Scale Measurement of the Anisotropy in the Cosmic Microwave Background
NASA Technical Reports Server (NTRS)
Wollack, Ed; Jarosik, Norm; Netterfield, Barth; Page, Lyman; Wilkinson, David
1995-01-01
We report the detection of anisotropy in the microwave sky at 3O GHz and at l deg angular scales. The most economical interpretation of the data is that the fluctuations are intrinsic to the cosmic microwave background. However, galactic free-free emission is ruled out with only 90% confidence. The most likely root-mean-squared amplitude of the fluctuations, assuming they are described by a Gaussian auto-correlation function with a coherence angle of 1.2 deg, is 41(+16/-13) (mu)K. We also present limits on the anisotropy of the polarization of the cosmic microwave background.
Bounds of memory strength for power-law series.
Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao
2017-05-01
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α. By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α, which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1<α≤3, as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α>3, the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.
Bounds of memory strength for power-law series
NASA Astrophysics Data System (ADS)
Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao
2017-05-01
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α . By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α , which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1 <α ≤3 , as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α >3 , the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.
Thermal noise in confined fluids.
Sanghi, T; Aluru, N R
2014-11-07
In this work, we discuss a combined memory function equation (MFE) and generalized Langevin equation (GLE) approach (referred to as MFE/GLE formulation) to characterize thermal noise in confined fluids. Our study reveals that for fluids confined inside nanoscale geometries, the correlation time and the time decay of the autocorrelation function of the thermal noise are not significantly different across the confinement. We show that it is the strong cross-correlation of the mean force with the molecular velocity that gives rise to the spatial anisotropy in the velocity-autocorrelation function of the confined fluids. Further, we use the MFE/GLE formulation to extract the thermal force a fluid molecule experiences in a MD simulation. Noise extraction from MD simulation suggests that the frequency distribution of the thermal force is non-Gaussian. Also, the frequency distribution of the thermal force near the confining surface is found to be different in the direction parallel and perpendicular to the confinement. We also use the formulation to compute the noise correlation time of water confined inside a (6,6) carbon-nanotube (CNT). It is observed that inside the (6,6) CNT, in which water arranges itself in a highly concerted single-file arrangement, the correlation time of thermal noise is about an order of magnitude higher than that of bulk water.
Thermal noise in confined fluids
NASA Astrophysics Data System (ADS)
Sanghi, T.; Aluru, N. R.
2014-11-01
In this work, we discuss a combined memory function equation (MFE) and generalized Langevin equation (GLE) approach (referred to as MFE/GLE formulation) to characterize thermal noise in confined fluids. Our study reveals that for fluids confined inside nanoscale geometries, the correlation time and the time decay of the autocorrelation function of the thermal noise are not significantly different across the confinement. We show that it is the strong cross-correlation of the mean force with the molecular velocity that gives rise to the spatial anisotropy in the velocity-autocorrelation function of the confined fluids. Further, we use the MFE/GLE formulation to extract the thermal force a fluid molecule experiences in a MD simulation. Noise extraction from MD simulation suggests that the frequency distribution of the thermal force is non-Gaussian. Also, the frequency distribution of the thermal force near the confining surface is found to be different in the direction parallel and perpendicular to the confinement. We also use the formulation to compute the noise correlation time of water confined inside a (6,6) carbon-nanotube (CNT). It is observed that inside the (6,6) CNT, in which water arranges itself in a highly concerted single-file arrangement, the correlation time of thermal noise is about an order of magnitude higher than that of bulk water.
Linking snowflake microstructure to multi-frequency radar observations
NASA Astrophysics Data System (ADS)
Leinonen, J.; Moisseev, D.; Nousiainen, T.
2013-04-01
Spherical or spheroidal particle shape models are commonly used to calculate numerically the radar backscattering properties of aggregate snowflakes. A more complicated and computationally intensive approach is to use detailed models of snowflake structure together with numerical scattering models that can operate on arbitrary particle shapes. Recent studies have shown that there can be significant differences between the results of these approaches. In this paper, an analytical model, based on the Rayleigh-Gans scattering theory, is formulated to explain this discrepancy in terms of the effect of discrete ice crystals that constitute the snowflake. The ice crystals cause small-scale inhomogeneities whose effects can be understood through the density autocorrelation function of the particle mass, which the Rayleigh-Gans theory connects to the function that gives the radar reflectivity as a function of frequency. The derived model is a weighted sum of two Gaussian functions. A term that corresponds to the average shape of the particle, similar to that given by the spheroidal shape model, dominates at low frequencies. At high frequencies, that term vanishes and is gradually replaced by the effect of the ice crystal monomers. The autocorrelation-based description of snowflake microstructure appears to be sufficient for multi-frequency radar studies. The link between multi-frequency radar observations and the particle microstructure can thus be used to infer particle properties from the observations.
NASA Astrophysics Data System (ADS)
Sumi, C.
Previously, we developed three displacement vector measurement methods, i.e., the multidimensional cross-spectrum phase gradient method (MCSPGM), the multidimensional autocorrelation method (MAM), and the multidimensional Doppler method (MDM). To increase the accuracies and stabilities of lateral and elevational displacement measurements, we also developed spatially variant, displacement component-dependent regularization. In particular, the regularization of only the lateral/elevational displacements is advantageous for the lateral unmodulated case. The demonstrated measurements of the displacement vector distributions in experiments using an inhomogeneous shear modulus agar phantom confirm that displacement-component-dependent regularization enables more stable shear modulus reconstruction. In this report, we also review our developed lateral modulation methods that use Parabolic functions, Hanning windows, and Gaussian functions in the apodization function and the optimized apodization function that realizes the designed point spread function (PSF). The modulations significantly increase the accuracy of the strain tensor measurement and shear modulus reconstruction (demonstrated using an agar phantom).
Small-Angle Scatter Measurement.
NASA Astrophysics Data System (ADS)
Wein, Steven Jay
The design, analysis, and performance of a small -angle scatterometer are presented. The effects of the diffraction background, geometrical aberrations and system scatter at the small-angles are separated. Graphs are provided that quantify their contribution. The far-field irradiance distributions of weakly truncated and untruncated Gaussian beams are compared. The envelope of diffraction ringing is shown to decrease proportionately with the level of truncation in the pupil. Spherical aberration and defocus are shown to have little effect on the higher-order diffraction rings of Gaussian apertures and as such will have a negligible effect on most scatter measurements. A method is presented for determining the scattered irradiance level for a given BRDF in relation to the peak irradiance of the point spread function. A method of Gaussian apodization is presented and tested that allows the level of diffraction ringing to become a design parameter. Upon sufficient reduction of the diffraction background, the scattered light from the scatterometers' primary mirror is seen to be the limiting component of the small-angle instrument profile. The scatterometer described was able to make a meaningful measurement close enough to the specular direction at 0.6328mum in order to observe the characteristic height and width of the scatter function. This allowed the rms roughness and autocorrelation length of the surface to be determined from the scatter data at this wavelength. The inferred rms roughness agreed well with an independent optical profilometer measurement of the surface. The BRDF of the samples were also measured at 10.6mum. The rms roughness inferred from this scatter data did not agree with the other measurements. The BRDF did not scale in accordance with the scaler diffraction theory of microrough surfaces. The scattering in the visible was dominated by the effects of surface roughness whereas the scattering in the far-infrared was apparently dominated by the effects of contaminants and surface defects. The model for the surface statistics is investigated. A K_0 (modified Bessel function) autocorrelation function is shown to predict the scattered light distribution of these samples much better than the conventional negative -exponential function. Additionally, a sampling theory is developed that addresses the negative-exponentially correlated output of lock-in amplifiers, detectors, and electronic circuits in general. It is shown that the optimum sampling rate is approximately one sample per time constant and at this rate the improvement in SNR is sqrt {N/2} where N is the number of measurements.
Shang, Jianyuan; Geva, Eitan
2007-04-26
The quenching rate of a fluorophore attached to a macromolecule can be rather sensitive to its conformational state. The decay of the corresponding fluorescence lifetime autocorrelation function can therefore provide unique information on the time scales of conformational dynamics. The conventional way of measuring the fluorescence lifetime autocorrelation function involves evaluating it from the distribution of delay times between photoexcitation and photon emission. However, the time resolution of this procedure is limited by the time window required for collecting enough photons in order to establish this distribution with sufficient signal-to-noise ratio. Yang and Xie have recently proposed an approach for improving the time resolution, which is based on the argument that the autocorrelation function of the delay time between photoexcitation and photon emission is proportional to the autocorrelation function of the square of the fluorescence lifetime [Yang, H.; Xie, X. S. J. Chem. Phys. 2002, 117, 10965]. In this paper, we show that the delay-time autocorrelation function is equal to the autocorrelation function of the square of the fluorescence lifetime divided by the autocorrelation function of the fluorescence lifetime. We examine the conditions under which the delay-time autocorrelation function is approximately proportional to the autocorrelation function of the square of the fluorescence lifetime. We also investigate the correlation between the decay of the delay-time autocorrelation function and the time scales of conformational dynamics. The results are demonstrated via applications to a two-state model and an off-lattice model of a polypeptide.
Gabriel, Jan; Petrov, Oleg V; Kim, Youngsik; Martin, Steve W; Vogel, Michael
2015-09-01
We use (7)Li NMR to study the ionic jump motion in ternary 0.5Li2S+0.5[(1-x)GeS2+xGeO2] glassy lithium ion conductors. Exploring the "mixed glass former effect" in this system led to the assumption of a homogeneous and random variation of diffusion barriers in this system. We exploit that combining traditional line-shape analysis with novel field-cycling relaxometry, it is possible to measure the spectral density of the ionic jump motion in broad frequency and temperature ranges and, thus, to determine the distribution of activation energies. Two models are employed to parameterize the (7)Li NMR data, namely, the multi-exponential autocorrelation function model and the power-law waiting times model. Careful evaluation of both of these models indicates a broadly inhomogeneous energy landscape for both the single (x=0.0) and the mixed (x=0.1) network former glasses. The multi-exponential autocorrelation function model can be well described by a Gaussian distribution of activation barriers. Applicability of the methods used and their sensitivity to microscopic details of ionic motion are discussed. Copyright © 2015 Elsevier Inc. All rights reserved.
Gaussian copula as a likelihood function for environmental models
NASA Astrophysics Data System (ADS)
Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.
2017-12-01
Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.
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.
The basis function approach for modeling autocorrelation in ecological data
Hefley, Trevor J.; Broms, Kristin M.; Brost, Brian M.; Buderman, Frances E.; Kay, Shannon L.; Scharf, Henry; Tipton, John; Williams, Perry J.; Hooten, Mevin B.
2017-01-01
Analyzing ecological data often requires modeling the autocorrelation created by spatial and temporal processes. Many seemingly disparate statistical methods used to account for autocorrelation can be expressed as regression models that include basis functions. Basis functions also enable ecologists to modify a wide range of existing ecological models in order to account for autocorrelation, which can improve inference and predictive accuracy. Furthermore, understanding the properties of basis functions is essential for evaluating the fit of spatial or time-series models, detecting a hidden form of collinearity, and analyzing large data sets. We present important concepts and properties related to basis functions and illustrate several tools and techniques ecologists can use when modeling autocorrelation in ecological data.
Longitudinal and bulk viscosities of Lennard-Jones fluids
NASA Astrophysics Data System (ADS)
Tankeshwar, K.; Pathak, K. N.; Ranganathan, S.
1996-12-01
Expressions for the longitudinal and bulk viscosities have been derived using Green Kubo formulae involving the time integral of the longitudinal and bulk stress autocorrelation functions. The time evolution of stress autocorrelation functions are determined using the Mori formalism and a memory function which is obtained from the Mori equation of motion. The memory function is of hyperbolic secant form and involves two parameters which are related to the microscopic sum rules of the respective autocorrelation function. We have derived expressions for the zeroth-, second-and fourth- order sum rules of the longitudinal and bulk stress autocorrelation functions. These involve static correlation functions up to four particles. The final expressions for these have been put in a form suitable for numerical calculations using low- order decoupling approximations. The numerical results have been obtained for the sum rules of longitudinal and bulk stress autocorrelation functions. These have been used to calculate the longitudinal and bulk viscosities and time evolution of the longitudinal stress autocorrelation function of the Lennard-Jones fluids over wide ranges of densities and temperatures. We have compared our results with the available computer simulation data and found reasonable agreement.
2014-06-17
100 0 2 4 Wigner distribution 0 50 100 0 0.5 1 Auto-correlation function 0 50 100 0 2 4 L- Wigner distribution 0 50 100 0 0.5 1 Auto-correlation function ...bilinear or higher order autocorrelation functions will increase the number of missing samples, the analysis shows that accurate instantaneous...frequency estimation can be achieved even if we deal with only few samples, as long as the auto-correlation function is properly chosen to coincide with
The basis function approach for modeling autocorrelation in ecological data.
Hefley, Trevor J; Broms, Kristin M; Brost, Brian M; Buderman, Frances E; Kay, Shannon L; Scharf, Henry R; Tipton, John R; Williams, Perry J; Hooten, Mevin B
2017-03-01
Analyzing ecological data often requires modeling the autocorrelation created by spatial and temporal processes. Many seemingly disparate statistical methods used to account for autocorrelation can be expressed as regression models that include basis functions. Basis functions also enable ecologists to modify a wide range of existing ecological models in order to account for autocorrelation, which can improve inference and predictive accuracy. Furthermore, understanding the properties of basis functions is essential for evaluating the fit of spatial or time-series models, detecting a hidden form of collinearity, and analyzing large data sets. We present important concepts and properties related to basis functions and illustrate several tools and techniques ecologists can use when modeling autocorrelation in ecological data. © 2016 by the Ecological Society of America.
Havens, Timothy C; Roggemann, Michael C; Schulz, Timothy J; Brown, Wade W; Beyer, Jeff T; Otten, L John
2002-05-20
We discuss a method of data reduction and analysis that has been developed for a novel experiment to detect anisotropic turbulence in the tropopause and to measure the spatial statistics of these flows. The experimental concept is to make measurements of temperature at 15 points on a hexagonal grid for altitudes from 12,000 to 18,000 m while suspended from a balloon performing a controlled descent. From the temperature data, we estimate the index of refraction and study the spatial statistics of the turbulence-induced index of refraction fluctuations. We present and evaluate the performance of a processing approach to estimate the parameters of an anisotropic model for the spatial power spectrum of the turbulence-induced index of refraction fluctuations. A Gaussian correlation model and a least-squares optimization routine are used to estimate the parameters of the model from the measurements. In addition, we implemented a quick-look algorithm to have a computationally nonintensive way of viewing the autocorrelation function of the index fluctuations. The autocorrelation of the index of refraction fluctuations is binned and interpolated onto a uniform grid from the sparse points that exist in our experiment. This allows the autocorrelation to be viewed with a three-dimensional plot to determine whether anisotropy exists in a specific data slab. Simulation results presented here show that, in the presence of the anticipated levels of measurement noise, the least-squares estimation technique allows turbulence parameters to be estimated with low rms error.
Low Streamflow Forcasting using Minimum Relative Entropy
NASA Astrophysics Data System (ADS)
Cui, H.; Singh, V. P.
2013-12-01
Minimum relative entropy spectral analysis is derived in this study, and applied to forecast streamflow time series. Proposed method extends the autocorrelation in the manner that the relative entropy of underlying process is minimized so that time series data can be forecasted. Different prior estimation, such as uniform, exponential and Gaussian assumption, is taken to estimate the spectral density depending on the autocorrelation structure. Seasonal and nonseasonal low streamflow series obtained from Colorado River (Texas) under draught condition is successfully forecasted using proposed method. Minimum relative entropy determines spectral of low streamflow series with higher resolution than conventional method. Forecasted streamflow is compared to the prediction using Burg's maximum entropy spectral analysis (MESA) and Configurational entropy. The advantage and disadvantage of each method in forecasting low streamflow is discussed.
MIXREG: a computer program for mixed-effects regression analysis with autocorrelated errors.
Hedeker, D; Gibbons, R D
1996-05-01
MIXREG is a program that provides estimates for a mixed-effects regression model (MRM) for normally-distributed response data including autocorrelated errors. This model can be used for analysis of unbalanced longitudinal data, where individuals may be measured at a different number of timepoints, or even at different timepoints. Autocorrelated errors of a general form or following an AR(1), MA(1), or ARMA(1,1) form are allowable. This model can also be used for analysis of clustered data, where the mixed-effects model assumes data within clusters are dependent. The degree of dependency is estimated jointly with estimates of the usual model parameters, thus adjusting for clustering. MIXREG uses maximum marginal likelihood estimation, utilizing both the EM algorithm and a Fisher-scoring solution. For the scoring solution, the covariance matrix of the random effects is expressed in its Gaussian decomposition, and the diagonal matrix reparameterized using the exponential transformation. Estimation of the individual random effects is accomplished using an empirical Bayes approach. Examples illustrating usage and features of MIXREG are provided.
Chan, Aaron C.; Srinivasan, Vivek J.
2013-01-01
In optical coherence tomography (OCT) and ultrasound, unbiased Doppler frequency estimators with low variance are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible, which should also, in principle, improve estimation performance. Paradoxically, however, the widely used Kasai autocorrelation estimator’s performance worsens with increasing acquisition rate. We propose that parametric estimators based on accurate models of noise statistics can offer better performance. We derive a maximum likelihood estimator (MLE) based on a simple additive white Gaussian noise model, and show that it can outperform the Kasai autocorrelation estimator. In addition, we also derive the Cramer Rao lower bound (CRLB), and show that the variance of the MLE approaches the CRLB for moderate data lengths and noise levels. We note that the MLE performance improves with longer acquisition time, and remains constant or improves with higher acquisition rates. These qualities may make it a preferred technique as OCT imaging speed continues to improve. Finally, our work motivates the development of more general parametric estimators based on statistical models of decorrelation noise. PMID:23446044
MATLAB-Based Program for Teaching Autocorrelation Function and Noise Concepts
ERIC Educational Resources Information Center
Jovanovic Dolecek, G.
2012-01-01
An attractive MATLAB-based tool for teaching the basics of autocorrelation function and noise concepts is presented in this paper. This tool enhances traditional in-classroom lecturing. The demonstrations of the tool described here highlight the description of the autocorrelation function (ACF) in a general case for wide-sense stationary (WSS)…
Statistical properties of Charney-Hasegawa-Mima zonal flows
DOE Office of Scientific and Technical Information (OSTI.GOV)
Anderson, Johan, E-mail: anderson.johan@gmail.com; Botha, G. J. J.
2015-05-15
A theoretical interpretation of numerically generated probability density functions (PDFs) of intermittent plasma transport events in unforced zonal flows is provided within the Charney-Hasegawa-Mima (CHM) model. The governing equation is solved numerically with various prescribed density gradients that are designed to produce different configurations of parallel and anti-parallel streams. Long-lasting vortices form whose flow is governed by the zonal streams. It is found that the numerically generated PDFs can be matched with analytical predictions of PDFs based on the instanton method by removing the autocorrelations from the time series. In many instances, the statistics generated by the CHM dynamics relaxesmore » to Gaussian distributions for both the electrostatic and vorticity perturbations, whereas in areas with strong nonlinear interactions it is found that the PDFs are exponentially distributed.« less
Simulating and mapping spatial complexity using multi-scale techniques
De Cola, L.
1994-01-01
A central problem in spatial analysis is the mapping of data for complex spatial fields using relatively simple data structures, such as those of a conventional GIS. This complexity can be measured using such indices as multi-scale variance, which reflects spatial autocorrelation, and multi-fractal dimension, which characterizes the values of fields. These indices are computed for three spatial processes: Gaussian noise, a simple mathematical function, and data for a random walk. Fractal analysis is then used to produce a vegetation map of the central region of California based on a satellite image. This analysis suggests that real world data lie on a continuum between the simple and the random, and that a major GIS challenge is the scientific representation and understanding of rapidly changing multi-scale fields. -Author
Following a trend with an exponential moving average: Analytical results for a Gaussian model
NASA Astrophysics Data System (ADS)
Grebenkov, Denis S.; Serror, Jeremy
2014-01-01
We investigate how price variations of a stock are transformed into profits and losses (P&Ls) of a trend following strategy. In the frame of a Gaussian model, we derive the probability distribution of P&Ls and analyze its moments (mean, variance, skewness and kurtosis) and asymptotic behavior (quantiles). We show that the asymmetry of the distribution (with often small losses and less frequent but significant profits) is reminiscent to trend following strategies and less dependent on peculiarities of price variations. At short times, trend following strategies admit larger losses than one may anticipate from standard Gaussian estimates, while smaller losses are ensured at longer times. Simple explicit formulas characterizing the distribution of P&Ls illustrate the basic mechanisms of momentum trading, while general matrix representations can be applied to arbitrary Gaussian models. We also compute explicitly annualized risk adjusted P&L and strategy turnover to account for transaction costs. We deduce the trend following optimal timescale and its dependence on both auto-correlation level and transaction costs. Theoretical results are illustrated on the Dow Jones index.
Kim, Jaehee; Ogden, Robert Todd; Kim, Haseong
2013-10-18
Time course gene expression experiments are an increasingly popular method for exploring biological processes. Temporal gene expression profiles provide an important characterization of gene function, as biological systems are both developmental and dynamic. With such data it is possible to study gene expression changes over time and thereby to detect differential genes. Much of the early work on analyzing time series expression data relied on methods developed originally for static data and thus there is a need for improved methodology. Since time series expression is a temporal process, its unique features such as autocorrelation between successive points should be incorporated into the analysis. This work aims to identify genes that show different gene expression profiles across time. We propose a statistical procedure to discover gene groups with similar profiles using a nonparametric representation that accounts for the autocorrelation in the data. In particular, we first represent each profile in terms of a Fourier basis, and then we screen out genes that are not differentially expressed based on the Fourier coefficients. Finally, we cluster the remaining gene profiles using a model-based approach in the Fourier domain. We evaluate the screening results in terms of sensitivity, specificity, FDR and FNR, compare with the Gaussian process regression screening in a simulation study and illustrate the results by application to yeast cell-cycle microarray expression data with alpha-factor synchronization.The key elements of the proposed methodology: (i) representation of gene profiles in the Fourier domain; (ii) automatic screening of genes based on the Fourier coefficients and taking into account autocorrelation in the data, while controlling the false discovery rate (FDR); (iii) model-based clustering of the remaining gene profiles. Using this method, we identified a set of cell-cycle-regulated time-course yeast genes. The proposed method is general and can be potentially used to identify genes which have the same patterns or biological processes, and help facing the present and forthcoming challenges of data analysis in functional genomics.
Impact of Autocorrelation on Functional Connectivity
Arbabshirani, Mohammad R.; Damaraju, Eswar; Phlypo, Ronald; Plis, Sergey; Allen, Elena; Ma, Sai; Mathalon, Daniel; Preda, Adrian; Vaidya, Jatin G.; Adali, Tülay; Calhoun, Vince D.
2014-01-01
Although the impact of serial correlation (autocorrelation) in residuals of general linear models for fMRI time-series has been studied extensively, the effect of autocorrelation on functional connectivity studies has been largely neglected until recently. Some recent studies based on results from economics have questioned the conventional estimation of functional connectivity and argue that not correcting for autocorrelation in fMRI time-series results in “spurious” correlation coefficients. In this paper, first we assess the effect of autocorrelation on Pearson correlation coefficient through theoretical approximation and simulation. Then we present this effect on real fMRI data. To our knowledge this is the first work comprehensively investigating the effect of autocorrelation on functional connectivity estimates. Our results show that although FC values are altered, even following correction for autocorrelation, results of hypothesis testing on FC values remain very similar to those before correction. In real data we show this is true for main effects and also for group difference testing between healthy controls and schizophrenia patients. We further discuss model order selection in the context of autoregressive processes, effects of frequency filtering and propose a preprocessing pipeline for connectivity studies. PMID:25072392
Optimal periodic binary codes of lengths 28 to 64
NASA Technical Reports Server (NTRS)
Tyler, S.; Keston, R.
1980-01-01
Results from computer searches performed to find repeated binary phase coded waveforms with optimal periodic autocorrelation functions are discussed. The best results for lengths 28 to 64 are given. The code features of major concern are where (1) the peak sidelobe in the autocorrelation function is small and (2) the sum of the squares of the sidelobes in the autocorrelation function is small.
Suzuki, Satoshi
2017-09-01
This study investigated the spatial distribution of brain activity on body schema (BS) modification induced by natural body motion using two versions of a hand-tracing task. In Task 1, participants traced Japanese Hiragana characters using the right forefinger, requiring no BS expansion. In Task 2, participants performed the tracing task with a long stick, requiring BS expansion. Spatial distribution was analyzed using general linear model (GLM)-based statistical parametric mapping of near-infrared spectroscopy data contaminated with motion artifacts caused by the hand-tracing task. Three methods were utilized in series to counter the artifacts, and optimal conditions and modifications were investigated: a model-free method (Step 1), a convolution matrix method (Step 2), and a boxcar-function-based Gaussian convolution method (Step 3). The results revealed four methodological findings: (1) Deoxyhemoglobin was suitable for the GLM because both Akaike information criterion and the variance against the averaged hemodynamic response function were smaller than for other signals, (2) a high-pass filter with a cutoff frequency of .014 Hz was effective, (3) the hemodynamic response function computed from a Gaussian kernel function and its first- and second-derivative terms should be included in the GLM model, and (4) correction of non-autocorrelation and use of effective degrees of freedom were critical. Investigating z-maps computed according to these guidelines revealed that contiguous areas of BA7-BA40-BA21 in the right hemisphere became significantly activated ([Formula: see text], [Formula: see text], and [Formula: see text], respectively) during BS modification while performing the hand-tracing task.
NASA Astrophysics Data System (ADS)
Wan, Shun Zhou; Wang, Cun Xin; Xu, Ying Wu; Shi, Yun Yu
1996-11-01
The cis-trans isomerization of X-Pro (X is Pro or any other residue) often plays a rate-limiting role in protein folding. In order to study the dynamic properties of X-Pro in water, we have analyzed the trajectory data obtained from constrained molecular dynamics (MD) simulations of a tripeptide Phe-Pro-Ala in solution. Via calculation of autocorrelation functions and their corresponding spectral densities, we have found that the structural fluctuations of the solute are affected by the motions of various degrees of freedom, and the solvent dynamic behavior is bimodal rather than exponential or Gaussian. In addition, according to the energy and torque analysis, we suggest that both the anti/endo and the syn/endo could be the possible transition state for the cis-trans isomerization of the tripeptide.
NASA Astrophysics Data System (ADS)
Wang, X.; Tu, C. Y.; He, J.; Wang, L.
2017-12-01
It has been a longstanding debate on what the nature of Elsässer variables z- observed in the Alfvénic solar wind is. It is widely believed that z- represents inward propagating Alfvén waves and undergoes non-linear interaction with z+ to produce energy cascade. However, z- variations sometimes show nature of convective structures. Here we present a new data analysis on z- autocorrelation functions to get some definite information on its nature. We find that there is usually a break point on the z- auto-correlation function when the fluctuations show nearly pure Alfvénicity. The break point observed by Helios-2 spacecraft near 0.3 AU is at the first time lag ( 81 s), where the autocorrelation coefficient has the value less than that at zero-time lag by a factor of more than 0.4. The autocorrelation function breaks also appear in the WIND observations near 1 AU. The z- autocorrelation function is separated by the break into two parts: fast decreasing part and slowly decreasing part, which cannot be described in a whole by an exponential formula. The breaks in the z- autocorrelation function may represent that the z- time series are composed of high-frequency white noise and low-frequency apparent structures, which correspond to the flat and steep parts of the function, respectively. This explanation is supported by a simple test with a superposition of an artificial random data series and a smoothed random data series. Since in many cases z- autocorrelation functions do not decrease very quickly at large time lag and cannot be considered as the Lanczos type, no reliable value for correlation-time can be derived. Our results showed that in these cases with high Alfvénicity, z- should not be considered as inward-propagating wave. The power-law spectrum of z+ should be made by fluid turbulence cascade process presented by Kolmogorov.
Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.
da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L
2014-01-01
In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.
Stochastic characteristics and Second Law violations of atomic fluids in Couette flow
NASA Astrophysics Data System (ADS)
Raghavan, Bharath V.; Karimi, Pouyan; Ostoja-Starzewski, Martin
2018-04-01
Using Non-equilibrium Molecular Dynamics (NEMD) simulations, we study the statistical properties of an atomic fluid undergoing planar Couette flow, in which particles interact via a Lennard-Jones potential. We draw a connection between local density contrast and temporal fluctuations in the shear stress, which arise naturally through the equivalence between the dissipation function and entropy production according to the fluctuation theorem. We focus on the shear stress and the spatio-temporal density fluctuations and study the autocorrelations and spectral densities of the shear stress. The bispectral density of the shear stress is used to measure the degree of departure from a Gaussian model and the degree of nonlinearity induced in the system owing to the applied strain rate. More evidence is provided by the probability density function of the shear stress. We use the Information Theory to account for the departure from Gaussian statistics and to develop a more general probability distribution function that captures this broad range of effects. By accounting for negative shear stress increments, we show how this distribution preserves the violations of the Second Law of Thermodynamics observed in planar Couette flow of atomic fluids, and also how it captures the non-Gaussian nature of the system by allowing for non-zero higher moments. We also demonstrate how the temperature affects the band-width of the shear-stress and how the density affects its Power Spectral Density, thus determining the conditions under which the shear-stress acts is a narrow-band or wide-band random process. We show that changes in the statistical characteristics of the parameters of interest occur at a critical strain rate at which an ordering transition occurs in the fluid causing shear thinning and affecting its stability. A critical strain rate of this kind is also predicted by the Loose-Hess stability criterion.
Suzuki, Satoshi N; Kachi, Naoki; Suzuki, Jun-Ichirou
2008-09-01
During the development of an even-aged plant population, the spatial distribution of individuals often changes from a clumped pattern to a random or regular one. The development of local size hierarchies in an Abies forest was analysed for a period of 47 years following a large disturbance in 1959. In 1980 all trees in an 8 x 8 m plot were mapped and their height growth after the disturbance was estimated. Their mortality and growth were then recorded at 1- to 4-year intervals between 1980 and 2006. Spatial distribution patterns of trees were analysed by the pair correlation function. Spatial correlations between tree heights were analysed with a spatial autocorrelation function and the mark correlation function. The mark correlation function was able to detect a local size hierarchy that could not be detected by the spatial autocorrelation function alone. The small-scale spatial distribution pattern of trees changed from clumped to slightly regular during the 47 years. Mortality occurred in a density-dependent manner, which resulted in regular spacing between trees after 1980. The spatial autocorrelation and mark correlation functions revealed the existence of tree patches consisting of large trees at the initial stage. Development of a local size hierarchy was detected within the first decade after the disturbance, although the spatial autocorrelation was not negative. Local size hierarchies that developed persisted until 2006, and the spatial autocorrelation became negative at later stages (after about 40 years). This is the first study to detect local size hierarchies as a prelude to regular spacing using the mark correlation function. The results confirm that use of the mark correlation function together with the spatial autocorrelation function is an effective tool to analyse the development of a local size hierarchy of trees in a forest.
Bourlier, Christophe; Kubické, Gildas; Déchamps, Nicolas
2008-04-01
A fast, exact numerical method based on the method of moments (MM) is developed to calculate the scattering from an object below a randomly rough surface. Déchamps et al. [J. Opt. Soc. Am. A23, 359 (2006)] have recently developed the PILE (propagation-inside-layer expansion) method for a stack of two one-dimensional rough interfaces separating homogeneous media. From the inversion of the impedance matrix by block (in which two impedance matrices of each interface and two coupling matrices are involved), this method allows one to calculate separately and exactly the multiple-scattering contributions inside the layer in which the inverses of the impedance matrices of each interface are involved. Our purpose here is to apply this method for an object below a rough surface. In addition, to invert a matrix of large size, the forward-backward spectral acceleration (FB-SA) approach of complexity O(N) (N is the number of unknowns on the interface) proposed by Chou and Johnson [Radio Sci.33, 1277 (1998)] is applied. The new method, PILE combined with FB-SA, is tested on perfectly conducting circular and elliptic cylinders located below a dielectric rough interface obeying a Gaussian process with Gaussian and exponential height autocorrelation functions.
Persistence of non-Markovian Gaussian stationary processes in discrete time
NASA Astrophysics Data System (ADS)
Nyberg, Markus; Lizana, Ludvig
2018-04-01
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero mean Gaussian stationary processes in discrete time n . Few results are known for the persistence P0(n ) in discrete time, except the large time behavior which is characterized by the nontrivial constant θ through P0(n ) ˜θn . Using a modified version of the independent interval approximation (IIA) that we developed before, we are able to calculate P0(n ) analytically in z -transform space in terms of the autocorrelation function A (n ) . If A (n )→0 as n →∞ , we extract θ numerically, while if A (n )=0 , for finite n >N , we find θ exactly (within the IIA). We apply our results to three special cases: the nearest-neighbor-correlated "first order moving average process", where A (n )=0 for n >1 , the double exponential-correlated "second order autoregressive process", where A (n ) =c1λ1n+c2λ2n , and power-law-correlated variables, where A (n ) ˜n-μ . Apart from the power-law case when μ <5 , we find excellent agreement with simulations.
A Langevin model for fluctuating contact angle behaviour parametrised using molecular dynamics.
Smith, E R; Müller, E A; Craster, R V; Matar, O K
2016-12-06
Molecular dynamics simulations are employed to develop a theoretical model to predict the fluid-solid contact angle as a function of wall-sliding speed incorporating thermal fluctuations. A liquid bridge between counter-sliding walls is studied, with liquid-vapour interface-tracking, to explore the impact of wall-sliding speed on contact angle. The behaviour of the macroscopic contact angle varies linearly over a range of capillary numbers beyond which the liquid bridge pinches off, a behaviour supported by experimental results. Nonetheless, the liquid bridge provides an ideal test case to study molecular scale thermal fluctuations, which are shown to be well described by Gaussian distributions. A Langevin model for contact angle is parametrised to incorporate the mean, fluctuation and auto-correlations over a range of sliding speeds and temperatures. The resulting equations can be used as a proxy for the fully-detailed molecular dynamics simulation allowing them to be integrated within a continuum-scale solver.
Effect of Cell Aspect Ratio on Swarming Bacteria
NASA Astrophysics Data System (ADS)
Ilkanaiv, Bella; Kearns, Daniel B.; Ariel, Gil; Be'er, Avraham
2017-04-01
Swarming bacteria collectively migrate on surfaces using flagella, forming dynamic whirls and jets that consist of millions of individuals. Because some swarming bacteria elongate prior to actual motion, cell aspect ratio may play a significant role in the collective dynamics. Extensive research on self-propelled rodlike particles confirms that elongation promotes alignment, strongly affecting the dynamics. Here, we study experimentally the collective dynamics of variants of swarming Bacillus subtilis that differ in length. We show that the swarming statistics depends on the aspect ratio in a critical, fundamental fashion not predicted by theory. The fastest motion was obtained for the wild-type and variants that are similar in length. However, shorter and longer cells exhibit anomalous, non-Gaussian statistics and nonexponential decay of the autocorrelation function, indicating lower collective motility. These results suggest that the robust mechanisms to maintain aspect ratios may be important for efficient swarming motility. Wild-type cells are optimal in this sense.
Velocity and stress autocorrelation decay in isothermal dissipative particle dynamics
NASA Astrophysics Data System (ADS)
Chaudhri, Anuj; Lukes, Jennifer R.
2010-02-01
The velocity and stress autocorrelation decay in a dissipative particle dynamics ideal fluid model is analyzed in this paper. The autocorrelation functions are calculated at three different friction parameters and three different time steps using the well-known Groot/Warren algorithm and newer algorithms including self-consistent leap-frog, self-consistent velocity Verlet and Shardlow first and second order integrators. At low friction values, the velocity autocorrelation function decays exponentially at short times, shows slower-than exponential decay at intermediate times, and approaches zero at long times for all five integrators. As friction value increases, the deviation from exponential behavior occurs earlier and is more pronounced. At small time steps, all the integrators give identical decay profiles. As time step increases, there are qualitative and quantitative differences between the integrators. The stress correlation behavior is markedly different for the algorithms. The self-consistent velocity Verlet and the Shardlow algorithms show very similar stress autocorrelation decay with change in friction parameter, whereas the Groot/Warren and leap-frog schemes show variations at higher friction factors. Diffusion coefficients and shear viscosities are calculated using Green-Kubo integration of the velocity and stress autocorrelation functions. The diffusion coefficients match well-known theoretical results at low friction limits. Although the stress autocorrelation function is different for each integrator, fluctuates rapidly, and gives poor statistics for most of the cases, the calculated shear viscosities still fall within range of theoretical predictions and nonequilibrium studies.
2013-01-01
Background Time course gene expression experiments are an increasingly popular method for exploring biological processes. Temporal gene expression profiles provide an important characterization of gene function, as biological systems are both developmental and dynamic. With such data it is possible to study gene expression changes over time and thereby to detect differential genes. Much of the early work on analyzing time series expression data relied on methods developed originally for static data and thus there is a need for improved methodology. Since time series expression is a temporal process, its unique features such as autocorrelation between successive points should be incorporated into the analysis. Results This work aims to identify genes that show different gene expression profiles across time. We propose a statistical procedure to discover gene groups with similar profiles using a nonparametric representation that accounts for the autocorrelation in the data. In particular, we first represent each profile in terms of a Fourier basis, and then we screen out genes that are not differentially expressed based on the Fourier coefficients. Finally, we cluster the remaining gene profiles using a model-based approach in the Fourier domain. We evaluate the screening results in terms of sensitivity, specificity, FDR and FNR, compare with the Gaussian process regression screening in a simulation study and illustrate the results by application to yeast cell-cycle microarray expression data with alpha-factor synchronization. The key elements of the proposed methodology: (i) representation of gene profiles in the Fourier domain; (ii) automatic screening of genes based on the Fourier coefficients and taking into account autocorrelation in the data, while controlling the false discovery rate (FDR); (iii) model-based clustering of the remaining gene profiles. Conclusions Using this method, we identified a set of cell-cycle-regulated time-course yeast genes. The proposed method is general and can be potentially used to identify genes which have the same patterns or biological processes, and help facing the present and forthcoming challenges of data analysis in functional genomics. PMID:24134721
Distributions of Autocorrelated First-Order Kinetic Outcomes: Illness Severity
Englehardt, James D.
2015-01-01
Many complex systems produce outcomes having recurring, power law-like distributions over wide ranges. However, the form necessarily breaks down at extremes, whereas the Weibull distribution has been demonstrated over the full observed range. Here the Weibull distribution is derived as the asymptotic distribution of generalized first-order kinetic processes, with convergence driven by autocorrelation, and entropy maximization subject to finite positive mean, of the incremental compounding rates. Process increments represent multiplicative causes. In particular, illness severities are modeled as such, occurring in proportion to products of, e.g., chronic toxicant fractions passed by organs along a pathway, or rates of interacting oncogenic mutations. The Weibull form is also argued theoretically and by simulation to be robust to the onset of saturation kinetics. The Weibull exponential parameter is shown to indicate the number and widths of the first-order compounding increments, the extent of rate autocorrelation, and the degree to which process increments are distributed exponential. In contrast with the Gaussian result in linear independent systems, the form is driven not by independence and multiplicity of process increments, but by increment autocorrelation and entropy. In some physical systems the form may be attracting, due to multiplicative evolution of outcome magnitudes towards extreme values potentially much larger and smaller than control mechanisms can contain. The Weibull distribution is demonstrated in preference to the lognormal and Pareto I for illness severities versus (a) toxicokinetic models, (b) biologically-based network models, (c) scholastic and psychological test score data for children with prenatal mercury exposure, and (d) time-to-tumor data of the ED01 study. PMID:26061263
An optimal strategy for functional mapping of dynamic trait loci.
Jin, Tianbo; Li, Jiahan; Guo, Ying; Zhou, Xiaojing; Yang, Runqing; Wu, Rongling
2010-02-01
As an emerging powerful approach for mapping quantitative trait loci (QTLs) responsible for dynamic traits, functional mapping models the time-dependent mean vector with biologically meaningful equations and are likely to generate biologically relevant and interpretable results. Given the autocorrelation nature of a dynamic trait, functional mapping needs the implementation of the models for the structure of the covariance matrix. In this article, we have provided a comprehensive set of approaches for modelling the covariance structure and incorporated each of these approaches into the framework of functional mapping. The Bayesian information criterion (BIC) values are used as a model selection criterion to choose the optimal combination of the submodels for the mean vector and covariance structure. In an example for leaf age growth from a rice molecular genetic project, the best submodel combination was found between the Gaussian model for the correlation structure, power equation of order 1 for the variance and the power curve for the mean vector. Under this combination, several significant QTLs for leaf age growth trajectories were detected on different chromosomes. Our model can be well used to study the genetic architecture of dynamic traits of agricultural values.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zobov, V. E., E-mail: rsa@iph.krasn.ru; Kucherov, M. M.
2017-01-15
The singularities of the time autocorrelation functions (ACFs) of magnetically diluted spin systems with dipole–dipole interaction (DDI), which determine the high-frequency asymptotics of autocorrelation functions and the wings of a magnetic resonance line, are studied. Using the self-consistent fluctuating local field approximation, nonlinear equations are derived for autocorrelation functions averaged over the independent random arrangement of spins (magnetic atoms) in a diamagnetic lattice with different spin concentrations. The equations take into account the specificity of the dipole–dipole interaction. First, due to its axial symmetry in a strong static magnetic field, the autocorrelation functions of longitudinal and transverse spin components aremore » described by different equations. Second, the long-range type of the dipole–dipole interaction is taken into account by separating contributions into the local field from distant and near spins. The recurrent equations are obtained for the expansion coefficients of autocorrelation functions in power series in time. From them, the numerical value of the coordinate of the nearest singularity of the autocorrelation function is found on the imaginary time axis, which is equal to the radius of convergence of these expansions. It is shown that in the strong dilution case, the logarithmic concentration dependence of the coordinate of the singularity is observed, which is caused by the presence of a cluster of near spins whose fraction is small but contribution to the modulation frequency is large. As an example a silicon crystal with different {sup 29}Si concentrations in magnetic fields directed along three crystallographic axes is considered.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Madanipour, Khosro; Tavassoly, Mohammad T
2009-02-01
We show theoretically and verify experimentally that the modulation transfer function (MTF) of a printing system can be determined by measuring the autocorrelation of a printed Ronchi grating. In practice, two similar Ronchi gratings are printed on two transparencies and the transparencies are superimposed with parallel grating lines. Then, the gratings are uniformly illuminated and the transmitted light from a large section is measured versus the displacement of one grating with respect to the other in a grating pitch interval. This measurement provides the required autocorrelation function for determination of the MTF.
Engelken, Rainer; Farkhooi, Farzad; Hansel, David; van Vreeswijk, Carl; Wolf, Fred
2016-01-01
Neuronal activity in the central nervous system varies strongly in time and across neuronal populations. It is a longstanding proposal that such fluctuations generically arise from chaotic network dynamics. Various theoretical studies predict that the rich dynamics of rate models operating in the chaotic regime can subserve circuit computation and learning. Neurons in the brain, however, communicate via spikes and it is a theoretical challenge to obtain similar rate fluctuations in networks of spiking neuron models. A recent study investigated spiking balanced networks of leaky integrate and fire (LIF) neurons and compared their dynamics to a matched rate network with identical topology, where single unit input-output functions were chosen from isolated LIF neurons receiving Gaussian white noise input. A mathematical analogy between the chaotic instability in networks of rate units and the spiking network dynamics was proposed. Here we revisit the behavior of the spiking LIF networks and these matched rate networks. We find expected hallmarks of a chaotic instability in the rate network: For supercritical coupling strength near the transition point, the autocorrelation time diverges. For subcritical coupling strengths, we observe critical slowing down in response to small external perturbations. In the spiking network, we found in contrast that the timescale of the autocorrelations is insensitive to the coupling strength and that rate deviations resulting from small input perturbations rapidly decay. The decay speed even accelerates for increasing coupling strength. In conclusion, our reanalysis demonstrates fundamental differences between the behavior of pulse-coupled spiking LIF networks and rate networks with matched topology and input-output function. In particular there is no indication of a corresponding chaotic instability in the spiking network.
NASA Astrophysics Data System (ADS)
Prudnikov, V. V.; Prudnikov, P. V.; Popov, I. S.
2018-03-01
A Monte Carlo numerical simulation of the specific features of nonequilibrium critical behavior is carried out for the two-dimensional structurally disordered XY model during its evolution from a low-temperature initial state. On the basis of the analysis of the two-time dependence of autocorrelation functions and dynamic susceptibility for systems with spin concentrations of p = 1.0, 0.9, and 0.6, aging phenomena characterized by a slowing down of the relaxation system with increasing waiting time and the violation of the fluctuation-dissipation theorem (FDT) are revealed. The values of the universal limiting fluctuation-dissipation ratio (FDR) are obtained for the systems considered. As a result of the analysis of the two-time scaling dependence for spin-spin and connected spin autocorrelation functions, it is found that structural defects lead to subaging phenomena in the behavior of the spin-spin autocorrelation function and superaging phenomena in the behavior of the connected spin autocorrelation function.
Patrick C. Tobin
2004-01-01
The estimation of spatial autocorrelation in spatially- and temporally-referenced data is fundamental to understanding an organism's population biology. I used four sets of census field data, and developed an idealized space-time dynamic system, to study the behavior of spatial autocorrelation estimates when a practical method of sampling is employed. Estimates...
Stojanova, Daniela; Ceci, Michelangelo; Malerba, Donato; Dzeroski, Saso
2013-09-26
Ontologies and catalogs of gene functions, such as the Gene Ontology (GO) and MIPS-FUN, assume that functional classes are organized hierarchically, that is, general functions include more specific ones. This has recently motivated the development of several machine learning algorithms for gene function prediction that leverages on this hierarchical organization where instances may belong to multiple classes. In addition, it is possible to exploit relationships among examples, since it is plausible that related genes tend to share functional annotations. Although these relationships have been identified and extensively studied in the area of protein-protein interaction (PPI) networks, they have not received much attention in hierarchical and multi-class gene function prediction. Relations between genes introduce autocorrelation in functional annotations and violate the assumption that instances are independently and identically distributed (i.i.d.), which underlines most machine learning algorithms. Although the explicit consideration of these relations brings additional complexity to the learning process, we expect substantial benefits in predictive accuracy of learned classifiers. This article demonstrates the benefits (in terms of predictive accuracy) of considering autocorrelation in multi-class gene function prediction. We develop a tree-based algorithm for considering network autocorrelation in the setting of Hierarchical Multi-label Classification (HMC). We empirically evaluate the proposed algorithm, called NHMC (Network Hierarchical Multi-label Classification), on 12 yeast datasets using each of the MIPS-FUN and GO annotation schemes and exploiting 2 different PPI networks. The results clearly show that taking autocorrelation into account improves the predictive performance of the learned models for predicting gene function. Our newly developed method for HMC takes into account network information in the learning phase: When used for gene function prediction in the context of PPI networks, the explicit consideration of network autocorrelation increases the predictive performance of the learned models. Overall, we found that this holds for different gene features/ descriptions, functional annotation schemes, and PPI networks: Best results are achieved when the PPI network is dense and contains a large proportion of function-relevant interactions.
Hydrodynamics of confined colloidal fluids in two dimensions
NASA Astrophysics Data System (ADS)
Sané, Jimaan; Padding, Johan T.; Louis, Ard A.
2009-05-01
We apply a hybrid molecular dynamics and mesoscopic simulation technique to study the dynamics of two-dimensional colloidal disks in confined geometries. We calculate the velocity autocorrelation functions and observe the predicted t-1 long-time hydrodynamic tail that characterizes unconfined fluids, as well as more complex oscillating behavior and negative tails for strongly confined geometries. Because the t-1 tail of the velocity autocorrelation function is cut off for longer times in finite systems, the related diffusion coefficient does not diverge but instead depends logarithmically on the overall size of the system. The Langevin equation gives a poor approximation to the velocity autocorrelation function at both short and long times.
Autocorrelation of the susceptible-infected-susceptible process on networks
NASA Astrophysics Data System (ADS)
Liu, Qiang; Van Mieghem, Piet
2018-06-01
In this paper, we focus on the autocorrelation of the susceptible-infected-susceptible (SIS) process on networks. The N -intertwined mean-field approximation (NIMFA) is applied to calculate the autocorrelation properties of the exact SIS process. We derive the autocorrelation of the infection state of each node and the fraction of infected nodes both in the steady and transient states as functions of the infection probabilities of nodes. Moreover, we show that the autocorrelation can be used to estimate the infection and curing rates of the SIS process. The theoretical results are compared with the simulation of the exact SIS process. Our work fully utilizes the potential of the mean-field method and shows that NIMFA can indeed capture the autocorrelation properties of the exact SIS process.
Sources of variation in Landsat autocorrelation
NASA Technical Reports Server (NTRS)
Craig, R. G.; Labovitz, M. L.
1980-01-01
Analysis of sixty-four scan lines representing diverse conditions across satellites, channels, scanners, locations and cloud cover confirms that Landsat data are autocorrelated and consistently follow an Arima (1,0,1) pattern. The AR parameter varies significantly with location and the MA coefficient with cloud cover. Maximum likelihood classification functions are considerably in error unless this autocorrelation is compensated for in sampling.
Impact of surface roughness on L-band emissivity of the sea ice
NASA Astrophysics Data System (ADS)
Miernecki, M.; Kaleschke, L.; Hendricks, S.; Søbjærg, S. S.
2015-12-01
In March 2014 a joint experiment IRO2/SMOSice was carried out in the Barents Sea. R/V Lance equipped with meteorological instruments, electromagnetic sea ice thickness probe and engine monitoring instruments, was performing a series of tests in different ice conditions in order to validate the ice route optimization (IRO) system, advising on his route through pack ice. In parallel cal/val activities for sea ice thickness product obtained from SMOS (Soil Moisture and Ocean Salinity mission) L-band radiometer were carried out. Apart from helicopter towing the EMbird thickness probe, Polar 5 aircraft was serving the area during the experiment with L-band radiometer EMIRAD2 and Airborne Laser Scanner (ALS) as primary instruments. Sea ice Thickness algorithm using SMOS brightness temperature developed at University of Hamburg, provides daily maps of thin sea ice (up to 0.5-1 m) in polar regions with resolution of 35-50 km. So far the retrieval method was not taking into account surface roughness, assuming that sea ice is a specular surface. Roughness is a stochastic process that can be characterized by standard deviation of surface height σ and by shape of the autocorrelation function R to estimate it's vertical and horizontal scales respectively. Interactions of electromagnetic radiation with the surface of the medium are dependent on R and σ and they scales with respect to the incident wavelength. During SMOSice the radiometer was observing sea ice surface at two incidence angles 0 and 40 degrees and simultaneously the surface elevation was scanned with ALS with ground resolution of ~ 0.25 m. This configuration allowed us to calculate σ and R from power spectral densities of surface elevation profiles and quantify the effect of surface roughness on the emissivity of the sea ice. First results indicate that Gaussian autocorrelation function is suitable for deformed ice, for other ice types exponential function is the best fit.
Kepler Observations of Rapid Optical Variability in the BL Lac Object W2r192+42
NASA Technical Reports Server (NTRS)
R.Edelson; Mushotzky, R.; Vaughn, S.; Scargle, J.; Gandhi, P.; Malkan, M.; Baumgartner, W.
2013-01-01
We present the first Kepler monitoring of a strongly variable BL Lac, W2R1926+42. The light curve covers 181 days with approx. 0.2% errors, 30 minute sampling and >90% duty cycle, showing numerous delta-I/I > 25% flares over timescales as short as a day. The flux distribution is highly skewed and non-Gaussian. The variability shows a strong rms-flux correlation with the clearest evidence to date for non-linearity in this relation. We introduce a method to measure periodograms from the discrete autocorrelation function, an approach that may be well-suited to a wide range of Kepler data. The periodogram is not consistent with a simple power-law, but shows a flattening at frequencies below 7x10(exp -5) Hz. Simple models of the power spectrum, such as a broken power law, do not produce acceptable fits, indicating that the Kepler blazar light curve requires more sophisticated mathematical and physical descriptions than currently in use.
NASA Technical Reports Server (NTRS)
Davies, Roger
1994-01-01
The spatial autocorrelation functions of broad-band longwave and shortwave radiances measured by the Earth Radiation Budget Experiment (ERBE) are analyzed as a function of view angle in an investigation of the general effects of scene inhomogeneity on radiation. For nadir views, the correlation distance of the autocorrelation function is about 900 km for longwave radiance and about 500 km for shortwave radiance, consistent with higher degrees of freedom in shortwave reflection. Both functions rise monotonically with view angle, but there is a substantial difference in the relative angular dependence of the shortwave and longwave functions, especially for view angles less than 50 deg. In this range, the increase with angle of the longwave functions is found to depend only on the expansion of pixel area with angle, whereas the shortwave functions show an additional dependence on angle that is attributed to the occlusion of inhomogeneities by cloud height variations. Beyond a view angle of about 50 deg, both longwave and shortwave functions appear to be affected by cloud sides. The shortwave autocorrelation functions do not satisfy the principle of directional reciprocity, thereby proving that the average scene is horizontally inhomogeneous over the scale of an ERBE pixel (1500 sq km). Coarse stratification of the measurements by cloud amount, however, indicates that the average cloud-free scene does satisfy directional reciprocity on this scale.
techniques is presented. Two methods for linearizing the data are given. An expression for the specular-to-spattered power ratio is derived, and the inverse ... transform of the autocorrelation function is discussed. The surface roughness of the reflector, the discrete fading rates, and fading frequencies
NASA Astrophysics Data System (ADS)
Popkov, Artem
2016-01-01
The article contains information about acoustic emission signals analysing using autocorrelation function. Operation factors were analysed, such as shape of signal, the origins time and carrier frequency. The purpose of work is estimating the validity of correlations methods analysing signals. Acoustic emission signal consist of different types of waves, which propagate on different trajectories in object of control. Acoustic emission signal is amplitude-, phase- and frequency-modeling signal. It was described by carrier frequency at a given point of time. Period of signal make up 12.5 microseconds and carrier frequency make up 80 kHz for analysing signal. Usage autocorrelation function like indicator the origin time of acoustic emission signal raises validity localization of emitters.
Relativistic corrections and non-Gaussianity in radio continuum surveys
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maartens, Roy; Zhao, Gong-Bo; Bacon, David
Forthcoming radio continuum surveys will cover large volumes of the observable Universe and will reach to high redshifts, making them potentially powerful probes of dark energy, modified gravity and non-Gaussianity. We consider the continuum surveys with LOFAR, WSRT and ASKAP, and examples of continuum surveys with the SKA. We extend recent work on these surveys by including redshift space distortions and lensing convergence in the radio source auto-correlation. In addition we compute the general relativistic (GR) corrections to the angular power spectrum. These GR corrections to the standard Newtonian analysis of the power spectrum become significant on scales near andmore » beyond the Hubble scale at each redshift. We find that the GR corrections are at most percent-level in LOFAR, WODAN and EMU surveys, but they can produce O(10%) changes for high enough sensitivity SKA continuum surveys. The signal is however dominated by cosmic variance, and multiple-tracer techniques will be needed to overcome this problem. The GR corrections are suppressed in continuum surveys because of the integration over redshift — we expect that GR corrections will be enhanced for future SKA HI surveys in which the source redshifts will be known. We also provide predictions for the angular power spectra in the case where the primordial perturbations have local non-Gaussianity. We find that non-Gaussianity dominates over GR corrections, and rises above cosmic variance when f{sub NL}∼>5 for SKA continuum surveys.« less
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.
Signatures of Hong-Ou-Mandel interference at microwave frequencies
NASA Astrophysics Data System (ADS)
Woolley, M. J.; Lang, C.; Eichler, C.; Wallraff, A.; Blais, A.
2013-10-01
Two-photon quantum interference at a beam splitter, commonly known as Hong-Ou-Mandel interference, is a fundamental demonstration of the quantum mechanical nature of electromagnetic fields and a key component of various quantum information processing protocols. The phenomenon was recently demonstrated with microwave-frequency photons by Lang et al (2013 Nature Phys. 9 345-8). This experiment employed circuit QED systems as sources of microwave photons, and was based on the measurement of second-order cross-correlation and auto-correlation functions of the microwave fields at the outputs of the beam splitter using linear detectors. Here we present the calculation of these correlation functions for the cases of inputs corresponding to: (i) trains of pulsed Gaussian or Lorentzian single microwave photons and (ii) resonant fluorescent microwave fields from continuously driven circuit QED systems. In both cases, the signature of two-photon quantum interference is a suppression of the second-order cross-correlation function for small delays. The experiment described in Lang et al (2013) was performed with trains of Lorentzian single photons, and very good agreement with experimental data is obtained. The results are relevant not only to interference experiments using circuit QED systems, but any such setup with highly controllable sources and time-resolved detection.
NASA Astrophysics Data System (ADS)
Martins, Luis Gustavo Nogueira; Stefanello, Michel Baptistella; Degrazia, Gervásio Annes; Acevedo, Otávio Costa; Puhales, Franciano Scremin; Demarco, Giuliano; Mortarini, Luca; Anfossi, Domenico; Roberti, Débora Regina; Costa, Felipe Denardin; Maldaner, Silvana
2016-11-01
In this study we analyze natural complex signals employing the Hilbert-Huang spectral analysis. Specifically, low wind meandering meteorological data are decomposed into turbulent and non turbulent components. These non turbulent movements, responsible for the absence of a preferential direction of the horizontal wind, provoke negative lobes in the meandering autocorrelation functions. The meandering characteristic time scales (meandering periods) are determined from the spectral peak provided by the Hilbert-Huang marginal spectrum. The magnitudes of the temperature and horizontal wind meandering period obtained agree with the results found from the best fit of the heuristic meandering autocorrelation functions. Therefore, the new method represents a new procedure to evaluate meandering periods that does not employ mathematical expressions to represent observed meandering autocorrelation functions.
Self tuning system for industrial surveillance
Stephan, Wegerich W; Jarman, Kristin K.; Gross, Kenneth C.
2000-01-01
A method and system for automatically establishing operational parameters of a statistical surveillance system. The method and system performs a frequency domain transition on time dependent data, a first Fourier composite is formed, serial correlation is removed, a series of Gaussian whiteness tests are performed along with an autocorrelation test, Fourier coefficients are stored and a second Fourier composite is formed. Pseudorandom noise is added, a Monte Carlo simulation is performed to establish SPRT missed alarm probabilities and tested with a synthesized signal. A false alarm test is then emperically evaluated and if less than a desired target value, then SPRT probabilities are used for performing surveillance.
Autocorrelations of stellar light and mass at z˜ 0 and ˜1: from SDSS to DEEP2
NASA Astrophysics Data System (ADS)
Li, Cheng; White, Simon D. M.; Chen, Yanmei; Coil, Alison L.; Davis, Marc; De Lucia, Gabriella; Guo, Qi; Jing, Y. P.; Kauffmann, Guinevere; Willmer, Christopher N. A.; Zhang, Wei
2012-01-01
We present measurements of projected autocorrelation functions wp(rp) for the stellar mass of galaxies and for their light in the U, B and V bands, using data from the third data release of the DEEP2 Galaxy Redshift Survey and the final data release of the Sloan Digital Sky Survey (SDSS). We investigate the clustering bias of stellar mass and light by comparing these to projected autocorrelations of dark matter estimated from the Millennium Simulations (MS) at z= 1 and 0.07, the median redshifts of our galaxy samples. All of the autocorrelation and bias functions show systematic trends with spatial scale and waveband which are impressively similar at the two redshifts. This shows that the well-established environmental dependence of stellar populations in the local Universe is already in place at z= 1. The recent MS-based galaxy formation simulation of Guo et al. reproduces the scale-dependent clustering of luminosity to an accuracy better than 30 per cent in all bands and at both redshifts, but substantially overpredicts mass autocorrelations at separations below about 2 Mpc. Further comparison of the shapes of our stellar mass bias functions with those predicted by the model suggests that both the SDSS and DEEP2 data prefer a fluctuation amplitude of σ8˜ 0.8 rather than the σ8= 0.9 assumed by the MS.
Deblauwe, Vincent; Kennel, Pol; Couteron, Pierre
2012-01-01
Background Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images), such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r) is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. Methodology/Principal Findings The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions) of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform). Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. Conclusions/Significance The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy). We explore the potential of the method for association tests involving a lattice of binary data and discuss its potential for validation of species distribution models. An implementation of the method in Java for the generation of wavelet-based surrogates is available online as supporting material. PMID:23144961
Studies of the micromorphology of sputtered TiN thin films by autocorrelation techniques
NASA Astrophysics Data System (ADS)
Smagoń, Kamil; Stach, Sebastian; Ţălu, Ştefan; Arman, Ali; Achour, Amine; Luna, Carlos; Ghobadi, Nader; Mardani, Mohsen; Hafezi, Fatemeh; Ahmadpourian, Azin; Ganji, Mohsen; Grayeli Korpi, Alireza
2017-12-01
Autocorrelation techniques are crucial tools for the study of the micromorphology of surfaces: They provide the description of anisotropic properties and the identification of repeated patterns on the surface, facilitating the comparison of samples. In the present investigation, some fundamental concepts of these techniques including the autocorrelation function and autocorrelation length have been reviewed and applied in the study of titanium nitride thin films by atomic force microscopy (AFM). The studied samples were grown on glass substrates by reactive magnetron sputtering at different substrate temperatures (from 25 {}°C to 400 {}°C , and their micromorphology was studied by AFM. The obtained AFM data were analyzed using MountainsMap Premium software obtaining the correlation function, the structure of isotropy and the spatial parameters according to ISO 25178 and EUR 15178N. These studies indicated that the substrate temperature during the deposition process is an important parameter to modify the micromorphology of sputtered TiN thin films and to find optimized surface properties. For instance, the autocorrelation length exhibited a maximum value for the sample prepared at a substrate temperature of 300 {}°C , and the sample obtained at 400 {}°C presented a maximum angle of the direction of the surface structure.
A general statistical test for correlations in a finite-length time series.
Hanson, Jeffery A; Yang, Haw
2008-06-07
The statistical properties of the autocorrelation function from a time series composed of independently and identically distributed stochastic variables has been studied. Analytical expressions for the autocorrelation function's variance have been derived. It has been found that two common ways of calculating the autocorrelation, moving-average and Fourier transform, exhibit different uncertainty characteristics. For periodic time series, the Fourier transform method is preferred because it gives smaller uncertainties that are uniform through all time lags. Based on these analytical results, a statistically robust method has been proposed to test the existence of correlations in a time series. The statistical test is verified by computer simulations and an application to single-molecule fluorescence spectroscopy is discussed.
Single-channel autocorrelation functions: the effects of time interval omission.
Ball, F G; Sansom, M S
1988-01-01
We present a general mathematical framework for analyzing the dynamic aspects of single channel kinetics incorporating time interval omission. An algorithm for computing model autocorrelation functions, incorporating time interval omission, is described. We show, under quite general conditions, that the form of these autocorrelations is identical to that which would be obtained if time interval omission was absent. We also show, again under quite general conditions, that zero correlations are necessarily a consequence of the underlying gating mechanism and not an artefact of time interval omission. The theory is illustrated by a numerical study of an allosteric model for the gating mechanism of the locust muscle glutamate receptor-channel. PMID:2455553
Sim, K S; Lim, M S; Yeap, Z X
2016-07-01
A new technique to quantify signal-to-noise ratio (SNR) value of the scanning electron microscope (SEM) images is proposed. This technique is known as autocorrelation Levinson-Durbin recursion (ACLDR) model. To test the performance of this technique, the SEM image is corrupted with noise. The autocorrelation function of the original image and the noisy image are formed. The signal spectrum based on the autocorrelation function of image is formed. ACLDR is then used as an SNR estimator to quantify the signal spectrum of noisy image. The SNR values of the original image and the quantified image are calculated. The ACLDR is then compared with the three existing techniques, which are nearest neighbourhood, first-order linear interpolation and nearest neighbourhood combined with first-order linear interpolation. It is shown that ACLDR model is able to achieve higher accuracy in SNR estimation. © 2016 The Authors Journal of Microscopy © 2016 Royal Microscopical Society.
Pearson correlation estimation for irregularly sampled time series
NASA Astrophysics Data System (ADS)
Rehfeld, K.; Marwan, N.; Heitzig, J.; Kurths, J.
2012-04-01
Many applications in the geosciences call for the joint and objective analysis of irregular time series. For automated processing, robust measures of linear and nonlinear association are needed. Up to now, the standard approach would have been to reconstruct the time series on a regular grid, using linear or spline interpolation. Interpolation, however, comes with systematic side-effects, as it increases the auto-correlation in the time series. We have searched for the best method to estimate Pearson correlation for irregular time series, i.e. the one with the lowest estimation bias and variance. We adapted a kernel-based approach, using Gaussian weights. Pearson correlation is calculated, in principle, as a mean over products of previously centralized observations. In the regularly sampled case, observations in both time series were observed at the same time and thus the allocation of measurement values into pairs of products is straightforward. In the irregularly sampled case, however, measurements were not necessarily observed at the same time. Now, the key idea of the kernel-based method is to calculate weighted means of products, with the weight depending on the time separation between the observations. If the lagged correlation function is desired, the weights depend on the absolute difference between observation time separation and the estimation lag. To assess the applicability of the approach we used extensive simulations to determine the extent of interpolation side-effects with increasing irregularity of time series. We compared different approaches, based on (linear) interpolation, the Lomb-Scargle Fourier Transform, the sinc kernel and the Gaussian kernel. We investigated the role of kernel bandwidth and signal-to-noise ratio in the simulations. We found that the Gaussian kernel approach offers significant advantages and low Root-Mean Square Errors for regular, slightly irregular and very irregular time series. We therefore conclude that it is a good (linear) similarity measure that is appropriate for irregular time series with skewed inter-sampling time distributions.
Global Autocorrelation Scales of the Partial Pressure of Oceanic CO2
NASA Technical Reports Server (NTRS)
Li, Zhen; Adamec, David; Takahashi, Taro; Sutherland, Stewart C.
2004-01-01
A global database of approximately 1.7 million observations of the partial pressure of carbon dioxide in surface ocean waters (pCO2) collected between 1970 and 2003 is used to estimate its spatial autocorrelation structure. The patterns of the lag distance where the autocorrelation exceeds 0.8 is similar to patterns in the spatial distribution of the first baroclinic Rossby radius of deformation indicating that ocean circulation processes play a significant role in determining the spatial variability of pCO2. For example, the global maximum of the distance at which autocorrelations exceed 0.8 averages about 140 km in the equatorial Pacific. Also, the lag distance at which the autocorrelation exceed 0.8 is greater in the vicinity of the Gulf Stream than it is near the Kuroshio, approximately 50 km near the Gulf Stream as opposed to 20 km near the Kuroshio. Separate calculations for times when the sun is north and south of the equator revealed no obvious seasonal dependence of the spatial autocorrelation scales. The pCO2 measurements at Ocean Weather Station (OWS) 'P', in the eastern subarctic Pacific (50 N, 145 W) is the only fixed location where an uninterrupted time series of sufficient length exists to calculate a meaningful temporal autocorrelation function for lags greater than a few days. The estimated temporal autocorrelation function at OWS 'P', is highly variable. A spectral analysis of the longest four pCO2 time series indicates a high level of variability occurring over periods from the atmospheric synoptic to the maximum length of the time series, in this case 42 days. It is likely that a relative peak in variability with a period of 3-6 days is related to atmospheric synoptic period variability and ocean mixing events due to wind stirring. However, the short length of available time series makes identifying temporal relationships between pCO2 and atmospheric or ocean processes problematic.
Zhou, Yunyi; Tao, Chenyang; Lu, Wenlian; Feng, Jianfeng
2018-04-20
Functional connectivity is among the most important tools to study brain. The correlation coefficient, between time series of different brain areas, is the most popular method to quantify functional connectivity. Correlation coefficient in practical use assumes the data to be temporally independent. However, the time series data of brain can manifest significant temporal auto-correlation. A widely applicable method is proposed for correcting temporal auto-correlation. We considered two types of time series models: (1) auto-regressive-moving-average model, (2) nonlinear dynamical system model with noisy fluctuations, and derived their respective asymptotic distributions of correlation coefficient. These two types of models are most commonly used in neuroscience studies. We show the respective asymptotic distributions share a unified expression. We have verified the validity of our method, and shown our method exhibited sufficient statistical power for detecting true correlation on numerical experiments. Employing our method on real dataset yields more robust functional network and higher classification accuracy than conventional methods. Our method robustly controls the type I error while maintaining sufficient statistical power for detecting true correlation in numerical experiments, where existing methods measuring association (linear and nonlinear) fail. In this work, we proposed a widely applicable approach for correcting the effect of temporal auto-correlation on functional connectivity. Empirical results favor the use of our method in functional network analysis. Copyright © 2018. Published by Elsevier B.V.
Islam, Abu Reza Md Towfiqul; Ahmed, Nasir; Bodrud-Doza, Md; Chu, Ronghao
2017-12-01
Drinking water is susceptible to the poor quality of contaminated water affecting the health of humans. Thus, it is an essential study to investigate factors affecting groundwater quality and its suitability for drinking uses. In this paper, the entropy theory, multivariate statistics, spatial autocorrelation index, and geostatistics are applied to characterize groundwater quality and its spatial variability in the Sylhet district of Bangladesh. A total of 91samples have been collected from wells (e.g., shallow, intermediate, and deep tube wells at 15-300-m depth) from the study area. The results show that NO 3 - , then SO 4 2- , and As are the most contributed parameters influencing the groundwater quality according to the entropy theory. The principal component analysis (PCA) and correlation coefficient also confirm the results of the entropy theory. However, Na + has the highest spatial autocorrelation and the most entropy, thus affecting the groundwater quality. Based on the entropy-weighted water quality index (EWQI) and groundwater quality index (GWQI) classifications, it is observed that 60.45 and 53.86% of water samples are classified as having an excellent to good qualities, while the remaining samples vary from medium to extremely poor quality domains for drinking purposes. Furthermore, the EWQI classification provides the more reasonable results than GWQIs due to its simplicity, accuracy, and ignoring of artificial weight. A Gaussian semivariogram model has been chosen to the best fit model, and groundwater quality indices have a weak spatial dependence, suggesting that both geogenic and anthropogenic factors play a pivotal role in spatial heterogeneity of groundwater quality oscillations.
NASA Astrophysics Data System (ADS)
Borycki, Dawid; Kholiqov, Oybek; Zhou, Wenjun; Srinivasan, Vivek J.
2017-03-01
Sensing and imaging methods based on the dynamic scattering of coherent light, including laser speckle, laser Doppler, and diffuse correlation spectroscopy quantify scatterer motion using light intensity (speckle) fluctuations. The underlying optical field autocorrelation (OFA), rather than being measured directly, is typically inferred from the intensity autocorrelation (IA) through the Siegert relationship, by assuming that the scattered field obeys Gaussian statistics. In this work, we demonstrate interferometric near-infrared spectroscopy (iNIRS) for measurement of time-of-flight (TOF) resolved field and intensity autocorrelations in fluid tissue phantoms and in vivo. In phantoms, we find a breakdown of the Siegert relationship for short times-of-flight due to a contribution from static paths whose optical field does not decorrelate over experimental time scales, and demonstrate that eliminating such paths by polarization gating restores the validity of the Siegert relationship. Inspired by these results, we developed a method, called correlation gating, for separating the OFA into static and dynamic components. Correlation gating enables more precise quantification of tissue dynamics. To prove this, we show that iNIRS and correlation gating can be applied to measure cerebral hemodynamics of the nude mouse in vivo using dynamically scattered (ergodic) paths and not static (non-ergodic) paths, which may not be impacted by blood. More generally, correlation gating, in conjunction with TOF resolution, enables more precise separation of diffuse and non-diffusive contributions to OFA than is possible with TOF resolution alone. Finally, we show that direct measurements of OFA are statistically more efficient than indirect measurements based on IA.
Briët, Olivier J T; Amerasinghe, Priyanie H; Vounatsou, Penelope
2013-01-01
With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions' impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during "consolidation" and "pre-elimination" phases. Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low.
Briët, Olivier J. T.; Amerasinghe, Priyanie H.; Vounatsou, Penelope
2013-01-01
Introduction With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions’ impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during “consolidation” and “pre-elimination” phases. Methods Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. Results The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. Conclusions G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low. PMID:23785448
Modified Gaussian influence function of deformable mirror actuators.
Huang, Linhai; Rao, Changhui; Jiang, Wenhan
2008-01-07
A new deformable mirror influence function based on a Gaussian function is introduced to analyze the fitting capability of a deformable mirror. The modified expressions for both azimuthal and radial directions are presented based on the analysis of the residual error between a measured influence function and a Gaussian influence function. With a simplex search method, we further compare the fitting capability of our proposed influence function to fit the data produced by a Zygo interferometer with that of a Gaussian influence function. The result indicates that the modified Gaussian influence function provides much better performance in data fitting.
Spectrum sensing algorithm based on autocorrelation energy in cognitive radio networks
NASA Astrophysics Data System (ADS)
Ren, Shengwei; Zhang, Li; Zhang, Shibing
2016-10-01
Cognitive radio networks have wide applications in the smart home, personal communications and other wireless communication. Spectrum sensing is the main challenge in cognitive radios. This paper proposes a new spectrum sensing algorithm which is based on the autocorrelation energy of signal received. By taking the autocorrelation energy of the received signal as the statistics of spectrum sensing, the effect of the channel noise on the detection performance is reduced. Simulation results show that the algorithm is effective and performs well in low signal-to-noise ratio. Compared with the maximum generalized eigenvalue detection (MGED) algorithm, function of covariance matrix based detection (FMD) algorithm and autocorrelation-based detection (AD) algorithm, the proposed algorithm has 2 11 dB advantage.
NASA Astrophysics Data System (ADS)
Borra, Ermanno F.; Romney, Jonathan D.; Trottier, Eric
2018-06-01
We demonstrate that extremely rapid and weak periodic and non-periodic signals can easily be detected by using the autocorrelation of intensity as a function of time. We use standard radio-astronomical observations that have artificial periodic and non-periodic signals generated by the electronics of terrestrial origin. The autocorrelation detects weak signals that have small amplitudes because it averages over long integration times. Another advantage is that it allows a direct visualization of the shape of the signals, while it is difficult to see the shape with a Fourier transform. Although Fourier transforms can also detect periodic signals, a novelty of this work is that we demonstrate another major advantage of the autocorrelation, that it can detect non-periodic signals while the Fourier transform cannot. Another major novelty of our work is that we use electric fields taken in a standard format with standard instrumentation at a radio observatory and therefore no specialized instrumentation is needed. Because the electric fields are sampled every 15.625 ns, they therefore allow detection of very rapid time variations. Notwithstanding the long integration times, the autocorrelation detects very rapid intensity variations as a function of time. The autocorrelation could also detect messages from Extraterrestrial Intelligence as non-periodic signals.
NASA Technical Reports Server (NTRS)
Cartier, D. E.
1976-01-01
This concise paper considers the effect on the autocorrelation function of a pseudonoise (PN) code when the acquisition scheme only integrates coherently over part of the code and then noncoherently combines these results. The peak-to-null ratio of the effective PN autocorrelation function is shown to degrade to the square root of n, where n is the number of PN symbols over which coherent integration takes place.
Hall, Gunnsteinn; Liang, Wenxuan; Li, Xingde
2017-10-01
Collagen fiber alignment derived from second harmonic generation (SHG) microscopy images can be important for disease diagnostics. Image processing algorithms are needed to robustly quantify the alignment in images with high sensitivity and reliability. Fourier transform (FT) magnitude, 2D power spectrum, and image autocorrelation have previously been used to extract fiber information from images by assuming a certain mathematical model (e.g. Gaussian distribution of the fiber-related parameters) and fitting. The fitting process is slow and fails to converge when the data is not Gaussian. Herein we present an efficient constant-time deterministic algorithm which characterizes the symmetricity of the FT magnitude image in terms of a single parameter, named the fiber alignment anisotropy R ranging from 0 (randomized fibers) to 1 (perfect alignment). This represents an important improvement of the technology and may bring us one step closer to utilizing the technology for various applications in real time. In addition, we present a digital image phantom-based framework for characterizing and validating the algorithm, as well as assessing the robustness of the algorithm against different perturbations.
NASA Astrophysics Data System (ADS)
Chen, Junbao; Xia, Wei; Wang, Ming
2017-06-01
Photodiodes that exhibit a two-photon absorption effect within the spectral communication band region can be useful for building an ultra-compact autocorrelator for the characteristic inspection of optical pulses. In this work, we develop an autocorrelator for measuring the temporal profile of pulses at 1550 nm from an erbium-doped fiber laser based on the two-photon photovoltaic (TPP) effect in a GaAs PIN photodiode. The temporal envelope of the autocorrelation function contains two symmetrical temporal side lobes due to the third order dispersion of the laser pulses. Moreover, the joint time-frequency distribution of the dispersive pulses and the dissimilar two-photon response spectrum of GaAs and Si result in different delays for the appearance of the temporal side lobes. Compared with Si, GaAs displays a greater sensitivity for pulse shape reconstruction at 1550 nm, benefiting from the higher signal-to-noise ratio of the side lobes and the more centralized waveform of the autocorrelation trace. We also measure the pulse width using the GaAs PIN photodiode, and the resolution of the measured full width at half maximum of the TPP autocorrelation trace is 0.89 fs, which is consistent with a conventional second-harmonic generation crystal autocorrelator. The GaAs PIN photodiode is shown to be highly suitable for real-time second-order autocorrelation measurements of femtosecond optical pulses. It is used both for the generation and detection of the autocorrelation signal, allowing the construction of a compact and inexpensive intensity autocorrelator.
Analysis of data from NASA B-57B gust gradient program
NASA Technical Reports Server (NTRS)
Frost, W.; Lin, M. C.; Chang, H. P.; Ringnes, E.
1985-01-01
Statistical analysis of the turbulence measured in flight 6 of the NASA B-57B over Denver, Colorado, from July 7 to July 23, 1982 included the calculations of average turbulence parameters, integral length scales, probability density functions, single point autocorrelation coefficients, two point autocorrelation coefficients, normalized autospectra, normalized two point autospectra, and two point cross sectra for gust velocities. The single point autocorrelation coefficients were compared with the theoretical model developed by von Karman. Theoretical analyses were developed which address the effects spanwise gust distributions, using two point spatial turbulence correlations.
Imaging the Lower Crust and Moho Beneath Long Beach, CA Using Autocorrelations
NASA Astrophysics Data System (ADS)
Clayton, R. W.
2017-12-01
Three-dimensional images of the lower crust and Moho in a 10x10 km region beneath Long Beach, CA are constructed from autocorrelations of ambient noise. The results show the Moho at a depth of 15 km at the coast and dipping at 45 degrees inland to a depth of 25 km. The shape of the Moho interface is irregular in both the coast perpendicular and parallel directions. The lower crust appears as a zone of enhanced reflectivity with numerous small-scale structures. The autocorrelations are constructed from virtual source gathers that were computed from the dense Long Beach array that were used in the Lin et al (2013) study. All near zero-offset traces within a 200 m disk are stacked to produce a single autocorrelation at that point. The stack typically is over 50-60 traces. To convert the auto correlation to reflectivity as in Claerbout (1968), the noise source autocorrelation, which is estimated as the average of all autocorrelations is subtracted from each trace. The subsurface image is then constructed with a 0.1-2 Hz filter and AGC scaling. The main features of the image are confirmed with broadband receiver functions from the LASSIE survey (Ma et al, 2016). The use of stacked autocorrelations extends ambient noise into the lower crust.
Aging Wiener-Khinchin theorem and critical exponents of 1/f^{β} noise.
Leibovich, N; Dechant, A; Lutz, E; Barkai, E
2016-11-01
The power spectrum of a stationary process may be calculated in terms of the autocorrelation function using the Wiener-Khinchin theorem. We here generalize the Wiener-Khinchin theorem for nonstationary processes and introduce a time-dependent power spectrum 〈S_{t_{m}}(ω)〉 where t_{m} is the measurement time. For processes with an aging autocorrelation function of the form 〈I(t)I(t+τ)〉=t^{Υ}ϕ_{EA}(τ/t), where ϕ_{EA}(x) is a nonanalytic function when x is small, we find aging 1/f^{β} noise. Aging 1/f^{β} noise is characterized by five critical exponents. We derive the relations between the scaled autocorrelation function and these exponents. We show that our definition of the time-dependent spectrum retains its interpretation as a density of Fourier modes and discuss the relation to the apparent infrared divergence of 1/f^{β} noise. We illustrate our results for blinking-quantum-dot models, single-file diffusion, and Brownian motion in a logarithmic potential.
NASA Astrophysics Data System (ADS)
Mouas, Mohamed; Gasser, Jean-Georges; Hellal, Slimane; Grosdidier, Benoît; Makradi, Ahmed; Belouettar, Salim
2012-03-01
Molecular dynamics (MD) simulations of liquid tin between its melting point and 1600 °C have been performed in order to interpret and discuss the ionic structure. The interactions between ions are described by a new accurate pair potential built within the pseudopotential formalism and the linear response theory. The calculated structure factor that reflects the main information on the local atomic order in liquids is compared to diffraction measurements. Having some confidence in the ability of this pair potential to give a good representation of the atomic structure, we then focused our attention on the investigation of the atomic transport properties through the MD computations of the velocity autocorrelation function and stress autocorrelation function. Using the Green-Kubo formula (for the first time to our knowledge for liquid tin) we determine the macroscopic transport properties from the corresponding microscopic time autocorrelation functions. The selfdiffusion coefficient and the shear viscosity as functions of temperature are found to be in good agreement with the experimental data.
Comparing fixed and variable-width Gaussian networks.
Kůrková, Věra; Kainen, Paul C
2014-09-01
The role of width of Gaussians in two types of computational models is investigated: Gaussian radial-basis-functions (RBFs) where both widths and centers vary and Gaussian kernel networks which have fixed widths but varying centers. The effect of width on functional equivalence, universal approximation property, and form of norms in reproducing kernel Hilbert spaces (RKHS) is explored. It is proven that if two Gaussian RBF networks have the same input-output functions, then they must have the same numbers of units with the same centers and widths. Further, it is shown that while sets of input-output functions of Gaussian kernel networks with two different widths are disjoint, each such set is large enough to be a universal approximator. Embedding of RKHSs induced by "flatter" Gaussians into RKHSs induced by "sharper" Gaussians is described and growth of the ratios of norms on these spaces with increasing input dimension is estimated. Finally, large sets of argminima of error functionals in sets of input-output functions of Gaussian RBFs are described. Copyright © 2014 Elsevier Ltd. All rights reserved.
Stochastic resonance in micro/nano cantilever sensors
NASA Astrophysics Data System (ADS)
Singh, Priyanka; Yadava, R. D. S.
2018-05-01
In this paper we present a comparative study on the stochastic resonance in micro/nano cantilever resonators due to fluctuations in the fundamental frequency or the damping coefficient. Considering DC+AC electrostatic actuation in the presence of zero-mean Gaussian noise with exponential autocorrelation we analyze stochastic resonance behaviors for the frequency and the damping fluctuations separately, and compare the effects of stochastic resonance on Q-factor of the resonators for different levels of damping losses. It is found that even though the stochastic resonance occurs for both types of fluctuations, only the damping fluctuation produces right cooperative influence on the fundamental resonance that improves both the amplitude response and the quality factor of the resonator.
Using Exponential Smoothing to Specify Intervention Models for Interrupted Time Series.
ERIC Educational Resources Information Center
Mandell, Marvin B.; Bretschneider, Stuart I.
1984-01-01
The authors demonstrate how exponential smoothing can play a role in the identification of the intervention component of an interrupted time-series design model that is analogous to the role that the sample autocorrelation and partial autocorrelation functions serve in the identification of the noise portion of such a model. (Author/BW)
Restoration of motion blurred image with Lucy-Richardson algorithm
NASA Astrophysics Data System (ADS)
Li, Jing; Liu, Zhao Hui; Zhou, Liang
2015-10-01
Images will be blurred by relative motion between the camera and the object of interest. In this paper, we analyzed the process of motion-blurred image, and demonstrated a restoration method based on Lucy-Richardson algorithm. The blur extent and angle can be estimated by Radon transform algorithm and auto-correlation function, respectively, and then the point spread function (PSF) of the motion-blurred image can be obtained. Thus with the help of the obtained PSF, the Lucy-Richardson restoration algorithm is used for experimental analysis on the motion-blurred images that have different blur extents, spatial resolutions and signal-to-noise ratios (SNR's). Further, its effectiveness is also evaluated by structural similarity (SSIM). Further studies show that, at first, for the image with a spatial frequency of 0.2 per pixel, the modulation transfer function (MTF) of the restored images can maintains above 0.7 when the blur extent is no bigger than 13 pixels. That means the method compensates low frequency information of the image, while attenuates high frequency information. At second, we fund that the method is more effective on condition that the product of the blur extent and spatial frequency is smaller than 3.75. Finally, the Lucy-Richardson algorithm is found insensitive to the Gaussian noise (of which the variance is not bigger than 0.1) by calculating the MTF of the restored image.
Dean, Roger T; Dunsmuir, William T M
2016-06-01
Many articles on perception, performance, psychophysiology, and neuroscience seek to relate pairs of time series through assessments of their cross-correlations. Most such series are individually autocorrelated: they do not comprise independent values. Given this situation, an unfounded reliance is often placed on cross-correlation as an indicator of relationships (e.g., referent vs. response, leading vs. following). Such cross-correlations can indicate spurious relationships, because of autocorrelation. Given these dangers, we here simulated how and why such spurious conclusions can arise, to provide an approach to resolving them. We show that when multiple pairs of series are aggregated in several different ways for a cross-correlation analysis, problems remain. Finally, even a genuine cross-correlation function does not answer key motivating questions, such as whether there are likely causal relationships between the series. Thus, we illustrate how to obtain a transfer function describing such relationships, informed by any genuine cross-correlations. We illustrate the confounds and the meaningful transfer functions by two concrete examples, one each in perception and performance, together with key elements of the R software code needed. The approach involves autocorrelation functions, the establishment of stationarity, prewhitening, the determination of cross-correlation functions, the assessment of Granger causality, and autoregressive model development. Autocorrelation also limits the interpretability of other measures of possible relationships between pairs of time series, such as mutual information. We emphasize that further complexity may be required as the appropriate analysis is pursued fully, and that causal intervention experiments will likely also be needed.
Assessment of parametric uncertainty for groundwater reactive transport modeling,
Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun
2014-01-01
The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Davies, R.
The spatial autocorrelation functions of broad-band longwave and shortwave radiances measured by the Earth Radiation Budget Experiment (ERBE) are analyzed as a function of view angle in an investigation of the general effects of scene inhomogeneity on radiation. For nadir views, the correlation distance of the autocorrelation function is about 900 km for longwave radiance and about 500 km for shortwave radiance, consistent with higher degrees of freedom in shortwave reflection. Both functions rise monotonically with view angle, but there is a substantial difference in the relative angular dependence of the shortwave and longwave functions, especially for view angles lessmore » than 50 deg. In this range, the increase with angle of the longwave functions is found to depend only on the expansion of pixel area with angle, whereas the shortwave functions show an additional dependence on angle that is attributed to the occlusion of inhomogeneities by cloud height variations. Beyond a view angle of about 50 deg, both longwave and shortwave functions appear to be affected by cloud sides. The shortwave autocorrelation functions do not satisfy the principle of directional reciprocity, thereby proving that the average scene is horizontally inhomogeneous over the scale of an ERBE pixel (1500 sq km). Coarse stratification of the measurements by cloud amount, however, indicates that the average cloud-free scene does satisfy directional reciprocity on this scale.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Harlim, John, E-mail: jharlim@psu.edu; Mahdi, Adam, E-mail: amahdi@ncsu.edu; Majda, Andrew J., E-mail: jonjon@cims.nyu.edu
2014-01-15
A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partialmore » noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.« less
Autocorrelation Function for Monitoring the Gap between The Steel Plates During Laser Welding
NASA Astrophysics Data System (ADS)
Mrna, Libor; Hornik, Petr
Proper alignment of the plates prior to laser welding represents an important factor that determines the quality of the resulting weld. A gap between the plates in a butt or overlap joint affects the oscillations of the keyhole and the surrounding weld pool. We present an experimental study of the butt and overlap welds with the artificial gap of the different thickness of the plates. The welds were made on a 2 kW fiber laser machine for the steel plates and the various welding parameters settings. The eigenfrequency of the keyhole oscillations and its changes were determined from the light emissions of the plasma plume using an autocorrelation function. As a result, we describe the relations between the autocorrelation characteristics, the thickness of the gap between plates and the weld geometry.
Sire, Clément
2004-09-24
We study the autocorrelation function of a conserved spin system following a quench at the critical temperature. Defining the correlation length L(t) approximately t(1/z), we find that for times t' and t satisfying L(t')
Spatial design and strength of spatial signal: Effects on covariance estimation
Irvine, Kathryn M.; Gitelman, Alix I.; Hoeting, Jennifer A.
2007-01-01
In a spatial regression context, scientists are often interested in a physical interpretation of components of the parametric covariance function. For example, spatial covariance parameter estimates in ecological settings have been interpreted to describe spatial heterogeneity or “patchiness” in a landscape that cannot be explained by measured covariates. In this article, we investigate the influence of the strength of spatial dependence on maximum likelihood (ML) and restricted maximum likelihood (REML) estimates of covariance parameters in an exponential-with-nugget model, and we also examine these influences under different sampling designs—specifically, lattice designs and more realistic random and cluster designs—at differing intensities of sampling (n=144 and 361). We find that neither ML nor REML estimates perform well when the range parameter and/or the nugget-to-sill ratio is large—ML tends to underestimate the autocorrelation function and REML produces highly variable estimates of the autocorrelation function. The best estimates of both the covariance parameters and the autocorrelation function come under the cluster sampling design and large sample sizes. As a motivating example, we consider a spatial model for stream sulfate concentration.
NASA Astrophysics Data System (ADS)
Schwartz, Craig R.; Thelen, Brian J.; Kenton, Arthur C.
1995-06-01
A statistical parametric multispectral sensor performance model was developed by ERIM to support mine field detection studies, multispectral sensor design/performance trade-off studies, and target detection algorithm development. The model assumes target detection algorithms and their performance models which are based on data assumed to obey multivariate Gaussian probability distribution functions (PDFs). The applicability of these algorithms and performance models can be generalized to data having non-Gaussian PDFs through the use of transforms which convert non-Gaussian data to Gaussian (or near-Gaussian) data. An example of one such transform is the Box-Cox power law transform. In practice, such a transform can be applied to non-Gaussian data prior to the introduction of a detection algorithm that is formally based on the assumption of multivariate Gaussian data. This paper presents an extension of these techniques to the case where the joint multivariate probability density function of the non-Gaussian input data is known, and where the joint estimate of the multivariate Gaussian statistics, under the Box-Cox transform, is desired. The jointly estimated multivariate Gaussian statistics can then be used to predict the performance of a target detection algorithm which has an associated Gaussian performance model.
NASA Astrophysics Data System (ADS)
Hirakawa, E. T.; Pitarka, A.; Mellors, R. J.
2015-12-01
Evan Hirakawa, Arben Pitarka, and Robert Mellors One challenging task in explosion seismology is development of physical models for explaining the generation of S-waves during underground explosions. Pitarka et al. (2015) used finite difference simulations of SPE-3 (part of Source Physics Experiment, SPE, an ongoing series of underground chemical explosions at the Nevada National Security Site) and found that while a large component of shear motion was generated directly at the source, additional scattering from heterogeneous velocity structure and topography are necessary to better match the data. Large-scale features in the velocity model used in the SPE simulations are well constrained, however, small-scale heterogeneity is poorly constrained. In our study we used a stochastic representation of small-scale variability in order to produce additional high-frequency scattering. Two methods for generating the distributions of random scatterers are tested. The first is done in the spatial domain by essentially smoothing a set of random numbers over an ellipsoidal volume using a Gaussian weighting function. The second method consists of filtering a set of random numbers in the wavenumber domain to obtain a set of heterogeneities with a desired statistical distribution (Frankel and Clayton, 1986). This method is capable of generating distributions with either Gaussian or von Karman autocorrelation functions. The key parameters that affect scattering are the correlation length, the standard deviation of velocity for the heterogeneities, and the Hurst exponent, which is only present in the von Karman media. Overall, we find that shorter correlation lengths as well as higher standard deviations result in increased tangential motion in the frequency band of interest (0 - 10 Hz). This occurs partially through S-wave refraction, but mostly by P-S and Rg-S waves conversions. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344
Determining the refractive index of particles using glare-point imaging technique
NASA Astrophysics Data System (ADS)
Meng, Rui; Ge, Baozhen; Lu, Qieni; Yu, Xiaoxue
2018-04-01
A method of measuring the refractive index of a particle is presented from a glare-point image. The space of a doublet image of a particle can be determined with high accuracy by using auto-correlation and Gaussian interpolation, and then the refractive index is obtained from glare-point separation, and a factor that may influence the accuracy of glare-point separation is explored. Experiments are carried out for three different kinds of particles, including polystyrene latex particles, glass beads, and water droplets, whose measuring accuracy is improved by the data fitting method. The research results show that the method presented in this paper is feasible and beneficial to applications such as spray and atmospheric composition measurements.
Formation of large-scale structure from cosmic-string loops and cold dark matter
NASA Technical Reports Server (NTRS)
Melott, Adrian L.; Scherrer, Robert J.
1987-01-01
Some results from a numerical simulation of the formation of large-scale structure from cosmic-string loops are presented. It is found that even though G x mu is required to be lower than 2 x 10 to the -6th (where mu is the mass per unit length of the string) to give a low enough autocorrelation amplitude, there is excessive power on smaller scales, so that galaxies would be more dense than observed. The large-scale structure does not include a filamentary or connected appearance and shares with more conventional models based on Gaussian perturbations the lack of cluster-cluster correlation at the mean cluster separation scale as well as excessively small bulk velocities at these scales.
New approaches for calculating Moran's index of spatial autocorrelation.
Chen, Yanguang
2013-01-01
Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation.
Asymmetric multiscale multifractal analysis of wind speed signals
NASA Astrophysics Data System (ADS)
Zhang, Xiaonei; Zeng, Ming; Meng, Qinghao
We develop a new method called asymmetric multiscale multifractal analysis (A-MMA) to explore the multifractality and asymmetric autocorrelations of the signals with a variable scale range. Three numerical experiments are provided to demonstrate the effectiveness of our approach. Then, the proposed method is applied to investigate multifractality and asymmetric autocorrelations of difference sequences between wind speed fluctuations with uptrends or downtrends. The results show that these sequences appear to be far more complex and contain abundant fractal dynamics information. Through analyzing the Hurst surfaces of nine difference sequences, we found that all series exhibit multifractal properties and multiscale structures. Meanwhile, the asymmetric autocorrelations are observed in all variable scale ranges and the asymmetry results are of good consistency within a certain spatial range. The sources of multifractality and asymmetry in nine difference series are further discussed using the corresponding shuffled series and surrogate series. We conclude that the multifractality of these series is due to both long-range autocorrelation and broad probability density function, but the major source of multifractality is long-range autocorrelation, and the source of asymmetry is affected by the spatial distance.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
NASA Astrophysics Data System (ADS)
Yang, Ge; Wang, Jun; Fang, Wen
2015-04-01
In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.
General simulation algorithm for autocorrelated binary processes.
Serinaldi, Francesco; Lombardo, Federico
2017-02-01
The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral techniques problematic. We show that such methods can effectively be used if we focus on the parent continuous process of beta distributed transition probabilities rather than on the target binary process. This change of paradigm results in a simulation procedure effectively embedding a spectrum-based iterative amplitude-adjusted Fourier transform method devised for continuous processes. The proposed algorithm is fully general, requires minimal assumptions, and can easily simulate binary signals with power-law and exponentially decaying autocorrelation functions corresponding, for instance, to Hurst-Kolmogorov and Markov processes. An application to rainfall intermittency shows that the proposed algorithm can also simulate surrogate data preserving the empirical autocorrelation.
Data Analysis Methods for Synthetic Polymer Mass Spectrometry: Autocorrelation
Wallace, William E.; Guttman, Charles M.
2002-01-01
Autocorrelation is shown to be useful in describing the periodic patterns found in high- resolution mass spectra of synthetic polymers. Examples of this usefulness are described for a simple linear homopolymer to demonstrate the method fundamentals, a condensation polymer to demonstrate its utility in understanding complex spectra with multiple repeating patterns on different mass scales, and a condensation copolymer to demonstrate how it can elegantly and efficiently reveal unexpected phenomena. It is shown that using autocorrelation to determine where the signal devolves into noise can be useful in determining molecular mass distributions of synthetic polymers, a primary focus of the NIST synthetic polymer mass spectrometry effort. The appendices describe some of the effects of transformation from time to mass space when time-of-flight mass separation is used, as well as the effects of non-trivial baselines on the autocorrelation function. PMID:27446716
Non-Markovian continuous-time quantum walks on lattices with dynamical noise
NASA Astrophysics Data System (ADS)
Benedetti, Claudia; Buscemi, Fabrizio; Bordone, Paolo; Paris, Matteo G. A.
2016-04-01
We address the dynamics of continuous-time quantum walks on one-dimensional disordered lattices inducing dynamical noise in the system. Noise is described as time-dependent fluctuations of the tunneling amplitudes between adjacent sites, and attention is focused on non-Gaussian telegraph noise, going beyond the usual assumption of fast Gaussian noise. We observe the emergence of two different dynamical behaviors for the walker, corresponding to two opposite noise regimes: slow noise (i.e., strong coupling with the environment) confines the walker into few lattice nodes, while fast noise (weak coupling) induces a transition between quantum and classical diffusion over the lattice. A phase transition between the two dynamical regimes may be observed by tuning the ratio between the autocorrelation time of the noise and the coupling between the walker and the external environment generating the noise. We also address the non-Markovianity of the quantum map by assessing its memory effects, as well as evaluating the information backflow to the system. Our results suggest that the non-Markovian character of the evolution is linked to the dynamical behavior in the slow noise regime, and that fast noise induces a Markovian dynamics for the walker.
A Comparison of Three Random Number Generators for Aircraft Dynamic Modeling Applications
NASA Technical Reports Server (NTRS)
Grauer, Jared A.
2017-01-01
Three random number generators, which produce Gaussian white noise sequences, were compared to assess their suitability in aircraft dynamic modeling applications. The first generator considered was the MATLAB (registered) implementation of the Mersenne-Twister algorithm. The second generator was a website called Random.org, which processes atmospheric noise measured using radios to create the random numbers. The third generator was based on synthesis of the Fourier series, where the random number sequences are constructed from prescribed amplitude and phase spectra. A total of 200 sequences, each having 601 random numbers, for each generator were collected and analyzed in terms of the mean, variance, normality, autocorrelation, and power spectral density. These sequences were then applied to two problems in aircraft dynamic modeling, namely estimating stability and control derivatives from simulated onboard sensor data, and simulating flight in atmospheric turbulence. In general, each random number generator had good performance and is well-suited for aircraft dynamic modeling applications. Specific strengths and weaknesses of each generator are discussed. For Monte Carlo simulation, the Fourier synthesis method is recommended because it most accurately and consistently approximated Gaussian white noise and can be implemented with reasonable computational effort.
RHYTHMICITY IN THE PROTOPLASMIC STREAMING OF A SLIME MOLD, PHYSARUM POLYCEPHALUM
Kishimoto, Uichiro
1958-01-01
The electric potential difference (1 to 15 mv.) between two loci of the slime mold connected with a strand of protoplasm changes rhythmically with the same period (60 to 180 seconds) as that of the back and forth protoplasmic streaming along the strand. Generally some phase difference is observed between them. Periods of the electric potential rhythm show a Gaussian distribution. Amplitudes give a somewhat different distribution curve. Wave forms are not always simple harmonic ones, but are distorted more or less. However, auto-correlation analysis proves that there is a dominant rhythm of a nearly constant period which coincides with the mean period of the Gaussian distribution curve. Calculations made on an assumption that the electric potential rhythm is the result of many elementary rhythms (i.e., same periodicity, arbitrary phase angles) distributed throughout the plasmodium, give a satisfactory coincidence with the observed distribution for the amplitude. The predominance of a rhythm of a nearly constant periodicity suggests the existence of well organized interactions among components of a contractile protein network, the rhythmic deformation of which is supposed to be responsible for the protoplasmic streaming and for the electric potential rhythm. PMID:13563808
Modeling of high‐frequency seismic‐wave scattering and propagation using radiative transfer theory
Zeng, Yuehua
2017-01-01
This is a study of the nonisotropic scattering process based on radiative transfer theory and its application to the observation of the M 4.3 aftershock recording of the 2008 Wells earthquake sequence in Nevada. Given a wide range of recording distances from 29 to 320 km, the data provide a unique opportunity to discriminate scattering models based on their distance‐dependent behaviors. First, we develop a stable numerical procedure to simulate nonisotropic scattering waves based on the 3D nonisotropic scattering theory proposed by Sato (1995). By applying the simulation method to the inversion of M 4.3 Wells aftershock recordings, we find that a nonisotropic scattering model, dominated by forward scattering, provides the best fit to the observed high‐frequency direct S waves and S‐wave coda velocity envelopes. The scattering process is governed by a Gaussian autocorrelation function, suggesting a Gaussian random heterogeneous structure for the Nevada crust. The model successfully explains the common decay of seismic coda independent of source–station locations as a result of energy leaking from multiple strong forward scattering, instead of backscattering governed by the diffusion solution at large lapse times. The model also explains the pulse‐broadening effect in the high‐frequency direct and early arriving S waves, as other studies have found, and could be very important to applications of high‐frequency wave simulation in which scattering has a strong effect. We also find that regardless of its physical implications, the isotropic scattering model provides the same effective scattering coefficient and intrinsic attenuation estimates as the forward scattering model, suggesting that the isotropic scattering model is still a viable tool for the study of seismic scattering and intrinsic attenuation coefficients in the Earth.
Synchronous scattering and diffraction from gold nanotextured surfaces with structure factors
NASA Astrophysics Data System (ADS)
Gu, Min-Jhong; Lee, Ming-Tsang; Huang, Chien-Hsun; Wu, Chi-Chun; Chen, Yu-Bin
2018-05-01
Synchronous scattering and diffraction were demonstrated using reflectance from gold nanotextured surfaces at oblique (θi = 15° and 60°) incidence of wavelength λ = 405 nm. Two samples of unique auto-correlation functions were cost-effectively fabricated. Multiple structure factors of their profiles were confirmed with Fourier expansions. Bi-directional reflectance function (BRDF) from these samples provided experimental proofs. On the other hand, standard deviation of height and unique auto-correlation function of each sample were used to generate surfaces numerically. Comparing their BRDF with those of totally random rough surfaces further suggested that structure factors in profile could reduce specular reflection more than totally random roughness.
Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic.
Yokoyama, Jun'ichi
2014-01-01
After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student's t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case.
[Glossary of terms used by radiologists in image processing].
Rolland, Y; Collorec, R; Bruno, A; Ramée, A; Morcet, N; Haigron, P
1995-01-01
We give the definition of 166 words used in image processing. Adaptivity, aliazing, analog-digital converter, analysis, approximation, arc, artifact, artificial intelligence, attribute, autocorrelation, bandwidth, boundary, brightness, calibration, class, classification, classify, centre, cluster, coding, color, compression, contrast, connectivity, convolution, correlation, data base, decision, decomposition, deconvolution, deduction, descriptor, detection, digitization, dilation, discontinuity, discretization, discrimination, disparity, display, distance, distorsion, distribution dynamic, edge, energy, enhancement, entropy, erosion, estimation, event, extrapolation, feature, file, filter, filter floaters, fitting, Fourier transform, frequency, fusion, fuzzy, Gaussian, gradient, graph, gray level, group, growing, histogram, Hough transform, Houndsfield, image, impulse response, inertia, intensity, interpolation, interpretation, invariance, isotropy, iterative, JPEG, knowledge base, label, laplacian, learning, least squares, likelihood, matching, Markov field, mask, matching, mathematical morphology, merge (to), MIP, median, minimization, model, moiré, moment, MPEG, neural network, neuron, node, noise, norm, normal, operator, optical system, optimization, orthogonal, parametric, pattern recognition, periodicity, photometry, pixel, polygon, polynomial, prediction, pulsation, pyramidal, quantization, raster, reconstruction, recursive, region, rendering, representation space, resolution, restoration, robustness, ROC, thinning, transform, sampling, saturation, scene analysis, segmentation, separable function, sequential, smoothing, spline, split (to), shape, threshold, tree, signal, speckle, spectrum, spline, stationarity, statistical, stochastic, structuring element, support, syntaxic, synthesis, texture, truncation, variance, vision, voxel, windowing.
Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic
YOKOYAMA, Jun’ichi
2014-01-01
After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student’s t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case. PMID:25504231
New Approaches for Calculating Moran’s Index of Spatial Autocorrelation
Chen, Yanguang
2013-01-01
Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran’s index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran’s index. Moran’s scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran’s index and Geary’s coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran’s index and Geary’s coefficient will be clarified and defined. One of theoretical findings is that Moran’s index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation. PMID:23874592
NASA Astrophysics Data System (ADS)
Jain, Varun; Biesinger, Mark C.; Linford, Matthew R.
2018-07-01
X-ray photoelectron spectroscopy (XPS) is arguably the most important vacuum technique for surface chemical analysis, and peak fitting is an indispensable part of XPS data analysis. Functions that have been widely explored and used in XPS peak fitting include the Gaussian, Lorentzian, Gaussian-Lorentzian sum (GLS), Gaussian-Lorentzian product (GLP), and Voigt functions, where the Voigt function is a convolution of a Gaussian and a Lorentzian function. In this article we discuss these functions from a graphical perspective. Arguments based on convolution and the Central Limit Theorem are made to justify the use of functions that are intermediate between pure Gaussians and pure Lorentzians in XPS peak fitting. Mathematical forms for the GLS and GLP functions are presented with a mixing parameter m. Plots are shown for GLS and GLP functions with mixing parameters ranging from 0 to 1. There are fundamental differences between the GLS and GLP functions. The GLS function better follows the 'wings' of the Lorentzian, while these 'wings' are suppressed in the GLP. That is, these two functions are not interchangeable. The GLS and GLP functions are compared to the Voigt function, where the GLS is shown to be a decent approximation of it. Practically, both the GLS and the GLP functions can be useful for XPS peak fitting. Examples of the uses of these functions are provided herein.
Long-range correlations in time series generated by time-fractional diffusion: A numerical study
NASA Astrophysics Data System (ADS)
Barbieri, Davide; Vivoli, Alessandro
2005-09-01
Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non-Markovian model for such kind of time series is provided by the random walk introduced by Gorenflo et al. as a discretization of time fractional diffusion. The time series so obtained are analyzed here from a numerical point of view in terms of autocorrelations and covariance matrices.
Liu, Chengyu; Zheng, Dingchang; Zhao, Lina; Liu, Changchun
2014-01-01
It has been reported that Gaussian functions could accurately and reliably model both carotid and radial artery pressure waveforms (CAPW and RAPW). However, the physiological relevance of the characteristic features from the modeled Gaussian functions has been little investigated. This study thus aimed to determine characteristic features from the Gaussian functions and to make comparisons of them between normal subjects and heart failure patients. Fifty-six normal subjects and 51 patients with heart failure were studied with the CAPW and RAPW signals recorded simultaneously. The two signals were normalized first and then modeled by three positive Gaussian functions, with their peak amplitude, peak time, and half-width determined. Comparisons of these features were finally made between the two groups. Results indicated that the peak amplitude of the first Gaussian curve was significantly decreased in heart failure patients compared with normal subjects (P<0.001). Significantly increased peak amplitude of the second Gaussian curves (P<0.001) and significantly shortened peak times of the second and third Gaussian curves (both P<0.001) were also presented in heart failure patients. These results were true for both CAPW and RAPW signals, indicating the clinical significance of the Gaussian modeling, which should provide essential tools for further understanding the underlying physiological mechanisms of the artery pressure waveform.
Monte Carlo errors with less errors
NASA Astrophysics Data System (ADS)
Wolff, Ulli; Alpha Collaboration
2004-01-01
We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is argued to produce more certain error estimates than binning techniques and hence to help toward a better exploitation of expensive simulations. An effective integrated autocorrelation time is computed which is suitable to benchmark efficiencies of simulation algorithms with regard to specific observables of interest. A Matlab code is offered for download that implements the method. It can also combine independent runs (replica) allowing to judge their consistency.
NASA Astrophysics Data System (ADS)
Roman, H. E.; Porto, M.; Dose, C.
2008-10-01
We analyze daily log-returns data for a set of 1200 stocks, taken from US stock markets, over a period of 2481 trading days (January 1996-November 2005). We estimate the degree of non-stationarity in daily market volatility employing a polynomial fit, used as a detrending function. We find that the autocorrelation function of absolute detrended log-returns departs strongly from the corresponding original data autocorrelation function, while the observed leverage effect depends only weakly on trends. Such effect is shown to occur when both skewness and long-time memory are simultaneously present. A fractional derivative random walk model is discussed yielding a quantitative agreement with the empirical results.
Entanglement and Wigner Function Negativity of Multimode Non-Gaussian States
NASA Astrophysics Data System (ADS)
Walschaers, Mattia; Fabre, Claude; Parigi, Valentina; Treps, Nicolas
2017-11-01
Non-Gaussian operations are essential to exploit the quantum advantages in optical continuous variable quantum information protocols. We focus on mode-selective photon addition and subtraction as experimentally promising processes to create multimode non-Gaussian states. Our approach is based on correlation functions, as is common in quantum statistical mechanics and condensed matter physics, mixed with quantum optics tools. We formulate an analytical expression of the Wigner function after the subtraction or addition of a single photon, for arbitrarily many modes. It is used to demonstrate entanglement properties specific to non-Gaussian states and also leads to a practical and elegant condition for Wigner function negativity. Finally, we analyze the potential of photon addition and subtraction for an experimentally generated multimode Gaussian state.
Entanglement and Wigner Function Negativity of Multimode Non-Gaussian States.
Walschaers, Mattia; Fabre, Claude; Parigi, Valentina; Treps, Nicolas
2017-11-03
Non-Gaussian operations are essential to exploit the quantum advantages in optical continuous variable quantum information protocols. We focus on mode-selective photon addition and subtraction as experimentally promising processes to create multimode non-Gaussian states. Our approach is based on correlation functions, as is common in quantum statistical mechanics and condensed matter physics, mixed with quantum optics tools. We formulate an analytical expression of the Wigner function after the subtraction or addition of a single photon, for arbitrarily many modes. It is used to demonstrate entanglement properties specific to non-Gaussian states and also leads to a practical and elegant condition for Wigner function negativity. Finally, we analyze the potential of photon addition and subtraction for an experimentally generated multimode Gaussian state.
NASA Technical Reports Server (NTRS)
Alexandrov, Mikhail Dmitrievic; Geogdzhayev, Igor V.; Tsigaridis, Konstantinos; Marshak, Alexander; Levy, Robert; Cairns, Brian
2016-01-01
A novel model for the variability in aerosol optical thickness (AOT) is presented. This model is based on the consideration of AOT fields as realizations of a stochastic process, that is the exponent of an underlying Gaussian process with a specific autocorrelation function. In this approach AOT fields have lognormal PDFs and structure functions having the correct asymptotic behavior at large scales. The latter is an advantage compared with fractal (scale-invariant) approaches. The simple analytical form of the structure function in the proposed model facilitates its use for the parameterization of AOT statistics derived from remote sensing data. The new approach is illustrated using a month-long global MODIS AOT dataset (over ocean) with 10 km resolution. It was used to compute AOT statistics for sample cells forming a grid with 5deg spacing. The observed shapes of the structure functions indicated that in a large number of cases the AOT variability is split into two regimes that exhibit different patterns of behavior: small-scale stationary processes and trends reflecting variations at larger scales. The small-scale patterns are suggested to be generated by local aerosols within the marine boundary layer, while the large-scale trends are indicative of elevated aerosols transported from remote continental sources. This assumption is evaluated by comparison of the geographical distributions of these patterns derived from MODIS data with those obtained from the GISS GCM. This study shows considerable potential to enhance comparisons between remote sensing datasets and climate models beyond regional mean AOTs.
NASA Astrophysics Data System (ADS)
Liu, Peng; Wang, Yanfei
2018-04-01
We study problems associated with seismic data decomposition and migration imaging. We first represent the seismic data utilizing Gaussian beam basis functions, which have nonzero curvature, and then consider the sparse decomposition technique. The sparse decomposition problem is an l0-norm constrained minimization problem. In solving the l0-norm minimization, a polynomial Radon transform is performed to achieve sparsity, and a fast gradient descent method is used to calculate the waveform functions. The waveform functions can subsequently be used for sparse Gaussian beam migration. Compared with traditional sparse Gaussian beam methods, the seismic data can be properly reconstructed employing fewer Gaussian beams with nonzero initial curvature. The migration approach described in this paper is more efficient than the traditional sparse Gaussian beam migration.
Microchannel plate cross-talk mitigation for spatial autocorrelation measurements
NASA Astrophysics Data System (ADS)
Lipka, Michał; Parniak, Michał; Wasilewski, Wojciech
2018-05-01
Microchannel plates (MCP) are the basis for many spatially resolved single-particle detectors such as ICCD or I-sCMOS cameras employing image intensifiers (II), MCPs with delay-line anodes for the detection of cold gas particles or Cherenkov radiation detectors. However, the spatial characterization provided by an MCP is severely limited by cross-talk between its microchannels, rendering MCP and II ill-suited for autocorrelation measurements. Here, we present a cross-talk subtraction method experimentally exemplified for an I-sCMOS based measurement of pseudo-thermal light second-order intensity autocorrelation function at the single-photon level. The method merely requires a dark counts measurement for calibration. A reference cross-correlation measurement certifies the cross-talk subtraction. While remaining universal for MCP applications, the presented cross-talk subtraction, in particular, simplifies quantum optical setups. With the possibility of autocorrelation measurements, the signal needs no longer to be divided into two camera regions for a cross-correlation measurement, reducing the experimental setup complexity and increasing at least twofold the simultaneously employable camera sensor region.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yang, Ge; Wang, Jun; Fang, Wen, E-mail: fangwen@bjtu.edu.cn
In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also definedmore » in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.« less
Method to manage integration error in the Green-Kubo method.
Oliveira, Laura de Sousa; Greaney, P Alex
2017-02-01
The Green-Kubo method is a commonly used approach for predicting transport properties in a system from equilibrium molecular dynamics simulations. The approach is founded on the fluctuation dissipation theorem and relates the property of interest to the lifetime of fluctuations in its thermodynamic driving potential. For heat transport, the lattice thermal conductivity is related to the integral of the autocorrelation of the instantaneous heat flux. A principal source of error in these calculations is that the autocorrelation function requires a long averaging time to reduce remnant noise. Integrating the noise in the tail of the autocorrelation function becomes conflated with physically important slow relaxation processes. In this paper we present a method to quantify the uncertainty on transport properties computed using the Green-Kubo formulation based on recognizing that the integrated noise is a random walk, with a growing envelope of uncertainty. By characterizing the noise we can choose integration conditions to best trade off systematic truncation error with unbiased integration noise, to minimize uncertainty for a given allocation of computational resources.
Method to manage integration error in the Green-Kubo method
NASA Astrophysics Data System (ADS)
Oliveira, Laura de Sousa; Greaney, P. Alex
2017-02-01
The Green-Kubo method is a commonly used approach for predicting transport properties in a system from equilibrium molecular dynamics simulations. The approach is founded on the fluctuation dissipation theorem and relates the property of interest to the lifetime of fluctuations in its thermodynamic driving potential. For heat transport, the lattice thermal conductivity is related to the integral of the autocorrelation of the instantaneous heat flux. A principal source of error in these calculations is that the autocorrelation function requires a long averaging time to reduce remnant noise. Integrating the noise in the tail of the autocorrelation function becomes conflated with physically important slow relaxation processes. In this paper we present a method to quantify the uncertainty on transport properties computed using the Green-Kubo formulation based on recognizing that the integrated noise is a random walk, with a growing envelope of uncertainty. By characterizing the noise we can choose integration conditions to best trade off systematic truncation error with unbiased integration noise, to minimize uncertainty for a given allocation of computational resources.
Applications of spatial statistical network models to stream data
Isaak, Daniel J.; Peterson, Erin E.; Ver Hoef, Jay M.; Wenger, Seth J.; Falke, Jeffrey A.; Torgersen, Christian E.; Sowder, Colin; Steel, E. Ashley; Fortin, Marie-Josée; Jordan, Chris E.; Ruesch, Aaron S.; Som, Nicholas; Monestiez, Pascal
2014-01-01
Streams and rivers host a significant portion of Earth's biodiversity and provide important ecosystem services for human populations. Accurate information regarding the status and trends of stream resources is vital for their effective conservation and management. Most statistical techniques applied to data measured on stream networks were developed for terrestrial applications and are not optimized for streams. A new class of spatial statistical model, based on valid covariance structures for stream networks, can be used with many common types of stream data (e.g., water quality attributes, habitat conditions, biological surveys) through application of appropriate distributions (e.g., Gaussian, binomial, Poisson). The spatial statistical network models account for spatial autocorrelation (i.e., nonindependence) among measurements, which allows their application to databases with clustered measurement locations. Large amounts of stream data exist in many areas where spatial statistical analyses could be used to develop novel insights, improve predictions at unsampled sites, and aid in the design of efficient monitoring strategies at relatively low cost. We review the topic of spatial autocorrelation and its effects on statistical inference, demonstrate the use of spatial statistics with stream datasets relevant to common research and management questions, and discuss additional applications and development potential for spatial statistics on stream networks. Free software for implementing the spatial statistical network models has been developed that enables custom applications with many stream databases.
Possible Noise Nature of Elsässer Variable z- in Highly Alfvénic Solar Wind Fluctuations
NASA Astrophysics Data System (ADS)
Wang, X.; Tu, C.-Y.; He, J.-S.; Wang, L.-H.; Yao, S.; Zhang, L.
2018-01-01
It has been a long-standing debate on the nature of Elsässer variable z- observed in the solar wind fluctuations. It is widely believed that z- represents inward propagating Alfvén waves and interacts nonlinearly with z+ (outward propagating Alfvén waves) to generate energy cascade. However, z- variations sometimes show a feature of convective structures. Here we present a new data analysis on autocorrelation functions of z- in order to get some definite information on its nature. We find that there is usually a large drop on the z- autocorrelation function when the solar wind fluctuations are highly Alfvénic. The large drop observed by Helios 2 spacecraft near 0.3 AU appears at the first nonzero time lag τ = 81 s, where the value of the autocorrelation coefficient drops to 25%-65% of that at τ = 0 s. Beyond the first nonzero time lag, the autocorrelation coefficient decreases gradually to zero. The drop of z- correlation function also appears in the Wind observations near 1 AU. These features of the z- correlation function may suggest that z- fluctuations consist of two components: high-frequency white noise and low-frequency pseudo structures, which correspond to flat and steep parts of z- power spectrum, respectively. This explanation is confirmed by doing a simple test on an artificial time series, which is obtained from the superposition of a random data series on its smoothed sequence. Our results suggest that in highly Alfvénic fluctuations, z- may not contribute importantly to the interactions with z+ to produce energy cascade.
Gaussian-input Gaussian mixture model for representing density maps and atomic models.
Kawabata, Takeshi
2018-07-01
A new Gaussian mixture model (GMM) has been developed for better representations of both atomic models and electron microscopy 3D density maps. The standard GMM algorithm employs an EM algorithm to determine the parameters. It accepted a set of 3D points with weights, corresponding to voxel or atomic centers. Although the standard algorithm worked reasonably well; however, it had three problems. First, it ignored the size (voxel width or atomic radius) of the input, and thus it could lead to a GMM with a smaller spread than the input. Second, the algorithm had a singularity problem, as it sometimes stopped the iterative procedure due to a Gaussian function with almost zero variance. Third, a map with a large number of voxels required a long computation time for conversion to a GMM. To solve these problems, we have introduced a Gaussian-input GMM algorithm, which considers the input atoms or voxels as a set of Gaussian functions. The standard EM algorithm of GMM was extended to optimize the new GMM. The new GMM has identical radius of gyration to the input, and does not suddenly stop due to the singularity problem. For fast computation, we have introduced a down-sampled Gaussian functions (DSG) by merging neighboring voxels into an anisotropic Gaussian function. It provides a GMM with thousands of Gaussian functions in a short computation time. We also have introduced a DSG-input GMM: the Gaussian-input GMM with the DSG as the input. This new algorithm is much faster than the standard algorithm. Copyright © 2018 The Author(s). Published by Elsevier Inc. All rights reserved.
Time correlation functions of simple liquids: A new insight on the underlying dynamical processes
NASA Astrophysics Data System (ADS)
Garberoglio, Giovanni; Vallauri, Renzo; Bafile, Ubaldo
2018-05-01
Extensive molecular dynamics simulations of liquid sodium have been carried out to evaluate correlation functions of several dynamical quantities. We report the results of a novel analysis of the longitudinal and transverse correlation functions obtained by evaluating directly their self- and distinct contributions at different wavevectors k. It is easily recognized that the self-contribution remains close to its k → 0 limit, which turns out to be exactly the autocorrelation function of the single particle velocity. The wavevector dependence of the longitudinal and transverse spectra and their self- and distinct parts is also presented. By making use of the decomposition of the velocity autocorrelation spectrum in terms of longitudinal and transverse parts, our analysis is able to recognize the effect of different dynamical processes in different frequency ranges.
NASA Technical Reports Server (NTRS)
Luo, Xiaochun; Schramm, David N.
1993-01-01
One of the crucial aspects of density perturbations that are produced by the standard inflation scenario is that they are Gaussian where seeds produced by topological defects tend to be non-Gaussian. The three-point correlation function of the temperature anisotropy of the cosmic microwave background radiation (CBR) provides a sensitive test of this aspect of the primordial density field. In this paper, this function is calculated in the general context of various allowed non-Gaussian models. It is shown that the Cosmic Background Explorer and the forthcoming South Pole and balloon CBR anisotropy data may be able to provide a crucial test of the Gaussian nature of the perturbations.
Probability density and exceedance rate functions of locally Gaussian turbulence
NASA Technical Reports Server (NTRS)
Mark, W. D.
1989-01-01
A locally Gaussian model of turbulence velocities is postulated which consists of the superposition of a slowly varying strictly Gaussian component representing slow temporal changes in the mean wind speed and a more rapidly varying locally Gaussian turbulence component possessing a temporally fluctuating local variance. Series expansions of the probability density and exceedance rate functions of the turbulence velocity model, based on Taylor's series, are derived. Comparisons of the resulting two-term approximations with measured probability density and exceedance rate functions of atmospheric turbulence velocity records show encouraging agreement, thereby confirming the consistency of the measured records with the locally Gaussian model. Explicit formulas are derived for computing all required expansion coefficients from measured turbulence records.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kirby, R. Jason
2016-08-15
Cardiac safety assays incorporating label-free detection of human stem-cell derived cardiomyocyte contractility provide human relevance and medium throughput screening to assess compound-induced cardiotoxicity. In an effort to provide quantitative analysis of the large kinetic datasets resulting from these real-time studies, we applied bioinformatic approaches based on nonlinear dynamical system analysis, including limit cycle analysis and autocorrelation function, to systematically assess beat irregularity. The algorithms were integrated into a software program to seamlessly generate results for 96-well impedance-based data. Our approach was validated by analyzing dose- and time-dependent changes in beat patterns induced by known proarrhythmic compounds and screening a cardiotoxicitymore » library to rank order compounds based on their proarrhythmic potential. We demonstrate a strong correlation for dose-dependent beat irregularity monitored by electrical impedance and quantified by autocorrelation analysis to traditional manual patch clamp potency values for hERG blockers. In addition, our platform identifies non-hERG blockers known to cause clinical arrhythmia. Our method provides a novel suite of medium-throughput quantitative tools for assessing compound effects on cardiac contractility and predicting compounds with potential proarrhythmia and may be applied to in vitro paradigms for pre-clinical cardiac safety evaluation. - Highlights: • Impedance-based monitoring of human iPSC-derived cardiomyocyte contractility • Limit cycle analysis of impedance data identifies aberrant oscillation patterns. • Nonlinear autocorrelation function quantifies beat irregularity. • Identification of hERG and non-hERG inhibitors with known risk of arrhythmia • Automated software processes limit cycle and autocorrelation analyses of 96w data.« less
Razifar, Pasha; Lubberink, Mark; Schneider, Harald; Långström, Bengt; Bengtsson, Ewert; Bergström, Mats
2005-05-13
BACKGROUND: Positron emission tomography (PET) is a powerful imaging technique with the potential of obtaining functional or biochemical information by measuring distribution and kinetics of radiolabelled molecules in a biological system, both in vitro and in vivo. PET images can be used directly or after kinetic modelling to extract quantitative values of a desired physiological, biochemical or pharmacological entity. Because such images are generally noisy, it is essential to understand how noise affects the derived quantitative values. A pre-requisite for this understanding is that the properties of noise such as variance (magnitude) and texture (correlation) are known. METHODS: In this paper we explored the pattern of noise correlation in experimentally generated PET images, with emphasis on the angular dependence of correlation, using the autocorrelation function (ACF). Experimental PET data were acquired in 2D and 3D acquisition mode and reconstructed by analytical filtered back projection (FBP) and iterative ordered subsets expectation maximisation (OSEM) methods. The 3D data was rebinned to a 2D dataset using FOurier REbinning (FORE) followed by 2D reconstruction using either FBP or OSEM. In synthetic images we compared the ACF results with those from covariance matrix. The results were illustrated as 1D profiles and also visualized as 2D ACF images. RESULTS: We found that the autocorrelation images from PET data obtained after FBP were not fully rotationally symmetric or isotropic if the object deviated from a uniform cylindrical radioactivity distribution. In contrast, similar autocorrelation images obtained after OSEM reconstruction were isotropic even when the phantom was not circular. Simulations indicated that the noise autocorrelation is non-isotropic in images created by FBP when the level of noise in projections is angularly variable. Comparison between 1D cross profiles on autocorrelation images obtained by FBP reconstruction and covariance matrices produced almost identical results in a simulation study. CONCLUSION: With asymmetric radioactivity distribution in PET, reconstruction using FBP, in contrast to OSEM, generates images in which the noise correlation is non-isotropic when the noise magnitude is angular dependent, such as in objects with asymmetric radioactivity distribution. In this respect, iterative reconstruction is superior since it creates isotropic noise correlations in the images.
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.
1989-01-01
This paper develops techniques to evaluate the discrete Fourier transform (DFT), the autocorrelation function (ACF), and the cross-correlation function (CCF) of time series which are not evenly sampled. The series may consist of quantized point data (e.g., yes/no processes such as photon arrival). The DFT, which can be inverted to recover the original data and the sampling, is used to compute correlation functions by means of a procedure which is effectively, but not explicitly, an interpolation. The CCF can be computed for two time series not even sampled at the same set of times. Techniques for removing the distortion of the correlation functions caused by the sampling, determining the value of a constant component to the data, and treating unequally weighted data are also discussed. FORTRAN code for the Fourier transform algorithm and numerical examples of the techniques are given.
Molecular dynamics test of the Brownian description of Na(+) motion in water
NASA Technical Reports Server (NTRS)
Wilson, M. A.; Pohorille, A.; Pratt, L. R.
1985-01-01
The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.
Polarization-correlation study of biotissue multifractal structure
NASA Astrophysics Data System (ADS)
Olar, O. I.; Ushenko, A. G.
2003-09-01
This paper presents the results of polarization-correlation study of multifractal collagen structure of physiologically normal and pathologically changed tissues of women"s reproductive sphere and skin. The technique of polarization selection of coherent images of biotissues with further determination of their autocorrelation functions and spectral densities is suggested. The correlation-optical criteria of early diagnostics of appearance of pathological changes in the cases of myometry (forming the germ of fibromyoma) and skin (psoriasis) are determined. This study is directed to investigate the possibilities of recognition of pathological changes of biotissue morphological structure by determining the polarization-dependent autocorrelation functions (ACF) and corresponding spectral densities of tissue coherent images.
NASA Astrophysics Data System (ADS)
Angelsky, Oleg V.; Pishak, Vasyl P.; Ushenko, Alexander G.; Burkovets, Dimitry N.; Pishak, Olga V.
2001-05-01
The paper presents the results of polarization-correlation investigation of multifractal collagen structure of physiologically normal and pathologically changed tissues of women's reproductive sphere and of skin. The technique of polarization selection of coherent biotissues' images followed by determination of their autocorrelation functions and spectral densities is suggested. The correlation- optical criteria of early diagnostics of pathological changes' appearance of myometry (forming of the germ of fibromyoma) and of skin (psoriasis) are determined. The present paper examines the possibilities of diagnostics of pathological changes of biotissues' morphological structure by means of determining the polarizationally filtered autocorrelation functions (ACF) and corresponding spectral densities of their coherent images.
Dynamical analyses of the time series for three foreign exchange rates
NASA Astrophysics Data System (ADS)
Kim, Sehyun; Kim, Soo Yong; Jung, Jae-Won; Kim, Kyungsik
2012-05-01
In this study, we investigate the multifractal properties of three foreign exchange rates (USD-KRW, USD-JPY, and EUR-USD) that are quoted with different economic scales. We estimate and analyze both the generalized Hurst exponent and the autocorrelation function in three foreign exchange rates. The USD-KRW is shown to have the strongest of the Hurst exponents when compared with the other two foreign exchange rates. In particular, the autocorrelation function of the USD-KRW has the largest memory behavior among three foreign exchange rates. It also exhibits a long-memory property in the first quarter, more than those in the other quarters.
Integrated autocorrelator based on superconducting nanowires.
Sahin, Döndü; Gaggero, Alessandro; Hoang, Thang Ba; Frucci, Giulia; Mattioli, Francesco; Leoni, Roberto; Beetz, Johannes; Lermer, Matthias; Kamp, Martin; Höfling, Sven; Fiore, Andrea
2013-05-06
We demonstrate an integrated autocorrelator based on two superconducting single-photon detectors patterned on top of a GaAs ridge waveguide. This device enables the on-chip measurement of the second-order intensity correlation function g(2)(τ). A polarization-independent device quantum efficiency in the 1% range is reported, with a timing jitter of 88 ps at 1300 nm. g(2)(τ) measurements of continuous-wave and pulsed laser excitations are demonstrated with no measurable crosstalk within our measurement accuracy.
A Possible Application of Coherent Light Scattering on Biological Fluids
NASA Astrophysics Data System (ADS)
Chicea, Dan; Chicea, Liana Maria
2007-04-01
Human urine from both healthy patients and patients with different diseases was used as scattering medium in a coherent light scattering experiment. The time variation of the light intensity in the far field speckle image was acquired using a data acquisition system on a PC and a time series resulted for each sample. The autocorrelation function for each sample was calculated and the autocorrelation time was determined. The same samples were analyzed in a medical laboratory using the standard procedure. We found so far that the autocorrelation time is differently modified by the presence of pus, albumin, urobilin and sediments. The results suggest a fast procedure that can be used as laboratory test to detect the presence not of each individual component in suspensions but of big conglomerates as albumin, cylinders, oxalate crystals.
Damage detection and isolation via autocorrelation: a step toward passive sensing
NASA Astrophysics Data System (ADS)
Chang, Y. S.; Yuan, F. G.
2018-03-01
Passive sensing technique may eliminate the need of expending power from actuators and thus provide a means of developing a compact and simple structural health monitoring system. More importantly, it may provide a solution for monitoring the aircraft subjected to environmental loading from air flow during operation. In this paper, a non-contact auto-correlation based technique is exploited as a feasibility study for passive sensing application to detect damage and isolate the damage location. Its theoretical basis bears some resemblance to reconstructing Green's function from diffusive wavefield through cross-correlation. Localized high pressure air from air compressor are randomly and continuously applied on the one side surface of the aluminum panels through the air blow gun. A laser Doppler vibrometer (LDV) was used to scan a 90 mm × 90 mm area to create a 6 × 6 2D-array signals from the opposite side of the panels. The scanned signals were auto-correlated to reconstruct a "selfimpulse response" (or Green's function). The premise for stably reconstructing the accurate Green's function requires long sensing times. For a 609.6 mm × 609.6 mm flat aluminum panel, the sensing times roughly at least four seconds is sufficient to establish converged Green's function through correlation. For the integral stiffened aluminum panel, the geometrical features of the panel expedite the formation of the diffusive wavefield and thus shorten the sensing times. The damage is simulated by gluing a magnet onto the panels. Reconstructed Green's functions (RGFs) are used for damage detection and damage isolation based on an imaging condition with mean square deviation of the RGFs from the pristine and the damaged structure and the results are shown in color maps. The auto-correlation based technique is shown to consistently detect the simulated damage, image and isolate the damage in the structure subjected to high pressure air excitation. This technique may be transformed into passive sensing applied on the aircraft during operation.
Asymptotic neutron scattering laws for anomalously diffusing quantum particles
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kneller, Gerald R.; Université d’Orléans, Chateau de la Source-Ave. du Parc Floral, 45067 Orléans; Synchrotron-SOLEIL, L’Orme de Merisiers, 91192 Gif-sur-Yvette
2016-07-28
The paper deals with a model-free approach to the analysis of quasielastic neutron scattering intensities from anomalously diffusing quantum particles. All quantities are inferred from the asymptotic form of their time-dependent mean square displacements which grow ∝t{sup α}, with 0 ≤ α < 2. Confined diffusion (α = 0) is here explicitly included. We discuss in particular the intermediate scattering function for long times and the Fourier spectrum of the velocity autocorrelation function for small frequencies. Quantum effects enter in both cases through the general symmetry properties of quantum time correlation functions. It is shown that the fractional diffusion constantmore » can be expressed by a Green-Kubo type relation involving the real part of the velocity autocorrelation function. The theory is exact in the diffusive regime and at moderate momentum transfers.« less
Signal processing for molecular and cellular biological physics: an emerging field.
Little, Max A; Jones, Nick S
2013-02-13
Recent advances in our ability to watch the molecular and cellular processes of life in action--such as atomic force microscopy, optical tweezers and Forster fluorescence resonance energy transfer--raise challenges for digital signal processing (DSP) of the resulting experimental data. This article explores the unique properties of such biophysical time series that set them apart from other signals, such as the prevalence of abrupt jumps and steps, multi-modal distributions and autocorrelated noise. It exposes the problems with classical linear DSP algorithms applied to this kind of data, and describes new nonlinear and non-Gaussian algorithms that are able to extract information that is of direct relevance to biological physicists. It is argued that these new methods applied in this context typify the nascent field of biophysical DSP. Practical experimental examples are supplied.
Signal processing for molecular and cellular biological physics: an emerging field
Little, Max A.; Jones, Nick S.
2013-01-01
Recent advances in our ability to watch the molecular and cellular processes of life in action—such as atomic force microscopy, optical tweezers and Forster fluorescence resonance energy transfer—raise challenges for digital signal processing (DSP) of the resulting experimental data. This article explores the unique properties of such biophysical time series that set them apart from other signals, such as the prevalence of abrupt jumps and steps, multi-modal distributions and autocorrelated noise. It exposes the problems with classical linear DSP algorithms applied to this kind of data, and describes new nonlinear and non-Gaussian algorithms that are able to extract information that is of direct relevance to biological physicists. It is argued that these new methods applied in this context typify the nascent field of biophysical DSP. Practical experimental examples are supplied. PMID:23277603
How do output growth-rate distributions look like? Some cross-country, time-series evidence
NASA Astrophysics Data System (ADS)
Fagiolo, G.; Napoletano, M.; Roventini, A.
2007-05-01
This paper investigates the statistical properties of within-country gross domestic product (GDP) and industrial production (IP) growth-rate distributions. Many empirical contributions have recently pointed out that cross-section growth rates of firms, industries and countries all follow Laplace distributions. In this work, we test whether also within-country, time-series GDP and IP growth rates can be approximated by tent-shaped distributions. We fit output growth rates with the exponential-power (Subbotin) family of densities, which includes as particular cases both Gaussian and Laplace distributions. We find that, for a large number of OECD (Organization for Economic Cooperation and Development) countries including the US, both GDP and IP growth rates are Laplace distributed. Moreover, we show that fat-tailed distributions robustly emerge even after controlling for outliers, autocorrelation and heteroscedasticity.
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.
Efficient method of evaluation for Gaussian Hartree-Fock exchange operator for Gau-PBE functional
NASA Astrophysics Data System (ADS)
Song, Jong-Won; Hirao, Kimihiko
2015-07-01
We previously developed an efficient screened hybrid functional called Gaussian-Perdew-Burke-Ernzerhof (Gau-PBE) [Song et al., J. Chem. Phys. 135, 071103 (2011)] for large molecules and extended systems, which is characterized by the usage of a Gaussian function as a modified Coulomb potential for the Hartree-Fock (HF) exchange. We found that the adoption of a Gaussian HF exchange operator considerably decreases the calculation time cost of periodic systems while improving the reproducibility of the bandgaps of semiconductors. We present a distance-based screening scheme here that is tailored for the Gaussian HF exchange integral that utilizes multipole expansion for the Gaussian two-electron integrals. We found a new multipole screening scheme helps to save the time cost for the HF exchange integration by efficiently decreasing the number of integrals of, specifically, the near field region without incurring substantial changes in total energy. In our assessment on the periodic systems of seven semiconductors, the Gau-PBE hybrid functional with a new screening scheme has 1.56 times the time cost of a pure functional while the previous Gau-PBE was 1.84 times and HSE06 was 3.34 times.
Efficient method of evaluation for Gaussian Hartree-Fock exchange operator for Gau-PBE functional
DOE Office of Scientific and Technical Information (OSTI.GOV)
Song, Jong-Won; Hirao, Kimihiko, E-mail: hirao@riken.jp
2015-07-14
We previously developed an efficient screened hybrid functional called Gaussian-Perdew–Burke–Ernzerhof (Gau-PBE) [Song et al., J. Chem. Phys. 135, 071103 (2011)] for large molecules and extended systems, which is characterized by the usage of a Gaussian function as a modified Coulomb potential for the Hartree-Fock (HF) exchange. We found that the adoption of a Gaussian HF exchange operator considerably decreases the calculation time cost of periodic systems while improving the reproducibility of the bandgaps of semiconductors. We present a distance-based screening scheme here that is tailored for the Gaussian HF exchange integral that utilizes multipole expansion for the Gaussian two-electron integrals.more » We found a new multipole screening scheme helps to save the time cost for the HF exchange integration by efficiently decreasing the number of integrals of, specifically, the near field region without incurring substantial changes in total energy. In our assessment on the periodic systems of seven semiconductors, the Gau-PBE hybrid functional with a new screening scheme has 1.56 times the time cost of a pure functional while the previous Gau-PBE was 1.84 times and HSE06 was 3.34 times.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
De Pretto, Lucas R., E-mail: lucas.de.pretto@usp.br; Nogueira, Gesse E. C.; Freitas, Anderson Z.
2016-04-28
Functional modalities of Optical Coherence Tomography (OCT) based on speckle analysis are emerging in the literature. We propose a simple approach to the autocorrelation of OCT signal to enable volumetric flow rate differentiation, based on decorrelation time. Our results show that this technique could distinguish flows separated by 3 μl/min, limited by the acquisition speed of the system. We further perform a B-scan of gradient flow inside a microchannel, enabling the visualization of the drag effect on the walls.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smallwood, D.O.
It is recognized that some dynamic and noise environments are characterized by time histories which are not Gaussian. An example is high intensity acoustic noise. Another example is some transportation vibration. A better simulation of these environments can be generated if a zero mean non-Gaussian time history can be reproduced with a specified auto (or power) spectral density (ASD or PSD) and a specified probability density function (pdf). After the required time history is synthesized, the waveform can be used for simulation purposes. For example, modem waveform reproduction techniques can be used to reproduce the waveform on electrodynamic or electrohydraulicmore » shakers. Or the waveforms can be used in digital simulations. A method is presented for the generation of realizations of zero mean non-Gaussian random time histories with a specified ASD, and pdf. First a Gaussian time history with the specified auto (or power) spectral density (ASD) is generated. A monotonic nonlinear function relating the Gaussian waveform to the desired realization is then established based on the Cumulative Distribution Function (CDF) of the desired waveform and the known CDF of a Gaussian waveform. The established function is used to transform the Gaussian waveform to a realization of the desired waveform. Since the transformation preserves the zero-crossings and peaks of the original Gaussian waveform, and does not introduce any substantial discontinuities, the ASD is not substantially changed. Several methods are available to generate a realization of a Gaussian distributed waveform with a known ASD. The method of Smallwood and Paez (1993) is an example. However, the generation of random noise with a specified ASD but with a non-Gaussian distribution is less well known.« less
Simulation and analysis of scalable non-Gaussian statistically anisotropic random functions
NASA Astrophysics Data System (ADS)
Riva, Monica; Panzeri, Marco; Guadagnini, Alberto; Neuman, Shlomo P.
2015-12-01
Many earth and environmental (as well as other) variables, Y, and their spatial or temporal increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture some key aspects of such scaling by treating Y or ΔY as standard sub-Gaussian random functions. We were however unable to reconcile two seemingly contradictory observations, namely that whereas sample frequency distributions of Y (or its logarithm) exhibit relatively mild non-Gaussian peaks and tails, those of ΔY display peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we overcame this difficulty by developing a new generalized sub-Gaussian model which captures both behaviors in a unified and consistent manner, exploring it on synthetically generated random functions in one dimension (Riva et al., 2015). Here we extend our generalized sub-Gaussian model to multiple dimensions, present an algorithm to generate corresponding random realizations of statistically isotropic or anisotropic sub-Gaussian functions and illustrate it in two dimensions. We demonstrate the accuracy of our algorithm by comparing ensemble statistics of Y and ΔY (such as, mean, variance, variogram and probability density function) with those of Monte Carlo generated realizations. We end by exploring the feasibility of estimating all relevant parameters of our model by analyzing jointly spatial moments of Y and ΔY obtained from a single realization of Y.
NASA Astrophysics Data System (ADS)
Gopalan, Balaji; Malkiel, Edwin; Katz, Joseph
2007-11-01
Lagrangian motion in isotropic turbulence of slightly buoyant diesel oil droplets (specific gravity 0.85 and size 0.6-1.1 mm) and almost neutrally buoyant, 50 μm tracer particles are studied using high speed, in-line digital holographic cinematography. Droplets and particles are injected into a 50x50x70 mm^3 sample volume located at the center of a nearly isotropic turbulence facility, and data are obtained for Reλ of 190, 195 and 214. The turbulence is characterized by 2D PIV measurements at different planes. An automated tracking program has been used for measuring velocity time history of more than 22000 droplet tracks and 15000 particle tracks. Analysis compares probability density functions (PDF) of Lagrangian velocity and acceleration, spectra, as well as velocity and acceleration autocorrelation functions of droplets with those of particles. For most of the present conditions, rms values of horizontal droplet velocity exceed those of the fluid. The rms values of droplet vertical velocity are higher than those of the fluid only for the highest turbulence level. PDFs of droplet velocity have nearly Gaussian distributions, justifying use of Taylor's (1921) model to calculate diffusion parameters. The fluid particle diffusion coefficient exceeds that of the droplet primarily because the fluid diffusion timescale is higher than that of the droplet. For all droplet sizes and Reynolds numbers, the diffusion coefficient, calculated using Taylor's model, scaled by quiescent rise velocity and turbulence integral length scale, is a monotonically increasing function of the turbulence level normalized by droplet quiescent rise velocity.
Geomagnetic storm under laboratory conditions: randomized experiment
NASA Astrophysics Data System (ADS)
Gurfinkel, Yu I.; Vasin, A. L.; Pishchalnikov, R. Yu; Sarimov, R. M.; Sasonko, M. L.; Matveeva, T. A.
2017-10-01
The influence of the previously recorded geomagnetic storm (GS) on human cardiovascular system and microcirculation has been studied under laboratory conditions. Healthy volunteers in lying position were exposed under two artificially created conditions: quiet (Q) and storm (S). The Q regime playbacks a noise-free magnetic field (MF) which is closed to the natural geomagnetic conditions on Moscow's latitude. The S regime playbacks the initially recorded 6-h geomagnetic storm which is repeated four times sequentially. The cardiovascular response to the GS impact was assessed by measuring capillary blood velocity (CBV) and blood pressure (BP) and by the analysis of the 24-h ECG recording. A storm-to-quiet ratio for the cardio intervals (CI) and the heart rate variability (HRV) was introduced in order to reveal the average over group significant differences of HRV. An individual sensitivity to the GS was estimated using the autocorrelation function analysis of the high-frequency (HF) part of the CI spectrum. The autocorrelation analysis allowed for detection a group of subjects of study which autocorrelation functions (ACF) react differently in the Q and S regimes of exposure.
Geomagnetic storm under laboratory conditions: randomized experiment.
Gurfinkel, Yu I; Vasin, A L; Pishchalnikov, R Yu; Sarimov, R M; Sasonko, M L; Matveeva, T A
2018-04-01
The influence of the previously recorded geomagnetic storm (GS) on human cardiovascular system and microcirculation has been studied under laboratory conditions. Healthy volunteers in lying position were exposed under two artificially created conditions: quiet (Q) and storm (S). The Q regime playbacks a noise-free magnetic field (MF) which is closed to the natural geomagnetic conditions on Moscow's latitude. The S regime playbacks the initially recorded 6-h geomagnetic storm which is repeated four times sequentially. The cardiovascular response to the GS impact was assessed by measuring capillary blood velocity (CBV) and blood pressure (BP) and by the analysis of the 24-h ECG recording. A storm-to-quiet ratio for the cardio intervals (CI) and the heart rate variability (HRV) was introduced in order to reveal the average over group significant differences of HRV. An individual sensitivity to the GS was estimated using the autocorrelation function analysis of the high-frequency (HF) part of the CI spectrum. The autocorrelation analysis allowed for detection a group of subjects of study which autocorrelation functions (ACF) react differently in the Q and S regimes of exposure.
NASA Astrophysics Data System (ADS)
Ha, Jong M.; Youn, Byeng D.; Oh, Hyunseok; Han, Bongtae; Jung, Yoongho; Park, Jungho
2016-03-01
We propose autocorrelation-based time synchronous averaging (ATSA) to cope with the challenges associated with the current practice of time synchronous averaging (TSA) for planet gears in planetary gearboxes of wind turbine (WT). An autocorrelation function that represents physical interactions between the ring, sun, and planet gears in the gearbox is utilized to define the optimal shape and range of the window function for TSA using actual kinetic responses. The proposed ATSA offers two distinctive features: (1) data-efficient TSA processing and (2) prevention of signal distortion during the TSA process. It is thus expected that an order analysis with the ATSA signals significantly improves the efficiency and accuracy in fault diagnostics of planet gears in planetary gearboxes. Two case studies are presented to demonstrate the effectiveness of the proposed method: an analytical signal from a simulation and a signal measured from a 2 kW WT testbed. It can be concluded from the results that the proposed method outperforms conventional TSA methods in condition monitoring of the planetary gearbox when the amount of available stationary data is limited.
Wigner distribution function of Hermite-cosine-Gaussian beams through an apertured optical system.
Sun, Dong; Zhao, Daomu
2005-08-01
By introducing the hard-aperture function into a finite sum of complex Gaussian functions, the approximate analytical expressions of the Wigner distribution function for Hermite-cosine-Gaussian beams passing through an apertured paraxial ABCD optical system are obtained. The analytical results are compared with the numerically integrated ones, and the absolute errors are also given. It is shown that the analytical results are proper and that the calculation speed for them is much faster than for the numerical results.
Errors in radial velocity variance from Doppler wind lidar
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, H.; Barthelmie, R. J.; Doubrawa, P.
A high-fidelity lidar turbulence measurement technique relies on accurate estimates of radial velocity variance that are subject to both systematic and random errors determined by the autocorrelation function of radial velocity, the sampling rate, and the sampling duration. Our paper quantifies the effect of the volumetric averaging in lidar radial velocity measurements on the autocorrelation function and the dependence of the systematic and random errors on the sampling duration, using both statistically simulated and observed data. For current-generation scanning lidars and sampling durations of about 30 min and longer, during which the stationarity assumption is valid for atmospheric flows, themore » systematic error is negligible but the random error exceeds about 10%.« less
Sign reversals of the output autocorrelation function for the stochastic Bernoulli-Verhulst equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lumi, N., E-mail: Neeme.Lumi@tlu.ee; Mankin, R., E-mail: Romi.Mankin@tlu.ee
2015-10-28
We consider a stochastic Bernoulli-Verhulst equation as a model for population growth processes. The effect of fluctuating environment on the carrying capacity of a population is modeled as colored dichotomous noise. Relying on the composite master equation an explicit expression for the stationary autocorrelation function (ACF) of population sizes is found. On the basis of this expression a nonmonotonic decay of the ACF by increasing lag-time is shown. Moreover, in a certain regime of the noise parameters the ACF demonstrates anticorrelation as well as related sign reversals at some values of the lag-time. The conditions for the appearance of thismore » highly unexpected effect are also discussed.« less
Pathogenic changes of dispersion and contrast of coherent images of biotissues
NASA Astrophysics Data System (ADS)
Pishak, Olga V.
2002-02-01
The paper presents the results of polarization-correlation investigation of multifractal collagen structure of physiologically normal and pathologically changed tissues of women's reproductive sphere and of skin. The technique of polarization selection of coherent biotissues' images with the following determination of their autocorrelation functions and spectral densities is suggested. The correlation-optical criteria of early diagnostics of pathological changes' appearance of myometry (forming of the germ of fibromyoma) and of skin(psoriasis) are determined. The suggested paper is directed to investigation of the possibilities of pathological changes of biotissues' morphological structure by means of determining the polarizationally filtered autocorrelation functions (ACF) and corresponding spectral densities of their coherent images.
Rabani, Eran; Reichman, David R.; Krilov, Goran; Berne, Bruce J.
2002-01-01
We present a method based on augmenting an exact relation between a frequency-dependent diffusion constant and the imaginary time velocity autocorrelation function, combined with the maximum entropy numerical analytic continuation approach to study transport properties in quantum liquids. The method is applied to the case of liquid para-hydrogen at two thermodynamic state points: a liquid near the triple point and a high-temperature liquid. Good agreement for the self-diffusion constant and for the real-time velocity autocorrelation function is obtained in comparison to experimental measurements and other theoretical predictions. Improvement of the methodology and future applications are discussed. PMID:11830656
Errors in radial velocity variance from Doppler wind lidar
Wang, H.; Barthelmie, R. J.; Doubrawa, P.; ...
2016-08-29
A high-fidelity lidar turbulence measurement technique relies on accurate estimates of radial velocity variance that are subject to both systematic and random errors determined by the autocorrelation function of radial velocity, the sampling rate, and the sampling duration. Our paper quantifies the effect of the volumetric averaging in lidar radial velocity measurements on the autocorrelation function and the dependence of the systematic and random errors on the sampling duration, using both statistically simulated and observed data. For current-generation scanning lidars and sampling durations of about 30 min and longer, during which the stationarity assumption is valid for atmospheric flows, themore » systematic error is negligible but the random error exceeds about 10%.« less
Ion and impurity transport in turbulent, anisotropic magnetic fields
NASA Astrophysics Data System (ADS)
Negrea, M.; Petrisor, I.; Isliker, H.; Vogiannou, A.; Vlahos, L.; Weyssow, B.
2011-08-01
We investigate ion and impurity transport in turbulent, possibly anisotropic, magnetic fields. The turbulent magnetic field is modeled as a correlated stochastic field, with Gaussian distribution function and prescribed spatial auto-correlation function, superimposed onto a strong background field. The (running) diffusion coefficients of ions are determined in the three-dimensional environment, using two alternative methods, the semi-analytical decorrelation trajectory (DCT) method, and test-particle simulations. In a first step, the results of the test-particle simulations are compared with and used to validate the results obtained from the DCT method. For this purpose, a drift approximation was made in slab geometry, and relatively good qualitative agreement between the DCT method and the test-particle simulations was found. In a second step, the ion species He, Be, Ne and W, all assumed to be fully ionized, are considered under ITER-like conditions, and the scaling of their diffusivities is determined with respect to varying levels of turbulence (varying Kubo number), varying degrees of anisotropy of the turbulent structures and atomic number. In a third step, the test-particle simulations are repeated without drift approximation, directly using the Lorentz force, first in slab geometry, in order to assess the finite Larmor radius effects, and second in toroidal geometry, to account for the geometric effects. It is found that both effects are important, most prominently the effects due to toroidal geometry and the diffusivities are overestimated in slab geometry by an order of magnitude.
The interplay of intrinsic and extrinsic bounded noises in biomolecular networks.
Caravagna, Giulio; Mauri, Giancarlo; d'Onofrio, Alberto
2013-01-01
After being considered as a nuisance to be filtered out, it became recently clear that biochemical noise plays a complex role, often fully functional, for a biomolecular network. The influence of intrinsic and extrinsic noises on biomolecular networks has intensively been investigated in last ten years, though contributions on the co-presence of both are sparse. Extrinsic noise is usually modeled as an unbounded white or colored gaussian stochastic process, even though realistic stochastic perturbations are clearly bounded. In this paper we consider Gillespie-like stochastic models of nonlinear networks, i.e. the intrinsic noise, where the model jump rates are affected by colored bounded extrinsic noises synthesized by a suitable biochemical state-dependent Langevin system. These systems are described by a master equation, and a simulation algorithm to analyze them is derived. This new modeling paradigm should enlarge the class of systems amenable at modeling. We investigated the influence of both amplitude and autocorrelation time of a extrinsic Sine-Wiener noise on: (i) the Michaelis-Menten approximation of noisy enzymatic reactions, which we show to be applicable also in co-presence of both intrinsic and extrinsic noise, (ii) a model of enzymatic futile cycle and (iii) a genetic toggle switch. In (ii) and (iii) we show that the presence of a bounded extrinsic noise induces qualitative modifications in the probability densities of the involved chemicals, where new modes emerge, thus suggesting the possible functional role of bounded noises.
NASA Astrophysics Data System (ADS)
Guo, Yongfeng; Shen, Yajun; Tan, Jianguo
2016-09-01
The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.
NASA Astrophysics Data System (ADS)
Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.
2018-04-01
The paper investigates the stochastic modelling and forecasting of monthly average maximum and minimum temperature patterns through suitable seasonal auto regressive integrated moving average (SARIMA) model for the period 1981-2015 in India. The variations and distributions of monthly maximum and minimum temperatures are analyzed through Box plots and cumulative distribution functions. The time series plot indicates that the maximum temperature series contain sharp peaks in almost all the years, while it is not true for the minimum temperature series, so both the series are modelled separately. The possible SARIMA model has been chosen based on observing autocorrelation function (ACF), partial autocorrelation function (PACF), and inverse autocorrelation function (IACF) of the logarithmic transformed temperature series. The SARIMA (1, 0, 0) × (0, 1, 1)12 model is selected for monthly average maximum and minimum temperature series based on minimum Bayesian information criteria. The model parameters are obtained using maximum-likelihood method with the help of standard error of residuals. The adequacy of the selected model is determined using correlation diagnostic checking through ACF, PACF, IACF, and p values of Ljung-Box test statistic of residuals and using normal diagnostic checking through the kernel and normal density curves of histogram and Q-Q plot. Finally, the forecasting of monthly maximum and minimum temperature patterns of India for the next 3 years has been noticed with the help of selected model.
Land cover mapping at sub-pixel scales
NASA Astrophysics Data System (ADS)
Makido, Yasuyo Kato
One of the biggest drawbacks of land cover mapping from remotely sensed images relates to spatial resolution, which determines the level of spatial details depicted in an image. Fine spatial resolution images from satellite sensors such as IKONOS and QuickBird are now available. However, these images are not suitable for large-area studies, since a single image is very small and therefore it is costly for large area studies. Much research has focused on attempting to extract land cover types at sub-pixel scale, and little research has been conducted concerning the spatial allocation of land cover types within a pixel. This study is devoted to the development of new algorithms for predicting land cover distribution using remote sensory imagery at sub-pixel level. The "pixel-swapping" optimization algorithm, which was proposed by Atkinson for predicting sub-pixel land cover distribution, is investigated in this study. Two limitations of this method, the arbitrary spatial range value and the arbitrary exponential model of spatial autocorrelation, are assessed. Various weighting functions, as alternatives to the exponential model, are evaluated in order to derive the optimum weighting function. Two different simulation models were employed to develop spatially autocorrelated binary class maps. In all tested models, Gaussian, Exponential, and IDW, the pixel swapping method improved classification accuracy compared with the initial random allocation of sub-pixels. However the results suggested that equal weight could be used to increase accuracy and sub-pixel spatial autocorrelation instead of using these more complex models of spatial structure. New algorithms for modeling the spatial distribution of multiple land cover classes at sub-pixel scales are developed and evaluated. Three methods are examined: sequential categorical swapping, simultaneous categorical swapping, and simulated annealing. These three methods are applied to classified Landsat ETM+ data that has been resampled to 210 meters. The result suggested that the simultaneous method can be considered as the optimum method in terms of accuracy performance and computation time. The case study employs remote sensing imagery at the following sites: tropical forests in Brazil and temperate multiple land mosaic in East China. Sub-areas for both sites are used to examine how the characteristics of the landscape affect the ability of the optimum technique. Three types of measurement: Moran's I, mean patch size (MPS), and patch size standard deviation (STDEV), are used to characterize the landscape. All results suggested that this technique could increase the classification accuracy more than traditional hard classification. The methods developed in this study can benefit researchers who employ coarse remote sensing imagery but are interested in detailed landscape information. In many cases, the satellite sensor that provides large spatial coverage has insufficient spatial detail to identify landscape patterns. Application of the super-resolution technique described in this dissertation could potentially solve this problem by providing detailed land cover predictions from the coarse resolution satellite sensor imagery.
Crustal thickness across the Trans-European Suture Zone from ambient noise autocorrelations
NASA Astrophysics Data System (ADS)
Becker, G.; Knapmeyer-Endrun, B.
2018-02-01
We derive autocorrelations from ambient seismic noise to image the reflectivity of the subsurface and to extract the Moho depth beneath the stations for two different data sets in Central Europe. The autocorrelations are calculated by smoothing the spectrum of the data in order to suppress high amplitude, narrow-band signals of industrial origin, applying a phase autocorrelation algorithm and time-frequency domain phase-weighted stacking. The stacked autocorrelation results are filtered and analysed predominantly in the frequency range of 1-2 Hz. Moho depth is automatically picked inside uncertainty windows obtained from prior information. The processing scheme we developed is applied to data from permanent seismic stations located in different geological provinces across Europe, with varying Moho depths between 25 and 50 km, and to the mainly short period temporary PASSEQ stations along seismic profile POLONAISE P4. The autocorrelation results are spatially and temporarily stable, but show a clear correlation with the existence of cultural noise. On average, a minimum of six months of data is needed to obtain stable results. The obtained Moho depth results are in good agreement with the subsurface model provided by seismic profiling, receiver function estimates and the European Moho depth map. In addition to extracting the Moho depth, it is possible to identify an intracrustal layer along the profile, again closely matching the seismic model. For more than half of the broad-band stations, another change in reflectivity within the mantle is observed and can be correlated with the lithosphere-asthenosphere boundary to the west and a mid-lithospheric discontinuity beneath the East European Craton. With the application of the developed autocorrelation processing scheme to different stations with varying crustal thicknesses, it is shown that Moho depth can be extracted independent of subsurface structure, when station coverage is low, when no strong seismic sources are present, and when only limited amounts of data are available.
ERIC Educational Resources Information Center
Earl, Boyd L.
2008-01-01
A general result for the integrals of the Gaussian function over the harmonic oscillator wavefunctions is derived using generating functions. Using this result, an example problem of a harmonic oscillator with various Gaussian perturbations is explored in order to compare the results of precise numerical solution, the variational method, and…
Using harmonic oscillators to determine the spot size of Hermite-Gaussian laser beams
NASA Technical Reports Server (NTRS)
Steely, Sidney L.
1993-01-01
The similarity of the functional forms of quantum mechanical harmonic oscillators and the modes of Hermite-Gaussian laser beams is illustrated. This functional similarity provides a direct correlation to investigate the spot size of large-order mode Hermite-Gaussian laser beams. The classical limits of a corresponding two-dimensional harmonic oscillator provide a definition of the spot size of Hermite-Gaussian laser beams. The classical limits of the harmonic oscillator provide integration limits for the photon probability densities of the laser beam modes to determine the fraction of photons detected therein. Mathematica is used to integrate the probability densities for large-order beam modes and to illustrate the functional similarities. The probabilities of detecting photons within the classical limits of Hermite-Gaussian laser beams asymptotically approach unity in the limit of large-order modes, in agreement with the Correspondence Principle. The classical limits for large-order modes include all of the nodes for Hermite Gaussian laser beams; Sturm's theorem provides a direct proof.
Improving performance of DS-CDMA systems using chaotic complex Bernoulli spreading codes
NASA Astrophysics Data System (ADS)
Farzan Sabahi, Mohammad; Dehghanfard, Ali
2014-12-01
The most important goal of spreading spectrum communication system is to protect communication signals against interference and exploitation of information by unintended listeners. In fact, low probability of detection and low probability of intercept are two important parameters to increase the performance of the system. In Direct Sequence Code Division Multiple Access (DS-CDMA) systems, these properties are achieved by multiplying the data information in spreading sequences. Chaotic sequences, with their particular properties, have numerous applications in constructing spreading codes. Using one-dimensional Bernoulli chaotic sequence as spreading code is proposed in literature previously. The main feature of this sequence is its negative auto-correlation at lag of 1, which with proper design, leads to increase in efficiency of the communication system based on these codes. On the other hand, employing the complex chaotic sequences as spreading sequence also has been discussed in several papers. In this paper, use of two-dimensional Bernoulli chaotic sequences is proposed as spreading codes. The performance of a multi-user synchronous and asynchronous DS-CDMA system will be evaluated by applying these sequences under Additive White Gaussian Noise (AWGN) and fading channel. Simulation results indicate improvement of the performance in comparison with conventional spreading codes like Gold codes as well as similar complex chaotic spreading sequences. Similar to one-dimensional Bernoulli chaotic sequences, the proposed sequences also have negative auto-correlation. Besides, construction of complex sequences with lower average cross-correlation is possible with the proposed method.
NASA Astrophysics Data System (ADS)
Levashov, Valentin A.; Egami, Takeshi; Morris, James R.
2009-03-01
We present a new approach to the issue of correlation range in supercooled liquids based on Green-Kubo expression for viscosity. The integrand of this expression is the average stress-stress autocorrelation function. This correlation function could be rewritten in terms of correlations among local atomic stresses at different times and distances. The features of the autocorrelation function decay with time depend on temperature and correlation range. Through this approach we can study the development of spatial correlation with time, thus directly addressing the question of dynamic heterogeneity. We performed MD simulations on a single component system of particles interacting through short range pair potential. Our results indicate that even above the crossover temperature correlations extend well beyond the nearest neighbors. Surprisingly we found that the system size effects exist even on relatively large systems. We also address the role of diffusion in decay of stress-stress correlation function.
NASA Technical Reports Server (NTRS)
Blumenthal, George R.; Johnston, Kathryn V.
1994-01-01
The Sachs-Wolfe effect is known to produce large angular scale fluctuations in the cosmic microwave background radiation (CMBR) due to gravitational potential fluctuations. We show how the angular correlation function of the CMBR can be expressed explicitly in terms of the mass autocorrelation function xi(r) in the universe. We derive analytic expressions for the angular correlation function and its multipole moments in terms of integrals over xi(r) or its second moment, J(sub 3)(r), which does not need to satisfy the sort of integral constraint that xi(r) must. We derive similar expressions for bulk flow velocity in terms of xi and J(sub 3). One interesting result that emerges directly from this analysis is that, for all angles theta, there is a substantial contribution to the correlation function from a wide range of distance r and that radial shape of this contribution does not vary greatly with angle.
On the distribution of a product of N Gaussian random variables
NASA Astrophysics Data System (ADS)
Stojanac, Željka; Suess, Daniel; Kliesch, Martin
2017-08-01
The product of Gaussian random variables appears naturally in many applications in probability theory and statistics. It has been known that the distribution of a product of N such variables can be expressed in terms of a Meijer G-function. Here, we compute a similar representation for the corresponding cumulative distribution function (CDF) and provide a power-log series expansion of the CDF based on the theory of the more general Fox H-functions. Numerical computations show that for small values of the argument the CDF of products of Gaussians is well approximated by the lowest orders of this expansion. Analogous results are also shown for the absolute value as well as the square of such products of N Gaussian random variables. For the latter two settings, we also compute the moment generating functions in terms of Meijer G-functions.
Probability distribution for the Gaussian curvature of the zero level surface of a random function
NASA Astrophysics Data System (ADS)
Hannay, J. H.
2018-04-01
A rather natural construction for a smooth random surface in space is the level surface of value zero, or ‘nodal’ surface f(x,y,z) = 0, of a (real) random function f; the interface between positive and negative regions of the function. A physically significant local attribute at a point of a curved surface is its Gaussian curvature (the product of its principal curvatures) because, when integrated over the surface it gives the Euler characteristic. Here the probability distribution for the Gaussian curvature at a random point on the nodal surface f = 0 is calculated for a statistically homogeneous (‘stationary’) and isotropic zero mean Gaussian random function f. Capitalizing on the isotropy, a ‘fixer’ device for axes supplies the probability distribution directly as a multiple integral. Its evaluation yields an explicit algebraic function with a simple average. Indeed, this average Gaussian curvature has long been known. For a non-zero level surface instead of the nodal one, the probability distribution is not fully tractable, but is supplied as an integral expression.
NASA Astrophysics Data System (ADS)
Sallah, M.
2014-03-01
The problem of monoenergetic radiative transfer in a finite planar stochastic atmospheric medium with polarized (vector) Rayleigh scattering is proposed. The solution is presented for an arbitrary absorption and scattering cross sections. The extinction function of the medium is assumed to be a continuous random function of position, with fluctuations about the mean taken as Gaussian distributed. The joint probability distribution function of these Gaussian random variables is used to calculate the ensemble-averaged quantities, such as reflectivity and transmissivity, for an arbitrary correlation function. A modified Gaussian probability distribution function is also used to average the solution in order to exclude the probable negative values of the optical variable. Pomraning-Eddington approximation is used, at first, to obtain the deterministic analytical solution for both the total intensity and the difference function used to describe the polarized radiation. The problem is treated with specular reflecting boundaries and angular-dependent externally incident flux upon the medium from one side and with no flux from the other side. For the sake of comparison, two different forms of the weight function, which introduced to force the boundary conditions to be fulfilled, are used. Numerical results of the average reflectivity and average transmissivity are obtained for both Gaussian and modified Gaussian probability density functions at the different degrees of polarization.
Spatiotemporal modelling of groundwater extraction in semi-arid central Queensland, Australia
NASA Astrophysics Data System (ADS)
Keir, Greg; Bulovic, Nevenka; McIntyre, Neil
2016-04-01
The semi-arid Surat Basin in central Queensland, Australia, forms part of the Great Artesian Basin, a groundwater resource of national significance. While this area relies heavily on groundwater supply bores to sustain agricultural industries and rural life in general, measurement of groundwater extraction rates is very limited. Consequently, regional groundwater extraction rates are not well known, which may have implications for regional numerical groundwater modelling. However, flows from a small number of bores are metered, and less precise anecdotal estimates of extraction are increasingly available. There is also an increasing number of other spatiotemporal datasets which may help predict extraction rates (e.g. rainfall, temperature, soils, stocking rates etc.). These can be used to construct spatial multivariate regression models to estimate extraction. The data exhibit complicated statistical features, such as zero-valued observations, non-Gaussianity, and non-stationarity, which limit the use of many classical estimation techniques, such as kriging. As well, water extraction histories may exhibit temporal autocorrelation. To account for these features, we employ a separable space-time model to predict bore extraction rates using the R-INLA package for computationally efficient Bayesian inference. A joint approach is used to model both the probability (using a binomial likelihood) and magnitude (using a gamma likelihood) of extraction. The correlation between extraction rates in space and time is modelled using a Gaussian Markov Random Field (GMRF) with a Matérn spatial covariance function which can evolve over time according to an autoregressive model. To reduce computational burden, we allow the GMRF to be evaluated at a relatively coarse temporal resolution, while still allowing predictions to be made at arbitrarily small time scales. We describe the process of model selection and inference using an information criterion approach, and present some preliminary results from the study area. We conclude by discussing issues related with upscaling of the modelling approach to the entire basin, including merging of extraction rate observations with different precision, temporal resolution, and even potentially different likelihoods.
Ince-Gaussian series representation of the two-dimensional fractional Fourier transform.
Bandres, Miguel A; Gutiérrez-Vega, Julio C
2005-03-01
We introduce the Ince-Gaussian series representation of the two-dimensional fractional Fourier transform in elliptical coordinates. A physical interpretation is provided in terms of field propagation in quadratic graded-index media whose eigenmodes in elliptical coordinates are derived for the first time to our knowledge. The kernel of the new series representation is expressed in terms of Ince-Gaussian functions. The equivalence among the Hermite-Gaussian, Laguerre-Gaussian, and Ince-Gaussian series representations is verified by establishing the relation among the three definitions.
NASA Astrophysics Data System (ADS)
Taylor, D. G.; Rost, S.; Houseman, G.
2015-12-01
In recent years the technique of cross-correlating the ambient seismic noise wavefield at two seismometers to reconstruct empirical Green's Functions for the determination of Earth structure has been a powerful tool to study the Earth's interior without earthquake or man-made sources. However, far less attention has been paid to using auto-correlations of seismic noise to reveal body wave reflections from interfaces in the subsurface. In principle, the Green's functions thus derived should be comparable to the Earth's impulse response to a co-located source and receiver. We use data from a dense seismic array (Dense Array for Northern Anatolia - DANA) deployed across the northern branch of the North Anatolian Fault Zone (NAFZ) in the region of the 1999 magnitude 7.6 Izmit earthquake in western Turkey. The NAFZ is a major strike-slip system that extends ~1200 km across northern Turkey and continues to pose a high level of seismic hazard, in particular to the mega-city of Istanbul. We construct reflection images for the entire crust and upper mantle over the ~35 km by 70 km footprint of the 70-station DANA array. Using auto-correlations of vertical and horizontal components of ground motion, both P- and S-wave velocity information can be retrieved from the wavefield to constrain crustal structure further to established methods. We show that clear P-wave reflections from the crust-mantle boundary (Moho) can be retrieved using the autocorrelation technique, indicating topography on the Moho on horizontal scales of less than 10 km. Offsets in crustal structure can be identified that seem to be correlated with the surface expression of the fault zone in the region. The combined analysis of auto-correlations using vertical and horizontal components will lead to further insight into the fault zone structure throughout the crust and upper mantle.
Elegant Ince-Gaussian beams in a quadratic-index medium
NASA Astrophysics Data System (ADS)
Bai, Zhi-Yong; Deng, Dong-Mei; Guo, Qi
2011-09-01
Elegant Ince—Gaussian beams, which are the exact solutions of the paraxial wave equation in a quadratic-index medium, are derived in elliptical coordinates. These kinds of beams are the alternative form of standard Ince—Gaussian beams and they display better symmetry between the Ince-polynomials and the Gaussian function in mathematics. The transverse intensity distribution and the phase of the elegant Ince—Gaussian beams are discussed.
Adiabatic elimination for systems with inertia driven by compound Poisson colored noise.
Li, Tiejun; Min, Bin; Wang, Zhiming
2014-02-01
We consider the dynamics of systems driven by compound Poisson colored noise in the presence of inertia. We study the limit when the frictional relaxation time and the noise autocorrelation time both tend to zero. We show that the Itô and Marcus stochastic calculuses naturally arise depending on these two time scales, and an extra intermediate type occurs when the two time scales are comparable. This leads to three different limiting regimes which are supported by numerical simulations. Furthermore, we establish that when the resulting compound Poisson process tends to the Wiener process in the frequent jump limit the Itô and Marcus calculuses, respectively, tend to the classical Itô and Stratonovich calculuses for Gaussian white noise, and the crossover type calculus tends to a crossover between the Itô and Stratonovich calculuses. Our results would be very helpful for understanding relevant experiments when jump type noise is involved.
Geostatistical borehole image-based mapping of karst-carbonate aquifer pores
Michael Sukop,; Cunningham, Kevin J.
2016-01-01
Quantification of the character and spatial distribution of porosity in carbonate aquifers is important as input into computer models used in the calculation of intrinsic permeability and for next-generation, high-resolution groundwater flow simulations. Digital, optical, borehole-wall image data from three closely spaced boreholes in the karst-carbonate Biscayne aquifer in southeastern Florida are used in geostatistical experiments to assess the capabilities of various methods to create realistic two-dimensional models of vuggy megaporosity and matrix-porosity distribution in the limestone that composes the aquifer. When the borehole image data alone were used as the model training image, multiple-point geostatistics failed to detect the known spatial autocorrelation of vuggy megaporosity and matrix porosity among the three boreholes, which were only 10 m apart. Variogram analysis and subsequent Gaussian simulation produced results that showed a realistic conceptualization of horizontal continuity of strata dominated by vuggy megaporosity and matrix porosity among the three boreholes.
Peng, H L; Schober, H R; Voigtmann, Th
2016-12-01
Molecular dynamic simulations are performed to reveal the long-time behavior of the velocity autocorrelation function (VAF) by utilizing the finite-size effect in a Lennard-Jones binary mixture. Whereas in normal liquids the classical positive t^{-3/2} long-time tail is observed, we find in supercooled liquids a negative tail. It is strongly influenced by the transfer of the transverse current wave across the period boundary. The t^{-5/2} decay of the negative long-time tail is confirmed in the spectrum of VAF. Modeling the long-time transverse current within a generalized Maxwell model, we reproduce the negative long-time tail of the VAF, but with a slower algebraic t^{-2} decay.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smallwood, D.O.
In a previous paper Smallwood and Paez (1991) showed how to generate realizations of partially coherent stationary normal time histories with a specified cross-spectral density matrix. This procedure is generalized for the case of multiple inputs with a specified cross-spectral density function and a specified marginal probability density function (pdf) for each of the inputs. The specified pdfs are not required to be Gaussian. A zero memory nonlinear (ZMNL) function is developed for each input to transform a Gaussian or normal time history into a time history with a specified non-Gaussian distribution. The transformation functions have the property that amore » transformed time history will have nearly the same auto spectral density as the original time history. A vector of Gaussian time histories are then generated with the specified cross-spectral density matrix. These waveforms are then transformed into the required time history realizations using the ZMNL function.« less
Novel transform for image description and compression with implementation by neural architectures
NASA Astrophysics Data System (ADS)
Ben-Arie, Jezekiel; Rao, Raghunath K.
1991-10-01
A general method for signal representation using nonorthogonal basis functions that are composed of Gaussians are described. The Gaussians can be combined into groups with predetermined configuration that can approximate any desired basis function. The same configuration at different scales forms a set of self-similar wavelets. The general scheme is demonstrated by representing a natural signal employing an arbitrary basis function. The basic methodology is demonstrated by two novel schemes for efficient representation of 1-D and 2- D signals using Gaussian basis functions (BFs). Special methods are required here since the Gaussian functions are nonorthogonal. The first method employs a paradigm of maximum energy reduction interlaced with the A* heuristic search. The second method uses an adaptive lattice system to find the minimum-squared error of the BFs onto the signal, and a lateral-vertical suppression network to select the most efficient representation in terms of data compression.
Non-Gaussian noise-weakened stability in a foraging colony system with time delay
NASA Astrophysics Data System (ADS)
Dong, Xiaohui; Zeng, Chunhua; Yang, Fengzao; Guan, Lin; Xie, Qingshuang; Duan, Weilong
2018-02-01
In this paper, the dynamical properties in a foraging colony system with time delay and non-Gaussian noise were investigated. Using delay Fokker-Planck approach, the stationary probability distribution (SPD), the associated relaxation time (ART) and normalization correlation function (NCF) are obtained, respectively. The results show that: (i) the time delay and non-Gaussian noise can induce transition from a single peak to double peaks in the SPD, i.e., a type of bistability occurring in a foraging colony system where time delay and non-Gaussian noise not only cause transitions between stable states, but also construct the states themselves. Numerical simulations are presented and are in good agreement with the approximate theoretical results; (ii) there exists a maximum in the ART as a function of the noise intensity, this maximum for ART is identified as the characteristic of the non-Gaussian noise-weakened stability of the foraging colonies in the steady state; (iii) the ART as a function of the noise correlation time exhibits a maximum and a minimum, where the minimum for ART is identified as the signature of the non-Gaussian noise-enhanced stability of the foraging colonies; and (iv) the time delay can enhance the stability of the foraging colonies in the steady state, while the departure from Gaussian noise can weaken it, namely, the time delay and departure from Gaussian noise play opposite roles in ART or NCF.
Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
NASA Astrophysics Data System (ADS)
Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin
2018-02-01
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.
Multi-variate joint PDF for non-Gaussianities: exact formulation and generic approximations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Verde, Licia; Jimenez, Raul; Alvarez-Gaume, Luis
2013-06-01
We provide an exact expression for the multi-variate joint probability distribution function of non-Gaussian fields primordially arising from local transformations of a Gaussian field. This kind of non-Gaussianity is generated in many models of inflation. We apply our expression to the non-Gaussianity estimation from Cosmic Microwave Background maps and the halo mass function where we obtain analytical expressions. We also provide analytic approximations and their range of validity. For the Cosmic Microwave Background we give a fast way to compute the PDF which is valid up to more than 7σ for f{sub NL} values (both true and sampled) not ruledmore » out by current observations, which consists of expressing the PDF as a combination of bispectrum and trispectrum of the temperature maps. The resulting expression is valid for any kind of non-Gaussianity and is not limited to the local type. The above results may serve as the basis for a fully Bayesian analysis of the non-Gaussianity parameter.« less
Golze, Dorothea; Benedikter, Niels; Iannuzzi, Marcella; Wilhelm, Jan; Hutter, Jürg
2017-01-21
An integral scheme for the efficient evaluation of two-center integrals over contracted solid harmonic Gaussian functions is presented. Integral expressions are derived for local operators that depend on the position vector of one of the two Gaussian centers. These expressions are then used to derive the formula for three-index overlap integrals where two of the three Gaussians are located at the same center. The efficient evaluation of the latter is essential for local resolution-of-the-identity techniques that employ an overlap metric. We compare the performance of our integral scheme to the widely used Cartesian Gaussian-based method of Obara and Saika (OS). Non-local interaction potentials such as standard Coulomb, modified Coulomb, and Gaussian-type operators, which occur in range-separated hybrid functionals, are also included in the performance tests. The speed-up with respect to the OS scheme is up to three orders of magnitude for both integrals and their derivatives. In particular, our method is increasingly efficient for large angular momenta and highly contracted basis sets.
NASA Astrophysics Data System (ADS)
Golze, Dorothea; Benedikter, Niels; Iannuzzi, Marcella; Wilhelm, Jan; Hutter, Jürg
2017-01-01
An integral scheme for the efficient evaluation of two-center integrals over contracted solid harmonic Gaussian functions is presented. Integral expressions are derived for local operators that depend on the position vector of one of the two Gaussian centers. These expressions are then used to derive the formula for three-index overlap integrals where two of the three Gaussians are located at the same center. The efficient evaluation of the latter is essential for local resolution-of-the-identity techniques that employ an overlap metric. We compare the performance of our integral scheme to the widely used Cartesian Gaussian-based method of Obara and Saika (OS). Non-local interaction potentials such as standard Coulomb, modified Coulomb, and Gaussian-type operators, which occur in range-separated hybrid functionals, are also included in the performance tests. The speed-up with respect to the OS scheme is up to three orders of magnitude for both integrals and their derivatives. In particular, our method is increasingly efficient for large angular momenta and highly contracted basis sets.
Statistical assessment of optical phase fluctuations through turbulent mixing layers
NASA Astrophysics Data System (ADS)
Gardner, Patrick J.; Roggemann, Michael C.; Welsh, Byron M.; Bowersox, Rodney D.
1995-09-01
A lateral shearing interferometer is used to measure the slope of perturbed wavefronts after propagating through turbulent shear flows. This provides a two-dimensional flow visualization technique which is nonintrusive. The slope measurements are used to reconstruct the phase of the turbulence-corrupted wave front. Experiments were performed on a plane shear mixing layer of helium and nitrogen gas at fixed velocities, for five locations in the flow development. The two gases, having a density ratio of approximately seven, provide an effective means of simulating compressible shear layers. Statistical autocorrelation functions and structure functions are computed on the reconstructed phase maps. The autocorrelation function results indicate that the turbulence-induced phase fluctuations are not wide-sense stationary. The structure functions exhibit statistical homogeneity, indicating the phase fluctuation are stationary in first increments. However, the turbulence-corrupted phase is not isotropic. A five-thirds power law is shown to fit one-dimensional, orthogonal slices of the structure function, with scaling coefficients related to the location in the flow.
Du, Han; Wang, Lijuan
2018-04-23
Intraindividual variability can be measured by the intraindividual standard deviation ([Formula: see text]), intraindividual variance ([Formula: see text]), estimated hth-order autocorrelation coefficient ([Formula: see text]), and mean square successive difference ([Formula: see text]). Unresolved issues exist in the research on reliabilities of intraindividual variability indicators: (1) previous research only studied conditions with 0 autocorrelations in the longitudinal responses; (2) the reliabilities of [Formula: see text] and [Formula: see text] have not been studied. The current study investigates reliabilities of [Formula: see text], [Formula: see text], [Formula: see text], [Formula: see text], and the intraindividual mean, with autocorrelated longitudinal data. Reliability estimates of the indicators were obtained through Monte Carlo simulations. The impact of influential factors on reliabilities of the intraindividual variability indicators is summarized, and the reliabilities are compared across the indicators. Generally, all the studied indicators of intraindividual variability were more reliable with a more reliable measurement scale and more assessments. The reliabilities of [Formula: see text] were generally lower than those of [Formula: see text] and [Formula: see text], the reliabilities of [Formula: see text] were usually between those of [Formula: see text] and [Formula: see text] unless the scale reliability was large and/or the interindividual standard deviation in autocorrelation coefficients was large, and the reliabilities of the intraindividual mean were generally the highest. An R function is provided for planning longitudinal studies to ensure sufficient reliabilities of the intraindividual indicators are achieved.
Gaussian Process Regression for Uncertainty Estimation on Ecosystem Data
NASA Astrophysics Data System (ADS)
Menzer, O.; Moffat, A.; Lasslop, G.; Reichstein, M.
2011-12-01
The flow of carbon between terrestrial ecosystems and the atmosphere is mainly driven by nonlinear, complex and time-lagged processes. Understanding the associated ecosystem responses and climatic feedbacks is a key challenge regarding climate change questions such as increasing atmospheric CO2 levels. Usually, the underlying relationships are implemented in models as prescribed functions which interlink numerous meteorological, radiative and gas exchange variables. In contrast, supervised Machine Learning algorithms, such as Artificial Neural Networks or Gaussian Processes, allow for an insight into the relationships directly from a data perspective. Micrometeorological, high resolution measurements at flux towers of the FLUXNET observational network are an essential tool for obtaining quantifications of the ecosystem variables, as they continuously record e.g. CO2 exchange, solar radiation and air temperature. In order to facilitate the investigation of the interactions and feedbacks between these variables, several challenging data properties need to be taken into account: noisy, multidimensional and incomplete (Moffat, Accepted). The task of estimating uncertainties in such micrometeorological measurements can be addressed by Gaussian Processes (GPs), a modern nonparametric method for nonlinear regression. The GP approach has recently been shown to be a powerful modeling tool, regardless of the input dimensionality, the degree of nonlinearity and the noise level (Rasmussen and Williams, 2006). Heteroscedastic Gaussian Processes (HGPs) are a specialized GP method for data with a varying, inhomogeneous noise variance (Goldberg et al., 1998; Kersting et al., 2007), as usually observed in CO2 flux measurements (Richardson et al., 2006). Here, we showed by an evaluation of the HGP performance in several artificial experiments and a comparison to existing nonlinear regression methods, that their outstanding ability is to capture measurement noise levels, concurrently providing reasonable data fits under relatively few assumptions. On the basis of incomplete, half-hourly measured ecosystem data, a HGP was trained to model NEP (Net Ecosystem Production), only with the drivers PPFD (Photosynthetic Photon Flux Density) and Air Temperature. Time information was added to account for the autocorrelation in the flux measurements. Provided with a gap-filled, meteorological time series, NEP and the corresponding random error estimates can then be predicted empirically at high temporal resolution. We report uncertainties in annual sums of CO2 exchange at two flux tower sites in Hainich, Germany and Hesse, France. Similar noise patterns, but different magnitudes between sites were detected, with annual random error estimates of +/- 14.1 gCm^-2yr^-1 and +/- 23.5 gCm^-2yr^-1, respectively, for the year 2001. Existing models calculate uncertainties by evaluating the standard deviation of the model residuals. A comparison to the methods of Reichstein et al. (2005) and Lasslop et al. (2008) showed confidence both in the predictive uncertainties and the annual sums modeled with the HGP approach.
Bayesian Estimates of Autocorrelations in Single-Case Designs
ERIC Educational Resources Information Center
Shadish, William R.; Rindskopf, David M.; Hedges, Larry V.; Sullivan, Kristynn J.
2012-01-01
Researchers in the single-case design tradition have debated the size and importance of the observed autocorrelations in those designs. All of the past estimates of the autocorrelation in that literature have taken the observed autocorrelation estimates as the data to be used in the debate. However, estimates of the autocorrelation are subject to…
NASA Technical Reports Server (NTRS)
Kogut, A.; Banday, A. J.; Bennett, C. L.; Hinshaw, G.; Lubin, P. M.; Smoot, G. F.
1995-01-01
We use the two-point correlation function of the extrema points (peaks and valleys) in the Cosmic Background Explorer (COBE) Differential Microwave Radiometers (DMR) 2 year sky maps as a test for non-Gaussian temperature distribution in the cosmic microwave background anisotropy. A maximum-likelihood analysis compares the DMR data to n = 1 toy models whose random-phase spherical harmonic components a(sub lm) are drawn from either Gaussian, chi-square, or log-normal parent populations. The likelihood of the 53 GHz (A+B)/2 data is greatest for the exact Gaussian model. There is less than 10% chance that the non-Gaussian models tested describe the DMR data, limited primarily by type II errors in the statistical inference. The extrema correlation function is a stronger test for this class of non-Gaussian models than topological statistics such as the genus.
Quantitative fluorescence correlation spectroscopy on DNA in living cells
NASA Astrophysics Data System (ADS)
Hodges, Cameron; Kafle, Rudra P.; Meiners, Jens-Christian
2017-02-01
FCS is a fluorescence technique conventionally used to study the kinetics of fluorescent molecules in a dilute solution. Being a non-invasive technique, it is now drawing increasing interest for the study of more complex systems like the dynamics of DNA or proteins in living cells. Unlike an ordinary dye solution, the dynamics of macromolecules like proteins or entangled DNA in crowded environments is often slow and subdiffusive in nature. This in turn leads to longer residence times of the attached fluorophores in the excitation volume of the microscope and artifacts from photobleaching abound that can easily obscure the signature of the molecular dynamics of interest and make quantitative analysis challenging.We discuss methods and procedures to make FCS applicable to quantitative studies of the dynamics of DNA in live prokaryotic and eukaryotic cells. The intensity autocorrelation is computed function from weighted arrival times of the photons on the detector that maximizes the information content while simultaneously correcting for the effect of photobleaching to yield an autocorrelation function that reflects only the underlying dynamics of the sample. This autocorrelation function in turn is used to calculate the mean square displacement of the fluorophores attached to DNA. The displacement data is more amenable to further quantitative analysis than the raw correlation functions. By using a suitable integral transform of the mean square displacement, we can then determine the viscoelastic moduli of the DNA in its cellular environment. The entire analysis procedure is extensively calibrated and validated using model systems and computational simulations.
Liu, Lu; Wei, Jianrong; Zhang, Huishu; Xin, Jianhong; Huang, Jiping
2013-01-01
Because classical music has greatly affected our life and culture in its long history, it has attracted extensive attention from researchers to understand laws behind it. Based on statistical physics, here we use a different method to investigate classical music, namely, by analyzing cumulative distribution functions (CDFs) and autocorrelation functions of pitch fluctuations in compositions. We analyze 1,876 compositions of five representative classical music composers across 164 years from Bach, to Mozart, to Beethoven, to Mendelsohn, and to Chopin. We report that the biggest pitch fluctuations of a composer gradually increase as time evolves from Bach time to Mendelsohn/Chopin time. In particular, for the compositions of a composer, the positive and negative tails of a CDF of pitch fluctuations are distributed not only in power laws (with the scale-free property), but also in symmetry (namely, the probability of a treble following a bass and that of a bass following a treble are basically the same for each composer). The power-law exponent decreases as time elapses. Further, we also calculate the autocorrelation function of the pitch fluctuation. The autocorrelation function shows a power-law distribution for each composer. Especially, the power-law exponents vary with the composers, indicating their different levels of long-range correlation of notes. This work not only suggests a way to understand and develop music from a viewpoint of statistical physics, but also enriches the realm of traditional statistical physics by analyzing music.
Jayachander Rao, B; Varandas, A J C
2015-03-07
Motivated by recent efforts to achieve sub-femtosecond structural resolution in various molecular systems, we have performed a femtosecond quantum dynamics study of the water cation in the X ̃(2)B1 and Ã(2)A1 electronic states. Autocorrelation functions for H2O(+) and D2O(+) are calculated for such electronic states by solving numerically the time-dependent Schrödinger equation. From the ratio of the squared autocorrelation functions of D2O(+) and H2O(+), the high-order harmonic generation signals are calculated. Substantial vibrational dynamics is found in the Ã(2)A1 state as compared to the one in X ̃(2)B1, which supports recent experimental findings of Farrell et al., Phys. Rev. Lett., 2011, 107, 083001. Maxima in the above ratio are also predicted at ∼1.1 fs and ∼1.6 fs for the X ̃(2)B1 and Ã(2)A1 states, respectively. The expectation values of the positions of the atoms in H2O(+) as a function of time reveal a strong excitation of the bending mode in the Ã(2)A1 state, which explains the observed vibrational dynamics. The peaks in the ratios of the squared autocorrelation functions are also explained in terms of the evolving geometries of the water cation.
NASA Astrophysics Data System (ADS)
Selim, M. M.; Bezák, V.
2003-06-01
The one-dimensional version of the radiative transfer problem (i.e. the so-called rod model) is analysed with a Gaussian random extinction function (x). Then the optical length X = 0 Ldx(x) is a Gaussian random variable. The transmission and reflection coefficients, T(X) and R(X), are taken as infinite series. When these series (and also when the series representing T 2(X), T 2(X), R(X)T(X), etc.) are averaged, term by term, according to the Gaussian statistics, the series become divergent after averaging. As it was shown in a former paper by the authors (in Acta Physica Slovaca (2003)), a rectification can be managed when a `modified' Gaussian probability density function is used, equal to zero for X > 0 and proportional to the standard Gaussian probability density for X > 0. In the present paper, the authors put forward an alternative, showing that if the m.s.r. of X is sufficiently small in comparison with & $bar X$ ; , the standard Gaussian averaging is well functional provided that the summation in the series representing the variable T m-j (X)R j (X) (m = 1,2,..., j = 1,...,m) is truncated at a well-chosen finite term. The authors exemplify their analysis by some numerical calculations.
From plane waves to local Gaussians for the simulation of correlated periodic systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Booth, George H., E-mail: george.booth@kcl.ac.uk; Tsatsoulis, Theodoros; Grüneis, Andreas, E-mail: a.grueneis@fkf.mpg.de
2016-08-28
We present a simple, robust, and black-box approach to the implementation and use of local, periodic, atom-centered Gaussian basis functions within a plane wave code, in a computationally efficient manner. The procedure outlined is based on the representation of the Gaussians within a finite bandwidth by their underlying plane wave coefficients. The core region is handled within the projected augment wave framework, by pseudizing the Gaussian functions within a cutoff radius around each nucleus, smoothing the functions so that they are faithfully represented by a plane wave basis with only moderate kinetic energy cutoff. To mitigate the effects of themore » basis set superposition error and incompleteness at the mean-field level introduced by the Gaussian basis, we also propose a hybrid approach, whereby the complete occupied space is first converged within a large plane wave basis, and the Gaussian basis used to construct a complementary virtual space for the application of correlated methods. We demonstrate that these pseudized Gaussians yield compact and systematically improvable spaces with an accuracy comparable to their non-pseudized Gaussian counterparts. A key advantage of the described method is its ability to efficiently capture and describe electronic correlation effects of weakly bound and low-dimensional systems, where plane waves are not sufficiently compact or able to be truncated without unphysical artifacts. We investigate the accuracy of the pseudized Gaussians for the water dimer interaction, neon solid, and water adsorption on a LiH surface, at the level of second-order Møller–Plesset perturbation theory.« less
A Concept for Measuring Electron Distribution Functions Using Collective Thomson Scattering
NASA Astrophysics Data System (ADS)
Milder, A. L.; Froula, D. H.
2017-10-01
A.B. Langdon proposed that stable non-Maxwellian distribution functions are realized in coronal inertial confinement fusion plasmas via inverse bremsstrahlung heating. For Zvosc2
NMR spin-rotation relaxation and diffusion of methane
NASA Astrophysics Data System (ADS)
Singer, P. M.; Asthagiri, D.; Chapman, W. G.; Hirasaki, G. J.
2018-05-01
The translational diffusion-coefficient and the spin-rotation contribution to the 1H NMR relaxation rate for methane (CH4) are investigated using MD (molecular dynamics) simulations, over a wide range of densities and temperatures, spanning the liquid, supercritical, and gas phases. The simulated diffusion-coefficients agree well with measurements, without any adjustable parameters in the interpretation of the simulations. A minimization technique is developed to compute the angular velocity for non-rigid spherical molecules, which is used to simulate the autocorrelation function for spin-rotation interactions. With increasing diffusivity, the autocorrelation function shows increasing deviations from the single-exponential decay predicted by the Langevin theory for rigid spheres, and the deviations are quantified using inverse Laplace transforms. The 1H spin-rotation relaxation rate derived from the autocorrelation function using the "kinetic model" agrees well with measurements in the supercritical/gas phase, while the relaxation rate derived using the "diffusion model" agrees well with measurements in the liquid phase. 1H spin-rotation relaxation is shown to dominate over the MD-simulated 1H-1H dipole-dipole relaxation at high diffusivity, while the opposite is found at low diffusivity. At high diffusivity, the simulated spin-rotation correlation time agrees with the kinetic collision time for gases, which is used to derive a new expression for 1H spin-rotation relaxation, without any adjustable parameters.
Statistical scaling of geometric characteristics in stochastically generated pore microstructures
Hyman, Jeffrey D.; Guadagnini, Alberto; Winter, C. Larrabee
2015-05-21
In this study, we analyze the statistical scaling of structural attributes of virtual porous microstructures that are stochastically generated by thresholding Gaussian random fields. Characterization of the extent at which randomly generated pore spaces can be considered as representative of a particular rock sample depends on the metrics employed to compare the virtual sample against its physical counterpart. Typically, comparisons against features and/patterns of geometric observables, e.g., porosity and specific surface area, flow-related macroscopic parameters, e.g., permeability, or autocorrelation functions are used to assess the representativeness of a virtual sample, and thereby the quality of the generation method. Here, wemore » rely on manifestations of statistical scaling of geometric observables which were recently observed in real millimeter scale rock samples [13] as additional relevant metrics by which to characterize a virtual sample. We explore the statistical scaling of two geometric observables, namely porosity (Φ) and specific surface area (SSA), of porous microstructures generated using the method of Smolarkiewicz and Winter [42] and Hyman and Winter [22]. Our results suggest that the method can produce virtual pore space samples displaying the symptoms of statistical scaling observed in real rock samples. Order q sample structure functions (statistical moments of absolute increments) of Φ and SSA scale as a power of the separation distance (lag) over a range of lags, and extended self-similarity (linear relationship between log structure functions of successive orders) appears to be an intrinsic property of the generated media. The width of the range of lags where power-law scaling is observed and the Hurst coefficient associated with the variables we consider can be controlled by the generation parameters of the method.« less
Chen, Zhaoxue; Chen, Hao
2014-01-01
A deconvolution method based on the Gaussian radial basis function (GRBF) interpolation is proposed. Both the original image and Gaussian point spread function are expressed as the same continuous GRBF model, thus image degradation is simplified as convolution of two continuous Gaussian functions, and image deconvolution is converted to calculate the weighted coefficients of two-dimensional control points. Compared with Wiener filter and Lucy-Richardson algorithm, the GRBF method has an obvious advantage in the quality of restored images. In order to overcome such a defect of long-time computing, the method of graphic processing unit multithreading or increasing space interval of control points is adopted, respectively, to speed up the implementation of GRBF method. The experiments show that based on the continuous GRBF model, the image deconvolution can be efficiently implemented by the method, which also has a considerable reference value for the study of three-dimensional microscopic image deconvolution.
Theoretical investigation of gas-surface interactions
NASA Technical Reports Server (NTRS)
Dyall, Kenneth G.
1990-01-01
A Dirac-Hartree-Fock code was developed for polyatomic molecules. The program uses integrals over symmetry-adapted real spherical harmonic Gaussian basis functions generated by a modification of the MOLECULE integrals program. A single Gaussian function is used for the nuclear charge distribution, to ensure proper boundary conditions at the nuclei. The Gaussian primitive functions are chosen to satisfy the kinetic balance condition. However, contracted functions which do not necessarily satisfy this condition may be used. The Fock matrix is constructed in the scalar basis and transformed to a jj-coupled 2-spinor basis before diagonalization. The program was tested against numerical results for atoms with a Gaussian nucleus and diatomic molecules with point nuclei. The energies converge on the numerical values as the basis set size is increased. Full use of molecular symmetry (restricted to D sub 2h and subgroups) is yet to be implemented.
Róg, T; Murzyn, K; Hinsen, K; Kneller, G R
2003-04-15
We present a new implementation of the program nMoldyn, which has been developed for the computation and decomposition of neutron scattering intensities from Molecular Dynamics trajectories (Comp. Phys. Commun 1995, 91, 191-214). The new implementation extends the functionality of the original version, provides a much more convenient user interface (both graphical/interactive and batch), and can be used as a tool set for implementing new analysis modules. This was made possible by the use of a high-level language, Python, and of modern object-oriented programming techniques. The quantities that can be calculated by nMoldyn are the mean-square displacement, the velocity autocorrelation function as well as its Fourier transform (the density of states) and its memory function, the angular velocity autocorrelation function and its Fourier transform, the reorientational correlation function, and several functions specific to neutron scattering: the coherent and incoherent intermediate scattering functions with their Fourier transforms, the memory function of the coherent scattering function, and the elastic incoherent structure factor. The possibility to compute memory function is a new and powerful feature that allows to relate simulation results to theoretical studies. Copyright 2003 Wiley Periodicals, Inc. J Comput Chem 24: 657-667, 2003
Forecasting coconut production in the Philippines with ARIMA model
NASA Astrophysics Data System (ADS)
Lim, Cristina Teresa
2015-02-01
The study aimed to depict the situation of the coconut industry in the Philippines for the future years applying Autoregressive Integrated Moving Average (ARIMA) method. Data on coconut production, one of the major industrial crops of the country, for the period of 1990 to 2012 were analyzed using time-series methods. Autocorrelation (ACF) and partial autocorrelation functions (PACF) were calculated for the data. Appropriate Box-Jenkins autoregressive moving average model was fitted. Validity of the model was tested using standard statistical techniques. The forecasting power of autoregressive moving average (ARMA) model was used to forecast coconut production for the eight leading years.
The probability density function (PDF) of the time intervals between subsequent extreme events in atmospheric Hg0 concentration data series from different latitudes has been investigated. The Hg0 dynamic possesses a long-term memory autocorrelation function. Above a fixed thresh...
Diffraction and geometrical optical transfer functions: calculation time comparison
NASA Astrophysics Data System (ADS)
Díaz, José Antonio; Mahajan, Virendra N.
2017-08-01
In a recent paper, we compared the diffraction and geometrical optical transfer functions (OTFs) of an optical imaging system, and showed that the GOTF approximates the DOTF within 10% when a primary aberration is about two waves or larger [Appl. Opt., 55, 3241-3250 (2016)]. In this paper, we determine and compare the times to calculate the DOTF by autocorrelation or digital autocorrelation of the pupil function, and by a Fourier transform (FT) of the point-spread function (PSF); and the GOTF by a FT of the geometrical PSF and its approximation, the spot diagram. Our starting point for calculating the DOTF is the wave aberrations of the system in its pupil plane, and the ray aberrations in the image plane for the GOTF. The numerical results for primary aberrations and a typical imaging system show that the direct integrations are slow, but the calculation of the DOTF by a FT of the PSF is generally faster than the GOTF calculation by a FT of the spot diagram.
Erickson, Collin B; Ankenman, Bruce E; Sanchez, Susan M
2018-06-01
This data article provides the summary data from tests comparing various Gaussian process software packages. Each spreadsheet represents a single function or type of function using a particular input sample size. In each spreadsheet, a row gives the results for a particular replication using a single package. Within each spreadsheet there are the results from eight Gaussian process model-fitting packages on five replicates of the surface. There is also one spreadsheet comparing the results from two packages performing stochastic kriging. These data enable comparisons between the packages to determine which package will give users the best results.
Consistency relations for sharp inflationary non-Gaussian features
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mooij, Sander; Palma, Gonzalo A.; Panotopoulos, Grigoris
If cosmic inflation suffered tiny time-dependent deviations from the slow-roll regime, these would induce the existence of small scale-dependent features imprinted in the primordial spectra, with their shapes and sizes revealing information about the physics that produced them. Small sharp features could be suppressed at the level of the two-point correlation function, making them undetectable in the power spectrum, but could be amplified at the level of the three-point correlation function, offering us a window of opportunity to uncover them in the non-Gaussian bispectrum. In this article, we show that sharp features may be analyzed using only data coming frommore » the three point correlation function parametrizing primordial non-Gaussianity. More precisely, we show that if features appear in a particular non-Gaussian triangle configuration (e.g. equilateral, folded, squeezed), these must reappear in every other configuration according to a specific relation allowing us to correlate features across the non-Gaussian bispectrum. As a result, we offer a method to study scale-dependent features generated during inflation that depends only on data coming from measurements of non-Gaussianity, allowing us to omit data from the power spectrum.« less
Non-Gaussian lineshapes and dynamics of time-resolved linear and nonlinear (correlation) spectra.
Dinpajooh, Mohammadhasan; Matyushov, Dmitry V
2014-07-17
Signatures of nonlinear and non-Gaussian dynamics in time-resolved linear and nonlinear (correlation) 2D spectra are analyzed in a model considering a linear plus quadratic dependence of the spectroscopic transition frequency on a Gaussian nuclear coordinate of the thermal bath (quadratic coupling). This new model is contrasted to the commonly assumed linear dependence of the transition frequency on the medium nuclear coordinates (linear coupling). The linear coupling model predicts equality between the Stokes shift and equilibrium correlation functions of the transition frequency and time-independent spectral width. Both predictions are often violated, and we are asking here the question of whether a nonlinear solvent response and/or non-Gaussian dynamics are required to explain these observations. We find that correlation functions of spectroscopic observables calculated in the quadratic coupling model depend on the chromophore's electronic state and the spectral width gains time dependence, all in violation of the predictions of the linear coupling models. Lineshape functions of 2D spectra are derived assuming Ornstein-Uhlenbeck dynamics of the bath nuclear modes. The model predicts asymmetry of 2D correlation plots and bending of the center line. The latter is often used to extract two-point correlation functions from 2D spectra. The dynamics of the transition frequency are non-Gaussian. However, the effect of non-Gaussian dynamics is limited to the third-order (skewness) time correlation function, without affecting the time correlation functions of higher order. The theory is tested against molecular dynamics simulations of a model polar-polarizable chromophore dissolved in a force field water.
NASA Technical Reports Server (NTRS)
Clapp, A. C.; Devlin, M. J.; Gundersen, J. O.; Hagmann, C. A.; Hristov, V. V.; Lange, A. E.; Lim, M.; Lubin, P. M.; Mauskopf, P. D.; Meinhold, P. R.
1994-01-01
We present results from two four-frequency observations centered near the stars Sigma Herculis and Iota Draconis during the fourth flight of the Millimeter-wave Anisotropy eXperiment (MAX). The observations were made of 6 deg x 0.6 deg strips of the sky with a 1.4 deg peak to peak sinusoidal chop in all bands. The full width at half maximum (FWHM) beam sizes were calculated 0.55 deg +/- 0.05 deg at 3.5/cm and a 0.75 deg +/- 0.05 deg at 6, 9, and 14/cm. Significant correlated structures were observed at 3.5, 6, and 9/cm. The spectra of these signals are inconsistent with thermal emission from known interstellar dust populations. The extrapolated amplitudes of synchrotron and free-free emission are too small to account for the amplitude of the observed structures. If the observed structures are attributed to cosmic microwave background (CMB) anisotropy with a Gaussian autocorrelation function and a coherence angle of 25 min, then the most probable values at Delta T/T(sub CMB) = 3.1 (sup +1.7 sub -1.3) x 10(exp -5) for the Sigma Herculis scan, and Delta T/T(sub CMB) = 3.3(sup +1.1 sub -1.1) x 10(exp -5) for the Iota Draconis scan (95% confidence upper, lower limits).
Feasibility study on the least square method for fitting non-Gaussian noise data
NASA Astrophysics Data System (ADS)
Xu, Wei; Chen, Wen; Liang, Yingjie
2018-02-01
This study is to investigate the feasibility of least square method in fitting non-Gaussian noise data. We add different levels of the two typical non-Gaussian noises, Lévy and stretched Gaussian noises, to exact value of the selected functions including linear equations, polynomial and exponential equations, and the maximum absolute and the mean square errors are calculated for the different cases. Lévy and stretched Gaussian distributions have many applications in fractional and fractal calculus. It is observed that the non-Gaussian noises are less accurately fitted than the Gaussian noise, but the stretched Gaussian cases appear to perform better than the Lévy noise cases. It is stressed that the least-squares method is inapplicable to the non-Gaussian noise cases when the noise level is larger than 5%.
GAUSSIAN 76: An ab initio Molecular Orbital Program
DOE R&D Accomplishments Database
Binkley, J. S.; Whiteside, R.; Hariharan, P. C.; Seeger, R.; Hehre, W. J.; Lathan, W. A.; Newton, M. D.; Ditchfield, R.; Pople, J. A.
1978-01-01
Gaussian 76 is a general-purpose computer program for ab initio Hartree-Fock molecular orbital calculations. It can handle basis sets involving s, p and d-type Gaussian functions. Certain standard sets (STO-3G, 4-31G, 6-31G*, etc.) are stored internally for easy use. Closed shell (RHF) or unrestricted open shell (UHF) wave functions can be obtained. Facilities are provided for geometry optimization to potential minima and for limited potential surface scans.
Outlier Resistant Predictive Source Encoding for a Gaussian Stationary Nominal Source.
1987-09-18
breakdown point and influence function . The proposed sequence of predictive encoders attains strictly positive breakdown point and uniformly bounded... influence function , at the expense of increased mean difference-squared distortion and differential entropy, at the Gaussian nominal source.
Explicitly-correlated Gaussian geminals in electronic structure calculations
NASA Astrophysics Data System (ADS)
Szalewicz, Krzysztof; Jeziorski, Bogumił
2010-11-01
Explicitly correlated functions have been used since 1929, but initially only for two-electron systems. In 1960, Boys and Singer showed that if the correlating factor is of Gaussian form, many-electron integrals can be computed for general molecules. The capability of explicitly correlated Gaussian (ECG) functions to accurately describe many-electron atoms and molecules was demonstrated only in the early 1980s when Monkhorst, Zabolitzky and the present authors cast the many-body perturbation theory (MBPT) and coupled cluster (CC) equations as a system of integro-differential equations and developed techniques of solving these equations with two-electron ECG functions (Gaussian-type geminals, GTG). This work brought a new accuracy standard to MBPT/CC calculations. In 1985, Kutzelnigg suggested that the linear r 12 correlating factor can also be employed if n-electron integrals, n > 2, are factorised with the resolution of identity. Later, this factor was replaced by more general functions f (r 12), most often by ? , usually represented as linear combinations of Gaussian functions which makes the resulting approach (called F12) a special case of the original GTG expansion. The current state-of-art is that, for few-electron molecules, ECGs provide more accurate results than any other basis available, but for larger systems the F12 approach is the method of choice, giving significant improvements over orbital calculations.
Time-series network analysis of civil aviation in Japan (1985-2005)
NASA Astrophysics Data System (ADS)
Michishita, Ryo; Xu, Bing; Yamada, Ikuho
2008-10-01
Due to the airline deregulation in 1985, a series of new airport developments in the 1990s and 2000s, and the reorganization of airline companies in the 2000s, Japan's air passenger transportation has been dramatically altered in the last two decades in many ways. In this paper, the authors examine how the network and flow structures of domestic air passenger transportation in Japan have geographically changed since 1985. For this purpose, passenger flow data in 1985, 1995, and 2005 were extracted from the Air Transportation Statistical Survey conducted by the Ministry of Land, Infrastructure and Transport, Japan. First, national and regional hub airports are identified via dominant flow and hub function analysis. Then the roles of the hub airports and individual connections over the network are examined with respect to their spatial and network autocorrelations. Spatial and network autocorrelations were evaluated both globally and locally using Moran's I and LISA statistics. The passenger flow data were first examined as a whole and then divided into 3 airline-based categories. Dominant flow and hub function enabled us to detect the hub airports. Structural processes of the hub-and-spoke network were confirmed in each airline through spatial autocorrelation analysis. Network autocorrelation analysis showed that all airlines ingeniously optimized their networks by connecting their routes with large numbers of passengers to other routes with large numbers of passengers, and routes with small numbers of passengers to other routes with small numbers of passengers. The effects of political events and the changes in the strategies of each airline on the whole networks were strongly reflected in the results of this study.
Di Rienzo, Carmine; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco
2014-10-09
It has become increasingly evident that the spatial distribution and the motion of membrane components like lipids and proteins are key factors in the regulation of many cellular functions. However, due to the fast dynamics and the tiny structures involved, a very high spatio-temporal resolution is required to catch the real behavior of molecules. Here we present the experimental protocol for studying the dynamics of fluorescently-labeled plasma-membrane proteins and lipids in live cells with high spatiotemporal resolution. Notably, this approach doesn't need to track each molecule, but it calculates population behavior using all molecules in a given region of the membrane. The starting point is a fast imaging of a given region on the membrane. Afterwards, a complete spatio-temporal autocorrelation function is calculated correlating acquired images at increasing time delays, for example each 2, 3, n repetitions. It is possible to demonstrate that the width of the peak of the spatial autocorrelation function increases at increasing time delay as a function of particle movement due to diffusion. Therefore, fitting of the series of autocorrelation functions enables to extract the actual protein mean square displacement from imaging (iMSD), here presented in the form of apparent diffusivity vs average displacement. This yields a quantitative view of the average dynamics of single molecules with nanometer accuracy. By using a GFP-tagged variant of the Transferrin Receptor (TfR) and an ATTO488 labeled 1-palmitoyl-2-hydroxy-sn-glycero-3-phosphoethanolamine (PPE) it is possible to observe the spatiotemporal regulation of protein and lipid diffusion on µm-sized membrane regions in the micro-to-milli-second time range.
Nowosad, J; Stach, A; Kasprzyk, I; Grewling, Ł; Latałowa, M; Puc, M; Myszkowska, D; Weryszko-Chmielewska, E; Piotrowska-Weryszko, K; Chłopek, K; Majkowska-Wojciechowska, B; Uruska, A
The aim of the study was to determine the characteristics of temporal and space-time autocorrelation of pollen counts of Alnus , Betula , and Corylus in the air of eight cities in Poland. Daily average pollen concentrations were monitored over 8 years (2001-2005 and 2009-2011) using Hirst-designed volumetric spore traps. The spatial and temporal coherence of data was investigated using the autocorrelation and cross-correlation functions. The calculation and mathematical modelling of 61 correlograms were performed for up to 25 days back. The study revealed an association between temporal variations in Alnus , Betula , and Corylus pollen counts in Poland and three main groups of factors such as: (1) air mass exchange after the passage of a single weather front (30-40 % of pollen count variation); (2) long-lasting factors (50-60 %); and (3) random factors, including diurnal variations and measurements errors (10 %). These results can help to improve the quality of forecasting models.
Lardy, Matthew A; Lebrun, Laurie; Bullard, Drew; Kissinger, Charles; Gobbi, Alberto
2012-05-25
In modern day drug discovery campaigns, computational chemists have to be concerned not only about improving the potency of molecules but also reducing any off-target ADMET activity. There are a plethora of antitargets that computational chemists may have to consider. Fortunately many antitargets have crystal structures deposited in the PDB. These structures are immediately useful to our Autocorrelator: an automated model generator that optimizes variables for building computational models. This paper describes the use of the Autocorrelator to construct high quality docking models for cytochrome P450 2C9 (CYP2C9) from two publicly available crystal structures. Both models result in strong correlation coefficients (R² > 0.66) between the predicted and experimental determined log(IC₅₀) values. Results from the two models overlap well with each other, converging on the same scoring function, deprotonated charge state, and predicted the binding orientation for our collection of molecules.
NASA Astrophysics Data System (ADS)
Laracuente, Nicholas; Grossman, Carl
2013-03-01
We developed an algorithm and software to calculate autocorrelation functions from real-time photon-counting data using the fast, parallel capabilities of graphical processor units (GPUs). Recent developments in hardware and software have allowed for general purpose computing with inexpensive GPU hardware. These devices are more suited for emulating hardware autocorrelators than traditional CPU-based software applications by emphasizing parallel throughput over sequential speed. Incoming data are binned in a standard multi-tau scheme with configurable points-per-bin size and are mapped into a GPU memory pattern to reduce time-expensive memory access. Applications include dynamic light scattering (DLS) and fluorescence correlation spectroscopy (FCS) experiments. We ran the software on a 64-core graphics pci card in a 3.2 GHz Intel i5 CPU based computer running Linux. FCS measurements were made on Alexa-546 and Texas Red dyes in a standard buffer (PBS). Software correlations were compared to hardware correlator measurements on the same signals. Supported by HHMI and Swarthmore College
Li, Junjie; Li, Xiaohu; Iyengar, Srinivasan S
2014-06-10
We discuss a multiconfigurational treatment of the "on-the-fly" electronic structure within the quantum wavepacket ab initio molecular dynamics (QWAIMD) method for coupled treatment of quantum nuclear effects with electronic structural effects. Here, multiple single-particle electronic density matrices are simultaneously propagated with a quantum nuclear wavepacket and other classical nuclear degrees of freedom. The multiple density matrices are coupled through a nonorthogonal configuration interaction (NOCI) procedure to construct the instantaneous potential surface. An adaptive-mesh-guided set of basis functions composed of Gaussian primitives are used to simplify the electronic structure calculations. Specifically, with the replacement of the atom-centered basis functions positioned on the centers of the quantum-mechanically treated nuclei by a mesh-guided band of basis functions, the two-electron integrals used to compute the electronic structure potential surface become independent of the quantum nuclear variable and hence reusable along the entire Cartesian grid representing the quantum nuclear coordinates. This reduces the computational complexity involved in obtaining a potential surface and facilitates the interpretation of the individual density matrices as representative diabatic states. The parametric nuclear position dependence of the diabatic states is evaluated at the initial time-step using a Shannon-entropy-based sampling function that depends on an approximation to the quantum nuclear wavepacket and the potential surface. This development is meant as a precursor to an on-the-fly fully multireference electronic structure procedure embedded, on-the-fly, within a quantum nuclear dynamics formalism. We benchmark the current development by computing structural, dynamic, and spectroscopic features for a series of bihalide hydrogen-bonded systems: FHF(-), ClHCl(-), BrHBr(-), and BrHCl(-). We find that the donor-acceptor structural features are in good agreement with experiments. Spectroscopic features are computed using a unified velocity/flux autocorrelation function and include vibrational fundamentals and combination bands. These agree well with experiments and other theories.
NASA Astrophysics Data System (ADS)
Eliëns, I. S.; Ramos, F. B.; Xavier, J. C.; Pereira, R. G.
2016-05-01
We study the influence of reflective boundaries on time-dependent responses of one-dimensional quantum fluids at zero temperature beyond the low-energy approximation. Our analysis is based on an extension of effective mobile impurity models for nonlinear Luttinger liquids to the case of open boundary conditions. For integrable models, we show that boundary autocorrelations oscillate as a function of time with the same frequency as the corresponding bulk autocorrelations. This frequency can be identified as the band edge of elementary excitations. The amplitude of the oscillations decays as a power law with distinct exponents at the boundary and in the bulk, but boundary and bulk exponents are determined by the same coupling constant in the mobile impurity model. For nonintegrable models, we argue that the power-law decay of the oscillations is generic for autocorrelations in the bulk, but turns into an exponential decay at the boundary. Moreover, there is in general a nonuniversal shift of the boundary frequency in comparison with the band edge of bulk excitations. The predictions of our effective field theory are compared with numerical results obtained by time-dependent density matrix renormalization group (tDMRG) for both integrable and nonintegrable critical spin-S chains with S =1 /2 , 1, and 3 /2 .
Coherent superposition of propagation-invariant laser beams
NASA Astrophysics Data System (ADS)
Soskind, R.; Soskind, M.; Soskind, Y. G.
2012-10-01
The coherent superposition of propagation-invariant laser beams represents an important beam-shaping technique, and results in new beam shapes which retain the unique property of propagation invariance. Propagation-invariant laser beam shapes depend on the order of the propagating beam, and include Hermite-Gaussian and Laguerre-Gaussian beams, as well as the recently introduced Ince-Gaussian beams which additionally depend on the beam ellipticity parameter. While the superposition of Hermite-Gaussian and Laguerre-Gaussian beams has been discussed in the past, the coherent superposition of Ince-Gaussian laser beams has not received significant attention in literature. In this paper, we present the formation of propagation-invariant laser beams based on the coherent superposition of Hermite-Gaussian, Laguerre-Gaussian, and Ince-Gaussian beams of different orders. We also show the resulting field distributions of the superimposed Ince-Gaussian laser beams as a function of the ellipticity parameter. By changing the beam ellipticity parameter, we compare the various shapes of the superimposed propagation-invariant laser beams transitioning from Laguerre-Gaussian beams at one ellipticity extreme to Hermite-Gaussian beams at the other extreme.
Role of internal motions and molecular geometry on the NMR relaxation of hydrocarbons
NASA Astrophysics Data System (ADS)
Singer, P. M.; Asthagiri, D.; Chen, Z.; Valiya Parambathu, A.; Hirasaki, G. J.; Chapman, W. G.
2018-04-01
The role of internal motions and molecular geometry on 1H NMR relaxation rates in liquid-state hydrocarbons is investigated using MD (molecular dynamics) simulations of the autocorrelation functions for intramolecular and intermolecular 1H-1H dipole-dipole interactions. The effects of molecular geometry and internal motions on the functional form of the autocorrelation functions are studied by comparing symmetric molecules such as neopentane and benzene to corresponding straight-chain alkanes n-pentane and n-hexane, respectively. Comparison of rigid versus flexible molecules shows that internal motions cause the intramolecular and intermolecular correlation-times to get significantly shorter, and the corresponding relaxation rates to get significantly smaller, especially for longer-chain n-alkanes. Site-by-site simulations of 1H's across the chains indicate significant variations in correlation times and relaxation rates across the molecule, and comparison with measurements reveals insights into cross-relaxation effects. Furthermore, the simulations reveal new insights into the relative strength of intramolecular versus intermolecular relaxation as a function of internal motions, as a function of molecular geometry, and on a site-by-site basis across the chain.
Identification of Piecewise Linear Uniform Motion Blur
NASA Astrophysics Data System (ADS)
Patanukhom, Karn; Nishihara, Akinori
A motion blur identification scheme is proposed for nonlinear uniform motion blurs approximated by piecewise linear models which consist of more than one linear motion component. The proposed scheme includes three modules that are a motion direction estimator, a motion length estimator and a motion combination selector. In order to identify the motion directions, the proposed scheme is based on a trial restoration by using directional forward ramp motion blurs along different directions and an analysis of directional information via frequency domain by using a Radon transform. Autocorrelation functions of image derivatives along several directions are employed for estimation of the motion lengths. A proper motion combination is identified by analyzing local autocorrelation functions of non-flat component of trial restored results. Experimental examples of simulated and real world blurred images are given to demonstrate a promising performance of the proposed scheme.
Additivity of nonsimultaneous masking for short Gaussian-shaped sinusoids.
Laback, Bernhard; Balazs, Peter; Necciari, Thibaud; Savel, Sophie; Ystad, Solvi; Meunier, Sabine; Kronland-Martinet, Richard
2011-02-01
The additivity of nonsimultaneous masking was studied using Gaussian-shaped tone pulses (referred to as Gaussians) as masker and target stimuli. Combinations of up to four temporally separated Gaussian maskers with an equivalent rectangular bandwidth of 600 Hz and an equivalent rectangular duration of 1.7 ms were tested. Each masker was level-adjusted to produce approximately 8 dB of masking. Excess masking (exceeding linear additivity) was generally stronger than reported in the literature for longer maskers and comparable target levels. A model incorporating a compressive input/output function, followed by a linear summation stage, underestimated excess masking when using an input/output function derived from literature data for longer maskers and comparable target levels. The data could be predicted with a more compressive input/output function. Stronger compression may be explained by assuming that the Gaussian stimuli were too short to evoke the medial olivocochlear reflex (MOCR), whereas for longer maskers tested previously the MOCR caused reduced compression. Overall, the interpretation of the data suggests strong basilar membrane compression for very short stimuli.
Lin, Chuan-Kai; Wang, Sheng-De
2004-11-01
A new autopilot design for bank-to-turn (BTT) missiles is presented. In the design of autopilot, a ridge Gaussian neural network with local learning capability and fewer tuning parameters than Gaussian neural networks is proposed to model the controlled nonlinear systems. We prove that the proposed ridge Gaussian neural network, which can be a universal approximator, equals the expansions of rotated and scaled Gaussian functions. Although ridge Gaussian neural networks can approximate the nonlinear and complex systems accurately, the small approximation errors may affect the tracking performance significantly. Therefore, by employing the Hinfinity control theory, it is easy to attenuate the effects of the approximation errors of the ridge Gaussian neural networks to a prescribed level. Computer simulation results confirm the effectiveness of the proposed ridge Gaussian neural networks-based autopilot with Hinfinity stabilization.
Kang; Ih; Kim; Kim
2000-03-01
In this study, a new prediction method is suggested for sound transmission loss (STL) of multilayered panels of infinite extent. Conventional methods such as random or field incidence approach often given significant discrepancies in predicting STL of multilayered panels when compared with the experiments. In this paper, appropriate directional distributions of incident energy to predict the STL of multilayered panels are proposed. In order to find a weighting function to represent the directional distribution of incident energy on the wall in a reverberation chamber, numerical simulations by using a ray-tracing technique are carried out. Simulation results reveal that the directional distribution can be approximately expressed by the Gaussian distribution function in terms of the angle of incidence. The Gaussian function is applied to predict the STL of various multilayered panel configurations as well as single panels. The compared results between the measurement and the prediction show good agreements, which validate the proposed Gaussian function approach.
NASA Astrophysics Data System (ADS)
Scharnagl, Benedikt; Durner, Wolfgang
2013-04-01
Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.
Effect of central obscuration on the LDR point spread function
NASA Technical Reports Server (NTRS)
Vanzyl, Jakob J.
1988-01-01
It is well known that Gaussian apodization of an aperture reduces the sidelobe levels of its point spread function (PSF). In the limit where the standard deviation of the Gaussian function is much smaller than the diameter of the aperture, the sidelobes completely disappear. However, when Gaussian apodization is applied to the Large Deployable Reflector (LDR) array consisting of 84 hexagonal panels, it is found that the sidelobe level only decreases by about 2.5 dB. The reason for this is explained. The PSF is shown for an array consisting of 91 uniformly illuminated hexagonal apertures; this array is identical to the LDR array, except that the central hole in the LDR array is filled with seven additional panels. For comparison, the PSF of the uniformly illuminated LDR array is shown. Notice that it is already evident that the sidelobe structure of the LDR array is different from that of the full array of 91 panels. The PSF's of the same two arrays are shown, but with the illumination apodized with a Gaussian function to have 20 dB tapering at the edges of the arrays. While the sidelobes of the full array have decreased dramatically, those of the LDR array changed in structure, but stayed at almost the same level. This result is not completely surprising, since the Gaussian apodization tends to emphasize the contributions from the central portion of the array; exactly where the hole in the LDR array is located. The two most important conclusions are: the size of the central hole should be minimized, and a simple Gaussian apodization scheme to suppress the sidelobes in the PSF should not be used. A more suitable apodization scheme would be a Gaussian annular ring.
The wavelet transform as an analysis tool for structure identification in molecular clouds
NASA Astrophysics Data System (ADS)
Gill, Arnold Gerald
1993-01-01
Of the many methods used to attempt to understand the complex structure of giant molecular clouds, perhaps the most commonly used are the autocorrelation functions (ACF), the structure function, and the power spectrum. However, these do not give unique interpretations of structure, as is shown by explicit examples compared to the Taurus Molecular Complex. Thus, another, independent method of analysis is indicated. Here, the wavelet transform is presented, a relatively new technique less than 10 years old. It can be thought of as a band-pass filter that identifies structures of specific sizes. In addition, its mathematical properties allow it to be used to identify fractal structures and accurately identify the scaling exponent. This is shown by the wavelet transform identifying the fractal dimension of a hierarchical rain cloud model first proposed by Frisch et al. (1978). A wavelet analysis is then carried out for a range of astronomical CO data, including the clouds Orion A and B and NGC 7538 (in (12)CO) and Orion A and B, Mon R2, and L1551 (in (13)CO). The data analyzed consists of the velocities of the fitted Gaussians to the individual spectra, the halfwidths and amplitude of these Gaussians, and the total area of the spectral line. For most of the clouds investigated, each of these data types showed a very high degree of scaling coherence over a wide range of scales, from down at the beam spacing up to the full size of the cloud. The analysis carried out uses both the scaling and structure identification strengths of the wavelet transform The fragmentation parameters used by Scalo (1985) and the parameters of the geometric molecular cloud description introduced by Henriksen (1986) are calculated for each cloud. These results are all consistent with previous observations of these and other molecular clouds, though they are obtained individually for each cloud investigated. It is found that the uncertainties are of a magnitude that the differentiation of various theories of molecular cloud structure is not possible. It is noted that the effects of projection and superposition strongly affect the values of some of these parameters, thus hampering a thorough understanding of the underlying physics. The strengths and weaknesses of the wavelet transform in the analysis of molecular cloud data are presented, as well as directions for future work.
Geographically weighted regression model on poverty indicator
NASA Astrophysics Data System (ADS)
Slamet, I.; Nugroho, N. F. T. A.; Muslich
2017-12-01
In this research, we applied geographically weighted regression (GWR) for analyzing the poverty in Central Java. We consider Gaussian Kernel as weighted function. The GWR uses the diagonal matrix resulted from calculating kernel Gaussian function as a weighted function in the regression model. The kernel weights is used to handle spatial effects on the data so that a model can be obtained for each location. The purpose of this paper is to model of poverty percentage data in Central Java province using GWR with Gaussian kernel weighted function and to determine the influencing factors in each regency/city in Central Java province. Based on the research, we obtained geographically weighted regression model with Gaussian kernel weighted function on poverty percentage data in Central Java province. We found that percentage of population working as farmers, population growth rate, percentage of households with regular sanitation, and BPJS beneficiaries are the variables that affect the percentage of poverty in Central Java province. In this research, we found the determination coefficient R2 are 68.64%. There are two categories of district which are influenced by different of significance factors.
Gaussian basis functions for highly oscillatory scattering wavefunctions
NASA Astrophysics Data System (ADS)
Mant, B. P.; Law, M. M.
2018-04-01
We have applied a basis set of distributed Gaussian functions within the S-matrix version of the Kohn variational method to scattering problems involving deep potential energy wells. The Gaussian positions and widths are tailored to the potential using the procedure of Bačić and Light (1986 J. Chem. Phys. 85 4594) which has previously been applied to bound-state problems. The placement procedure is shown to be very efficient and gives scattering wavefunctions and observables in agreement with direct numerical solutions. We demonstrate the basis function placement method with applications to hydrogen atom–hydrogen atom scattering and antihydrogen atom–hydrogen atom scattering.
NASA Astrophysics Data System (ADS)
Lasuik, J.; Shalchi, A.
2018-06-01
In the current paper we explore the influence of the assumed particle statistics on the transport of energetic particles across a mean magnetic field. In previous work the assumption of a Gaussian distribution function was standard, although there have been known cases for which the transport is non-Gaussian. In the present work we combine a kappa distribution with the ordinary differential equation provided by the so-called unified non-linear transport theory. We then compute running perpendicular diffusion coefficients for different values of κ and turbulence configurations. We show that changing the parameter κ slightly increases or decreases the perpendicular diffusion coefficient depending on the considered turbulence configuration. Since these changes are small, we conclude that the assumed statistics is less significant in particle transport theory. The results obtained in the current paper support to use a Gaussian distribution function as usually done in particle transport theory.
NASA Astrophysics Data System (ADS)
Jones, A. L.; Smart, P. L.
2005-08-01
Autoregressive modelling is used to investigate the internal structure of long-term (1935-1999) records of nitrate concentration for five karst springs in the Mendip Hills. There is a significant short term (1-2 months) positive autocorrelation at three of the five springs due to the availability of sufficient nitrate within the soil store to maintain concentrations in winter recharge for several months. The absence of short term (1-2 months) positive autocorrelation in the other two springs is due to the marked contrast in land use between the limestone and swallet parts of the catchment, rapid concentrated recharge from the latter causing short term switching in the dominant water source at the spring and thus fluctuating nitrate concentrations. Significant negative autocorrelation is evident at lags varying from 4 to 7 months through to 14-22 months for individual springs, with positive autocorrelation at 19-20 months at one site. This variable timing is explained by moderation of the exhaustion effect in the soil by groundwater storage, which gives longer residence times in large catchments and those with a dominance of diffuse flow. The lags derived from autoregressive modelling may therefore provide an indication of average groundwater residence times. Significant differences in the structure of the autocorrelation function for successive 10-year periods are evident at Cheddar Spring, and are explained by the effect the ploughing up of grasslands during the Second World War and increased fertiliser usage on available nitrogen in the soil store. This effect is moderated by the influence of summer temperatures on rates of mineralization, and of both summer and winter rainfall on the timing and magnitude of nitrate leaching. The pattern of nitrate leaching also appears to have been perturbed by the 1976 drought.
NASA Astrophysics Data System (ADS)
Loranty, Michael M.; Mackay, D. Scott; Ewers, Brent E.; Adelman, Jonathan D.; Kruger, Eric L.
2008-02-01
Assumed representative center-of-stand measurements are typical inputs to models that scale forest transpiration to stand and regional extents. These inputs do not consider gradients in transpiration at stand boundaries or along moisture gradients and therefore potentially bias the large-scale estimates. We measured half-hourly sap flux (JS) for 173 trees in a spatially explicit cyclic sampling design across a topographically controlled gradient between a forested wetland and upland forest in northern Wisconsin. Our analyses focused on three dominant species in the site: quaking aspen (Populus tremuloides Michx), speckled alder (Alnus incana (DuRoi) Spreng), and white cedar (Thuja occidentalis L.). Sapwood area (AS) was used to scale JS to whole tree transpiration (EC). Because spatial patterns imply underlying processes, geostatistical analyses were employed to quantify patterns of spatial autocorrelation across the site. A simple Jarvis type model parameterized using a Monte Carlo sampling approach was used to simulate EC (EC-SIM). EC-SIM was compared with observed EC(EC-OBS) and found to reproduce both the temporal trends and spatial variance of canopy transpiration. EC-SIM was then used to examine spatial autocorrelation as a function of environmental drivers. We found no spatial autocorrelation in JS across the gradient from forested wetland to forested upland. EC was spatially autocorrelated and this was attributed to spatial variation in AS which suggests species spatial patterns are important for understanding spatial estimates of transpiration. However, the range of autocorrelation in EC-SIM decreased linearly with increasing vapor pressure deficit, implying that consideration of spatial variation in the sensitivity of canopy stomatal conductance to D is also key to accurately scaling up transpiration in space.
NASA Astrophysics Data System (ADS)
Fiori, A.; Zarlenga, A.; Jankovic, I.; Dagan, G.
2017-12-01
Natural gradient steady flow of mean velocity U takes place in heterogeneous aquifers of random logconductivity Y = lnK , characterized by the normal univariate PDF f(Y) and autocorrelation ρY, of variance σY2 and horizontal integral scale I. Solute transport is quantified by the Breakthrough Curve (BTC) M at planes at distance x from the injection plane. The study builds on the extensive 3D numerical simulations of flow and transport of Jankovic et al. (2017) for different conductivity structures. The present study further explores the predictive capabilities of the Advection Dispersion Equation (ADE), with macrodispersivity αL given by the First Order Approximation (FOA), by checking in a quantitative manner its applicability. After a discussion on the suitable boundary conditions for ADE, we find that the ADE-FOA solution is a sufficiently accurate predictor for applications, the many other sources of uncertainty prevailing in practice notwithstanding. We checked by least squares and by comparison of travel time of quantiles of M that indeed the analytical Inverse Gaussian M with αL =σY2 I , is able to fit well the bulk of the simulated BTCs. It tends to underestimate the late arrival time of the thin and persistent tail. The tail is better reproduced by the semi-analytical MIMSCA model, which also allows for a physical explanation of the success of the Inverse Gaussian solution. Examination of the pertinent longitudinal mass distribution shows that it is different from the commonly used Gaussian one in the analysis of field experiments, and it captures the main features of the plume measurements of the MADE experiment. The results strengthen the confidence in the applicability of the ADE and the FOA to predicting longitudinal spreading in solute transport through heterogeneous aquifers of stationary random structure.
Truncated Gaussians as tolerance sets
NASA Technical Reports Server (NTRS)
Cozman, Fabio; Krotkov, Eric
1994-01-01
This work focuses on the use of truncated Gaussian distributions as models for bounded data measurements that are constrained to appear between fixed limits. The authors prove that the truncated Gaussian can be viewed as a maximum entropy distribution for truncated bounded data, when mean and covariance are given. The characteristic function for the truncated Gaussian is presented; from this, algorithms are derived for calculation of mean, variance, summation, application of Bayes rule and filtering with truncated Gaussians. As an example of the power of their methods, a derivation of the disparity constraint (used in computer vision) from their models is described. The authors' approach complements results in Statistics, but their proposal is not only to use the truncated Gaussian as a model for selected data; they propose to model measurements as fundamentally in terms of truncated Gaussians.
ERIC Educational Resources Information Center
Kistner, Emily O.; Muller, Keith E.
2004-01-01
Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact…
Detection of nonlinear transfer functions by the use of Gaussian statistics
NASA Technical Reports Server (NTRS)
Sheppard, J. G.
1972-01-01
The possibility of using on-line signal statistics to detect electronic equipment nonlinearities is discussed. The results of an investigation using Gaussian statistics are presented, and a nonlinearity test that uses ratios of the moments of a Gaussian random variable is developed and discussed. An outline for further investigation is presented.
Meteorological factors for PM10 concentration levels in Northern Spain
NASA Astrophysics Data System (ADS)
Santurtún, Ana; Mínguez, Roberto; Villar-Fernández, Alejandro; González Hidalgo, Juan Carlos; Zarrabeitia, María Teresa
2013-04-01
Atmospheric particulate matter (PM) is made up of a mixture of solid and aqueous species which enter the atmosphere by anthropogenic and natural pathways. The levels and composition of ambient air PM depend on the climatology and on the geography (topography, soil cover, proximity to arid zones or to the coast) of a given region. Spain has particular difficulties in achieving compliance with the limit values established by the European Union (based on recommendations from the World Health Organization) for particulate matter on the order of 10 micrometers of diameter or less (PM10), but not only antropogenical emissions are responsible for this: some studies show that PM10 concentrations originating from these kinds of sources are similar to what is found in other European countries, while some of the geographical features of the Iberian Peninsula (such as African mineral dust intrusion, soil aridity or rainfall) are proven to be a factor for higher PM concentrations. This work aims to describe PM10 concentration levels in Cantabria (Northern Spain) and their relationship with the following meteorological variables: rainfall, solar radiation, temperature, barometric pressure and wind speed. Data consists of daily series obtained from hourly data records for the 2000-2010 period, of PM10 concentrations from 4 different urban-background stations, and daily series of the meteorological variables provided by Spanish National Meteorology Agency. The method used for establishing the relationships between these variables consists of several steps: i) fitting a non-stationary probability density function for each variable accounting for long-term trends, seasonality during the year and possible seasonality during the week to distinguish between work and weekend days, ii) using the marginal distribution function obtained, transform the time series of historical values of each variable into a normalized Gaussian time series. This step allows using consistently time series models, iii) fitting of a times series model (Autoregressive moving average, ARMA) to the transformed historical values in order to eliminate the temporal autocorrelation structure of each stochastic process, obtaining a white noise for each variable, and finally, iv) the calculation of cross correlations between white noises at different time lags. These cross correlations allow characterization of the true correlation between signals, avoiding the problems induced by data scaling or autocorrelations inherent to each signal. Results provide the relationship and possible contribution to PM10 concentration levels associated with each meteorological variable. This information can be used to improve PM10 concentration levels forecasting using existing meteorological forecasts.
NASA Astrophysics Data System (ADS)
Vogelsang, R.; Hoheisel, C.
1987-02-01
Molecular-dynamics (MD) calculations are reported for three thermodynamic states of a Lennard-Jones fluid. Systems of 2048 particles and 105 integration steps were used. The transverse current autocorrelation function, Ct(k,t), has been determined for wave vectors of the range 0.5<||k||σ<1.5. Ct(k,t) was fitted by hydrodynamic-type functions. The fits returned k-dependent decay times and shear viscosities which showed a systematic behavior as a function of k. Extrapolation to the hydrodynamic region at k=0 gave shear viscosity coefficients in good agreement with direct Green-Kubo results obtained in previous work. The two-exponential model fit for the memory function proposed by other authors does not provide a reasonable description of the MD results, as the fit parameters show no systematic wave-vector dependence, although the Ct(k,t) functions are somewhat better fitted. Similarly, the semiempirical interpolation formula for the decay time based on the viscoelastic concept proposed by Akcasu and Daniels fails to reproduce the correct k dependence for the wavelength range investigated herein.
A comparison of chronologies from tree rings
Kurt H. Riitters
1990-01-01
Forty-five-year ring width index chronologies were estimated by five mean-value functions applied to 183 ring width series from four similar sites. The effects of autocorrelation on the comparisons among mean-value functions were explored by fitting box-Jenkins models to individual-tree index services prior to pooling (prewhitening), and to the pooled chronologies...
NASA Astrophysics Data System (ADS)
Theodorsen, A.; E Garcia, O.; Rypdal, M.
2017-05-01
Filtered Poisson processes are often used as reference models for intermittent fluctuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical term in a stochastic differential equation. The lowest order moments, probability density function, auto-correlation function and power spectral density are derived and used to identify and compare the effects of the two different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of model parameter estimation and to identify methods for distinguishing the noise types. It is shown that the probability density function and the three lowest order moments provide accurate estimations of the model parameters, but are unable to separate the noise types. The auto-correlation function and the power spectral density also provide methods for estimating the model parameters, as well as being capable of identifying the noise type. The number of times the signal crosses a prescribed threshold level in the positive direction also promises to be able to differentiate the noise type.
Isakozawa, Shigeto; Fuse, Taishi; Amano, Junpei; Baba, Norio
2018-04-01
As alternatives to the diffractogram-based method in high-resolution transmission electron microscopy, a spot auto-focusing (AF) method and a spot auto-stigmation (AS) method are presented with a unique high-definition auto-correlation function (HD-ACF). The HD-ACF clearly resolves the ACF central peak region in small amorphous-thin-film images, reflecting the phase contrast transfer function. At a 300-k magnification for a 120-kV transmission electron microscope, the smallest areas used are 64 × 64 pixels (~3 nm2) for the AF and 256 × 256 pixels for the AS. A useful advantage of these methods is that the AF function has an allowable accuracy even for a low s/n (~1.0) image. A reference database on the defocus dependency of the HD-ACF by the pre-acquisition of through-focus amorphous-thin-film images must be prepared to use these methods. This can be very beneficial because the specimens are not limited to approximations of weak phase objects but can be extended to objects outside such approximations.
Subfemtosecond quantum nuclear dynamics in water isotopomers.
Rao, B Jayachander; Varandas, A J C
2015-05-21
Subfemtosecond quantum dynamics studies of all water isotopomers in the X̃ (2)B1 and à (2)A1 electronic states of the cation formed by Franck-Condon ionization of the neutral ground electronic state are reported. Using the ratio of the autocorrelation functions for the isotopomers as obtained from the solution of the time-dependent Schrödinger equation in a grid representation, high-order harmonic generation signals are calculated as a function of time. The results are found to be in agreement with the available experimental findings and with our earlier study for D2O(+)/H2O(+). Maxima are predicted in the autocorrelation function ratio at various times. Their origin and occurrence is explained by calculating expectation values of the bond lengths and bond angle of the water isotopomers as a function of time. The values so calculated for the (2)B1 and (2)A1 electronic states of the cation show quasiperiodic oscillations that can be associated with the time at which the nuclear wave packet reaches the minima of the potential energy surface, there being responsible for the peaks in the HHG signals.
Self-mode-locked AlGaInP-VECSEL
NASA Astrophysics Data System (ADS)
Bek, R.; Großmann, M.; Kahle, H.; Koch, M.; Rahimi-Iman, A.; Jetter, M.; Michler, P.
2017-10-01
We report the mode-locked operation of an AlGaInP-based semiconductor disk laser without a saturable absorber. The active region containing 20 GaInP quantum wells is used in a linear cavity with a curved outcoupling mirror. The gain chip is optically pumped by a 532 nm laser, and mode-locking is achieved by carefully adjusting the pump spot size. For a pump power of 6.8 W, an average output power of up to 30 mW is reached at a laser wavelength of 666 nm. The pulsed emission is characterized using a fast oscilloscope and a spectrum analyzer, demonstrating stable single-pulse operation at a repetition rate of 3.5 GHz. Intensity autocorrelation measurements reveal a FWHM pulse duration of 22 ps with an additional coherence peak on top, indicating noise-like pulses. The frequency spectrum, as well as the Gaussian beam profile and the measured beam propagation factor below 1.1, shows no influence of higher order transverse modes contributing to the mode-locked operation.
Geostatistical Borehole Image-Based Mapping of Karst-Carbonate Aquifer Pores.
Sukop, Michael C; Cunningham, Kevin J
2016-03-01
Quantification of the character and spatial distribution of porosity in carbonate aquifers is important as input into computer models used in the calculation of intrinsic permeability and for next-generation, high-resolution groundwater flow simulations. Digital, optical, borehole-wall image data from three closely spaced boreholes in the karst-carbonate Biscayne aquifer in southeastern Florida are used in geostatistical experiments to assess the capabilities of various methods to create realistic two-dimensional models of vuggy megaporosity and matrix-porosity distribution in the limestone that composes the aquifer. When the borehole image data alone were used as the model training image, multiple-point geostatistics failed to detect the known spatial autocorrelation of vuggy megaporosity and matrix porosity among the three boreholes, which were only 10 m apart. Variogram analysis and subsequent Gaussian simulation produced results that showed a realistic conceptualization of horizontal continuity of strata dominated by vuggy megaporosity and matrix porosity among the three boreholes. © 2015, National Ground Water Association.
Fetal source extraction from magnetocardiographic recordings by dependent component analysis
NASA Astrophysics Data System (ADS)
de Araujo, Draulio B.; Kardec Barros, Allan; Estombelo-Montesco, Carlos; Zhao, Hui; Roque da Silva Filho, A. C.; Baffa, Oswaldo; Wakai, Ronald; Ohnishi, Noboru
2005-10-01
Fetal magnetocardiography (fMCG) has been extensively reported in the literature as a non-invasive, prenatal technique that can be used to monitor various functions of the fetal heart. However, fMCG signals often have low signal-to-noise ratio (SNR) and are contaminated by strong interference from the mother's magnetocardiogram signal. A promising, efficient tool for extracting signals, even under low SNR conditions, is blind source separation (BSS), or independent component analysis (ICA). Herein we propose an algorithm based on a variation of ICA, where the signal of interest is extracted using a time delay obtained from an autocorrelation analysis. We model the system using autoregression, and identify the signal component of interest from the poles of the autocorrelation function. We show that the method is effective in removing the maternal signal, and is computationally efficient. We also compare our results to more established ICA methods, such as FastICA.
NASA Astrophysics Data System (ADS)
Dufty, J. W.
1984-09-01
Diffusion of a tagged particle in a fluid with uniform shear flow is described. The continuity equation for the probability density describing the position of the tagged particle is considered. The diffusion tensor is identified by expanding the irreversible part of the probability current to first order in the gradient of the probability density, but with no restriction on the shear rate. The tensor is expressed as the time integral of a nonequilibrium autocorrelation function for the velocity of the tagged particle in its local fluid rest frame, generalizing the Green-Kubo expression to the nonequilibrium state. The tensor is evaluated from results obtained previously for the velocity autocorrelation function that are exact for Maxwell molecules in the Boltzmann limit. The effects of viscous heating are included and the dependence on frequency and shear rate is displayed explicitly. The mode-coupling contributions to the frequency and shear-rate dependent diffusion tensor are calculated.
Statistical spatial properties of speckle patterns generated by multiple laser beams
DOE Office of Scientific and Technical Information (OSTI.GOV)
Le Cain, A.; Sajer, J. M.; Riazuelo, G.
2011-08-15
This paper investigates hot spot characteristics generated by the superposition of multiple laser beams. First, properties of speckle statistics are studied in the context of only one laser beam by computing the autocorrelation function. The case of multiple laser beams is then considered. In certain conditions, it is shown that speckles have an ellipsoidal shape. Analytical expressions of hot spot radii generated by multiple laser beams are derived and compared to numerical estimates made from the autocorrelation function. They are also compared to numerical simulations performed within the paraxial approximation. Excellent agreement is found for the speckle width as wellmore » as for the speckle length. Application to the speckle patterns generated in the Laser MegaJoule configuration in the zone where all the beams overlap is presented. Influence of polarization on the size of the speckles as well as on their abundance is studied.« less
NASA Astrophysics Data System (ADS)
Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.
2016-01-01
Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Padding, J. T.; Briels, W. J.
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution.more » We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.« less
Ring polymer dynamics in curved spaces
NASA Astrophysics Data System (ADS)
Wolf, S.; Curotto, E.
2012-07-01
We formulate an extension of the ring polymer dynamics approach to curved spaces using stereographic projection coordinates. We test the theory by simulating the particle in a ring, {T}^1, mapped by a stereographic projection using three potentials. Two of these are quadratic, and one is a nonconfining sinusoidal model. We propose a new class of algorithms for the integration of the ring polymer Hamilton equations in curved spaces. These are designed to improve the energy conservation of symplectic integrators based on the split operator approach. For manifolds, the position-position autocorrelation function can be formulated in numerous ways. We find that the position-position autocorrelation function computed from configurations in the Euclidean space {R}^2 that contains {T}^1 as a submanifold has the best statistical properties. The agreement with exact results obtained with vector space methods is excellent for all three potentials, for all values of time in the interval simulated, and for a relatively broad range of temperatures.
A Gaussian Model-Based Probabilistic Approach for Pulse Transit Time Estimation.
Jang, Dae-Geun; Park, Seung-Hun; Hahn, Minsoo
2016-01-01
In this paper, we propose a new probabilistic approach to pulse transit time (PTT) estimation using a Gaussian distribution model. It is motivated basically by the hypothesis that PTTs normalized by RR intervals follow the Gaussian distribution. To verify the hypothesis, we demonstrate the effects of arterial compliance on the normalized PTTs using the Moens-Korteweg equation. Furthermore, we observe a Gaussian distribution of the normalized PTTs on real data. In order to estimate the PTT using the hypothesis, we first assumed that R-waves in the electrocardiogram (ECG) can be correctly identified. The R-waves limit searching ranges to detect pulse peaks in the photoplethysmogram (PPG) and to synchronize the results with cardiac beats--i.e., the peaks of the PPG are extracted within the corresponding RR interval of the ECG as pulse peak candidates. Their probabilities of being the actual pulse peak are then calculated using a Gaussian probability function. The parameters of the Gaussian function are automatically updated when a new pulse peak is identified. This update makes the probability function adaptive to variations of cardiac cycles. Finally, the pulse peak is identified as the candidate with the highest probability. The proposed approach is tested on a database where ECG and PPG waveforms are collected simultaneously during the submaximal bicycle ergometer exercise test. The results are promising, suggesting that the method provides a simple but more accurate PTT estimation in real applications.
Dvořák, Martin; Svobodová, Jana; Dubský, Pavel; Riesová, Martina; Vigh, Gyula; Gaš, Bohuslav
2015-03-01
Although the classical formula of peak resolution was derived to characterize the extent of separation only for Gaussian peaks of equal areas, it is often used even when the peaks follow non-Gaussian distributions and/or have unequal areas. This practice can result in misleading information about the extent of separation in terms of the severity of peak overlap. We propose here the use of the equivalent peak resolution value, a term based on relative peak overlap, to characterize the extent of separation that had been achieved. The definition of equivalent peak resolution is not constrained either by the form(s) of the concentration distribution function(s) of the peaks (Gaussian or non-Gaussian) or the relative area of the peaks. The equivalent peak resolution value and the classically defined peak resolution value are numerically identical when the separated peaks are Gaussian and have identical areas and SDs. Using our new freeware program, Resolution Analyzer, one can calculate both the classically defined and the equivalent peak resolution values. With the help of this tool, we demonstrate here that the classical peak resolution values mischaracterize the extent of peak overlap even when the peaks are Gaussian but have different areas. We show that under ideal conditions of the separation process, the relative peak overlap value is easily accessible by fitting the overall peak profile as the sum of two Gaussian functions. The applicability of the new approach is demonstrated on real separations. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Hamilton, Craig S; Kruse, Regina; Sansoni, Linda; Barkhofen, Sonja; Silberhorn, Christine; Jex, Igor
2017-10-27
Boson sampling has emerged as a tool to explore the advantages of quantum over classical computers as it does not require universal control over the quantum system, which favors current photonic experimental platforms. Here, we introduce Gaussian Boson sampling, a classically hard-to-solve problem that uses squeezed states as a nonclassical resource. We relate the probability to measure specific photon patterns from a general Gaussian state in the Fock basis to a matrix function called the Hafnian, which answers the last remaining question of sampling from Gaussian states. Based on this result, we design Gaussian Boson sampling, a #P hard problem, using squeezed states. This demonstrates that Boson sampling from Gaussian states is possible, with significant advantages in the photon generation probability, compared to existing protocols.
NASA Astrophysics Data System (ADS)
Kanada-En'yo, Yoshiko
2014-10-01
We analyze the α-cluster wave functions in cluster states of ^8Be and ^{20}Ne by comparing the exact relative wave function obtained by the generator coordinate method (GCM) with various types of trial functions. For the trial functions, we adopt the fixed range shifted Gaussian of the Brink-Bloch (BB) wave function, the spherical Gaussian with the adjustable range parameter of the spherical Tohsaki-Horiuchi-Schuck-Röpke (sTHSR), the deformed Gaussian of the deformed THSR (dTHSR), and a function with the Yukawa tail (YT). The quality of the description of the exact wave function with a trial function is judged by the squared overlap between the trial function and the GCM wave function. A better result is obtained with the sTHSR wave function than the BB wave function, and further improvement can be made with the dTHSR wave function because these wave functions can describe the outer tail better. The YT wave function gives almost an equal quality to or even better quality than the dTHSR wave function, indicating that the outer tail of α-cluster states is characterized by the Yukawa-like tail rather than the Gaussian tail. In weakly bound α-cluster states with small α separation energy and the low centrifugal and Coulomb barriers, the outer tail part is the slowly damping function described well by the quantum penetration through the effective barrier. This outer tail characterizes the almost zero-energy free α gas behavior, i.e., the delocalization of the cluster.
Some Modified Integrated Squared Error Procedures for Multivariate Normal Data.
1982-06-01
p-dimensional Gaussian. There are a number of measures of qualitative robustness but the most important is the influence function . Most of the other...measures are derived from the influence function . The influence function is simply proportional to the score function (Huber, 1981, p. 45 ). The... influence function at the p-variate Gaussian distribution Np (UV) is as -1P IC(x; ,N) = IE&) ;-") sD=XV = (I+c) (p+2)(x-p) exp(- ! (x-p) TV-.1-)) (3.6
Peck, K; Stryer, L; Glazer, A N; Mathies, R A
1989-01-01
A theory for single-molecule fluorescence detection is developed and then used to analyze data from subpicomolar solutions of B-phycoerythrin (PE). The distribution of detected counts is the convolution of a Poissonian continuous background with bursts arising from the passage of individual fluorophores through the focused laser beam. The autocorrelation function reveals single-molecule events and provides a criterion for optimizing experimental parameters. The transit time of fluorescent molecules through the 120-fl imaged volume was 800 microseconds. The optimal laser power (32 mW at 514.5 nm) gave an incident intensity of 1.8 x 10(23) photons.cm-2.s-1, corresponding to a mean time of 1.1 ns between absorptions. The mean incremental count rate was 1.5 per 100 microseconds for PE monomers and 3.0 for PE dimers above a background count rate of 1.0. The distribution of counts and the autocorrelation function for 200 fM monomer and 100 fM dimer demonstrate that single-molecule detection was achieved. At this concentration, the mean occupancy was 0.014 monomer molecules in the probed volume. A hard-wired version of this detection system was used to measure the concentration of PE down to 1 fM. This single-molecule counter is 3 orders of magnitude more sensitive than conventional fluorescence detection systems. PMID:2726766
A Systematic Approach for Understanding Slater-Gaussian Functions in Computational Chemistry
ERIC Educational Resources Information Center
Stewart, Brianna; Hylton, Derrick J.; Ravi, Natarajan
2013-01-01
A systematic way to understand the intricacies of quantum mechanical computations done by a software package known as "Gaussian" is undertaken via an undergraduate research project. These computations involve the evaluation of key parameters in a fitting procedure to express a Slater-type orbital (STO) function in terms of the linear…
Leading non-Gaussian corrections for diffusion orientation distribution function.
Jensen, Jens H; Helpern, Joseph A; Tabesh, Ali
2014-02-01
An analytical representation of the leading non-Gaussian corrections for a class of diffusion orientation distribution functions (dODFs) is presented. This formula is constructed from the diffusion and diffusional kurtosis tensors, both of which may be estimated with diffusional kurtosis imaging (DKI). By incorporating model-independent non-Gaussian diffusion effects, it improves on the Gaussian approximation used in diffusion tensor imaging (DTI). This analytical representation therefore provides a natural foundation for DKI-based white matter fiber tractography, which has potential advantages over conventional DTI-based fiber tractography in generating more accurate predictions for the orientations of fiber bundles and in being able to directly resolve intra-voxel fiber crossings. The formula is illustrated with numerical simulations for a two-compartment model of fiber crossings and for human brain data. These results indicate that the inclusion of the leading non-Gaussian corrections can significantly affect fiber tractography in white matter regions, such as the centrum semiovale, where fiber crossings are common. 2013 John Wiley & Sons, Ltd.
Leading Non-Gaussian Corrections for Diffusion Orientation Distribution Function
Jensen, Jens H.; Helpern, Joseph A.; Tabesh, Ali
2014-01-01
An analytical representation of the leading non-Gaussian corrections for a class of diffusion orientation distribution functions (dODFs) is presented. This formula is constructed out of the diffusion and diffusional kurtosis tensors, both of which may be estimated with diffusional kurtosis imaging (DKI). By incorporating model-independent non-Gaussian diffusion effects, it improves upon the Gaussian approximation used in diffusion tensor imaging (DTI). This analytical representation therefore provides a natural foundation for DKI-based white matter fiber tractography, which has potential advantages over conventional DTI-based fiber tractography in generating more accurate predictions for the orientations of fiber bundles and in being able to directly resolve intra-voxel fiber crossings. The formula is illustrated with numerical simulations for a two-compartment model of fiber crossings and for human brain data. These results indicate that the inclusion of the leading non-Gaussian corrections can significantly affect fiber tractography in white matter regions, such as the centrum semiovale, where fiber crossings are common. PMID:24738143
Characterizing the functional MRI response using Tikhonov regularization.
Vakorin, Vasily A; Borowsky, Ron; Sarty, Gordon E
2007-09-20
The problem of evaluating an averaged functional magnetic resonance imaging (fMRI) response for repeated block design experiments was considered within a semiparametric regression model with autocorrelated residuals. We applied functional data analysis (FDA) techniques that use a least-squares fitting of B-spline expansions with Tikhonov regularization. To deal with the noise autocorrelation, we proposed a regularization parameter selection method based on the idea of combining temporal smoothing with residual whitening. A criterion based on a generalized chi(2)-test of the residuals for white noise was compared with a generalized cross-validation scheme. We evaluated and compared the performance of the two criteria, based on their effect on the quality of the fMRI response. We found that the regularization parameter can be tuned to improve the noise autocorrelation structure, but the whitening criterion provides too much smoothing when compared with the cross-validation criterion. The ultimate goal of the proposed smoothing techniques is to facilitate the extraction of temporal features in the hemodynamic response for further analysis. In particular, these FDA methods allow us to compute derivatives and integrals of the fMRI signal so that fMRI data may be correlated with behavioral and physiological models. For example, positive and negative hemodynamic responses may be easily and robustly identified on the basis of the first derivative at an early time point in the response. Ultimately, these methods allow us to verify previously reported correlations between the hemodynamic response and the behavioral measures of accuracy and reaction time, showing the potential to recover new information from fMRI data. 2007 John Wiley & Sons, Ltd
Fluctuation analysis of proficient and dysgraphic handwriting in children
NASA Astrophysics Data System (ADS)
Rosenblum, S.; Roman, H. E.
2009-03-01
We analyze handwriting records from several school children with the aim of characterizing the fluctuating behavior of the writing speed. It will be concluded that remarkable differences exist between proficient and dysgraphic handwritings which were unknown so far. It is shown that in the case of proficient handwriting, the variations in handwriting speed are strongly autocorrelated within times corresponding to the completion of a single character or letter, while become uncorrelated at longer times. In the case of dysgraphia, such correlations persist on longer time scales and the autocorrelation function seems to display algebraic time decay, indicating the presence of strong anomalies in the handwriting process. Applications of the results in educational/clinical programs are envisaged.
Elegant Gaussian beams for enhanced optical manipulation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Alpmann, Christina, E-mail: c.alpmann@uni-muenster.de; Schöler, Christoph; Denz, Cornelia
2015-06-15
Generation of micro- and nanostructured complex light beams attains increasing impact in photonics and laser applications. In this contribution, we demonstrate the implementation and experimental realization of the relatively unknown, but highly versatile class of complex-valued Elegant Hermite- and Laguerre-Gaussian beams. These beams create higher trapping forces compared to standard Gaussian light fields due to their propagation changing properties. We demonstrate optical trapping and alignment of complex functional particles as nanocontainers with standard and Elegant Gaussian light beams. Elegant Gaussian beams will inspire manifold applications in optical manipulation, direct laser writing, or microscopy, where the design of the point-spread functionmore » is relevant.« less
A Comparison of Weights Matrices on Computation of Dengue Spatial Autocorrelation
NASA Astrophysics Data System (ADS)
Suryowati, K.; Bekti, R. D.; Faradila, A.
2018-04-01
Spatial autocorrelation is one of spatial analysis to identify patterns of relationship or correlation between locations. This method is very important to get information on the dispersal patterns characteristic of a region and linkages between locations. In this study, it applied on the incidence of Dengue Hemorrhagic Fever (DHF) in 17 sub districts in Sleman, Daerah Istimewa Yogyakarta Province. The link among location indicated by a spatial weight matrix. It describe the structure of neighbouring and reflects the spatial influence. According to the spatial data, type of weighting matrix can be divided into two types: point type (distance) and the neighbourhood area (contiguity). Selection weighting function is one determinant of the results of the spatial analysis. This study use queen contiguity based on first order neighbour weights, queen contiguity based on second order neighbour weights, and inverse distance weights. Queen contiguity first order and inverse distance weights shows that there is the significance spatial autocorrelation in DHF, but not by queen contiguity second order. Queen contiguity first and second order compute 68 and 86 neighbour list
Starodub, D.
2013-03-25
This deposition includes the diffraction images generated by the paired polystyrene spheres in random orientations. These images were used to determine and phase the single particle diffraction volume from their autocorrelation functions.
Statistical anisotropy in free turbulence for mixing layers at high Reynolds numbers
NASA Astrophysics Data System (ADS)
Gardner, Patrick J.; Roggemann, Michael C.; Welsh, Byron M.; Bowersox, Rodney D.; Luke, Theodore E.
1996-08-01
A lateral shearing interferometer was used to measure the slope of perturbed wave fronts after propagating through free turbulent mixing layers. Shearing interferometers provide a two-dimensional flow visualization that is nonintrusive. Slope measurements were used to reconstruct the phase of the turbulence-corrupted wave front. The random phase fluctuations induced by the mixing layer were captured in a large ensemble of wave-front measurements. Experiments were performed on an unbounded, plane shear mixing layer of helium and nitrogen gas at fixed velocities and high Reynolds numbers for six locations in the flow development. Statistical autocorrelation functions and structure functions were computed on the reconstructed phase maps. The autocorrelation function results indicated that the turbulence-induced phase fluctuations were not wide-sense stationary. The structure functions exhibited statistical homogeneity, indicating that the phase fluctuations were stationary in first increments. However, the turbulence-corrupted phase was not isotropic. A five-thirds power law is shown to fit orthogonal slices of the structure function, analogous to the Kolmogorov model for isotropic turbulence. Strehl ratios were computed from the phase structure functions and compared with classical estimates that assume isotropy. The isotropic models are shown to overestimate the optical degradation by nearly 3 orders of magnitude compared with the structure function calculations.
Brown, James; Carrington, Tucker
2015-07-28
Although phase-space localized Gaussians are themselves poor basis functions, they can be used to effectively contract a discrete variable representation basis [A. Shimshovitz and D. J. Tannor, Phys. Rev. Lett. 109, 070402 (2012)]. This works despite the fact that elements of the Hamiltonian and overlap matrices labelled by discarded Gaussians are not small. By formulating the matrix problem as a regular (i.e., not a generalized) matrix eigenvalue problem, we show that it is possible to use an iterative eigensolver to compute vibrational energy levels in the Gaussian basis.
Yura, Harold T; Hanson, Steen G
2012-04-01
Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.
Multi-pose facial correction based on Gaussian process with combined kernel function
NASA Astrophysics Data System (ADS)
Shi, Shuyan; Ji, Ruirui; Zhang, Fan
2018-04-01
In order to improve the recognition rate of various postures, this paper proposes a method of facial correction based on Gaussian Process which build a nonlinear regression model between the front and the side face with combined kernel function. The face images with horizontal angle from -45° to +45° can be properly corrected to front faces. Finally, Support Vector Machine is employed for face recognition. Experiments on CAS PEAL R1 face database show that Gaussian process can weaken the influence of pose changes and improve the accuracy of face recognition to certain extent.
Two-time correlation function of an open quantum system in contact with a Gaussian reservoir
NASA Astrophysics Data System (ADS)
Ban, Masashi; Kitajima, Sachiko; Shibata, Fumiaki
2018-05-01
An exact formula of a two-time correlation function is derived for an open quantum system which interacts with a Gaussian thermal reservoir. It is provided in terms of functional derivative with respect to fictitious fields. A perturbative expansion and its diagrammatic representation are developed, where the small expansion parameter is related to a correlation time of the Gaussian thermal reservoir. The two-time correlation function of the lowest order is equivalent to that calculated by means of the quantum regression theorem. The result clearly shows that the violation of the quantum regression theorem is caused by a finiteness of the reservoir correlation time. By making use of an exactly solvable model consisting of a two-level system and a set of harmonic oscillators, it is shown that the two-time correlation function up to the first order is a good approximation to the exact one.
Quasi-elastic light-scattering studies of single skeletal muscle fibers.
Haskell, R C; Carlson, F D
1981-01-01
Measurements were made of the intensity autocorrelation function, g(2)[tau], of light scattered from intact frog muscle fibers. During the tension plateau of an isometric tenanus, scattered field statistics were approximately Gaussian and intensity fluctuations were quasi-stationary. The half time, tau 1/2, for the decay of g(2)[tau] was typically 70 ms at a scattering angle of 30 degrees. The decay rate, 1/tau 1/2, of g(2)[tau] varied roughly linearly with the projection of the scattering vector on the fiber axis. 1/tau 1/2 was greater during the tension creep phase of tetani of highly stretched fibers, but was roughly independent of sarcomere length during the tension plateau. g(2)[tau] measured during rest or on diffraction pattern maxima during isometric contraction were flat with low amplitudes. These results are consistent with a model of a 200-mu m segment of an isometrically contracting fiber in which scattering material possesses relative axial velocities of 1-2 mu m/s accompanied by relative axial displacements greater than 0.1 mu m. The slow (1-2 mu m/s) motion of one portion of the fiber relative to another observed under the microscope (500X) during isometric contraction is consistent with the light-scattering results. Structural fluctuations on the scale of the myofibrillar sarcomere which may arise from asynchronous cycling of cross-bridges must involve relative axial velocities less than 3 mu m/s or relative axial displacements less than 0.05 mu m. PMID:6974014
NASA Technical Reports Server (NTRS)
Gundersen, J. O.; Clapp, A. C.; Devlin, M.; Holmes, W.; Fischer, M. L.; Meinhold, P. R.; Lange, A. E.; Lubin, P. M.; Richards, P. L.; Smoot, G. F.
1993-01-01
Results from a search for anisotropy in the cosmic microwave background (CMB) are presented from the third flight of the Millimeter-wave Anisotropy experiment. The CMB observation occurred over 1.37 hours and covered a 6.24 sq deg area of the sky where very little foreground emission is expected. Significant correlated structure is observed at 6 and 9/cm. At 12/cm we place an upper limit on the structure. The relative amplitudes at 6, 9, and 12/cm are consistent with a CMB spectrum. The spectrum of the structure is inconsistent with thermal emission from known forms of interstellar dust. Synchrotron and free-free emission would both require unusually flat spectral indices at cm wavelengths in order to account for the amplitude of the observed structure. Although known systematic errors are not expected to contribute significantly to any of the three optical channels, excess sidelobe contamination cannot be definitively ruled out. If all the structure is attributed to CMB anisotropy, a value of the weighted rms of the 6 and 9/cm channels of Delta T/T(CMB) = 4.7 +/- 0.8 x 10 exp -5 (+/- 1 sigma) was measured. If the CMB anisotropy is assumed to have a Gaussian autocorrelation function with a coherence angle of 25 arcmin, then the most probable value is Delta T/T(CMB) = 4.2 +1.7 or -1.1 x 10 exp -5, where the +/- refers to the 95 percent confidence limits.
NASA Technical Reports Server (NTRS)
Devlin, M. J.; Clapp, A. C.; Gundersen, J. O.; Hagmann, C. A.; Hristov, V. V.; Lange, A. E.; Lim, M. A.; Lubin, P. M.; Mauskopf, P. D.; Meinhold, P. R.
1994-01-01
We present results from a four-frequency observation of a 6 deg x 0.6 deg strip of the sky centered near the star Gamma Ursae Minoris (GUM) during the fourth flight of the Millimeter-wave Anistropy experiment(MAX). The observation was made with a 1.4 deg peak-to-peak sinusoidal chop in all bands. The FWHM beam sizes were 0.55 deg +/- 0.05 deg at 3.5 per cm and 0.75 deg +/- 0.05 deg at 6, 9, and 14 per cm. During this observation significant correlated structure was observed at 3.5, 6 and 9 per cm with amplitudes similar to those observed in the GUM region during the second and third fligts of MAX. The frequency spectrum is consistent with cosmic microwave background (CMB) and inconsistent with thermal emission from interstellar dust. The extrapolated amplitudes of synchrotron and free-free emission are too small to account for the amplitude of the observed structure, If all of the structure is attributed to CMB anisotropy with a Gaussian autocorrelation function and a coherence angle of 25 min, then the most probable values of delta T/T(sub CMB) in the 3.5, 6 and 9 per cm bads are (4.3 +2.7/-1.6) x 10(exp -5), 2.8 (+4.3/-1/1) x 10(exp -5), and 3.5 (+3.0/-1.6) x 10(exp -5) (95% confidence upper and lower limits), respectively.
NASA Astrophysics Data System (ADS)
Julià, Jordi; Schimmel, Martin; Cedraz, Victória
2017-04-01
Reflected-wave interferometry relies on the recording of transient seismic signals from random wavefields located beneath recording stations. Under vertical incidence, the recordings contain the full transmission response, which includes the direct wave as well as multiple reverberations from seismic discontinuities located between the wavefields and the receiver. It has been shown that, under those assumptions, the reflection response of the medium can be recovered from the autocorrelation function (ACF) of the transmission response at a given receiver, as if the wavefields had originated themselves at the free surface. This passive approach to seismic reflection profiling has the obvious advantage of being low-cost and non-invasive when compared to its active-source counterpart, and it has been successfully utilized in other sedimentary basins worldwide. In this paper we evaluate the ability of the autocorrelation of ambient seismic noise recorded in the Parnaíba basin - a large Paleozoic basin in NE Brazil - to recover the reflection response of the basin. The dataset was acquired by the Universidade Federal do Rio Grande do Norte during 2015 and 2016 under the Parnaíba Basin Analysis Project (PBAP), a multi-disciplinary and multi-institutional effort funded by BP Energy do Brasil aimed at improving our current understanding of the architecture of this cratonic basin. The dataset consists of about 1 year of continuous ground motion data from 10 short-period, 3-component stations located in the central portion of the basin. The stations were co-located with an existing (active-source) seismic reflection profile that was shot in 2012, making a linear array of about 100 km in aperture and about 10 km inter-station spacing. To develop the autocorrelation at a given station we considered the vertical component of ground motion only, which should result in the P-wave response. The vertical recordings were first split into 10 min-long windows, demeaned, de-trended, re-sampled, and band-pass filtered between 8 and 16 Hz before autocorrelation, and then stacked with phase-weighting to enhance coherency of the retrieved signal. The ACFs show coherent signal is recovered at lag times between 0.5 and 2 s, which we interpret as P- and S-wave energy reflected on top of an intra-sedimentary discontinuity. Our results are consistent, to first-order, with a previously developed active-source reflection response of the basin.
Tables Of Gaussian-Type Orbital Basis Functions
NASA Technical Reports Server (NTRS)
Partridge, Harry
1992-01-01
NASA technical memorandum contains tables of estimated Hartree-Fock wave functions for atoms lithium through neon and potassium through krypton. Sets contain optimized Gaussian-type orbital exponents and coefficients, and near Hartree-Fock quality. Orbital exponents optimized by minimizing restricted Hartree-Fock energy via scaled Newton-Raphson scheme in which Hessian evaluated numerically by use of analytically determined gradients.
Complete stability of delayed recurrent neural networks with Gaussian activation functions.
Liu, Peng; Zeng, Zhigang; Wang, Jun
2017-01-01
This paper addresses the complete stability of delayed recurrent neural networks with Gaussian activation functions. By means of the geometrical properties of Gaussian function and algebraic properties of nonsingular M-matrix, some sufficient conditions are obtained to ensure that for an n-neuron neural network, there are exactly 3 k equilibrium points with 0≤k≤n, among which 2 k and 3 k -2 k equilibrium points are locally exponentially stable and unstable, respectively. Moreover, it concludes that all the states converge to one of the equilibrium points; i.e., the neural networks are completely stable. The derived conditions herein can be easily tested. Finally, a numerical example is given to illustrate the theoretical results. Copyright © 2016 Elsevier Ltd. All rights reserved.
Operational quantification of continuous-variable correlations.
Rodó, Carles; Adesso, Gerardo; Sanpera, Anna
2008-03-21
We quantify correlations (quantum and/or classical) between two continuous-variable modes as the maximal number of correlated bits extracted via local quadrature measurements. On Gaussian states, such "bit quadrature correlations" majorize entanglement, reducing to an entanglement monotone for pure states. For non-Gaussian states, such as photonic Bell states, photon-subtracted states, and mixtures of Gaussian states, the bit correlations are shown to be a monotonic function of the negativity. This quantification yields a feasible, operational way to measure non-Gaussian entanglement in current experiments by means of direct homodyne detection, without a complete state tomography.
Gaussian Mixture Model of Heart Rate Variability
Costa, Tommaso; Boccignone, Giuseppe; Ferraro, Mario
2012-01-01
Heart rate variability (HRV) is an important measure of sympathetic and parasympathetic functions of the autonomic nervous system and a key indicator of cardiovascular condition. This paper proposes a novel method to investigate HRV, namely by modelling it as a linear combination of Gaussians. Results show that three Gaussians are enough to describe the stationary statistics of heart variability and to provide a straightforward interpretation of the HRV power spectrum. Comparisons have been made also with synthetic data generated from different physiologically based models showing the plausibility of the Gaussian mixture parameters. PMID:22666386
Study of trabecular bone microstructure using spatial autocorrelation analysis
NASA Astrophysics Data System (ADS)
Wald, Michael J.; Vasilic, Branimir; Saha, Punam K.; Wehrli, Felix W.
2005-04-01
The spatial autocorrelation analysis method represents a powerful, new approach to quantitative characterization of structurally quasi-periodic anisotropic materials such as trabecular bone (TB). The method is applicable to grayscale images and thus does not require any preprocessing, such as segmentation which is difficult to achieve in the limited resolution regime of in vivo imaging. The 3D autocorrelation function (ACF) can be efficiently calculated using the Fourier transform. The resulting trabecular thickness and spacing measurements are robust to the presence of noise and produce values within the expected range as determined by other methods from μCT and μMRI datasets. TB features found from the ACF are shown to correlate well with those determined by the Fuzzy Distance transform (FDT) in the transverse plane, i.e. the plane orthogonal to bone"s major axis. The method is further shown to be applicable to in-vivo μMRI data. Using the ACF, we examine data acquired in a previous study aimed at evaluating the structural implications of male hypogonadism characterized by testosterone deficiency and reduced bone mass. Specifically, we consider the hypothesis that eugonadal and hypogonadal men differ in the anisotropy of their trabecular networks. The analysis indicates a significant difference in trabecular bone thickness and longitudinal spacing between the control group and the testosterone deficient group. We conclude that spatial autocorrelation analysis is able to characterize the 3D structure and anisotropy of trabecular bone and provides new insight into the structural changes associated with osteoporotic trabecular bone loss.
Old document image segmentation using the autocorrelation function and multiresolution analysis
NASA Astrophysics Data System (ADS)
Mehri, Maroua; Gomez-Krämer, Petra; Héroux, Pierre; Mullot, Rémy
2013-01-01
Recent progress in the digitization of heterogeneous collections of ancient documents has rekindled new challenges in information retrieval in digital libraries and document layout analysis. Therefore, in order to control the quality of historical document image digitization and to meet the need of a characterization of their content using intermediate level metadata (between image and document structure), we propose a fast automatic layout segmentation of old document images based on five descriptors. Those descriptors, based on the autocorrelation function, are obtained by multiresolution analysis and used afterwards in a specific clustering method. The method proposed in this article has the advantage that it is performed without any hypothesis on the document structure, either about the document model (physical structure), or the typographical parameters (logical structure). It is also parameter-free since it automatically adapts to the image content. In this paper, firstly, we detail our proposal to characterize the content of old documents by extracting the autocorrelation features in the different areas of a page and at several resolutions. Then, we show that is possible to automatically find the homogeneous regions defined by similar indices of autocorrelation without knowledge about the number of clusters using adapted hierarchical ascendant classification and consensus clustering approaches. To assess our method, we apply our algorithm on 316 old document images, which encompass six centuries (1200-1900) of French history, in order to demonstrate the performance of our proposal in terms of segmentation and characterization of heterogeneous corpus content. Moreover, we define a new evaluation metric, the homogeneity measure, which aims at evaluating the segmentation and characterization accuracy of our methodology. We find a 85% of mean homogeneity accuracy. Those results help to represent a document by a hierarchy of layout structure and content, and to define one or more signatures for each page, on the basis of a hierarchical representation of homogeneous blocks and their topology.
Structure of the North Anatolian Fault Zone from the Autocorrelation of Ambient Seismic Noise
NASA Astrophysics Data System (ADS)
Taylor, George; Rost, Sebastian; Houseman, Gregory
2016-04-01
In recent years the technique of cross-correlating the ambient seismic noise wavefield at two seismometers to reconstruct empirical Green's Functions for the determination of Earth structure has been a powerful tool to study the Earth's interior without earthquakes or man-made sources. However, far less attention has been paid to using auto-correlations of seismic noise to reveal body wave reflections from interfaces in the subsurface. In principle, the Green's functions thus derived should be comparable to the Earth's impulse response to a co-located source and receiver. We use data from a dense seismic array (Dense Array for Northern Anatolia - DANA) deployed across the northern branch of the North Anatolian Fault Zone (NAFZ) in the region of the 1999 magnitude 7.6 Izmit earthquake in western Turkey. The NAFZ is a major strike-slip system that extends ~1200 km across northern Turkey and continues to pose a high level of seismic hazard, in particular to the mega-city of Istanbul. We construct body wave images for the entire crust and the shallow upper mantle over the ~35 km by 70 km footprint of the 70-station DANA array. Using autocorrelations of the vertical component of ground motion, P-wave reflections can be retrieved from the wavefield to constrain crustal structure. We show that clear P-wave reflections from the crust-mantle boundary (Moho) can be retrieved using the autocorrelation technique, indicating topography on the Moho on horizontal scales of less than 10 km. Offsets in crustal structure can be identified that seem to be correlated with the surface expression of the northern branch of the fault zone, indicating that the NAFZ reaches the upper mantle as a narrow structure. The southern branch has a less clear effect on crustal structure. We also see evidence of several discontinuities in the mid-crust in addition to an upper mantle reflector that we interpret to represent the Hales discontinuity.
Gaussian Finite Element Method for Description of Underwater Sound Diffraction
NASA Astrophysics Data System (ADS)
Huang, Dehua
A new method for solving diffraction problems is presented in this dissertation. It is based on the use of Gaussian diffraction theory. The Rayleigh integral is used to prove the core of Gaussian theory: the diffraction field of a Gaussian is described by a Gaussian function. The parabolic approximation used by previous authors is not necessary to this proof. Comparison of the Gaussian beam expansion and Fourier series expansion reveals that the Gaussian expansion is a more general and more powerful technique. The method combines the Gaussian beam superposition technique (Wen and Breazeale, J. Acoust. Soc. Am. 83, 1752-1756 (1988)) and the Finite element solution to the parabolic equation (Huang, J. Acoust. Soc. Am. 84, 1405-1413 (1988)). Computer modeling shows that the new method is capable of solving for the sound field even in an inhomogeneous medium, whether the source is a Gaussian source or a distributed source. It can be used for horizontally layered interfaces or irregular interfaces. Calculated results are compared with experimental results by use of a recently designed and improved Gaussian transducer in a laboratory water tank. In addition, the power of the Gaussian Finite element method is demonstrated by comparing numerical results with experimental results from use of a piston transducer in a water tank.
Flexible link functions in nonparametric binary regression with Gaussian process priors.
Li, Dan; Wang, Xia; Lin, Lizhen; Dey, Dipak K
2016-09-01
In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. © 2015, The International Biometric Society.
Flexible Link Functions in Nonparametric Binary Regression with Gaussian Process Priors
Li, Dan; Lin, Lizhen; Dey, Dipak K.
2015-01-01
Summary In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. PMID:26686333
Fitted Hanbury-Brown Twiss radii versus space-time variances in flow-dominated models
NASA Astrophysics Data System (ADS)
Frodermann, Evan; Heinz, Ulrich; Lisa, Michael Annan
2006-04-01
The inability of otherwise successful dynamical models to reproduce the Hanbury-Brown Twiss (HBT) radii extracted from two-particle correlations measured at the Relativistic Heavy Ion Collider (RHIC) is known as the RHIC HBT Puzzle. Most comparisons between models and experiment exploit the fact that for Gaussian sources the HBT radii agree with certain combinations of the space-time widths of the source that can be directly computed from the emission function without having to evaluate, at significant expense, the two-particle correlation function. We here study the validity of this approach for realistic emission function models, some of which exhibit significant deviations from simple Gaussian behavior. By Fourier transforming the emission function, we compute the two-particle correlation function, and fit it with a Gaussian to partially mimic the procedure used for measured correlation functions. We describe a novel algorithm to perform this Gaussian fit analytically. We find that for realistic hydrodynamic models the HBT radii extracted from this procedure agree better with the data than the values previously extracted from the space-time widths of the emission function. Although serious discrepancies between the calculated and the measured HBT radii remain, we show that a more apples-to-apples comparison of models with data can play an important role in any eventually successful theoretical description of RHIC HBT data.
Fitted Hanbury-Brown-Twiss radii versus space-time variances in flow-dominated models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Frodermann, Evan; Heinz, Ulrich; Lisa, Michael Annan
2006-04-15
The inability of otherwise successful dynamical models to reproduce the Hanbury-Brown-Twiss (HBT) radii extracted from two-particle correlations measured at the Relativistic Heavy Ion Collider (RHIC) is known as the RHIC HBT Puzzle. Most comparisons between models and experiment exploit the fact that for Gaussian sources the HBT radii agree with certain combinations of the space-time widths of the source that can be directly computed from the emission function without having to evaluate, at significant expense, the two-particle correlation function. We here study the validity of this approach for realistic emission function models, some of which exhibit significant deviations from simplemore » Gaussian behavior. By Fourier transforming the emission function, we compute the two-particle correlation function, and fit it with a Gaussian to partially mimic the procedure used for measured correlation functions. We describe a novel algorithm to perform this Gaussian fit analytically. We find that for realistic hydrodynamic models the HBT radii extracted from this procedure agree better with the data than the values previously extracted from the space-time widths of the emission function. Although serious discrepancies between the calculated and the measured HBT radii remain, we show that a more apples-to-apples comparison of models with data can play an important role in any eventually successful theoretical description of RHIC HBT data.« less
Gaussian-Beam Laser-Resonator Program
NASA Technical Reports Server (NTRS)
Cross, Patricia L.; Bair, Clayton H.; Barnes, Norman
1989-01-01
Gaussian Beam Laser Resonator Program models laser resonators by use of Gaussian-beam-propagation techniques. Used to determine radii of beams as functions of position in laser resonators. Algorithm used in program has three major components. First, ray-transfer matrix for laser resonator must be calculated. Next, initial parameters of beam calculated. Finally, propagation of beam through optical elements computed. Written in Microsoft FORTRAN (Version 4.01).
NASA Astrophysics Data System (ADS)
Kumar, Santosh
2015-11-01
We provide a proof to a recent conjecture by Forrester (2014 J. Phys. A: Math. Theor. 47 065202) regarding the algebraic and arithmetic structure of Meijer G-functions which appear in the expression for probability of all eigenvalues real for the product of two real Gaussian matrices. In the process we come across several interesting identities involving Meijer G-functions.
Precise Determination of the Absorption Maximum in Wide Bands
ERIC Educational Resources Information Center
Eriksson, Karl-Hugo; And Others
1977-01-01
A precise method of determining absorption maxima where Gaussian functions occur is described. The method is based on a logarithmic transformation of the Gaussian equation and is suited for a mini-computer. (MR)
NASA Astrophysics Data System (ADS)
Aghayari, M.; Pahlavani, P.; Bigdeli, B.
2017-09-01
Based on world health organization (WHO) report, driving incidents are counted as one of the eight initial reasons for death in the world. The purpose of this paper is to develop a method for regression on effective parameters of highway crashes. In the traditional methods, it was assumed that the data are completely independent and environment is homogenous while the crashes are spatial events which are occurring in geographic space and crashes have spatial data. Spatial data have spatial features such as spatial autocorrelation and spatial non-stationarity in a way working with them is going to be a bit difficult. The proposed method has implemented on a set of records of fatal crashes that have been occurred in highways connecting eight east states of US. This data have been recorded between the years 2007 and 2009. In this study, we have used GWR method with two Gaussian and Tricube kernels. The Number of casualties has been considered as dependent variable and number of persons in crash, road alignment, number of lanes, pavement type, surface condition, road fence, light condition, vehicle type, weather, drunk driver, speed limitation, harmful event, road profile, and junction type have been considered as explanatory variables according to previous studies in using GWR method. We have compered the results of implementation with OLS method. Results showed that R2 for OLS method is 0.0654 and for the proposed method is 0.9196 that implies the proposed GWR is better method for regression in rural highway crashes.
The Effects of City Streets on an Urban Disease Vector
Barbu, Corentin M.; Hong, Andrew; Manne, Jennifer M.; Small, Dylan S.; Quintanilla Calderón, Javier E.; Sethuraman, Karthik; Quispe-Machaca, Víctor; Ancca-Juárez, Jenny; Cornejo del Carpio, Juan G.; Málaga Chavez, Fernando S.; Náquira, César; Levy, Michael Z.
2013-01-01
With increasing urbanization vector-borne diseases are quickly developing in cities, and urban control strategies are needed. If streets are shown to be barriers to disease vectors, city blocks could be used as a convenient and relevant spatial unit of study and control. Unfortunately, existing spatial analysis tools do not allow for assessment of the impact of an urban grid on the presence of disease agents. Here, we first propose a method to test for the significance of the impact of streets on vector infestation based on a decomposition of Moran's spatial autocorrelation index; and second, develop a Gaussian Field Latent Class model to finely describe the effect of streets while controlling for cofactors and imperfect detection of vectors. We apply these methods to cross-sectional data of infestation by the Chagas disease vector Triatoma infestans in the city of Arequipa, Peru. Our Moran's decomposition test reveals that the distribution of T. infestans in this urban environment is significantly constrained by streets (p<0.05). With the Gaussian Field Latent Class model we confirm that streets provide a barrier against infestation and further show that greater than 90% of the spatial component of the probability of vector presence is explained by the correlation among houses within city blocks. The city block is thus likely to be an appropriate spatial unit to describe and control T. infestans in an urban context. Characteristics of the urban grid can influence the spatial dynamics of vector borne disease and should be considered when designing public health policies. PMID:23341756
Holographic Measurements of Fuel Droplet Diffusion in Isotropic Turbulence
NASA Astrophysics Data System (ADS)
Gopalan, Balaji
2005-11-01
High-speed digital holographic cinematography was used to investigate the diffusion of slightly buoyant fuel droplets in locally isotropic turbulence. High turbulence levels with a weak mean velocity was generated at the center of a tank by four rotating grids. 0.3-1.5mm droplets were injected here and tracked using in-line holography. To obtain all three components of velocity, we simultaneously recorded holograms of the central 37x37x37 mm^3 volume from two perpendicular directions. These were numerically reconstructed to provide focused images of the droplets. An automated code was developed to identify the 3-D droplet trajectories from the two views, and then calculate time series of their velocity. After subtracting the local mean fluid velocity, the time series were used to obtain the 3-D Lagrangian autocorrelation function of droplet velocity. Averaging over many trajectories provided the autocorrelation functions as a function of direction and droplet sizes. As expected, the correlation was higher in the vertical direction due to the effect of gravity. Data analysis is still in progress.
NASA Astrophysics Data System (ADS)
Ghannad, Z.; Hakimi Pajouh, H.
2017-12-01
In this work, the motion of a dust particle under the influence of the random force due to dust charge fluctuations is considered as a non-Markovian stochastic process. Memory effects in the velocity process of the dust particle are studied. A model is developed based on the fractional Langevin equation for the motion of the dust grain. The fluctuation-dissipation theorem for the dust grain is derived from this equation. The mean-square displacement and the velocity autocorrelation function of the dust particle are obtained in terms of the Mittag-Leffler functions. Their asymptotic behavior and the dust particle temperature due to charge fluctuations are studied in the long-time limit. As an interesting result, it is found that the presence of memory effects in the velocity process of the dust particle as a non-Markovian process can cause an anomalous diffusion in dusty plasmas. In this case, the velocity autocorrelation function of the dust particle has a power-law decay like t - α - 2, where the exponent α take values 0 < α < 1.
On the numbers of images of two stochastic gravitational lensing models
NASA Astrophysics Data System (ADS)
Wei, Ang
2017-02-01
We study two gravitational lensing models with Gaussian randomness: the continuous mass fluctuation model and the floating black hole model. The lens equations of these models are related to certain random harmonic functions. Using Rice's formula and Gaussian techniques, we obtain the expected numbers of zeros of these functions, which indicate the amounts of images in the corresponding lens systems.
USDA-ARS?s Scientific Manuscript database
A methodology is presented to characterize complex protein assembly pathways by fluorescence correlation spectroscopy. We have derived the total autocorrelation function describing the behavior of mixtures of labeled and unlabeled protein under equilibrium conditions. Our modeling approach allows us...
Statistical characteristics of MST radar echoes and its interpretation
NASA Technical Reports Server (NTRS)
Woodman, Ronald F.
1989-01-01
Two concepts of fundamental importance are reviewed: the autocorrelation function and the frequency power spectrum. In addition, some turbulence concepts, the relationship between radar signals and atmospheric medium statistics, partial reflection, and the characteristics of noise and clutter interference are discussed.
Pattern, growth, and aging in aggregation kinetics of a Vicsek-like active matter model
NASA Astrophysics Data System (ADS)
Das, Subir K.
2017-01-01
Via molecular dynamics simulations, we study kinetics in a Vicsek-like phase-separating active matter model. Quantitative results, for isotropic bicontinuous pattern, are presented on the structure, growth, and aging. These are obtained via the two-point equal-time density-density correlation function, the average domain length, and the two-time density autocorrelation function. Both the correlation functions exhibit basic scaling properties, implying self-similarity in the pattern dynamics, for which the average domain size exhibits a power-law growth in time. The equal-time correlation has a short distance behavior that provides reasonable agreement between the corresponding structure factor tail and the Porod law. The autocorrelation decay is a power-law in the average domain size. Apart from these basic similarities, the overall quantitative behavior of the above-mentioned observables is found to be vastly different from those of the corresponding passive limit of the model which also undergoes phase separation. The functional forms of these have been quantified. An exceptionally rapid growth in the active system occurs due to fast coherent motion of the particles, mean-squared-displacements of which exhibit multiple scaling regimes, including a long time ballistic one.
Time-scale effects on the gain-loss asymmetry in stock indices
NASA Astrophysics Data System (ADS)
Sándor, Bulcsú; Simonsen, Ingve; Nagy, Bálint Zsolt; Néda, Zoltán
2016-08-01
The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over 2 % , and it is the result of the non-Pearson-type autocorrelations in the index. These non-Pearson-type correlations can be viewed also as functionally dependent daily volatilities, extending for a finite time interval. A generalized time-window shuffling method is used to show the existence of such autocorrelations. Their characteristic time scale proves to be smaller (less than 25 trading days) than what was previously believed. It is also found that this characteristic time scale has decreased with the appearance of program trading in the stock market transactions. Connections with the leverage effect are also established.
Willis, R T; Becerra, F E; Orozco, L A; Rolston, S L
2011-07-18
We present measurements of the polarization correlation and photon statistics of photon pairs that emerge from a laser-pumped warm rubidium vapor cell. The photon pairs occur at 780 nm and 1367 nm and are polarization entangled. We measure the autocorrelation of each of the generated fields as well as the cross-correlation function, and observe a strong violation of the two-beam Cauchy-Schwartz inequality. We evaluate the performance of the system as source of heralded single photons at a telecommunication wavelength. We measure the heralded autocorrelation and see that coincidences are suppressed by a factor of ≈ 20 from a Poissonian source at a generation rate of 1500 s(-1), a heralding efficiency of 10%, and a narrow spectral width.
NASA Astrophysics Data System (ADS)
Marlowe, Robert Lloyd
The dynamic light scattering technique of photon correlation spectroscopy has been used to investigate the dependence of the mutual diffusion coefficient of a macromolecular system upon concentration. The first part of the research was devoted to the design and construction of a single-clipping autocorrelator based on newly-developed integrated circuits. The resulting 128 channel instrument can perform real time autocorrelation for sample time intervals >(, )10 (mu)s, and batch processed autocorrelation for intervals down to 3 (mu)s. An improved design for a newer, all-digital autocorrelator is given. Homodyne light scattering experiments were then undertaken on monodisperse solutions of polystyrene spheres. The single-mode TEM(,oo) beam of an argon-ion laser ((lamda) = 5145 (ANGSTROM)) was used as the light source; all solutions were studied at room temperature. The scattering angle was varied from 30(DEGREES) to 110(DEGREES). Excellent agreement with the manufacturer's specification for the particle size was obtained from the photon correlation studies. Finally, aqueous solutions of the globular protein ovalbumin, ranging in concentration from 18.9 to 244.3 mg/ml, were illuminated under the same conditions of temperature and wavelength as before; the homodyne scattered light was detected at a fixed scattering angle of 30(DEGREES). The single-clipped photocount autocorrelation function was analyzed using the homodyne exponential integral method of Meneely et al. The resulting diffusion coefficients showed a general linear dependence upon concentration, as predicted by the generalized Stokes-Einstein equation. However, a clear peak in the data was evident at c (TURNEQ) 100 mg/ml, which could not be explained on the basis of a non -interacting particle theory. A semi-quantitative approach based on the Debye-Huckel theory of electrostatic interactions is suggested as the probable cause for the peak's rise, and an excluded volume effect for its decline.
Synthesis and analysis of discriminators under influence of broadband non-Gaussian noise
NASA Astrophysics Data System (ADS)
Artyushenko, V. M.; Volovach, V. I.
2018-01-01
We considered the problems of the synthesis and analysis of discriminators, when the useful signal is exposed to non-Gaussian additive broadband noise. It is shown that in this case, the discriminator of the tracking meter should contain the nonlinear transformation unit, the characteristics of which are determined by the Fisher information relative to the probability density function of the mixture of non-Gaussian broadband noise and mismatch errors. The parameters of the discriminatory and phase characteristics of the discriminators working under the above conditions are obtained. It is shown that the efficiency of non-linear processing depends on the ratio of power of FM noise to the power of Gaussian noise. The analysis of the information loss of signal transformation caused by the linear section of discriminatory characteristics of the unit of nonlinear transformations of the discriminator is carried out. It is shown that the average slope of the nonlinear transformation characteristic is determined by the Fisher information relative to the probability density function of the mixture of non-Gaussian noise and mismatch errors.
ASSESSMENT OF SPATIAL AUTOCORRELATION IN EMPIRICAL MODELS IN ECOLOGY
Statistically assessing ecological models is inherently difficult because data are autocorrelated and this autocorrelation varies in an unknown fashion. At a simple level, the linking of a single species to a habitat type is a straightforward analysis. With some investigation int...
Weighted Feature Gaussian Kernel SVM for Emotion Recognition
Jia, Qingxuan
2016-01-01
Emotion recognition with weighted feature based on facial expression is a challenging research topic and has attracted great attention in the past few years. This paper presents a novel method, utilizing subregion recognition rate to weight kernel function. First, we divide the facial expression image into some uniform subregions and calculate corresponding recognition rate and weight. Then, we get a weighted feature Gaussian kernel function and construct a classifier based on Support Vector Machine (SVM). At last, the experimental results suggest that the approach based on weighted feature Gaussian kernel function has good performance on the correct rate in emotion recognition. The experiments on the extended Cohn-Kanade (CK+) dataset show that our method has achieved encouraging recognition results compared to the state-of-the-art methods. PMID:27807443
On Nonlinear Functionals of Random Spherical Eigenfunctions
NASA Astrophysics Data System (ADS)
Marinucci, Domenico; Wigman, Igor
2014-05-01
We prove central limit theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combines asymptotic analysis of higher order moments for Legendre polynomials and, in addition, recent results on Malliavin calculus and total variation bounds for Gaussian subordinated fields. We discuss applications to geometric functionals like the defect and invariant statistics, e.g., polyspectra of isotropic spherical random fields. Both of these have relevance for applications, especially in an astrophysical environment.
NASA Astrophysics Data System (ADS)
Han, Qun; Xu, Wei; Sun, Jian-Qiao
2016-09-01
The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.
Video Shot Boundary Detection Using QR-Decomposition and Gaussian Transition Detection
NASA Astrophysics Data System (ADS)
Amiri, Ali; Fathy, Mahmood
2010-12-01
This article explores the problem of video shot boundary detection and examines a novel shot boundary detection algorithm by using QR-decomposition and modeling of gradual transitions by Gaussian functions. Specifically, the authors attend to the challenges of detecting gradual shots and extracting appropriate spatiotemporal features that affect the ability of algorithms to efficiently detect shot boundaries. The algorithm utilizes the properties of QR-decomposition and extracts a block-wise probability function that illustrates the probability of video frames to be in shot transitions. The probability function has abrupt changes in hard cut transitions, and semi-Gaussian behavior in gradual transitions. The algorithm detects these transitions by analyzing the probability function. Finally, we will report the results of the experiments using large-scale test sets provided by the TRECVID 2006, which has assessments for hard cut and gradual shot boundary detection. These results confirm the high performance of the proposed algorithm.
NASA Astrophysics Data System (ADS)
Durán-Flórez, F.; Caicedo, L. C.; Gonzalez, J. E.
2018-04-01
In quantum mechanics it is very difficult to obtain exact solutions, therefore, it is necessary to resort to tools and methods that facilitate the calculations of the solutions of these systems, one of these methods is the variational method that consists in proposing a wave function that depend on several parameters that are adjusted to get close to the exact solution. Authors in the past have performed calculations applying this method using exponential and Gaussian orbital functions with linear and quadratic correlation factors. In this paper, a Gaussian function with a linear correlation factor is proposed, for the calculation of the binding energy of an impurity D ‑ centered on a quantum dot of radius r, the Gaussian function is dependent on the radius of the quantum dot.
NASA Astrophysics Data System (ADS)
Ponomarev, Artem; Sundaresan, Alamelu; Kim, Angela; Vazquez, Marcelo E.; Guida, Peter; Kim, Myung-Hee; Cucinotta, Francis A.
A 3D Monte Carlo model of radiation transport in matter is applied to study the effect of heavy ion radiation on human neuronal cells. Central nervous system effects, including cognitive impairment, are suspected from the heavy ion component of galactic cosmic radiation (GCR) during space missions. The model can count, for instance, the number of direct hits from ions, which will have the most affect on the cells. For comparison, the remote hits, which are received through δ-rays from the projectile traversing space outside the volume of the cell, are also simulated and their contribution is estimated. To simulate tissue effects from irradiation, cellular matrices of neuronal cells, which were derived from confocal microscopy, were simulated in our model. To produce this realistic model of the brain tissue, image segmentation was used to identify cells in the images of cells cultures. The segmented cells were inserted pixel by pixel into the modeled physical space, which represents a volume of interacting cells with periodic boundary conditions (PBCs). PBCs were used to extrapolate the model results to the macroscopic tissue structures. Specific spatial patterns for cell apoptosis are expected from GCR, as heavy ions produce concentrated damage along their trajectories. The apoptotic cell patterns were modeled based on the action cross sections for apoptosis, which were estimated from the available experimental data. The cell patterns were characterized with an autocorrelation function, which values are higher for non-random cell patterns, and the values of the autocorrelation function were compared for X rays and Fe ion irradiations. The autocorrelation function indicates the directionality effects present in apoptotic neuronal cells from GCR.
Non-Gaussian probabilistic MEG source localisation based on kernel density estimation☆
Mohseni, Hamid R.; Kringelbach, Morten L.; Woolrich, Mark W.; Baker, Adam; Aziz, Tipu Z.; Probert-Smith, Penny
2014-01-01
There is strong evidence to suggest that data recorded from magnetoencephalography (MEG) follows a non-Gaussian distribution. However, existing standard methods for source localisation model the data using only second order statistics, and therefore use the inherent assumption of a Gaussian distribution. In this paper, we present a new general method for non-Gaussian source estimation of stationary signals for localising brain activity from MEG data. By providing a Bayesian formulation for MEG source localisation, we show that the source probability density function (pdf), which is not necessarily Gaussian, can be estimated using multivariate kernel density estimators. In the case of Gaussian data, the solution of the method is equivalent to that of widely used linearly constrained minimum variance (LCMV) beamformer. The method is also extended to handle data with highly correlated sources using the marginal distribution of the estimated joint distribution, which, in the case of Gaussian measurements, corresponds to the null-beamformer. The proposed non-Gaussian source localisation approach is shown to give better spatial estimates than the LCMV beamformer, both in simulations incorporating non-Gaussian signals, and in real MEG measurements of auditory and visual evoked responses, where the highly correlated sources are known to be difficult to estimate. PMID:24055702
Normal form decomposition for Gaussian-to-Gaussian superoperators
DOE Office of Scientific and Technical Information (OSTI.GOV)
De Palma, Giacomo; INFN, Pisa; Mari, Andrea
2015-05-15
In this paper, we explore the set of linear maps sending the set of quantum Gaussian states into itself. These maps are in general not positive, a feature which can be exploited as a test to check whether a given quantum state belongs to the convex hull of Gaussian states (if one of the considered maps sends it into a non-positive operator, the above state is certified not to belong to the set). Generalizing a result known to be valid under the assumption of complete positivity, we provide a characterization of these Gaussian-to-Gaussian (not necessarily positive) superoperators in terms ofmore » their action on the characteristic function of the inputs. For the special case of one-mode mappings, we also show that any Gaussian-to-Gaussian superoperator can be expressed as a concatenation of a phase-space dilatation, followed by the action of a completely positive Gaussian channel, possibly composed with a transposition. While a similar decomposition is shown to fail in the multi-mode scenario, we prove that it still holds at least under the further hypothesis of homogeneous action on the covariance matrix.« less
Axial acoustic radiation force on a sphere in Gaussian field
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu, Rongrong; Liu, Xiaozhou, E-mail: xzliu@nju.edu.cn; Gong, Xiufen
2015-10-28
Based on the finite series method, the acoustical radiation force resulting from a Gaussian beam incident on a spherical object is investigated analytically. When the position of the particles deviating from the center of the beam, the Gaussian beam is expanded as a spherical function at the center of the particles and the expanded coefficients of the Gaussian beam is calculated. The analytical expression of the acoustic radiation force on spherical particles deviating from the Gaussian beam center is deduced. The acoustic radiation force affected by the acoustic frequency and the offset distance from the Gaussian beam center is investigated.more » Results have been presented for Gaussian beams with different wavelengths and it has been shown that the interaction of a Gaussian beam with a sphere can result in attractive axial force under specific operational conditions. Results indicate the capability of manipulating and separating spherical spheres based on their mechanical and acoustical properties, the results provided here may provide a theoretical basis for development of single-beam acoustical tweezers.« less
NASA Astrophysics Data System (ADS)
Eyyuboğlu, Halil T.; Baykal, Yahya; Çil, Celal Z.; Korotkova, Olga; Cai, Yangjian
2010-02-01
In this paper we review our work done in the evaluations of the root mean square (rms) beam wander characteristics of the flat-topped, dark hollow, cos-and cosh Gaussian, J0-Bessel Gaussian and the I0-Bessel Gaussian beams in atmospheric turbulence. Our formulation is based on the wave-treatment approach, where not only the beam sizes but the source beam profiles are taken into account as well. In this approach the first and the second statistical moments are obtained from the Rytov series under weak atmospheric turbulence conditions and the beam size are determined as a function of the propagation distance. It is found that after propagating in atmospheric turbulence, under certain conditions, the collimated flat-topped, dark hollow, cos- and cosh Gaussian, J0-Bessel Gaussian and the I0-Bessel Gaussian beams have smaller rms beam wander compared to that of the Gaussian beam. The beam wander of these beams are analyzed against the propagation distance, source spot sizes, and against specific beam parameters related to the individual beam such as the relative amplitude factors of the constituent beams, the flatness parameters, the beam orders, the displacement parameters, the width parameters, and are compared against the corresponding Gaussian beam.
Intrinsic autocorrelation time of picoseconds for thermal noise in water.
Zhu, Zhi; Sheng, Nan; Wan, Rongzheng; Fang, Haiping
2014-10-02
Whether thermal noise is colored or white is of fundamental importance. In conventional theory, thermal noise is usually treated as white noise so that there are no directional transportations in the asymmetrical systems without external inputs, since only the colored fluctuations with appropriate autocorrelation time length can lead to directional transportations in the asymmetrical systems. Here, on the basis of molecular dynamics simulations, we show that the autocorrelation time length of thermal noise in water is ~10 ps at room temperature, which indicates that thermal noise is not white in the molecular scale while thermal noise can be reasonably assumed as white in macro- and meso-scale systems. The autocorrelation time length of thermal noise is intrinsic, since the value is almost unchanged for different temperature coupling methods. Interestingly, the autocorrelation time of thermal noise is correlated with the lifetime of hydrogen bonds, suggesting that the finite autocorrelation time length of thermal noise mainly comes from the finite lifetime of the interactions between neighboring water molecules.
Mean intensity of the fundamental Bessel-Gaussian beam in turbulent atmosphere
NASA Astrophysics Data System (ADS)
Lukin, Igor P.
2017-11-01
In the given article mean intensity of a fundamental Bessel-Gaussian optical beam in turbulent atmosphere is studied. The problem analysis is based on the solution of the equation for the transverse second-order mutual coherence function of a fundamental Bessel-Gaussian beam of optical radiation. Distributions of mean intensity of a fundamental Bessel- Gaussian beam optical beam in longitudinal and transverse to a direction of propagation of optical radiation are investigated in detail. Influence of atmospheric turbulence on change of radius of the central part of a Bessel optical beam is estimated. Values of parameters at which it is possible to generate in turbulent atmosphere a nondiffracting pseudo-Bessel optical beam by means of a fundamental Bessel-Gaussian optical beam are established.
Wear, Keith A
2002-11-01
For a wide range of applications in medical ultrasound, power spectra of received signals are approximately Gaussian. It has been established previously that an ultrasound beam with a Gaussian spectrum propagating through a medium with linear attenuation remains Gaussian. In this paper, Gaussian transformations are derived to model the effects of scattering (according to a power law, as is commonly applicable in soft tissues, especially over limited frequency ranges) and gating (with a Hamming window, a commonly used gate function). These approximations are shown to be quite accurate even for relatively broad band systems with fractional bandwidths approaching 100%. The theory is validated by experiments in phantoms consisting of glass particles suspended in agar.
Poly-Gaussian model of randomly rough surface in rarefied gas flow
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aksenova, Olga A.; Khalidov, Iskander A.
2014-12-09
Surface roughness is simulated by the model of non-Gaussian random process. Our results for the scattering of rarefied gas atoms from a rough surface using modified approach to the DSMC calculation of rarefied gas flow near a rough surface are developed and generalized applying the poly-Gaussian model representing probability density as the mixture of Gaussian densities. The transformation of the scattering function due to the roughness is characterized by the roughness operator. Simulating rough surface of the walls by the poly-Gaussian random field expressed as integrated Wiener process, we derive a representation of the roughness operator that can be appliedmore » in numerical DSMC methods as well as in analytical investigations.« less
Tests for Gaussianity of the MAXIMA-1 cosmic microwave background map.
Wu, J H; Balbi, A; Borrill, J; Ferreira, P G; Hanany, S; Jaffe, A H; Lee, A T; Rabii, B; Richards, P L; Smoot, G F; Stompor, R; Winant, C D
2001-12-17
Gaussianity of the cosmological perturbations is one of the key predictions of standard inflation, but it is violated by other models of structure formation such as cosmic defects. We present the first test of the Gaussianity of the cosmic microwave background (CMB) on subdegree angular scales, where deviations from Gaussianity are most likely to occur. We apply the methods of moments, cumulants, the Kolmogorov test, the chi(2) test, and Minkowski functionals in eigen, real, Wiener-filtered, and signal-whitened spaces, to the MAXIMA-1 CMB anisotropy data. We find that the data, which probe angular scales between 10 arcmin and 5 deg, are consistent with Gaussianity. These results show consistency with the standard inflation and place constraints on the existence of cosmic defects.
Principal Components of Recurrence Quantification Analysis of EMG
2001-10-25
Springer, 1981, pp. 366-381. 4. M. Fraser and H. L. Swinney, “ Independent coordinates for strange attractors from mutual information ,” Phys. Rev. A...autocorrelation function of s(n), although it has also been argued that the first local minimum of the auto mutual information function is more appropriate [4...recordings from a given subject. T was taken as the lag corresponding to the first minimum of the auto mutual information function, calculated as
Model Identification of Integrated ARMA Processes
ERIC Educational Resources Information Center
Stadnytska, Tetiana; Braun, Simone; Werner, Joachim
2008-01-01
This article evaluates the Smallest Canonical Correlation Method (SCAN) and the Extended Sample Autocorrelation Function (ESACF), automated methods for the Autoregressive Integrated Moving-Average (ARIMA) model selection commonly available in current versions of SAS for Windows, as identification tools for integrated processes. SCAN and ESACF can…
Matrix elements of explicitly correlated Gaussian basis functions with arbitrary angular momentum
DOE Office of Scientific and Technical Information (OSTI.GOV)
Joyce, Tennesse; Varga, Kálmán
2016-05-14
A new algorithm for calculating the Hamiltonian matrix elements with all-electron explicitly correlated Gaussian functions for quantum-mechanical calculations of atoms with arbitrary angular momentum is presented. The calculations are checked on several excited states of three and four electron systems. The presented formalism can be used as unified framework for high accuracy calculations of properties of small atoms and molecules.
Wang, Tao; Wang, Xinwei; Luo, Zhongyang; Cen, Kefa
2008-08-01
In this work, extensive equilibrium molecular dynamics simulations are conducted to explore the physics behind the oscillation of pressure tensor autocorrelation function (PTACF) for nanocolloidal dispersions, which leads to strong instability in viscosity calculation. By reducing the particle size and density, we find the intensity of the oscillation decreases while the frequency of the oscillation becomes higher. Careful analysis of the relationship between the oscillation and nanoparticle characteristics reveals that the stress wave scattering/reflection at the particle-liquid interface plays a critical role in PTACF oscillation while the Brownian motion/vibration of solid particles has little effect. Our modeling proves that it is practical to eliminate the PTACF oscillation through suppressing the acoustic mismatch at the solid-liquid interface by designing special nanoparticle materials. It is also found when the particle size is comparable with the wavelength of the stress wave, diffraction of stress wave happens at the interface. Such effect substantially reduces the PTACF oscillation and improves the stability of viscosity calculation.
Kuc, Roman
2018-04-01
This paper describes phase-sensitive and phase-insensitive processing of monaural echolocation waveforms to generate target maps. Composite waveforms containing both the emission and echoes are processed to estimate the target impulse response using an audible sonar. Phase-sensitive processing yields the composite signal envelope, while phase-insensitive processing that starts with the composite waveform power spectrum yields the envelope of the autocorrelation function. Analysis and experimental verification show that multiple echoes form an autocorrelation function that produces near-range phantom-reflector artifacts. These artifacts interfere with true target echoes when the first true echo occurs at a time that is less than the total duration of the target echoes. Initial comparison of phase-sensitive and phase-insensitive maps indicates that both display important target features, indicating that phase is not vital. A closer comparison illustrates the improved resolution of phase-sensitive processing, the near-range phantom-reflectors produced by phase-insensitive processing, and echo interference and multiple reflection artifacts that were independent of the processing.
On the origin of the soft X-ray background. [in cosmological observations
NASA Technical Reports Server (NTRS)
Wang, Q. D.; Mccray, Richard
1993-01-01
The angular autocorrelation function and spectrum of the soft X-ray background is studied below a discrete source detection limit, using two deep images from the Rosat X-ray satellite. The average spectral shape of pointlike sources, which account for 40 to 60 percent of the background intensity, is determined by using the autocorrelation function. The background spectrum, in the 0.5-0.9 keV band (M band), is decomposed into a pointlike source component characterized by a power law and a diffuse component represented by a two-temperature plasma. These pointlike sources cannot contribute more than 60 percent of the X-ray background intensity in the M band without exceeding the total observed flux in the R7 band. Spectral analysis has shown that the local soft diffuse component, although dominating the background intensity at energies not greater than 0.3 keV, contributes only a small fraction of the M band background intensity. The diffuse component may represent an important constituent of the interstellar or intergalactic medium.
Scaling analysis and model estimation of solar corona index
NASA Astrophysics Data System (ADS)
Ray, Samujjwal; Ray, Rajdeep; Khondekar, Mofazzal Hossain; Ghosh, Koushik
2018-04-01
A monthly average solar green coronal index time series for the period from January 1939 to December 2008 collected from NOAA (The National Oceanic and Atmospheric Administration) has been analysed in this paper in perspective of scaling analysis and modelling. Smoothed and de-noising have been done using suitable mother wavelet as a pre-requisite. The Finite Variance Scaling Method (FVSM), Higuchi method, rescaled range (R/S) and a generalized method have been applied to calculate the scaling exponents and fractal dimensions of the time series. Autocorrelation function (ACF) is used to find autoregressive (AR) process and Partial autocorrelation function (PACF) has been used to get the order of AR model. Finally a best fit model has been proposed using Yule-Walker Method with supporting results of goodness of fit and wavelet spectrum. The results reveal an anti-persistent, Short Range Dependent (SRD), self-similar property with signatures of non-causality, non-stationarity and nonlinearity in the data series. The model shows the best fit to the data under observation.
Cross-section fluctuations in chaotic scattering systems.
Ericson, Torleif E O; Dietz, Barbara; Richter, Achim
2016-10-01
Exact analytical expressions for the cross-section correlation functions of chaotic scattering systems have hitherto been derived only under special conditions. The objective of the present article is to provide expressions that are applicable beyond these restrictions. The derivation is based on a statistical model of Breit-Wigner type for chaotic scattering amplitudes which has been shown to describe the exact analytical results for the scattering (S)-matrix correlation functions accurately. Our results are given in the energy and in the time representations and apply in the whole range from isolated to overlapping resonances. The S-matrix contributions to the cross-section correlations are obtained in terms of explicit irreducible and reducible correlation functions. Consequently, the model can be used for a detailed exploration of the key features of the cross-section correlations and the underlying physical mechanisms. In the region of isolated resonances, the cross-section correlations contain a dominant contribution from the self-correlation term. For narrow states the self-correlations originate predominantly from widely spaced states with exceptionally large partial width. In the asymptotic region of well-overlapping resonances, the cross-section autocorrelation functions are given in terms of the S-matrix autocorrelation functions. For inelastic correlations, in particular, the Ericson fluctuations rapidly dominate in that region. Agreement with known analytical and experimental results is excellent.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Golub, R.; Rohm, Ryan M.; Swank, C. M.
2011-02-15
There is an extensive literature on magnetic-gradient-induced spin relaxation. Cates, Schaefer, and Happer, in a seminal publication, have solved the problem in the regime where diffusion theory (the Torrey equation) is applicable using an expansion of the density matrix in diffusion equation eigenfunctions and angular momentum tensors. McGregor has solved the problem in the same regime using a slightly more general formulation using the Redfield theory formulated in terms of the autocorrelation function of the fluctuating field seen by the spins and calculating the correlation functions using the diffusion-theory Green's function. The results of both calculations were shown to agreemore » for a special case. In the present work, we show that the eigenfunction expansion of the Torrey equation yields the expansion of the Green's function for the diffusion equation, thus showing the identity of this approach with that of the Redfield theory. The general solution can also be obtained directly from the Torrey equation for the density matrix. Thus, the physical content of the Redfield and Torrey approaches are identical. We then introduce a more general expression for the position autocorrelation function of particles moving in a closed cell, extending the range of applicability of the theory.« less
Effects of scale-dependent non-Gaussianity on cosmological structures
DOE Office of Scientific and Technical Information (OSTI.GOV)
LoVerde, Marilena; Miller, Amber; Shandera, Sarah
2008-04-15
The detection of primordial non-Gaussianity could provide a powerful means to test various inflationary scenarios. Although scale-invariant non-Gaussianity (often described by the f{sub NL} formalism) is currently best constrained by the CMB, single-field models with changing sound speed can have strongly scale-dependent non-Gaussianity. Such models could evade the CMB constraints but still have important effects at scales responsible for the formation of cosmological objects such as clusters and galaxies. We compute the effect of scale-dependent primordial non-Gaussianity on cluster number counts as a function of redshift, using a simple ansatz to model scale-dependent features. We forecast constraints on these modelsmore » achievable with forthcoming datasets. We also examine consequences for the galaxy bispectrum. Our results are relevant for the Dirac-Born-Infeld model of brane inflation, where the scale dependence of the non-Gaussianity is directly related to the geometry of the extra dimensions.« less
Kota, V K B; Chavda, N D; Sahu, R
2006-04-01
Interacting many-particle systems with a mean-field one-body part plus a chaos generating random two-body interaction having strength lambda exhibit Poisson to Gaussian orthogonal ensemble and Breit-Wigner (BW) to Gaussian transitions in level fluctuations and strength functions with transition points marked by lambda = lambda c and lambda = lambda F, respectively; lambda F > lambda c. For these systems a theory for the matrix elements of one-body transition operators is available, as valid in the Gaussian domain, with lambda > lambda F, in terms of orbital occupation numbers, level densities, and an integral involving a bivariate Gaussian in the initial and final energies. Here we show that, using a bivariate-t distribution, the theory extends below from the Gaussian regime to the BW regime up to lambda = lambda c. This is well tested in numerical calculations for 6 spinless fermions in 12 single-particle states.
Anomalous and non-Gaussian diffusion in Hertzian spheres
NASA Astrophysics Data System (ADS)
Ouyang, Wenze; Sun, Bin; Sun, Zhiwei; Xu, Shenghua
2018-09-01
By means of molecular dynamics simulations, we study the non-Gaussian diffusion in the fluid of Hertzian spheres. The time dependent non-Gaussian parameter, as an indicator of the dynamic heterogeneity, is increased with the increasing of temperature. When the temperature is high enough, the dynamic heterogeneity becomes very significant, and it seems counterintuitive that the maximum of non-Gaussian parameter and the position of its peak decrease monotonically with the increasing of density. By fitting the curves of self intermediate scattering function, we find that the character relaxation time τα is surprisingly not coupled with the time τmax where the non-Gaussian parameter reaches to a maximum. The intriguing features of non-Gaussian diffusion at high enough temperatures can be associated with the weakly correlated mean-field behavior of Hertzian spheres. Especially the time τmax is nearly inversely proportional to the density at extremely high temperatures.
Coherence degree of the fundamental Bessel-Gaussian beam in turbulent atmosphere
NASA Astrophysics Data System (ADS)
Lukin, Igor P.
2017-11-01
In this article the coherence of a fundamental Bessel-Gaussian optical beam in turbulent atmosphere is analyzed. The problem analysis is based on the solution of the equation for the transverse second-order mutual coherence function of a fundamental Bessel-Gaussian optical beam of optical radiation. The behavior of a coherence degree of a fundamental Bessel-Gaussian optical beam depending on parameters of an optical beam and characteristics of turbulent atmosphere is examined. It was revealed that at low levels of fluctuations in turbulent atmosphere the coherence degree of a fundamental Bessel-Gaussian optical beam has the characteristic oscillating appearance. At high levels of fluctuations in turbulent atmosphere the coherence degree of a fundamental Bessel-Gaussian optical beam is described by an one-scale decreasing curve which in process of increase of level of fluctuations on a line of formation of a laser beam becomes closer to the same characteristic of a spherical optical wave.
Coherence of the vortex Bessel-Gaussian beam in turbulent atmosphere
NASA Astrophysics Data System (ADS)
Lukin, Igor P.
2017-11-01
In this paper the theoretical research of coherent properties of the vortex Bessel-Gaussian optical beams propagating in turbulent atmosphere are developed. The approach to the analysis of this problem is based on the analytical solution of the equation for the transverse second-order mutual coherence function of a field of optical radiation. The behavior of integral scale of coherence degree of vortex Bessel-Gaussian optical beams depending on parameters of an optical beam and characteristics of turbulent atmosphere is particularly considered. It is shown that the integral scale of coherence degree of a vortex Bessel-Gaussian optical beam essentially depends on value of a topological charge of a vortex optical beam. With increase in a topological charge of a vortex Bessel-Gaussian optical beam the value of integral scale of coherence degree of a vortex Bessel-Gaussian optical beam are decreased.
NASA Astrophysics Data System (ADS)
Xiang, Yu; Xu, Buqing; Mišta, Ladislav; Tufarelli, Tommaso; He, Qiongyi; Adesso, Gerardo
2017-10-01
Einstein-Podolsky-Rosen (EPR) steering is an asymmetric form of correlations which is intermediate between quantum entanglement and Bell nonlocality, and can be exploited as a resource for quantum communication with one untrusted party. In particular, steering of continuous-variable Gaussian states has been extensively studied theoretically and experimentally, as a fundamental manifestation of the EPR paradox. While most of these studies focused on quadrature measurements for steering detection, two recent works revealed that there exist Gaussian states which are only steerable by suitable non-Gaussian measurements. In this paper we perform a systematic investigation of EPR steering of bipartite Gaussian states by pseudospin measurements, complementing and extending previous findings. We first derive the density-matrix elements of two-mode squeezed thermal Gaussian states in the Fock basis, which may be of independent interest. We then use such a representation to investigate steering of these states as detected by a simple nonlinear criterion, based on second moments of the correlation matrix constructed from pseudospin operators. This analysis reveals previously unexplored regimes where non-Gaussian measurements are shown to be more effective than Gaussian ones to witness steering of Gaussian states in the presence of local noise. We further consider an alternative set of pseudospin observables, whose expectation value can be expressed more compactly in terms of Wigner functions for all two-mode Gaussian states. However, according to the adopted criterion, these observables are found to be always less sensitive than conventional Gaussian observables for steering detection. Finally, we investigate continuous-variable Werner states, which are non-Gaussian mixtures of Gaussian states, and find that pseudospin measurements are always more effective than Gaussian ones to reveal their steerability. Our results provide useful insights on the role of non-Gaussian measurements in characterizing quantum correlations of Gaussian and non-Gaussian states of continuous-variable quantum systems.
NASA Astrophysics Data System (ADS)
Avendaño, Carlos G.; Reyes, Arturo
2017-03-01
We theoretically study the dispersion relation for axially propagating electromagnetic waves throughout a one-dimensional helical structure whose pitch and dielectric and magnetic properties are spatial random functions with specific statistical characteristics. In the system of coordinates rotating with the helix, by using a matrix formalism, we write the set of differential equations that governs the expected value of the electromagnetic field amplitudes and we obtain the corresponding dispersion relation. We show that the dispersion relation depends strongly on the noise intensity introduced in the system and the autocorrelation length. When the autocorrelation length increases at fixed fluctuation and when the fluctuation augments at fixed autocorrelation length, the band gap widens and the attenuation coefficient of electromagnetic waves propagating in the random medium gets larger. By virtue of the degeneracy in the imaginary part of the eigenvalues associated with the propagating modes, the random medium acts as a filter for circularly polarized electromagnetic waves, in which only the propagating backward circularly polarized wave can propagate with no attenuation. Our results are valid for any kind of dielectric and magnetic structures which possess a helical-like symmetry such as cholesteric and chiral smectic-C liquid crystals, structurally chiral materials, and stressed cholesteric elastomers.
Water Quality Sensing and Spatio-Temporal Monitoring Structure with Autocorrelation Kernel Methods.
Vizcaíno, Iván P; Carrera, Enrique V; Muñoz-Romero, Sergio; Cumbal, Luis H; Rojo-Álvarez, José Luis
2017-10-16
Pollution on water resources is usually analyzed with monitoring campaigns, which consist of programmed sampling, measurement, and recording of the most representative water quality parameters. These campaign measurements yields a non-uniform spatio-temporal sampled data structure to characterize complex dynamics phenomena. In this work, we propose an enhanced statistical interpolation method to provide water quality managers with statistically interpolated representations of spatial-temporal dynamics. Specifically, our proposal makes efficient use of the a priori available information of the quality parameter measurements through Support Vector Regression (SVR) based on Mercer's kernels. The methods are benchmarked against previously proposed methods in three segments of the Machángara River and one segment of the San Pedro River in Ecuador, and their different dynamics are shown by statistically interpolated spatial-temporal maps. The best interpolation performance in terms of mean absolute error was the SVR with Mercer's kernel given by either the Mahalanobis spatial-temporal covariance matrix or by the bivariate estimated autocorrelation function. In particular, the autocorrelation kernel provides with significant improvement of the estimation quality, consistently for all the six water quality variables, which points out the relevance of including a priori knowledge of the problem.
Water Quality Sensing and Spatio-Temporal Monitoring Structure with Autocorrelation Kernel Methods
Vizcaíno, Iván P.; Muñoz-Romero, Sergio; Cumbal, Luis H.
2017-01-01
Pollution on water resources is usually analyzed with monitoring campaigns, which consist of programmed sampling, measurement, and recording of the most representative water quality parameters. These campaign measurements yields a non-uniform spatio-temporal sampled data structure to characterize complex dynamics phenomena. In this work, we propose an enhanced statistical interpolation method to provide water quality managers with statistically interpolated representations of spatial-temporal dynamics. Specifically, our proposal makes efficient use of the a priori available information of the quality parameter measurements through Support Vector Regression (SVR) based on Mercer’s kernels. The methods are benchmarked against previously proposed methods in three segments of the Machángara River and one segment of the San Pedro River in Ecuador, and their different dynamics are shown by statistically interpolated spatial-temporal maps. The best interpolation performance in terms of mean absolute error was the SVR with Mercer’s kernel given by either the Mahalanobis spatial-temporal covariance matrix or by the bivariate estimated autocorrelation function. In particular, the autocorrelation kernel provides with significant improvement of the estimation quality, consistently for all the six water quality variables, which points out the relevance of including a priori knowledge of the problem. PMID:29035333
Time evolution of a Gaussian class of quasi-distribution functions under quadratic Hamiltonian.
Ginzburg, D; Mann, A
2014-03-10
A Lie algebraic method for propagation of the Wigner quasi-distribution function (QDF) under quadratic Hamiltonian was presented by Zoubi and Ben-Aryeh. We show that the same method can be used in order to propagate a rather general class of QDFs, which we call the "Gaussian class." This class contains as special cases the well-known Wigner, Husimi, Glauber, and Kirkwood-Rihaczek QDFs. We present some examples of the calculation of the time evolution of those functions.
Laser plasma x-ray line spectra fitted using the Pearson VII function
NASA Astrophysics Data System (ADS)
Michette, A. G.; Pfauntsch, S. J.
2000-05-01
The Pearson VII function, which is more general than the Gaussian, Lorentzian and other profiles, is used to fit the x-ray spectral lines produced in a laser-generated plasma, instead of the more usual, but computationally expensive, Voigt function. The mean full-width half-maximum of the fitted lines is 0.102+/-0.014 nm, entirely consistent with the value expected from geometrical considerations, and the fitted line profiles are generally inconsistent with being either Lorentzian or Gaussian.
Linear Scaling Density Functional Calculations with Gaussian Orbitals
NASA Technical Reports Server (NTRS)
Scuseria, Gustavo E.
1999-01-01
Recent advances in linear scaling algorithms that circumvent the computational bottlenecks of large-scale electronic structure simulations make it possible to carry out density functional calculations with Gaussian orbitals on molecules containing more than 1000 atoms and 15000 basis functions using current workstations and personal computers. This paper discusses the recent theoretical developments that have led to these advances and demonstrates in a series of benchmark calculations the present capabilities of state-of-the-art computational quantum chemistry programs for the prediction of molecular structure and properties.
Lower bounds to energies for cusped-gaussian wavefunctions. [hydrogen atom ground state
NASA Technical Reports Server (NTRS)
Eaves, J. O.; Walsh, B. C.; Steiner, E.
1974-01-01
Calculations for the ground states of H, He, and Be, conducted by Steiner and Sykes (1972), show that the inclusion of a very small number of cusp functions can lead to a substantial enhancement of the quality of the Gaussian basis used in molecular wavefunction computations. The properties of the cusped-Gaussian basis are investigated by a calculation of lower bounds concerning the ground state energy of the hydrogen atom.
Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach
NASA Astrophysics Data System (ADS)
Salleh, R. M.; Zawawi, N. I.; Gan, Z. F.; Nor, M. E.
2018-04-01
Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully. When dealing with autocorrelated process, Box-Jenkins method will be preferred because of the popularity. However, the computation of Box-Jenkins method is too complicated and challenging which cause of time-consuming. Therefore, an alternative method which known as Geometric Brownian Motion (GBM) is introduced to monitor the autocorrelated process. One real case of furnace temperature data is conducted to compare the performance of Box-Jenkins and GBM methods in monitoring autocorrelation process. Both methods give the same results in terms of model accuracy and monitoring process control. Yet, GBM is superior compared to Box-Jenkins method due to its simplicity and practically with shorter computational time.
Statistical regularities of Carbon emission trading market: Evidence from European Union allowances
NASA Astrophysics Data System (ADS)
Zheng, Zeyu; Xiao, Rui; Shi, Haibo; Li, Guihong; Zhou, Xiaofeng
2015-05-01
As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we analyzed the price fluctuations of the European Union allowances (EUA) futures in European Climate Exchange (ECX) market from 2007 to 2011. The symmetric and power-law probability density function of return time series was displayed. We found that there are only short-range correlations in price changes (return), while long-range correlations in the absolute of price changes (volatility). Further, detrended fluctuation analysis (DFA) approach was applied with focus on long-range autocorrelations and Hurst exponent. We observed long-range power-law autocorrelations in the volatility that quantify risk, and found that they decay much more slowly than the autocorrelation of return time series. Our analysis also showed that the significant cross correlations exist between return time series of EUA and many other returns. These cross correlations exist in a wide range of fields, including stock markets, energy concerned commodities futures, and financial futures. The significant cross-correlations between energy concerned futures and EUA indicate the physical relationship between carbon emission and energy production process. Additionally, the cross-correlations between financial futures and EUA indicate that the speculation behavior may become an important factor that can affect the price of EUA. Finally we modeled the long-range volatility time series of EUA with a particular version of the GARCH process, and the result also suggests long-range volatility autocorrelations.
Retrieval of P wave Basin Response from Autocorrelation of Seismic Noise-Jakarta, Indonesia
NASA Astrophysics Data System (ADS)
Saygin, E.; Cummins, P. R.; Lumley, D. E.
2016-12-01
Indonesia's capital city, Jakarta, is home to a very large (over 10 million), vulnerable population and is proximate to known active faults, as well as to the subduction of Australian plate, which has a megathrust at abut 300 km distance, as well as intraslab seismicity extending to directly beneath the city. It is also located in a basin filled with a thick layer of unconsolidated and poorly consolidated sediment, which increases the seismic hazard the city is facing. Therefore, the information on the seismic velocity structure of the basin is crucial for increasing our knowledge of the seismic risk. We undertook a passive deployment of broadband seismographs throughout the city over a 3-month interval in 2013-2014, recording ambient seismic noise at over 90 sites for intervals of 1 month or more. Here we consider autocorrelations of the vertical component of the continuously recorded seismic wavefield across this dense network to image the shallow P wave velocity structure of Jakarta, Indonesia. Unlike the surface wave Green's functions used in ambient noise tomography, the vertical-component autocorrelograms are dominated by body wave energy that is potentially sensitive to sharp velocity contrasts, which makes them useful in seismic imaging. Results show autocorrelograms at different seismic stations with travel time variations that largely reflect changes in sediment thickness across the basin. We also confirm the validity our interpretation of the observed autocorrelation waveforms by conducting 2D finite difference full waveform numerical modeling for randomly distributed seismic sources to retrieve the reflection response through autocorrelation.
Tang, Bin; Jiang, Chun; Zhu, Haibin
2012-08-01
Based on the scalar diffraction theory and the fact that a hard-edged aperture function can be expanded into a finite sum of complex Gaussian functions, an approximate analytical solution for Bessel-Gaussian (BG) beams propagating through a double-apertured fractional Fourier transform (FrFT) system is derived in the cylindrical coordinate. By using the approximate analytical formulas, the propagation properties of BG beams passing through a double-apertured FrFT optical system have been studied in detail by some typical numerical examples. The results indicate that the double-apertured FrFT optical system provides a convenient way for controlling the properties of the BG beams by properly choosing the optical parameters.
Niskanen, Ilpo; Peiponen, Kai-Erik; Räty, Jukka
2010-05-01
Using a multifunction spectrophotometer, the refractive index of a pigment can be estimated by measuring the backscattering of light from the pigment in immersion liquids having slightly different refractive indices. A simple theoretical Gaussian function model related to the optical path distribution is introduced that makes it possible to describe quantitatively the backscattering signal from transparent pigments using a set of only a few immersion liquids. With the aid of the data fitting by a Gaussian function, the measurement time of the refractive index of the pigment can be reduced. The backscattering measurement technique is suggested to be useful in industrial measurement environments of pigments.
Strong Clustering of Lyman Break Galaxies around Luminous Quasars at Z ˜ 4
NASA Astrophysics Data System (ADS)
García-Vergara, Cristina; Hennawi, Joseph F.; Barrientos, L. Felipe; Rix, Hans-Walter
2017-10-01
In the standard picture of structure formation, the first massive galaxies are expected to form at the highest peaks of the density field, which constitute the cores of massive proto-clusters. Luminous quasars (QSOs) at z ˜ 4 are the most strongly clustered population known, and should thus reside in massive dark matter halos surrounded by large overdensities of galaxies, implying a strong QSO-galaxy cross-correlation function. We observed six z ˜ 4 QSO fields with VLT/FORS, exploiting a novel set of narrow-band filters custom designed to select Lyman Break Galaxies (LBGs) in a thin redshift slice of {{Δ }}z˜ 0.3, mitigating the projection effects that have limited the sensitivity of previous searches for galaxies around z≳ 4 QSOs. We find that LBGs are strongly clustered around QSOs, and present the first measurement of the QSO-LBG cross-correlation function at z ˜ 4, on scales of 0.1≲ R≲ 9 {h}-1 {Mpc} (comoving). Assuming a power-law form for the cross-correlation function ξ ={(r/{r}0{QG})}γ , we measure {r}0{QG}={8.83}-1.51+1.39 {h}-1 {Mpc} for a fixed slope of γ =2.0. This result is in agreement with the expected cross-correlation length deduced from measurements of the QSO and LBG auto-correlation function, and assuming a deterministic bias model. We also measure a strong auto-correlation of LBGs in our QSO fields, finding {r}0{GG}={21.59}-1.69+1.72 {h}-1 {Mpc} for a fixed slope of γ =1.5, which is ˜4 times larger than the LBG auto-correlation length in blank fields, providing further evidence that QSOs reside in overdensities of LBGs. Our results qualitatively support a picture where luminous QSOs inhabit exceptionally massive ({M}{halo}> {10}12 {M}⊙ ) dark matter halos at z ˜ 4.
Role of initial state and final quench temperature on aging properties in phase-ordering kinetics.
Corberi, Federico; Villavicencio-Sanchez, Rodrigo
2016-05-01
We study numerically the two-dimensional Ising model with nonconserved dynamics quenched from an initial equilibrium state at the temperature T_{i}≥T_{c} to a final temperature T_{f} below the critical one. By considering processes initiating both from a disordered state at infinite temperature T_{i}=∞ and from the critical configurations at T_{i}=T_{c} and spanning the range of final temperatures T_{f}∈[0,T_{c}[ we elucidate the role played by T_{i} and T_{f} on the aging properties and, in particular, on the behavior of the autocorrelation C and of the integrated response function χ. Our results show that for any choice of T_{f}, while the autocorrelation function exponent λ_{C} takes a markedly different value for T_{i}=∞ [λ_{C}(T_{i}=∞)≃5/4] or T_{i}=T_{c} [λ_{C}(T_{i}=T_{c})≃1/8] the response function exponents are unchanged. Supported by the outcome of the analytical solution of the solvable spherical model we interpret this fact as due to the different contributions provided to autocorrelation and response by the large-scale properties of the system. As changing T_{f} is considered, although this is expected to play no role in the large-scale and long-time properties of the system, we show important effects on the quantitative behavior of χ. In particular, data for quenches to T_{f}=0 are consistent with a value of the response function exponent λ_{χ}=1/2λ_{C}(T_{i}=∞)=5/8 different from the one [λ_{χ}∈(0.5-0.56)] found in a wealth of previous numerical determinations in quenches to finite final temperatures. This is interpreted as due to important preasymptotic corrections associated to T_{f}>0.
Čársky, Petr; Čurík, Roman; Varga, Štefan
2012-03-21
The objective of this paper is to show that the density fitting (resolution of the identity approximation) can also be applied to Coulomb integrals of the type (k(1)(1)k(2)(1)|g(1)(2)g(2)(2)), where k and g symbols refer to plane-wave functions and gaussians, respectively. We have shown how to achieve the accuracy of these integrals that is needed in wave-function MO and density functional theory-type calculations using mixed Gaussian and plane-wave basis sets. The crucial issues for achieving such a high accuracy are application of constraints for conservation of the number electrons and components of the dipole moment, optimization of the auxiliary basis set, and elimination of round-off errors in the matrix inversion. © 2012 American Institute of Physics
Fuzzy Logic Controller Design for A Robot Grasping System with Different Membership Functions
NASA Astrophysics Data System (ADS)
Ahmad, Hamzah; Razali, Saifudin; Rusllim Mohamed, Mohd
2013-12-01
This paper investigates the effects of the membership function to the object grasping for a three fingered gripper system. The performance of three famously used membership functions is compared to identify their behavior in lifting a defined object shape. MATLAB Simulink and SimMechanics toolboxes are used to examine the performance. Our preliminary results proposed that the Gaussian membership function surpassed the two other membership functions; triangular and trapezoid memberships especially in the context of firmer grasping and less time consumption during operations. Therefore, Gaussian membership function could be the best solution when time consumption and firmer grasp are considered.
Gaussian temporal modulation for the behavior of multi-sinc Schell-model pulses in dispersive media
NASA Astrophysics Data System (ADS)
Liu, Xiayin; Zhao, Daomu; Tian, Kehan; Pan, Weiqing; Zhang, Kouwen
2018-06-01
A new class of pulse source with correlation being modeled by the convolution operation of two legitimate temporal correlation function is proposed. Particularly, analytical formulas for the Gaussian temporally modulated multi-sinc Schell-model (MSSM) pulses generated by such pulse source propagating in dispersive media are derived. It is demonstrated that the average intensity of MSSM pulses on propagation are reshaped from flat profile or a train to a distribution with a Gaussian temporal envelope by adjusting the initial correlation width of the Gaussian pulse. The effects of the Gaussian temporal modulation on the temporal degree of coherence of the MSSM pulse are also analyzed. The results presented here show the potential of coherence modulation for pulse shaping and pulsed laser material processing.
Model-independent analyses of non-Gaussianity in Planck CMB maps using Minkowski functionals
NASA Astrophysics Data System (ADS)
Buchert, Thomas; France, Martin J.; Steiner, Frank
2017-05-01
Despite the wealth of Planck results, there are difficulties in disentangling the primordial non-Gaussianity of the Cosmic Microwave Background (CMB) from the secondary and the foreground non-Gaussianity (NG). For each of these forms of NG the lack of complete data introduces model-dependences. Aiming at detecting the NGs of the CMB temperature anisotropy δ T , while paying particular attention to a model-independent quantification of NGs, our analysis is based upon statistical and morphological univariate descriptors, respectively: the probability density function P(δ T) , related to v0, the first Minkowski Functional (MF), and the two other MFs, v1 and v2. From their analytical Gaussian predictions we build the discrepancy functions {{ Δ }k} (k = P, 0, 1, 2) which are applied to an ensemble of 105 CMB realization maps of the Λ CDM model and to the Planck CMB maps. In our analysis we use general Hermite expansions of the {{ Δ }k} up to the 12th order, where the coefficients are explicitly given in terms of cumulants. Assuming hierarchical ordering of the cumulants, we obtain the perturbative expansions generalizing the second order expansions of Matsubara to arbitrary order in the standard deviation {σ0} for P(δ T) and v0, where the perturbative expansion coefficients are explicitly given in terms of complete Bell polynomials. The comparison of the Hermite expansions and the perturbative expansions is performed for the Λ CDM map sample and the Planck data. We confirm the weak level of non-Gaussianity (1-2)σ of the foreground corrected masked Planck 2015 maps.
Liu, Chengyu; Zhao, Lina; Liu, Changchun
2014-01-01
An early return of the reflected component in the arterial pulse has been recognized as an important indicator of cardiovascular risk. This study aimed to determine the effects of blood pressure and sex factor on the change of wave reflection using Gaussian fitting method. One hundred and ninety subjects were enrolled. They were classified into four blood pressure categories based on the systolic blood pressures (i.e., ≤ 110, 111-120, 121-130 and ≥ 131 mmHg). Each blood pressure category was also stratified for sex factor. Electrocardiogram (ECG) and radial artery pressure waveforms (RAPW) signals were recorded for each subject. Ten consecutive pulse episodes from the RAPW signal were extracted and normalized. Each normalized pulse episode was fitted by three Gaussian functions. Both the peak position and peak height of the first and second Gaussian functions, as well as the peak position interval and peak height ratio, were used as the evaluation indices of wave reflection. Two-way ANOVA results showed that with the increased blood pressure, the peak position of the second Gaussian significantly shorten (P < 0.01), the peak height of the first Gaussian significantly decreased (P < 0.01) and the peak height of the second Gaussian significantly increased (P < 0.01), inducing the significantly decreased peak position interval and significantly increased peak height ratio (both P < 0.01). Sex factor had no significant effect on all evaluation indices (all P > 0.05). Moreover, the interaction between sex and blood pressure factors also had no significant effect on all evaluation indices (all P > 0.05). These results showed that blood pressure has significant effect on the change of wave reflection when using the recently developed Gaussian fitting method, whereas sex has no significant effect. The results also suggested that the Gaussian fitting method could be used as a new approach for assessing the arterial wave reflection.
NASA Astrophysics Data System (ADS)
Zakaria, F. A.; El Badaoui, M.; Lamraoui, M.; Khalil, M.
2016-06-01
In recent years, ultra-marathon running has become increasingly popular in many countries around the world. The ability to run for long hours has played a role in human evolution. It is known that the etiology of fatigue depends upon the exercise under consideration. In order to characterize and find a full description of the fatigue and its effects on the human locomotion mechanics, and to extract the relevant parameters and information for diagnosis, we have investigated the changes in running mechanics. More specifically, the ground reaction force (GRF) manifestations of fatigue, have been investigated by using advanced signal processing tools. GRF signals are composed of two parts: an active peak representing the propulsive force and a passive peak that represents the impact force. The impact force is the major factor indicating the reaction of muscle, that may reflects the fatigue state and performance of the muscle. In this article, we focused on the treatment of biomechanical signals for the purpose of GRF components separation where the aim is to separate the contribution of the active components and the passive components. For this reason, we proposed a new algorithm, based on the Gaussian decomposition and non-linear least squares method that will achieve the desired goal. We then compare the results of separation with a proposed BSS based method i.e. "FastICA algorithm". We also compare the results with that obtained by Sabri et al. [1-3] who used different BSS techniques which gave bad and fair results. The separated passive signal is then proved to contain a mixture of a deterministic phenomenon and a stationary random phenomenon, where both phenomena are separated using the cepstral editing procedure (CEP) method. CEP is applied after signal synchronization using method with maximization of the inter-correlation function. The random part is then proved to be cyclostationary of order 2. A real application examined the biomechanical changes occurring in the GRF signals of ten experienced ultra- runners during 24 h of continuous running. The aim was to characterize and better understand the mechanical phenomena behind the GRF signals' behavior and also to analyze and characterize the runner's step in order to quantify the degree of fatigue. This could allow a better characterization and a full innovative description of the different fatigue states of a runner. Moreover, we introduce some parameters which were measured in these subjects during the 24 h of running, such as the cyclic autocorrelation function, the cyclic frequency and the energy of the integrated autocorrelation function at alpha equal to zero and at the first cyclic frequency α1. The results quantify the changes induced by runners over time, where after an extreme ultra-long duration of running, could lead to significant insights into the evolution of fatigue.
Zhou, Nan; Wang, Jian
2018-05-23
Bessel-Gaussian beams have distinct properties of suppressed diffraction divergence and self-reconstruction. In this paper, we propose and simulate metasurface-assisted orbital angular momentum (OAM) carrying Bessel-Gaussian laser. The laser can be regarded as a Fabry-Perot cavity formed by one partially transparent output plane mirror and the other metasurface-based reflector mirror. The gain medium of Nd:YVO 4 enables the lasing wavelength at 1064 nm with a 808 nm laser serving as the pump. The sub-wavelength structure of metasurface facilitates flexible spatial light manipulation. The compact metasurface-based reflector provides combined phase functions of an axicon and a spherical mirror. By appropriately selecting the size of output mirror and inserting mode-selection element in the laser cavity, different orders of OAM-carrying Bessel-Gaussian lasing modes are achievable. The lasing Bessel-Gaussian 0 , Bessel-Gaussian 01 + , Bessel-Gaussian 02 + and Bessel-Gaussian 03 + modes have high fidelities of ~0.889, ~0.889, ~0.881 and ~0.879, respectively. The metasurface fabrication tolerance and the dependence of threshold power and output lasing power on the length of gain medium, beam radius of pump and transmittance of output mirror are also discussed. The obtained results show successful implementation of metasurface-assisted OAM-carrying Bessel-Gaussian laser with favorable performance. The metasurface-assisted OAM-carrying Bessel-Gaussian laser may find wide OAM-enabled communication and non-communication applications.
NASA Astrophysics Data System (ADS)
Mu, Hongqian; Wang, Muguang; Tang, Yu; Zhang, Jing; Jian, Shuisheng
2018-03-01
A novel scheme for the generation of FCC-compliant UWB pulse is proposed based on modified Gaussian quadruplet and incoherent wavelength-to-time conversion. The modified Gaussian quadruplet is synthesized based on linear sum of a broad Gaussian pulse and two narrow Gaussian pulses with the same pulse-width and amplitude peak. Within specific parameter range, FCC-compliant UWB with spectral power efficiency of higher than 39.9% can be achieved. In order to realize the designed waveform, a UWB generator based on spectral shaping and incoherent wavelength-to-time mapping is proposed. The spectral shaper is composed of a Gaussian filter and a programmable filter. Single-mode fiber functions as both dispersion device and transmission medium. Balanced photodetection is employed to combine linearly the broad Gaussian pulse and two narrow Gaussian pulses, and at same time to suppress pulse pedestals that result in low-frequency components. The proposed UWB generator can be reconfigured for UWB doublet by operating the programmable filter as a single-band Gaussian filter. The feasibility of proposed UWB generator is demonstrated experimentally. Measured UWB pulses match well with simulation results. FCC-compliant quadruplet with 10-dB bandwidth of 6.88-GHz, fractional bandwidth of 106.8% and power efficiency of 51% is achieved.
Modelling Fluctuations in the Concentration of Neutrally Buoyant Substances in the Atmosphere.
NASA Astrophysics Data System (ADS)
Ride, David John
1987-09-01
Available from UMI in association with The British Library. This thesis sets out to model the probability density function (pdf) of the perceived concentration of a contaminant in the atmosphere using simple, physical representations of the dispersing contaminant. Sensors of differing types perceive a given concentration field in different ways; the chosen pdf must be able to describe all possible perceptions of the same field. Herein, sensors are characterised by the time taken to achieve a reading and by a threshold level of concentration below which the sensor does not respond and thus records a concentration of zero. A literature survey of theoretical and experimental work concerning concentration fluctuations is conducted, and the merits--or otherwise--of some standard pdfs in common use are discussed. The ways in which the central moments, the peak-to-mean ratio, the intermittency and the autocorrelation function behave under various combinations of threshold levels and time averaging are investigated. An original experiment designed to test the suitability of time averaging as a valid simulation of both sensor response times and sampling volumes is reported. The results suggest that, for practical purposes, smoothing from combined volume/time characteristics of a sensor can be modelled by time averaging the output of a more responsive sensor. A possible non -linear volume/time effect was observed at very high temporal resolutions. Intermittency is shown to be an important parameter of the concentration field. A geometric model for describing and explaining the intermittency of a meandering plume of material in terms of the ratio of the plume width to the amplitude of meander and the within-plume intermittency is developed and validated. It shows that the model cross plume profiles of intermittency cannot, in general, be represented by simple functional forms. A new physical model for the fluctuations in concentration from a dispersing contaminant is described which leads to the adoption of a truncated Gaussian (or 'clipped normal') pdf for time averaged concentrations. A series of experiments is described which was designed to test the aptness of this distribution and display changes in the perception of the parameters of the concentration field wrought by various combinations of thresholding and time averaging. The truncated Gaussian pdf is shown to be more suitable for describing fluctuations than the log-normal and negative exponential pdfs, and to possess a better physical basis than either of them. The combination of thresholding and time averaging on the output of a sensor is shown to produce complex results which could affect profoundly the assessment of the potential hazard presented by a toxic, flammable or explosive plume or cloud.
Spatial autocorrelation in growth of undisturbed natural pine stands across Georgia
Raymond L. Czaplewski; Robin M. Reich; William A. Bechtold
1994-01-01
Moran's I statistic measures the spatial autocorrelation in a random variable measured at discrete locations in space. Permutation procedures test the null hypothesis that the observed Moran's I value is no greater than that expected by chance. The spatial autocorrelation of gross basal area increment is analyzed for undisturbed, naturally regenerated stands...
Non-Gaussianity in a quasiclassical electronic circuit
NASA Astrophysics Data System (ADS)
Suzuki, Takafumi J.; Hayakawa, Hisao
2017-05-01
We study the non-Gaussian dynamics of a quasiclassical electronic circuit coupled to a mesoscopic conductor. Non-Gaussian noise accompanying the nonequilibrium transport through the conductor significantly modifies the stationary probability density function (PDF) of the flux in the dissipative circuit. We incorporate weak quantum fluctuation of the dissipative LC circuit with a stochastic method and evaluate the quantum correction of the stationary PDF. Furthermore, an inverse formula to infer the statistical properties of the non-Gaussian noise from the stationary PDF is derived in the classical-quantum crossover regime. The quantum correction is indispensable to correctly estimate the microscopic transfer events in the QPC with the quasiclassical inverse formula.
Second order Pseudo-gaussian shaper
DOE Office of Scientific and Technical Information (OSTI.GOV)
Beche, Jean-Francois
2002-11-22
The purpose of this document is to provide a calculus spreadsheet for the design of second-order pseudo-gaussian shapers. A very interesting reference is given by C.H. Mosher ''Pseudo-Gaussian Transfer Functions with Superlative Recovery'', IEEE TNS Volume 23, p. 226-228 (1976). Fred Goulding and Don Landis have studied the structure of those filters and their implementation and this document will outline the calculation leading to the relation between the coefficients of the filter. The general equation of the second order pseudo-gaussian filter is: f(t) = P{sub 0} {center_dot} e{sup -3kt} {center_dot} sin{sup 2}(kt). The parameter k is a normalization factor.
Non-Gaussian PDF Modeling of Turbulent Boundary Layer Fluctuating Pressure Excitation
NASA Technical Reports Server (NTRS)
Steinwolf, Alexander; Rizzi, Stephen A.
2003-01-01
The purpose of the study is to investigate properties of the probability density function (PDF) of turbulent boundary layer fluctuating pressures measured on the exterior of a supersonic transport aircraft. It is shown that fluctuating pressure PDFs differ from the Gaussian distribution even for surface conditions having no significant discontinuities. The PDF tails are wider and longer than those of the Gaussian model. For pressure fluctuations upstream of forward-facing step discontinuities and downstream of aft-facing step discontinuities, deviations from the Gaussian model are more significant and the PDFs become asymmetrical. Various analytical PDF distributions are used and further developed to model this behavior.
Quantum non-Gaussianity and quantification of nonclassicality
NASA Astrophysics Data System (ADS)
Kühn, B.; Vogel, W.
2018-05-01
The algebraic quantification of nonclassicality, which naturally arises from the quantum superposition principle, is related to properties of regular nonclassicality quasiprobabilities. The latter are obtained by non-Gaussian filtering of the Glauber-Sudarshan P function. They yield lower bounds for the degree of nonclassicality. We also derive bounds for convex combinations of Gaussian states for certifying quantum non-Gaussianity directly from the experimentally accessible nonclassicality quasiprobabilities. Other quantum-state representations, such as s -parametrized quasiprobabilities, insufficiently indicate or even fail to directly uncover detailed information on the properties of quantum states. As an example, our approach is applied to multi-photon-added squeezed vacuum states.
Propagation of mechanical waves through a stochastic medium with spherical symmetry
NASA Astrophysics Data System (ADS)
Avendaño, Carlos G.; Reyes, J. Adrián
2018-01-01
We theoretically analyze the propagation of outgoing mechanical waves through an infinite isotropic elastic medium possessing spherical symmetry whose Lamé coefficients and density are spatial random functions characterized by well-defined statistical parameters. We derive the differential equation that governs the average displacement for a system whose properties depend on the radial coordinate. We show that such an equation is an extended version of the well-known Bessel differential equation whose perturbative additional terms contain coefficients that depend directly on the squared noise intensities and the autocorrelation lengths in an exponential decay fashion. We numerically solve the second order differential equation for several values of noise intensities and autocorrelation lengths and compare the corresponding displacement profiles with that of the exact analytic solution for the case of absent inhomogeneities.
NASA Astrophysics Data System (ADS)
Gacal, G. F. B.; Lagrosas, N.
2016-12-01
Nowadays, cameras are commonly used by students. In this study, we use this instrument to look at moon signals and relate these signals to Gaussian functions. To implement this as a classroom activity, students need computers, computer software to visualize signals, and moon images. A normalized Gaussian function is often used to represent probability density functions of normal distribution. It is described by its mean m and standard deviation s. The smaller standard deviation implies less spread from the mean. For the 2-dimensional Gaussian function, the mean can be described by coordinates (x0, y0), while the standard deviations can be described by sx and sy. In modelling moon signals obtained from sky-cameras, the position of the mean (x0, y0) is solved by locating the coordinates of the maximum signal of the moon. The two standard deviations are the mean square weighted deviation based from the sum of total pixel values of all rows/columns. If visualized in three dimensions, the 2D Gaussian function appears as a 3D bell surface (Fig. 1a). This shape is similar to the pixel value distribution of moon signals as captured by a sky-camera. An example of this is illustrated in Fig 1b taken around 22:20 (local time) of January 31, 2015. The local time is 8 hours ahead of coordinated universal time (UTC). This image is produced by a commercial camera (Canon Powershot A2300) with 1s exposure time, f-stop of f/2.8, and 5mm focal length. One has to chose a camera with high sensitivity when operated at nighttime to effectively detect these signals. Fig. 1b is obtained by converting the red-green-blue (RGB) photo to grayscale values. The grayscale values are then converted to a double data type matrix. The last conversion process is implemented for the purpose of having the same scales for both Gaussian model and pixel distribution of raw signals. Subtraction of the Gaussian model from the raw data produces a moonless image as shown in Fig. 1c. This moonless image can be used for quantifying cloud cover as captured by ordinary cameras (Gacal et al, 2016). Cloud cover can be defined as the ratio of number of pixels whose values exceeds 0.07 and the total number of pixels. In this particular image, cloud cover value is 0.67.
Constant-Envelope Waveform Design for Optimal Target-Detection and Autocorrelation Performances
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sen, Satyabrata
2013-01-01
We propose an algorithm to directly synthesize in time-domain a constant-envelope transmit waveform that achieves the optimal performance in detecting an extended target in the presence of signal-dependent interference. This approach is in contrast to the traditional indirect methods that synthesize the transmit signal following the computation of the optimal energy spectral density. Additionally, we aim to maintain a good autocorrelation property of the designed signal. Therefore, our waveform design technique solves a bi-objective optimization problem in order to simultaneously improve the detection and autocorrelation performances, which are in general conflicting in nature. We demonstrate this compromising characteristics of themore » detection and autocorrelation performances with numerical examples. Furthermore, in the absence of the autocorrelation criterion, our designed signal is shown to achieve a near-optimum detection performance.« less
NASA Astrophysics Data System (ADS)
Saez, Núria; Ruiz, Xavier; Pallarés, Jordi; Shevtsova, Valentina
2013-04-01
An accelerometric record from the IVIDIL experiment (ESA Columbus module) has exhaustively been studied. The analysis involved the determination of basic statistical properties as, for instance, the auto-correlation and the power spectrum (second-order statistical analyses). Also, and taking into account the shape of the associated histograms, we address another important question, the non-Gaussian nature of the time series using the bispectrum and the bicoherence of the signals. Extrapolating the above-mentioned results, a computational model of a high-temperature shear cell has been performed. A scalar indicator has been used to quantify the accuracy of the diffusion coefficient measurements in the case of binary mixtures involving photovoltaic silicon or liquid Al-Cu binary alloys. Three different initial arrangements have been considered, the so-called interdiffusion, centred thick layer and the lateral thick layer. Results allow us to conclude that, under the conditions of the present work, the diffusion coefficient is insensitive to the environmental conditions, that is to say, accelerometric disturbances and initial shear cell arrangement.
STREAK CAMERA MEASUREMENTS OF THE APS PC GUN DRIVE LASER
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dooling, J. C.; Lumpkin, A. H.
We report recent pulse-duration measurements of the APS PC Gun drive laser at both second harmonic and fourth harmonic wavelengths. The drive laser is a Nd:Glass-based chirped pulsed amplifier (CPA) operating at an IR wavelength of 1053 nm, twice frequency-doubled to obtain UV output for the gun. A Hamamatsu C5680 streak camera and an M5675 synchroscan unit are used for these measurements; the synchroscan unit is tuned to 119 MHz, the 24th subharmonic of the linac s-band operating frequency. Calibration is accomplished both electronically and optically. Electronic calibration utilizes a programmable delay line in the 119 MHz rf path. Themore » optical delay uses an etalon with known spacing between reflecting surfaces and is coated for the visible, SH wavelength. IR pulse duration is monitored with an autocorrelator. Fitting the streak camera image projected profiles with Gaussians, UV rms pulse durations are found to vary from 2.1 ps to 3.5 ps as the IR varies from 2.2 ps to 5.2 ps.« less
Correlation functions for Hermitian many-body systems: Necessary conditions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, E.B.
1994-02-01
Lee [Phys. Rev. B 47, 8293 (1993)] has shown that the odd-numbered derivatives of the Kubo autocorrelation function vanish at [ital t]=0. We show that this condition is based on a more general property of nondiagonal Kubo correlation functions. This general property provides that certain functional forms (e.g., simple exponential decay) are not admissible for any symmetric or antisymmetric Kubo correlation function in a Hermitian many-body system. Lee's result emerges as a special case of this result. Applications to translationally invariant systems and systems with rotational symmetries are also demonstrated.
Non-Gaussian Analysis of Turbulent Boundary Layer Fluctuating Pressure on Aircraft Skin Panels
NASA Technical Reports Server (NTRS)
Rizzi, Stephen A.; Steinwolf, Alexander
2005-01-01
The purpose of the study is to investigate the probability density function (PDF) of turbulent boundary layer fluctuating pressures measured on the outer sidewall of a supersonic transport aircraft and to approximate these PDFs by analytical models. Experimental flight results show that the fluctuating pressure PDFs differ from the Gaussian distribution even for standard smooth surface conditions. The PDF tails are wider and longer than those of the Gaussian model. For pressure fluctuations in front of forward-facing step discontinuities, deviations from the Gaussian model are more significant and the PDFs become asymmetrical. There is a certain spatial pattern of the skewness and kurtosis behavior depending on the distance upstream from the step. All characteristics related to non-Gaussian behavior are highly dependent upon the distance from the step and the step height, less dependent on aircraft speed, and not dependent on the fuselage location. A Hermite polynomial transform model and a piecewise-Gaussian model fit the flight data well both for the smooth and stepped conditions. The piecewise-Gaussian approximation can be additionally regarded for convenience in usage after the model is constructed.
Spatio-temporal wildland arson crime functions
David T. Butry; Jeffrey P. Prestemon
2005-01-01
Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p)...
NASA Astrophysics Data System (ADS)
Yang, Liping; Zhang, Lei; He, Jiansen; Tu, Chuanyi; Li, Shengtai; Wang, Xin; Wang, Linghua
2018-03-01
Multi-order structure functions in the solar wind are reported to display a monofractal scaling when sampled parallel to the local magnetic field and a multifractal scaling when measured perpendicularly. Whether and to what extent will the scaling anisotropy be weakened by the enhancement of turbulence amplitude relative to the background magnetic strength? In this study, based on two runs of the magnetohydrodynamic (MHD) turbulence simulation with different relative levels of turbulence amplitude, we investigate and compare the scaling of multi-order magnetic structure functions and magnetic probability distribution functions (PDFs) as well as their dependence on the direction of the local field. The numerical results show that for the case of large-amplitude MHD turbulence, the multi-order structure functions display a multifractal scaling at all angles to the local magnetic field, with PDFs deviating significantly from the Gaussian distribution and a flatness larger than 3 at all angles. In contrast, for the case of small-amplitude MHD turbulence, the multi-order structure functions and PDFs have different features in the quasi-parallel and quasi-perpendicular directions: a monofractal scaling and Gaussian-like distribution in the former, and a conversion of a monofractal scaling and Gaussian-like distribution into a multifractal scaling and non-Gaussian tail distribution in the latter. These results hint that when intermittencies are abundant and intense, the multifractal scaling in the structure functions can appear even if it is in the quasi-parallel direction; otherwise, the monofractal scaling in the structure functions remains even if it is in the quasi-perpendicular direction.
NASA Astrophysics Data System (ADS)
Pires, Carlos; Ribeiro, Andreia
2016-04-01
An efficient nonlinear method of statistical source separation of space-distributed non-Gaussian distributed data is proposed. The method relies in the so called Independent Subspace Analysis (ISA), being tested on a long time-series of the stream-function field of an atmospheric quasi-geostrophic 3-level model (QG3) simulating the winter's monthly variability of the Northern Hemisphere. ISA generalizes the Independent Component Analysis (ICA) by looking for multidimensional and minimally dependent, uncorrelated and non-Gaussian distributed statistical sources among the rotated projections or subspaces of the multivariate probability distribution of the leading principal components of the working field whereas ICA restrict to scalar sources. The rationale of that technique relies upon the projection pursuit technique, looking for data projections of enhanced interest. In order to accomplish the decomposition, we maximize measures of the sources' non-Gaussianity by contrast functions which are given by squares of nonlinear, cross-cumulant-based correlations involving the variables spanning the sources. Therefore sources are sought matching certain nonlinear data structures. The maximized contrast function is built in such a way that it provides the minimization of the mean square of the residuals of certain nonlinear regressions. The issuing residuals, followed by spherization, provide a new set of nonlinear variable changes that are at once uncorrelated, quasi-independent and quasi-Gaussian, representing an advantage with respect to the Independent Components (scalar sources) obtained by ICA where the non-Gaussianity is concentrated into the non-Gaussian scalar sources. The new scalar sources obtained by the above process encompass the attractor's curvature thus providing improved nonlinear model indices of the low-frequency atmospheric variability which is useful since large circulation indices are nonlinearly correlated. The non-Gaussian tested sources (dyads and triads, respectively of two and three dimensions) lead to a dense data concentration along certain curves or surfaces, nearby which the clusters' centroids of the joint probability density function tend to be located. That favors a better splitting of the QG3 atmospheric model's weather regimes: the positive and negative phases of the Arctic Oscillation and positive and negative phases of the North Atlantic Oscillation. The leading model's non-Gaussian dyad is associated to a positive correlation between: 1) the squared anomaly of the extratropical jet-stream and 2) the meridional jet-stream meandering. Triadic sources coming from maximized third-order cross cumulants between pairwise uncorrelated components reveal situations of triadic wave resonance and nonlinear triadic teleconnections, only possible thanks to joint non-Gaussianity. That kind of triadic synergies are accounted for an Information-Theoretic measure: the Interaction Information. The dominant model's triad occurs between anomalies of: 1) the North Pole anomaly pressure 2) the jet-stream intensity at the Eastern North-American boundary and 3) the jet-stream intensity at the Eastern Asian boundary. Publication supported by project FCT UID/GEO/50019/2013 - Instituto Dom Luiz.
The Effects of Autocorrelation on the Curve-of-Factors Growth Model
ERIC Educational Resources Information Center
Murphy, Daniel L.; Beretvas, S. Natasha; Pituch, Keenan A.
2011-01-01
This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, 2 new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a…
On the evaluation of derivatives of Gaussian integrals
NASA Technical Reports Server (NTRS)
Helgaker, Trygve; Taylor, Peter R.
1992-01-01
We show that by a suitable change of variables, the derivatives of molecular integrals over Gaussian-type functions required for analytic energy derivatives can be evaluated with significantly less computational effort than current formulations. The reduction in effort increases with the order of differentiation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
McKemmish, Laura K., E-mail: laura.mckemmish@gmail.com; Research School of Chemistry, Australian National University, Canberra
Algorithms for the efficient calculation of two-electron integrals in the newly developed mixed ramp-Gaussian basis sets are presented, alongside a Fortran90 implementation of these algorithms, RAMPITUP. These new basis sets have significant potential to (1) give some speed-up (estimated at up to 20% for large molecules in fully optimised code) to general-purpose Hartree-Fock (HF) and density functional theory quantum chemistry calculations, replacing all-Gaussian basis sets, and (2) give very large speed-ups for calculations of core-dependent properties, such as electron density at the nucleus, NMR parameters, relativistic corrections, and total energies, replacing the current use of Slater basis functions or verymore » large specialised all-Gaussian basis sets for these purposes. This initial implementation already demonstrates roughly 10% speed-ups in HF/R-31G calculations compared to HF/6-31G calculations for large linear molecules, demonstrating the promise of this methodology, particularly for the second application. As well as the reduction in the total primitive number in R-31G compared to 6-31G, this timing advantage can be attributed to the significant reduction in the number of mathematically complex intermediate integrals after modelling each ramp-Gaussian basis-function-pair as a sum of ramps on a single atomic centre.« less
Evolution of CMB spectral distortion anisotropies and tests of primordial non-Gaussianity
NASA Astrophysics Data System (ADS)
Chluba, Jens; Dimastrogiovanni, Emanuela; Amin, Mustafa A.; Kamionkowski, Marc
2017-04-01
Anisotropies in distortions to the frequency spectrum of the cosmic microwave background (CMB) can be created through spatially varying heating processes in the early Universe. For instance, the dissipation of small-scale acoustic modes does create distortion anisotropies, in particular for non-Gaussian primordial perturbations. In this work, we derive approximations that allow describing the associated distortion field. We provide a systematic formulation of the problem using Fourier-space window functions, clarifying and generalizing previous approximations. Our expressions highlight the fact that the amplitudes of the spectral-distortion fluctuations induced by non-Gaussianity depend also on the homogeneous value of those distortions. Absolute measurements are thus required to obtain model-independent distortion constraints on primordial non-Gaussianity. We also include a simple description for the evolution of distortions through photon diffusion, showing that these corrections can usually be neglected. Our formulation provides a systematic framework for computing higher order correlation functions of distortions with CMB temperature anisotropies and can be extended to describe correlations with polarization anisotropies.
Four tails problems for dynamical collapse theories
NASA Astrophysics Data System (ADS)
McQueen, Kelvin J.
2015-02-01
The primary quantum mechanical equation of motion entails that measurements typically do not have determinate outcomes, but result in superpositions of all possible outcomes. Dynamical collapse theories (e.g. GRW) supplement this equation with a stochastic Gaussian collapse function, intended to collapse the superposition of outcomes into one outcome. But the Gaussian collapses are imperfect in a way that leaves the superpositions intact. This is the tails problem. There are several ways of making this problem more precise. But many authors dismiss the problem without considering the more severe formulations. Here I distinguish four distinct tails problems. The first (bare tails problem) and second (structured tails problem) exist in the literature. I argue that while the first is a pseudo-problem, the second has not been adequately addressed. The third (multiverse tails problem) reformulates the second to account for recently discovered dynamical consequences of collapse. Finally the fourth (tails problem dilemma) shows that solving the third by replacing the Gaussian with a non-Gaussian collapse function introduces new conflict with relativity theory.
Ionospheric scintillation by a random phase screen Spectral approach
NASA Technical Reports Server (NTRS)
Rufenach, C. L.
1975-01-01
The theory developed by Briggs and Parkin, given in terms of an anisotropic gaussian correlation function, is extended to a spectral description specified as a continuous function of spatial wavenumber with an intrinsic outer scale as would be expected from a turbulent medium. Two spectral forms were selected for comparison: (1) a power-law variation in wavenumber with a constant three-dimensional index equal to 4, and (2) Gaussian spectral variation. The results are applied to the F-region ionosphere with an outer-scale wavenumber of 2 per km (approximately equal to the Fresnel wavenumber) for the power-law variation, and 0.2 per km for the Gaussian spectral variation. The power-law form with a small outer-scale wavenumber is consistent with recent F-region in-situ measurements, whereas the gaussian form is mathematically convenient and, hence, mostly used in the previous developments before the recent in-situ measurements. Some comparison with microwave scintillation in equatorial areas is made.
Carbonaceous aerosol at two rural locations in New York State: Characterization and behavior
NASA Astrophysics Data System (ADS)
Sunder Raman, Ramya; Hopke, Philip K.; Holsen, Thomas M.
2008-06-01
Fine particle samples were collected to determine the chemical constituents in PM2.5 at two rural background sites (Potsdam and Stockton, N. Y.) in the northeastern United States from November 2002 to August 2005. Samples were collected every third day for 24 h with a speciation network sampler. The measured carbonaceous species included thermal-optical organic carbon (OC), elemental carbon (EC), pyrolytic carbon (OP), black carbon (BC), and water-soluble, short-chain (WSSC) organic acids. Concentration time series, autocorrelations, and seasonal variations of the carbonaceous species were examined. During this multiyear period, the contributions of the total carbon (OC + EC) to the measured fine particle mass were 31.2% and 31.1% at Potsdam and Stockton, respectively. The average sum of the WSSC acids carbon accounted for approximately 2.5% of the organic carbon at Potsdam and 3.0% at Stockton. At Potsdam, the seasonal differences in the autocorrelation function (ACF) and partial autocorrelation function (PACF) values for carbonaceous species suggest that secondary formation may be an important contributor to the observed concentrations of species likely to be secondary in origin, particularly during the photochemically active time of the year (May to October). This study also investigated the relationships between carbonaceous species to better understand the behavior of carbonaceous aerosol and to assess the contribution of secondary organic carbon (SOC) to the total organic carbon mass (the EC tracer method was used to estimate SOC). At Potsdam the average SOC contribution to total OC varied between 66% and 72%, while at Stockton it varied between 58% and 64%.
Analysis of stochastic characteristics of the Benue River flow process
NASA Astrophysics Data System (ADS)
Otache, Martins Y.; Bakir, Mohammad; Li, Zhijia
2008-05-01
Stochastic characteristics of the Benue River streamflow process are examined under conditions of data austerity. The streamflow process is investigated for trend, non-stationarity and seasonality for a time period of 26 years. Results of trend analyses with Mann-Kendall test show that there is no trend in the annual mean discharges. Monthly flow series examined with seasonal Kendall test indicate the presence of positive change in the trend for some months, especially the months of August, January, and February. For the stationarity test, daily and monthly flow series appear to be stationary whereas at 1%, 5%, and 10% significant levels, the stationarity alternative hypothesis is rejected for the annual flow series. Though monthly flow appears to be stationary going by this test, because of high seasonality, it could be said to exhibit periodic stationarity based on the seasonality analysis. The following conclusions are drawn: (1) There is seasonality in both the mean and variance with unimodal distribution. (2) Days with high mean also have high variance. (3) Skewness coefficients for the months within the dry season period are greater than those of the wet season period, and seasonal autocorrelations for streamflow during dry season are generally larger than those of the wet season. Precisely, they are significantly different for most of the months. (4) The autocorrelation functions estimated “over time” are greater in the absolute value for data that have not been deseasonalised but were initially normalised by logarithmic transformation only, while autocorrelation functions for i = 1, 2, ..., 365 estimated “over realisations” have their coefficients significantly different from other coefficients.
Narayanaswamy's 1971 aging theory and material time
NASA Astrophysics Data System (ADS)
Dyre, Jeppe C.
2015-09-01
The Bochkov-Kuzovlev nonlinear fluctuation-dissipation theorem is used to derive Narayanaswamy's phenomenological theory of physical aging, in which this highly nonlinear phenomenon is described by a linear material-time convolution integral. A characteristic property of the Narayanaswamy aging description is material-time translational invariance, which is here taken as the basic assumption of the derivation. It is shown that only one possible definition of the material time obeys this invariance, namely, the square of the distance travelled from a configuration of the system far back in time. The paper concludes with suggestions for computer simulations that test for consequences of material-time translational invariance. One of these is the "unique-triangles property" according to which any three points on the system's path form a triangle such that two side lengths determine the third; this is equivalent to the well-known triangular relation for time-autocorrelation functions of aging spin glasses [L. F. Cugliandolo and J. Kurchan, J. Phys. A: Math. Gen. 27, 5749 (1994)]. The unique-triangles property implies a simple geometric interpretation of out-of-equilibrium time-autocorrelation functions, which extends to aging a previously proposed framework for such functions in equilibrium [J. C. Dyre, e-print arXiv:cond-mat/9712222 (1997)].
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.
Large-scale 3D galaxy correlation function and non-Gaussianity
DOE Office of Scientific and Technical Information (OSTI.GOV)
Raccanelli, Alvise; Doré, Olivier; Bertacca, Daniele
We investigate the properties of the 2-point galaxy correlation function at very large scales, including all geometric and local relativistic effects --- wide-angle effects, redshift space distortions, Doppler terms and Sachs-Wolfe type terms in the gravitational potentials. The general three-dimensional correlation function has a nonzero dipole and octupole, in addition to the even multipoles of the flat-sky limit. We study how corrections due to primordial non-Gaussianity and General Relativity affect the multipolar expansion, and we show that they are of similar magnitude (when f{sub NL} is small), so that a relativistic approach is needed. Furthermore, we look at how large-scalemore » corrections depend on the model for the growth rate in the context of modified gravity, and we discuss how a modified growth can affect the non-Gaussian signal in the multipoles.« less
NASA Astrophysics Data System (ADS)
Moshrefzadeh, Ali; Fasana, Alessandro
2018-05-01
Envelope analysis is one of the most advantageous methods for rolling element bearing diagnostics but finding a suitable frequency band for demodulation has been a substantial challenge for a long time. Introduction of the Spectral Kurtosis (SK) and Kurtogram mostly solved this problem but in situations where signal to noise ratio is very low or in presence of non-Gaussian noise these methods will fail. This major drawback may noticeably decrease their effectiveness and goal of this paper is to overcome this problem. Vibration signals from rolling element bearings exhibit high levels of second-order cyclostationarity, especially in the presence of localized faults. The autocovariance function of a 2nd order cyclostationary signal is periodic and the proposed method, named Autogram, takes advantage of this property to enhance the conventional Kurtogram. The method computes the kurtosis of the unbiased Autocorrelation (AC) of the squared envelope of the demodulated signal, rather than the kurtosis of the filtered time signal. Moreover, to take advantage of unique features of the lower and upper portions of the AC, two modified forms of kurtosis are introduced and the resulting colormaps are called Upper and Lower Autogram. In addition, a thresholding method is also proposed to enhance the quality of the frequency spectrum analysis. A new indicator, Combined Squared Envelope Spectrum, is employed to consider all the frequency bands with valuable diagnostic information and to improve the fault detectability of the Autogram. The proposed method is tested on experimental data and compared with literature results so to assess its performances in rolling element bearing diagnostics.
A Universal Spin–Mass Relation for Brown Dwarfs and Planets
NASA Astrophysics Data System (ADS)
Scholz, Aleks; Moore, Keavin; Jayawardhana, Ray; Aigrain, Suzanne; Peterson, Dawn; Stelzer, Beate
2018-06-01
While brown dwarfs show similarities to stars early in their lives, their spin evolutions are much more akin to those of planets. We have used light curves from the K2 mission to measure new rotation periods for 18 young brown dwarfs in the Taurus star-forming region. Our sample spans masses from 0.02 to 0.08 M ⊙ and has been characterized extensively in the past. To search for periods, we utilize three different methods (autocorrelation, periodogram, Gaussian processes). The median period for brown dwarfs with disks is twice as long as for those without (3.1 versus 1.6 days), a signature of rotational braking by the disk, albeit with small numbers. With an overall median period of 1.9 days, brown dwarfs in Taurus rotate slower than their counterparts in somewhat older (3–10 Myr) star-forming regions, consistent with spin-up of the latter due to contraction and angular momentum conservation, a clear sign that disk braking overall is inefficient and/or temporary in this mass domain. We confirm the presence of a linear increase of the typical rotation period as a function of mass in the substellar regime. The rotational velocities, when calculated forward to the age of the solar system, assuming angular momentum conservation, fit the known spin–mass relation for solar system planets and extra-solar planetary-mass objects. This spin–mass trend holds over six orders of magnitude in mass, including objects from several different formation paths. Our result implies that brown dwarfs by and large retain their primordial angular momentum through the first few Myr of their evolution.
Factors Influencing Army Accessions.
1982-12-01
partial autocorrelations were examined for significant lags or a recognizable pattern such as a damped exponential or a sine wave. The TSP prugrams...decreasing function indicating nonstation- *arity or a very long sine wave where only a small portion of the wave is plotted. The partial...plot of the raw data appeared (Appendix E-1) to be either the middle of a long sine wave or a linearly decreasing function. This pattern is recognized
NASA Astrophysics Data System (ADS)
Xu, Xue-Xiang; Yuan, Hong-Chun; Wang, Yan
2014-07-01
We investigate the nonclassical properties of arbitrary number photon annihilation-then-creation operation (AC) and creation-then-annihilation operation (CA) to the thermal state (TS), whose normalization factors are related to the polylogarithm function. Then we compare their quantum characters, such as photon number distribution, average photon number, Mandel Q-parameter, purity and the Wigner function. Because of the noncommutativity between the annihilation operator and the creation operator, the ACTS and the CATS have different nonclassical properties. It is found that nonclassical properties are exhibited more strongly after AC than after CA. In addition we also examine their non-Gaussianity. The result shows that the ACTS can present a slightly bigger non-Gaussianity than the CATS.
Gaussian vs non-Gaussian turbulence: impact on wind turbine loads
NASA Astrophysics Data System (ADS)
Berg, J.; Mann, J.; Natarajan, A.; Patton, E. G.
2014-12-01
In wind energy applications the turbulent velocity field of the Atmospheric Boundary Layer (ABL) is often characterised by Gaussian probability density functions. When estimating the dynamical loads on wind turbines this has been the rule more than anything else. From numerous studies in the laboratory, in Direct Numerical Simulations, and from in-situ measurements of the ABL we know, however, that turbulence is not purely Gaussian: the smallest and fastest scales often exhibit extreme behaviour characterised by strong non-Gaussian statistics. In this contribution we want to investigate whether these non-Gaussian effects are important when determining wind turbine loads, and hence of utmost importance to the design criteria and lifetime of a wind turbine. We devise a method based on Principal Orthogonal Decomposition where non-Gaussian velocity fields generated by high-resolution pseudo-spectral Large-Eddy Simulation (LES) of the ABL are transformed so that they maintain the exact same second-order statistics including variations of the statistics with height, but are otherwise Gaussian. In that way we can investigate in isolation the question whether it is important for wind turbine loads to include non-Gaussian properties of atmospheric turbulence. As an illustration the Figure show both a non-Gaussian velocity field (left) from our LES, and its transformed Gaussian Counterpart (right). Whereas the horizontal velocity components (top) look close to identical, the vertical components (bottom) are not: the non-Gaussian case is much more fluid-like (like in a sketch by Michelangelo). The question is then: Does the wind turbine see this? Using the load simulation software HAWC2 with both the non-Gaussian and newly constructed Gaussian fields, respectively, we show that the Fatigue loads and most of the Extreme loads are unaltered when using non-Gaussian velocity fields. The turbine thus acts like a low-pass filter which average out the non-Gaussian behaviour on time scales close to and faster than the revolution time of the turbine. For a few of the Extreme load estimations there is, on the other hand, a tendency that non-Gaussian effects increase the overall dynamical load, and hence can be of importance in wind energy load estimations.
An effective introduction to structural crystallography using 1D Gaussian atoms
NASA Astrophysics Data System (ADS)
Smith, Emily; Evans, Gwyndaf; Foadi, James
2017-11-01
The most important quantitative aspects of computational structural crystallography can be introduced in a satisfactory way using 1D truncated and periodic Gaussian functions to represent the atoms in a crystal lattice. This paper describes in detail and demonstrates 1D structural crystallography starting with the definition of such truncated Gaussians. The availability of the computer programme CRONE makes possible the repetition of the examples provided in the paper as well as the creation of new ones.
Elegant Ince—Gaussian breathers in strongly nonlocal nonlinear media
NASA Astrophysics Data System (ADS)
Bai, Zhi-Yong; Deng, Dong-Mei; Guo, Qi
2012-06-01
A novel class of optical breathers, called elegant Ince—Gaussian breathers, are presented in this paper. They are exact analytical solutions to Snyder and Mitchell's mode in an elliptic coordinate system, and their transverse structures are described by Ince-polynomials with complex arguments and a Gaussian function. We provide convincing evidence for the correctness of the solutions and the existence of the breathers via comparing the analytical solutions with numerical simulation of the nonlocal nonlinear Schrödinger equation.
On the robustness of the q-Gaussian family
NASA Astrophysics Data System (ADS)
Sicuro, Gabriele; Tempesta, Piergiulio; Rodríguez, Antonio; Tsallis, Constantino
2015-12-01
We introduce three deformations, called α-, β- and γ-deformation respectively, of a N-body probabilistic model, first proposed by Rodríguez et al. (2008), having q-Gaussians as N → ∞ limiting probability distributions. The proposed α- and β-deformations are asymptotically scale-invariant, whereas the γ-deformation is not. We prove that, for both α- and β-deformations, the resulting deformed triangles still have q-Gaussians as limiting distributions, with a value of q independent (dependent) on the deformation parameter in the α-case (β-case). In contrast, the γ-case, where we have used the celebrated Q-numbers and the Gauss binomial coefficients, yields other limiting probability distribution functions, outside the q-Gaussian family. These results suggest that scale-invariance might play an important role regarding the robustness of the q-Gaussian family.
Strength functions, entropies, and duality in weakly to strongly interacting fermionic systems.
Angom, D; Ghosh, S; Kota, V K B
2004-01-01
We revisit statistical wave function properties of finite systems of interacting fermions in the light of strength functions and their participation ratio and information entropy. For weakly interacting fermions in a mean-field with random two-body interactions of increasing strength lambda, the strength functions F(k) (E) are well known to change, in the regime where level fluctuations follow Wigner's surmise, from Breit-Wigner to Gaussian form. We propose an ansatz for the function describing this transition which we use to investigate the participation ratio xi(2) and the information entropy S(info) during this crossover, thereby extending the known behavior valid in the Gaussian domain into much of the Breit-Wigner domain. Our method also allows us to derive the scaling law lambda(d) approximately 1/sqrt[m] ( m is number of fermions) for the duality point lambda= lambda(d), where F(k) (E), xi(2), and S(info) in both the weak ( lambda=0 ) and strong mixing ( lambda= infinity ) basis coincide. As an application, the ansatz function for strength functions is used in describing the Breit-Wigner to Gaussian transition seen in neutral atoms CeI to SmI with valence electrons changing from 4 to 8.
NASA Astrophysics Data System (ADS)
Oroza, C.; Zheng, Z.; Glaser, S. D.; Bales, R. C.; Conklin, M. H.
2016-12-01
We present a structured, analytical approach to optimize ground-sensor placements based on time-series remotely sensed (LiDAR) data and machine-learning algorithms. We focused on catchments within the Merced and Tuolumne river basins, covered by the JPL Airborne Snow Observatory LiDAR program. First, we used a Gaussian mixture model to identify representative sensor locations in the space of independent variables for each catchment. Multiple independent variables that govern the distribution of snow depth were used, including elevation, slope, and aspect. Second, we used a Gaussian process to estimate the areal distribution of snow depth from the initial set of measurements. This is a covariance-based model that also estimates the areal distribution of model uncertainty based on the independent variable weights and autocorrelation. The uncertainty raster was used to strategically add sensors to minimize model uncertainty. We assessed the temporal accuracy of the method using LiDAR-derived snow-depth rasters collected in water-year 2014. In each area, optimal sensor placements were determined using the first available snow raster for the year. The accuracy in the remaining LiDAR surveys was compared to 100 configurations of sensors selected at random. We found the accuracy of the model from the proposed placements to be higher and more consistent in each remaining survey than the average random configuration. We found that a relatively small number of sensors can be used to accurately reproduce the spatial patterns of snow depth across the basins, when placed using spatial snow data. Our approach also simplifies sensor placement. At present, field surveys are required to identify representative locations for such networks, a process that is labor intensive and provides limited guarantees on the networks' representation of catchment independent variables.
Short-term prediction of chaotic time series by using RBF network with regression weights.
Rojas, I; Gonzalez, J; Cañas, A; Diaz, A F; Rojas, F J; Rodriguez, M
2000-10-01
We propose a framework for constructing and training a radial basis function (RBF) neural network. The structure of the gaussian functions is modified using a pseudo-gaussian function (PG) in which two scaling parameters sigma are introduced, which eliminates the symmetry restriction and provides the neurons in the hidden layer with greater flexibility with respect to function approximation. We propose a modified PG-BF (pseudo-gaussian basis function) network in which the regression weights are used to replace the constant weights in the output layer. For this purpose, a sequential learning algorithm is presented to adapt the structure of the network, in which it is possible to create a new hidden unit and also to detect and remove inactive units. A salient feature of the network systems is that the method used for calculating the overall output is the weighted average of the output associated with each receptive field. The superior performance of the proposed PG-BF system over the standard RBF are illustrated using the problem of short-term prediction of chaotic time series.
Diffusion of Super-Gaussian Profiles
ERIC Educational Resources Information Center
Rosenberg, C.-J.; Anderson, D.; Desaix, M.; Johannisson, P.; Lisak, M.
2007-01-01
The present analysis describes an analytically simple and systematic approximation procedure for modelling the free diffusive spreading of initially super-Gaussian profiles. The approach is based on a self-similar ansatz for the evolution of the diffusion profile, and the parameter functions involved in the modelling are determined by suitable…
Fresnel zone plate with apodized aperture for hard X-ray Gaussian beam optics.
Takeuchi, Akihisa; Uesugi, Kentaro; Suzuki, Yoshio; Itabashi, Seiichi; Oda, Masatoshi
2017-05-01
Fresnel zone plates with apodized apertures [apodization FZPs (A-FZPs)] have been developed to realise Gaussian beam optics in the hard X-ray region. The designed zone depth of A-FZPs gradually decreases from the center to peripheral regions. Such a zone structure forms a Gaussian-like smooth-shouldered aperture function which optically behaves as an apodization filter and produces a Gaussian-like focusing spot profile. Optical properties of two types of A-FZP, i.e. a circular type and a one-dimensional type, have been evaluated by using a microbeam knife-edge scan test, and have been carefully compared with those of normal FZP optics. Advantages of using A-FZPs are introduced.
Parallel auto-correlative statistics with VTK.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pebay, Philippe Pierre; Bennett, Janine Camille
2013-08-01
This report summarizes existing statistical engines in VTK and presents both the serial and parallel auto-correlative statistics engines. It is a sequel to [PT08, BPRT09b, PT09, BPT09, PT10] which studied the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k-means, and order statistics engines. The ease of use of the new parallel auto-correlative statistics engine is illustrated by the means of C++ code snippets and algorithm verification is provided. This report justifies the design of the statistics engines with parallel scalability in mind, and provides scalability and speed-up analysis results for the autocorrelative statistics engine.
False alarms: How early warning signals falsely predict abrupt sea ice loss
NASA Astrophysics Data System (ADS)
Wagner, Till J. W.; Eisenman, Ian
2016-04-01
Uncovering universal early warning signals for critical transitions has become a coveted goal in diverse scientific disciplines, ranging from climate science to financial mathematics. There has been a flurry of recent research proposing such signals, with increasing autocorrelation and increasing variance being among the most widely discussed candidates. A number of studies have suggested that increasing autocorrelation alone may suffice to signal an impending transition, although some others have questioned this. Here we consider variance and autocorrelation in the context of sea ice loss in an idealized model of the global climate system. The model features no bifurcation, nor increased rate of retreat, as the ice disappears. Nonetheless, the autocorrelation of summer sea ice area is found to increase in a global warming scenario. The variance, by contrast, decreases. A simple physical mechanism is proposed to explain the occurrence of increasing autocorrelation but not variance when there is no approaching bifurcation. Additionally, a similar mechanism is shown to allow an increase in both indicators with no physically attainable bifurcation. This implies that relying on autocorrelation and variance as early warning signals can raise false alarms in the climate system, warning of "tipping points" that are not actually there.
Ensemble Kalman filtering in presence of inequality constraints
NASA Astrophysics Data System (ADS)
van Leeuwen, P. J.
2009-04-01
Kalman filtering is presence of constraints is an active area of research. Based on the Gaussian assumption for the probability-density functions, it looks hard to bring in extra constraints in the formalism. On the other hand, in geophysical systems we often encounter constraints related to e.g. the underlying physics or chemistry, which are violated by the Gaussian assumption. For instance, concentrations are always non-negative, model layers have non-negative thickness, and sea-ice concentration is between 0 and 1. Several methods to bring inequality constraints into the Kalman-filter formalism have been proposed. One of them is probability density function (pdf) truncation, in which the Gaussian mass from the non-allowed part of the variables is just equally distributed over the pdf where the variables are alolwed, as proposed by Shimada et al. 1998. However, a problem with this method is that the probability that e.g. the sea-ice concentration is zero, is zero! The new method proposed here does not have this drawback. It assumes that the probability-density function is a truncated Gaussian, but the truncated mass is not distributed equally over all allowed values of the variables, but put into a delta distribution at the truncation point. This delta distribution can easily be handled with in Bayes theorem, leading to posterior probability density functions that are also truncated Gaussians with delta distributions at the truncation location. In this way a much better representation of the system is obtained, while still keeping most of the benefits of the Kalman-filter formalism. In the full Kalman filter the formalism is prohibitively expensive in large-scale systems, but efficient implementation is possible in ensemble variants of the kalman filter. Applications to low-dimensional systems and large-scale systems will be discussed.
Geometrical optical transfer function: is it worth calculating?
Díaz, José A; Mahajan, Virendra N
2017-10-01
In this paper, we explore the merit of calculating the geometrical optical transfer function (GOTF) in optical design by comparing the time to calculate it with the time to calculate the diffraction optical transfer function (DOTF). We determine the DOTF by numerical integration of the pupil function autocorrelation (that reduces to an integration of a complex exponential of the aberration difference function), 2D digital autocorrelation of the pupil function, and the Fourier transform (FT) of the point-spread function (PSF); and we determine the GOTF by the FT of the geometrical PSF (that reduces to an integration over the pupil plane of a complex exponential that is a scalar product of the spatial frequency and transverse ray aberration vectors) and the FT of the spot diagram. Our starting point for calculating the DOTF is the wave aberrations of the system in its pupil plane, and the transverse ray aberrations in the image plane for the GOTF. Numerical results for primary aberrations and some typical imaging systems show that the direct numerical integrations are slow, but the GOTF calculation by a FT of the spot diagram is two or even three times slower than the DOTF calculation by an FT of the PSF, depending on the aberration. We conclude that the calculation of GOTF is, at best, an approximation of the DOTF and only for large aberrations; GOTF does not offer any advantage in the optical design process, and hence negates its utility.
Schmidt, Nathan W.; Wong, Gerard C. L.
2013-01-01
Short cationic, amphipathic antimicrobial peptides are multi-functional molecules that have roles in host defense as direct microbicides and modulators of the immune response. While a general mechanism of microbicidal activity involves the selective disruption and permeabilization of cell membranes, the relationships between peptide sequence and membrane activity are still under investigation. Here, we review the diverse functions that AMPs collectively have in host defense, and show that these functions can be multiplexed with a membrane mechanism of activity derived from the generation of negative Gaussian membrane curvature. As AMPs preferentially generate this curvature in model bacterial cell membranes, the selective generation of negative Gaussian curvature provides AMPs with a broad mechanism to target microbial membranes. The amino acid constraints placed on AMPs by the geometric requirement to induce negative Gaussian curvature are consistent with known AMP sequences. This ‘saddle-splay curvature selection rule’ is not strongly restrictive so AMPs have significant compositional freedom to multiplex membrane activity with other useful functions. The observation that certain proteins involved in cellular processes which require negative Gaussian curvature contain domains with similar motifs as AMPs, suggests this rule may be applicable to other curvature-generating proteins. Since our saddle-splay curvature design rule is based upon both a mechanism of activity and the existing motifs of natural AMPs, we believe it will assist the development of synthetic antimicrobials. PMID:24778573
Gayen, Bishakhdatta; Alam, Meheboob
2011-08-01
From particle simulations of a sheared frictional granular gas, we show that the Coulomb friction can have dramatic effects on orientational correlation as well as on both the translational and angular velocity distribution functions even in the Boltzmann (dilute) limit. The dependence of orientational correlation on friction coefficient (μ) is found to be nonmonotonic, and the Coulomb friction plays a dual role of enhancing or diminishing the orientational correlation, depending on the value of the tangential restitution coefficient (which characterizes the roughness of particles). From the sticking limit (i.e., with no sliding contact) of rough particles, decreasing the Coulomb friction is found to reduce the density and spatial velocity correlations which, together with diminished orientational correlation for small enough μ, are responsible for the transition from non-gaussian to gaussian distribution functions in the double limit of small friction (μ→0) and nearly elastic particles (e→1). This double limit in fact corresponds to perfectly smooth particles, and hence the maxwellian (gaussian) is indeed a solution of the Boltzmann equation for a frictional granular gas in the limit of elastic collisions and zero Coulomb friction at any roughness. The high-velocity tails of both distribution functions seem to follow stretched exponentials even in the presence of Coulomb friction, and the related velocity exponents deviate strongly from a gaussian with increasing friction.
Non-Gaussian bias: insights from discrete density peaks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Desjacques, Vincent; Riotto, Antonio; Gong, Jinn-Ouk, E-mail: Vincent.Desjacques@unige.ch, E-mail: jinn-ouk.gong@apctp.org, E-mail: Antonio.Riotto@unige.ch
2013-09-01
Corrections induced by primordial non-Gaussianity to the linear halo bias can be computed from a peak-background split or the widespread local bias model. However, numerical simulations clearly support the prediction of the former, in which the non-Gaussian amplitude is proportional to the linear halo bias. To understand better the reasons behind the failure of standard Lagrangian local bias, in which the halo overdensity is a function of the local mass overdensity only, we explore the effect of a primordial bispectrum on the 2-point correlation of discrete density peaks. We show that the effective local bias expansion to peak clustering vastlymore » simplifies the calculation. We generalize this approach to excursion set peaks and demonstrate that the resulting non-Gaussian amplitude, which is a weighted sum of quadratic bias factors, precisely agrees with the peak-background split expectation, which is a logarithmic derivative of the halo mass function with respect to the normalisation amplitude. We point out that statistics of thresholded regions can be computed using the same formalism. Our results suggest that halo clustering statistics can be modelled consistently (in the sense that the Gaussian and non-Gaussian bias factors agree with peak-background split expectations) from a Lagrangian bias relation only if the latter is specified as a set of constraints imposed on the linear density field. This is clearly not the case of standard Lagrangian local bias. Therefore, one is led to consider additional variables beyond the local mass overdensity.« less
NASA Astrophysics Data System (ADS)
Guadagnini, A.; Riva, M.; Neuman, S. P.
2016-12-01
Environmental quantities such as log hydraulic conductivity (or transmissivity), Y(x) = ln K(x), and their spatial (or temporal) increments, ΔY, are known to be generally non-Gaussian. Documented evidence of such behavior includes symmetry of increment distributions at all separation scales (or lags) between incremental values of Y with sharp peaks and heavy tails that decay asymptotically as lag increases. This statistical scaling occurs in porous as well as fractured media characterized by either one or a hierarchy of spatial correlation scales. In hierarchical media one observes a range of additional statistical ΔY scaling phenomena, all of which are captured comprehensibly by a novel generalized sub-Gaussian (GSG) model. In this model Y forms a mixture Y(x) = U(x) G(x) of single- or multi-scale Gaussian processes G having random variances, U being a non-negative subordinator independent of G. Elsewhere we developed ways to generate unconditional and conditional random realizations of isotropic or anisotropic GSG fields which can be embedded in numerical Monte Carlo flow and transport simulations. Here we present and discuss expressions for probability distribution functions of Y and ΔY as well as their lead statistical moments. We then focus on a simple flow setting of mean uniform steady state flow in an unbounded, two-dimensional domain, exploring ways in which non-Gaussian heterogeneity affects stochastic flow and transport descriptions. Our expressions represent (a) lead order autocovariance and cross-covariance functions of hydraulic head, velocity and advective particle displacement as well as (b) analogues of preasymptotic and asymptotic Fickian dispersion coefficients. We compare them with corresponding expressions developed in the literature for Gaussian Y.
NASA Technical Reports Server (NTRS)
Isar, Aurelian
1995-01-01
The harmonic oscillator with dissipation is studied within the framework of the Lindblad theory for open quantum systems. By using the Wang-Uhlenbeck method, the Fokker-Planck equation, obtained from the master equation for the density operator, is solved for the Wigner distribution function, subject to either the Gaussian type or the delta-function type of initial conditions. The obtained Wigner functions are two-dimensional Gaussians with different widths. Then a closed expression for the density operator is extracted. The entropy of the system is subsequently calculated and its temporal behavior shows that this quantity relaxes to its equilibrium value.
Coherent mode decomposition using mixed Wigner functions of Hermite-Gaussian beams.
Tanaka, Takashi
2017-04-15
A new method of coherent mode decomposition (CMD) is proposed that is based on a Wigner-function representation of Hermite-Gaussian beams. In contrast to the well-known method using the cross spectral density (CSD), it directly determines the mode functions and their weights without solving the eigenvalue problem. This facilitates the CMD of partially coherent light whose Wigner functions (and thus CSDs) are not separable, in which case the conventional CMD requires solving an eigenvalue problem with a large matrix and thus is numerically formidable. An example is shown regarding the CMD of synchrotron radiation, one of the most important applications of the proposed method.
Progress in calculating the potential energy surface of H3+.
Adamowicz, Ludwik; Pavanello, Michele
2012-11-13
The most accurate electronic structure calculations are performed using wave function expansions in terms of basis functions explicitly dependent on the inter-electron distances. In our recent work, we use such basis functions to calculate a highly accurate potential energy surface (PES) for the H(3)(+) ion. The functions are explicitly correlated Gaussians, which include inter-electron distances in the exponent. Key to obtaining the high accuracy in the calculations has been the use of the analytical energy gradient determined with respect to the Gaussian exponential parameters in the minimization of the Rayleigh-Ritz variational energy functional. The effective elimination of linear dependences between the basis functions and the automatic adjustment of the positions of the Gaussian centres to the changing molecular geometry of the system are the keys to the success of the computational procedure. After adiabatic and relativistic corrections are added to the PES and with an effective accounting of the non-adiabatic effects in the calculation of the rotational/vibrational states, the experimental H(3)(+) rovibrational spectrum is reproduced at the 0.1 cm(-1) accuracy level up to 16,600 cm(-1) above the ground state.
Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Stein, Michael
Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less
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.
A novel Gaussian-Sinc mixed basis set for electronic structure calculations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jerke, Jonathan L.; Lee, Young; Tymczak, C. J.
2015-08-14
A Gaussian-Sinc basis set methodology is presented for the calculation of the electronic structure of atoms and molecules at the Hartree–Fock level of theory. This methodology has several advantages over previous methods. The all-electron electronic structure in a Gaussian-Sinc mixed basis spans both the “localized” and “delocalized” regions. A basis set for each region is combined to make a new basis methodology—a lattice of orthonormal sinc functions is used to represent the “delocalized” regions and the atom-centered Gaussian functions are used to represent the “localized” regions to any desired accuracy. For this mixed basis, all the Coulomb integrals are definablemore » and can be computed in a dimensional separated methodology. Additionally, the Sinc basis is translationally invariant, which allows for the Coulomb singularity to be placed anywhere including on lattice sites. Finally, boundary conditions are always satisfied with this basis. To demonstrate the utility of this method, we calculated the ground state Hartree–Fock energies for atoms up to neon, the diatomic systems H{sub 2}, O{sub 2}, and N{sub 2}, and the multi-atom system benzene. Together, it is shown that the Gaussian-Sinc mixed basis set is a flexible and accurate method for solving the electronic structure of atomic and molecular species.« less
The Laplace method for probability measures in Banach spaces
NASA Astrophysics Data System (ADS)
Piterbarg, V. I.; Fatalov, V. R.
1995-12-01
Contents §1. Introduction Chapter I. Asymptotic analysis of continual integrals in Banach space, depending on a large parameter §2. The large deviation principle and logarithmic asymptotics of continual integrals §3. Exact asymptotics of Gaussian integrals in Banach spaces: the Laplace method 3.1. The Laplace method for Gaussian integrals taken over the whole Hilbert space: isolated minimum points ([167], I) 3.2. The Laplace method for Gaussian integrals in Hilbert space: the manifold of minimum points ([167], II) 3.3. The Laplace method for Gaussian integrals in Banach space ([90], [174], [176]) 3.4. Exact asymptotics of large deviations of Gaussian norms §4. The Laplace method for distributions of sums of independent random elements with values in Banach space 4.1. The case of a non-degenerate minimum point ([137], I) 4.2. A degenerate isolated minimum point and the manifold of minimum points ([137], II) §5. Further examples 5.1. The Laplace method for the local time functional of a Markov symmetric process ([217]) 5.2. The Laplace method for diffusion processes, a finite number of non-degenerate minimum points ([116]) 5.3. Asymptotics of large deviations for Brownian motion in the Hölder norm 5.4. Non-asymptotic expansion of a strong stable law in Hilbert space ([41]) Chapter II. The double sum method - a version of the Laplace method in the space of continuous functions §6. Pickands' method of double sums 6.1. General situations 6.2. Asymptotics of the distribution of the maximum of a Gaussian stationary process 6.3. Asymptotics of the probability of a large excursion of a Gaussian non-stationary process §7. Probabilities of large deviations of trajectories of Gaussian fields 7.1. Homogeneous fields and fields with constant dispersion 7.2. Finitely many maximum points of dispersion 7.3. Manifold of maximum points of dispersion 7.4. Asymptotics of distributions of maxima of Wiener fields §8. Exact asymptotics of large deviations of the norm of Gaussian vectors and processes with values in the spaces L_k^p and l^2. Gaussian fields with the set of parameters in Hilbert space 8.1 Exact asymptotics of the distribution of the l_k^p-norm of a Gaussian finite-dimensional vector with dependent coordinates, p > 1 8.2. Exact asymptotics of probabilities of high excursions of trajectories of processes of type \\chi^2 8.3. Asymptotics of the probabilities of large deviations of Gaussian processes with a set of parameters in Hilbert space [74] 8.4. Asymptotics of distributions of maxima of the norms of l^2-valued Gaussian processes 8.5. Exact asymptotics of large deviations for the l^2-valued Ornstein-Uhlenbeck process Bibliography
A Search for Quasi-periodic Oscillations in the Blazar 1ES 1959+650
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Xiao-Pan; Luo, Yu-Hui; Yang, Hai-Yan
We have searched quasi-periodic oscillations (QPOs) in the 15 GHz light curve of the BL Lac object 1ES 1959+650 monitored by the Owens Valley Radio Observatory 40 m telescope during the period from 2008 January to 2016 February, using the Lomb–Scargle Periodogram, power spectral density (PSD), discrete autocorrelation function, and phase dispersion minimization (PDM) techniques. The red noise background has been established via the PSD method, and no QPO can be derived at the 3 σ confidence level accounting for the impact of the red noise variability. We conclude that the light curve of 1ES 1959+650 can be explained bymore » a stochastic red noise process that contributes greatly to the total observed variability amplitude, dominates the power spectrum, causes spurious bumps and wiggles in the autocorrelation function and can result in the variance of the folded light curve decreasing toward lower temporal frequencies when few-cycle, sinusoid-like patterns are present. Moreover, many early supposed periodicity claims for blazar light curves need to be reevaluated assuming red noise.« less
Parmar, Kulwinder Singh; Bhardwaj, Rashmi
2015-01-01
River water is a major resource of drinking water on earth. Management of river water is highly needed for surviving. Yamuna is the main river of India, and monthly variation of water quality of river Yamuna, using statistical methods have been compared at different sites for each water parameters. Regression, correlation coefficient, autoregressive integrated moving average (ARIMA), box-Jenkins, residual autocorrelation function (ACF), residual partial autocorrelation function (PACF), lag, fractal, Hurst exponent, and predictability index have been estimated to analyze trend and prediction of water quality. Predictive model is useful at 95% confidence limits and all water parameters reveal platykurtic curve. Brownian motion (true random walk) behavior exists at different sites for BOD, AMM, and total Kjeldahl nitrogen (TKN). Quality of Yamuna River water at Hathnikund is good, declines at Nizamuddin, Mazawali, Agra D/S, and regains good quality again at Juhikha. For all sites, almost all parameters except potential of hydrogen (pH), water temperature (WT) crosses the prescribed limits of World Health Organization (WHO)/United States Environmental Protection Agency (EPA).
Sato, Shin-ichi; You, Jin; Jeon, Jin Yong
2007-07-01
Psychoacoustical and autocorrelation function (ACF) parameters were employed to describe the temporal fluctuations of refrigerator noise during starting, transition into/from the stationary phase and termination of operation. The temporal fluctuations of refrigerator noise include a click at start-up, followed by a rapid increase in volume, a change of pitch, and termination of the operation. Subjective evaluations of the noise of 24 different refrigerators were conducted in a real living environment. The relationship between objective measures and perceived noisiness was examined by multiple regression analysis. Sound quality indices were developed based on psychoacoustical and ACF parameters. The psychoacoustical parameters found to be important for evaluating noisiness in the stationary phase were loudness and roughness. The relationship between noisiness and ACF parameters shows that sound energy and its fluctuations are important for evaluating noisiness. Also, refrigerator sounds that had a fluctuation of pitch were rated as more annoying. The tolerance level for the starting phase of refrigerator noise was found to be 33 dBA, which is the level where 65% of the participants in the subjective tests were satisfied.
DYNAMICS OF SELF-GRAVITY WAKES IN DENSE PLANETARY RINGS. I. PITCH ANGLE
DOE Office of Scientific and Technical Information (OSTI.GOV)
Michikoshi, Shugo; Kokubo, Eiichiro; Fujii, Akihiko
2015-10-20
We investigate the dynamics of self-gravity wakes in dense planetary rings. In particular, we examine how the pitch angles of self-gravity wakes depend on ring parameters using N-body simulations. We calculate the pitch angles using the two-dimensional autocorrelation function of the ring surface density. We obtain the pitch angles for the inner and outer parts of the autocorrelation function separately. We confirm that the pitch angles are 15°–30° for reasonable ring parameters, which are consistent with previous studies. We find that the inner pitch angle increases with the Saturnicentric distance, while it barely depends on the optical depth and themore » restitution coefficient of ring particles. The increase of the inner pitch angle with the Saturnicentric distance is consistent with the observations of the A ring. The outer pitch angle does not have a clear dependence on any ring parameters and is about 10°–15°. This value is consistent with the pitch angle of spiral arms in collisionless systems.« less
NASA Astrophysics Data System (ADS)
Wang, Feng; Pang, Wenning; Duffy, Patrick
2012-12-01
Performance of a number of commonly used density functional methods in chemistry (B3LYP, Bhandh, BP86, PW91, VWN, LB94, PBe0, SAOP and X3LYP and the Hartree-Fock (HF) method) has been assessed using orbital momentum distributions of the 7σ orbital of nitrous oxide (NNO), which models electron behaviour in a chemically significant region. The density functional methods are combined with a number of Gaussian basis sets (Pople's 6-31G*, 6-311G**, DGauss TZVP and Dunning's aug-cc-pVTZ as well as even-tempered Slater basis sets, namely, et-DZPp, et-QZ3P, et-QZ+5P and et-pVQZ). Orbital momentum distributions of the 7σ orbital in the ground electronic state of NNO, which are obtained from a Fourier transform into momentum space from single point electronic calculations employing the above models, are compared with experimental measurement of the same orbital from electron momentum spectroscopy (EMS). The present study reveals information on performance of (a) the density functional methods, (b) Gaussian and Slater basis sets, (c) combinations of the density functional methods and basis sets, that is, the models, (d) orbital momentum distributions, rather than a group of specific molecular properties and (e) the entire region of chemical significance of the orbital. It is found that discrepancies of this orbital between the measured and the calculated occur in the small momentum region (i.e. large r region). In general, Slater basis sets achieve better overall performance than the Gaussian basis sets. Performance of the Gaussian basis sets varies noticeably when combining with different Vxc functionals, but Dunning's augcc-pVTZ basis set achieves the best performance for the momentum distributions of this orbital. The overall performance of the B3LYP and BP86 models is similar to newer models such as X3LYP and SAOP. The present study also demonstrates that the combinations of the density functional methods and the basis sets indeed make a difference in the quality of the calculated orbitals.
Song, Jong-Won; Hirao, Kimihiko
2015-10-14
Since the advent of hybrid functional in 1993, it has become a main quantum chemical tool for the calculation of energies and properties of molecular systems. Following the introduction of long-range corrected hybrid scheme for density functional theory a decade later, the applicability of the hybrid functional has been further amplified due to the resulting increased performance on orbital energy, excitation energy, non-linear optical property, barrier height, and so on. Nevertheless, the high cost associated with the evaluation of Hartree-Fock (HF) exchange integrals remains a bottleneck for the broader and more active applications of hybrid functionals to large molecular and periodic systems. Here, we propose a very simple yet efficient method for the computation of long-range corrected hybrid scheme. It uses a modified two-Gaussian attenuating operator instead of the error function for the long-range HF exchange integral. As a result, the two-Gaussian HF operator, which mimics the shape of the error function operator, reduces computational time dramatically (e.g., about 14 times acceleration in C diamond calculation using periodic boundary condition) and enables lower scaling with system size, while maintaining the improved features of the long-range corrected density functional theory.
Statistical Approach To Extraction Of Texture In SAR
NASA Technical Reports Server (NTRS)
Rignot, Eric J.; Kwok, Ronald
1992-01-01
Improved statistical method of extraction of textural features in synthetic-aperture-radar (SAR) images takes account of effects of scheme used to sample raw SAR data, system noise, resolution of radar equipment, and speckle. Treatment of speckle incorporated into overall statistical treatment of speckle, system noise, and natural variations in texture. One computes speckle auto-correlation function from system transfer function that expresses effect of radar aperature and incorporates range and azimuth resolutions.
Novel palmprint representations for palmprint recognition
NASA Astrophysics Data System (ADS)
Li, Hengjian; Dong, Jiwen; Li, Jinping; Wang, Lei
2015-02-01
In this paper, we propose a novel palmprint recognition algorithm. Firstly, the palmprint images are represented by the anisotropic filter. The filters are built on Gaussian functions along one direction, and on second derivative of Gaussian functions in the orthogonal direction. Also, this choice is motivated by the optimal joint spatial and frequency localization of the Gaussian kernel. Therefore,they can better approximate the edge or line of palmprint images. A palmprint image is processed with a bank of anisotropic filters at different scales and rotations for robust palmprint features extraction. Once these features are extracted, subspace analysis is then applied to the feature vectors for dimension reduction as well as class separability. Experimental results on a public palmprint database show that the accuracy could be improved by the proposed novel representations, compared with Gabor.
The use of spatio-temporal correlation to forecast critical transitions
NASA Astrophysics Data System (ADS)
Karssenberg, Derek; Bierkens, Marc F. P.
2010-05-01
Complex dynamical systems may have critical thresholds at which the system shifts abruptly from one state to another. Such critical transitions have been observed in systems ranging from the human body system to financial markets and the Earth system. Forecasting the timing of critical transitions before they are reached is of paramount importance because critical transitions are associated with a large shift in dynamical regime of the system under consideration. However, it is hard to forecast critical transitions, because the state of the system shows relatively little change before the threshold is reached. Recently, it was shown that increased spatio-temporal autocorrelation and variance can serve as alternative early warning signal for critical transitions. However, thus far these second order statistics have not been used for forecasting in a data assimilation framework. Here we show that the use of spatio-temporal autocorrelation and variance in the state of the system reduces the uncertainty in the predicted timing of critical transitions compared to classical approaches that use the value of the system state only. This is shown by assimilating observed spatio-temporal autocorrelation and variance into a dynamical system model using a Particle Filter. We adapt a well-studied distributed model of a logistically growing resource with a fixed grazing rate. The model describes the transition from an underexploited system with high resource biomass to overexploitation as grazing pressure crosses the critical threshold, which is a fold bifurcation. To represent limited prior information, we use a large variance in the prior probability distributions of model parameters and the system driver (grazing rate). First, we show that the rate of increase in spatio-temporal autocorrelation and variance prior to reaching the critical threshold is relatively consistent across the uncertainty range of the driver and parameter values used. This indicates that an increase in spatio-temporal autocorrelation and variance are consistent predictors of a critical transition, even under the condition of a poorly defined system. Second, we perform data assimilation experiments using an artificial exhaustive data set generated by one realization of the model. To mimic real-world sampling, an observational data set is created from this exhaustive data set. This is done by sampling on a regular spatio-temporal grid, supplemented by sampling locations at a short distance. Spatial and temporal autocorrelation in this observational data set is calculated for different spatial and temporal separation (lag) distances. To assign appropriate weights to observations (here, autocorrelation values and variance) in the Particle Filter, the covariance matrix of the error in these observations is required. This covariance matrix is estimated using Monte Carlo sampling, selecting a different random position of the sampling network relative to the exhaustive data set for each realization. At each update moment in the Particle Filter, observed autocorrelation values are assimilated into the model and the state of the model is updated. Using this approach, it is shown that the use of autocorrelation reduces the uncertainty in the forecasted timing of a critical transition compared to runs without data assimilation. The performance of the use of spatial autocorrelation versus temporal autocorrelation depends on the timing and number of observational data. This study is restricted to a single model only. However, it is becoming increasingly clear that spatio-temporal autocorrelation and variance can be used as early warning signals for a large number of systems. Thus, it is expected that spatio-temporal autocorrelation and variance are valuable in data assimilation frameworks in a large number of dynamical systems.
1982-06-01
observation in our framework is the pair (y,x) with x considered given. The influence function for 52 at the Gaussian distribution with mean xB and variance...3/2 - (1+22)o2 2) 1+2x\\/2 x’) 2(3-9) (1+2X) This influence function is bounded in the residual y-xS, and redescends to an asymptote greater than...version of the influence function for B at the Gaussian distribution, given the x. and x, is defined as the normalized differenceJ (see Barnett and
Smith, Justin D.; Borckardt, Jeffrey J.; Nash, Michael R.
2013-01-01
The case-based time-series design is a viable methodology for treatment outcome research. However, the literature has not fully addressed the problem of missing observations with such autocorrelated data streams. Mainly, to what extent do missing observations compromise inference when observations are not independent? Do the available missing data replacement procedures preserve inferential integrity? Does the extent of autocorrelation matter? We use Monte Carlo simulation modeling of a single-subject intervention study to address these questions. We find power sensitivity to be within acceptable limits across four proportions of missing observations (10%, 20%, 30%, and 40%) when missing data are replaced using the Expectation-Maximization Algorithm, more commonly known as the EM Procedure (Dempster, Laird, & Rubin, 1977).This applies to data streams with lag-1 autocorrelation estimates under 0.80. As autocorrelation estimates approach 0.80, the replacement procedure yields an unacceptable power profile. The implications of these findings and directions for future research are discussed. PMID:22697454
NASA Technical Reports Server (NTRS)
Craig, R. G. (Principal Investigator)
1983-01-01
Richmond, Virginia and Denver, Colorado were study sites in an effort to determine the effect of autocorrelation on the accuracy of a parallelopiped classifier of LANDSAT digital data. The autocorrelation was assumed to decay to insignificant levels when sampled at distances of at least ten pixels. Spectral themes developed using blocks of adjacent pixels, and using groups of pixels spaced at least 10 pixels apart were used. Effects of geometric distortions were minimized by using only pixels from the interiors of land cover sections. Accuracy was evaluated for three classes; agriculture, residential and "all other"; both type 1 and type 2 errors were evaluated by means of overall classification accuracy. All classes give comparable results. Accuracy is approximately the same in both techniques; however, the variance in accuracy is significantly higher using the themes developed from autocorrelated data. The vectors of mean spectral response were nearly identical regardless of sampling method used. The estimated variances were much larger when using autocorrelated pixels.
van Mantgem, P.J.; Schwilk, D.W.
2009-01-01
Fire is an important feature of many forest ecosystems, although the quantification of its effects is compromised by the large scale at which fire occurs and its inherent unpredictability. A recurring problem is the use of subsamples collected within individual burns, potentially resulting in spatially autocorrelated data. Using subsamples from six different fires (and three unburned control areas) we show little evidence for strong spatial autocorrelation either before or after burning for eight measures of forest conditions (both fuels and vegetation). Additionally, including a term for spatially autocorrelated errors provided little improvement for simple linear models contrasting the effects of early versus late season burning. While the effects of spatial autocorrelation should always be examined, it may not always greatly influence assessments of fire effects. If high patch scale variability is common in Sierra Nevada mixed conifer forests, even following more than a century of fire exclusion, treatments designed to encourage further heterogeneity in forest conditions prior to the reintroduction of fire will likely be unnecessary.
Valtierra, Robert D; Glynn Holt, R; Cholewiak, Danielle; Van Parijs, Sofie M
2013-09-01
Multipath localization techniques have not previously been applied to baleen whale vocalizations due to difficulties in application to tonal vocalizations. Here it is shown that an autocorrelation method coupled with the direct reflected time difference of arrival localization technique can successfully resolve location information. A derivation was made to model the autocorrelation of a direct signal and its overlapping reflections to illustrate that an autocorrelation may be used to extract reflection information from longer duration signals containing a frequency sweep, such as some calls produced by baleen whales. An analysis was performed to characterize the difference in behavior of the autocorrelation when applied to call types with varying parameters (sweep rate, call duration). The method's feasibility was tested using data from playback transmissions to localize an acoustic transducer at a known depth and location. The method was then used to estimate the depth and range of a single North Atlantic right whale (Eubalaena glacialis) and humpback whale (Megaptera novaeangliae) from two separate experiments.
Sun, Guanghao; Matsui, Takemi
2015-01-01
Noncontact measurement of respiratory rate using Doppler radar will play a vital role in future clinical practice. Doppler radar remotely monitors the tiny chest wall movements induced by respiration activity. The most competitive advantage of this technique is to allow users fully unconstrained with no biological electrode attachments. However, the Doppler radar, unlike other contact-type sensors, is easily affected by the random body movements. In this paper, we proposed a time domain autocorrelation model to process the radar signals for rapid and stable estimation of the respiratory rate. We tested the autocorrelation model on 8 subjects in laboratory, and compared the respiratory rates detected by noncontact radar with reference contact-type respiratory effort belt. Autocorrelation model showed the effects of reducing the random body movement noise added to Doppler radar's respiration signals. Moreover, the respiratory rate can be rapidly calculated from the first main peak in the autocorrelation waveform within 10 s.
Cosine-Gaussian Schell-model sources.
Mei, Zhangrong; Korotkova, Olga
2013-07-15
We introduce a new class of partially coherent sources of Schell type with cosine-Gaussian spectral degree of coherence and confirm that such sources are physically genuine. Further, we derive the expression for the cross-spectral density function of a beam generated by the novel source propagating in free space and analyze the evolution of the spectral density and the spectral degree of coherence. It is shown that at sufficiently large distances from the source the degree of coherence of the propagating beam assumes Gaussian shape while the spectral density takes on the dark-hollow profile.
Koga, D; Chian, A C-L; Miranda, R A; Rempel, E L
2007-04-01
The link between phase coherence and non-Gaussian statistics is investigated using magnetic field data observed in the solar wind turbulence near the Earth's bow shock. The phase coherence index Cphi, which characterizes the degree of phase correlation (i.e., nonlinear wave-wave interactions) among scales, displays a behavior similar to kurtosis and reflects a departure from Gaussianity in the probability density functions of magnetic field fluctuations. This demonstrates that nonlinear interactions among scales are the origin of intermittency in the magnetic field turbulence.
Multidimensional Hermite-Gaussian quadrature formulae and their application to nonlinear estimation
NASA Technical Reports Server (NTRS)
Mcreynolds, S. R.
1975-01-01
A simplified technique is proposed for calculating multidimensional Hermite-Gaussian quadratures that involves taking the square root of a matrix by the Cholesky algorithm rather than computation of the eigenvectors of the matrix. Ways of reducing the dimension, number, and order of the quadratures are set forth. If the function f(x) under the integral sign is not well approximated by a low-order algebraic expression, the order of the quadrature may be reduced by factoring f(x) into an expression that is nearly algebraic and one that is Gaussian.
Statistical description of turbulent transport for flux driven toroidal plasmas
NASA Astrophysics Data System (ADS)
Anderson, J.; Imadera, K.; Kishimoto, Y.; Li, J. Q.; Nordman, H.
2017-06-01
A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the auto-regressive integrated moving average (ARIMA) model is applied to time series data of intermittent turbulent heat transport to separate noise and oscillatory trends, allowing for the extraction of non-Gaussian features of the PDFs. It was shown that non-Gaussian tails of the PDFs from first principles based gyrokinetic simulations agree with an analytical estimation based on a two fluid model.
Fractional Fourier transform of truncated elliptical Gaussian beams.
Du, Xinyue; Zhao, Daomu
2006-12-20
Based on the fact that a hard-edged elliptical aperture can be expanded approximately as a finite sum of complex Gaussian functions in tensor form, an analytical expression for an elliptical Gaussian beam (EGB) truncated by an elliptical aperture and passing through a fractional Fourier transform system is derived by use of vector integration. The approximate analytical results provide more convenience for studying the propagation and transformation of truncated EGBs than the usual way by using the integral formula directly, and the efficiency of numerical calculation is significantly improved.
Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon
2017-12-01
Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.
Lensing of the CMB: non-Gaussian aspects.
Zaldarriaga, M
2001-06-01
We compute the small angle limit of the three- and four-point function of the cosmic microwave background (CMB) temperature induced by the gravitational lensing effect by the large-scale structure of the universe. We relate the non-Gaussian aspects presented in this paper with those in our previous studies of the lensing effects. We interpret the statistics proposed in previous work in terms of different configurations of the four-point function and show how they relate to the statistic that maximizes the S/N.
Scilab software package for the study of dynamical systems
NASA Astrophysics Data System (ADS)
Bordeianu, C. C.; Beşliu, C.; Jipa, Al.; Felea, D.; Grossu, I. V.
2008-05-01
This work presents a new software package for the study of chaotic flows and maps. The codes were written using Scilab, a software package for numerical computations providing a powerful open computing environment for engineering and scientific applications. It was found that Scilab provides various functions for ordinary differential equation solving, Fast Fourier Transform, autocorrelation, and excellent 2D and 3D graphical capabilities. The chaotic behaviors of the nonlinear dynamics systems were analyzed using phase-space maps, autocorrelation functions, power spectra, Lyapunov exponents and Kolmogorov-Sinai entropy. Various well known examples are implemented, with the capability of the users inserting their own ODE. Program summaryProgram title: Chaos Catalogue identifier: AEAP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 885 No. of bytes in distributed program, including test data, etc.: 5925 Distribution format: tar.gz Programming language: Scilab 3.1.1 Computer: PC-compatible running Scilab on MS Windows or Linux Operating system: Windows XP, Linux RAM: below 100 Megabytes Classification: 6.2 Nature of problem: Any physical model containing linear or nonlinear ordinary differential equations (ODE). Solution method: Numerical solving of ordinary differential equations. The chaotic behavior of the nonlinear dynamical system is analyzed using Poincaré sections, phase-space maps, autocorrelation functions, power spectra, Lyapunov exponents and Kolmogorov-Sinai entropies. Restrictions: The package routines are normally able to handle ODE systems of high orders (up to order twelve and possibly higher), depending on the nature of the problem. Running time: 10 to 20 seconds for problems that do not involve Lyapunov exponents calculation; 60 to 1000 seconds for problems that involve high orders ODE and Lyapunov exponents calculation.
Gaussian Process Interpolation for Uncertainty Estimation in Image Registration
Wachinger, Christian; Golland, Polina; Reuter, Martin; Wells, William
2014-01-01
Intensity-based image registration requires resampling images on a common grid to evaluate the similarity function. The uncertainty of interpolation varies across the image, depending on the location of resampled points relative to the base grid. We propose to perform Bayesian inference with Gaussian processes, where the covariance matrix of the Gaussian process posterior distribution estimates the uncertainty in interpolation. The Gaussian process replaces a single image with a distribution over images that we integrate into a generative model for registration. Marginalization over resampled images leads to a new similarity measure that includes the uncertainty of the interpolation. We demonstrate that our approach increases the registration accuracy and propose an efficient approximation scheme that enables seamless integration with existing registration methods. PMID:25333127
Phase retrieval of images using Gaussian radial bases.
Trahan, Russell; Hyland, David
2013-12-20
Here, the possibility of a noniterative solution to the phase retrieval problem is explored. A new look is taken at the phase retrieval problem that reveals that knowledge of a diffraction pattern's frequency components is enough to recover the image without projective iterations. This occurs when the image is formed using Gaussian bases that give the convenience of a continuous Fourier transform existing in a compact form where square pixels do not. The Gaussian bases are appropriate when circular apertures are used to detect the diffraction pattern because of their optical transfer functions, as discussed briefly. An algorithm is derived that is capable of recovering an image formed by Gaussian bases from only the Fourier transform's modulus, without background constraints. A practical example is shown.
Early Warning Signals for Abrupt Change Raise False Alarm During Sea Ice Loss
NASA Astrophysics Data System (ADS)
Wagner, T. J. W.; Eisenman, I.
2015-12-01
Uncovering universal early warning signals for critical transitions has become a coveted goal in diverse scientific disciplines, ranging from climate science to financial mathematics. There has been a flurry of recent research proposing such signals, with increasing autocorrelation and increasing variance being among the most widely discussed candidates. A number of studies have suggested that increasing autocorrelation alone may suffice to signal an impending transition, although some others have questioned this. Here, we consider variance and autocorrelation in the context of sea ice loss in an idealized model of the global climate system. The model features no bifurcation, nor increased rate of retreat, as the ice disappears. Nonetheless, the autocorrelation of summer sea ice area is found to increase with diminishing sea ice cover in a global warming scenario. The variance, by contrast, decreases. A simple physical mechanism is proposed to explain the occurrence of increasing autocorrelation but not variance in the model when there is no approaching bifurcation. Additionally, a similar mechanism is shown to allow an increase in both indicators with no physically attainable bifurcation. This implies that relying on autocorrelation and variance as early warning signals can raise false alarms in the climate system, warning of "tipping points" that are not actually there.
NASA Astrophysics Data System (ADS)
Chang, Anteng; Li, Huajun; Wang, Shuqing; Du, Junfeng
2017-08-01
Both wave-frequency (WF) and low-frequency (LF) components of mooring tension are in principle non-Gaussian due to nonlinearities in the dynamic system. This paper conducts a comprehensive investigation of applicable probability density functions (PDFs) of mooring tension amplitudes used to assess mooring-line fatigue damage via the spectral method. Short-term statistical characteristics of mooring-line tension responses are firstly investigated, in which the discrepancy arising from Gaussian approximation is revealed by comparing kurtosis and skewness coefficients. Several distribution functions based on present analytical spectral methods are selected to express the statistical distribution of the mooring-line tension amplitudes. Results indicate that the Gamma-type distribution and a linear combination of Dirlik and Tovo-Benasciutti formulas are suitable for separate WF and LF mooring tension components. A novel parametric method based on nonlinear transformations and stochastic optimization is then proposed to increase the effectiveness of mooring-line fatigue assessment due to non-Gaussian bimodal tension responses. Using time domain simulation as a benchmark, its accuracy is further validated using a numerical case study of a moored semi-submersible platform.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shlivinski, A., E-mail: amirshli@ee.bgu.ac.il; Lomakin, V., E-mail: vlomakin@eng.ucsd.edu
2016-03-01
Scattering or coupling of electromagnetic beam-field at a surface discontinuity separating two homogeneous or inhomogeneous media with different propagation characteristics is formulated using surface integral equation, which are solved by the Method of Moments with the aid of the Gabor-based Gaussian window frame set of basis and testing functions. The application of the Gaussian window frame provides (i) a mathematically exact and robust tool for spatial-spectral phase-space formulation and analysis of the problem; (ii) a system of linear equations in a transmission-line like form relating mode-like wave objects of one medium with mode-like wave objects of the second medium; (iii)more » furthermore, an appropriate setting of the frame parameters yields mode-like wave objects that blend plane wave properties (as if solving in the spectral domain) with Green's function properties (as if solving in the spatial domain); and (iv) a representation of the scattered field with Gaussian-beam propagators that may be used in many large (in terms of wavelengths) systems.« less
Log-amplitude variance and wave structure function: A new perspective for Gaussian beams
DOE Office of Scientific and Technical Information (OSTI.GOV)
Miller, W.B.; Ricklin, J.C.; Andrews, L.C.
1993-04-01
Two naturally linked pairs of nondimensional parameters are identified such that either pair, together with wavelength and path length, completely specifies the diffractive propagation environment for a lowest-order paraxial Gaussian beam. Both parameter pairs are intuitive, and within the context of locally homogeneous and isotropic turbulence they reflect the long-recognized importance of the Fresnel zone size in the behavior of Rytov propagation statistics. These parameter pairs, called, respectively, the transmitter and receiver parameters, also provide a change in perspective in the analysis of optical turbulence effects on Gaussian beams by unifying a number of behavioral traits previously observed or predicted,more » and they create an environment in which the determination of limiting interrelationships between beam forms is especially simple. The fundamental nature of the parameter pairs becomes apparent in the derived analytical expressions for the log-amplitude variance and the wave structure function. These expressions verify general optical turbulence-related characteristics predicted for Gaussian beams, provide additional insights into beam-wave behavior, and are convenient tools for beam-wave analysis. 22 refs., 10 figs., 2 tabs.« less
DC and analog/RF performance optimisation of source pocket dual work function TFET
NASA Astrophysics Data System (ADS)
Raad, Bhagwan Ram; Sharma, Dheeraj; Kondekar, Pravin; Nigam, Kaushal; Baronia, Sagar
2017-12-01
We investigate a systematic study of source pocket tunnel field-effect transistor (SP TFET) with dual work function of single gate material by using uniform and Gaussian doping profile in the drain region for ultra-low power high frequency high speed applications. For this, a n+ doped region is created near the source/channel junction to decrease the depletion width results in improvement of ON-state current. However, the dual work function of the double gate is used for enhancement of the device performance in terms of DC and analog/RF parameters. Further, to improve the high frequency performance of the device, Gaussian doping profile is considered in the drain region with different characteristic lengths which decreases the gate to drain capacitance and leads to drastic improvement in analog/RF figures of merit. Furthermore, the optimisation is performed with different concentrations for uniform and Gaussian drain doping profile and for various sectional length of lower work function of the gate electrode. Finally, the effect of temperature variation on the device performance is demonstrated.
Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density
Smallwood, David O.
1997-01-01
The paper reviews several methods for the generation of stationary realizations of sampled time histories with non-Gaussian distributions and introduces a new method which can be used to control the cross-spectral density matrix and the probability density functions (pdfs) of the multiple input problem. Discussed first are two methods for the specialized case of matching the auto (power) spectrum, the skewness, and kurtosis using generalized shot noise and using polynomial functions. It is then shown that the skewness and kurtosis can also be controlled by the phase of a complex frequency domain description of the random process. The general casemore » of matching a target probability density function using a zero memory nonlinear (ZMNL) function is then covered. Next methods for generating vectors of random variables with a specified covariance matrix for a class of spherically invariant random vectors (SIRV) are discussed. Finally the general case of matching the cross-spectral density matrix of a vector of inputs with non-Gaussian marginal distributions is presented.« less
Lee, Sunghoon Ivan; Mortazavi, Bobak; Hoffman, Haydn A; Lu, Derek S; Li, Charles; Paak, Brian H; Garst, Jordan H; Razaghy, Mehrdad; Espinal, Marie; Park, Eunjeong; Lu, Daniel C; Sarrafzadeh, Majid
2016-01-01
Predicting the functional outcomes of spinal cord disorder patients after medical treatments, such as a surgical operation, has always been of great interest. Accurate posttreatment prediction is especially beneficial for clinicians, patients, care givers, and therapists. This paper introduces a prediction method for postoperative functional outcomes by a novel use of Gaussian process regression. The proposed method specifically considers the restricted value range of the target variables by modeling the Gaussian process based on a truncated Normal distribution, which significantly improves the prediction results. The prediction has been made in assistance with target tracking examinations using a highly portable and inexpensive handgrip device, which greatly contributes to the prediction performance. The proposed method has been validated through a dataset collected from a clinical cohort pilot involving 15 patients with cervical spinal cord disorder. The results show that the proposed method can accurately predict postoperative functional outcomes, Oswestry disability index and target tracking scores, based on the patient's preoperative information with a mean absolute error of 0.079 and 0.014 (out of 1.0), respectively.
Effect of asymmetric concentration profile on thermal conductivity in Ge/SiGe superlattices
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hahn, Konstanze R., E-mail: konstanze.hahn@dsf.unica.it; Cecchi, Stefano; Colombo, Luciano
2016-05-16
The effect of the chemical composition in Si/Ge-based superlattices on their thermal conductivity has been investigated using molecular dynamics simulations. Simulation cells of Ge/SiGe superlattices have been generated with different concentration profiles such that the Si concentration follows a step-like, a tooth-saw, a Gaussian, and a gamma-type function in direction of the heat flux. The step-like and tooth-saw profiles mimic ideally sharp interfaces, whereas Gaussian and gamma-type profiles are smooth functions imitating atomic diffusion at the interface as obtained experimentally. Symmetry effects have been investigated comparing the symmetric profiles of the step-like and the Gaussian function to the asymmetric profilesmore » of the tooth-saw and the gamma-type function. At longer sample length and similar degree of interdiffusion, the thermal conductivity is found to be lower in asymmetric profiles. Furthermore, it is found that with smooth concentration profiles where atomic diffusion at the interface takes place the thermal conductivity is higher compared to systems with atomically sharp concentration profiles.« less
Realistic continuous-variable quantum teleportation with non-Gaussian resources
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dell'Anno, F.; De Siena, S.; CNR-INFM Coherentia, Napoli, Italy, and CNISM and INFN Sezione di Napoli, Gruppo Collegato di Salerno, Baronissi, SA
2010-01-15
We present a comprehensive investigation of nonideal continuous-variable quantum teleportation implemented with entangled non-Gaussian resources. We discuss in a unified framework the main decoherence mechanisms, including imperfect Bell measurements and propagation of optical fields in lossy fibers, applying the formalism of the characteristic function. By exploiting appropriate displacement strategies, we compute analytically the success probability of teleportation for input coherent states and two classes of non-Gaussian entangled resources: two-mode squeezed Bell-like states (that include as particular cases photon-added and photon-subtracted de-Gaussified states), and two-mode squeezed catlike states. We discuss the optimization procedure on the free parameters of the non-Gaussian resourcesmore » at fixed values of the squeezing and of the experimental quantities determining the inefficiencies of the nonideal protocol. It is found that non-Gaussian resources enhance significantly the efficiency of teleportation and are more robust against decoherence than the corresponding Gaussian ones. Partial information on the alphabet of input states allows further significant improvement in the performance of the nonideal teleportation protocol.« less
Separation of components from a scale mixture of Gaussian white noises
NASA Astrophysics Data System (ADS)
Vamoş, Călin; Crăciun, Maria
2010-05-01
The time evolution of a physical quantity associated with a thermodynamic system whose equilibrium fluctuations are modulated in amplitude by a slowly varying phenomenon can be modeled as the product of a Gaussian white noise {Zt} and a stochastic process with strictly positive values {Vt} referred to as volatility. The probability density function (pdf) of the process Xt=VtZt is a scale mixture of Gaussian white noises expressed as a time average of Gaussian distributions weighted by the pdf of the volatility. The separation of the two components of {Xt} can be achieved by imposing the condition that the absolute values of the estimated white noise be uncorrelated. We apply this method to the time series of the returns of the daily S&P500 index, which has also been analyzed by means of the superstatistics method that imposes the condition that the estimated white noise be Gaussian. The advantage of our method is that this financial time series is processed without partitioning or removal of the extreme events and the estimated white noise becomes almost Gaussian only as result of the uncorrelation condition.
NASA Astrophysics Data System (ADS)
Sellentin, Elena; Heavens, Alan F.
2018-01-01
We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in a data set, and then measures the non-Gaussian correlations that remain. This procedure flags pairs of data points that depend on each other in a non-Gaussian fashion, and thereby identifies where the assumption of a Gaussian likelihood breaks down. Using this diagnosis, we find that non-Gaussian correlations in the CFHTLenS cosmic shear correlation functions are significant. With a simple exclusion of the most contaminated data points, the posterior for s8 is shifted without broadening, but we find no significant reduction in the tension with s8 derived from Planck cosmic microwave background data. However, we also show that the one-point distributions of the correlation statistics are noticeably skewed, such that sound weak-lensing data sets are intrinsically likely to lead to a systematically low lensing amplitude being inferred. The detected non-Gaussianities get larger with increasing angular scale such that for future wide-angle surveys such as Euclid or LSST, with their very small statistical errors, the large-scale modes are expected to be increasingly affected. The shifts in posteriors may then not be negligible and we recommend that these diagnostic tests be run as part of future analyses.
Q (Alpha) Function and Squeezing Effect
NASA Technical Reports Server (NTRS)
Yunjie, Xia; Xianghe, Kong; Kezhu, Yan; Wanping, Chen
1996-01-01
The relation of squeezing and Q(alpha) function is discussed in this paper. By means of Q function, the squeezing of field with gaussian Q(alpha) function or negative P(a)function is also discussed in detail.
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.
Shi, J Q; Wang, B; Will, E J; West, R M
2012-11-20
We propose a new semiparametric model for functional regression analysis, combining a parametric mixed-effects model with a nonparametric Gaussian process regression model, namely a mixed-effects Gaussian process functional regression model. The parametric component can provide explanatory information between the response and the covariates, whereas the nonparametric component can add nonlinearity. We can model the mean and covariance structures simultaneously, combining the information borrowed from other subjects with the information collected from each individual subject. We apply the model to dose-response curves that describe changes in the responses of subjects for differing levels of the dose of a drug or agent and have a wide application in many areas. We illustrate the method for the management of renal anaemia. An individual dose-response curve is improved when more information is included by this mechanism from the subject/patient over time, enabling a patient-specific treatment regime. Copyright © 2012 John Wiley & Sons, Ltd.
Robust signal recovery using the prolate spherical wave functions and maximum correntropy criterion
NASA Astrophysics Data System (ADS)
Zou, Cuiming; Kou, Kit Ian
2018-05-01
Signal recovery is one of the most important problem in signal processing. This paper proposes a novel signal recovery method based on prolate spherical wave functions (PSWFs). PSWFs are a kind of special functions, which have been proved having good performance in signal recovery. However, the existing PSWFs based recovery methods used the mean square error (MSE) criterion, which depends on the Gaussianity assumption of the noise distributions. For the non-Gaussian noises, such as impulsive noise or outliers, the MSE criterion is sensitive, which may lead to large reconstruction error. Unlike the existing PSWFs based recovery methods, our proposed PSWFs based recovery method employs the maximum correntropy criterion (MCC), which is independent of the noise distribution. The proposed method can reduce the impact of the large and non-Gaussian noises. The experimental results on synthetic signals with various types of noises show that the proposed MCC based signal recovery method has better robust property against various noises compared to other existing methods.
A comparative study of nonparametric methods for pattern recognition
NASA Technical Reports Server (NTRS)
Hahn, S. F.; Nelson, G. D.
1972-01-01
The applied research discussed in this report determines and compares the correct classification percentage of the nonparametric sign test, Wilcoxon's signed rank test, and K-class classifier with the performance of the Bayes classifier. The performance is determined for data which have Gaussian, Laplacian and Rayleigh probability density functions. The correct classification percentage is shown graphically for differences in modes and/or means of the probability density functions for four, eight and sixteen samples. The K-class classifier performed very well with respect to the other classifiers used. Since the K-class classifier is a nonparametric technique, it usually performed better than the Bayes classifier which assumes the data to be Gaussian even though it may not be. The K-class classifier has the advantage over the Bayes in that it works well with non-Gaussian data without having to determine the probability density function of the data. It should be noted that the data in this experiment was always unimodal.
NASA Astrophysics Data System (ADS)
Arendt, V.; Shalchi, A.
2018-06-01
We explore numerically the transport of energetic particles in a turbulent magnetic field configuration. A test-particle code is employed to compute running diffusion coefficients as well as particle distribution functions in the different directions of space. Our numerical findings are compared with models commonly used in diffusion theory such as Gaussian distribution functions and solutions of the cosmic ray Fokker-Planck equation. Furthermore, we compare the running diffusion coefficients across the mean magnetic field with solutions obtained from the time-dependent version of the unified non-linear transport theory. In most cases we find that particle distribution functions are indeed of Gaussian form as long as a two-component turbulence model is employed. For turbulence setups with reduced dimensionality, however, the Gaussian distribution can no longer be obtained. It is also shown that the unified non-linear transport theory agrees with simulated perpendicular diffusion coefficients as long as the pure two-dimensional model is excluded.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Ruixing; Yang, LV; Xu, Kele
Purpose: Deconvolution is a widely used tool in the field of image reconstruction algorithm when the linear imaging system has been blurred by the imperfect system transfer function. However, due to the nature of Gaussian-liked distribution for point spread function (PSF), the components with coherent high frequency in the image are hard to restored in most of the previous scanning imaging system, even the relatively accurate PSF is acquired. We propose a novel method for deconvolution of images which are obtained by using shape-modulated PSF. Methods: We use two different types of PSF - Gaussian shape and donut shape -more » to convolute the original image in order to simulate the process of scanning imaging. By employing deconvolution of the two images with corresponding given priors, the image quality of the deblurred images are compared. Then we find the critical size of the donut shape compared with the Gaussian shape which has similar deconvolution results. Through calculation of tightened focusing process using radially polarized beam, such size of donut is achievable under same conditions. Results: The effects of different relative size of donut and Gaussian shapes are investigated. When the full width at half maximum (FWHM) ratio of donut and Gaussian shape is set about 1.83, similar resolution results are obtained through our deconvolution method. Decreasing the size of donut will favor the deconvolution method. A mask with both amplitude and phase modulation is used to create a donut-shaped PSF compared with the non-modulated Gaussian PSF. Donut with size smaller than our critical value is obtained. Conclusion: The utility of donutshaped PSF are proved useful and achievable in the imaging and deconvolution processing, which is expected to have potential practical applications in high resolution imaging for biological samples.« less
Gaussian windows: A tool for exploring multivariate data
NASA Technical Reports Server (NTRS)
Jaeckel, Louis A.
1990-01-01
Presented here is a method for interactively exploring a large set of quantitative multivariate data, in order to estimate the shape of the underlying density function. It is assumed that the density function is more or less smooth, but no other specific assumptions are made concerning its structure. The local structure of the data in a given region may be examined by viewing the data through a Gaussian window, whose location and shape are chosen by the user. A Gaussian window is defined by giving each data point a weight based on a multivariate Gaussian function. The weighted sample mean and sample covariance matrix are then computed, using the weights attached to the data points. These quantities are used to compute an estimate of the shape of the density function in the window region. The local structure of the data is described by a method similar to the method of principal components. By taking many such local views of the data, we can form an idea of the structure of the data set. The method is applicable in any number of dimensions. The method can be used to find and describe simple structural features such as peaks, valleys, and saddle points in the density function, and also extended structures in higher dimensions. With some practice, we can apply our geometrical intuition to these structural features in any number of dimensions, so that we can think about and describe the structure of the data. Since the computations involved are relatively simple, the method can easily be implemented on a small computer.
Efficient evaluation of the Coulomb force in the Gaussian and finite-element Coulomb method.
Kurashige, Yuki; Nakajima, Takahito; Sato, Takeshi; Hirao, Kimihiko
2010-06-28
We propose an efficient method for evaluating the Coulomb force in the Gaussian and finite-element Coulomb (GFC) method, which is a linear-scaling approach for evaluating the Coulomb matrix and energy in large molecular systems. The efficient evaluation of the analytical gradient in the GFC is not straightforward as well as the evaluation of the energy because the SCF procedure with the Coulomb matrix does not give a variational solution for the Coulomb energy. Thus, an efficient approximate method is alternatively proposed, in which the Coulomb potential is expanded in the Gaussian and finite-element auxiliary functions as done in the GFC. To minimize the error in the gradient not just in the energy, the derived functions of the original auxiliary functions of the GFC are used additionally for the evaluation of the Coulomb gradient. In fact, the use of the derived functions significantly improves the accuracy of this approach. Although these additional auxiliary functions enlarge the size of the discretized Poisson equation and thereby increase the computational cost, it maintains the near linear scaling as the GFC and does not affects the overall efficiency of the GFC approach.
The Azimuth Structure of Nuclear Collisions — I
NASA Astrophysics Data System (ADS)
Trainor, Thomas A.; Kettler, David T.
We describe azimuth structure commonly associated with elliptic and directed flow in the context of 2D angular autocorrelations for the purpose of precise separation of so-called nonflow (mainly minijets) from flow. We extend the Fourier-transform description of azimuth structure to include power spectra and autocorrelations related by the Wiener-Khintchine theorem. We analyze several examples of conventional flow analysis in that context and question the relevance of reaction plane estimation to flow analysis. We introduce the 2D angular autocorrelation with examples from data analysis and describe a simulation exercise which demonstrates precise separation of flow and nonflow using the 2D autocorrelation method. We show that an alternative correlation measure based on Pearson's normalized covariance provides a more intuitive measure of azimuth structure.
Monitoring autocorrelated process: A geometric Brownian motion process approach
NASA Astrophysics Data System (ADS)
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
Anisotropic non-gaussianity from rotational symmetry breaking excited initial states
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ashoorioon, Amjad; Casadio, Roberto; Dipartimento di Fisica e Astronomia, Alma Mater Università di Bologna,via Irnerio 46, 40126 Bologna
2016-12-01
If the initial quantum state of the primordial perturbations broke rotational invariance, that would be seen as a statistical anisotropy in the angular correlations of the cosmic microwave background radiation (CMBR) temperature fluctuations. This can be described by a general parameterisation of the initial conditions that takes into account the possible direction-dependence of both the amplitude and the phase of particle creation during inflation. The leading effect in the CMBR two-point function is typically a quadrupole modulation, whose coefficient is analytically constrained here to be |B|≲0.06. The CMBR three-point function then acquires enhanced non-gaussianity, especially for the local configurations. Inmore » the large occupation number limit, a distinctive prediction is a modulation of the non-gaussianity around a mean value depending on the angle that short and long wavelength modes make with the preferred direction. The maximal variations with respect to the mean value occur for the configurations which are coplanar with the preferred direction and the amplitude of the non-gaussianity increases (decreases) for the short wavelength modes aligned with (perpendicular to) the preferred direction. For a high scale model of inflation with maximally pumped up isotropic occupation and ϵ≃0.01 the difference between these two configurations is about 0.27, which could be detectable in the future. For purely anisotropic particle creation, the non-Gaussianity can be larger and its anisotropic feature very sharp. The non-gaussianity can then reach f{sub NL}∼30 in the preferred direction while disappearing from the correlations in the orthogonal plane.« less
Image correlation and sampling study
NASA Technical Reports Server (NTRS)
Popp, D. J.; Mccormack, D. S.; Sedwick, J. L.
1972-01-01
The development of analytical approaches for solving image correlation and image sampling of multispectral data is discussed. Relevant multispectral image statistics which are applicable to image correlation and sampling are identified. The general image statistics include intensity mean, variance, amplitude histogram, power spectral density function, and autocorrelation function. The translation problem associated with digital image registration and the analytical means for comparing commonly used correlation techniques are considered. General expressions for determining the reconstruction error for specific image sampling strategies are developed.
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
NASA Astrophysics Data System (ADS)
Miccichè, S.
2016-11-01
Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ-β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock's volatility is a linear function of the average correlation of such stock's volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still keep some of the original volatility stylized facts. As a result, the diagonalized volatilities result to share with the original volatilities either the power-law decay of the probability density function and the power-law decay of the autocorrelation function. This would indicate that volatility clustering is already present in the diagonalized un-correlated volatilities. We therefore present a parsimonious univariate model based on a non-linear Langevin equation that well reproduces these two stylized facts of volatility. The model helps us in understanding that the main source of volatility clustering, once volatilities have been diagonalized, is that the economic forces driving volatility can be modeled in terms of a Smoluchowski potential with logarithmic tails.
Cigar-shaped quarkonia under strong magnetic field
NASA Astrophysics Data System (ADS)
Suzuki, Kei; Yoshida, Tetsuya
2016-03-01
Heavy quarkonia in a homogeneous magnetic field are analyzed by using a potential model with constituent quarks. To obtain anisotropic wave functions and corresponding eigenvalues, the cylindrical Gaussian expansion method is applied, where the anisotropic wave functions are expanded by a Gaussian basis in the cylindrical coordinates. Deformation of the wave functions and the mass shifts of the S-wave heavy quarkonia (ηc, J /ψ , ηc(2 S ), ψ (2 S ) and bottomonia) are examined for the wide range of external magnetic field. The spatial structure of the wave functions changes drastically as adjacent energy levels cross each other. Possible observables in heavy-ion collision experiments and future lattice QCD simulations are also discussed.
NASA Astrophysics Data System (ADS)
Tang, Bin; Jiang, ShengBao; Jiang, Chun; Zhu, Haibin
2014-07-01
A hollow sinh-Gaussian beam (HsG) is an appropriate model to describe the dark-hollow beam. Based on Collins integral formula and the fact that a hard-edged-aperture function can be expanded into a finite sum of complex Gaussian functions, the propagation properties of a HsG beam passing through fractional Fourier transform (FRFT) optical systems with and without apertures have been studied in detail by some typical numerical examples. The results obtained using the approximate analytical formula are in good agreement with those obtained using numerical integral calculation. Further, the studies indicate that the normalized intensity distribution of the HsG beam in FRFT plane is closely related with not only the fractional order but also the beam order and the truncation parameter. The FRFT optical systems provide a convenient way for laser beam shaping.
A sharp interpolation between the Hölder and Gaussian Young inequalities
NASA Astrophysics Data System (ADS)
da Pelo, Paolo; Lanconelli, Alberto; Stan, Aurel I.
2016-03-01
We prove a very general sharp inequality of the Hölder-Young-type for functions defined on infinite dimensional Gaussian spaces. We begin by considering a family of commutative products for functions which interpolates between the pointwise and Wick products; this family arises naturally in the context of stochastic differential equations, through Wong-Zakai-type approximation theorems, and plays a key role in some generalizations of the Beckner-type Poincaré inequality. We then obtain a crucial integral representation for that family of products which is employed, together with a generalization of the classic Young inequality due to Lieb, to prove our main theorem. We stress that our main inequality contains as particular cases the Hölder inequality and Nelson’s hyper-contractive estimate, thus providing a unified framework for two fundamental results of the Gaussian analysis.
PAREMD: A parallel program for the evaluation of momentum space properties of atoms and molecules
NASA Astrophysics Data System (ADS)
Meena, Deep Raj; Gadre, Shridhar R.; Balanarayan, P.
2018-03-01
The present work describes a code for evaluating the electron momentum density (EMD), its moments and the associated Shannon information entropy for a multi-electron molecular system. The code works specifically for electronic wave functions obtained from traditional electronic structure packages such as GAMESS and GAUSSIAN. For the momentum space orbitals, the general expression for Gaussian basis sets in position space is analytically Fourier transformed to momentum space Gaussian basis functions. The molecular orbital coefficients of the wave function are taken as an input from the output file of the electronic structure calculation. The analytic expressions of EMD are evaluated over a fine grid and the accuracy of the code is verified by a normalization check and a numerical kinetic energy evaluation which is compared with the analytic kinetic energy given by the electronic structure package. Apart from electron momentum density, electron density in position space has also been integrated into this package. The program is written in C++ and is executed through a Shell script. It is also tuned for multicore machines with shared memory through OpenMP. The program has been tested for a variety of molecules and correlated methods such as CISD, Møller-Plesset second order (MP2) theory and density functional methods. For correlated methods, the PAREMD program uses natural spin orbitals as an input. The program has been benchmarked for a variety of Gaussian basis sets for different molecules showing a linear speedup on a parallel architecture.
Narayanaswamy’s 1971 aging theory and material time
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dyre, Jeppe C., E-mail: dyre@ruc.dk
2015-09-21
The Bochkov-Kuzovlev nonlinear fluctuation-dissipation theorem is used to derive Narayanaswamy’s phenomenological theory of physical aging, in which this highly nonlinear phenomenon is described by a linear material-time convolution integral. A characteristic property of the Narayanaswamy aging description is material-time translational invariance, which is here taken as the basic assumption of the derivation. It is shown that only one possible definition of the material time obeys this invariance, namely, the square of the distance travelled from a configuration of the system far back in time. The paper concludes with suggestions for computer simulations that test for consequences of material-time translational invariance.more » One of these is the “unique-triangles property” according to which any three points on the system’s path form a triangle such that two side lengths determine the third; this is equivalent to the well-known triangular relation for time-autocorrelation functions of aging spin glasses [L. F. Cugliandolo and J. Kurchan, J. Phys. A: Math. Gen. 27, 5749 (1994)]. The unique-triangles property implies a simple geometric interpretation of out-of-equilibrium time-autocorrelation functions, which extends to aging a previously proposed framework for such functions in equilibrium [J. C. Dyre, e-print arXiv:cond-mat/9712222 (1997)].« less
First-principles calculation of entropy for liquid metals.
Desjarlais, Michael P
2013-12-01
We demonstrate the accurate calculation of entropies and free energies for a variety of liquid metals using an extension of the two-phase thermodynamic (2PT) model based on a decomposition of the velocity autocorrelation function into gas-like (hard sphere) and solid-like (harmonic) subsystems. The hard sphere model for the gas-like component is shown to give systematically high entropies for liquid metals as a direct result of the unphysical Lorentzian high-frequency tail. Using a memory function framework we derive a generally applicable velocity autocorrelation and frequency spectrum for the diffusive component which recovers the low-frequency (long-time) behavior of the hard sphere model while providing for realistic short-time coherence and high-frequency tails to the spectrum. This approach provides a significant increase in the accuracy of the calculated entropies for liquid metals and is compared to ambient pressure data for liquid sodium, aluminum, gallium, tin, and iron. The use of this method for the determination of melt boundaries is demonstrated with a calculation of the high-pressure bcc melt boundary for sodium. With the significantly improved accuracy available with the memory function treatment for softer interatomic potentials, the 2PT model for entropy calculations should find broader application in high energy density science, warm dense matter, planetary science, geophysics, and material science.
First-principles calculation of entropy for liquid metals
NASA Astrophysics Data System (ADS)
Desjarlais, Michael P.
2013-12-01
We demonstrate the accurate calculation of entropies and free energies for a variety of liquid metals using an extension of the two-phase thermodynamic (2PT) model based on a decomposition of the velocity autocorrelation function into gas-like (hard sphere) and solid-like (harmonic) subsystems. The hard sphere model for the gas-like component is shown to give systematically high entropies for liquid metals as a direct result of the unphysical Lorentzian high-frequency tail. Using a memory function framework we derive a generally applicable velocity autocorrelation and frequency spectrum for the diffusive component which recovers the low-frequency (long-time) behavior of the hard sphere model while providing for realistic short-time coherence and high-frequency tails to the spectrum. This approach provides a significant increase in the accuracy of the calculated entropies for liquid metals and is compared to ambient pressure data for liquid sodium, aluminum, gallium, tin, and iron. The use of this method for the determination of melt boundaries is demonstrated with a calculation of the high-pressure bcc melt boundary for sodium. With the significantly improved accuracy available with the memory function treatment for softer interatomic potentials, the 2PT model for entropy calculations should find broader application in high energy density science, warm dense matter, planetary science, geophysics, and material science.