Non-Gaussian statistics and nanosecond dynamics of electrostatic fluctuations affecting optical transitions in proteins.

PubMed

Martin, Daniel R; Matyushov, Dmitry V

2012-08-30

We show that electrostatic fluctuations of the protein-water interface are globally non-Gaussian. The electrostatic component of the optical transition energy (energy gap) in a hydrated green fluorescent protein is studied here by classical molecular dynamics simulations. The distribution of the energy gap displays a high excess in the breadth of electrostatic fluctuations over the prediction of the Gaussian statistics. The energy gap dynamics include a nanosecond component. When simulations are repeated with frozen protein motions, the statistics shifts to the expectations of linear response and the slow dynamics disappear. We therefore suggest that both the non-Gaussian statistics and the nanosecond dynamics originate largely from global, low-frequency motions of the protein coupled to the interfacial water. The non-Gaussian statistics can be experimentally verified from the temperature dependence of the first two spectral moments measured at constant-volume conditions. Simulations at different temperatures are consistent with other indicators of the non-Gaussian statistics. In particular, the high-temperature part of the energy gap variance (second spectral moment) scales linearly with temperature and extrapolates to zero at a temperature characteristic of the protein glass transition. This result, violating the classical limit of the fluctuation-dissipation theorem, leads to a non-Boltzmann statistics of the energy gap and corresponding non-Arrhenius kinetics of radiationless electronic transitions, empirically described by the Vogel-Fulcher-Tammann law.

A model for characterizing residential ground current and magnetic field fluctuations.

PubMed

Mader, D L; Peralta, S B; Sherar, M D

1994-01-01

The current through the residential grounding circuit is an important source for magnetic fields; field variations near the grounding circuit accurately track fluctuations in this ground current. In this paper, a model is presented which permits calculation of the range of these fluctuations. A discrete network model is used to simulate a local distribution system for a single street, and a statistical model to simulate unbalanced currents in the system. Simulations of three-house and ten-house networks show that random appliance operation leads to ground current fluctuations which can be quite large, on the order of 600%. This is consistent with measured fluctuations in an actual house.

Large Fluctuations for Spatial Diffusion of Cold Atoms

NASA Astrophysics Data System (ADS)

Aghion, Erez; Kessler, David A.; Barkai, Eli

2017-06-01

We use a new approach to study the large fluctuations of a heavy-tailed system, where the standard large-deviations principle does not apply. Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example, spreading packets of particles. Mathematically, it concerns the exponential falloff of the density of thin-tailed systems. Here we investigate the spatial density Pt(x ) of laser-cooled atoms, where at intermediate length scales the shape is fat tailed. We focus on the rare events beyond this range, which dominate important statistical properties of the system. Through a novel friction mechanism induced by the laser fields, the density is explored with the recently proposed non-normalized infinite-covariant density approach. The small and large fluctuations give rise to a bifractal nature of the spreading packet. We derive general relations which extend our theory to a class of systems with multifractal moments.

Association between magnetic field fluctuations and energetic particle bursts in the earth's magnetotail

NASA Technical Reports Server (NTRS)

Lui, A. T. Y.; Krimigis, S. M.; Armstrong, T. P.

1982-01-01

The association between energetic protons (0.29-0.50 MeV) and simultaneous local fluctuations of magnetic field at 35 to 45 earth radii in the magnetotail is examined statistically with data from APL/JHU particle telescopes aboard IMP 7 and IMP 8. About four satellite years of 5.5 min averaged measurements are used in this study. In addition to confirming that the level of magnetic field fluctuations generally increases with the presence of energetic protons and their streaming anisotropy, it is found that increases in occurrence frequency of streaming of energetic protons are ordered far better by magnetic field fluctuations than by proximity to the neutral sheet. However, the presence of large magnetic field fluctuations (delta B greater than 5 nT or delta B/B greater than 50%) is neither a necessary nor a sufficient condition for the detection of large streaming in energetic protons.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Yong, E-mail: 83229994@qq.com; Ge, Hao, E-mail: haoge@pku.edu.cn; Xiong, Jie, E-mail: jiexiong@umac.mo

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. There exist very few results for steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle for diffusion processes due to the technical difficulties. Here we give a proof for the steady-state fluctuation theorem of a diffusion process in magnetic fields, with explicit expressions of the free energy function and rate function. The proof is based on the Karhunen-Loève expansion of complex-valued Ornstein-Uhlenbeck process.

Ordered phase and non-equilibrium fluctuation in stock market

NASA Astrophysics Data System (ADS)

Maskawa, Jun-ichi

2002-08-01

We analyze the statistics of daily price change of stock market in the framework of a statistical physics model for the collective fluctuation of stock portfolio. In this model the time series of price changes are coded into the sequences of up and down spins, and the Hamiltonian of the system is expressed by spin-spin interactions as in spin glass models of disordered magnetic systems. Through the analysis of Dow-Jones industrial portfolio consisting of 30 stock issues by this model, we find a non-equilibrium fluctuation mode on the point slightly below the boundary between ordered and disordered phases. The remaining 29 modes are still in disordered phase and well described by Gibbs distribution. The variance of the fluctuation is outlined by the theoretical curve and peculiarly large in the non-equilibrium mode compared with those in the other modes remaining in ordinary phase.

Extreme current fluctuations in lattice gases: Beyond nonequilibrium steady states

NASA Astrophysics Data System (ADS)

Meerson, Baruch; Sasorov, Pavel V.

2014-01-01

We use the macroscopic fluctuation theory (MFT) to study large current fluctuations in nonstationary diffusive lattice gases. We identify two universality classes of these fluctuations, which we call elliptic and hyperbolic. They emerge in the limit when the deterministic mass flux is small compared to the mass flux due to the shot noise. The two classes are determined by the sign of compressibility of effective fluid, obtained by mapping the MFT into an inviscid hydrodynamics. An example of the elliptic class is the symmetric simple exclusion process, where, for some initial conditions, we can solve the effective hydrodynamics exactly. This leads to a super-Gaussian extreme current statistics conjectured by Derrida and Gerschenfeld [J. Stat. Phys. 137, 978 (2009), 10.1007/s10955-009-9830-1] and yields the optimal path of the system. For models of the hyperbolic class, the deterministic mass flux cannot be neglected, leading to a different extreme current statistics.

Scaling laws and fluctuations in the statistics of word frequencies

NASA Astrophysics Data System (ADS)

Gerlach, Martin; Altmann, Eduardo G.

2014-11-01

In this paper, we combine statistical analysis of written texts and simple stochastic models to explain the appearance of scaling laws in the statistics of word frequencies. The average vocabulary of an ensemble of fixed-length texts is known to scale sublinearly with the total number of words (Heaps’ law). Analyzing the fluctuations around this average in three large databases (Google-ngram, English Wikipedia, and a collection of scientific articles), we find that the standard deviation scales linearly with the average (Taylor's law), in contrast to the prediction of decaying fluctuations obtained using simple sampling arguments. We explain both scaling laws (Heaps’ and Taylor) by modeling the usage of words using a Poisson process with a fat-tailed distribution of word frequencies (Zipf's law) and topic-dependent frequencies of individual words (as in topic models). Considering topical variations lead to quenched averages, turn the vocabulary size a non-self-averaging quantity, and explain the empirical observations. For the numerous practical applications relying on estimations of vocabulary size, our results show that uncertainties remain large even for long texts. We show how to account for these uncertainties in measurements of lexical richness of texts with different lengths.

Large deviation theory for the kinetics and energetics of turnover of enzyme catalysis in a chemiostatic flow.

PubMed

Das, Biswajit; Gangopadhyay, Gautam

2018-05-07

In the framework of large deviation theory, we have characterized nonequilibrium turnover statistics of enzyme catalysis in a chemiostatic flow with externally controllable parameters, like substrate injection rate and mechanical force. In the kinetics of the process, we have shown the fluctuation theorems in terms of the symmetry of the scaled cumulant generating function (SCGF) in the transient and steady state regime and a similar symmetry rule is reflected in a large deviation rate function (LDRF) as a property of the dissipation rate through boundaries. Large deviation theory also gives the thermodynamic force of a nonequilibrium steady state, as is usually recorded experimentally by a single molecule technique, which plays a key role responsible for the dynamical symmetry of the SCGF and LDRF. Using some special properties of the Legendre transformation, here, we have provided a relation between the fluctuations of fluxes and dissipation rates, and among them, the fluctuation of the turnover rate is routinely estimated but the fluctuation in the dissipation rate is yet to be characterized for small systems. Such an enzymatic reaction flow system can be a very good testing ground to systematically understand the rare events from the large deviation theory which is beyond fluctuation theorem and central limit theorem.

Large deviation theory for the kinetics and energetics of turnover of enzyme catalysis in a chemiostatic flow

NASA Astrophysics Data System (ADS)

Das, Biswajit; Gangopadhyay, Gautam

2018-05-01

In the framework of large deviation theory, we have characterized nonequilibrium turnover statistics of enzyme catalysis in a chemiostatic flow with externally controllable parameters, like substrate injection rate and mechanical force. In the kinetics of the process, we have shown the fluctuation theorems in terms of the symmetry of the scaled cumulant generating function (SCGF) in the transient and steady state regime and a similar symmetry rule is reflected in a large deviation rate function (LDRF) as a property of the dissipation rate through boundaries. Large deviation theory also gives the thermodynamic force of a nonequilibrium steady state, as is usually recorded experimentally by a single molecule technique, which plays a key role responsible for the dynamical symmetry of the SCGF and LDRF. Using some special properties of the Legendre transformation, here, we have provided a relation between the fluctuations of fluxes and dissipation rates, and among them, the fluctuation of the turnover rate is routinely estimated but the fluctuation in the dissipation rate is yet to be characterized for small systems. Such an enzymatic reaction flow system can be a very good testing ground to systematically understand the rare events from the large deviation theory which is beyond fluctuation theorem and central limit theorem.

Negative Binomial Fits to Multiplicity Distributions from Central Collisions of (16)O+Cu at 14.6A GeV/c and Intermittency

NASA Technical Reports Server (NTRS)

Tannenbaum, M. J.

1994-01-01

The concept of "Intermittency" was introduced by Bialas and Peschanski to try to explain the "large" fluctuations of multiplicity in restricted intervals of rapidity or pseudorapidity. A formalism was proposed to to study non-statistical (more precisely, non-Poisson) fluctuations as a function of the size of rapidity interval, and it was further suggested that the "spikes" in the rapidity fluctuations were evidence of fractal or intermittent behavior, in analogy to turbulence in fluid dynamics which is characterized by self-similar fluctuations at all scales-the absence of well defined scale of length.

Truncated Linear Statistics Associated with the Eigenvalues of Random Matrices II. Partial Sums over Proper Time Delays for Chaotic Quantum Dots

NASA Astrophysics Data System (ADS)

Grabsch, Aurélien; Majumdar, Satya N.; Texier, Christophe

2017-06-01

Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues \\{λ _1,\\ldots ,λ _N\\}. We study the distribution of truncated linear statistics of the form \\tilde{L}=\\sum _{i=1}^p f(λ _i) with p

Information Entropy Production of Maximum Entropy Markov Chains from Spike Trains

NASA Astrophysics Data System (ADS)

Cofré, Rodrigo; Maldonado, Cesar

2018-01-01

We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model. We review large deviations techniques useful in this context to describe properties of accuracy and convergence in terms of sampling size. We use these results to study the statistical fluctuation of correlations, distinguishability and irreversibility of maximum entropy Markov chains. We illustrate these applications using simple examples where the large deviation rate function is explicitly obtained for maximum entropy models of relevance in this field.

Extreme statistics and index distribution in the classical 1d Coulomb gas

NASA Astrophysics Data System (ADS)

Dhar, Abhishek; Kundu, Anupam; Majumdar, Satya N.; Sabhapandit, Sanjib; Schehr, Grégory

2018-07-01

We consider a 1D gas of N charged particles confined by an external harmonic potential and interacting via the 1D Coulomb potential. For this system we show that in equilibrium the charges settle, on an average, uniformly and symmetrically on a finite region centred around the origin. We study the statistics of the position of the rightmost particle and show that the limiting distribution describing its typical fluctuations is different from the Tracy–Widom distribution found in the 1D log-gas. We also compute the large deviation functions which characterise the atypical fluctuations of far away from its mean value. In addition, we study the gap between the two rightmost particles as well as the index N + , i.e. the number of particles on the positive semi-axis. We compute the limiting distributions associated to the typical fluctuations of these observables as well as the corresponding large deviation functions. We provide numerical supports to our analytical predictions. Part of these results were announced in a recent letter, Dhar et al (2017 Phys. Rev. Lett. 119 060601).

Extracting Galaxy Cluster Gas Inhomogeneity from X-Ray Surface Brightness: A Statistical Approach and Application to Abell 3667

NASA Astrophysics Data System (ADS)

Kawahara, Hajime; Reese, Erik D.; Kitayama, Tetsu; Sasaki, Shin; Suto, Yasushi

2008-11-01

Our previous analysis indicates that small-scale fluctuations in the intracluster medium (ICM) from cosmological hydrodynamic simulations follow the lognormal probability density function. In order to test the lognormal nature of the ICM directly against X-ray observations of galaxy clusters, we develop a method of extracting statistical information about the three-dimensional properties of the fluctuations from the two-dimensional X-ray surface brightness. We first create a set of synthetic clusters with lognormal fluctuations around their mean profile given by spherical isothermal β-models, later considering polytropic temperature profiles as well. Performing mock observations of these synthetic clusters, we find that the resulting X-ray surface brightness fluctuations also follow the lognormal distribution fairly well. Systematic analysis of the synthetic clusters provides an empirical relation between the three-dimensional density fluctuations and the two-dimensional X-ray surface brightness. We analyze Chandra observations of the galaxy cluster Abell 3667, and find that its X-ray surface brightness fluctuations follow the lognormal distribution. While the lognormal model was originally motivated by cosmological hydrodynamic simulations, this is the first observational confirmation of the lognormal signature in a real cluster. Finally we check the synthetic cluster results against clusters from cosmological hydrodynamic simulations. As a result of the complex structure exhibited by simulated clusters, the empirical relation between the two- and three-dimensional fluctuation properties calibrated with synthetic clusters when applied to simulated clusters shows large scatter. Nevertheless we are able to reproduce the true value of the fluctuation amplitude of simulated clusters within a factor of 2 from their two-dimensional X-ray surface brightness alone. Our current methodology combined with existing observational data is useful in describing and inferring the statistical properties of the three-dimensional inhomogeneity in galaxy clusters.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hogan, Craig

It is argued by extrapolation of general relativity and quantum mechanics that a classical inertial frame corresponds to a statistically defined observable that rotationally fluctuates due to Planck scale indeterminacy. Physical effects of exotic nonlocal rotational correlations on large scale field states are estimated. Their entanglement with the strong interaction vacuum is estimated to produce a universal, statistical centrifugal acceleration that resembles the observed cosmological constant.

Toughness and strength of nanocrystalline graphene

DOE PAGES

Shekhawat, Ashivni; Ritchie, Robert O.

2016-01-28

Pristine monocrystalline graphene is claimed to be the strongest material known with remarkable mechanical and electrical properties. However, graphene made with scalable fabrication techniques is polycrystalline and contains inherent nanoscale line and point defects—grain boundaries and grain-boundary triple junctions—that lead to significant statistical fluctuations in toughness and strength. These fluctuations become particularly pronounced for nanocrystalline graphene where the density of defects is high. Here we use large-scale simulation and continuum modelling to show that the statistical variation in toughness and strength can be understood with ‘weakest-link’ statistics. We develop the first statistical theory of toughness in polycrystalline graphene, and elucidatemore » the nanoscale origins of the grain-size dependence of its strength and toughness. Lastly, our results should lead to more reliable graphene device design, and provide a framework to interpret experimental results in a broad class of two-dimensional materials.« less

Directional Statistics for Polarization Observations of Individual Pulses from Radio Pulsars

NASA Astrophysics Data System (ADS)

McKinnon, M. M.

2010-10-01

Radio polarimetry is a three-dimensional statistical problem. The three-dimensional aspect of the problem arises from the Stokes parameters Q, U, and V, which completely describe the polarization of electromagnetic radiation and conceptually define the orientation of a polarization vector in the Poincaré sphere. The statistical aspect of the problem arises from the random fluctuations in the source-intrinsic polarization and the instrumental noise. A simple model for the polarization of pulsar radio emission has been used to derive the three-dimensional statistics of radio polarimetry. The model is based upon the proposition that the observed polarization is due to the incoherent superposition of two, highly polarized, orthogonal modes. The directional statistics derived from the model follow the Bingham-Mardia and Fisher family of distributions. The model assumptions are supported by the qualitative agreement between the statistics derived from it and those measured with polarization observations of the individual pulses from pulsars. The orthogonal modes are thought to be the natural modes of radio wave propagation in the pulsar magnetosphere. The intensities of the modes become statistically independent when generalized Faraday rotation (GFR) in the magnetosphere causes the difference in their phases to be large. A stochastic version of GFR occurs when fluctuations in the phase difference are also large, and may be responsible for the more complicated polarization patterns observed in pulsar radio emission.

Modeling velocity space-time correlations in wind farms

NASA Astrophysics Data System (ADS)

Lukassen, Laura J.; Stevens, Richard J. A. M.; Meneveau, Charles; Wilczek, Michael

2016-11-01

Turbulent fluctuations of wind velocities cause power-output fluctuations in wind farms. The statistics of velocity fluctuations can be described by velocity space-time correlations in the atmospheric boundary layer. In this context, it is important to derive simple physics-based models. The so-called Tennekes-Kraichnan random sweeping hypothesis states that small-scale velocity fluctuations are passively advected by large-scale velocity perturbations in a random fashion. In the present work, this hypothesis is used with an additional mean wind velocity to derive a model for the spatial and temporal decorrelation of velocities in wind farms. It turns out that in the framework of this model, space-time correlations are a convolution of the spatial correlation function with a temporal decorrelation kernel. In this presentation, first results on the comparison to large eddy simulations will be presented and the potential of the approach to characterize power output fluctuations of wind farms will be discussed. Acknowledgements: 'Fellowships for Young Energy Scientists' (YES!) of FOM, the US National Science Foundation Grant IIA 1243482, and support by the Max Planck Society.

Fluctuations around equilibrium laws in ergodic continuous-time random walks.

PubMed

Schulz, Johannes H P; Barkai, Eli

2015-06-01

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

Maximum one-shot dissipated work from Rényi divergences

NASA Astrophysics Data System (ADS)

Yunger Halpern, Nicole; Garner, Andrew J. P.; Dahlsten, Oscar C. O.; Vedral, Vlatko

2018-05-01

Thermodynamics describes large-scale, slowly evolving systems. Two modern approaches generalize thermodynamics: fluctuation theorems, which concern finite-time nonequilibrium processes, and one-shot statistical mechanics, which concerns small scales and finite numbers of trials. Combining these approaches, we calculate a one-shot analog of the average dissipated work defined in fluctuation contexts: the cost of performing a protocol in finite time instead of quasistatically. The average dissipated work has been shown to be proportional to a relative entropy between phase-space densities, to a relative entropy between quantum states, and to a relative entropy between probability distributions over possible values of work. We derive one-shot analogs of all three equations, demonstrating that the order-infinity Rényi divergence is proportional to the maximum possible dissipated work in each case. These one-shot analogs of fluctuation-theorem results contribute to the unification of these two toolkits for small-scale, nonequilibrium statistical physics.

Maximum one-shot dissipated work from Rényi divergences.

PubMed

Yunger Halpern, Nicole; Garner, Andrew J P; Dahlsten, Oscar C O; Vedral, Vlatko

2018-05-01

Thermodynamics describes large-scale, slowly evolving systems. Two modern approaches generalize thermodynamics: fluctuation theorems, which concern finite-time nonequilibrium processes, and one-shot statistical mechanics, which concerns small scales and finite numbers of trials. Combining these approaches, we calculate a one-shot analog of the average dissipated work defined in fluctuation contexts: the cost of performing a protocol in finite time instead of quasistatically. The average dissipated work has been shown to be proportional to a relative entropy between phase-space densities, to a relative entropy between quantum states, and to a relative entropy between probability distributions over possible values of work. We derive one-shot analogs of all three equations, demonstrating that the order-infinity Rényi divergence is proportional to the maximum possible dissipated work in each case. These one-shot analogs of fluctuation-theorem results contribute to the unification of these two toolkits for small-scale, nonequilibrium statistical physics.

Efficiency and large deviations in time-asymmetric stochastic heat engines

DOE PAGES

Gingrich, Todd R.; Rotskoff, Grant M.; Vaikuntanathan, Suriyanarayanan; ...

2014-10-24

In a stochastic heat engine driven by a cyclic non-equilibrium protocol, fluctuations in work and heat give rise to a fluctuating efficiency. Using computer simulations and tools from large deviation theory, we have examined these fluctuations in detail for a model two-state engine. We find in general that the form of efficiency probability distributions is similar to those described by Verley et al (2014 Nat. Commun. 5 4721), in particular featuring a local minimum in the long-time limit. In contrast to the time-symmetric engine protocols studied previously, however, this minimum need not occur at the value characteristic of a reversible Carnot engine. Furthermore, while the local minimum may reside at the global minimum of a large deviation rate function, it does not generally correspond to the least likely efficiency measured over finite time. Lastly, we introduce a general approximation for the finite-time efficiency distribution,more » $$P(\\eta )$$, based on large deviation statistics of work and heat, that remains very accurate even when $$P(\\eta )$$ deviates significantly from its large deviation form.« less

Investigation of the complexity of streamflow fluctuations in a large heterogeneous lake catchment in China

NASA Astrophysics Data System (ADS)

Ye, Xuchun; Xu, Chong-Yu; Li, Xianghu; Zhang, Qi

2018-05-01

The occurrence of flood and drought frequency is highly correlated with the temporal fluctuations of streamflow series; understanding of these fluctuations is essential for the improved modeling and statistical prediction of extreme changes in river basins. In this study, the complexity of daily streamflow fluctuations was investigated by using multifractal detrended fluctuation analysis (MF-DFA) in a large heterogeneous lake basin, the Poyang Lake basin in China, and the potential impacts of human activities were also explored. Major results indicate that the multifractality of streamflow fluctuations shows significant regional characteristics. In the study catchment, all the daily streamflow series present a strong long-range correlation with Hurst exponents bigger than 0.8. The q-order Hurst exponent h( q) of all the hydrostations can be characterized well by only two parameters: a (0.354 ≤ a ≤ 0.384) and b (0.627 ≤ b ≤ 0.677), with no pronounced differences. Singularity spectrum analysis pointed out that small fluctuations play a dominant role in all daily streamflow series. Our research also revealed that both the correlation properties and the broad probability density function (PDF) of hydrological series can be responsible for the multifractality of streamflow series that depends on watershed areas. In addition, we emphasized the relationship between watershed area and the estimated multifractal parameters, such as the Hurst exponent and fitted parameters a and b from the q-order Hurst exponent h( q). However, the relationship between the width of the singularity spectrum (Δ α) and watershed area is not clear. Further investigation revealed that increasing forest coverage and reservoir storage can effectively enhance the persistence of daily streamflow, decrease the hydrological complexity of large fluctuations, and increase the small fluctuations.

Speckle in the diffraction patterns of Hendricks-Teller and icosahedral glass models

NASA Technical Reports Server (NTRS)

Garg, Anupam; Levine, Dov

1988-01-01

It is shown that the X-ray diffraction patterns from the Hendricks-Teller model for layered systems and the icosahedral glass models for the icosahedral phases show large fluctuations between nearby scattering wave vectors and from sample to sample, that are quite analogous to laser speckle. The statistics of these fluctuations are studied analytically for the first model and via computer simulations for the second. The observability of these effects is discussed briefly.

X-ray light curves of active galactic nuclei are phase incoherent

NASA Technical Reports Server (NTRS)

Krolik, Julian; Done, Chris; Madejski, Grzegorz

1993-01-01

We compute the Fourier phase spectra for the light curves of five low-luminosity active galactic nuclei observed by EXOSAT. There is no statistically significant phase coherence in any of them. This statement is equivalent, subject to a technical caveat, to a demonstration that their fluctuation statistics are Gaussian. Models in which the X-ray output is controlled wholly by a unitary process undergoing a nonlinear limit cycle are therefore ruled out, while models with either a large number of randomly excited independent oscillation modes or nonlinearly interacting spatially dependent oscillations are favored. We also demonstrate how the degree of phase coherence in light curve fluctuations influences the application of causality bounds on internal length scales.

Fluctuating hydrodynamics, current fluctuations, and hyperuniformity in boundary-driven open quantum chains

NASA Astrophysics Data System (ADS)

Carollo, Federico; Garrahan, Juan P.; Lesanovsky, Igor; Pérez-Espigares, Carlos

2017-11-01

We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and diffusion. Starting from the microscopic formulation, we show that the dynamics on large scales can be described in terms of fluctuating hydrodynamics. This is an important simplification as it allows us to apply the methods of macroscopic fluctuation theory to compute the large deviation (LD) statistics of time-integrated currents. In particular, this permits us to show that fermionic open chains display a third-order dynamical phase transition in LD functions. We show that this transition is manifested in a singular change in the structure of trajectories: while typical trajectories are diffusive, rare trajectories associated with atypical currents are ballistic and hyperuniform in their spatial structure. We confirm these results by numerically simulating ensembles of rare trajectories via the cloning method, and by exact numerical diagonalization of the microscopic quantum generator.

Fluctuating hydrodynamics, current fluctuations, and hyperuniformity in boundary-driven open quantum chains.

PubMed

Carollo, Federico; Garrahan, Juan P; Lesanovsky, Igor; Pérez-Espigares, Carlos

2017-11-01

We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and diffusion. Starting from the microscopic formulation, we show that the dynamics on large scales can be described in terms of fluctuating hydrodynamics. This is an important simplification as it allows us to apply the methods of macroscopic fluctuation theory to compute the large deviation (LD) statistics of time-integrated currents. In particular, this permits us to show that fermionic open chains display a third-order dynamical phase transition in LD functions. We show that this transition is manifested in a singular change in the structure of trajectories: while typical trajectories are diffusive, rare trajectories associated with atypical currents are ballistic and hyperuniform in their spatial structure. We confirm these results by numerically simulating ensembles of rare trajectories via the cloning method, and by exact numerical diagonalization of the microscopic quantum generator.

Heavy-Tailed Fluctuations in the Spiking Output Intensity of Semiconductor Lasers with Optical Feedback

PubMed Central

2016-01-01

Although heavy-tailed fluctuations are ubiquitous in complex systems, a good understanding of the mechanisms that generate them is still lacking. Optical complex systems are ideal candidates for investigating heavy-tailed fluctuations, as they allow recording large datasets under controllable experimental conditions. A dynamical regime that has attracted a lot of attention over the years is the so-called low-frequency fluctuations (LFFs) of semiconductor lasers with optical feedback. In this regime, the laser output intensity is characterized by abrupt and apparently random dropouts. The statistical analysis of the inter-dropout-intervals (IDIs) has provided many useful insights into the underlying dynamics. However, the presence of large temporal fluctuations in the IDI sequence has not yet been investigated. Here, by applying fluctuation analysis we show that the experimental distribution of IDI fluctuations is heavy-tailed, and specifically, is well-modeled by a non-Gaussian stable distribution. We find a good qualitative agreement with simulations of the Lang-Kobayashi model. Moreover, we uncover a transition from a less-heavy-tailed state at low pump current to a more-heavy-tailed state at higher pump current. Our results indicate that fluctuation analysis can be a useful tool for investigating the output signals of complex optical systems; it can be used for detecting underlying regime shifts, for model validation and parameter estimation. PMID:26901346

Socioeconomic Status Is Not Related with Facial Fluctuating Asymmetry: Evidence from Latin-American Populations

PubMed Central

Quinto-Sánchez, Mirsha; Cintas, Celia; Silva de Cerqueira, Caio Cesar; Ramallo, Virginia; Acuña-Alonzo, Victor; Adhikari, Kaustubh; Castillo, Lucía; Gomez-Valdés, Jorge; Everardo, Paola; De Avila, Francisco; Hünemeier, Tábita; Jaramillo, Claudia; Arias, Williams; Fuentes, Macarena; Gallo, Carla; Poletti, Giovani; Schuler-Faccini, Lavinia; Bortolini, Maria Cátira; Canizales-Quinteros, Samuel; Rothhammer, Francisco; Bedoya, Gabriel; Rosique, Javier; Ruiz-Linares, Andrés; González-José, Rolando

2017-01-01

The expression of facial asymmetries has been recurrently related with poverty and/or disadvantaged socioeconomic status. Departing from the developmental instability theory, previous approaches attempted to test the statistical relationship between the stress experienced by individuals grown in poor conditions and an increase in facial and corporal asymmetry. Here we aim to further evaluate such hypothesis on a large sample of admixed Latin Americans individuals by exploring if low socioeconomic status individuals tend to exhibit greater facial fluctuating asymmetry values. To do so, we implement Procrustes analysis of variance and Hierarchical Linear Modelling (HLM) to estimate potential associations between facial fluctuating asymmetry values and socioeconomic status. We report significant relationships between facial fluctuating asymmetry values and age, sex, and genetic ancestry, while socioeconomic status failed to exhibit any strong statistical relationship with facial asymmetry. These results are persistent after the effect of heterozygosity (a proxy for genetic ancestry) is controlled in the model. Our results indicate that, at least on the studied sample, there is no relationship between socioeconomic stress (as intended as low socioeconomic status) and facial asymmetries. PMID:28060876

Socioeconomic Status Is Not Related with Facial Fluctuating Asymmetry: Evidence from Latin-American Populations.

PubMed

Quinto-Sánchez, Mirsha; Cintas, Celia; Silva de Cerqueira, Caio Cesar; Ramallo, Virginia; Acuña-Alonzo, Victor; Adhikari, Kaustubh; Castillo, Lucía; Gomez-Valdés, Jorge; Everardo, Paola; De Avila, Francisco; Hünemeier, Tábita; Jaramillo, Claudia; Arias, Williams; Fuentes, Macarena; Gallo, Carla; Poletti, Giovani; Schuler-Faccini, Lavinia; Bortolini, Maria Cátira; Canizales-Quinteros, Samuel; Rothhammer, Francisco; Bedoya, Gabriel; Rosique, Javier; Ruiz-Linares, Andrés; González-José, Rolando

2017-01-01

The expression of facial asymmetries has been recurrently related with poverty and/or disadvantaged socioeconomic status. Departing from the developmental instability theory, previous approaches attempted to test the statistical relationship between the stress experienced by individuals grown in poor conditions and an increase in facial and corporal asymmetry. Here we aim to further evaluate such hypothesis on a large sample of admixed Latin Americans individuals by exploring if low socioeconomic status individuals tend to exhibit greater facial fluctuating asymmetry values. To do so, we implement Procrustes analysis of variance and Hierarchical Linear Modelling (HLM) to estimate potential associations between facial fluctuating asymmetry values and socioeconomic status. We report significant relationships between facial fluctuating asymmetry values and age, sex, and genetic ancestry, while socioeconomic status failed to exhibit any strong statistical relationship with facial asymmetry. These results are persistent after the effect of heterozygosity (a proxy for genetic ancestry) is controlled in the model. Our results indicate that, at least on the studied sample, there is no relationship between socioeconomic stress (as intended as low socioeconomic status) and facial asymmetries.

Unlikely Fluctuations and Non-Equilibrium Work Theorems-A Simple Example.

PubMed

Muzikar, Paul

2016-06-30

An exciting development in statistical mechanics has been the elucidation of a series of surprising equalities involving the work done during a nonequilibrium process. Astumian has presented an elegant example of such an equality, involving a colloidal particle undergoing Brownian motion in the presence of gravity. We analyze this example; its simplicity, and its link to geometric Brownian motion, allows us to clarify the inner workings of the equality. Our analysis explicitly shows the important role played by large, unlikely fluctuations.

Reynolds number trend of hierarchies and scale interactions in turbulent boundary layers.

PubMed

Baars, W J; Hutchins, N; Marusic, I

2017-03-13

Small-scale velocity fluctuations in turbulent boundary layers are often coupled with the larger-scale motions. Studying the nature and extent of this scale interaction allows for a statistically representative description of the small scales over a time scale of the larger, coherent scales. In this study, we consider temporal data from hot-wire anemometry at Reynolds numbers ranging from Re τ ≈2800 to 22 800, in order to reveal how the scale interaction varies with Reynolds number. Large-scale conditional views of the representative amplitude and frequency of the small-scale turbulence, relative to the large-scale features, complement the existing consensus on large-scale modulation of the small-scale dynamics in the near-wall region. Modulation is a type of scale interaction, where the amplitude of the small-scale fluctuations is continuously proportional to the near-wall footprint of the large-scale velocity fluctuations. Aside from this amplitude modulation phenomenon, we reveal the influence of the large-scale motions on the characteristic frequency of the small scales, known as frequency modulation. From the wall-normal trends in the conditional averages of the small-scale properties, it is revealed how the near-wall modulation transitions to an intermittent-type scale arrangement in the log-region. On average, the amplitude of the small-scale velocity fluctuations only deviates from its mean value in a confined temporal domain, the duration of which is fixed in terms of the local Taylor time scale. These concentrated temporal regions are centred on the internal shear layers of the large-scale uniform momentum zones, which exhibit regions of positive and negative streamwise velocity fluctuations. With an increasing scale separation at high Reynolds numbers, this interaction pattern encompasses the features found in studies on internal shear layers and concentrated vorticity fluctuations in high-Reynolds-number wall turbulence.This article is part of the themed issue 'Toward the development of high-fidelity models of wall turbulence at large Reynolds number'. © 2017 The Author(s).

A measurement of the large-scale cosmic microwave background anisotropy at 1.8 millimeter wavelength

NASA Technical Reports Server (NTRS)

Meyer, Stephan S.; Cheng, Edward S.; Page, Lyman A.

1991-01-01

This measurement of the large-scale cosmic microwave background radiation (CMBR) anisotropy places the most stringent constraints to date on fluctuations in the CMBR on angular scales greater than about 4 deg. Using a four-channel bolometric radiometer operating at 1.8, 1.1, 0.63, and 0.44 mm, the diffuse sky brightness over half of the northern hemisphere has been mapped with an angular resolution of 3.8 deg. Analysis of the sky map at the longest wavelength for Galactic latitudes of 15 deg or more yields a 95-percent confidence level upper limit on fluctuations of the CMBR at Delta T/T of 1.6 x 10 to the -5th with a statistical power of 92 percent for Gaussian fluctuations at a correlation angle of 13 deg. Between 3 deg and 22 deg, the upper limit of fluctuations is 4.0 x 10 to the -5th . An anisotropy is detected in the map, but it cannot yet be attributed to primordial sources. The ultimate sensitivity for this experiment is 7 x 10 to the -6th over this angular range for Gaussian fluctuations.

A KST framework for correlation network construction from time series signals

NASA Astrophysics Data System (ADS)

Qi, Jin-Peng; Gu, Quan; Zhu, Ying; Zhang, Ping

2018-04-01

A KST (Kolmogorov-Smirnov test and T statistic) method is used for construction of a correlation network based on the fluctuation of each time series within the multivariate time signals. In this method, each time series is divided equally into multiple segments, and the maximal data fluctuation in each segment is calculated by a KST change detection procedure. Connections between each time series are derived from the data fluctuation matrix, and are used for construction of the fluctuation correlation network (FCN). The method was tested with synthetic simulations and the result was compared with those from using KS or T only for detection of data fluctuation. The novelty of this study is that the correlation analyses was based on the data fluctuation in each segment of each time series rather than on the original time signals, which would be more meaningful for many real world applications and for analysis of large-scale time signals where prior knowledge is uncertain.

Dynamics of Large-Scale Fluctuations in Native Proteins.

NASA Astrophysics Data System (ADS)

Erman, Burak; Erkip, Albert

2003-03-01

The fluctuations of residues of proteins about their equilibrium configurations are analyzed by Langevin dynamics. Residue pairs that are within a given cutoff distance of each other are assumed to be connected by linear springs. The action of the solvent and intramolecular interactions on each residue are treated as random noise. The correlations of fluctuations resulting from the solution of the Langevin equation are observed to be identical to those obtained by the Gaussian Network Model based on equilibrium statistical mechanics. The time delayed correlations of fluctuations, and the response of the protein to a given frequency and to a window of frequencies are determined. The fluctuations of the residues resulting from a given fixed externally applied frequency are evaluated for different modes of the system. Synchronous and asynchronous components of correlations for different modes are formulated. The results of the present study are applied to study the fluctuation dynamics of the 241 residue protein S. marcescens endonuclease (1QL0).

Gravitational wave signatures of inflationary models from Primordial Black Hole dark matter

DOE Office of Scientific and Technical Information (OSTI.GOV)

García-Bellido, Juan; Peloso, Marco; Unal, Caner, E-mail: juan.garciabellido@uam.es, E-mail: peloso@physics.umn.edu, E-mail: unal@physics.umn.edu

Primordial Black Holes (PBH) could be the cold dark matter of the universe. They could have arisen from large (order one) curvature fluctuations produced during inflation that reentered the horizon in the radiation era. At reentry, these fluctuations source gravitational waves (GW) via second order anisotropic stresses. These GW, together with those (possibly) sourced during inflation by the same mechanism responsible for the large curvature fluctuations, constitute a primordial stochastic GW background (SGWB) that unavoidably accompanies the PBH formation. We study how the amplitude and the range of frequencies of this signal depend on the statistics (Gaussian versus χ{sup 2})more » of the primordial curvature fluctuations, and on the evolution of the PBH mass function due to accretion and merging. We then compare this signal with the sensitivity of present and future detectors, at PTA and LISA scales. We find that this SGWB will help to probe, or strongly constrain, the early universe mechanism of PBH production. The comparison between the peak mass of the PBH distribution and the peak frequency of this SGWB will provide important information on the merging and accretion evolution of the PBH mass distribution from their formation to the present era. Different assumptions on the statistics and on the PBH evolution also result in different amounts of CMB μ-distortions. Therefore the above results can be complemented by the detection (or the absence) of μ-distortions with an experiment such as PIXIE.« less

Energy flow in non-equilibrium conformal field theory

NASA Astrophysics Data System (ADS)

Bernard, Denis; Doyon, Benjamin

2012-09-01

We study the energy current and its fluctuations in quantum gapless 1d systems far from equilibrium modeled by conformal field theory, where two separated halves are prepared at distinct temperatures and glued together at a point contact. We prove that these systems converge towards steady states, and give a general description of such non-equilibrium steady states in terms of quantum field theory data. We compute the large deviation function, also called the full counting statistics, of energy transfer through the contact. These are universal and satisfy fluctuation relations. We provide a simple representation of these quantum fluctuations in terms of classical Poisson processes whose intensities are proportional to Boltzmann weights.

Testing Inflation with Large Scale Structure: Connecting Hopes with Reality

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alvarez, Marcello; Baldauf, T.; Bond, J. Richard

2014-12-15

The statistics of primordial curvature fluctuations are our window into the period of inflation, where these fluctuations were generated. To date, the cosmic microwave background has been the dominant source of information about these perturbations. Large-scale structure is, however, from where drastic improvements should originate. In this paper, we explain the theoretical motivations for pursuing such measurements and the challenges that lie ahead. In particular, we discuss and identify theoretical targets regarding the measurement of primordial non-Gaussianity. We argue that when quantified in terms of the local (equilateral) template amplitude fmore » $$loc\\atop{NL}$$ (f$$eq\\atop{NL}$$), natural target levels of sensitivity are Δf$$loc, eq\\atop{NL}$$ ≃ 1. We highlight that such levels are within reach of future surveys by measuring 2-, 3- and 4-point statistics of the galaxy spatial distribution. This paper summarizes a workshop held at CITA (University of Toronto) on October 23-24, 2014.« less

Fluctuations in the DNA double helix

NASA Astrophysics Data System (ADS)

Peyrard, M.; López, S. C.; Angelov, D.

2007-08-01

DNA is not the static entity suggested by the famous double helix structure. It shows large fluctuational openings, in which the bases, which contain the genetic code, are temporarily open. Therefore it is an interesting system to study the effect of nonlinearity on the physical properties of a system. A simple model for DNA, at a mesoscopic scale, can be investigated by computer simulation, in the same spirit as the original work of Fermi, Pasta and Ulam. These calculations raise fundamental questions in statistical physics because they show a temporary breaking of equipartition of energy, regions with large amplitude fluctuations being able to coexist with regions where the fluctuations are very small, even when the model is studied in the canonical ensemble. This phenomenon can be related to nonlinear excitations in the model. The ability of the model to describe the actual properties of DNA is discussed by comparing theoretical and experimental results for the probability that base pairs open an a given temperature in specific DNA sequences. These studies give us indications on the proper description of the effect of the sequence in the mesoscopic model.

Gaussian fluctuation of the diffusion exponent of virus capsid in a living cell nucleus

NASA Astrophysics Data System (ADS)

Itto, Yuichi

2018-05-01

In their work [4], Bosse et al. experimentally showed that virus capsid exhibits not only normal diffusion but also anomalous diffusion in nucleus of a living cell. There, it was found that the distribution of fluctuations of the diffusion exponent characterizing them takes the Gaussian form, which is, quite remarkably, the same form for two different types of the virus. This suggests high robustness of such fluctuations. Here, the statistical property of local fluctuations of the diffusion exponent of the virus capsid in the nucleus is studied. A maximum-entropy-principle approach (originally proposed for a different virus in a different cell) is applied for obtaining the fluctuation distribution of the exponent. Largeness of the number of blocks identified with local areas of interchromatin corrals is also examined based on the experimental data. It is shown that the Gaussian distribution of the local fluctuations can be derived, in accordance with the above form. In addition, it is quantified how the fluctuation distribution on a long time scale is different from the Gaussian distribution.

Microwave beam broadening due to turbulent plasma density fluctuations within the limit of the Born approximation and beyond

NASA Astrophysics Data System (ADS)

Köhn, A.; Guidi, L.; Holzhauer, E.; Maj, O.; Poli, E.; Snicker, A.; Weber, H.

2018-07-01

Plasma turbulence, and edge density fluctuations in particular, can under certain conditions broaden the cross-section of injected microwave beams significantly. This can be a severe problem for applications relying on well-localized deposition of the microwave power, like the control of MHD instabilities. Here we investigate this broadening mechanism as a function of fluctuation level, background density and propagation length in a fusion-relevant scenario using two numerical codes, the full-wave code IPF-FDMC and the novel wave kinetic equation solver WKBeam. The latter treats the effects of fluctuations using a statistical approach, based on an iterative solution of the scattering problem (Born approximation). The full-wave simulations are used to benchmark this approach. The Born approximation is shown to be valid over a large parameter range, including ITER-relevant scenarios.

Inner-outer predictive wall model for wall-bounded turbulence in hypersonic flow

NASA Astrophysics Data System (ADS)

Martin, M. Pino; Helm, Clara M.

2017-11-01

The inner-outer predictive wall model of Mathis et al. is modified for hypersonic turbulent boundary layers. The model is based on a modulation of the energized motions in the inner layer by large scale momentum fluctuations in the logarithmic layer. Using direct numerical simulation (DNS) data of turbulent boundary layers with free stream Mach number 3 to 10, it is shown that the variation of the fluid properties in the compressible flows leads to large Reynolds number (Re) effects in the outer layer and facilitate the modulation observed in high Re incompressible flows. The modulation effect by the large scale increases with increasing free-stream Mach number. The model is extended to include spanwise and wall-normal velocity fluctuations and is generalized through Morkovin scaling. Temperature fluctuations are modeled using an appropriate Reynolds Analogy. Density fluctuations are calculated using an equation of state and a scaling with Mach number. DNS data are used to obtain the universal signal and parameters. The model is tested by using the universal signal to reproduce the flow conditions of Mach 3 and Mach 7 turbulent boundary layer DNS data and comparing turbulence statistics between the modeled flow and the DNS data. This work is supported by the Air Force Office of Scientific Research under Grant FA9550-17-1-0104.

Statistical Analysis of Large-Scale Structure of Universe

NASA Astrophysics Data System (ADS)

Tugay, A. V.

While galaxy cluster catalogs were compiled many decades ago, other structural elements of cosmic web are detected at definite level only in the newest works. For example, extragalactic filaments were described by velocity field and SDSS galaxy distribution during the last years. Large-scale structure of the Universe could be also mapped in the future using ATHENA observations in X-rays and SKA in radio band. Until detailed observations are not available for the most volume of Universe, some integral statistical parameters can be used for its description. Such methods as galaxy correlation function, power spectrum, statistical moments and peak statistics are commonly used with this aim. The parameters of power spectrum and other statistics are important for constraining the models of dark matter, dark energy, inflation and brane cosmology. In the present work we describe the growth of large-scale density fluctuations in one- and three-dimensional case with Fourier harmonics of hydrodynamical parameters. In result we get power-law relation for the matter power spectrum.

Gravity waves

NASA Technical Reports Server (NTRS)

Fritts, David

1987-01-01

Gravity waves contributed to the establishment of the thermal structure, small scale (80 to 100 km) fluctuations in velocity (50 to 80 m/sec) and density (20 to 30%, 0 to peak). Dominant gravity wave spectrum in the middle atmosphere: x-scale, less than 100 km; z-scale, greater than 10 km; t-scale, less than 2 hr. Theorists are beginning to understand middle atmosphere motions. There are two classes: Planetary waves and equatorial motions, gravity waves and tidal motions. The former give rise to variability at large scales, which may alter apparent mean structure. Effects include density and velocity fluctuations, induced mean motions, and stratospheric warmings which lead to the breakup of the polar vortex and cooling of the mesosphere. On this scale are also equatorial quasi-biennial and semi-annual oscillations. Gravity wave and tidal motions produce large rms fluctuations in density and velocity. The magnitude of the density fluctuations compared to the mean density is of the order of the vertical wavelength, which grows with height. Relative density fluctuations are less than, or of the order of 30% below the mesopause. Such motions may cause significant and variable convection, and wind shear. There is a strong seasonal variation in gravity wave amplitude. Additional observations are needed to address and quantify mean and fluctuation statistics of both density and mean velocity, variability of the mean and fluctuations, and to identify dominant gravity wave scales and sources as well as causes of variability, both temporal and geographic.

Statistical Study between Solar Wind, Magnetosheath and Plasma Sheet Fluctuation Properties and Correlation with Magnetotail Bursty Bulk Flows

NASA Astrophysics Data System (ADS)

Chu, C. S.; Nykyri, K.; Dimmock, A. P.

2017-12-01

In this paper we test a hypothesis that magnetotail reconnection in the thin current sheet could be initiated by external fluctuations. Kelvin-Helmholtz instability (KHI) has been observed during southward IMF and it can produce, cold, dense plasma transport and compressional fluctuations that can move further into the magnetosphere. The properties of the KHI depend on the magnetosheath seed fluctuation spectrum (Nykyri et al., JGR, 2017). In this paper we present a statistical correlation study between Solar Wind, Magnetosheath and Plasma sheet fluctuation properties using 9+ years of THEMIS data in aberrated GSM frame, and in a normalized coordinate system that takes into account the changes of the magnetopause and bow shock location with respect to changing solar wind conditions. We present statistical results of the plasma sheet fluctuation properties (dn, dV and dB) and their dependence on IMF orientation and fluctuation properties and resulting magnetosheath state. These statistical maps are compared with spatial distribution of magnetotail Bursty Bulk Flows to study possible correlations with magnetotail reconnection and these fluctuations.

Staffing Preschools: Background Information.

ERIC Educational Resources Information Center

Katz, Lilian G.; Weir, Mary K.

This report explores background variables related to preschool teaching, and emphasizes that statistics fluctuate in early childhood education. The increase for preprimary enrollment of 3- and 4-year-olds was 26 percent from 1966 to 1967. Accurate figures on preschool teaching personnel are not available, but a large proportion of Head Start…

Ferroelectric hydration shells around proteins: electrostatics of the protein-water interface.

PubMed

LeBard, David N; Matyushov, Dmitry V

2010-07-22

Numerical simulations of hydrated proteins show that protein hydration shells are polarized into a ferroelectric layer with large values of the average dipole moment magnitude and the dipole moment variance. The emergence of the new polarized mesophase dramatically alters the statistics of electrostatic fluctuations at the protein-water interface. The linear response relation between the average electrostatic potential and its variance breaks down, with the breadth of the electrostatic fluctuations far exceeding the expectations of the linear response theories. The dynamics of these non-Gaussian electrostatic fluctuations are dominated by a slow (approximately = 1 ns) component that freezes in at the temperature of the dynamical transition of proteins. The ferroelectric shell propagates 3-5 water diameters into the bulk.

Coherent wave transmission in quasi-one-dimensional systems with Lévy disorder

NASA Astrophysics Data System (ADS)

Amanatidis, Ilias; Kleftogiannis, Ioannis; Falceto, Fernando; Gopar, Víctor A.

2017-12-01

We study the random fluctuations of the transmission in disordered quasi-one-dimensional systems such as disordered waveguides and/or quantum wires whose random configurations of disorder are characterized by density distributions with a long tail known as Lévy distributions. The presence of Lévy disorder leads to large fluctuations of the transmission and anomalous localization, in relation to the standard exponential localization (Anderson localization). We calculate the complete distribution of the transmission fluctuations for a different number of transmission channels in the presence and absence of time-reversal symmetry. Significant differences in the transmission statistics between disordered systems with Anderson and anomalous localizations are revealed. The theoretical predictions are independently confirmed by tight-binding numerical simulations.

Correlation between low level fluctuations in the x ray background and faint galaxies

NASA Technical Reports Server (NTRS)

Tolstoy, Eline; Griffiths, R. E.

1993-01-01

A correlation between low-level x-ray fluctuations in the cosmic x-ray background flux and the large numbers of galaxies found in deep optical imaging, to m(sub v) is less than or equal to 24 - 26, is desired. These (faint) galaxies by their morphology and color in deep multi-color CCD images and plate material were optically identified. Statistically significant correlations between these galaxies and low-level x-ray fluctuations at the same positions in multiple deep Einstein HRI observations in PAVO and in a ROSAT PSPC field were searched for. Our aim is to test the hypothesis that faint 'star burst' galaxies might contribute significantly to the cosmic x-ray background (at approximately 1 keV).

Assessing the effects of timing irregularities on radio pulsars anomalous braking indices

NASA Astrophysics Data System (ADS)

Chukwude, A. E.; Chidi Odo, Finbarr

2016-10-01

We investigate the statistical effects of non-discrete timing irregularities on observed radio pulsar braking indices using correlations between the second derivative of the measured anomalous frequency (̈νobs) and some parameters that have been widely used to quantify pulsar timing fluctuations (the timing activity parameter (A), the amount of timing fluctuations absorbed by the cubic term (σR23) and a measure of pulsar rotational stability (σz)) in a large sample of 366 Jodrell Bank Observatory radio pulsars. The result demonstrates that anomalous braking indices are largely artifacts produced by aggregations of fluctuations that occur within or outside the pulsar system. For a subsample of 223 normal radio pulsars whose observed timing activity appeared consistent with instabilities in rotation of the underlying neutron stars (or timing noise) over timescales of ˜ 10 - 40 yr, |̈νobs| strongly correlates (with correlation coefficient |r| ˜ 0.80 - 0.90) with the pulsar timing activity parameters and spin-down properties. On the other hand, no meaningful correlations (r < 0.3) were found between ̈νobs and the timing activity diagnostics and spin-down parameters in the remaining 143 objects, whose timing activity appears significantly dominated by white noise fluctuations. The current result can be better understood if the timing noise in isolated pulsars originates from intrinsic spin-down processes of the underlying neutron stars, but white noise fluctuations largely arise from processes external to the pulsar system.

The role of fluctuations and interactions in pedestrian dynamics

NASA Astrophysics Data System (ADS)

Corbetta, Alessandro; Meeusen, Jasper; Benzi, Roberto; Lee, Chung-Min; Toschi, Federico

Understanding quantitatively the statistical behaviour of pedestrians walking in crowds is a major scientific challenge of paramount societal relevance. Walking humans exhibit a rich (stochastic) dynamics whose small and large deviations are driven, among others, by own will as well as by environmental conditions. Via 24/7 automatic pedestrian tracking from multiple overhead Microsoft Kinect depth sensors, we collected large ensembles of pedestrian trajectories (in the order of tens of millions) in different real-life scenarios. These scenarios include both narrow corridors and large urban hallways, enabling us to cover and compare a wide spectrum of typical pedestrian dynamics. We investigate the pedestrian motion measuring the PDFs, e.g. those of position, velocity and acceleration, and at unprecedentedly high statistical resolution. We consider the dependence of PDFs on flow conditions, focusing on diluted dynamics and pair-wise interactions (''collisions'') for mutual avoidance. By means of Langevin-like models we provide models for the measured data, inclusive typical fluctuations and rare events. This work is part of the JSTP research programme ``Vision driven visitor behaviour analysis and crowd management'' with Project Number 341-10-001, which is financed by the Netherlands Organisation for Scientific Research (NWO).

Resting-State Functional Connectivity Emerges from Structurally and Dynamically Shaped Slow Linear Fluctuations

PubMed Central

Deco, Gustavo; Mantini, Dante; Romani, Gian Luca; Hagmann, Patric; Corbetta, Maurizio

2013-01-01

Brain fluctuations at rest are not random but are structured in spatial patterns of correlated activity across different brain areas. The question of how resting-state functional connectivity (FC) emerges from the brain's anatomical connections has motivated several experimental and computational studies to understand structure–function relationships. However, the mechanistic origin of resting state is obscured by large-scale models' complexity, and a close structure–function relation is still an open problem. Thus, a realistic but simple enough description of relevant brain dynamics is needed. Here, we derived a dynamic mean field model that consistently summarizes the realistic dynamics of a detailed spiking and conductance-based synaptic large-scale network, in which connectivity is constrained by diffusion imaging data from human subjects. The dynamic mean field approximates the ensemble dynamics, whose temporal evolution is dominated by the longest time scale of the system. With this reduction, we demonstrated that FC emerges as structured linear fluctuations around a stable low firing activity state close to destabilization. Moreover, the model can be further and crucially simplified into a set of motion equations for statistical moments, providing a direct analytical link between anatomical structure, neural network dynamics, and FC. Our study suggests that FC arises from noise propagation and dynamical slowing down of fluctuations in an anatomically constrained dynamical system. Altogether, the reduction from spiking models to statistical moments presented here provides a new framework to explicitly understand the building up of FC through neuronal dynamics underpinned by anatomical connections and to drive hypotheses in task-evoked studies and for clinical applications. PMID:23825427

Resting-state functional connectivity emerges from structurally and dynamically shaped slow linear fluctuations.

PubMed

Deco, Gustavo; Ponce-Alvarez, Adrián; Mantini, Dante; Romani, Gian Luca; Hagmann, Patric; Corbetta, Maurizio

2013-07-03

Brain fluctuations at rest are not random but are structured in spatial patterns of correlated activity across different brain areas. The question of how resting-state functional connectivity (FC) emerges from the brain's anatomical connections has motivated several experimental and computational studies to understand structure-function relationships. However, the mechanistic origin of resting state is obscured by large-scale models' complexity, and a close structure-function relation is still an open problem. Thus, a realistic but simple enough description of relevant brain dynamics is needed. Here, we derived a dynamic mean field model that consistently summarizes the realistic dynamics of a detailed spiking and conductance-based synaptic large-scale network, in which connectivity is constrained by diffusion imaging data from human subjects. The dynamic mean field approximates the ensemble dynamics, whose temporal evolution is dominated by the longest time scale of the system. With this reduction, we demonstrated that FC emerges as structured linear fluctuations around a stable low firing activity state close to destabilization. Moreover, the model can be further and crucially simplified into a set of motion equations for statistical moments, providing a direct analytical link between anatomical structure, neural network dynamics, and FC. Our study suggests that FC arises from noise propagation and dynamical slowing down of fluctuations in an anatomically constrained dynamical system. Altogether, the reduction from spiking models to statistical moments presented here provides a new framework to explicitly understand the building up of FC through neuronal dynamics underpinned by anatomical connections and to drive hypotheses in task-evoked studies and for clinical applications.

Non-gaussianity versus nonlinearity of cosmological perturbations.

PubMed

Verde, L

2001-06-01

Following the discovery of the cosmic microwave background, the hot big-bang model has become the standard cosmological model. In this theory, small primordial fluctuations are subsequently amplified by gravity to form the large-scale structure seen today. Different theories for unified models of particle physics, lead to different predictions for the statistical properties of the primordial fluctuations, that can be divided in two classes: gaussian and non-gaussian. Convincing evidence against or for gaussian initial conditions would rule out many scenarios and point us toward a physical theory for the origin of structures. The statistical distribution of cosmological perturbations, as we observe them, can deviate from the gaussian distribution in several different ways. Even if perturbations start off gaussian, nonlinear gravitational evolution can introduce non-gaussian features. Additionally, our knowledge of the Universe comes principally from the study of luminous material such as galaxies, but galaxies might not be faithful tracers of the underlying mass distribution. The relationship between fluctuations in the mass and in the galaxies distribution (bias), is often assumed to be local, but could well be nonlinear. Moreover, galaxy catalogues use the redshift as third spatial coordinate: the resulting redshift-space map of the galaxy distribution is nonlinearly distorted by peculiar velocities. Nonlinear gravitational evolution, biasing, and redshift-space distortion introduce non-gaussianity, even in an initially gaussian fluctuation field. I investigate the statistical tools that allow us, in principle, to disentangle the above different effects, and the observational datasets we require to do so in practice.

Statistics and topology of the COBE differential microwave radiometer first-year sky maps

NASA Technical Reports Server (NTRS)

Smoot, G. F.; Tenorio, L.; Banday, A. J.; Kogut, A.; Wright, E. L.; Hinshaw, G.; Bennett, C. L.

1994-01-01

We use statistical and topological quantities to test the Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) first-year sky maps against the hypothesis that the observed temperature fluctuations reflect Gaussian initial density perturbations with random phases. Recent papers discuss specific quantities as discriminators between Gaussian and non-Gaussian behavior, but the treatment of instrumental noise on the data is largely ignored. The presence of noise in the data biases many statistical quantities in a manner dependent on both the noise properties and the unknown cosmic microwave background temperature field. Appropriate weighting schemes can minimize this effect, but it cannot be completely eliminated. Analytic expressions are presented for these biases, and Monte Carlo simulations are used to assess the best strategy for determining cosmologically interesting information from noisy data. The genus is a robust discriminator that can be used to estimate the power-law quadrupole-normalized amplitude, Q(sub rms-PS), independently of the two-point correlation function. The genus of the DMR data is consistent with Gaussian initial fluctuations with Q(sub rms-PS) = (15.7 +/- 2.2) - (6.6 +/- 0.3)(n - 1) micro-K, where n is the power-law index. Fitting the rms temperature variations at various smoothing angles gives Q(sub rms-PS) = 13.2 +/- 2.5 micro-K and n = 1.7(sup (+0.3) sub (-0.6)). While consistent with Gaussian fluctuations, the first year data are only sufficient to rule out strongly non-Gaussian distributions of fluctuations.

1/ f noise from the laws of thermodynamics for finite-size fluctuations.

PubMed

Chamberlin, Ralph V; Nasir, Derek M

2014-07-01

Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local alignment entropy to all orders. We show that this nonlinear correction maintains maximum entropy during equilibrium fluctuations. Indeed, as with the usual way to resolve Gibbs' paradox that avoids entropy reduction during reversible processes, the correction yields the statistics of indistinguishable particles. The correction also ensures conservation of energy if an instantaneous contribution from local entropy is included. Thus, a common mechanism for 1/f noise comes from assuming that finite-size fluctuations strictly obey the laws of thermodynamics, even in small parts of a large system. Empirical evidence for the model comes from its ability to match the measured temperature dependence of the spectral-density exponents in several metals and to show non-Gaussian fluctuations characteristic of nanoscale systems.

The Fluctuation-Dissipation Theorem of Colloidal Particle's energy on 2D Periodic Substrates: A Monte Carlo Study of thermal noise-like fluctuation and diffusion like Brownian motion

NASA Astrophysics Data System (ADS)

Najafi, Amin

2014-05-01

Using the Monte Carlo simulations, we have calculated mean-square fluctuations in statistical mechanics, such as those for colloids energy configuration are set on square 2D periodic substrates interacting via a long range screened Coulomb potential on any specific and fixed substrate. Random fluctuations with small deviations from the state of thermodynamic equilibrium arise from the granular structure of them and appear as thermal diffusion with Gaussian distribution structure as well. The variations are showing linear form of the Fluctuation-Dissipation Theorem on the energy of particles constitutive a canonical ensemble with continuous diffusion process of colloidal particle systems. The noise-like variation of the energy per particle and the order parameter versus the Brownian displacement of sum of large number of random steps of particles at low temperatures phase are presenting a markovian process on colloidal particles configuration, too.

Synchronisation and stability in river metapopulation networks.

PubMed

Yeakel, J D; Moore, J W; Guimarães, P R; de Aguiar, M A M

2014-03-01

Spatial structure in landscapes impacts population stability. Two linked components of stability have large consequences for persistence: first, statistical stability as the lack of temporal fluctuations; second, synchronisation as an aspect of dynamic stability, which erodes metapopulation rescue effects. Here, we determine the influence of river network structure on the stability of riverine metapopulations. We introduce an approach that converts river networks to metapopulation networks, and analytically show how fluctuation magnitude is influenced by interaction structure. We show that river metapopulation complexity (in terms of branching prevalence) has nonlinear dampening effects on population fluctuations, and can also buffer against synchronisation. We conclude by showing that river transects generally increase synchronisation, while the spatial scale of interaction has nonlinear effects on synchronised dynamics. Our results indicate that this dual stability - conferred by fluctuation and synchronisation dampening - emerges from interaction structure in rivers, and this may strongly influence the persistence of river metapopulations. © 2013 John Wiley & Sons Ltd/CNRS.

Non-Gaussian microwave background fluctuations from nonlinear gravitational effects

NASA Technical Reports Server (NTRS)

Salopek, D. S.; Kunstatter, G. (Editor)

1991-01-01

Whether the statistics of primordial fluctuations for structure formation are Gaussian or otherwise may be determined if the Cosmic Background Explorer (COBE) Satellite makes a detection of the cosmic microwave-background temperature anisotropy delta T(sub CMB)/T(sub CMB). Non-Gaussian fluctuations may be generated in the chaotic inflationary model if two scalar fields interact nonlinearly with gravity. Theoretical contour maps are calculated for the resulting Sachs-Wolfe temperature fluctuations at large angular scales (greater than 3 degrees). In the long-wavelength approximation, one can confidently determine the nonlinear evolution of quantum noise with gravity during the inflationary epoch because: (1) different spatial points are no longer in causal contact; and (2) quantum gravity corrections are typically small-- it is sufficient to model the system using classical random fields. If the potential for two scalar fields V(phi sub 1, phi sub 2) possesses a sharp feature, then non-Gaussian fluctuations may arise. An explicit model is given where cold spots in delta T(sub CMB)/T(sub CMB) maps are suppressed as compared to the Gaussian case. The fluctuations are essentially scale-invariant.

Trends and fluctuations in the severity of interstate wars

PubMed Central

Clauset, Aaron

2018-01-01

Since 1945, there have been relatively few large interstate wars, especially compared to the preceding 30 years, which included both World Wars. This pattern, sometimes called the long peace, is highly controversial. Does it represent an enduring trend caused by a genuine change in the underlying conflict-generating processes? Or is it consistent with a highly variable but otherwise stable system of conflict? Using the empirical distributions of interstate war sizes and onset times from 1823 to 2003, we parameterize stationary models of conflict generation that can distinguish trends from statistical fluctuations in the statistics of war. These models indicate that both the long peace and the period of great violence that preceded it are not statistically uncommon patterns in realistic but stationary conflict time series. This fact does not detract from the importance of the long peace or the proposed mechanisms that explain it. However, the models indicate that the postwar pattern of peace would need to endure at least another 100 to 140 years to become a statistically significant trend. This fact places an implicit upper bound on the magnitude of any change in the true likelihood of a large war after the end of the Second World War. The historical patterns of war thus seem to imply that the long peace may be substantially more fragile than proponents believe, despite recent efforts to identify mechanisms that reduce the likelihood of interstate wars. PMID:29507877

Exact extreme-value statistics at mixed-order transitions.

PubMed

Bar, Amir; Majumdar, Satya N; Schehr, Grégory; Mukamel, David

2016-05-01

We study extreme-value statistics for spatially extended models exhibiting mixed-order phase transitions (MOT). These are phase transitions that exhibit features common to both first-order (discontinuity of the order parameter) and second-order (diverging correlation length) transitions. We consider here the truncated inverse distance squared Ising model, which is a prototypical model exhibiting MOT, and study analytically the extreme-value statistics of the domain lengths The lengths of the domains are identically distributed random variables except for the global constraint that their sum equals the total system size L. In addition, the number of such domains is also a fluctuating variable, and not fixed. In the paramagnetic phase, we show that the distribution of the largest domain length l_{max} converges, in the large L limit, to a Gumbel distribution. However, at the critical point (for a certain range of parameters) and in the ferromagnetic phase, we show that the fluctuations of l_{max} are governed by novel distributions, which we compute exactly. Our main analytical results are verified by numerical simulations.

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.

On the structure of pressure fluctuations in simulated turbulent channel flow

NASA Technical Reports Server (NTRS)

Kim, John

1989-01-01

Pressure fluctuations in a turbulent channel flow are investigated by analyzing a database obtained from a direct numerical simulation. Detailed statistics associated with the pressure fluctuations are presented. Characteristics associated with the rapid (linear) and slow (nonlinear) pressure are discussed. It is found that the slow pressure fluctuations are larger than the rapid pressure fluctuations throughout the channel except very near the wall, where they are about the same magnitude. This is contrary to the common belief that the nonlinear source terms are negligible compared to the linear source terms. Probability density distributions, power spectra, and two-point correlations are examined to reveal the characteristics of the pressure fluctuations. The global dependence of the pressure fluctuations and pressure-strain correlations are also examined by evaluating the integral associated with Green's function representations of them. In the wall region where the pressure-strain terms are large, most contributions to the pressure-strain terms are from the wall region (i.e., local), whereas away from the wall where the pressure-strain terms are small, contributions are global. Structures of instantaneous pressure and pressure gradients at the wall and the corresponding vorticity field are examined.

Foundations for statistical-physical precipitation retrieval from passive microwave satellite measurements. I - Brightness-temperature properties of a time-dependent cloud-radiation model

NASA Technical Reports Server (NTRS)

Smith, Eric A.; Mugnai, Alberto; Cooper, Harry J.; Tripoli, Gregory J.; Xiang, Xuwu

1992-01-01

The relationship between emerging microwave brightness temperatures (T(B)s) and vertically distributed mixtures of liquid and frozen hydrometeors was investigated, using a cloud-radiation model, in order to establish the framework for a hybrid statistical-physical rainfall retrieval algorithm. Although strong relationships were found between the T(B) values and various rain parameters, these correlations are misleading in that the T(B)s are largely controlled by fluctuations in the ice-particle mixing ratios, which in turn are highly correlated to fluctuations in liquid-particle mixing ratios. However, the empirically based T(B)-rain-rate (T(B)-RR) algorithms can still be used as tools for estimating precipitation if the hydrometeor profiles used for T(B)-RR algorithms are not specified in an ad hoc fashion.

Counting statistics of tunneling current

NASA Astrophysics Data System (ADS)

Levitov, L. S.; Reznikov, M.

2004-09-01

The form of electron counting statistics of the tunneling current noise in a generic many-body interacting electron system is obtained and universal relations between its different moments are derived. A generalized fluctuation-dissipation theorem providing a relation between current and noise at arbitrary bias-to-temperature ratio eV/kBT is established in the tunneling Hamiltonian approximation. The third correlator of current fluctuations S3 (the skewness of the charge counting distribution) has a universal Schottky-type relation with the current and quasiparticle charge that holds in a wide bias voltage range, both at large and small eV/kBT . The insensitivity of S3 to the Nyquist-Schottky crossover represents an advantage compared to the Schottky formula for the noise power. We discuss the possibility of using the correlator S3 for detecting quasiparticle charge at high temperatures.

Scaling of the velocity fluctuations in turbulent channels up to Reτ=2003

NASA Astrophysics Data System (ADS)

Hoyas, Sergio; Jiménez, Javier

2006-01-01

A new numerical simulation of a turbulent channel in a large box at Reτ=2003 is described and briefly compared with simulations at lower Reynolds numbers and with experiments. Some of the fluctuation intensities, especially the streamwise velocity, do not scale well in wall units, both near and away from the wall. Spectral analysis traces the near-wall scaling failure to the interaction of the logarithmic layer with the wall. The present statistics can be downloaded from http://torroja.dmt.upm.es/ftp/channels. Further ones will be added to the site as they become available.

Fluctuating observation time ensembles in the thermodynamics of trajectories

NASA Astrophysics Data System (ADS)

Budini, Adrián A.; Turner, Robert M.; Garrahan, Juan P.

2014-03-01

The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by large-deviation (LD) rate functions. These LD functions play the role of dynamical free energies: they are cumulant generating functions for time-integrated observables, and their analytic structure encodes dynamical phase behaviour. This ‘thermodynamics of trajectories’ approach is to trajectories and dynamics what the equilibrium ensemble method of statistical mechanics is to configurations and statics. Here we show that, just like in the static case, there are a variety of alternative ensembles of trajectories, each defined by their global constraints, with that of trajectories of fixed total time being just one of these. We show how the LD functions that describe an ensemble of trajectories where some time-extensive quantity is constant (and large) but where total observation time fluctuates can be mapped to those of the fixed-time ensemble. We discuss how the correspondence between generalized ensembles can be exploited in path sampling schemes for generating rare dynamical trajectories.

Output power fluctuations due to different weights of macro particles used in particle-in-cell simulations of Cerenkov devices

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bao, Rong; Li, Yongdong; Liu, Chunliang

2016-07-15

The output power fluctuations caused by weights of macro particles used in particle-in-cell (PIC) simulations of a backward wave oscillator and a travelling wave tube are statistically analyzed. It is found that the velocities of electrons passed a specific slow-wave structure form a specific electron velocity distribution. The electron velocity distribution obtained in PIC simulation with a relative small weight of macro particles is considered as an initial distribution. By analyzing this initial distribution with a statistical method, the estimations of the output power fluctuations caused by different weights of macro particles are obtained. The statistical method is verified bymore » comparing the estimations with the simulation results. The fluctuations become stronger with increasing weight of macro particles, which can also be determined reversely from estimations of the output power fluctuations. With the weights of macro particles optimized by the statistical method, the output power fluctuations in PIC simulations are relatively small and acceptable.« less

Large-Eddy Simulation of Turbulent Wall-Pressure Fluctuations

NASA Technical Reports Server (NTRS)

Singer, Bart A.

1996-01-01

Large-eddy simulations of a turbulent boundary layer with Reynolds number based on displacement thickness equal to 3500 were performed with two grid resolutions. The computations were continued for sufficient time to obtain frequency spectra with resolved frequencies that correspond to the most important structural frequencies on an aircraft fuselage. The turbulent stresses were adequately resolved with both resolutions. Detailed quantitative analysis of a variety of statistical quantities associated with the wall-pressure fluctuations revealed similar behavior for both simulations. The primary differences were associated with the lack of resolution of the high-frequency data in the coarse-grid calculation and the increased jitter (due to the lack of multiple realizations for averaging purposes) in the fine-grid calculation. A new curve fit was introduced to represent the spanwise coherence of the cross-spectral density.

Nanoscale MOS devices: device parameter fluctuations and low-frequency noise (Invited Paper)

NASA Astrophysics Data System (ADS)

Wong, Hei; Iwai, Hiroshi; Liou, J. J.

2005-05-01

It is well-known in conventional MOS transistors that the low-frequency noise or flicker noise is mainly contributed by the trapping-detrapping events in the gate oxide and the mobility fluctuation in the surface channel. In nanoscale MOS transistors, the number of trapping-detrapping events becomes less important because of the large direct tunneling current through the ultrathin gate dielectric which reduces the probability of trapping-detrapping and the level of leakage current fluctuation. Other noise sources become more significant in nanoscale devices. The source and drain resistance noises have greater impact on the drain current noise. Significant contribution of the parasitic bipolar transistor noise in ultra-short channel and channel mobility fluctuation to the channel noise are observed. The channel mobility fluctuation in nanoscale devices could be due to the local composition fluctuation of the gate dielectric material which gives rise to the permittivity fluctuation along the channel and results in gigantic channel potential fluctuation. On the other hand, the statistical variations of the device parameters across the wafer would cause the noise measurements less accurate which will be a challenge for the applicability of analytical flicker noise model as a process or device evaluation tool for nanoscale devices. Some measures for circumventing these difficulties are proposed.

Ship detection using STFT sea background statistical modeling for large-scale oceansat remote sensing image

NASA Astrophysics Data System (ADS)

Wang, Lixia; Pei, Jihong; Xie, Weixin; Liu, Jinyuan

2018-03-01

Large-scale oceansat remote sensing images cover a big area sea surface, which fluctuation can be considered as a non-stationary process. Short-Time Fourier Transform (STFT) is a suitable analysis tool for the time varying nonstationary signal. In this paper, a novel ship detection method using 2-D STFT sea background statistical modeling for large-scale oceansat remote sensing images is proposed. First, the paper divides the large-scale oceansat remote sensing image into small sub-blocks, and 2-D STFT is applied to each sub-block individually. Second, the 2-D STFT spectrum of sub-blocks is studied and the obvious different characteristic between sea background and non-sea background is found. Finally, the statistical model for all valid frequency points in the STFT spectrum of sea background is given, and the ship detection method based on the 2-D STFT spectrum modeling is proposed. The experimental result shows that the proposed algorithm can detect ship targets with high recall rate and low missing rate.

Work and heat fluctuations in two-state systems: a trajectory thermodynamics formalism

NASA Astrophysics Data System (ADS)

Ritort, F.

2004-10-01

Two-state models provide phenomenological descriptions of many different systems, ranging from physics to chemistry and biology. We investigate work fluctuations in an ensemble of two-state systems driven out of equilibrium under the action of an external perturbation. We calculate the probability density PN(W) that work equal to W is exerted upon the system (of size N) along a given non-equilibrium trajectory and introduce a trajectory thermodynamics formalism to quantify work fluctuations in the large-N limit. We then define a trajectory entropy SN(W) that counts the number of non-equilibrium trajectories PN(W) = exp(SN(W)/kBT) with work equal to W and characterizes fluctuations of work trajectories around the most probable value Wmp. A trajectory free energy {\\cal F}_N(W) can also be defined, which has a minimum at W = W†, this being the value of the work that has to be efficiently sampled to quantitatively test the Jarzynski equality. Within this formalism a Lagrange multiplier is also introduced, the inverse of which plays the role of a trajectory temperature. Our general solution for PN(W) exactly satisfies the fluctuation theorem by Crooks and allows us to investigate heat fluctuations for a protocol that is invariant under time reversal. The heat distribution is then characterized by a Gaussian component (describing small and frequent heat exchange events) and exponential tails (describing the statistics of large deviations and rare events). For the latter, the width of the exponential tails is related to the aforementioned trajectory temperature. Finite-size effects to the large-N theory and the recovery of work distributions for finite N are also discussed. Finally, we pay particular attention to the case of magnetic nanoparticle systems under the action of a magnetic field H where work and heat fluctuations are predicted to be observable in ramping experiments in micro-SQUIDs.

How cells explore shape space: a quantitative statistical perspective of cellular morphogenesis.

PubMed

Yin, Zheng; Sailem, Heba; Sero, Julia; Ardy, Rico; Wong, Stephen T C; Bakal, Chris

2014-12-01

Through statistical analysis of datasets describing single cell shape following systematic gene depletion, we have found that the morphological landscapes explored by cells are composed of a small number of attractor states. We propose that the topology of these landscapes is in large part determined by cell-intrinsic factors, such as biophysical constraints on cytoskeletal organization, and reflects different stable signaling and/or transcriptional states. Cell-extrinsic factors act to determine how cells explore these landscapes, and the topology of the landscapes themselves. Informational stimuli primarily drive transitions between stable states by engaging signaling networks, while mechanical stimuli tune, or even radically alter, the topology of these landscapes. As environments fluctuate, the topology of morphological landscapes explored by cells dynamically adapts to these fluctuations. Finally we hypothesize how complex cellular and tissue morphologies can be generated from a limited number of simple cell shapes. © 2014 WILEY Periodicals, Inc.

Propagation of coherently combined truncated laser beam arrays with beam distortions in non-Kolmogorov turbulence.

PubMed

Tao, Rumao; Si, Lei; Ma, Yanxing; Zhou, Pu; Liu, Zejin

2012-08-10

The propagation properties of coherently combined truncated laser beam arrays with beam distortions through non-Kolmogorov turbulence are studied in detail both analytically and numerically. The analytical expressions for the average intensity and the beam width of coherently combined truncated laser beam arrays with beam distortions propagating through turbulence are derived based on the combination of statistical optics methods and the extended Huygens-Fresnel principle. The effect of beam distortions, such as amplitude modulation and phase fluctuation, is studied by numerical examples. The numerical results reveal that phase fluctuations have significant influence on the spreading of coherently combined truncated laser beam arrays in non-Kolmogorov turbulence, and the effects of the phase fluctuations can be negligible as long as the phase fluctuations are controlled under a certain level, i.e., a>0.05 for the situation considered in the paper. Furthermore, large phase fluctuations can convert the beam distribution rapidly to a Gaussian form, vary the spreading, weaken the optimum truncation effects, and suppress the dependence of spreading on the parameters of the non-Kolmogorov turbulence.

Hidden in the background: a local approach to CMB anomalies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sánchez, Juan C. Bueno, E-mail: juan.c.bueno@correounivalle.edu.co

2016-09-01

We investigate a framework aiming to provide a common origin for the large-angle anomalies detected in the Cosmic Microwave Background (CMB), which are hypothesized as the result of the statistical inhomogeneity developed by different isocurvature fields of mass m ∼ H present during inflation. The inhomogeneity arises as the combined effect of ( i ) the initial conditions for isocurvature fields (obtained after a fast-roll stage finishing many e -foldings before cosmological scales exit the horizon), ( ii ) their inflationary fluctuations and ( iii ) their coupling to other degrees of freedom. Our case of interest is when thesemore » fields (interpreted as the precursors of large-angle anomalies) leave an observable imprint only in isolated patches of the Universe. When the latter intersect the last scattering surface, such imprints arise in the CMB. Nevertheless, due to their statistically inhomogeneous nature, these imprints are difficult to detect, for they become hidden in the background similarly to the Cold Spot. We then compute the probability that a single isocurvature field becomes inhomogeneous at the end of inflation and find that, if the appropriate conditions are given (which depend exclusively on the preexisting fast-roll stage), this probability is at the percent level. Finally, we discuss several mechanisms (including the curvaton and the inhomogeneous reheating) to investigate whether an initial statistically inhomogeneous isocurvature field fluctuation might give rise to some of the observed anomalies. In particular, we focus on the Cold Spot, the power deficit at low multipoles and the breaking of statistical isotropy.« less

Statistical mechanics of soft-boson phase transitions

NASA Technical Reports Server (NTRS)

Gupta, Arun K.; Hill, Christopher T.; Holman, Richard; Kolb, Edward W.

1991-01-01

The existence of structure on large (100 Mpc) scales, and limits to anisotropies in the cosmic microwave background radiation (CMBR), have imperiled models of structure formation based solely upon the standard cold dark matter scenario. Novel scenarios, which may be compatible with large scale structure and small CMBR anisotropies, invoke nonlinear fluctuations in the density appearing after recombination, accomplished via the use of late time phase transitions involving ultralow mass scalar bosons. Herein, the statistical mechanics are studied of such phase transitions in several models involving naturally ultralow mass pseudo-Nambu-Goldstone bosons (pNGB's). These models can exhibit several interesting effects at high temperature, which is believed to be the most general possibilities for pNGB's.

Temporal scaling and spatial statistical analyses of groundwater level fluctuations

NASA Astrophysics Data System (ADS)

Sun, H.; Yuan, L., Sr.; Zhang, Y.

2017-12-01

Natural dynamics such as groundwater level fluctuations can exhibit multifractionality and/or multifractality due likely to multi-scale aquifer heterogeneity and controlling factors, whose statistics requires efficient quantification methods. This study explores multifractionality and non-Gaussian properties in groundwater dynamics expressed by time series of daily level fluctuation at three wells located in the lower Mississippi valley, after removing the seasonal cycle in the temporal scaling and spatial statistical analysis. First, using the time-scale multifractional analysis, a systematic statistical method is developed to analyze groundwater level fluctuations quantified by the time-scale local Hurst exponent (TS-LHE). Results show that the TS-LHE does not remain constant, implying the fractal-scaling behavior changing with time and location. Hence, we can distinguish the potentially location-dependent scaling feature, which may characterize the hydrology dynamic system. Second, spatial statistical analysis shows that the increment of groundwater level fluctuations exhibits a heavy tailed, non-Gaussian distribution, which can be better quantified by a Lévy stable distribution. Monte Carlo simulations of the fluctuation process also show that the linear fractional stable motion model can well depict the transient dynamics (i.e., fractal non-Gaussian property) of groundwater level, while fractional Brownian motion is inadequate to describe natural processes with anomalous dynamics. Analysis of temporal scaling and spatial statistics therefore may provide useful information and quantification to understand further the nature of complex dynamics in hydrology.

Study of the statistical physics bases on superstatistics from the β-fluctuated to the T-fluctuated form

NASA Astrophysics Data System (ADS)

Sargolzaeipor, S.; Hassanabadi, H.; Chung, W. S.

2018-04-01

In this paper, we study the T -fluctuated form of superstatistics. In this form, some thermodynamic quantities such as the Helmholtz energy, the entropy and the internal energy, are expressed in terms of the T -fluctuated form for a canonical ensemble. In addition, the partition functions in the formalism for 2-level and 3-level distributions are derived. Then we make use of the T -fluctuated superstatistics for a quantum harmonic oscillator problem and the thermal properties of the system for three statistics of the Bose-Einstein, Maxwell-Boltzmann and Fermi-Dirac statistics are calculated. The effect of the deformation parameter on these properties is examined. All the results recover the well-known results by removing the deformation parameter.

Kinetic Energy of a Trapped Fermi Gas at Finite Temperature.

PubMed

Grela, Jacek; Majumdar, Satya N; Schehr, Grégory

2017-09-29

We study the statistics of the kinetic (or, equivalently, potential) energy for N noninteracting fermions in a 1d harmonic trap of frequency ω at finite temperature T. Remarkably, we find an exact solution for the full distribution of the kinetic energy, at any temperature T and for any N, using a nontrivial mapping to an integrable Calogero-Moser-Sutherland model. As a function of temperature T and for large N, we identify (i) a quantum regime, for T∼ℏω, where quantum fluctuations dominate and (ii) a thermal regime, for T∼Nℏω, governed by thermal fluctuations. We show how the mean and the variance as well as the large deviation function associated with the distribution of the kinetic energy cross over from the quantum to the thermal regime as T increases.

Kinetic Energy of a Trapped Fermi Gas at Finite Temperature

NASA Astrophysics Data System (ADS)

Grela, Jacek; Majumdar, Satya N.; Schehr, Grégory

2017-09-01

We study the statistics of the kinetic (or, equivalently, potential) energy for N noninteracting fermions in a 1 d harmonic trap of frequency ω at finite temperature T . Remarkably, we find an exact solution for the full distribution of the kinetic energy, at any temperature T and for any N , using a nontrivial mapping to an integrable Calogero-Moser-Sutherland model. As a function of temperature T and for large N , we identify (i) a quantum regime, for T ˜ℏω , where quantum fluctuations dominate and (ii) a thermal regime, for T ˜N ℏω , governed by thermal fluctuations. We show how the mean and the variance as well as the large deviation function associated with the distribution of the kinetic energy cross over from the quantum to the thermal regime as T increases.

Moderate point: Balanced entropy and enthalpy contributions in soft matter

NASA Astrophysics Data System (ADS)

He, Baoji; Wang, Yanting

2017-03-01

Various soft materials share some common features, such as significant entropic effect, large fluctuations, sensitivity to thermodynamic conditions, and mesoscopic characteristic spatial and temporal scales. However, no quantitative definitions have yet been provided for soft matter, and the intrinsic mechanisms leading to their common features are unclear. In this work, from the viewpoint of statistical mechanics, we show that soft matter works in the vicinity of a specific thermodynamic state named moderate point, at which entropy and enthalpy contributions among substates along a certain order parameter are well balanced or have a minimal difference. Around the moderate point, the order parameter fluctuation, the associated response function, and the spatial correlation length maximize, which explains the large fluctuation, the sensitivity to thermodynamic conditions, and mesoscopic spatial and temporal scales of soft matter, respectively. Possible applications to switching chemical bonds or allosteric biomachines determining their best working temperatures are also briefly discussed. Project supported by the National Basic Research Program of China (Grant No. 2013CB932804) and the National Natural Science Foundation of China (Grant Nos. 11274319 and 11421063).

Is There Any Real Observational Contradictoty To The Lcdm Model?

NASA Astrophysics Data System (ADS)

Ma, Yin-Zhe

2011-01-01

In this talk, I am going to question the two apparent observational contradictories to LCDM cosmology---- the lack of large angle correlations in the cosmic microwave background, and the very large bulk flow of galaxy peculiar velocities. On the super-horizon scale, "Copi etal. (2009)” have been arguing that the lack of large angular correlations of the CMB temperature field provides strong evidence against the standard, statistically isotropic, LCDM cosmology. I am going to argue that the "ad-hoc” discrepancy is due to the sub-optimal estimator of the low-l multipoles, and a posteriori statistics, which exaggerates the statistical significance. On Galactic scales, "Watkins et al. (2008)” shows that the very large bulk flow prefers a very large density fluctuation, which seems to contradict to the LCDM model. I am going to show that these results are due to their underestimation of the small scale velocity dispersion, and an arbitrary way of combining catalogues. With the appropriate way of combining catalogue data, as well as the treating the small scale velocity dispersion as a free parameter, the peculiar velocity field provides unconvincing evidence against LCDM cosmology.

Finite-data-size study on practical universal blind quantum computation

NASA Astrophysics Data System (ADS)

Zhao, Qiang; Li, Qiong

2018-07-01

The universal blind quantum computation with weak coherent pulses protocol is a practical scheme to allow a client to delegate a computation to a remote server while the computation hidden. However, in the practical protocol, a finite data size will influence the preparation efficiency in the remote blind qubit state preparation (RBSP). In this paper, a modified RBSP protocol with two decoy states is studied in the finite data size. The issue of its statistical fluctuations is analyzed thoroughly. The theoretical analysis and simulation results show that two-decoy-state case with statistical fluctuation is closer to the asymptotic case than the one-decoy-state case with statistical fluctuation. Particularly, the two-decoy-state protocol can achieve a longer communication distance than the one-decoy-state case in this statistical fluctuation situation.

Quantifying fluctuations in economic systems by adapting methods of statistical physics

NASA Astrophysics Data System (ADS)

Stanley, H. E.; Gopikrishnan, P.; Plerou, V.; Amaral, L. A. N.

2000-12-01

The emerging subfield of econophysics explores the degree to which certain concepts and methods from statistical physics can be appropriately modified and adapted to provide new insights into questions that have been the focus of interest in the economics community. Here we give a brief overview of two examples of research topics that are receiving recent attention. A first topic is the characterization of the dynamics of stock price fluctuations. For example, we investigate the relation between trading activity - measured by the number of transactions NΔ t - and the price change GΔ t for a given stock, over a time interval [t, t+ Δt] . We relate the time-dependent standard deviation of price fluctuations - volatility - to two microscopic quantities: the number of transactions NΔ t in Δ t and the variance WΔ t2 of the price changes for all transactions in Δ t. Our work indicates that while the pronounced tails in the distribution of price fluctuations arise from WΔ t, the long-range correlations found in ∣ GΔ t∣ are largely due to NΔ t. We also investigate the relation between price fluctuations and the number of shares QΔ t traded in Δ t. We find that the distribution of QΔ t is consistent with a stable Lévy distribution, suggesting a Lévy scaling relationship between QΔ t and NΔ t, which would provide one explanation for volume-volatility co-movement. A second topic concerns cross-correlations between the price fluctuations of different stocks. We adapt a conceptual framework, random matrix theory (RMT), first used in physics to interpret statistical properties of nuclear energy spectra. RMT makes predictions for the statistical properties of matrices that are universal, that is, do not depend on the interactions between the elements comprising the system. In physics systems, deviations from the predictions of RMT provide clues regarding the mechanisms controlling the dynamics of a given system, so this framework can be of potential value if applied to economic systems. We discuss a systematic comparison between the statistics of the cross-correlation matrix C - whose elements Cij are the correlation-coefficients between the returns of stock i and j - and that of a random matrix having the same symmetry properties. Our work suggests that RMT can be used to distinguish random and non-random parts of C; the non-random part of C, which deviates from RMT results provides information regarding genuine cross-correlations between stocks.

Property of Fluctuations of Sales Quantities by Product Category in Convenience Stores.

PubMed

Fukunaga, Gaku; Takayasu, Hideki; Takayasu, Misako

2016-01-01

The ability to ascertain the extent of product sale fluctuations for each store and locality is indispensable to inventory management. This study analyzed POS data from 158 convenience stores in Kawasaki City, Kanagawa Prefecture, Japan and found a power scaling law between the mean and standard deviation of product sales quantities for several product categories. For the statistical domains of low sales quantities, the power index was 1/2; for large sales quantities, the power index was 1, so called Taylor's law holds. The value of sales quantities with changing power indixes differed according to product category. We derived a Poissonian compound distribution model taking into account fluctuations in customer numbers to show that the scaling law could be explained theoretically for most of items. We also examined why the scaling law did not hold in some exceptional cases.

Revealing giant internal magnetic fields due to spin fluctuations in magnetically doped colloidal nanocrystals

DOE PAGES

Rice, William D.; Liu, Wenyong; Baker, Thomas A.; ...

2015-11-23

Strong quantum confinement in semiconductors can compress the wavefunctions of band electrons and holes to nanometre-scale volumes, significantly enhancing interactions between themselves and individual dopants. In magnetically doped semiconductors, where paramagnetic dopants (such as Mn 2+, Co 2+ and so on) couple to band carriers via strong sp–d spin exchange, giant magneto-optical effects can therefore be realized in confined geometries using few or even single impurity spins. Importantly, however, thermodynamic spin fluctuations become increasingly relevant in this few-spin limit. In nanoscale volumes, the statistical √N fluctuations of N spins are expected to generate giant effective magnetic fields B eff, whichmore » should dramatically impact carrier spin dynamics, even in the absence of any applied field. In this paper, we directly and unambiguously reveal the large B eff that exist in Mn 2+-doped CdSe colloidal nanocrystals using ultrafast optical spectroscopy. At zero applied magnetic field, extremely rapid (300–600 GHz) spin precession of photoinjected electrons is observed, indicating B eff ~ 15-30 T for electrons. Precession frequencies exceed 2 THz in applied magnetic fields. Finally, these signals arise from electron precession about the random fields due to statistically incomplete cancellation of the embedded Mn 2+ moments, thereby revealing the initial coherent dynamics of magnetic polaron formation, and highlighting the importance of magnetization fluctuations on carrier spin dynamics in nanomaterials.« less

Twitter-Based Analysis of the Dynamics of Collective Attention to Political Parties

PubMed Central

Eom, Young-Ho; Puliga, Michelangelo; Smailović, Jasmina; Mozetič, Igor; Caldarelli, Guido

2015-01-01

Large-scale data from social media have a significant potential to describe complex phenomena in the real world and to anticipate collective behaviors such as information spreading and social trends. One specific case of study is represented by the collective attention to the action of political parties. Not surprisingly, researchers and stakeholders tried to correlate parties' presence on social media with their performances in elections. Despite the many efforts, results are still inconclusive since this kind of data is often very noisy and significant signals could be covered by (largely unknown) statistical fluctuations. In this paper we consider the number of tweets (tweet volume) of a party as a proxy of collective attention to the party, identify the dynamics of the volume, and show that this quantity has some information on the election outcome. We find that the distribution of the tweet volume for each party follows a log-normal distribution with a positive autocorrelation of the volume over short terms, which indicates the volume has large fluctuations of the log-normal distribution yet with a short-term tendency. Furthermore, by measuring the ratio of two consecutive daily tweet volumes, we find that the evolution of the daily volume of a party can be described by means of a geometric Brownian motion (i.e., the logarithm of the volume moves randomly with a trend). Finally, we determine the optimal period of averaging tweet volume for reducing fluctuations and extracting short-term tendencies. We conclude that the tweet volume is a good indicator of parties' success in the elections when considered over an optimal time window. Our study identifies the statistical nature of collective attention to political issues and sheds light on how to model the dynamics of collective attention in social media. PMID:26161795

Twitter-Based Analysis of the Dynamics of Collective Attention to Political Parties.

PubMed

Eom, Young-Ho; Puliga, Michelangelo; Smailović, Jasmina; Mozetič, Igor; Caldarelli, Guido

2015-01-01

Large-scale data from social media have a significant potential to describe complex phenomena in the real world and to anticipate collective behaviors such as information spreading and social trends. One specific case of study is represented by the collective attention to the action of political parties. Not surprisingly, researchers and stakeholders tried to correlate parties' presence on social media with their performances in elections. Despite the many efforts, results are still inconclusive since this kind of data is often very noisy and significant signals could be covered by (largely unknown) statistical fluctuations. In this paper we consider the number of tweets (tweet volume) of a party as a proxy of collective attention to the party, identify the dynamics of the volume, and show that this quantity has some information on the election outcome. We find that the distribution of the tweet volume for each party follows a log-normal distribution with a positive autocorrelation of the volume over short terms, which indicates the volume has large fluctuations of the log-normal distribution yet with a short-term tendency. Furthermore, by measuring the ratio of two consecutive daily tweet volumes, we find that the evolution of the daily volume of a party can be described by means of a geometric Brownian motion (i.e., the logarithm of the volume moves randomly with a trend). Finally, we determine the optimal period of averaging tweet volume for reducing fluctuations and extracting short-term tendencies. We conclude that the tweet volume is a good indicator of parties' success in the elections when considered over an optimal time window. Our study identifies the statistical nature of collective attention to political issues and sheds light on how to model the dynamics of collective attention in social media.

THE Role OF Anisotropy AND Intermittency IN Solar Wind/Magnetosphere Coupling

NASA Astrophysics Data System (ADS)

Jankovicova, D.; Voros, Z.

2006-12-01

Turbulent fluctuations are common in the solar wind as well as in the Earth's magnetosphere. The fluctuations of both magnetic field and plasma parameters exhibit non-Gaussian statistics. Neither the amplitude of these fluctuations nor their spectral characteristics can provide a full statistical description of multi-scale features in turbulence. It substantiates a statistical approach including the estimation of experimentally accessible statistical moments. In this contribution, we will directly estimate the third (skewness) and the fourth (kurtosis) statistical moments from the available time series of magnetic measurements in the solar wind (ACE and WIND spacecraft) and in the Earth's magnetosphere (SYM-H index). Then we evaluate how the statistical moments change during strong and weak solar wind/magnetosphere coupling intervals.

Spectral statistics of the uni-modular ensemble

NASA Astrophysics Data System (ADS)

Joyner, Christopher H.; Smilansky, Uzy; Weidenmüller, Hans A.

2017-09-01

We investigate the spectral statistics of Hermitian matrices in which the elements are chosen uniformly from U(1) , called the uni-modular ensemble (UME), in the limit of large matrix size. Using three complimentary methods; a supersymmetric integration method, a combinatorial graph-theoretical analysis and a Brownian motion approach, we are able to derive expressions for 1 / N corrections to the mean spectral moments and also analyse the fluctuations about this mean. By addressing the same ensemble from three different point of view, we can critically compare their relative advantages and derive some new results.

Forecasting of magnitude and duration of currency crises based on the analysis of distortions of fractal scaling in exchange rate fluctuations

NASA Astrophysics Data System (ADS)

Uritskaya, Olga Y.

2005-05-01

Results of fractal stability analysis of daily exchange rate fluctuations of more than 30 floating currencies for a 10-year period are presented. It is shown for the first time that small- and large-scale dynamical instabilities of national monetary systems correlate with deviations of the detrended fluctuation analysis (DFA) exponent from the value 1.5 predicted by the efficient market hypothesis. The observed dependence is used for classification of long-term stability of floating exchange rates as well as for revealing various forms of distortion of stable currency dynamics prior to large-scale crises. A normal range of DFA exponents consistent with crisis-free long-term exchange rate fluctuations is determined, and several typical scenarios of unstable currency dynamics with DFA exponents fluctuating beyond the normal range are identified. It is shown that monetary crashes are usually preceded by prolonged periods of abnormal (decreased or increased) DFA exponent, with the after-crash exponent tending to the value 1.5 indicating a more reliable exchange rate dynamics. Statistically significant regression relations (R=0.99, p<0.01) between duration and magnitude of currency crises and the degree of distortion of monofractal patterns of exchange rate dynamics are found. It is demonstrated that the parameters of these relations characterizing small- and large-scale crises are nearly equal, which implies a common instability mechanism underlying these events. The obtained dependences have been used as a basic ingredient of a forecasting technique which provided correct in-sample predictions of monetary crisis magnitude and duration over various time scales. The developed technique can be recommended for real-time monitoring of dynamical stability of floating exchange rate systems and creating advanced early-warning-system models for currency crisis prevention.

Dynamics of cracks in disordered materials

NASA Astrophysics Data System (ADS)

Bonamy, Daniel

2017-05-01

Predicting when rupture occurs or cracks progress is a major challenge in numerous fields of industrial, societal, and geophysical importance. It remains largely unsolved: stress enhancement at cracks and defects, indeed, makes the macroscale dynamics extremely sensitive to the microscale material disorder. This results in giant statistical fluctuations and non-trivial behaviors upon upscaling, difficult to assess via the continuum approaches of engineering.

Vertical Scales of Turbulence at the Mount Wilson Observatory

NASA Technical Reports Server (NTRS)

Treuhaft, Robert N.; Lowe, Stephen T.; Bester, Manfred; Danchi, William C.; Townes, Charles H.

1995-01-01

The vertical scales of turbulence at the Mount Wilson Observatory are inferred from data from the University of California at Berkeley Infrared Spatial Interferometer (ISI), by modeling path length fluctuations observed in the interferometric paths to celestial objects and those in instrumental ground-based paths. The correlations between the stellar and ground-based path length fluctuations and the temporal statistics of those fluctuations are modeled on various timescales to constrain the vertical scales. A Kolmogorov-Taylor turbulence model with a finite outer scale was used to simulate ISI data. The simulation also included the white instrumental noise of the interferometer, aperture-filtering effects, and the data analysis algorithms. The simulations suggest that the path delay fluctuations observed in the 1992-1993 ISI data are largely consistent with being generated by refractivity fluctuations at two characteristic vertical scales: one extending to a height of 45 m above the ground, with a wind speed of about 1 m/ s, and another at a much higher altitude, with a wind speed of about 10 m/ s. The height of the lower layer is of the order of the dimensions of trees and other structures near the interferometer, which suggests that these objects, including elements of the interferometer, may play a role in generating the lower layer of turbulence. The modeling indicates that the high- attitude component contributes primarily to short-period (less than 10 s) fluctuations, while the lower component dominates the long-period (up to a few minutes) fluctuations. The lower component turbulent height, along with outer scales of the order of 10 m, suggest that the baseline dependence of long-term interferometric, atmospheric fluctuations should weaken for baselines greater than a few tens of meters. Simulations further show that there is the potential for improving the seeing or astrometric accuracy by about 30%-50% on average, if the path length fluctuations in the lower component are directly calibrated. Statistical and systematic effects induce an error of about 15 m in the estimate of the lower component turbulent altitude.

A comparison of atmospheric effects on differential phase for a two-element antenna array and nearby site test interferometer

NASA Astrophysics Data System (ADS)

Morabito, David D.; D'Addario, Larry; Finley, Susan

2016-02-01

Phased arrays of reflector antennas can be used to obtain effective area and gain that are much larger than is practical with a single antenna. This technique is routinely used by NASA for receiving weak signals from deep space. Phase alignment of the signals can be disrupted by turbulence in the troposphere, which causes fluctuations in the differences of signal delays among the antennas. At the Deep Space Network stations, site test interferometers (STIs) are being used for long-term monitoring of these delay fluctuations using signals from geostationary satellites. In this paper, we compare the STI measurements with the phase variations seen by a nearby two-element array of 34 m diameter antennas tracking 8.4 GHz and 32 GHz signals from the Cassini spacecraft in orbit around Saturn. It is shown that the statistics of the STI delay fluctuations, after appropriate scaling for differences in antenna separation and elevation angle and conversion to phase at the spacecraft frequencies, provide reliable estimates of the phase fluctuations seen by the large antennas on the deep space signal. Techniques for adaptive compensation of the phase fluctuations are available when receiving a sufficiently strong signal, but compensation is often impractical or impossible when using the array for transmitting. These results help to validate the use of long-term STI data for assessing the feasibility of large transmitting arrays at various sites.

A simple phenomenological model for grain clustering in turbulence

NASA Astrophysics Data System (ADS)

Hopkins, Philip F.

2016-01-01

We propose a simple model for density fluctuations of aerodynamic grains, embedded in a turbulent, gravitating gas disc. The model combines a calculation for the behaviour of a group of grains encountering a single turbulent eddy, with a hierarchical approximation of the eddy statistics. This makes analytic predictions for a range of quantities including: distributions of grain densities, power spectra and correlation functions of fluctuations, and maximum grain densities reached. We predict how these scale as a function of grain drag time ts, spatial scale, grain-to-gas mass ratio tilde{ρ }, strength of turbulence α, and detailed disc properties. We test these against numerical simulations with various turbulence-driving mechanisms. The simulations agree well with the predictions, spanning ts Ω ˜ 10-4-10, tilde{ρ }˜ 0{-}3, α ˜ 10-10-10-2. Results from `turbulent concentration' simulations and laboratory experiments are also predicted as a special case. Vortices on a wide range of scales disperse and concentrate grains hierarchically. For small grains this is most efficient in eddies with turnover time comparable to the stopping time, but fluctuations are also damped by local gas-grain drift. For large grains, shear and gravity lead to a much broader range of eddy scales driving fluctuations, with most power on the largest scales. The grain density distribution has a log-Poisson shape, with fluctuations for large grains up to factors ≳1000. We provide simple analytic expressions for the predictions, and discuss implications for planetesimal formation, grain growth, and the structure of turbulence.

Fractional superstatistics from a kinetic approach

NASA Astrophysics Data System (ADS)

Ourabah, Kamel; Tribeche, Mouloud

2018-03-01

Through a kinetic approach, in which temperature fluctuations are taken into account, we obtain generalized fractional statistics interpolating between Fermi-Dirac and Bose-Einstein statistics. The latter correspond to the superstatistical analogues of the Polychronakos and Haldane-Wu statistics. The virial coefficients corresponding to these statistics are worked out and compared to those of an ideal two-dimensional anyon gas. It is shown that the obtained statistics reproduce correctly the second and third virial coefficients of an anyon gas. On this basis, a link is established between the statistical parameter and the strength of fluctuations. A further generalization is suggested by allowing the statistical parameter to fluctuate. As a by-product, superstatistics of ewkons, introduced recently to deal with dark energy [Phys. Rev. E 94, 062115 (2016), 10.1103/PhysRevE.94.062115], are also obtained within the same method.

The formation of cosmic structure in a texture-seeded cold dark matter cosmogony

NASA Technical Reports Server (NTRS)

Gooding, Andrew K.; Park, Changbom; Spergel, David N.; Turok, Neil; Gott, Richard, III

1992-01-01

The growth of density fluctuations induced by global texture in an Omega = 1 cold dark matter (CDM) cosmogony is calculated. The resulting power spectra are in good agreement with each other, with more power on large scales than in the standard inflation plus CDM model. Calculation of related statistics (two-point correlation functions, mass variances, cosmic Mach number) indicates that the texture plus CDM model compares more favorably than standard CDM with observations of large-scale structure. Texture produces coherent velocity fields on large scales, as observed. Excessive small-scale velocity dispersions, and voids less empty than those observed may be remedied by including baryonic physics. The topology of the cosmic structure agrees well with observation. The non-Gaussian texture induced density fluctuations lead to earlier nonlinear object formation than in Gaussian models and may also be more compatible with recent evidence that the galaxy density field is non-Gaussian on large scales. On smaller scales the density field is strongly non-Gaussian, but this appears to be primarily due to nonlinear gravitational clustering. The velocity field on smaller scales is surprisingly Gaussian.

Analysis of the fluctuations of the tumour/host interface

NASA Astrophysics Data System (ADS)

Milotti, Edoardo; Vyshemirsky, Vladislav; Stella, Sabrina; Dogo, Federico; Chignola, Roberto

2017-11-01

In a recent analysis of metabolic scaling in solid tumours we found a scaling law that interpolates between the power laws μ ∝ V and μ ∝V 2 / 3, where μ is the metabolic rate expressed as the glucose absorption rate and V is the tumour volume. The scaling law fits quite well both in vitro and in vivo data, however we also observed marked fluctuations that are associated with the specific biological properties of individual tumours. Here we analyse these fluctuations, in an attempt to find the population-wide distribution of an important parameter (A) which expresses the total extent of the interface between the solid tumour and the non-cancerous environment. Heuristic considerations suggest that the values of the A parameter follow a lognormal distribution, and, allowing for the large uncertainties of the experimental data, our statistical analysis confirms this.

Extreme reaction times determine fluctuation scaling in human color vision

NASA Astrophysics Data System (ADS)

Medina, José M.; Díaz, José A.

2016-11-01

In modern mental chronometry, human reaction time defines the time elapsed from stimulus presentation until a response occurs and represents a reference paradigm for investigating stochastic latency mechanisms in color vision. Here we examine the statistical properties of extreme reaction times and whether they support fluctuation scaling in the skewness-kurtosis plane. Reaction times were measured for visual stimuli across the cardinal directions of the color space. For all subjects, the results show that very large reaction times deviate from the right tail of reaction time distributions suggesting the existence of dragon-kings events. The results also indicate that extreme reaction times are correlated and shape fluctuation scaling over a wide range of stimulus conditions. The scaling exponent was higher for achromatic than isoluminant stimuli, suggesting distinct generative mechanisms. Our findings open a new perspective for studying failure modes in sensory-motor communications and in complex networks.

Isotope effect on blob-statistics in gyrofluid simulations of scrape-off layer turbulence

NASA Astrophysics Data System (ADS)

Meyer, O. H. H.; Kendl, A.

2017-12-01

In this contribution we apply a recently established stochastic model for scrape-off layer fluctuations to long time series obtained from gyrofluid simulations of fusion edge plasma turbulence. Characteristic parameters are estimated for different fusion relevant isotopic compositions (protium, deuterium, tritium and singly charged helium) by means of conditional averaging. It is shown that large amplitude fluctuations associated with radially propagating filaments in the scrape-off layer feature double-exponential wave-forms. We find increased pulse duration and longer waiting times between peaks for heavier ions, while the amplitudes are similar. The associated radial blob velocity is shown to be reduced for heavier ions. A parabolic relation between skewness and kurtosis of density fluctuations seems to be present. Improved particle confinement in terms of reduced mean value close to the outermost radial boundary and blob characteristics for heavier plasmas is presented.

Property of Fluctuations of Sales Quantities by Product Category in Convenience Stores

PubMed Central

Fukunaga, Gaku; Takayasu, Hideki; Takayasu, Misako

2016-01-01

The ability to ascertain the extent of product sale fluctuations for each store and locality is indispensable to inventory management. This study analyzed POS data from 158 convenience stores in Kawasaki City, Kanagawa Prefecture, Japan and found a power scaling law between the mean and standard deviation of product sales quantities for several product categories. For the statistical domains of low sales quantities, the power index was 1/2; for large sales quantities, the power index was 1, so called Taylor’s law holds. The value of sales quantities with changing power indixes differed according to product category. We derived a Poissonian compound distribution model taking into account fluctuations in customer numbers to show that the scaling law could be explained theoretically for most of items. We also examined why the scaling law did not hold in some exceptional cases. PMID:27310915

Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death

PubMed Central

Petersen, Alexander M.; Tenenbaum, Joel; Havlin, Shlomo; Stanley, H. Eugene

2012-01-01

We analyze the dynamic properties of 107 words recorded in English, Spanish and Hebrew over the period 1800–2008 in order to gain insight into the coevolution of language and culture. We report language independent patterns useful as benchmarks for theoretical models of language evolution. A significantly decreasing (increasing) trend in the birth (death) rate of words indicates a recent shift in the selection laws governing word use. For new words, we observe a peak in the growth-rate fluctuations around 40 years after introduction, consistent with the typical entry time into standard dictionaries and the human generational timescale. Pronounced changes in the dynamics of language during periods of war shows that word correlations, occurring across time and between words, are largely influenced by coevolutionary social, technological, and political factors. We quantify cultural memory by analyzing the long-term correlations in the use of individual words using detrended fluctuation analysis. PMID:22423321

Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death

NASA Astrophysics Data System (ADS)

Petersen, Alexander M.; Tenenbaum, Joel; Havlin, Shlomo; Stanley, H. Eugene

2012-03-01

We analyze the dynamic properties of 107 words recorded in English, Spanish and Hebrew over the period 1800-2008 in order to gain insight into the coevolution of language and culture. We report language independent patterns useful as benchmarks for theoretical models of language evolution. A significantly decreasing (increasing) trend in the birth (death) rate of words indicates a recent shift in the selection laws governing word use. For new words, we observe a peak in the growth-rate fluctuations around 40 years after introduction, consistent with the typical entry time into standard dictionaries and the human generational timescale. Pronounced changes in the dynamics of language during periods of war shows that word correlations, occurring across time and between words, are largely influenced by coevolutionary social, technological, and political factors. We quantify cultural memory by analyzing the long-term correlations in the use of individual words using detrended fluctuation analysis.

Large behavioral variability of motile E. coli revealed in 3D spatial exploration

NASA Astrophysics Data System (ADS)

Figueroa-Morales, N.; Darnige, T.; Martinez, V.; Douarche, C.; Soto, R.; Lindner, A.; Clement, E.

2017-11-01

Bacterial motility determines the spatio-temporal structure of microbial communities, controls infection spreading and the microbiota organization in guts or in soils. Quantitative modeling of chemotaxis and statistical descriptions of active bacterial suspensions currently rely on the classical vision of a run-and-tumble strategy exploited by bacteria to explore their environment. Here we report a large behavioral variability of wild-type E. coli, revealed in their three-dimensional trajectories. We found a broad distribution of run times for individual cells, in stark contrast with the accepted vision of a single characteristic time. We relate our results to the slow fluctuations of a signaling protein which triggers the switching of the flagellar motor reversal responsible for tumbles. We demonstrate that such a large distribution of run times introduces measurement biases in most practical situations. These results reconcile a notorious conundrum between observations of run times and motor switching statistics. Our study implies that the statistical modeling of transport properties and of the chemotactic response of bacterial populations need to be profoundly revised to correctly account for the large variability of motility features.

New approach to statistical description of fluctuating particle fluxes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Saenko, V. V.

2009-01-15

The probability density functions (PDFs) of the increments of fluctuating particle fluxes are investigated. It is found that the PDFs have heavy power-law tails decreasing as x{sup -{alpha}-1} at x {yields} {infinity}. This makes it possible to describe these PDFs in terms of fractionally stable distributions (FSDs) q(x; {alpha}, {beta}, {theta}, {lambda}). The parameters {alpha}, {beta}, {gamma}, and {lambda} were estimated statistically using as an example the time samples of fluctuating particle fluxes measured in the edge plasma of the L-2M stellarator. Two series of fluctuating fluxes measured before and after boronization of the vacuum chamber were processed. It ismore » shown that the increments of fluctuating fluxes are well described by DSDs. The effect of boronization on the parameters of FSDs is analyzed. An algorithm for statistically estimating the FSD parameters and a procedure for processing experimental data are described.« less

Simulation of spatially evolving turbulence and the applicability of Taylor's hypothesis in compressible flow

NASA Technical Reports Server (NTRS)

Lee, Sangsan; Lele, Sanjiva K.; Moin, Parviz

1992-01-01

For the numerical simulation of inhomogeneous turbulent flows, a method is developed for generating stochastic inflow boundary conditions with a prescribed power spectrum. Turbulence statistics from spatial simulations using this method with a low fluctuation Mach number are in excellent agreement with the experimental data, which validates the procedure. Turbulence statistics from spatial simulations are also compared to those from temporal simulations using Taylor's hypothesis. Statistics such as turbulence intensity, vorticity, and velocity derivative skewness compare favorably with the temporal simulation. However, the statistics of dilatation show a significant departure from those obtained in the temporal simulation. To directly check the applicability of Taylor's hypothesis, space-time correlations of fluctuations in velocity, vorticity, and dilatation are investigated. Convection velocities based on vorticity and velocity fluctuations are computed as functions of the spatial and temporal separations. The profile of the space-time correlation of dilatation fluctuations is explained via a wave propagation model.

Statistical properties of radiation power levels from a high-gain free-electron laser at and beyond saturation

NASA Astrophysics Data System (ADS)

Schroeder, C. B.; Fawley, W. M.; Esarey, E.

2003-07-01

We investigate the statistical properties (e.g., shot-to-shot power fluctuations) of the radiation from a high-gain free-electron laser (FEL) operating in the nonlinear regime. We consider the case of an FEL amplifier reaching saturation whose shot-to-shot fluctuations in input radiation power follow a gamma distribution. We analyze the corresponding output power fluctuations at and beyond saturation, including beam energy spread effects, and find that there are well-characterized values of undulator length for which the fluctuations reach a minimum.

Cascades of energy and helicity in axisymmetric turbulence

NASA Astrophysics Data System (ADS)

Qu, Bo; Naso, Aurore; Bos, Wouter J. T.

2018-01-01

A spectral analysis of strictly axisymmetric turbulence is performed. Both freely decaying and statistically steady flows are considered. In helical flows we identify a dual cascade, where energy is transferred towards the large scales and helicity to the smallest ones. It is shown that even in the absence of net helicity, a dual cascade persists, transferring energy backward and positively and negatively polarized helicity fluctuations forward.

Fast numerical methods for simulating large-scale integrate-and-fire neuronal networks.

PubMed

Rangan, Aaditya V; Cai, David

2007-02-01

We discuss numerical methods for simulating large-scale, integrate-and-fire (I&F) neuronal networks. Important elements in our numerical methods are (i) a neurophysiologically inspired integrating factor which casts the solution as a numerically tractable integral equation, and allows us to obtain stable and accurate individual neuronal trajectories (i.e., voltage and conductance time-courses) even when the I&F neuronal equations are stiff, such as in strongly fluctuating, high-conductance states; (ii) an iterated process of spike-spike corrections within groups of strongly coupled neurons to account for spike-spike interactions within a single large numerical time-step; and (iii) a clustering procedure of firing events in the network to take advantage of localized architectures, such as spatial scales of strong local interactions, which are often present in large-scale computational models-for example, those of the primary visual cortex. (We note that the spike-spike corrections in our methods are more involved than the correction of single neuron spike-time via a polynomial interpolation as in the modified Runge-Kutta methods commonly used in simulations of I&F neuronal networks.) Our methods can evolve networks with relatively strong local interactions in an asymptotically optimal way such that each neuron fires approximately once in [Formula: see text] operations, where N is the number of neurons in the system. We note that quantifications used in computational modeling are often statistical, since measurements in a real experiment to characterize physiological systems are typically statistical, such as firing rate, interspike interval distributions, and spike-triggered voltage distributions. We emphasize that it takes much less computational effort to resolve statistical properties of certain I&F neuronal networks than to fully resolve trajectories of each and every neuron within the system. For networks operating in realistic dynamical regimes, such as strongly fluctuating, high-conductance states, our methods are designed to achieve statistical accuracy when very large time-steps are used. Moreover, our methods can also achieve trajectory-wise accuracy when small time-steps are used.

Role of excited state solvent fluctuations on time-dependent fluorescence Stokes shift

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Tanping, E-mail: tanping@lsu.edu, E-mail: revatik@lsu.edu; Kumar, Revati, E-mail: tanping@lsu.edu, E-mail: revatik@lsu.edu

2015-11-07

We explore the connection between the solvation dynamics of a chromophore upon photon excitation and equilibrium fluctuations of the solvent. Using molecular dynamics simulations, fluorescence Stokes shift for the tryptophan in Staphylococcus nuclease was examined using both nonequilibrium calculations and linear response theory. When the perturbed and unperturbed surfaces exhibit different solvent equilibrium fluctuations, the linear response approach on the former surface shows agreement with the nonequilibrium process. This agreement is excellent when the perturbed surface exhibits Gaussian statistics and qualitative in the case of an isomerization induced non-Gaussian statistics. However, the linear response theory on the unperturbed surface breaksmore » down even in the presence of Gaussian fluctuations. Experiments also provide evidence of the connection between the excited state solvent fluctuations and the total fluorescence shift. These observations indicate that the equilibrium statistics on the excited state surface characterize the relaxation dynamics of the fluorescence Stokes shift. Our studies specifically analyze the Gaussian fluctuations of the solvent in the complex protein environment and further confirm the role of solvent fluctuations on the excited state surface. The results are consistent with previous investigations, found in the literature, of solutes dissolved in liquids.« less

Changes of statistical structural fluctuations unveils an early compacted degraded stage of PNS myelin

NASA Astrophysics Data System (ADS)

Poccia, Nicola; Campi, Gaetano; Ricci, Alessandro; Caporale, Alessandra S.; di Cola, Emanuela; Hawkins, Thomas A.; Bianconi, Antonio

2014-06-01

Degradation of the myelin sheath is a common pathology underlying demyelinating neurological diseases from Multiple Sclerosis to Leukodistrophies. Although large malformations of myelin ultrastructure in the advanced stages of Wallerian degradation is known, its subtle structural variations at early stages of demyelination remains poorly characterized. This is partly due to the lack of suitable and non-invasive experimental probes possessing sufficient resolution to detect the degradation. Here we report the feasibility of the application of an innovative non-invasive local structure experimental approach for imaging the changes of statistical structural fluctuations in the first stage of myelin degeneration. Scanning micro X-ray diffraction, using advances in synchrotron x-ray beam focusing, fast data collection, paired with spatial statistical analysis, has been used to unveil temporal changes in the myelin structure of dissected nerves following extraction of the Xenopus laevis sciatic nerve. The early myelin degeneration is a specific ordered compacted phase preceding the swollen myelin phase of Wallerian degradation. Our demonstration of the feasibility of the statistical analysis of SµXRD measurements using biological tissue paves the way for further structural investigations of degradation and death of neurons and other cells and tissues in diverse pathological states where nanoscale structural changes may be uncovered.

A three-dimensional refractive index model for simulation of optical wave propagation in atmospheric turbulence

NASA Astrophysics Data System (ADS)

Paramonov, P. V.; Vorontsov, A. M.; Kunitsyn, V. E.

2015-10-01

Numerical modeling of optical wave propagation in atmospheric turbulence is traditionally performed with using the so-called "split"-operator method, when the influence of the propagation medium's refractive index inhomogeneities is accounted for only within a system of infinitely narrow layers (phase screens) where phase is distorted. Commonly, under certain assumptions, such phase screens are considered as mutually statistically uncorrelated. However, in several important applications including laser target tracking, remote sensing, and atmospheric imaging, accurate optical field propagation modeling assumes upper limitations on interscreen spacing. The latter situation can be observed, for instance, in the presence of large-scale turbulent inhomogeneities or in deep turbulence conditions, where interscreen distances become comparable with turbulence outer scale and, hence, corresponding phase screens cannot be statistically uncorrelated. In this paper, we discuss correlated phase screens. The statistical characteristics of screens are calculated based on a representation of turbulent fluctuations of three-dimensional (3D) refractive index random field as a set of sequentially correlated 3D layers displaced in the wave propagation direction. The statistical characteristics of refractive index fluctuations are described in terms of the von Karman power spectrum density. In the representation of these 3D layers by corresponding phase screens, the geometrical optics approximation is used.

Spatial Fluctuations of the Intergalactic Temperature-Density Relation After Hydrogen Reionization

NASA Astrophysics Data System (ADS)

Keating, Laura C.; Puchwein, Ewald; Haehnelt, Martin G.

2018-04-01

The thermal state of the post-reionization IGM is sensitive to the timing of reionization and the nature of the ionizing sources. We have modelled here the thermal state of the IGM in cosmological radiative transfer simulations of a realistic, extended, spatially inhomogeneous hydrogen reionization process, carefully calibrated with Lyα forest data. We compare these with cosmological simulations run using a spatially homogeneous ionizing background. The simulations with a realistic growth of ionized regions and a realistic spread in reionization redshifts show, as expected, significant spatial fluctuations in the temperature-density relation (TDR) of the post-reionization IGM. The most recently ionized regions are hottest and exhibit a flatter TDR. In simulations consistent with the average TDR inferred from Lyα forest data, these spatial fluctuations have a moderate but noticeable effect on the statistical properties of the Lyα opacity of the IGM at z ˜ 4 - 6. This should be taken into account in accurate measurements of the thermal properties of the IGM and the free-streaming of dark matter from Lyα forest data in this redshift range. The spatial variations of the TDR predicted by our simulations are, however, smaller by about a factor two than would be necessary to explain the observed large spatial opacity fluctuations on large (≥ 50 h-1 comoving Mpc) scales at z ≳ 5.5.

Spatial fluctuations of the intergalactic temperature-density relation after hydrogen reionization

NASA Astrophysics Data System (ADS)

Keating, Laura C.; Puchwein, Ewald; Haehnelt, Martin G.

2018-07-01

The thermal state of the post-reionization IGM is sensitive to the timing of reionization and the nature of the ionizing sources. We have modelled here the thermal state of the IGM in cosmological radiative transfer simulations of a realistic, extended, spatially inhomogeneous hydrogen reionization process, carefully calibrated with Ly α forest data. We compare these with cosmological simulations run using a spatially homogeneous ionizing background. The simulations with a realistic growth of ionized regions and a realistic spread in reionization redshifts show, as expected, significant spatial fluctuations in the temperature-density relation (TDR) of the post-reionization IGM. The most recently ionized regions are hottest and exhibit a flatter TDR. In simulations consistent with the average TDR inferred from Ly α forest data, these spatial fluctuations have a moderate but noticeable effect on the statistical properties of the Ly α opacity of the IGM at z ˜ 4-6. This should be taken into account in accurate measurements of the thermal properties of the IGM and the free-streaming of dark matter from Ly α forest data in this redshift range. The spatial variations of the TDR predicted by our simulations are, however, smaller by about a factor of 2 than would be necessary to explain the observed large spatial opacity fluctuations on large (≥50 h-1 comoving Mpc) scales atz ≳ 5.5.

On the thermodynamics of phase transitions in metal hydrides

NASA Astrophysics Data System (ADS)

di Vita, Andrea

2012-02-01

Metal hydrides are solutions of hydrogen in a metal, where phase transitions may occur depending on temperature, pressure etc. We apply Le Chatelier's principle of thermodynamics to a particular phase transition in TiH x , which can approximately be described as a second-order phase transition. We show that the fluctuations of the order parameter correspond to fluctuations both of the density of H+ ions and of the distance between adjacent H+ ions. Moreover, as the system approaches the transition and the correlation radius increases, we show -with the help of statistical mechanics-that the statistical weight of modes involving a large number of H+ ions (`collective modes') increases sharply, in spite of the fact that the Boltzmann factor of each collective mode is exponentially small. As a result, the interaction of the H+ ions with collective modes makes a tiny suprathermal fraction of the H+ population appear. Our results hold for similar transitions in metal deuterides, too. A violation of an -insofar undisputed-upper bound on hydrogen loading follows.

Measurements of Turbulence at Two Tidal Energy Sites in Puget Sound, WA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Thomson, Jim; Polagye, Brian; Durgesh, Vibhav

2012-06-05

Field measurements of turbulence are pre- sented from two sites in Puget Sound, WA (USA) that are proposed for electrical power generation using tidal current turbines. Rapidly sampled data from multiple acoustic Doppler instruments are analyzed to obtain statistical mea- sures of fluctuations in both the magnitude and direction of the tidal currents. The resulting turbulence intensities (i.e., the turbulent velocity fluctuations normalized by the harmonic tidal currents) are typically 10% at the hub- heights (i.e., the relevant depth bin) of the proposed turbines. Length and time scales of the turbulence are also analyzed. Large-scale, anisotropic eddies dominate the energymore » spectra, which may be the result of proximity to headlands at each site. At small scales, an isotropic turbulent cascade is observed and used to estimate the dissipation rate of turbulent kinetic energy. Data quality and sampling parameters are discussed, with an emphasis on the removal of Doppler noise from turbulence statistics.« less

Statistical fluctuations of an ocean surface inferred from shoes and ships

NASA Astrophysics Data System (ADS)

Lerche, Ian; Maubeuge, Frédéric

1995-12-01

This paper shows that it is possible to roughly estimate some ocean properties using simple time-dependent statistical models of ocean fluctuations. Based on a real incident, the loss by a vessel of a Nike shoes container in the North Pacific Ocean, a statistical model was tested on data sets consisting of the Nike shoes found by beachcombers a few months later. This statistical treatment of the shoes' motion allows one to infer velocity trends of the Pacific Ocean, together with their fluctuation strengths. The idea is to suppose that there is a mean bulk flow speed that can depend on location on the ocean surface and time. The fluctuations of the surface flow speed are then treated as statistically random. The distribution of shoes is described in space and time using Markov probability processes related to the mean and fluctuating ocean properties. The aim of the exercise is to provide some of the properties of the Pacific Ocean that are otherwise calculated using a sophisticated numerical model, OSCURS, where numerous data are needed. Relevant quantities are sharply estimated, which can be useful to (1) constrain output results from OSCURS computations, and (2) elucidate the behavior patterns of ocean flow characteristics on long time scales.

Macromolecular Crowding Induces Spatial Correlations That Control Gene Expression Bursting Patterns.

PubMed

Norred, S Elizabeth; Caveney, Patrick M; Chauhan, Gaurav; Collier, Lauren K; Collier, C Patrick; Abel, Steven M; Simpson, Michael L

2018-05-18

Recent superresolution microscopy studies in E. coli demonstrate that the cytoplasm has highly variable local concentrations where macromolecular crowding plays a central role in establishing membrane-less compartmentalization. This spatial inhomogeneity significantly influences molecular transport and association processes central to gene expression. Yet, little is known about how macromolecular crowding influences gene expression bursting-the episodic process where mRNA and proteins are produced in bursts. Here, we simultaneously measured mRNA and protein reporters in cell-free systems, showing that macromolecular crowding decoupled the well-known relationship between fluctuations in the protein population (noise) and mRNA population statistics. Crowded environments led to a 10-fold increase in protein noise even though there were only modest changes in the mRNA population and fluctuations. Instead, cell-like macromolecular crowding created an inhomogeneous spatial distribution of mRNA ("spatial noise") that led to large variability in the protein production burst size. As a result, the mRNA spatial noise created large temporal fluctuations in the protein population. These results highlight the interplay between macromolecular crowding, spatial inhomogeneities, and the resulting dynamics of gene expression, and provide insights into using these organizational principles in both cell-based and cell-free synthetic biology.

Gravitational clustering in the expanding universe - Controlled high-resolution studies in two dimensions

NASA Technical Reports Server (NTRS)

Beacom, John Francis; Dominik, Kurt G.; Melott, Adrian L.; Perkins, Sam P.; Shandarin, Sergei F.

1991-01-01

Results are presented from a series of gravitational clustering simulations in two dimensions. These simulations are a significant departure from previous work, since in two dimensions one can have large dynamic range in both length scale and mass using present computer technology. Controlled experiments were conducted by varying the slope of power-law initial density fluctuation spectra and varying cutoffs at large k, while holding constant the phases of individual Fourier components and the scale of nonlinearity. Filaments are found in many different simulations, even with pure power-law initial conditions. By direct comparison, filaments, called 'second-generation pancakes' are shown to arise as a consequence of mild nonlinearity on scales much larger than the correlation length and are not relics of an initial lattice or due to sparse sampling of the Fourier components. Bumps of low amplitude in the two-point correlation are found to be generic but usually only statistical fluctuations. Power spectra are much easier to relate to initial conditions, and seem to follow a simple triangular shape (on log-log plot) in the nonlinear regime. The rms density fluctuation with Gaussian smoothing is the most stable indicator of nonlinearity.

Diurnal fluctuations in brain volume: Statistical analyses of MRI from large populations.

PubMed

Nakamura, Kunio; Brown, Robert A; Narayanan, Sridar; Collins, D Louis; Arnold, Douglas L

2015-09-01

We investigated fluctuations in brain volume throughout the day using statistical modeling of magnetic resonance imaging (MRI) from large populations. We applied fully automated image analysis software to measure the brain parenchymal fraction (BPF), defined as the ratio of the brain parenchymal volume and intracranial volume, thus accounting for variations in head size. The MRI data came from serial scans of multiple sclerosis (MS) patients in clinical trials (n=755, 3269 scans) and from subjects participating in the Alzheimer's Disease Neuroimaging Initiative (ADNI, n=834, 6114 scans). The percent change in BPF was modeled with a linear mixed effect (LME) model, and the model was applied separately to the MS and ADNI datasets. The LME model for the MS datasets included random subject effects (intercept and slope over time) and fixed effects for the time-of-day, time from the baseline scan, and trial, which accounted for trial-related effects (for example, different inclusion criteria and imaging protocol). The model for ADNI additionally included the demographics (baseline age, sex, subject type [normal, mild cognitive impairment, or Alzheimer's disease], and interaction between subject type and time from baseline). There was a statistically significant effect of time-of-day on the BPF change in MS clinical trial datasets (-0.180 per day, that is, 0.180% of intracranial volume, p=0.019) as well as the ADNI dataset (-0.438 per day, that is, 0.438% of intracranial volume, p<0.0001), showing that the brain volume is greater in the morning. Linearly correcting the BPF values with the time-of-day reduced the required sample size to detect a 25% treatment effect (80% power and 0.05 significance level) on change in brain volume from 2 time-points over a period of 1year by 2.6%. Our results have significant implications for future brain volumetric studies, suggesting that there is a potential acquisition time bias that should be randomized or statistically controlled to account for the day-to-day brain volume fluctuations. Copyright © 2015 Elsevier Inc. All rights reserved.

Large-scale fluctuations in the number density of galaxies in independent surveys of deep fields

NASA Astrophysics Data System (ADS)

Shirokov, S. I.; Lovyagin, N. Yu.; Baryshev, Yu. V.; Gorokhov, V. L.

2016-06-01

New arguments supporting the reality of large-scale fluctuations in the density of the visible matter in deep galaxy surveys are presented. A statistical analysis of the radial distributions of galaxies in the COSMOS and HDF-N deep fields is presented. Independent spectral and photometric surveys exist for each field, carried out in different wavelength ranges and using different observing methods. Catalogs of photometric redshifts in the optical (COSMOS-Zphot) and infrared (UltraVISTA) were used for the COSMOS field in the redshift interval 0.1 < z < 3.5, as well as the zCOSMOS (10kZ) spectroscopic survey and the XMM-COSMOS and ALHAMBRA-F4 photometric redshift surveys. The HDFN-Zphot and ALHAMBRA-F5 catalogs of photometric redshifts were used for the HDF-N field. The Pearson correlation coefficient for the fluctuations in the numbers of galaxies obtained for independent surveys of the same deep field reaches R = 0.70 ± 0.16. The presence of this positive correlation supports the reality of fluctuations in the density of visible matter with sizes of up to 1000 Mpc and amplitudes of up to 20% at redshifts z ~ 2. The absence of correlations between the fluctuations in different fields (the correlation coefficient between COSMOS and HDF-N is R = -0.20 ± 0.31) testifies to the independence of structures visible in different directions on the celestial sphere. This also indicates an absence of any influence from universal systematic errors (such as "spectral voids"), which could imitate the detection of correlated structures.

Features of statistical dynamics in a finite system

NASA Astrophysics Data System (ADS)

Yan, Shiwei; Sakata, Fumihiko; Zhuo, Yizhong

2002-03-01

We study features of statistical dynamics in a finite Hamilton system composed of a relevant one degree of freedom coupled to an irrelevant multidegree of freedom system through a weak interaction. Special attention is paid on how the statistical dynamics changes depending on the number of degrees of freedom in the irrelevant system. It is found that the macrolevel statistical aspects are strongly related to an appearance of the microlevel chaotic motion, and a dissipation of the relevant motion is realized passing through three distinct stages: dephasing, statistical relaxation, and equilibrium regimes. It is clarified that the dynamical description and the conventional transport approach provide us with almost the same macrolevel and microlevel mechanisms only for the system with a very large number of irrelevant degrees of freedom. It is also shown that the statistical relaxation in the finite system is an anomalous diffusion and the fluctuation effects have a finite correlation time.

Features of statistical dynamics in a finite system.

PubMed

Yan, Shiwei; Sakata, Fumihiko; Zhuo, Yizhong

2002-03-01

We study features of statistical dynamics in a finite Hamilton system composed of a relevant one degree of freedom coupled to an irrelevant multidegree of freedom system through a weak interaction. Special attention is paid on how the statistical dynamics changes depending on the number of degrees of freedom in the irrelevant system. It is found that the macrolevel statistical aspects are strongly related to an appearance of the microlevel chaotic motion, and a dissipation of the relevant motion is realized passing through three distinct stages: dephasing, statistical relaxation, and equilibrium regimes. It is clarified that the dynamical description and the conventional transport approach provide us with almost the same macrolevel and microlevel mechanisms only for the system with a very large number of irrelevant degrees of freedom. It is also shown that the statistical relaxation in the finite system is an anomalous diffusion and the fluctuation effects have a finite correlation time.

Structure of small-scale magnetic fields in the kinematic dynamo theory.

PubMed

Schekochihin, Alexander; Cowley, Steven; Maron, Jason; Malyshkin, Leonid

2002-01-01

A weak fluctuating magnetic field embedded into a a turbulent conducting medium grows exponentially while its characteristic scale decays. In the interstellar medium and protogalactic plasmas, the magnetic Prandtl number is very large, so a broad spectrum of growing magnetic fluctuations is excited at small (subviscous) scales. The condition for the onset of nonlinear back reaction depends on the structure of the field lines. We study the statistical correlations that are set up in the field pattern and show that the magnetic-field lines possess a folding structure, where most of the scale decrease is due to the field variation across itself (rapid transverse direction reversals), while the scale of the field variation along itself stays approximately constant. Specifically, we find that, though both the magnetic energy and the mean-square curvature of the field lines grow exponentially, the field strength and the field-line curvature are anticorrelated, i.e., the curved field is relatively weak, while the growing field is relatively flat. The detailed analysis of the statistics of the curvature shows that it possesses a stationary limiting distribution with the bulk located at the values of curvature comparable to the characteristic wave number of the velocity field and a power tail extending to large values of curvature where it is eventually cut off by the resistive regularization. The regions of large curvature, therefore, occupy only a small fraction of the total volume of the system. Our theoretical results are corroborated by direct numerical simulations. The implication of the folding effect is that the advent of the Lorentz back reaction occurs when the magnetic energy approaches that of the smallest turbulent eddies. Our results also directly apply to the problem of statistical geometry of the material lines in a random flow.

Search for Correlated Fluctuations in the Beta+ Decay of Na-22

NASA Astrophysics Data System (ADS)

Silverman, M. P.; Strange, W.

2008-10-01

Claims for a ``cosmogenic'' force that correlates otherwise independent stochastic events have been made for at least 10 years, based largely on visual inspection of time series of histograms whose shapes were interpreted as suggestive of recurrent patterns with semi-diurnal, diurnal, and monthly periods. Building on our earlier work to test randomness of different nuclear decay processes, we have searched for correlations in the time-series of coincident positron-electron annihilations deriving from beta+ decay of Na-22. Disintegrations were counted within a narrow time window over a period of 7 days, leading to a time series of more than 1 million events. Statistical tests were performed on the raw time series, its correlation function, and its Fourier transform to search for cyclic correlations indicative of quantum-mechanical violating deviations from Poisson statistics. The time series was then partitioned into a sequence of 167 ``bags'' each of 8192 events. A histogram was made of the events of each bag, where contiguous frequency classes differed by a single count. The chronological sequence of histograms was then tested for correlations within classes. In all cases the results of the tests were in accord with statistical control, giving no evidence of correlated fluctuations.

Stress-induced electric current fluctuations in rocks: a superstatistical model

NASA Astrophysics Data System (ADS)

Cartwright-Taylor, Alexis; Vallianatos, Filippos; Sammonds, Peter

2017-04-01

We recorded spontaneous electric current flow in non-piezoelectric Carrara marble samples during triaxial deformation. Mechanical data, ultrasonic velocities and acoustic emissions were acquired simultaneously with electric current to constrain the relationship between electric current flow, differential stress and damage. Under strain-controlled loading, spontaneous electric current signals (nA) were generated and sustained under all conditions tested. In dry samples, a detectable electric current arises only during dilatancy and the overall signal is correlated with the damage induced by microcracking. Our results show that fracture plays a key role in the generation of electric currents in deforming rocks (Cartwright-Taylor et al., in prep). We also analysed the high-frequency fluctuations of these electric current signals and found that they are not normally distributed - they exhibit power-law tails (Cartwright-Taylor et al., 2014). We modelled these distributions with q-Gaussian statistics, derived by maximising the Tsallis entropy. This definition of entropy is particularly applicable to systems which are strongly correlated and far from equilibrium. Good agreement, at all experimental conditions, between the distributions of electric current fluctuations and the q-Gaussian function with q-values far from one, illustrates the highly correlated, fractal nature of the electric source network within the samples and provides further evidence that the source of the electric signals is the developing fractal network of cracks. It has been shown (Beck, 2001) that q-Gaussian distributions can arise from the superposition of local relaxations in the presence of a slowly varying driving force, thus providing a dynamic reason for the appearance of Tsallis statistics in systems with a fluctuating energy dissipation rate. So, the probability distribution for a dynamic variable, u under some external slow forcing, β, can be obtained as a superposition of temporary local equilibrium processes whose variance fluctuates over time. The appearance of q-Gaussian statistics are caused by the fluctuating β parameter, which effectively models the fluctuating energy dissipation rate in the system. This concept is known as superstatistics and is physically relevant for modelling driven non-equilibrium systems where the environmental conditions fluctuate on a large scale. The idea is that the environmental variable, such as temperature or pressure, changes so slowly that a rapidly fluctuating variable within that environment has time to relax back to equilibrium between each change in the environment. The application of superstatistical techniques to our experimental electric current fluctuations show that they can indeed be described, to good approximation, by the superposition of local Gaussian processes with fluctuating variance. We conclude, then, that the measured electric current fluctuates in response to intermittent energy dissipation and is driven to varying temporary local equilibria during deformation by the variations in stress intensity. The advantage of this technique is that, once the model has been established to be a good description of the system in question, the average β parameter (a measure of the average energy dissipation rate) for the system can be obtained simply from the macroscopic q-Gaussian distribution parameters.

Testing physical models for dipolar asymmetry with CMB polarization

NASA Astrophysics Data System (ADS)

Contreras, D.; Zibin, J. P.; Scott, D.; Banday, A. J.; Górski, K. M.

2017-12-01

The cosmic microwave background (CMB) temperature anisotropies exhibit a large-scale dipolar power asymmetry. To determine whether this is due to a real, physical modulation or is simply a large statistical fluctuation requires the measurement of new modes. Here we forecast how well CMB polarization data from Planck and future experiments will be able to confirm or constrain physical models for modulation. Fitting several such models to the Planck temperature data allows us to provide predictions for polarization asymmetry. While for some models and parameters Planck polarization will decrease error bars on the modulation amplitude by only a small percentage, we show, importantly, that cosmic-variance-limited (and in some cases even Planck) polarization data can decrease the errors by considerably better than the expectation of √{2 } based on simple ℓ-space arguments. We project that if the primordial fluctuations are truly modulated (with parameters as indicated by Planck temperature data) then Planck will be able to make a 2 σ detection of the modulation model with 20%-75% probability, increasing to 45%-99% when cosmic-variance-limited polarization is considered. We stress that these results are quite model dependent. Cosmic variance in temperature is important: combining statistically isotropic polarization with temperature data will spuriously increase the significance of the temperature signal with 30% probability for Planck.

Emperical Laws in Economics Uncovered Using Methods in Statistical Mechanics

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2001-06-01

In recent years, statistical physicists and computational physicists have determined that physical systems which consist of a large number of interacting particles obey universal "scaling laws" that serve to demonstrate an intrinsic self-similarity operating in such systems. Further, the parameters appearing in these scaling laws appear to be largely independent of the microscopic details. Since economic systems also consist of a large number of interacting units, it is plausible that scaling theory can be usefully applied to economics. To test this possibility using realistic data sets, a number of scientists have begun analyzing economic data using methods of statistical physics [1]. We have found evidence for scaling (and data collapse), as well as universality, in various quantities, and these recent results will be reviewed in this talk--starting with the most recent study [2]. We also propose models that may lead to some insight into these phenomena. These results will be discussed, as well as the overall rationale for why one might expect scaling principles to hold for complex economic systems. This work on which this talk is based is supported by BP, and was carried out in collaboration with L. A. N. Amaral S. V. Buldyrev, D. Canning, P. Cizeau, X. Gabaix, P. Gopikrishnan, S. Havlin, Y. Lee, Y. Liu, R. N. Mantegna, K. Matia, M. Meyer, C.-K. Peng, V. Plerou, M. A. Salinger, and M. H. R. Stanley. [1.] See, e.g., R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance (Cambridge University Press, Cambridge, 1999). [2.] P. Gopikrishnan, B. Rosenow, V. Plerou, and H. E. Stanley, "Identifying Business Sectors from Stock Price Fluctuations," e-print cond-mat/0011145; V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Diffusion and Economic Fluctuations," Phys. Rev. E (Rapid Communications) 62, 3023-3026 (2000); P. Gopikrishnan, V. Plerou, X. Gabaix, and H. E. Stanley, "Statistical Properties of Share Volume Traded in Financial Markets," Phys. Rev. E (Rapid Communications) 62, 4493-4496 (2000).

How large a dataset should be in order to estimate scaling exponents and other statistics correctly in studies of solar wind turbulence

NASA Astrophysics Data System (ADS)

Rowlands, G.; Kiyani, K. H.; Chapman, S. C.; Watkins, N. W.

2009-12-01

Quantitative analysis of solar wind fluctuations are often performed in the context of intermittent turbulence and center around methods to quantify statistical scaling, such as power spectra and structure functions which assume a stationary process. The solar wind exhibits large scale secular changes and so the question arises as to whether the timeseries of the fluctuations is non-stationary. One approach is to seek a local stationarity by parsing the time interval over which statistical analysis is performed. Hence, natural systems such as the solar wind unavoidably provide observations over restricted intervals. Consequently, due to a reduction of sample size leading to poorer estimates, a stationary stochastic process (time series) can yield anomalous time variation in the scaling exponents, suggestive of nonstationarity. The variance in the estimates of scaling exponents computed from an interval of N observations is known for finite variance processes to vary as ~1/N as N becomes large for certain statistical estimators; however, the convergence to this behavior will depend on the details of the process, and may be slow. We study the variation in the scaling of second-order moments of the time-series increments with N for a variety of synthetic and “real world” time series, and we find that in particular for heavy tailed processes, for realizable N, one is far from this ~1/N limiting behavior. We propose a semiempirical estimate for the minimum N needed to make a meaningful estimate of the scaling exponents for model stochastic processes and compare these with some “real world” time series from the solar wind. With fewer datapoints the stationary timeseries becomes indistinguishable from a nonstationary process and we illustrate this with nonstationary synthetic datasets. Reference article: K. H. Kiyani, S. C. Chapman and N. W. Watkins, Phys. Rev. E 79, 036109 (2009).

Methods for Evaluating the Temperature Structure-Function Parameter Using Unmanned Aerial Systems and Large-Eddy Simulation

NASA Astrophysics Data System (ADS)

Wainwright, Charlotte E.; Bonin, Timothy A.; Chilson, Phillip B.; Gibbs, Jeremy A.; Fedorovich, Evgeni; Palmer, Robert D.

2015-05-01

Small-scale turbulent fluctuations of temperature are known to affect the propagation of both electromagnetic and acoustic waves. Within the inertial-subrange scale, where the turbulence is locally homogeneous and isotropic, these temperature perturbations can be described, in a statistical sense, using the structure-function parameter for temperature, . Here we investigate different methods of evaluating , using data from a numerical large-eddy simulation together with atmospheric observations collected by an unmanned aerial system and a sodar. An example case using data from a late afternoon unmanned aerial system flight on April 24 2013 and corresponding large-eddy simulation data is presented and discussed.

Statistical fluctuations as the origin of nontopological solitons

NASA Technical Reports Server (NTRS)

Griest, Kim; Kolb, Edward W.; Masarotti, Alessandro

1989-01-01

Nontopological solitons can be formed during a phase transition in the early universe as long as some net charge can be trapped in regions of false vacuum. It has been previously suggested that a particle-antiparticle asymmetry would provide a source for such trapped charge. It is pointed out that, for the model and parameters considered, statistical fluctuations provide a much larger concentration of charge, and are therefore, the dominant source of charge fluctuations in solitogenesis.

Statistical properties of MHD fluctuations associated with high speed streams from HELIOS 2 observations

NASA Technical Reports Server (NTRS)

Bavassano, B.; Dobrowolny, H.; Fanfoni, G.; Mariani, F.; Ness, N. F.

1981-01-01

Helios 2 magnetic data were used to obtain several statistical properties of MHD fluctuations associated with the trailing edge of a given stream served in different solar rotations. Eigenvalues and eigenvectors of the variance matrix, total power and degree of compressibility of the fluctuations were derived and discussed both as a function of distance from the Sun and as a function of the frequency range included in the sample. The results obtained add new information to the picture of MHD turbulence in the solar wind. In particular, a dependence from frequency range of the radial gradients of various statistical quantities is obtained.

Long-range correlations, geometrical structure, and transport properties of macromolecular solutions. The equivalence of configurational statistics and geometrodynamics of large molecules.

PubMed

Mezzasalma, Stefano A

2007-12-04

A special theory of Brownian relativity was previously proposed to describe the universal picture arising in ideal polymer solutions. In brief, it redefines a Gaussian macromolecule in a 4-dimensional diffusive spacetime, establishing a (weak) Lorentz-Poincaré invariance between liquid and polymer Einstein's laws for Brownian movement. Here, aimed at inquiring into the effect of correlations, we deepen the extension of the special theory to a general formulation. The previous statistical equivalence, for dynamic trajectories of liquid molecules and static configurations of macromolecules, and rather obvious in uncorrelated systems, is enlarged by a more general principle of equivalence, for configurational statistics and geometrodynamics. Accordingly, the three geodesic motion, continuity, and field equations could be rewritten, and a number of scaling behaviors were recovered in a spacetime endowed with general static isotropic metric (i.e., for equilibrium polymer solutions). We also dealt with universality in the volume fraction and, unexpectedly, found that a hyperscaling relation of the form, (average size) x (diffusivity) x (viscosity)1/2 ~f(N0, phi0) is fulfilled in several regimes, both in the chain monomer number (N) and polymer volume fraction (phi). Entangled macromolecular dynamics was treated as a geodesic light deflection, entaglements acting in close analogy to the field generated by a spherically symmetric mass source, where length fluctuations of the chain primitive path behave as azimuth fluctuations of its shape. Finally, the general transformation rule for translational and diffusive frames gives a coordinate gauge invariance, suggesting a widened Lorentz-Poincaré symmetry for Brownian statistics. We expect this approach to find effective applications to solutions of arbitrarily large molecules displaying a variety of structures, where the effect of geometry is more explicit and significant in itself (e.g., surfactants, lipids, proteins).

Nanoscale Correlated Disorder in Out-of-Equilibrium Myelin Ultrastructure.

PubMed

Campi, Gaetano; Di Gioacchino, Michael; Poccia, Nicola; Ricci, Alessandro; Burghammer, Manfred; Ciasca, Gabriele; Bianconi, Antonio

2018-01-23

Ultrastructural fluctuations at nanoscale are fundamental to assess properties and functionalities of advanced out-of-equilibrium materials. We have taken myelin as a model of supramolecular assembly in out-of-equilibrium living matter. Myelin sheath is a simple stable multilamellar structure of high relevance and impact in biomedicine. Although it is known that myelin has a quasi-crystalline ultrastructure, there is no information on its fluctuations at nanoscale in different states due to limitations of the available standard techniques. To overcome these limitations, we have used scanning micro X-ray diffraction, which is a unique non-invasive probe of both reciprocal and real space to visualize statistical fluctuations of myelin order of the sciatic nerve of Xenopus laevis. The results show that the ultrastructure period of the myelin is stabilized by large anticorrelated fluctuations at nanoscale, between hydrophobic and hydrophilic layers. The ratio between the total thickness of hydrophilic and hydrophobic layers defines the conformational parameter, which describes the different states of myelin. Our key result is that myelin in its out-of-equilibrium functional state fluctuates point-to-point between different conformations showing a correlated disorder described by a Levy distribution. As the system approaches the thermodynamic equilibrium in an aged state, the disorder loses its correlation degree and the structural fluctuation distribution changes to Gaussian. In a denatured state at low pH, it changes to a completely disordered stage. Our results aim to clarify the degradation mechanism in biological systems by associating these states with ultrastructural dynamic fluctuations at nanoscale.

Adiabatic theory for the population distribution in the evolutionary minority game

NASA Astrophysics Data System (ADS)

Chen, Kan; Wang, Bing-Hong; Yuan, Baosheng

2004-02-01

We study the evolutionary minority game (EMG) using a statistical mechanics approach. We derive a theory for the steady-state population distribution of the agents. The theory is based on an “adiabatic approximation” in which short time fluctuations in the population distribution are integrated out to obtain an effective equation governing the steady-state distribution. We discover the mechanism for the transition from segregation (into opposing groups) to clustering (towards cautious behaviors). The transition is determined by two generic factors: the market impact (of the agents’ own actions) and the short time market inefficiency (arbitrage opportunities) due to fluctuations in the numbers of agents using opposite strategies. A large market impact favors “extreme” players who choose fixed opposite strategies, while large market inefficiency favors cautious players. The transition depends on the number of agents (N) and the effective rate of strategy switching. When N is small, the market impact is relatively large; this favors the extreme behaviors. Frequent strategy switching, on the other hand, leads to a clustering of the cautious agents.

Recurrence interval analysis of trading volumes

NASA Astrophysics Data System (ADS)

Ren, Fei; Zhou, Wei-Xing

2010-06-01

We study the statistical properties of the recurrence intervals τ between successive trading volumes exceeding a certain threshold q . The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2009. Similar to the recurrence interval distribution of the price returns, the tail of the recurrence interval distribution of the trading volumes follows a power-law scaling, and the results are verified by the goodness-of-fit tests using the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the Cramér-von Mises criterion. The measurements of the conditional probability distribution and the detrended fluctuation function show that both short-term and long-term memory effects exist in the recurrence intervals between trading volumes. We further study the relationship between trading volumes and price returns based on the recurrence interval analysis method. It is found that large trading volumes are more likely to occur following large price returns, and the comovement between trading volumes and price returns is more pronounced for large trading volumes.

Recurrence interval analysis of trading volumes.

PubMed

Ren, Fei; Zhou, Wei-Xing

2010-06-01

We study the statistical properties of the recurrence intervals τ between successive trading volumes exceeding a certain threshold q. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2009. Similar to the recurrence interval distribution of the price returns, the tail of the recurrence interval distribution of the trading volumes follows a power-law scaling, and the results are verified by the goodness-of-fit tests using the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the Cramér-von Mises criterion. The measurements of the conditional probability distribution and the detrended fluctuation function show that both short-term and long-term memory effects exist in the recurrence intervals between trading volumes. We further study the relationship between trading volumes and price returns based on the recurrence interval analysis method. It is found that large trading volumes are more likely to occur following large price returns, and the comovement between trading volumes and price returns is more pronounced for large trading volumes.

Time-resolved measurements of statistics for a Nd:YAG laser.

PubMed

Hubschmid, W; Bombach, R; Gerber, T

1994-08-20

Time-resolved measurements of the fluctuating intensity of a multimode frequency-doubled Nd:YAG laser have been performed. For various operating conditions the enhancement factors in nonlinear optical processes that use a fluctuating instead of a single-mode laser have been determined up to the sixth order. In the case of reduced flash-lamp excitation and a switched-off laser amplifier, the intensity fluctuations agree with the normalized Gaussian model for the fluctuations of the fundamental frequency, whereas strong deviations are found under usual operating conditions. The frequencydoubled light has in the latter case enhancement factors not so far from values of Gaussian statistics.

Large-scale fluctuations in the cosmic ionizing background: the impact of beamed source emission

NASA Astrophysics Data System (ADS)

Suarez, Teresita; Pontzen, Andrew

2017-12-01

When modelling the ionization of gas in the intergalactic medium after reionization, it is standard practice to assume a uniform radiation background. This assumption is not always appropriate; models with radiative transfer show that large-scale ionization rate fluctuations can have an observable impact on statistics of the Lyman α forest. We extend such calculations to include beaming of sources, which has previously been neglected but which is expected to be important if quasars dominate the ionizing photon budget. Beaming has two effects: first, the physical number density of ionizing sources is enhanced relative to that directly observed; and secondly, the radiative transfer itself is altered. We calculate both effects in a hard-edged beaming model where each source has a random orientation, using an equilibrium Boltzmann hierarchy in terms of spherical harmonics. By studying the statistical properties of the resulting ionization rate and H I density fields at redshift z ∼ 2.3, we find that the two effects partially cancel each other; combined, they constitute a maximum 5 per cent correction to the power spectrum P_{H I}(k) at k = 0.04 h Mpc-1. On very large scales (k < 0.01 h Mpc-1) the source density renormalization dominates; it can reduce, by an order of magnitude, the contribution of ionizing shot noise to the intergalactic H I power spectrum. The effects of beaming should be considered when interpreting future observational data sets.

Modeling the Lyα Forest in Collisionless Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sorini, Daniele; Oñorbe, José; Lukić, Zarija

2016-08-11

Cosmological hydrodynamic simulations can accurately predict the properties of the intergalactic medium (IGM), but only under the condition of retaining the high spatial resolution necessary to resolve density fluctuations in the IGM. This resolution constraint prohibits simulating large volumes, such as those probed by BOSS and future surveys, like DESI and 4MOST. To overcome this limitation, we present in this paper "Iteratively Matched Statistics" (IMS), a novel method to accurately model the Lyα forest with collisionless N-body simulations, where the relevant density fluctuations are unresolved. We use a small-box, high-resolution hydrodynamic simulation to obtain the probability distribution function (PDF) andmore » the power spectrum of the real-space Lyα forest flux. These two statistics are iteratively mapped onto a pseudo-flux field of an N-body simulation, which we construct from the matter density. We demonstrate that our method can reproduce the PDF, line of sight and 3D power spectra of the Lyα forest with good accuracy (7%, 4%, and 7% respectively). We quantify the performance of the commonly used Gaussian smoothing technique and show that it has significantly lower accuracy (20%–80%), especially for N-body simulations with achievable mean inter-particle separations in large-volume simulations. Finally, in addition, we show that IMS produces reasonable and smooth spectra, making it a powerful tool for modeling the IGM in large cosmological volumes and for producing realistic "mock" skies for Lyα forest surveys.« less

Probability distribution functions for intermittent scrape-off layer plasma fluctuations

NASA Astrophysics Data System (ADS)

Theodorsen, A.; Garcia, O. E.

2018-03-01

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common applications of the model, the pulse amplitudes are assumed exponentially distributed, supported by conditional averaging of large-amplitude fluctuations in experimental measurement data. This basic assumption has two potential limitations. First, statistical analysis of measurement data using conditional averaging only reveals the tail of the amplitude distribution to be exponentially distributed. Second, exponentially distributed amplitudes leads to a positive definite signal which cannot capture fluctuations in for example electric potential and radial velocity. Assuming pulse amplitudes which are not positive definite often make finding a closed form for the probability density function (PDF) difficult, even if the characteristic function remains relatively simple. Thus estimating model parameters requires an approach based on the characteristic function, not the PDF. In this contribution, the effect of changing the amplitude distribution on the moments, PDF and characteristic function of the process is investigated and a parameter estimation method using the empirical characteristic function is presented and tested on synthetically generated data. This proves valuable for describing intermittent fluctuations of all plasma parameters in the boundary region of magnetized plasmas.

Intermittent fluctuations in the Alcator C-Mod scrape-off layer for ohmic and high confinement mode plasmas

NASA Astrophysics Data System (ADS)

Garcia, O. E.; Kube, R.; Theodorsen, A.; LaBombard, B.; Terry, J. L.

2018-05-01

Plasma fluctuations in the scrape-off layer of the Alcator C-Mod tokamak in ohmic and high confinement modes have been analyzed using gas puff imaging data. In all cases investigated, the time series of emission from a single spatially resolved view into the gas puff are dominated by large-amplitude bursts, attributed to blob-like filament structures moving radially outwards and poloidally. There is a remarkable similarity of the fluctuation statistics in ohmic plasmas and in edge localized mode-free and enhanced D-alpha high confinement mode plasmas. Conditionally averaged waveforms have a two-sided exponential shape with comparable temporal scales and asymmetry, while the burst amplitudes and the waiting times between them are exponentially distributed. The probability density functions and the frequency power spectral densities are similar for all these confinement modes. These results provide strong evidence in support of a stochastic model describing the plasma fluctuations in the scrape-off layer as a super-position of uncorrelated exponential pulses. Predictions of this model are in excellent agreement with experimental measurements in both ohmic and high confinement mode plasmas. The stochastic model thus provides a valuable tool for predicting fluctuation-induced plasma-wall interactions in magnetically confined fusion plasmas.

Event-by-event fluctuations of the mean transverse momentum in 40, 80, and 158 A GeV/c PbAu collisions

NASA Astrophysics Data System (ADS)

Adamová, D.; Agakichiev, G.; Appelshäuser, H.; Belaga, V.; Braun-Munzinger, P.; Campagnolo, R.; Castillo, A.; Cherlin, A.; Damjanović, S.; Dietel, T.; Dietrich, L.; Drees, A.; Esumi, S.; Filimonov, K.; Fomenko, K.; Fraenkel, Z.; Garabatos, C.; Glässel, P.; Hering, G.; Holeczek, J.; Kushpil, V.; Lenkeit, B.; Ludolphs, W.; Maas, A.; MaríN, A.; Milošević, J.; Milov, A.; Miśkowiec, D.; Musa, L.; Panebrattsev, Yu.; Petchenova, O.; Petráček, V.; Pfeiffer, A.; Rak, J.; Ravinovich, I.; Rehak, P.; Richter, M.; Sako, H.; Schmitz, W.; Schukraft, J.; Sedykh, S.; Seipp, W.; Sharma, A.; Shimansky, S.; SlíVová, J.; Specht, H. J.; Stachel, J.; Šumbera, M.; Tilsner, H.; Tserruya, I.; Wessels, J. P.; Wienold, T.; Windelband, B.; Wurm, J. P.; Xie, W.; Yurevich, S.; Yurevich, V.; Ceres Collaboration

2003-11-01

Measurements of event-by-event fluctuations of the mean transverse momentum in PbAu collisions at 40, 80, and 158 A GeV/c are presented. A significant excess of mean pT fluctuations at mid-rapidity is observed over the expectation from statistically independent particle emission. The results are somewhat smaller than recent measurements at RHIC. A possible non-monotonic behavior of the mean pT fluctuations as function of collision energy, which may have indicated that the system has passed the critical point of the QCD phase diagram in the range of μB under investigation, has not been observed. The centrality dependence of mean pT fluctuations in PbAu is consistent with an extrapolation from pp collisions assuming that the non-statistical fluctuations scale with multiplicity. The results are compared to calculations by the RQMD and URQMD event generators.

An Experimental Study of the Effect of Streamwise Vortices on Unsteady Turbulent Boundary-Layer Separation

DTIC Science & Technology

1988-12-09

Measurement of Second Order Statistics .... .............. .54 5.4 Measurement of Triple Products ...... ................. .58 5.6 Uncertainty Analysis...deterministic fluctuations, u/ 2 , were 25 times larger than the mean fluctuations, u𔃼, there were no significant variations in the mean statistical ...input signals, the three velocity components are cal- culated, Awn in ,i-;dual phase ensembles are collected for the appropriate statistical 3

Entanglement contour perspective for "strong area-law violation" in a disordered long-range hopping model

NASA Astrophysics Data System (ADS)

Roy, Nilanjan; Sharma, Auditya

2018-03-01

We numerically investigate the link between the delocalization-localization transition and entanglement in a disordered long-range hopping model of spinless fermions by studying various static and dynamical quantities. This includes the inverse participation ratio, level statistics, entanglement entropy, and number fluctuations in the subsystem along with quench and wave-packet dynamics. Finite systems show delocalized, quasilocalized, and localized phases. The delocalized phase shows strong area-law violation, whereas the (quasi)localized phase adheres to (for large subsystems) the strict area law. The idea of "entanglement contour" nicely explains the violation of area law and its relationship with "fluctuation contour" reveals a signature at the transition point. The relationship between entanglement entropy and number fluctuations in the subsystem also carries signatures for the transition in the model. Results from the Aubry-Andre-Harper model are compared in this context. The propagation of charge and entanglement are contrasted by studying quench and wave-packet dynamics at the single-particle and many-particle levels.

Quantifying economic fluctuations by adapting methods of statistical physics

NASA Astrophysics Data System (ADS)

Plerou, Vasiliki

2001-09-01

The first focus of this thesis is the investigation of cross-correlations between the price fluctuations of different stocks using the conceptual framework of random matrix theory (RMT), developed in physics to describe the statistical properties of energy-level spectra of complex nuclei. RMT makes predictions for the statistical properties of matrices that are universal, i.e., do not depend on the interactions between the elements comprising the system. In physical systems, deviations from the predictions of RMT provide clues regarding the mechanisms controlling the dynamics of a given system so this framework is of potential value if applied to economic systems. This thesis compares the statistics of cross-correlation matrix C-whose elements Cij are the correlation coefficients of price fluctuations of stock i and j-against the ``null hypothesis'' of a random matrix having the same symmetry properties. It is shown that comparison of the eigenvalue statistics of C with RMT results can be used to distinguish random and non-random parts of C. The non-random part of C which deviates from RMT results, provides information regarding genuine cross-correlations between stocks. The interpretations and potential practical utility of these deviations are also investigated. The second focus is the characterization of the dynamics of stock price fluctuations. The statistical properties of the changes G Δt in price over a time interval Δ t are quantified and the statistical relation between G Δt and the trading activity-measured by the number of transactions NΔ t in the interval Δt is investigated. The statistical properties of the volatility, i.e., the time dependent standard deviation of price fluctuations, is related to two microscopic quantities: NΔt and the variance W2Dt of the price changes for all transactions in the interval Δ t. In addition, the statistical relationship between G Δt and the number of shares QΔt traded in Δ t is investigated.

An Open-Source Galaxy Redshift Survey Simulator for next-generation Large Scale Structure Surveys

NASA Astrophysics Data System (ADS)

Seijak, Uros

Galaxy redshift surveys produce three-dimensional maps of the galaxy distribution. On large scales these maps trace the underlying matter fluctuations in a relatively simple manner, so that the properties of the primordial fluctuations along with the overall expansion history and growth of perturbations can be extracted. The BAO standard ruler method to measure the expansion history of the universe using galaxy redshift surveys is thought to be robust to observational artifacts and understood theoretically with high precision. These same surveys can offer a host of additional information, including a measurement of the growth rate of large scale structure through redshift space distortions, the possibility of measuring the sum of neutrino masses, tighter constraints on the expansion history through the Alcock-Paczynski effect, and constraints on the scale-dependence and non-Gaussianity of the primordial fluctuations. Extracting this broadband clustering information hinges on both our ability to minimize and subtract observational systematics to the observed galaxy power spectrum, and our ability to model the broadband behavior of the observed galaxy power spectrum with exquisite precision. Rapid development on both fronts is required to capitalize on WFIRST's data set. We propose to develop an open-source computational toolbox that will propel development in both areas by connecting large scale structure modeling and instrument and survey modeling with the statistical inference process. We will use the proposed simulator to both tailor perturbation theory and fully non-linear models of the broadband clustering of WFIRST galaxies and discover novel observables in the non-linear regime that are robust to observational systematics and able to distinguish between a wide range of spatial and dynamic biasing models for the WFIRST galaxy redshift survey sources. We have demonstrated the utility of this approach in a pilot study of the SDSS-III BOSS galaxies, in which we improved the redshift space distortion growth rate measurement precision by a factor of 2.5 using customized clustering statistics in the non-linear regime that were immunized against observational systematics. We look forward to addressing the unique challenges of modeling and empirically characterizing the WFIRST galaxies and observational systematics.

Multiplicative point process as a model of trading activity

NASA Astrophysics Data System (ADS)

Gontis, V.; Kaulakys, B.

2004-11-01

Signals consisting of a sequence of pulses show that inherent origin of the 1/ f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper, we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spectral density S( f) scaling as a power of the frequency f. Furthermore, we analyze the relation between the power-law correlations and the origin of the power-law probability distribution of the signal intensity. We introduce a stochastic multiplicative model for the time intervals between point events and analyze the statistical properties of the signal analytically and numerically. Such model system exhibits power-law spectral density S( f)∼1/ fβ for various values of β, including β= {1}/{2}, 1 and {3}/{2}. Explicit expressions for the power spectra in the low-frequency limit and for the distribution density of the interevent time are obtained. The counting statistics of the events is analyzed analytically and numerically, as well. The specific interest of our analysis is related with the financial markets, where long-range correlations of price fluctuations largely depend on the number of transactions. We analyze the spectral density and counting statistics of the number of transactions. The model reproduces spectral properties of the real markets and explains the mechanism of power-law distribution of trading activity. The study provides evidence that the statistical properties of the financial markets are enclosed in the statistics of the time interval between trades. A multiplicative point process serves as a consistent model generating this statistics.

Statistical properties of fluctuations of time series representing appearances of words in nationwide blog data and their applications: An example of modeling fluctuation scalings of nonstationary time series.

PubMed

Watanabe, Hayafumi; Sano, Yukie; Takayasu, Hideki; Takayasu, Misako

2016-11-01

To elucidate the nontrivial empirical statistical properties of fluctuations of a typical nonsteady time series representing the appearance of words in blogs, we investigated approximately 3×10^{9} Japanese blog articles over a period of six years and analyze some corresponding mathematical models. First, we introduce a solvable nonsteady extension of the random diffusion model, which can be deduced by modeling the behavior of heterogeneous random bloggers. Next, we deduce theoretical expressions for both the temporal and ensemble fluctuation scalings of this model, and demonstrate that these expressions can reproduce all empirical scalings over eight orders of magnitude. Furthermore, we show that the model can reproduce other statistical properties of time series representing the appearance of words in blogs, such as functional forms of the probability density and correlations in the total number of blogs. As an application, we quantify the abnormality of special nationwide events by measuring the fluctuation scalings of 1771 basic adjectives.

Do GCM's Predict the Climate.... Or the Low Frequency Weather?

NASA Astrophysics Data System (ADS)

Lovejoy, S.; Varon, D.; Schertzer, D. J.

2011-12-01

Over twenty-five years ago, a three-regime scaling model was proposed describing the statistical variability of the atmosphere over time scales ranging from weather scales out to ≈ 100 kyrs. Using modern in situ data reanalyses, monthly surface series (at 5ox5o), 8 "multiproxy" (yearly) series of the Northern hemisphere from 1500- 1980, and GRIP and Vostok paleotemperatures at 5.2 and ≈ 100 year resolutions (over the past 91-420 kyrs), we refine the model and show how it can be understood with the help of new developments in nonlinear dynamics, especially multifractals and cascades. In a scaling range, mean fluctuations in state variables such as temperature ΔT ≈ ΔtH the where Δt is the duration. At small (weather) scales the fluctuation exponents are generally H>0; they grow with scale. At longer scales Δt >τw (≈ 10 days) they change sign, the fluctuations decrease with scale; this is the low variability, "low frequency weather" regime the spectrum is a relatively flat "plateau", it's variability is that of the usual idea of "long term weather statistics". Finally for longer times, Δt>τc ≈ 10 - 100 years, again H>0, the variability again increases with scale. This is the true climate regime. These scaling regimes allow us to objectively define the weather as fluctuations over periods <τw, "climate states", as fluctuations at scale τc and "climate change" as the fluctuations at longer periods >τc). We show that the intermediate regime is the result of the weather regime undergoing a "dimensional transition": at temporal scales longer than the typical lifetime of planetary structures (τw), the spatial degrees of freedom are rapidly quenched, only the temporal degrees of freedom are important. This low frequency weather regime has statistical properties well reproduced not only by weather cascade models, but also by control runs (i.e. without climate forcing) of GCM's (including IPSL and ECHAM GCM's). In order for GCM's to go beyond simply predicting this low frequency weather so as to predict the climate, they need appropriate climate forcings and/ or new internal mechanisms of variability. We examine this using wavelet analyses of forced and unforced GCM outputs, including the ECHO-G simulation used in the Millenium project. For example, we find that climate scenarios with large CO2 increases do give rise to a climate regime but that Hc>1 i.e. much larger than that of natural variability which for temperatures has Hc≈0.4. In comparison, the (largely volcanic) forcing of the ECHO-G Millenium simulation is fairly realistic (Hc≈0.4), although it is not clear that this mechanism can explain the even lower frequency variability found in the paleotemperature series, nor is it clear that this is compatible with low frequency solar or orbital forcings.

Dynamic properties of small-scale solar wind plasma fluctuations.

PubMed

Riazantseva, M O; Budaev, V P; Zelenyi, L M; Zastenker, G N; Pavlos, G P; Safrankova, J; Nemecek, Z; Prech, L; Nemec, F

2015-05-13

The paper presents the latest results of the studies of small-scale fluctuations in a turbulent flow of solar wind (SW) using measurements with extremely high temporal resolution (up to 0.03 s) of the bright monitor of SW (BMSW) plasma spectrometer operating on astrophysical SPECTR-R spacecraft at distances up to 350,000 km from the Earth. The spectra of SW ion flux fluctuations in the range of scales between 0.03 and 100 s are systematically analysed. The difference of slopes in low- and high-frequency parts of spectra and the frequency of the break point between these two characteristic slopes was analysed for different conditions in the SW. The statistical properties of the SW ion flux fluctuations were thoroughly analysed on scales less than 10 s. A high level of intermittency is demonstrated. The extended self-similarity of SW ion flux turbulent flow is constantly observed. The approximation of non-Gaussian probability distribution function of ion flux fluctuations by the Tsallis statistics shows the non-extensive character of SW fluctuations. Statistical characteristics of ion flux fluctuations are compared with the predictions of a log-Poisson model. The log-Poisson parametrization of the structure function scaling has shown that well-defined filament-like plasma structures are, as a rule, observed in the turbulent SW flows. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Macromolecular Crowding Induces Spatial Correlations That Control Gene Expression Bursting Patterns

DOE PAGES

Norred, Sarah Elizabeth; Caveney, Patrick M.; Chauhan, Gaurav; ...

2018-04-24

Recent superresolution microscopy studies in E. coli demonstrate that the cytoplasm has highly variable local concentrations where macromolecular crowding plays a central role in establishing membrane-less compartmentalization. This spatial inhomogeneity significantly influences molecular transport and association processes central to gene expression. Yet, little is known about how macromolecular crowding influences gene expression bursting—the episodic process where mRNA and proteins are produced in bursts. Here, we simultaneously measured mRNA and protein reporters in cell-free systems, showing that macromolecular crowding decoupled the well-known relationship between fluctuations in the protein population (noise) and mRNA population statistics. Crowded environments led to a 10-fold increasemore » in protein noise even though there were only modest changes in the mRNA population and fluctuations. Instead, cell-like macromolecular crowding created an inhomogeneous spatial distribution of mRNA (“spatial noise”) that led to large variability in the protein production burst size. As a result, the mRNA spatial noise created large temporal fluctuations in the protein population. Furthermore, these results highlight the interplay between macromolecular crowding, spatial inhomogeneities, and the resulting dynamics of gene expression, and provide insights into using these organizational principles in both cell-based and cell-free synthetic biology.« less

Macromolecular Crowding Induces Spatial Correlations That Control Gene Expression Bursting Patterns

DOE Office of Scientific and Technical Information (OSTI.GOV)

Norred, Sarah Elizabeth; Caveney, Patrick M.; Chauhan, Gaurav

Recent superresolution microscopy studies in E. coli demonstrate that the cytoplasm has highly variable local concentrations where macromolecular crowding plays a central role in establishing membrane-less compartmentalization. This spatial inhomogeneity significantly influences molecular transport and association processes central to gene expression. Yet, little is known about how macromolecular crowding influences gene expression bursting—the episodic process where mRNA and proteins are produced in bursts. Here, we simultaneously measured mRNA and protein reporters in cell-free systems, showing that macromolecular crowding decoupled the well-known relationship between fluctuations in the protein population (noise) and mRNA population statistics. Crowded environments led to a 10-fold increasemore » in protein noise even though there were only modest changes in the mRNA population and fluctuations. Instead, cell-like macromolecular crowding created an inhomogeneous spatial distribution of mRNA (“spatial noise”) that led to large variability in the protein production burst size. As a result, the mRNA spatial noise created large temporal fluctuations in the protein population. Furthermore, these results highlight the interplay between macromolecular crowding, spatial inhomogeneities, and the resulting dynamics of gene expression, and provide insights into using these organizational principles in both cell-based and cell-free synthetic biology.« less

Effects of dynamic-demand-control appliances on the power grid frequency.

PubMed

Tchuisseu, E B Tchawou; Gomila, D; Brunner, D; Colet, P

2017-08-01

Power grid frequency control is a demanding task requiring expensive idle power plants to adapt the supply to the fluctuating demand. An alternative approach is controlling the demand side in such a way that certain appliances modify their operation to adapt to the power availability. This is especially important to achieve a high penetration of renewable energy sources. A number of methods to manage the demand side have been proposed. In this work we focus on dynamic demand control (DDC), where smart appliances can delay their switchings depending on the frequency of the system. We introduce a simple model to study the effects of DDC on the frequency of the power grid. The model includes the power plant equations, a stochastic model for the demand that reproduces, adjusting a single parameter, the statistical properties of frequency fluctuations measured experimentally, and a generic DDC protocol. We find that DDC can reduce small and medium-size fluctuations but it can also increase the probability of observing large frequency peaks due to the necessity of recovering pending task. We also conclude that a deployment of DDC around 30-40% already allows a significant reduction of the fluctuations while keeping the number of pending tasks low.

Effects of dynamic-demand-control appliances on the power grid frequency

NASA Astrophysics Data System (ADS)

Tchuisseu, E. B. Tchawou; Gomila, D.; Brunner, D.; Colet, P.

2017-08-01

Power grid frequency control is a demanding task requiring expensive idle power plants to adapt the supply to the fluctuating demand. An alternative approach is controlling the demand side in such a way that certain appliances modify their operation to adapt to the power availability. This is especially important to achieve a high penetration of renewable energy sources. A number of methods to manage the demand side have been proposed. In this work we focus on dynamic demand control (DDC), where smart appliances can delay their switchings depending on the frequency of the system. We introduce a simple model to study the effects of DDC on the frequency of the power grid. The model includes the power plant equations, a stochastic model for the demand that reproduces, adjusting a single parameter, the statistical properties of frequency fluctuations measured experimentally, and a generic DDC protocol. We find that DDC can reduce small and medium-size fluctuations but it can also increase the probability of observing large frequency peaks due to the necessity of recovering pending task. We also conclude that a deployment of DDC around 30-40% already allows a significant reduction of the fluctuations while keeping the number of pending tasks low.

Stochastic transport models for mixing in variable-density turbulence

NASA Astrophysics Data System (ADS)

Bakosi, J.; Ristorcelli, J. R.

2011-11-01

In variable-density (VD) turbulent mixing, where very-different- density materials coexist, the density fluctuations can be an order of magnitude larger than their mean. Density fluctuations are non-negligible in the inertia terms of the Navier-Stokes equation which has both quadratic and cubic nonlinearities. Very different mixing rates of different materials give rise to large differential accelerations and some fundamentally new physics that is not seen in constant-density turbulence. In VD flows material mixing is active in a sense far stronger than that applied in the Boussinesq approximation of buoyantly-driven flows: the mass fraction fluctuations are coupled to each other and to the fluid momentum. Statistical modeling of VD mixing requires accounting for basic constraints that are not important in the small-density-fluctuation passive-scalar-mixing approximation: the unit-sum of mass fractions, bounded sample space, and the highly skewed nature of the probability densities become essential. We derive a transport equation for the joint probability of mass fractions, equivalent to a system of stochastic differential equations, that is consistent with VD mixing in multi-component turbulence and consistently reduces to passive scalar mixing in constant-density flows.

Automated assessment of bilateral breast volume asymmetry as a breast cancer biomarker during mammographic screening

NASA Astrophysics Data System (ADS)

Williams, Alex C.; Hitt, Austin; Voisin, Sophie; Tourassi, Georgia

2013-03-01

The biological concept of bilateral symmetry as a marker of developmental stability and good health is well established. Although most individuals deviate slightly from perfect symmetry, humans are essentially considered bilaterally symmetrical. Consequently, increased fluctuating asymmetry of paired structures could be an indicator of disease. There are several published studies linking bilateral breast size asymmetry with increased breast cancer risk. These studies were based on radiologists' manual measurements of breast size from mammographic images. We aim to develop a computerized technique to assess fluctuating breast volume asymmetry in screening mammograms and investigate whether it correlates with the presence of breast cancer. Using a large database of screening mammograms with known ground truth we applied automated breast region segmentation and automated breast size measurements in CC and MLO views using three well established methods. All three methods confirmed that indeed patients with breast cancer have statistically significantly higher fluctuating asymmetry of their breast volumes. However, statistically significant difference between patients with cancer and benign lesions was observed only for the MLO views. The study suggests that automated assessment of global bilateral asymmetry could serve as a breast cancer risk biomarker for women undergoing mammographic screening. Such biomarker could be used to alert radiologists or computer-assisted detection (CAD) systems to exercise increased vigilance if higher than normal cancer risk is suspected.

Mathematical inference in one point microrheology

NASA Astrophysics Data System (ADS)

Hohenegger, Christel; McKinley, Scott

2016-11-01

Pioneered by the work of Mason and Weitz, one point passive microrheology has been successfully applied to obtaining estimates of the loss and storage modulus of viscoelastic fluids when the mean-square displacement obeys a local power law. Using numerical simulations of a fluctuating viscoelastic fluid model, we study the problem of recovering the mechanical parameters of the fluid's memory kernel using statistical inference like mean-square displacements and increment auto-correlation functions. Seeking a better understanding of the influence of the assumptions made in the inversion process, we mathematically quantify the uncertainty in traditional one point microrheology for simulated data and demonstrate that a large family of memory kernels yields the same statistical signature. We consider both simulated data obtained from a full viscoelastic fluid simulation of the unsteady Stokes equations with fluctuations and from a Generalized Langevin Equation of the particle's motion described by the same memory kernel. From the theory of inverse problems, we propose an alternative method that can be used to recover information about the loss and storage modulus and discuss its limitations and uncertainties. NSF-DMS 1412998.

Comparison of cosmology and seabed acoustics measurements using statistical inference from maximum entropy

NASA Astrophysics Data System (ADS)

Knobles, David; Stotts, Steven; Sagers, Jason

2012-03-01

Why can one obtain from similar measurements a greater amount of information about cosmological parameters than seabed parameters in ocean waveguides? The cosmological measurements are in the form of a power spectrum constructed from spatial correlations of temperature fluctuations within the microwave background radiation. The seabed acoustic measurements are in the form of spatial correlations along the length of a spatial aperture. This study explores the above question from the perspective of posterior probability distributions obtained from maximizing a relative entropy functional. An answer is in part that the seabed in shallow ocean environments generally has large temporal and spatial inhomogeneities, whereas the early universe was a nearly homogeneous cosmological soup with small but important fluctuations. Acoustic propagation models used in shallow water acoustics generally do not capture spatial and temporal variability sufficiently well, which leads to model error dominating the statistical inference problem. This is not the case in cosmology. Further, the physics of the acoustic modes in cosmology is that of a standing wave with simple initial conditions, whereas for underwater acoustics it is a traveling wave in a strongly inhomogeneous bounded medium.

Stochastic hybrid systems for studying biochemical processes.

PubMed

Singh, Abhyudai; Hespanha, João P

2010-11-13

Many protein and mRNA species occur at low molecular counts within cells, and hence are subject to large stochastic fluctuations in copy numbers over time. Development of computationally tractable frameworks for modelling stochastic fluctuations in population counts is essential to understand how noise at the cellular level affects biological function and phenotype. We show that stochastic hybrid systems (SHSs) provide a convenient framework for modelling the time evolution of population counts of different chemical species involved in a set of biochemical reactions. We illustrate recently developed techniques that allow fast computations of the statistical moments of the population count, without having to run computationally expensive Monte Carlo simulations of the biochemical reactions. Finally, we review different examples from the literature that illustrate the benefits of using SHSs for modelling biochemical processes.

Weight Vector Fluctuations in Adaptive Antenna Arrays Tuned Using the Least-Mean-Square Error Algorithm with Quadratic Constraint

NASA Astrophysics Data System (ADS)

Zimina, S. V.

2015-06-01

We present the results of statistical analysis of an adaptive antenna array tuned using the least-mean-square error algorithm with quadratic constraint on the useful-signal amplification with allowance for the weight-coefficient fluctuations. Using the perturbation theory, the expressions for the correlation function and power of the output signal of the adaptive antenna array, as well as the formula for the weight-vector covariance matrix are obtained in the first approximation. The fluctuations are shown to lead to the signal distortions at the antenna-array output. The weight-coefficient fluctuations result in the appearance of additional terms in the statistical characteristics of the antenna array. It is also shown that the weight-vector fluctuations are isotropic, i.e., identical in all directions of the weight-coefficient space.

Entropic Repulsion Between Fluctuating Surfaces

NASA Astrophysics Data System (ADS)

Janke, W.

The statistical mechanics of fluctuating surfaces plays an important role in a variety of physical systems, ranging from biological membranes to world sheets of strings in theories of fundamental interactions. In many applications it is a good approximation to assume that the surfaces possess no tension. Their statistical properties are then governed by curvature energies only, which allow for gigantic out-of-plane undulations. These fluctuations are the “entropic” origin of long-range repulsive forces in layered surface systems. Theoretical estimates of these forces for simple model surfaces are surveyed and compared with recent Monte Carlo simulations.

CXB surface brightness fluctuations: A new frontier of ICM structure and outskirts studies of (un)resolved galaxy clusters?

NASA Astrophysics Data System (ADS)

Kolodzig, A.; Gilfanov, M.; Hutsi, G.; Sunyaev, R.

2017-10-01

Surface brightness fluctuations of the cosmic X-ray background (CXB) carry unique information about the intracluster-medium (ICM) structure of galaxy clusters and groups up to the virial radius, which is inaccessible by conventional observations of selected nearby resolved clusters. We present results of our CXB fluctuation analysis of the ˜5ks-deep, ˜9deg^2-large Chandra survey XBOOTES. We find that our fluctuation signal of resolved clusters is dominated by nearby, high-luminosity sources. The shape of its power spectrum suggests that for the brightest cluster we are sensitive to the ICM structure up to ˜2× R_{500};(˜2 Mpc/h). The energy spectrum of the fluctuation signal from resolved and unresolved clusters follows a typical ICM spectrum, where redshifts and temperatures are consistent with expectations. It also demonstrates that fluctuations of our unresolved CXB are dominated by unresolved clusters with an average z˜0.4 and T˜1.3keV, suggesting an average L_{0.5-2keV}˜3×10^{42} erg/s and M_{500}˜4×10^{13} M_{Sun}/h. Comparison with modeling suggests, that our fluctuation signal can be described with the one-halo-term of clusters and that it might be sensitive to the presence of substructures. Discrepancies between model and measurement could be utilized to improve our understanding of the ICM structure in a statistical manner. We briefly discuss the potential of larger surveys (e.g. Stripe82, XXL, SRG/eRosita).

Rigorous Statistical Bounds in Uncertainty Quantification for One-Layer Turbulent Geophysical Flows

NASA Astrophysics Data System (ADS)

Qi, Di; Majda, Andrew J.

2018-04-01

Statistical bounds controlling the total fluctuations in mean and variance about a basic steady-state solution are developed for the truncated barotropic flow over topography. Statistical ensemble prediction is an important topic in weather and climate research. Here, the evolution of an ensemble of trajectories is considered using statistical instability analysis and is compared and contrasted with the classical deterministic instability for the growth of perturbations in one pointwise trajectory. The maximum growth of the total statistics in fluctuations is derived relying on the statistical conservation principle of the pseudo-energy. The saturation bound of the statistical mean fluctuation and variance in the unstable regimes with non-positive-definite pseudo-energy is achieved by linking with a class of stable reference states and minimizing the stable statistical energy. Two cases with dependence on initial statistical uncertainty and on external forcing and dissipation are compared and unified under a consistent statistical stability framework. The flow structures and statistical stability bounds are illustrated and verified by numerical simulations among a wide range of dynamical regimes, where subtle transient statistical instability exists in general with positive short-time exponential growth in the covariance even when the pseudo-energy is positive-definite. Among the various scenarios in this paper, there exist strong forward and backward energy exchanges between different scales which are estimated by the rigorous statistical bounds.

Impact of neutral density fluctuations on gas puff imaging diagnostics

NASA Astrophysics Data System (ADS)

Wersal, C.; Ricci, P.

2017-11-01

A three-dimensional turbulence simulation of the SOL and edge regions of a toroidally limited tokamak is carried out. The simulation couples self-consistently the drift-reduced two-fluid Braginskii equations to a kinetic equation for neutral atoms. A diagnostic neutral gas puff on the low-field side midplane is included and the impact of neutral density fluctuations on D_α light emission investigated. We find that neutral density fluctuations affect the D_α emission. In particular, at a radial distance from the gas puff smaller than the neutral mean free path, neutral density fluctuations are anti-correlated with plasma density, electron temperature, and D_α fluctuations. It follows that the neutral fluctuations reduce the D_α emission in most of the observed region and, therefore, have to be taken into account when interpreting the amplitude of the D_α emission. On the other hand, higher order statistical moments (skewness, kurtosis) and turbulence characteristics (such as correlation length, or the autocorrelation time) are not significantly affected by the neutral fluctuations. At distances from the gas puff larger than the neutral mean free path, a non-local shadowing effect influences the neutral density fluctuations. There, the D_α fluctuations are correlated with the neutral density fluctuations, and the high-order statistical moments and measurements of other turbulence properties are strongly affected by the neutral density fluctuations.

Detecting temperature fluctuations at equilibrium.

PubMed

Dixit, Purushottam D

2015-05-21

The Gibbs and the Boltzmann definition of temperature agree only in the macroscopic limit. The ambiguity in identifying the equilibrium temperature of a finite-sized 'small' system exchanging energy with a bath is usually understood as a limitation of conventional statistical mechanics. We interpret this ambiguity as resulting from a stochastically fluctuating temperature coupled with the phase space variables giving rise to a broad temperature distribution. With this ansatz, we develop the equilibrium statistics and dynamics of small systems. Numerical evidence using an analytically tractable model shows that the effects of temperature fluctuations can be detected in the equilibrium and dynamical properties of the phase space of the small system. Our theory generalizes statistical mechanics to small systems relevant in biophysics and nanotechnology.

Human choices and environmental constraints: deciphering the variability of large game procurement from Mousterian to Aurignacian times (MIS 5-3) in southwestern France

NASA Astrophysics Data System (ADS)

Discamps, Emmanuel; Jaubert, Jacques; Bachellerie, François

2011-09-01

The evolution in the selection of prey made by past humans, especially the Neandertals and the first anatomically modern humans, has been widely debated. Between Marine Isotope Stages (MIS) 5 and 3, the accuracy of absolute dating is still insufficient to precisely correlate paleoclimatic and archaeological data. It is often difficult, therefore, to estimate to what extent changes in species procurement are correlated with either climate fluctuations or deliberate cultural choices in terms of subsistence behavior. Here, the full development of archeostratigraphy and Bayesian statistical analysis of absolute dates allows the archeological and paleoclimatic chronologies to be compared. The variability in hunted fauna is investigated using multivariate statistical analysis of quantitative faunal lists of 148 assemblages from 39 archeological sequences from MIS 5 through MIS 3. Despite significant intra-technocomplex variability, it is possible to identify major shifts in the human diet during these stages. The integration of archeological data, paleoclimatic proxies and the ecological characteristics of the different species of prey shows that the shifts in large game hunting can be explained by an adaptation of the human groups to climatic fluctuations. However, even if Middle and Early Upper Paleolithic men adapted to changes in their environment and to contrasting landscapes, they ultimately belonged to the ecosystems of the past and were limited by environmental constraints.

Charged particle dynamics in the presence of non-Gaussian Lévy electrostatic fluctuations

DOE PAGES

Del-Castillo-Negrete, Diego B.; Moradi, Sara; Anderson, Johan

2016-09-01

Full orbit dynamics of charged particles in a 3-dimensional helical magnetic field in the presence of -stable Levy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo numerical simulations. The Levy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space resulting from intermittent electrostatic turbulence. The probability distribution functions of energy, particle displacements, and Larmor radii are computed and showed to exhibit a transition from exponential decay, in the case of Gaussian fluctuations, to power law decay in the case of Levy fluctuations. The absolute value ofmore » the power law decay exponents are linearly proportional to the Levy index. Furthermore, the observed anomalous non-Gaussian statistics of the particles' Larmor radii (resulting from outlier transport events) indicate that, when electrostatic turbulent fluctuations exhibit non-Gaussian Levy statistics, gyro-averaging and guiding centre approximations might face limitations and full particle orbit effects should be taken into account.« less

Charged particle dynamics in the presence of non-Gaussian Lévy electrostatic fluctuations

NASA Astrophysics Data System (ADS)

Moradi, Sara; del-Castillo-Negrete, Diego; Anderson, Johan

2016-09-01

Full orbit dynamics of charged particles in a 3-dimensional helical magnetic field in the presence of α-stable Lévy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo numerical simulations. The Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space resulting from intermittent electrostatic turbulence. The probability distribution functions of energy, particle displacements, and Larmor radii are computed and showed to exhibit a transition from exponential decay, in the case of Gaussian fluctuations, to power law decay in the case of Lévy fluctuations. The absolute value of the power law decay exponents is linearly proportional to the Lévy index α. The observed anomalous non-Gaussian statistics of the particles' Larmor radii (resulting from outlier transport events) indicate that, when electrostatic turbulent fluctuations exhibit non-Gaussian Lévy statistics, gyro-averaging and guiding centre approximations might face limitations and full particle orbit effects should be taken into account.

Lack of large-angle TT correlations persists in WMAP and Planck

NASA Astrophysics Data System (ADS)

Copi, Craig J.; Huterer, Dragan; Schwarz, Dominik J.; Starkman, Glenn D.

2015-08-01

The lack of large-angle correlations in the observed microwave background temperature fluctuations persists in the final-year maps from Wilkinson Microwave Anisotropy Probe (WMAP) and the first cosmological data release from Planck. We find a statistically robust and significant result: p-values for the missing correlations lying below 0.24 per cent (i.e. evidence at more than 3σ) for foreground cleaned maps, in complete agreement with previous analyses based upon earlier WMAP data. A cut-sky analysis of the Planck HFI 100 GHz frequency band, the `cleanest CMB channel' of this instrument, returns a p-value as small as 0.03 per cent, based on the conservative mask defined by WMAP. These findings are in stark contrast to expectations from the inflationary Lambda cold dark matter model and still lack a convincing explanation. If this lack of large-angle correlations is a true feature of our Universe, and not just a statistical fluke, then the cosmological dipole must be considerably smaller than that predicted in the best-fitting model.

Topology and the universe

NASA Astrophysics Data System (ADS)

Gott, J. Richard, III

1998-09-01

Topology may play an important role in cosmology in several different ways. First, Einstein's field equations tell us about the local geometry of the universe but not about its topology. Therefore, the universe may be multiply connected. Inflation predicts that the fluctuations that made clusters and groups of galaxies arose from random quantum fluctuations in the early universe. These should be Gaussian random phase. This can be tested by quantitatively measuring the topology of large-scale structure in the universe using the genus statistic. If the original fluctuations were Gaussian random phase then the structure we see today should have a spongelike topology. A number of studies by our group and others have shown that this is indeed the case. Future tests using the Sloan Digital Sky Survey should be possible. Microwave background fluctuations should also exhibit a characteristic symmetric pattern of hot and cold spots. The COBE data are consistent with this pattern and the MAP and PLANCK satellites should provide a definitive test. If the original inflationary state was metastable then it should decay by making an infinite number of open inflationary bubble universes. This model makes a specific prediction for the power spectrum of fluctuations in the microwave background which can be checked by the MAP and PLANCK satellites. Finally, Gott and Li have proposed how a multiply connected cosmology with an early epoch of closed timelike curves might allow the universe to be its own mother.

Some Results Relevant to Statistical Closures for Compressible Turbulence

NASA Technical Reports Server (NTRS)

Ristorcelli, J. R.

1998-01-01

For weakly compressible turbulent fluctuations there exists a small parameter, the square of the fluctuating Mach number, that allows an investigation using a perturbative treatment. The consequences of such a perturbative analysis in three different subject areas are described: 1) initial conditions in direct numerical simulations, 2) an explanation for the oscillations seen in the compressible pressure in the direct numerical simulations of homogeneous shear, and 3) for turbulence closures accounting for the compressibility of velocity fluctuations. Initial conditions consistent with small turbulent Mach number asymptotics are constructed. The importance of consistent initial conditions in the direct numerical simulation of compressible turbulence is dramatically illustrated: spurious oscillations associated with inconsistent initial conditions are avoided, and the fluctuating dilatational field is some two orders of magnitude smaller for a compressible isotropic turbulence. For the isotropic decay it is shown that the choice of initial conditions can change the scaling law for the compressible dissipation. A two-time expansion of the Navier-Stokes equations is used to distinguish compressible acoustic and compressible advective modes. A simple conceptual model for weakly compressible turbulence - a forced linear oscillator is described. It is shown that the evolution equations for the compressible portions of turbulence can be understood as a forced wave equation with refraction. Acoustic modes of the flow can be amplified by refraction and are able to manifest themselves in large fluctuations of the compressible pressure.

Rogue waves and entropy consumption

NASA Astrophysics Data System (ADS)

Hadjihoseini, Ali; Lind, Pedro G.; Mori, Nobuhito; Hoffmann, Norbert P.; Peinke, Joachim

2017-11-01

Based on data from the Sea of Japan and the North Sea the occurrence of rogue waves is analyzed by a scale-dependent stochastic approach, which interlinks fluctuations of waves for different spacings. With this approach we are able to determine a stochastic cascade process, which provides information of the general multipoint statistics. Furthermore the evolution of single trajectories in scale, which characterize wave height fluctuations in the surroundings of a chosen location, can be determined. The explicit knowledge of the stochastic process enables to assign entropy values to all wave events. We show that for these entropies the integral fluctuation theorem, a basic law of non-equilibrium thermodynamics, is valid. This implies that positive and negative entropy events must occur. Extreme events like rogue waves are characterized as negative entropy events. The statistics of these entropy fluctuations changes with the wave state, thus for the Sea of Japan the statistics of the entropies has a more pronounced tail for negative entropy values, indicating a higher probability of rogue waves.

Cosmological N-body Simulation of Galaxy and Large-Scale Structure Formation: The Gravity Frontier

NASA Astrophysics Data System (ADS)

Klypin, Anatoly

2015-04-01

One of the first N-body simulations done almost 50 years ago had only 200 self-gravitating particles. Even this first baby step made substantial impact on understanding how astronomical objects should form. Now powerful supercomputers and new algorithms allow astronomers produce N-body simulations that employ up to a trillion dark matter particles and produce vital theoretical predictions regarding formation, evolution, structure and statistics of objects ranging from dwarf galaxies to clusters and superclusters of galaxies. With only gravity involved in these theoretical models, one would naively expect that by now we should know everything we need about N-body dynamics of cosmological fluctuations. Not the case. It appears that the Universe was not cooperative and gave us divergencies in the initial conditions generated during the Inflation epoch and subsequent expansion of the Universe - the infinite phase-space density and divergent density fluctuations. Ever increasing observational demands on statistics and accuracy of theoretical predictions is another driving force for more realistic and larger N-body simulations. Large current and new planned observational projects such as BOSS, eBOSS, Euclid, LSST will bring information on spatial distribution, motion, and properties of millions of galaxies at different redshifts. Direct simulations of evolution of gas and formation of stars for millions of forming galaxies will not be available for years leaving astronomers with the only option - to develop methods to combine large N-body simulations with models of galaxy formation to produce accurate theoretical predictions. I will discuss the current status of the field and directions of its development.

Statistical properties and correlation functions for drift waves

NASA Technical Reports Server (NTRS)

Horton, W.

1986-01-01

The dissipative one-field drift wave equation is solved using the pseudospectral method to generate steady-state fluctuations. The fluctuations are analyzed in terms of space-time correlation functions and modal probability distributions. Nearly Gaussian statistics and exponential decay of the two-time correlation functions occur in the presence of electron dissipation, while in the absence of electron dissipation long-lived vortical structures occur. Formulas from renormalized, Markovianized statistical turbulence theory are given in a local approximation to interpret the dissipative turbulence.

Harnessing quantum transport by transient chaos.

PubMed

Yang, Rui; Huang, Liang; Lai, Ying-Cheng; Grebogi, Celso; Pecora, Louis M

2013-03-01

Chaos has long been recognized to be generally advantageous from the perspective of control. In particular, the infinite number of unstable periodic orbits embedded in a chaotic set and the intrinsically sensitive dependence on initial conditions imply that a chaotic system can be controlled to a desirable state by using small perturbations. Investigation of chaos control, however, was largely limited to nonlinear dynamical systems in the classical realm. In this paper, we show that chaos may be used to modulate or harness quantum mechanical systems. To be concrete, we focus on quantum transport through nanostructures, a problem of considerable interest in nanoscience, where a key feature is conductance fluctuations. We articulate and demonstrate that chaos, more specifically transient chaos, can be effective in modulating the conductance-fluctuation patterns. Experimentally, this can be achieved by applying an external gate voltage in a device of suitable geometry to generate classically inaccessible potential barriers. Adjusting the gate voltage allows the characteristics of the dynamical invariant set responsible for transient chaos to be varied in a desirable manner which, in turn, can induce continuous changes in the statistical characteristics of the quantum conductance-fluctuation pattern. To understand the physical mechanism of our scheme, we develop a theory based on analyzing the spectrum of the generalized non-Hermitian Hamiltonian that includes the effect of leads, or electronic waveguides, as self-energy terms. As the escape rate of the underlying non-attracting chaotic set is increased, the imaginary part of the complex eigenenergy becomes increasingly large so that pointer states are more difficult to form, making smoother the conductance-fluctuation pattern.

Multiscaling statistics of high frequency global solar radiation data in the Guadeloupean Archipelago

NASA Astrophysics Data System (ADS)

Calif, R.; Schmitt, F. G.; Huang, Y.; Soubdhan, T.

2013-12-01

The part of the solar power production from photovoltaiccs systems is constantly increasing in the electric grids. Solar energy converter devices such as photovoltaic cells are very sensitive to instantaneous solar radiation fluctuations. Thus rapid variation of solar radiation due to changes in the local meteorological condition can induce large amplitude fluctuations of the produced electrical power and reduce the overall efficiency of the system. When large amount of photovoltaic electricity is send into a weak or small electricity network such as island network, the electric grid security can be in jeopardy due to these power fluctuations. The integration of this energy into the electrical network remains a major challenge, due to the high variability of solar radiation in time and space. To palliate these difficulties, it is essential to identify the characteristic of these fluctuations in order to anticipate the eventuality of power shortage or power surge. A good knowledge of the intermittency of global solar radiation is crucial for selecting the location of a solar power plant and predicting the generation of electricity. This work presents a multifractal analysis study of 367 daily global solar radiation sequences measured with a sampling rate of 1 Hz over one year at Guadeloupean Archipelago (French West Indies) located at 16o15'N latitude and 60o30'W longitude. The mean power spectrum computed follows a power law behaviour close to the Kolmogorov spectrum. The intermittent and multifractal properties of global solar radiation data are investigated using several methods. Under this basis, a characterization for each day using three multifractal parameters is proposed.

End-to-end distance and contour length distribution functions of DNA helices

NASA Astrophysics Data System (ADS)

Zoli, Marco

2018-06-01

I present a computational method to evaluate the end-to-end and the contour length distribution functions of short DNA molecules described by a mesoscopic Hamiltonian. The method generates a large statistical ensemble of possible configurations for each dimer in the sequence, selects the global equilibrium twist conformation for the molecule, and determines the average base pair distances along the molecule backbone. Integrating over the base pair radial and angular fluctuations, I derive the room temperature distribution functions as a function of the sequence length. The obtained values for the most probable end-to-end distance and contour length distance, providing a measure of the global molecule size, are used to examine the DNA flexibility at short length scales. It is found that, also in molecules with less than ˜60 base pairs, coiled configurations maintain a large statistical weight and, consistently, the persistence lengths may be much smaller than in kilo-base DNA.

Information flow and quantum cryptography using statistical fluctuations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Home, D.; Whitaker, M.A.B.

2003-02-01

A procedure is formulated, using the quantum teleportation arrangement, that communicates knowledge of an apparatus setting between the wings of the experiment, using statistical fluctuations in a sequence of measurement results. It requires an entangled state, and transmission of classical information totally unrelated to the apparatus setting actually communicated. Our procedure has conceptual interest, and has applications to quantum cryptography.

Radar measurement of L-band signal fluctuations caused by propagation through trees

NASA Technical Reports Server (NTRS)

Durden, Stephen L.; Klein, Jeffrey D.; Zebker, Howard A.

1991-01-01

Fluctuations of an L-band, horizontally polarized signal that was transmitted from the ground through a coniferous forest canopy to an airborne radar are examined. The azimuth synthetic aperture radar (SAR) impulse response in the presence of the measured magnitude fluctuations shows increased sidelobes over the case with no trees. Statistics of the observed fluctuations are similar to other observations.

Statistical theory of dynamo

NASA Astrophysics Data System (ADS)

Kim, E.; Newton, A. P.

2012-04-01

One major problem in dynamo theory is the multi-scale nature of the MHD turbulence, which requires statistical theory in terms of probability distribution functions. In this contribution, we present the statistical theory of magnetic fields in a simplified mean field α-Ω dynamo model by varying the statistical property of alpha, including marginal stability and intermittency, and then utilize observational data of solar activity to fine-tune the mean field dynamo model. Specifically, we first present a comprehensive investigation into the effect of the stochastic parameters in a simplified α-Ω dynamo model. Through considering the manifold of marginal stability (the region of parameter space where the mean growth rate is zero), we show that stochastic fluctuations are conductive to dynamo. Furthermore, by considering the cases of fluctuating alpha that are periodic and Gaussian coloured random noise with identical characteristic time-scales and fluctuating amplitudes, we show that the transition to dynamo is significantly facilitated for stochastic alpha with random noise. Furthermore, we show that probability density functions (PDFs) of the growth-rate, magnetic field and magnetic energy can provide a wealth of useful information regarding the dynamo behaviour/intermittency. Finally, the precise statistical property of the dynamo such as temporal correlation and fluctuating amplitude is found to be dependent on the distribution the fluctuations of stochastic parameters. We then use observations of solar activity to constrain parameters relating to the effect in stochastic α-Ω nonlinear dynamo models. This is achieved through performing a comprehensive statistical comparison by computing PDFs of solar activity from observations and from our simulation of mean field dynamo model. The observational data that are used are the time history of solar activity inferred for C14 data in the past 11000 years on a long time scale and direct observations of the sun spot numbers obtained in recent years 1795-1995 on a short time scale. Monte Carlo simulations are performed on these data to obtain PDFs of the solar activity on both long and short time scales. These PDFs are then compared with predicted PDFs from numerical simulation of our α-Ω dynamo model, where α is assumed to have both mean α0 and fluctuating α' parts. By varying the correlation time of fluctuating α', the ratio of the amplitude of the fluctuating to mean alpha <α'2>/α02 (where angular brackets <> denote ensemble average), and the ratio of poloidal to toroidal magnetic fields, we show that the results from our stochastic dynamo model can match the PDFs of solar activity on both long and short time scales. In particular, a good agreement is obtained when the fluctuation in alpha is roughly equal to the mean part with a correlation time shorter than the solar period.

Interplanetary Alfvenic fluctuations: A statistical study of the directional variations of the magnetic field

NASA Technical Reports Server (NTRS)

Bavassano, B.; Mariani, F.

1983-01-01

Magnetic field data from HELIOS 1 and 2 are used to test a stochastic model for Alfvenic fluctuations recently proposed. A reasonable matching between observations and predictions is found. A rough estimate of the correlation length of the observed fluctuations is inferred.

Parameter optimization in biased decoy-state quantum key distribution with both source errors and statistical fluctuations

NASA Astrophysics Data System (ADS)

Zhu, Jian-Rong; Li, Jian; Zhang, Chun-Mei; Wang, Qin

2017-10-01

The decoy-state method has been widely used in commercial quantum key distribution (QKD) systems. In view of the practical decoy-state QKD with both source errors and statistical fluctuations, we propose a universal model of full parameter optimization in biased decoy-state QKD with phase-randomized sources. Besides, we adopt this model to carry out simulations of two widely used sources: weak coherent source (WCS) and heralded single-photon source (HSPS). Results show that full parameter optimization can significantly improve not only the secure transmission distance but also the final key generation rate. And when taking source errors and statistical fluctuations into account, the performance of decoy-state QKD using HSPS suffered less than that of decoy-state QKD using WCS.

Statistical physics and economic fluctuations: do outliers exist?

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2003-02-01

We present an overview of recent research applying ideas of statistical physics to try to better understand puzzles regarding economic fluctuations. One of these puzzles is how to describe outliers, phenomena that lie outside of patterns of statistical regularity. We review evidence consistent with the possibility that such outliers may not exist. This possibility is supported by recent analysis by Plerou et al. of a database containing the bid, ask, and sale price of each trade of every stock. Further, the data support the picture of economic fluctuations, due to Plerou et al., in which a financial market alternates between being in an “equilibrium phase” where market behavior is split roughly equally between buying and selling, and an “out-of-equilibrium phase” where the market is mainly either buying or selling.

A Fast Framework for Abrupt Change Detection Based on Binary Search Trees and Kolmogorov Statistic

PubMed Central

Qi, Jin-Peng; Qi, Jie; Zhang, Qing

2016-01-01

Change-Point (CP) detection has attracted considerable attention in the fields of data mining and statistics; it is very meaningful to discuss how to quickly and efficiently detect abrupt change from large-scale bioelectric signals. Currently, most of the existing methods, like Kolmogorov-Smirnov (KS) statistic and so forth, are time-consuming, especially for large-scale datasets. In this paper, we propose a fast framework for abrupt change detection based on binary search trees (BSTs) and a modified KS statistic, named BSTKS (binary search trees and Kolmogorov statistic). In this method, first, two binary search trees, termed as BSTcA and BSTcD, are constructed by multilevel Haar Wavelet Transform (HWT); second, three search criteria are introduced in terms of the statistic and variance fluctuations in the diagnosed time series; last, an optimal search path is detected from the root to leaf nodes of two BSTs. The studies on both the synthetic time series samples and the real electroencephalograph (EEG) recordings indicate that the proposed BSTKS can detect abrupt change more quickly and efficiently than KS, t-statistic (t), and Singular-Spectrum Analyses (SSA) methods, with the shortest computation time, the highest hit rate, the smallest error, and the highest accuracy out of four methods. This study suggests that the proposed BSTKS is very helpful for useful information inspection on all kinds of bioelectric time series signals. PMID:27413364

A Fast Framework for Abrupt Change Detection Based on Binary Search Trees and Kolmogorov Statistic.

PubMed

Qi, Jin-Peng; Qi, Jie; Zhang, Qing

2016-01-01

Change-Point (CP) detection has attracted considerable attention in the fields of data mining and statistics; it is very meaningful to discuss how to quickly and efficiently detect abrupt change from large-scale bioelectric signals. Currently, most of the existing methods, like Kolmogorov-Smirnov (KS) statistic and so forth, are time-consuming, especially for large-scale datasets. In this paper, we propose a fast framework for abrupt change detection based on binary search trees (BSTs) and a modified KS statistic, named BSTKS (binary search trees and Kolmogorov statistic). In this method, first, two binary search trees, termed as BSTcA and BSTcD, are constructed by multilevel Haar Wavelet Transform (HWT); second, three search criteria are introduced in terms of the statistic and variance fluctuations in the diagnosed time series; last, an optimal search path is detected from the root to leaf nodes of two BSTs. The studies on both the synthetic time series samples and the real electroencephalograph (EEG) recordings indicate that the proposed BSTKS can detect abrupt change more quickly and efficiently than KS, t-statistic (t), and Singular-Spectrum Analyses (SSA) methods, with the shortest computation time, the highest hit rate, the smallest error, and the highest accuracy out of four methods. This study suggests that the proposed BSTKS is very helpful for useful information inspection on all kinds of bioelectric time series signals.

Application of Statistical Linear Time-Varying System Theory to Modeling of High Grazing Angle Sea Clutter

DTIC Science & Technology

2017-10-25

radar returns from a large object (such as a planet) in radio astronomy as a function of delay and Doppler shift using a so-called “scattering...from a planet in radar astronomy . Van Trees also briefly describes the scattering function in his 8 Corey D. Cooke most well-known book [7], as does... astronomy – communication via fluctuating multipath media,” rept. 234, MIT Lincoln Laboratory (October 1960). 6. P. E. Green, Jr., “Radar astronomy

Low-energy enhancement and fluctuations of γ-ray strength functions in 56,57Fe: test of the Brink-Axel hypothesis

NASA Astrophysics Data System (ADS)

Larsen, A. C.; Guttormsen, M.; Blasi, N.; Bracco, A.; Camera, F.; Crespo Campo, L.; Eriksen, T. K.; Görgen, A.; Hagen, T. W.; Ingeberg, V. W.; Kheswa, B. V.; Leoni, S.; E Midtbø, J.; Million, B.; Nyhus, H. T.; Renstrøm, T.; Rose, S. J.; E Ruud, I.; Siem, S.; Tornyi, T. G.; Tveten, G. M.; Voinov, A. V.; Wiedeking, M.; Zeiser, F.

2017-06-01

Nuclear level densities and γ-ray strength functions of 56,57Fe have been extracted from proton-γ coincidences. A low-energy enhancement in the γ-ray strength functions up to a factor of 30 over common theoretical E1 models is confirmed. Angular distributions of the low-energy enhancement in 57Fe indicate its dipole nature, in agreement with findings for 56Fe. The high statistics and the excellent energy resolution of the large-volume LaBr3(Ce) detectors allowed for a thorough analysis of γ strength as function of excitation energy. Taking into account the presence of strong Porter-Thomas fluctuations, there is no indication of any significant excitation energy dependence in the γ-ray strength function, in support of the generalized Brink-Axel hypothesis.

Statistical characterization of Earth’s heterogeneities from seismic scattering

NASA Astrophysics Data System (ADS)

Zheng, Y.; Wu, R.

2009-12-01

The distortion of a teleseismic wavefront carries information about the heterogeneities through which the wave propagates and it is manifestited as logarithmic amplitude (logA) and phase fluctuations of the direct P wave recorded by a seismic network. By cross correlating the fluctuations (e.g., logA-logA or phase-phase), we obtain coherence functions, which depend on spatial lags between stations and incident angles between the incident waves. We have mathematically related the depth-dependent heterogeneity spectrum to the observable coherence functions using seismic scattering theory. We will show that our method has sharp depth resolution. Using the HiNet seismic network data in Japan, we have inverted power spectra for two depth ranges, ~0-120km and below ~120km depth. The coherence functions formed by different groups of stations or by different groups of earthquakes at different back azimuths are similar. This demonstrates that the method is statistically stable and the inhomogeneities are statistically stationary. In both depth intervals, the trend of the spectral amplitude decays from large scale to small scale in a power-law fashion with exceptions at ~50km for the logA data. Due to the spatial spacing of the seismometers, only information from length scale 15km to 200km is inverted. However our scattering method provides new information on small to intermediate scales that are comparable to scales of the recycled materials and thus is complimentary to the global seismic tomography which reveals mainly large-scale heterogeneities on the order of ~1000km. The small-scale heterogeneities revealed here are not likely of pure thermal origin. Therefore, the length scale and strength of heterogeneities as a function of depth may provide important constraints in mechanical mixing of various components in the mantle convection.

Sampling errors in the estimation of empirical orthogonal functions. [for climatology studies

NASA Technical Reports Server (NTRS)

North, G. R.; Bell, T. L.; Cahalan, R. F.; Moeng, F. J.

1982-01-01

Empirical Orthogonal Functions (EOF's), eigenvectors of the spatial cross-covariance matrix of a meteorological field, are reviewed with special attention given to the necessary weighting factors for gridded data and the sampling errors incurred when too small a sample is available. The geographical shape of an EOF shows large intersample variability when its associated eigenvalue is 'close' to a neighboring one. A rule of thumb indicating when an EOF is likely to be subject to large sampling fluctuations is presented. An explicit example, based on the statistics of the 500 mb geopotential height field, displays large intersample variability in the EOF's for sample sizes of a few hundred independent realizations, a size seldom exceeded by meteorological data sets.

Transition to Chaos in Random Neuronal Networks

NASA Astrophysics Data System (ADS)

Kadmon, Jonathan; Sompolinsky, Haim

2015-10-01

Firing patterns in the central nervous system often exhibit strong temporal irregularity and considerable heterogeneity in time-averaged response properties. Previous studies suggested that these properties are the outcome of the intrinsic chaotic dynamics of the neural circuits. Indeed, simplified rate-based neuronal networks with synaptic connections drawn from Gaussian distribution and sigmoidal nonlinearity are known to exhibit chaotic dynamics when the synaptic gain (i.e., connection variance) is sufficiently large. In the limit of an infinitely large network, there is a sharp transition from a fixed point to chaos, as the synaptic gain reaches a critical value. Near the onset, chaotic fluctuations are slow, analogous to the ubiquitous, slow irregular fluctuations observed in the firing rates of many cortical circuits. However, the existence of a transition from a fixed point to chaos in neuronal circuit models with more realistic architectures and firing dynamics has not been established. In this work, we investigate rate-based dynamics of neuronal circuits composed of several subpopulations with randomly diluted connections. Nonzero connections are either positive for excitatory neurons or negative for inhibitory ones, while single neuron output is strictly positive with output rates rising as a power law above threshold, in line with known constraints in many biological systems. Using dynamic mean field theory, we find the phase diagram depicting the regimes of stable fixed-point, unstable-dynamic, and chaotic-rate fluctuations. We focus on the latter and characterize the properties of systems near this transition. We show that dilute excitatory-inhibitory architectures exhibit the same onset to chaos as the single population with Gaussian connectivity. In these architectures, the large mean excitatory and inhibitory inputs dynamically balance each other, amplifying the effect of the residual fluctuations. Importantly, the existence of a transition to chaos and its critical properties depend on the shape of the single-neuron nonlinear input-output transfer function, near firing threshold. In particular, for nonlinear transfer functions with a sharp rise near threshold, the transition to chaos disappears in the limit of a large network; instead, the system exhibits chaotic fluctuations even for small synaptic gain. Finally, we investigate transition to chaos in network models with spiking dynamics. We show that when synaptic time constants are slow relative to the mean inverse firing rates, the network undergoes a transition from fast spiking fluctuations with constant rates to a state where the firing rates exhibit chaotic fluctuations, similar to the transition predicted by rate-based dynamics. Systems with finite synaptic time constants and firing rates exhibit a smooth transition from a regime dominated by stationary firing rates to a regime of slow rate fluctuations. This smooth crossover obeys scaling properties, similar to crossover phenomena in statistical mechanics. The theoretical results are supported by computer simulations of several neuronal architectures and dynamics. Consequences for cortical circuit dynamics are discussed. These results advance our understanding of the properties of intrinsic dynamics in realistic neuronal networks and their functional consequences.

Gyrokinetic Simulations of Transport Scaling and Structure

NASA Astrophysics Data System (ADS)

Hahm, Taik Soo

2001-10-01

There is accumulating evidence from global gyrokinetic particle simulations with profile variations and experimental fluctuation measurements that microturbulence, with its time-averaged eddy size which scales with the ion gyroradius, can cause ion thermal transport which deviates from the gyro-Bohm scaling. The physics here can be best addressed by large scale (rho* = rho_i/a = 0.001) full torus gyrokinetic particle-in-cell turbulence simulations using our massively parallel, general geometry gyrokinetic toroidal code with field-aligned mesh. Simulation results from device-size scans for realistic parameters show that ``wave transport'' mechanism is not the dominant contribution for this Bohm-like transport and that transport is mostly diffusive driven by microscopic scale fluctuations in the presence of self-generated zonal flows. In this work, we analyze the turbulence and zonal flow statistics from simulations and compare to nonlinear theoretical predictions including the radial decorrelation of the transport events by zonal flows and the resulting probability distribution function (PDF). In particular, possible deviation of the characteristic radial size of transport processes from the time-averaged radial size of the density fluctuation eddys will be critically examined.

Planck 2015 results. XVI. Isotropy and statistics of the CMB

NASA Astrophysics Data System (ADS)

Planck Collaboration; Ade, P. A. R.; Aghanim, N.; Akrami, Y.; Aluri, P. K.; Arnaud, M.; Ashdown, M.; Aumont, J.; Baccigalupi, C.; Banday, A. J.; Barreiro, R. B.; Bartolo, N.; Basak, S.; Battaner, E.; Benabed, K.; Benoît, A.; Benoit-Lévy, A.; Bernard, J.-P.; Bersanelli, M.; Bielewicz, P.; Bock, J. J.; Bonaldi, A.; Bonavera, L.; Bond, J. R.; Borrill, J.; Bouchet, F. R.; Boulanger, F.; Bucher, M.; Burigana, C.; Butler, R. C.; Calabrese, E.; Cardoso, J.-F.; Casaponsa, B.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, H. C.; Christensen, P. R.; Church, S.; Clements, D. L.; Colombi, S.; Colombo, L. P. L.; Combet, C.; Contreras, D.; Couchot, F.; Coulais, A.; Crill, B. P.; Cruz, M.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R. D.; Davis, R. J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Désert, F.-X.; Diego, J. M.; Dole, H.; Donzelli, S.; Doré, O.; Douspis, M.; Ducout, A.; Dupac, X.; Efstathiou, G.; Elsner, F.; Enßlin, T. A.; Eriksen, H. K.; Fantaye, Y.; Fergusson, J.; Fernandez-Cobos, R.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A. A.; Franceschi, E.; Frejsel, A.; Frolov, A.; Galeotta, S.; Galli, S.; Ganga, K.; Gauthier, C.; Ghosh, T.; Giard, M.; Giraud-Héraud, Y.; Gjerløw, E.; González-Nuevo, J.; Górski, K. M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J. E.; Hansen, F. K.; Hanson, D.; Harrison, D. L.; Henrot-Versillé, S.; Hernández-Monteagudo, C.; Herranz, D.; Hildebrandt, S. R.; Hivon, E.; Hobson, M.; Holmes, W. A.; Hornstrup, A.; Hovest, W.; Huang, Z.; Huffenberger, K. M.; Hurier, G.; Jaffe, A. H.; Jaffe, T. R.; Jones, W. C.; Juvela, M.; Keihänen, E.; Keskitalo, R.; Kim, J.; Kisner, T. S.; Knoche, J.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lähteenmäki, A.; Lamarre, J.-M.; Lasenby, A.; Lattanzi, M.; Lawrence, C. R.; Leonardi, R.; Lesgourgues, J.; Levrier, F.; Liguori, M.; Lilje, P. B.; Linden-Vørnle, M.; Liu, H.; López-Caniego, M.; Lubin, P. M.; Macías-Pérez, J. F.; Maggio, G.; Maino, D.; Mandolesi, N.; Mangilli, A.; Marinucci, D.; Maris, M.; Martin, P. G.; Martínez-González, E.; Masi, S.; Matarrese, S.; McGehee, P.; Meinhold, P. R.; Melchiorri, A.; Mendes, L.; Mennella, A.; Migliaccio, M.; Mikkelsen, K.; Mitra, S.; Miville-Deschênes, M.-A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Murphy, J. A.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C. B.; Nørgaard-Nielsen, H. U.; Noviello, F.; Novikov, D.; Novikov, I.; Oxborrow, C. A.; Paci, F.; Pagano, L.; Pajot, F.; Pant, N.; Paoletti, D.; Pasian, F.; Patanchon, G.; Pearson, T. J.; Perdereau, O.; Perotto, L.; Perrotta, F.; Pettorino, V.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Popa, L.; Pratt, G. W.; Prézeau, G.; Prunet, S.; Puget, J.-L.; Rachen, J. P.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Renzi, A.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Rossetti, M.; Rotti, A.; Roudier, G.; Rubiño-Martín, J. A.; Rusholme, B.; Sandri, M.; Santos, D.; Savelainen, M.; Savini, G.; Scott, D.; Seiffert, M. D.; Shellard, E. P. S.; Souradeep, T.; Spencer, L. D.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sunyaev, R.; Sutton, D.; Suur-Uski, A.-S.; Sygnet, J.-F.; Tauber, J. A.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Trombetti, T.; Tucci, M.; Tuovinen, J.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Vielva, P.; Villa, F.; Wade, L. A.; Wandelt, B. D.; Wehus, I. K.; Yvon, D.; Zacchei, A.; Zibin, J. P.; Zonca, A.

2016-09-01

We test the statistical isotropy and Gaussianity of the cosmic microwave background (CMB) anisotropies using observations made by the Planck satellite. Our results are based mainly on the full Planck mission for temperature, but also include some polarization measurements. In particular, we consider the CMB anisotropy maps derived from the multi-frequency Planck data by several component-separation methods. For the temperature anisotropies, we find excellent agreement between results based on these sky maps over both a very large fraction of the sky and a broad range of angular scales, establishing that potential foreground residuals do not affect our studies. Tests of skewness, kurtosis, multi-normality, N-point functions, and Minkowski functionals indicate consistency with Gaussianity, while a power deficit at large angular scales is manifested in several ways, for example low map variance. The results of a peak statistics analysis are consistent with the expectations of a Gaussian random field. The "Cold Spot" is detected with several methods, including map kurtosis, peak statistics, and mean temperature profile. We thoroughly probe the large-scale dipolar power asymmetry, detecting it with several independent tests, and address the subject of a posteriori correction. Tests of directionality suggest the presence of angular clustering from large to small scales, but at a significance that is dependent on the details of the approach. We perform the first examination of polarization data, finding the morphology of stacked peaks to be consistent with the expectations of statistically isotropic simulations. Where they overlap, these results are consistent with the Planck 2013 analysis based on the nominal mission data and provide our most thorough view of the statistics of the CMB fluctuations to date.

Planck 2015 results: XVI. Isotropy and statistics of the CMB

DOE PAGES

Ade, P. A. R.; Aghanim, N.; Akrami, Y.; ...

2016-09-20

In this paper, we test the statistical isotropy and Gaussianity of the cosmic microwave background (CMB) anisotropies using observations made by the Planck satellite. Our results are based mainly on the full Planck mission for temperature, but also include some polarization measurements. In particular, we consider the CMB anisotropy maps derived from the multi-frequency Planck data by several component-separation methods. For the temperature anisotropies, we find excellent agreement between results based on these sky maps over both a very large fraction of the sky and a broad range of angular scales, establishing that potential foreground residuals do not affect ourmore » studies. Tests of skewness, kurtosis, multi-normality, N-point functions, and Minkowski functionals indicate consistency with Gaussianity, while a power deficit at large angular scales is manifested in several ways, for example low map variance. The results of a peak statistics analysis are consistent with the expectations of a Gaussian random field. The “Cold Spot” is detected with several methods, including map kurtosis, peak statistics, and mean temperature profile. We thoroughly probe the large-scale dipolar power asymmetry, detecting it with several independent tests, and address the subject of a posteriori correction. Tests of directionality suggest the presence of angular clustering from large to small scales, but at a significance that is dependent on the details of the approach. We perform the first examination of polarization data, finding the morphology of stacked peaks to be consistent with the expectations of statistically isotropic simulations. Finally, where they overlap, these results are consistent with the Planck 2013 analysis based on the nominal mission data and provide our most thorough view of the statistics of the CMB fluctuations to date.« less

The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases

NASA Astrophysics Data System (ADS)

Lazarescu, Alexandre

2015-12-01

One of the main features of statistical systems out of equilibrium is the currents they exhibit in their stationary state: microscopic currents of probability between configurations, which translate into macroscopic currents of mass, charge, etc. Understanding the general behaviour of these currents is an important step towards building a universal framework for non-equilibrium steady states akin to the Gibbs-Boltzmann distribution for equilibrium systems. In this review, we consider one-dimensional bulk-driven particle gases, and in particular the asymmetric simple exclusion process (ASEP) with open boundaries, which is one of the most popular models of one-dimensional transport. We focus, in particular, on the current of particles flowing through the system in its steady state, and on its fluctuations. We show how one can obtain the complete statistics of that current, through its large deviation function, by combining results from various methods: exact calculation of the cumulants of the current, using the integrability of the model; direct diagonalization of a biased process in the limits of very high or low current; hydrodynamic description of the model in the continuous limit using the macroscopic fluctuation theory. We give a pedagogical account of these techniques, starting with a quick introduction to the necessary mathematical tools, as well as a short overview of the existing works relating to the ASEP. We conclude by drawing the complete dynamical phase diagram of the current. We also remark on a few possible generalizations of these results.

Kinetic-Scale Magnetic Turbulence and Finite Larmor Radius Effects at Mercury

NASA Technical Reports Server (NTRS)

Uritsky, V. M.; Slavin, J. A.; Khazanov, G. V.; Donovan, E. F.; Boardsen, S. A.; Anderson, B. J.; Korth, H.

2011-01-01

We use a nonstationary generalization of the higher-order structure function technique to investigate statistical properties of the magnetic field fluctuations recorded by MESSENGER spacecraft during its first flyby (01/14/2008) through the near-Mercury space environment, with the emphasis on key boundary regions participating in the solar wind - magnetosphere interaction. Our analysis shows, for the first time, that kinetic-scale fluctuations play a significant role in the Mercury's magnetosphere up to the largest resolvable timescale (approx.20 s) imposed by the signal nonstationariry, suggesting that turbulence at this plane I is largely controlled by finite Larmor radius effects. In particular, we report the presence of a highly turbulent and extended foreshock system filled with packets of ULF oscillations, broad-band intermittent fluctuations in the magnetosheath, ion-kinetic turbulence in the central plasma sheet of Mercury's magnetotail, and kinetic-scale fluctuations in the inner current sheet encountered at the outbound (dawn-side) magnetopause. Overall, our measurements indicate that the Hermean magnetosphere, as well as the surrounding region, are strongly affected by non-MHD effects introduced by finite sizes of cyclotron orbits of the constituting ion species. Physical mechanisms of these effects and their potentially critical impact on the structure and dynamics of Mercury's magnetic field remain to be understood.

Complex Dynamics of Equatorial Scintillation

NASA Astrophysics Data System (ADS)

Piersanti, Mirko; Materassi, Massimo; Forte, Biagio; Cicone, Antonio

2017-04-01

Radio power scintillation, namely highly irregular fluctuations of the power of trans-ionospheric GNSS signals, is the effect of ionospheric plasma turbulence. The scintillation patterns on radio signals crossing the medium inherit the ionospheric turbulence characteristics of inter-scale coupling, local randomness and large time variability. On this basis, the remote sensing of local features of the turbulent plasma is feasible by studying radio scintillation induced by the ionosphere. The distinctive character of intermittent turbulent media depends on the fluctuations on the space- and time-scale statistical properties of the medium. Hence, assessing how the signal fluctuation properties vary under different Helio-Geophysical conditions will help to understand the corresponding dynamics of the turbulent medium crossed by the signal. Data analysis tools, provided by complex system science, appear to be best fitting to study the response of a turbulent medium, as the Earth's equatorial ionosphere, to the non-linear forcing exerted by the Solar Wind (SW). In particular we used the Adaptive Local Iterative Filtering, the Wavelet analysis and the Information theory data analysis tool. We have analysed the radio scintillation and ionospheric fluctuation data at low latitude focusing on the time and space multi-scale variability and on the causal relationship between forcing factors from the SW environment and the ionospheric response.

Quantifying Density Fluctuations in Volumes of All Shapes and Sizes Using Indirect Umbrella Sampling

NASA Astrophysics Data System (ADS)

Patel, Amish J.; Varilly, Patrick; Chandler, David; Garde, Shekhar

2011-10-01

Water density fluctuations are an important statistical mechanical observable and are related to many-body correlations, as well as hydrophobic hydration and interactions. Local water density fluctuations at a solid-water surface have also been proposed as a measure of its hydrophobicity. These fluctuations can be quantified by calculating the probability, P v ( N), of observing N waters in a probe volume of interest v. When v is large, calculating P v ( N) using molecular dynamics simulations is challenging, as the probability of observing very few waters is exponentially small, and the standard procedure for overcoming this problem (umbrella sampling in N) leads to undesirable impulsive forces. Patel et al. (J. Phys. Chem. B 114:1632, 2010) have recently developed an indirect umbrella sampling (INDUS) method, that samples a coarse-grained particle number to obtain P v ( N) in cuboidal volumes. Here, we present and demonstrate an extension of that approach to volumes of other basic shapes, like spheres and cylinders, as well as to collections of such volumes. We further describe the implementation of INDUS in the NPT ensemble and calculate P v ( N) distributions over a broad range of pressures. Our method may be of particular interest in characterizing the hydrophobicity of interfaces of proteins, nanotubes and related systems.

A statistical physics view of pitch fluctuations in the classical music from Bach to Chopin: evidence for scaling.

PubMed

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.

Simulations of large acoustic scintillations in the straits of Florida.

PubMed

Tang, Xin; Tappert, F D; Creamer, Dennis B

2006-12-01

Using a full-wave acoustic model, Monte Carlo numerical studies of intensity fluctuations in a realistic shallow water environment that simulates the Straits of Florida, including internal wave fluctuations and bottom roughness, have been performed. Results show that the sound intensity at distant receivers scintillates dramatically. The acoustic scintillation index SI increases rapidly with propagation range and is significantly greater than unity at ranges beyond about 10 km. This result supports a theoretical prediction by one of the authors. Statistical analyses show that the distribution of intensity of the random wave field saturates to the expected Rayleigh distribution with SI= 1 at short range due to multipath interference effects, and then SI continues to increase to large values. This effect, which is denoted supersaturation, is universal at long ranges in waveguides having lossy boundaries (where there is differential mode attenuation). The intensity distribution approaches a log-normal distribution to an excellent approximation; it may not be a universal distribution and comparison is also made to a K distribution. The long tails of the log-normal distribution cause "acoustic intermittency" in which very high, but rare, intensities occur.

Interior Noise Predictions in the Preliminary Design of the Large Civil Tiltrotor (LCTR2)

NASA Technical Reports Server (NTRS)

Grosveld, Ferdinand W.; Cabell, Randolph H.; Boyd, David D.

2013-01-01

A prediction scheme was established to compute sound pressure levels in the interior of a simplified cabin model of the second generation Large Civil Tiltrotor (LCTR2) during cruise conditions, while being excited by turbulent boundary layer flow over the fuselage, or by tiltrotor blade loading and thickness noise. Finite element models of the cabin structure, interior acoustic space, and acoustically absorbent (poro-elastic) materials in the fuselage were generated and combined into a coupled structural-acoustic model. Fluctuating power spectral densities were computed according to the Efimtsov turbulent boundary layer excitation model. Noise associated with the tiltrotor blades was predicted in the time domain as fluctuating surface pressures and converted to power spectral densities at the fuselage skin finite element nodes. A hybrid finite element (FE) approach was used to compute the low frequency acoustic cabin response over the frequency range 6-141 Hz with a 1 Hz bandwidth, and the Statistical Energy Analysis (SEA) approach was used to predict the interior noise for the 125-8000 Hz one-third octave bands.

Financial time series: A physics perspective

NASA Astrophysics Data System (ADS)

Gopikrishnan, Parameswaran; Plerou, Vasiliki; Amaral, Luis A. N.; Rosenow, Bernd; Stanley, H. Eugene

2000-06-01

Physicists in the last few years have started applying concepts and methods of statistical physics to understand economic phenomena. The word ``econophysics'' is sometimes used to refer to this work. One reason for this interest is the fact that Economic systems such as financial markets are examples of complex interacting systems for which a huge amount of data exist and it is possible that economic problems viewed from a different perspective might yield new results. This article reviews the results of a few recent phenomenological studies focused on understanding the distinctive statistical properties of financial time series. We discuss three recent results-(i) The probability distribution of stock price fluctuations: Stock price fluctuations occur in all magnitudes, in analogy to earthquakes-from tiny fluctuations to very drastic events, such as market crashes, eg., the crash of October 19th 1987, sometimes referred to as ``Black Monday''. The distribution of price fluctuations decays with a power-law tail well outside the Lévy stable regime and describes fluctuations that differ by as much as 8 orders of magnitude. In addition, this distribution preserves its functional form for fluctuations on time scales that differ by 3 orders of magnitude, from 1 min up to approximately 10 days. (ii) Correlations in financial time series: While price fluctuations themselves have rapidly decaying correlations, the magnitude of fluctuations measured by either the absolute value or the square of the price fluctuations has correlations that decay as a power-law and persist for several months. (iii) Correlations among different companies: The third result bears on the application of random matrix theory to understand the correlations among price fluctuations of any two different stocks. From a study of the eigenvalue statistics of the cross-correlation matrix constructed from price fluctuations of the leading 1000 stocks, we find that the largest 5-10% of the eigenvalues and the corresponding eigenvectors show systematic deviations from the predictions for a random matrix, whereas the rest of the eigenvalues conform to random matrix behavior-suggesting that these 5-10% of the eigenvalues contain system-specific information about correlated behavior. .

Active control on high-order coherence and statistic characterization on random phase fluctuation of two classical point sources.

PubMed

Hong, Peilong; Li, Liming; Liu, Jianji; Zhang, Guoquan

2016-03-29

Young's double-slit or two-beam interference is of fundamental importance to understand various interference effects, in which the stationary phase difference between two beams plays the key role in the first-order coherence. Different from the case of first-order coherence, in the high-order optical coherence the statistic behavior of the optical phase will play the key role. In this article, by employing a fundamental interfering configuration with two classical point sources, we showed that the high- order optical coherence between two classical point sources can be actively designed by controlling the statistic behavior of the relative phase difference between two point sources. Synchronous position Nth-order subwavelength interference with an effective wavelength of λ/M was demonstrated, in which λ is the wavelength of point sources and M is an integer not larger than N. Interestingly, we found that the synchronous position Nth-order interference fringe fingerprints the statistic trace of random phase fluctuation of two classical point sources, therefore, it provides an effective way to characterize the statistic properties of phase fluctuation for incoherent light sources.

Strong gravitational lensing statistics as a test of cosmogonic scenarios

NASA Technical Reports Server (NTRS)

Cen, Renyue; Gott, J. Richard, III; Ostriker, Jeremiah P.; Turner, Edwin L.

1994-01-01

Gravitational lensing statistics can provide a direct and powerful test of cosmic structure formation theories. Since lensing tests, directly, the magnitude of the nonlinear mass density fluctuations on lines of sight to distant objects, no issues of 'bias' (of mass fluctuations with respect to galaxy density fluctuations) exist here, although lensing observations provide their own ambiguities of interpretation. We develop numerical techniques for generating model density distributions with the very large spatial dynamic range required by lensing considerations and for identifying regions of the simulations capable of multiple image lensing in a conservative and computationally efficient way that should be accurate for splittings significantly larger than 3 seconds. Applying these techniques to existing standard Cold dark matter (CDM) (Omega = 1) and Primeval Baryon Isocurvature (PBI) (Omega = 0.2) simulations (normalized to the Cosmic Background Explorer Satellite (COBE) amplitude), we find that the CDM model predicts large splitting (greater than 8 seconds) lensing events roughly an order-of-magnitude more frequently than the PBI model. Under the reasonable but idealized assumption that lensing structrues can be modeled as singular isothermal spheres (SIS), the predictions can be directly compared to observations of lensing events in quasar samples. Several large splitting (Delta Theta is greater than 8 seconds) cases are predicted in the standard CDM model (the exact number being dependent on the treatment of amplification bias), whereas none is observed. In a formal sense, the comparison excludes the CDM model at high confidence (essentially for the same reason that CDM predicts excessive small-scale cosmic velocity dispersions.) A very rough assessment of low-density but flat CDM model (Omega = 0.3, Lambda/3H(sup 2 sub 0) = 0.7) indicates a far lower and probably acceptable level of lensing. The PBI model is consistent with, but not strongly tested by, the available lensing data, and other open models would presumably do as well as PBI. These preliminary conclusions and the assumptions on which they are based can be tested and the analysis can be applied to other cosmogonic models by straightforward extension of the work presented here.

Reaction Event Counting Statistics of Biopolymer Reaction Systems with Dynamic Heterogeneity.

PubMed

Lim, Yu Rim; Park, Seong Jun; Park, Bo Jung; Cao, Jianshu; Silbey, Robert J; Sung, Jaeyoung

2012-04-10

We investigate the reaction event counting statistics (RECS) of an elementary biopolymer reaction in which the rate coefficient is dependent on states of the biopolymer and the surrounding environment and discover a universal kinetic phase transition in the RECS of the reaction system with dynamic heterogeneity. From an exact analysis for a general model of elementary biopolymer reactions, we find that the variance in the number of reaction events is dependent on the square of the mean number of the reaction events when the size of measurement time is small on the relaxation time scale of rate coefficient fluctuations, which does not conform to renewal statistics. On the other hand, when the size of the measurement time interval is much greater than the relaxation time of rate coefficient fluctuations, the variance becomes linearly proportional to the mean reaction number in accordance with renewal statistics. Gillespie's stochastic simulation method is generalized for the reaction system with a rate coefficient fluctuation. The simulation results confirm the correctness of the analytic results for the time dependent mean and variance of the reaction event number distribution. On the basis of the obtained results, we propose a method of quantitative analysis for the reaction event counting statistics of reaction systems with rate coefficient fluctuations, which enables one to extract information about the magnitude and the relaxation times of the fluctuating reaction rate coefficient, without a bias that can be introduced by assuming a particular kinetic model of conformational dynamics and the conformation dependent reactivity. An exact relationship is established between a higher moment of the reaction event number distribution and the multitime correlation of the reaction rate for the reaction system with a nonequilibrium initial state distribution as well as for the system with the equilibrium initial state distribution.

A Bayesian Estimate of the CMB-Large-scale Structure Cross-correlation

NASA Astrophysics Data System (ADS)

Moura-Santos, E.; Carvalho, F. C.; Penna-Lima, M.; Novaes, C. P.; Wuensche, C. A.

2016-08-01

Evidences for late-time acceleration of the universe are provided by multiple probes, such as Type Ia supernovae, the cosmic microwave background (CMB), and large-scale structure (LSS). In this work, we focus on the integrated Sachs-Wolfe (ISW) effect, I.e., secondary CMB fluctuations generated by evolving gravitational potentials due to the transition between, e.g., the matter and dark energy (DE) dominated phases. Therefore, assuming a flat universe, DE properties can be inferred from ISW detections. We present a Bayesian approach to compute the CMB-LSS cross-correlation signal. The method is based on the estimate of the likelihood for measuring a combined set consisting of a CMB temperature and galaxy contrast maps, provided that we have some information on the statistical properties of the fluctuations affecting these maps. The likelihood is estimated by a sampling algorithm, therefore avoiding the computationally demanding techniques of direct evaluation in either pixel or harmonic space. As local tracers of the matter distribution at large scales, we used the Two Micron All Sky Survey galaxy catalog and, for the CMB temperature fluctuations, the ninth-year data release of the Wilkinson Microwave Anisotropy Probe (WMAP9). The results show a dominance of cosmic variance over the weak recovered signal, due mainly to the shallowness of the catalog used, with systematics associated with the sampling algorithm playing a secondary role as sources of uncertainty. When combined with other complementary probes, the method presented in this paper is expected to be a useful tool to late-time acceleration studies in cosmology.

Meteor localization via statistical analysis of spatially temporal fluctuations in image sequences

NASA Astrophysics Data System (ADS)

Kukal, Jaromír.; Klimt, Martin; Šihlík, Jan; Fliegel, Karel

2015-09-01

Meteor detection is one of the most important procedures in astronomical imaging. Meteor path in Earth's atmosphere is traditionally reconstructed from double station video observation system generating 2D image sequences. However, the atmospheric turbulence and other factors cause spatially-temporal fluctuations of image background, which makes the localization of meteor path more difficult. Our approach is based on nonlinear preprocessing of image intensity using Box-Cox and logarithmic transform as its particular case. The transformed image sequences are then differentiated along discrete coordinates to obtain statistical description of sky background fluctuations, which can be modeled by multivariate normal distribution. After verification and hypothesis testing, we use the statistical model for outlier detection. Meanwhile the isolated outlier points are ignored, the compact cluster of outliers indicates the presence of meteoroids after ignition.

Superposed epoch analysis of physiological fluctuations: possible space weather connections

NASA Astrophysics Data System (ADS)

Wanliss, James; Cornélissen, Germaine; Halberg, Franz; Brown, Denzel; Washington, Brien

2018-03-01

There is a strong connection between space weather and fluctuations in technological systems. Some studies also suggest a statistical connection between space weather and subsequent fluctuations in the physiology of living creatures. This connection, however, has remained controversial and difficult to demonstrate. Here we present support for a response of human physiology to forcing from the explosive onset of the largest of space weather events—space storms. We consider a case study with over 16 years of high temporal resolution measurements of human blood pressure (systolic, diastolic) and heart rate variability to search for associations with space weather. We find no statistically significant change in human blood pressure but a statistically significant drop in heart rate during the main phase of space storms. Our empirical findings shed light on how human physiology may respond to exogenous space weather forcing.

Superposed epoch analysis of physiological fluctuations: possible space weather connections.

PubMed

Wanliss, James; Cornélissen, Germaine; Halberg, Franz; Brown, Denzel; Washington, Brien

2018-03-01

There is a strong connection between space weather and fluctuations in technological systems. Some studies also suggest a statistical connection between space weather and subsequent fluctuations in the physiology of living creatures. This connection, however, has remained controversial and difficult to demonstrate. Here we present support for a response of human physiology to forcing from the explosive onset of the largest of space weather events-space storms. We consider a case study with over 16 years of high temporal resolution measurements of human blood pressure (systolic, diastolic) and heart rate variability to search for associations with space weather. We find no statistically significant change in human blood pressure but a statistically significant drop in heart rate during the main phase of space storms. Our empirical findings shed light on how human physiology may respond to exogenous space weather forcing.

Data processing techniques used with MST radars: A review

NASA Technical Reports Server (NTRS)

Rastogi, P. K.

1983-01-01

The data processing methods used in high power radar probing of the middle atmosphere are examined. The radar acts as a spatial filter on the small scale refractivity fluctuations in the medium. The characteristics of the received signals are related to the statistical properties of these fluctuations. A functional outline of the components of a radar system is given. Most computation intensive tasks are carried out by the processor. The processor computes a statistical function of the received signals, simultaneously for a large number of ranges. The slow fading of atmospheric signals is used to reduce the data input rate to the processor by coherent integration. The inherent range resolution of the radar experiments can be improved significant with the use of pseudonoise phase codes to modulate the transmitted pulses and a corresponding decoding operation on the received signals. Commutability of the decoding and coherent integration operations is used to obtain a significant reduction in computations. The limitations of the processors are outlined. At the next level of data reduction, the measured function is parameterized by a few spectral moments that can be related to physical processes in the medium. The problems encountered in estimating the spectral moments in the presence of strong ground clutter, external interference, and noise are discussed. The graphical and statistical analysis of the inferred parameters are outlined. The requirements for special purpose processors for MST radars are discussed.

Bridging stylized facts in finance and data non-stationarities

NASA Astrophysics Data System (ADS)

Camargo, Sabrina; Duarte Queirós, Sílvio M.; Anteneodo, Celia

2013-04-01

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary paths of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation procedure we are able to introduce a quantitative description of statistical features of these two quantities, which are often named stylized facts, namely the tails of the distribution of trading volume and price fluctuations and a dynamics compatible with the U-shaped profile of the volume in a trading section and the slow decay of the autocorrelation function. The segmentation of the trading volume series provides evidence of slow evolution of the fluctuating parameters of each patch, pointing to the mixing scenario. Assuming that long-term features are the outcome of a statistical mixture of simple local forms, we test and compare different probability density functions to provide the long-term distribution of the trading volume, concluding that the log-normal gives the best agreement with the empirical distribution. Moreover, the segmentation of the magnitude price fluctuations are quite different from the results for the trading volume, indicating that changes in the statistics of price fluctuations occur at a faster scale than in the case of trading volume.

Inherited hypoxia: A new challenge for reoligotrophicated lakes under global warming

NASA Astrophysics Data System (ADS)

Jenny, Jean-Philippe; Arnaud, Fabien; Alric, Benjamin; Dorioz, Jean-Marcel; Sabatier, Pierre; Meybeck, Michel; Perga, Marie-Elodie

2014-12-01

The Anthropocene is characterized by a worldwide spread of hypoxia, among other manifestations, which threatens aquatic ecosystem functions, services, and biodiversity. The primary cause of hypoxia onset in recent decades is human-triggered eutrophication. Global warming has also been demonstrated to contribute to the increase of hypoxic conditions. However, the precise role of both environmental forcings on hypoxia dynamics over the long term remains mainly unknown due to a lack of historical monitoring. In this study, we used an innovative paleolimnological approach on three large European lakes to quantify past hypoxia dynamics and to hierarchies the contributions of climate and nutrients. Even for lake ecosystems that have been well oxygenated over a millennia-long period, and regardless of past climatic fluctuations, a shift to hypoxic conditions occurred in the 1950s in response to an unprecedented rise in total phosphorus concentrations above 10 ± 5 µg P L-1. Following this shift, hypoxia never disappeared despite the fact that environmental policies succeeded in drastically reducing lake phosphorus concentrations. During that period, decadal fluctuations in hypoxic volume were great, ranging between 0.5 and 8% of the total lake volumes. We demonstrate, through statistical modeling, that these fluctuations were essentially driven by climatic factors, such as river discharge and air temperature. In lakes Geneva and Bourget, which are fed by large river systems, fluctuations in hypoxic volume were negatively correlated with river discharge. In contrast, the expansion of hypoxia has been related only to warmer air temperatures at Annecy, which is fed by small river systems. Hence, we outline a theoretical framework assuming that restored lake ecosystems have inherited hypoxia from the eutrophication period and have shifted to a new stable state with new key controls of water and ecosystem quality. We suggest that controlling river discharge may be a complementary strategy for local management of lakes fed by large river systems.

Current Fluctuations in Stochastic Lattice Gases

NASA Astrophysics Data System (ADS)

Bertini, L.; de Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C.

2005-01-01

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation theory for the space-time fluctuations of the empirical current which include the previous results. We then estimate the probability of a fluctuation of the average current over a large time interval. It turns out that recent results by Bodineau and Derrida [Phys. Rev. Lett.922004180601] in certain cases underestimate this probability due to the occurrence of dynamical phase transitions.

Quantum state reconstruction and photon number statistics for low dimensional semiconductor opto-electronic devices

NASA Astrophysics Data System (ADS)

Böhm, Fabian; Grosse, Nicolai B.; Kolarczik, Mirco; Herzog, Bastian; Achtstein, Alexander; Owschimikow, Nina; Woggon, Ulrike

2017-09-01

Quantum state tomography and the reconstruction of the photon number distribution are techniques to extract the properties of a light field from measurements of its mean and fluctuations. These techniques are particularly useful when dealing with macroscopic or mesoscopic systems, where a description limited to the second order autocorrelation soon becomes inadequate. In particular, the emission of nonclassical light is expected from mesoscopic quantum dot systems strongly coupled to a cavity or in systems with large optical nonlinearities. We analyze the emission of a quantum dot-semiconductor optical amplifier system by quantifying the modifications of a femtosecond laser pulse propagating through the device. Using a balanced detection scheme in a self-heterodyning setup, we achieve precise measurements of the quadrature components and their fluctuations at the quantum noise limit1. We resolve the photon number distribution and the thermal-to-coherent evolution in the photon statistics of the emission. The interferometric detection achieves a high sensitivity in the few photon limit. From our data, we can also reconstruct the second order autocorrelation function with higher precision and time resolution compared with classical Hanbury Brown-Twiss experiments.

Spatio-Temporal Fluctuations of the Earthquake Magnitude Distribution: Robust Estimation and Predictive Power

NASA Astrophysics Data System (ADS)

Olsen, S.; Zaliapin, I.

2008-12-01

We establish positive correlation between the local spatio-temporal fluctuations of the earthquake magnitude distribution and the occurrence of regional earthquakes. In order to accomplish this goal, we develop a sequential Bayesian statistical estimation framework for the b-value (slope of the Gutenberg-Richter's exponential approximation to the observed magnitude distribution) and for the ratio a(t) between the earthquake intensities in two non-overlapping magnitude intervals. The time-dependent dynamics of these parameters is analyzed using Markov Chain Models (MCM). The main advantage of this approach over the traditional window-based estimation is its "soft" parameterization, which allows one to obtain stable results with realistically small samples. We furthermore discuss a statistical methodology for establishing lagged correlations between continuous and point processes. The developed methods are applied to the observed seismicity of California, Nevada, and Japan on different temporal and spatial scales. We report an oscillatory dynamics of the estimated parameters, and find that the detected oscillations are positively correlated with the occurrence of large regional earthquakes, as well as with small events with magnitudes as low as 2.5. The reported results have important implications for further development of earthquake prediction and seismic hazard assessment methods.

Intermittency in two-dimensional Ekman-Navier-Stokes turbulence.

PubMed

Boffetta, G; Celani, A; Musacchio, S; Vergassola, M

2002-08-01

We study the statistics of the vorticity field in two-dimensional Navier-Stokes turbulence with linear Ekman friction. We show that the small-scale vorticity fluctuations are intermittent, as conjectured by Bernard [Europhys. Lett. 50, 333 (2000)] and Nam et al. [Phys. Rev. Lett. 84, 5134 (2000)]. The small-scale statistics of vorticity fluctuations coincide with that of a passive scalar with finite lifetime transported by the velocity field itself.

Inferring Single Neuron Properties in Conductance Based Balanced Networks

PubMed Central

Pool, Román Rossi; Mato, Germán

2011-01-01

Balanced states in large networks are a usual hypothesis for explaining the variability of neural activity in cortical systems. In this regime the statistics of the inputs is characterized by static and dynamic fluctuations. The dynamic fluctuations have a Gaussian distribution. Such statistics allows to use reverse correlation methods, by recording synaptic inputs and the spike trains of ongoing spontaneous activity without any additional input. By using this method, properties of the single neuron dynamics that are masked by the balanced state can be quantified. To show the feasibility of this approach we apply it to large networks of conductance based neurons. The networks are classified as Type I or Type II according to the bifurcations which neurons of the different populations undergo near the firing onset. We also analyze mixed networks, in which each population has a mixture of different neuronal types. We determine under which conditions the intrinsic noise generated by the network can be used to apply reverse correlation methods. We find that under realistic conditions we can ascertain with low error the types of neurons present in the network. We also find that data from neurons with similar firing rates can be combined to perform covariance analysis. We compare the results of these methods (that do not requite any external input) to the standard procedure (that requires the injection of Gaussian noise into a single neuron). We find a good agreement between the two procedures. PMID:22016730

The direct simulation of high-speed mixing-layers without and with chemical heat release

NASA Technical Reports Server (NTRS)

Sekar, B.; Mukunda, H. S.; Carpenter, M. H.

1991-01-01

A direct numerical simulation of high speed reacting and non-reacting flows for H2-air systems is presented. The calculations are made for a convective Mach number of 0.38 with hyperbolic tangent initial profile and finite rate chemical reactions. A higher-order numerical method is used in time accurate mode to time advance the solution to a statistical steady state. About 600 time slices of all the variables are then stored for statistical analysis. It is shown that most of the problems of high-speed combustion with air are characterized by relatively weak heat release. The present study shows that: (1) the convective speed is reduced by heat release by about 10 percent at this convective Mach number M(sub c) = 0.38; (2) the variation of the mean and rms fluctuation of temperature can be explained on the basis of temperature fluctuation between the flame temperature and the ambient; (3) the growth rate with heat release is reduced by 7 percent; and (4) the entrainment is reduced by 25 percent with heat release. These differences are small in comparison with incompressible flow dynamics, and are argued to be due to the reduced importance of heat release in comparison with the large enthalpy gradients resulting from the large-scale vortex dynamics. It is finally suggested that the problems of reduced mixing in high-speed flows are not severely complicated by heat release.

Long-range correlation in cosmic microwave background radiation.

PubMed

Movahed, M Sadegh; Ghasemi, F; Rahvar, Sohrab; Tabar, M Reza Rahimi

2011-08-01

We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correlation function with a multifractal behavior. By comparing the shuffled and surrogate series of CMB data, we conclude that the multifractality nature of the temperature fluctuation of CMB radiation is mainly due to the long-range correlations, and the map is consistent with a gaussian distribution.

Observations of reduced electron Gyroscale fluctuations in national spherical torus experiment H-mode plasmas with large ExB flow shear.

PubMed

Smith, D R; Kaye, S M; Lee, W; Mazzucato, E; Park, H K; Bell, R E; Domier, C W; Leblanc, B P; Levinton, F M; Luhmann, N C; Menard, J E; Yuh, H

2009-06-05

Electron gyroscale fluctuation measurements in National Spherical Torus Experiment H-mode plasmas with large toroidal rotation reveal fluctuations consistent with electron temperature gradient (ETG) turbulence. Large toroidal rotation in National Spherical Torus Experiment plasmas with neutral beam injection generates ExB flow shear rates comparable to ETG linear growth rates. Enhanced fluctuations occur when the electron temperature gradient is marginally stable with respect to the ETG linear critical gradient. Fluctuation amplitudes decrease when the ExB flow shear rate exceeds ETG linear growth rates. The observations indicate that ExB flow shear can be an effective suppression mechanism for ETG turbulence.

Universal characteristics of fractal fluctuations in prime number distribution

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2014-11-01

The frequency of occurrence of prime numbers at unit number spacing intervals exhibits self-similar fractal fluctuations concomitant with inverse power law form for power spectrum generic to dynamical systems in nature such as fluid flows, stock market fluctuations and population dynamics. The physics of long-range correlations exhibited by fractals is not yet identified. A recently developed general systems theory visualizes the eddy continuum underlying fractals to result from the growth of large eddies as the integrated mean of enclosed small scale eddies, thereby generating a hierarchy of eddy circulations or an inter-connected network with associated long-range correlations. The model predictions are as follows: (1) The probability distribution and power spectrum of fractals follow the same inverse power law which is a function of the golden mean. The predicted inverse power law distribution is very close to the statistical normal distribution for fluctuations within two standard deviations from the mean of the distribution. (2) Fractals signify quantum-like chaos since variance spectrum represents probability density distribution, a characteristic of quantum systems such as electron or photon. (3) Fractal fluctuations of frequency distribution of prime numbers signify spontaneous organization of underlying continuum number field into the ordered pattern of the quasiperiodic Penrose tiling pattern. The model predictions are in agreement with the probability distributions and power spectra for different sets of frequency of occurrence of prime numbers at unit number interval for successive 1000 numbers. Prime numbers in the first 10 million numbers were used for the study.

Hurricane track forecast cones from fluctuations

PubMed Central

Meuel, T.; Prado, G.; Seychelles, F.; Bessafi, M.; Kellay, H.

2012-01-01

Trajectories of tropical cyclones may show large deviations from predicted tracks leading to uncertainty as to their landfall location for example. Prediction schemes usually render this uncertainty by showing track forecast cones representing the most probable region for the location of a cyclone during a period of time. By using the statistical properties of these deviations, we propose a simple method to predict possible corridors for the future trajectory of a cyclone. Examples of this scheme are implemented for hurricane Ike and hurricane Jimena. The corridors include the future trajectory up to at least 50 h before landfall. The cones proposed here shed new light on known track forecast cones as they link them directly to the statistics of these deviations. PMID:22701776

Robust non-Gaussian statistics and long-range correlation of total ozone

NASA Astrophysics Data System (ADS)

Toumi, R.; Syroka, J.; Barnes, C.; Lewis, P.

2001-01-01

Three long-term total ozone time series at Camborne, Lerwick and Arosa are examined for their statistical properties. Non-Gaussian behaviour is seen for all locations. There are large interannual fluctuations in the higher moments of the probability distribution. However, only the mean for all stations and summer standard deviation at Lerwick show significant trends. This suggests that there has been no long-term change in the stratospheric circulation, but there are decadal variations. The time series can be also characterised as scale invariant with a Hurst exponent of about 0.8 for all three sites. The Arosa time series was found to be weakly intermittent, in agreement with the non-Gaussian characteristics of the data set

Topologically protected charge transfer along the edge of a chiral p -wave superconductor

NASA Astrophysics Data System (ADS)

Gnezdilov, N. V.; van Heck, B.; Diez, M.; Hutasoit, Jimmy A.; Beenakker, C. W. J.

2015-09-01

The Majorana fermions propagating along the edge of a topological superconductor with px+i py pairing deliver a shot noise power of 1/2 ×e2/h per eV of voltage bias. We calculate the full counting statistics of the transferred charge and find that it becomes trinomial in the low-temperature limit, distinct from the binomial statistics of charge-e transfer in a single-mode nanowire or charge-2 e transfer through a normal-superconductor interface. All even-order correlators of current fluctuations have a universal quantized value, insensitive to disorder and decoherence. These electrical signatures are experimentally accessible, because they persist for temperatures and voltages large compared to the Thouless energy.

Lyman-tomography of cosmic infrared background fluctuations with euclid : probing emissions and baryonic acoustic oscillations at z ≳ 1

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kashlinsky, A.; Arendt, R. G.; Atrio-Barandela, F.

2015-11-01

The Euclid space mission, designed to probe evolution of the Dark Energy (DE), will map a large area of the sky at three adjacent near-IR filters, Y, J, and H. This coverage will also enable mapping source-subtracted cosmic infrared background (CIB) fluctuations with unprecedented accuracy on sub-degree angular scales. Here, we propose methodology, using the Lyman-break tomography applied to the Euclid -based CIB maps, to accurately isolate the history of CIB emissions as a function of redshift from 10 ≲ z ≲ 20 and to identify the baryonic acoustic oscillations (BAOs) at those epochs. To identify the BAO signature, wemore » would assemble individual CIB maps over conservatively large contiguous areas of ≳400 deg{sup 2}. The method can isolate the CIB spatial spectrum by z to sub-percent statistical accuracy. We illustrate this with a specific model of CIB production at high z normalized to reproduce the measured Spitzer -based CIB fluctuation. We show that even if the latter contains only a small component from high- z sources, the amplitude of that component can be accurately isolated with the methodology proposed here and the BAO signatures at z ≳ 10 are recovered well from the CIB fluctuation spatial spectrum. Probing the BAO at those redshifts will be an important test of the underlying cosmological paradigm and would narrow the overall uncertainties on the evolution of cosmological parameters, including the DE. Similar methodology is applicable to the planned WFIRST mission, where we show that a possible fourth near-IR channel at ≥2 μ m would be beneficial.« less

Nonextensive Entropy Approach to Space Plasma Fluctuations and Turbulence

NASA Astrophysics Data System (ADS)

Leubner, M. P.; Vörös, Z.; Baumjohann, W.

Spatial intermittency in fully developed turbulence is an established feature of astrophysical plasma fluctuations and in particular apparent in the interplanetary medium by in situ observations. In this situation, the classical Boltzmann— Gibbs extensive thermo-statistics, applicable when microscopic interactions and memory are short ranged and the environment is a continuous and differentiable manifold, fails. Upon generalization of the entropy function to nonextensivity, accounting for long-range interactions and thus for correlations in the system, it is demonstrated that the corresponding probability distribution functions (PDFs) are members of a family of specific power-law distributions. In particular, the resulting theoretical bi-κ functional reproduces accurately the observed global leptokurtic, non-Gaussian shape of the increment PDFs of characteristic solar wind variables on all scales, where nonlocality in turbulence is controlled via a multiscale coupling parameter. Gradual decoupling is obtained by enhancing the spatial separation scale corresponding to increasing κ-values in case of slow solar wind conditions where a Gaussian is approached in the limit of large scales. Contrary, the scaling properties in the high speed solar wind are predominantly governed by the mean energy or variance of the distribution, appearing as second parameter in the theory. The PDFs of solar wind scalar field differences are computed from WIND and ACE data for different time-lags and bulk speeds and analyzed within the nonextensive theory, where also a particular nonlinear dependence of the coupling parameter and variance with scale arises for best fitting theoretical PDFs. Consequently, nonlocality in fluctuations, related to both, turbulence and its large scale driving, should be related to long-range interactions in the context of nonextensive entropy generalization, providing fundamentally the physical background of the observed scale dependence of fluctuations in intermittent space plasmas.

Application of the quantum spin glass theory to image restoration.

PubMed

Inoue, J I

2001-04-01

Quantum fluctuation is introduced into the Markov random-field model for image restoration in the context of a Bayesian approach. We investigate the dependence of the quantum fluctuation on the quality of a black and white image restoration by making use of statistical mechanics. We find that the maximum posterior marginal (MPM) estimate based on the quantum fluctuation gives a fine restoration in comparison with the maximum a posteriori estimate or the thermal fluctuation based MPM estimate.

Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Much Less Rare Events

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2008-03-01

Recent analysis of truly huge quantities of empirical data suggests that classic economic theories not only fail for a few outliers, but that there occur similar outliers of every possible size. In fact, if one analyzes only a small data set (say 10^4 data points), then outliers appear to occur as ``rare events.'' However, when we analyze orders of magnitude more data (10^8 data points!), we find orders of magnitude more outliers---so ignoring them is not a responsible option, and studying their properties becomes a realistic goal. We find that the statistical properties of these ``outliers'' are identical to the statistical properties of everyday fluctuations. For example, a histogram giving the number of fluctuations of a given magnitude x for fluctuations ranging in magnitude from everyday fluctuations to extremely rare fluctuations that occur with a probability of only 10-8 is a perfect straight line in a double-log plot. Quantitative analogies between financial fluctuations and earthquakes will be discussed. Two unifying principles that underlie much of the finance analysis we will present are scale invariance and universality [R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance/ (Cambridge U. Press, 2000)]. Scale invariance is a property not about algebraic equations but rather about functional equations, which have as their solutions not numbers but rather functional forms. The key idea of universality is that the identical set of laws hold across diverse markets, and over diverse time periods. This work was carried out in collaboration with a number of students and colleagues, chief among whom are X. Gabaix (MIT and Princeton) and V. Plerou (Boston University).

Effect of weak rotation on large-scale circulation cessations in turbulent convection.

PubMed

Assaf, Michael; Angheluta, Luiza; Goldenfeld, Nigel

2012-08-17

We investigate the effect of weak rotation on the large-scale circulation (LSC) of turbulent Rayleigh-Bénard convection, using the theory for cessations in a low-dimensional stochastic model of the flow previously studied. We determine the cessation frequency of the LSC as a function of rotation, and calculate the statistics of the amplitude and azimuthal velocity fluctuations of the LSC as a function of the rotation rate for different Rayleigh numbers. Furthermore, we show that the tails of the reorientation PDF remain unchanged for rotating systems, while the distribution of the LSC amplitude and correspondingly the cessation frequency are strongly affected by rotation. Our results are in close agreement with experimental observations.

Exact Extremal Statistics in the Classical 1D Coulomb Gas

NASA Astrophysics Data System (ADS)

Dhar, Abhishek; Kundu, Anupam; Majumdar, Satya N.; Sabhapandit, Sanjib; Schehr, Grégory

2017-08-01

We consider a one-dimensional classical Coulomb gas of N -like charges in a harmonic potential—also known as the one-dimensional one-component plasma. We compute, analytically, the probability distribution of the position xmax of the rightmost charge in the limit of large N . We show that the typical fluctuations of xmax around its mean are described by a nontrivial scaling function, with asymmetric tails. This distribution is different from the Tracy-Widom distribution of xmax for Dyson's log gas. We also compute the large deviation functions of xmax explicitly and show that the system exhibits a third-order phase transition, as in the log gas. Our theoretical predictions are verified numerically.

Low-energy enhancement and fluctuations of γ -ray strength functions in 56,57 Fe: test of the Brink–Axel hypothesis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Larsen, A. C.; Guttormsen, M.; Blasi, N.

Nuclear level densities and γ-ray strength functions of 56,57Fe have been extracted from proton-γ coincidences. A low-energy enhancement in the γ-ray strength functions up to a factor of 30 over common theoretical E1 models is confirmed. Angular distributions of the low-energy enhancement in 57Fe indicate its dipole nature, in agreement with findings for 56Fe. The high statistics and the excellent energy resolution of the large-volume LaBr 3(Ce) detectors allowed for a thorough analysis of γ strength as function of excitation energy. Taking into account the presence of strong Porter–Thomas fluctuations, there is no indication of any significant excitation energy dependencemore » in the γ-ray strength function, which is in support of the generalized Brink–Axel hypothesis.« less

Low-energy enhancement and fluctuations of γ -ray strength functions in 56,57 Fe: test of the Brink–Axel hypothesis

DOE PAGES

Larsen, A. C.; Guttormsen, M.; Blasi, N.; ...

2017-04-24

Nuclear level densities and γ-ray strength functions of 56,57Fe have been extracted from proton-γ coincidences. A low-energy enhancement in the γ-ray strength functions up to a factor of 30 over common theoretical E1 models is confirmed. Angular distributions of the low-energy enhancement in 57Fe indicate its dipole nature, in agreement with findings for 56Fe. The high statistics and the excellent energy resolution of the large-volume LaBr 3(Ce) detectors allowed for a thorough analysis of γ strength as function of excitation energy. Taking into account the presence of strong Porter–Thomas fluctuations, there is no indication of any significant excitation energy dependencemore » in the γ-ray strength function, which is in support of the generalized Brink–Axel hypothesis.« less

Non-Poissonian Quantum Jumps of a Fluxonium Qubit due to Quasiparticle Excitations

NASA Astrophysics Data System (ADS)

Vool, U.; Pop, I. M.; Sliwa, K.; Abdo, B.; Wang, C.; Brecht, T.; Gao, Y. Y.; Shankar, S.; Hatridge, M.; Catelani, G.; Mirrahimi, M.; Frunzio, L.; Schoelkopf, R. J.; Glazman, L. I.; Devoret, M. H.

2014-12-01

As the energy relaxation time of superconducting qubits steadily improves, nonequilibrium quasiparticle excitations above the superconducting gap emerge as an increasingly relevant limit for qubit coherence. We measure fluctuations in the number of quasiparticle excitations by continuously monitoring the spontaneous quantum jumps between the states of a fluxonium qubit, in conditions where relaxation is dominated by quasiparticle loss. Resolution on the scale of a single quasiparticle is obtained by performing quantum nondemolition projective measurements within a time interval much shorter than T1 , using a quantum-limited amplifier (Josephson parametric converter). The quantum jump statistics switches between the expected Poisson distribution and a non-Poissonian one, indicating large relative fluctuations in the quasiparticle population, on time scales varying from seconds to hours. This dynamics can be modified controllably by injecting quasiparticles or by seeding quasiparticle-trapping vortices by cooling down in a magnetic field.

The mechanics of state dependent neural correlations

PubMed Central

Doiron, Brent; Litwin-Kumar, Ashok; Rosenbaum, Robert; Ocker, Gabriel K.; Josić, Krešimir

2016-01-01

Simultaneous recordings from large neural populations are becoming increasingly common. An important feature of the population activity are the trial-to-trial correlated fluctuations of the spike train outputs of recorded neuron pairs. Like the firing rate of single neurons, correlated activity can be modulated by a number of factors, from changes in arousal and attentional state to learning and task engagement. However, the network mechanisms that underlie these changes are not fully understood. We review recent theoretical results that identify three separate biophysical mechanisms that modulate spike train correlations: changes in input correlations, internal fluctuations, and the transfer function of single neurons. We first examine these mechanisms in feedforward pathways, and then show how the same approach can explain the modulation of correlations in recurrent networks. Such mechanistic constraints on the modulation of population activity will be important in statistical analyses of high dimensional neural data. PMID:26906505

Non-Poissonian quantum jumps of a fluxonium qubit due to quasiparticle excitations.

PubMed

Vool, U; Pop, I M; Sliwa, K; Abdo, B; Wang, C; Brecht, T; Gao, Y Y; Shankar, S; Hatridge, M; Catelani, G; Mirrahimi, M; Frunzio, L; Schoelkopf, R J; Glazman, L I; Devoret, M H

2014-12-12

As the energy relaxation time of superconducting qubits steadily improves, nonequilibrium quasiparticle excitations above the superconducting gap emerge as an increasingly relevant limit for qubit coherence. We measure fluctuations in the number of quasiparticle excitations by continuously monitoring the spontaneous quantum jumps between the states of a fluxonium qubit, in conditions where relaxation is dominated by quasiparticle loss. Resolution on the scale of a single quasiparticle is obtained by performing quantum nondemolition projective measurements within a time interval much shorter than T₁, using a quantum-limited amplifier (Josephson parametric converter). The quantum jump statistics switches between the expected Poisson distribution and a non-Poissonian one, indicating large relative fluctuations in the quasiparticle population, on time scales varying from seconds to hours. This dynamics can be modified controllably by injecting quasiparticles or by seeding quasiparticle-trapping vortices by cooling down in a magnetic field.

Effect of the Lorentz force on on-off dynamo intermittency.

PubMed

Alexakis, Alexandros; Ponty, Yannick

2008-05-01

An investigation of the dynamo instability close to the threshold produced by an ABC forced flow is presented. We focus on the on-off intermittency behavior of the dynamo and the countereffect of the Lorentz force in the nonlinear stage of the dynamo. The Lorentz force drastically alters the statistics of the turbulent fluctuations of the flow and reduces their amplitude. As a result, much longer bursts (on phases) are observed than is expected based on the amplitude of the fluctuations in the kinematic regime of the dynamo. For large Reynolds numbers, the duration time of the on phase follows a power law distribution, while for smaller Reynolds numbers the Lorentz force completely kills the noise and the system transits from a chaotic state into a laminar time periodic flow. The behavior of the on-off intermittency as the Reynolds number is increased is also examined. The connections with dynamo experiments and theoretical modeling are discussed.

The role of the airline transportation network in the prediction and predictability of global epidemics.

PubMed

Colizza, Vittoria; Barrat, Alain; Barthélemy, Marc; Vespignani, Alessandro

2006-02-14

The systematic study of large-scale networks has unveiled the ubiquitous presence of connectivity patterns characterized by large-scale heterogeneities and unbounded statistical fluctuations. These features affect dramatically the behavior of the diffusion processes occurring on networks, determining the ensuing statistical properties of their evolution pattern and dynamics. In this article, we present a stochastic computational framework for the forecast of global epidemics that considers the complete worldwide air travel infrastructure complemented with census population data. We address two basic issues in global epidemic modeling: (i) we study the role of the large scale properties of the airline transportation network in determining the global diffusion pattern of emerging diseases; and (ii) we evaluate the reliability of forecasts and outbreak scenarios with respect to the intrinsic stochasticity of disease transmission and traffic flows. To address these issues we define a set of quantitative measures able to characterize the level of heterogeneity and predictability of the epidemic pattern. These measures may be used for the analysis of containment policies and epidemic risk assessment.

Non-Hookean statistical mechanics of clamped graphene ribbons

NASA Astrophysics Data System (ADS)

Bowick, Mark J.; Košmrlj, Andrej; Nelson, David R.; Sknepnek, Rastko

2017-03-01

Thermally fluctuating sheets and ribbons provide an intriguing forum in which to investigate strong violations of Hooke's Law: Large distance elastic parameters are in fact not constant but instead depend on the macroscopic dimensions. Inspired by recent experiments on free-standing graphene cantilevers, we combine the statistical mechanics of thin elastic plates and large-scale numerical simulations to investigate the thermal renormalization of the bending rigidity of graphene ribbons clamped at one end. For ribbons of dimensions W ×L (with L ≥W ), the macroscopic bending rigidity κR determined from cantilever deformations is independent of the width when W <ℓth , where ℓth is a thermal length scale, as expected. When W >ℓth , however, this thermally renormalized bending rigidity begins to systematically increase, in agreement with the scaling theory, although in our simulations we were not quite able to reach the system sizes necessary to determine the fully developed power law dependence on W . When the ribbon length L >ℓp , where ℓp is the W -dependent thermally renormalized ribbon persistence length, we observe a scaling collapse and the beginnings of large scale random walk behavior.

Measurement-device-independent quantum key distribution with source state errors and statistical fluctuation

NASA Astrophysics Data System (ADS)

Jiang, Cong; Yu, Zong-Wen; Wang, Xiang-Bin

2017-03-01

We show how to calculate the secure final key rate in the four-intensity decoy-state measurement-device-independent quantum key distribution protocol with both source errors and statistical fluctuations with a certain failure probability. Our results rely only on the range of only a few parameters in the source state. All imperfections in this protocol have been taken into consideration without assuming any specific error patterns of the source.

Adaptation to stimulus statistics in the perception and neural representation of auditory space.

PubMed

Dahmen, Johannes C; Keating, Peter; Nodal, Fernando R; Schulz, Andreas L; King, Andrew J

2010-06-24

Sensory systems are known to adapt their coding strategies to the statistics of their environment, but little is still known about the perceptual implications of such adjustments. We investigated how auditory spatial processing adapts to stimulus statistics by presenting human listeners and anesthetized ferrets with noise sequences in which interaural level differences (ILD) rapidly fluctuated according to a Gaussian distribution. The mean of the distribution biased the perceived laterality of a subsequent stimulus, whereas the distribution's variance changed the listeners' spatial sensitivity. The responses of neurons in the inferior colliculus changed in line with these perceptual phenomena. Their ILD preference adjusted to match the stimulus distribution mean, resulting in large shifts in rate-ILD functions, while their gain adapted to the stimulus variance, producing pronounced changes in neural sensitivity. Our findings suggest that processing of auditory space is geared toward emphasizing relative spatial differences rather than the accurate representation of absolute position.

Tipping points in the arctic: eyeballing or statistical significance?

PubMed

Carstensen, Jacob; Weydmann, Agata

2012-02-01

Arctic ecosystems have experienced and are projected to experience continued large increases in temperature and declines in sea ice cover. It has been hypothesized that small changes in ecosystem drivers can fundamentally alter ecosystem functioning, and that this might be particularly pronounced for Arctic ecosystems. We present a suite of simple statistical analyses to identify changes in the statistical properties of data, emphasizing that changes in the standard error should be considered in addition to changes in mean properties. The methods are exemplified using sea ice extent, and suggest that the loss rate of sea ice accelerated by factor of ~5 in 1996, as reported in other studies, but increases in random fluctuations, as an early warning signal, were observed already in 1990. We recommend to employ the proposed methods more systematically for analyzing tipping points to document effects of climate change in the Arctic.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ade, P. A. R.; Aghanim, N.; Akrami, Y.

In this paper, we test the statistical isotropy and Gaussianity of the cosmic microwave background (CMB) anisotropies using observations made by the Planck satellite. Our results are based mainly on the full Planck mission for temperature, but also include some polarization measurements. In particular, we consider the CMB anisotropy maps derived from the multi-frequency Planck data by several component-separation methods. For the temperature anisotropies, we find excellent agreement between results based on these sky maps over both a very large fraction of the sky and a broad range of angular scales, establishing that potential foreground residuals do not affect ourmore » studies. Tests of skewness, kurtosis, multi-normality, N-point functions, and Minkowski functionals indicate consistency with Gaussianity, while a power deficit at large angular scales is manifested in several ways, for example low map variance. The results of a peak statistics analysis are consistent with the expectations of a Gaussian random field. The “Cold Spot” is detected with several methods, including map kurtosis, peak statistics, and mean temperature profile. We thoroughly probe the large-scale dipolar power asymmetry, detecting it with several independent tests, and address the subject of a posteriori correction. Tests of directionality suggest the presence of angular clustering from large to small scales, but at a significance that is dependent on the details of the approach. We perform the first examination of polarization data, finding the morphology of stacked peaks to be consistent with the expectations of statistically isotropic simulations. Finally, where they overlap, these results are consistent with the Planck 2013 analysis based on the nominal mission data and provide our most thorough view of the statistics of the CMB fluctuations to date.« less

Wind profiling based on the optical beam intensity statistics in a turbulent atmosphere.

PubMed

Banakh, Victor A; Marakasov, Dimitrii A

2007-10-01

Reconstruction of the wind profile from the statistics of intensity fluctuations of an optical beam propagating in a turbulent atmosphere is considered. The equations for the spatiotemporal correlation function and the spectrum of weak intensity fluctuations of a Gaussian beam are obtained. The algorithms of wind profile retrieval from the spatiotemporal intensity spectrum are described and the results of end-to-end computer experiments on wind profiling based on the developed algorithms are presented. It is shown that the developed algorithms allow retrieval of the wind profile from the turbulent optical beam intensity fluctuations with acceptable accuracy in many practically feasible laser measurements set up in the atmosphere.

Out-of-time-order fluctuation-dissipation theorem

NASA Astrophysics Data System (ADS)

Tsuji, Naoto; Shitara, Tomohiro; Ueda, Masahito

2018-01-01

We prove a generalized fluctuation-dissipation theorem for a certain class of out-of-time-ordered correlators (OTOCs) with a modified statistical average, which we call bipartite OTOCs, for general quantum systems in thermal equilibrium. The difference between the bipartite and physical OTOCs defined by the usual statistical average is quantified by a measure of quantum fluctuations known as the Wigner-Yanase skew information. Within this difference, the theorem describes a universal relation between chaotic behavior in quantum systems and a nonlinear-response function that involves a time-reversed process. We show that the theorem can be generalized to higher-order n -partite OTOCs as well as in the form of generalized covariance.

Macroecological patterns of phytoplankton in the northwestern North Atlantic Ocean.

PubMed

Li, W K W

2002-09-12

Many issues in biological oceanography are regional or global in scope; however, there are not many data sets of extensive areal coverage for marine plankton. In microbial ecology, a fruitful approach to large-scale questions is comparative analysis wherein statistical data patterns are sought from different ecosystems, frequently assembled from unrelated studies. A more recent approach termed macroecology characterizes phenomena emerging from large numbers of biological units by emphasizing the shapes and boundaries of statistical distributions, because these reflect the constraints on variation. Here, I use a set of flow cytometric measurements to provide macroecological perspectives on North Atlantic phytoplankton communities. Distinct trends of abundance in picophytoplankton and both small and large nanophytoplankton underlaid two patterns. First, total abundance of the three groups was related to assemblage mean-cell size according to the 3/4 power law of allometric scaling in biology. Second, cytometric diversity (an ataxonomic measure of assemblage entropy) was maximal at intermediate levels of water column stratification. Here, intermediate disturbance shapes diversity through an equitable distribution of cells in size classes, from which arises a high overall biomass. By subsuming local fluctuations, macroecology reveals meaningful patterns of phytoplankton at large scales.

Detecting the chaotic nature in a transitional boundary layer using symbolic information-theory quantifiers.

PubMed

Zhang, Wen; Liu, Peiqing; Guo, Hao; Wang, Jinjun

2017-11-01

The permutation entropy and the statistical complexity are employed to study the boundary-layer transition induced by the surface roughness. The velocity signals measured in the transition process are analyzed with these symbolic quantifiers, as well as the complexity-entropy causality plane, and the chaotic nature of the instability fluctuations is identified. The frequency of the dominant fluctuations has been found according to the time scales corresponding to the extreme values of the symbolic quantifiers. The laminar-turbulent transition process is accompanied by the evolution in the degree of organization of the complex eddy motions, which is also characterized with the growing smaller and flatter circles in the complexity-entropy causality plane. With the help of the permutation entropy and the statistical complexity, the differences between the chaotic fluctuations detected in the experiments and the classical Tollmien-Schlichting wave are shown and discussed. It is also found that the chaotic features of the instability fluctuations can be approximated with a number of regular sine waves superimposed on the fluctuations of the undisturbed laminar boundary layer. This result is related to the physical mechanism in the generation of the instability fluctuations, which is the noise-induced chaos.

Detecting the chaotic nature in a transitional boundary layer using symbolic information-theory quantifiers

NASA Astrophysics Data System (ADS)

Zhang, Wen; Liu, Peiqing; Guo, Hao; Wang, Jinjun

2017-11-01

The permutation entropy and the statistical complexity are employed to study the boundary-layer transition induced by the surface roughness. The velocity signals measured in the transition process are analyzed with these symbolic quantifiers, as well as the complexity-entropy causality plane, and the chaotic nature of the instability fluctuations is identified. The frequency of the dominant fluctuations has been found according to the time scales corresponding to the extreme values of the symbolic quantifiers. The laminar-turbulent transition process is accompanied by the evolution in the degree of organization of the complex eddy motions, which is also characterized with the growing smaller and flatter circles in the complexity-entropy causality plane. With the help of the permutation entropy and the statistical complexity, the differences between the chaotic fluctuations detected in the experiments and the classical Tollmien-Schlichting wave are shown and discussed. It is also found that the chaotic features of the instability fluctuations can be approximated with a number of regular sine waves superimposed on the fluctuations of the undisturbed laminar boundary layer. This result is related to the physical mechanism in the generation of the instability fluctuations, which is the noise-induced chaos.

Inherent Variability in Short-time Wind Turbine Statistics from Turbulence Structure in the Atmospheric Surface Layer

NASA Astrophysics Data System (ADS)

Lavely, Adam; Vijayakumar, Ganesh; Brasseur, James; Paterson, Eric; Kinzel, Michael

2011-11-01

Using large-eddy simulation (LES) of the neutral and moderately convective atmospheric boundary layers (NBL, MCBL), we analyze the impact of coherent turbulence structure of the atmospheric surface layer on the short-time statistics that are commonly collected from wind turbines. The incoming winds are conditionally sampled with a filtering and thresholding algorithm into high/low horizontal and vertical velocity fluctuation coherent events. The time scales of these events are ~5 - 20 blade rotations and are roughly twice as long in the MCBL as the NBL. Horizontal velocity events are associated with greater variability in rotor power, lift and blade-bending moment than vertical velocity events. The variability in the industry standard 10 minute average for rotor power, sectional lift and wind velocity had a standard deviation of ~ 5% relative to the ``infinite time'' statistics for the NBL and ~10% for the MCBL. We conclude that turbulence structure associated with atmospheric stability state contributes considerable, quantifiable, variability to wind turbine statistics. Supported by NSF and DOE.

REINVENTING PERSONAL EXPOSURE TO PARTICULATE MATTER

EPA Science Inventory

Recent epidemiologic studies of modern air pollution show statistically significant relationships between fluctuations of daily non-trauma mortality and fluctuations of daily ambient particulate matter (PM) levels at low concentrations. A review of historic smoke-fog (smog)episo...

Graphene Statistical Mechanics

NASA Astrophysics Data System (ADS)

Bowick, Mark; Kosmrlj, Andrej; Nelson, David; Sknepnek, Rastko

2015-03-01

Graphene provides an ideal system to test the statistical mechanics of thermally fluctuating elastic membranes. The high Young's modulus of graphene means that thermal fluctuations over even small length scales significantly stiffen the renormalized bending rigidity. We study the effect of thermal fluctuations on graphene ribbons of width W and length L, pinned at one end, via coarse-grained Molecular Dynamics simulations and compare with analytic predictions of the scaling of width-averaged root-mean-squared height fluctuations as a function of distance along the ribbon. Scaling collapse as a function of W and L also allows us to extract the scaling exponent eta governing the long-wavelength stiffening of the bending rigidity. A full understanding of the geometry-dependent mechanical properties of graphene, including arrays of cuts, may allow the design of a variety of modular elements with desired mechanical properties starting from pure graphene alone. Supported by NSF grant DMR-1435794

Estimating the effects of harmonic voltage fluctuations on the temperature rise of squirrel-cage motors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Emanuel, A.E.

1991-03-01

This article presents a preliminary analysis of the effect of randomly varying harmonic voltages on the temperature rise of squirrel-cage motors. The stochastic process of random variations of harmonic voltages is defined by means of simple statistics (mean, standard deviation, type of distribution). Computational models based on a first-order approximation of the motor losses and on the Monte Carlo method yield results which prove that equipment with large thermal time-constant is capable of withstanding for a short period of time larger distortions than THD = 5%.

Free tropospheric measurements of CS2 over a 45 deg N to 45 deg S latitude range

NASA Technical Reports Server (NTRS)

Tucker, B. J.; Maroulis, P. J.; Bandy, A. R.

1985-01-01

The mean value obtained from 52 free tropospheric measurements of CS2 over the 45 deg N-45 deg S latitude range was 5.7 pptv, with standard deviation and standard error of 1.9 and 0.3 pptv, respectively. Large fluctuations in the CS2 concentration are observed which reflect the apparent short atmospheric residence time and inhomogeneities in the surface sources of CS2. The amounts of CS2 in the Northern and Southern Hemispheres are statistically equal.

The distinct character of anisotropy and intermittency in inertial and kinetic range solar wind plasma turbulence

NASA Astrophysics Data System (ADS)

Kiyani, Khurom; Chapman, Sandra; Osman, Kareem; Sahraoui, Fouad; Hnat, Bogdan

2014-05-01

The anisotropic nature of the scaling properties of solar wind magnetic turbulence fluctuations is investigated scale by scale using high cadence in situ magnetic field measurements from the Cluster, ACE and STEREO spacecraft missions in both fast and slow quiet solar wind conditions. The data span five decades in scales from the inertial range to the electron Larmor radius. We find a clear transition in scaling behaviour between the inertial and kinetic range of scales, which provides a direct, quantitative constraint on the physical processes that mediate the cascade of energy through these scales. In the inertial (magnetohydrodynamic) range the statistical nature of turbulent fluctuations are known to be anisotropic, both in the vector components of the magnetic field fluctuations (variance anisotropy) and in the spatial scales of these fluctuations (wavevector or k-anisotropy). We show for the first time that, when measuring parallel to the local magnetic field direction, the full statistical signature of the magnetic and Elsasser field fluctuations is that of a non-Gaussian globally scale-invariant process. This is distinct from the classic multi-exponent statistics observed when the local magnetic field is perpendicular to the flow direction. These observations suggest the weakness, or absence, of a parallel magnetofluid turbulence energy cascade. In contrast to the inertial range, there is a successive increase toward isotropy between parallel and transverse power at scales below the ion Larmor radius, with isotropy being achieved at the electron Larmor radius. Computing higher-order statistics, we show that the full statistical signature of both parallel, and perpendicular fluctuations at scales below the ion Larmor radius are that of an isotropic globally scale-invariant non-Gaussian process. Lastly, we perform a survey of multiple intervals of quiet solar wind sampled under different plasma conditions (fast, slow wind; plasma beta etc.) and find that the above results on the scaling transition between inertial and kinetic range scales are qualitatively robust, and that quantitatively, there is a spread in the values of the scaling exponents.

Wind velocity profile reconstruction from intensity fluctuations of a plane wave propagating in a turbulent atmosphere.

PubMed

Banakh, V A; Marakasov, D A

2007-08-01

Reconstruction of a wind profile based on the statistics of plane-wave intensity fluctuations in a turbulent atmosphere is considered. The algorithm for wind profile retrieval from the spatiotemporal spectrum of plane-wave weak intensity fluctuations is described, and the results of end-to-end computer experiments on wind profiling based on the developed algorithm are presented. It is shown that the reconstructing algorithm allows retrieval of a wind profile from turbulent plane-wave intensity fluctuations with acceptable accuracy.

Capillary fluctuations of surface steps: An atomistic simulation study for the model Cu(111) system

NASA Astrophysics Data System (ADS)

Freitas, Rodrigo; Frolov, Timofey; Asta, Mark

2017-10-01

Molecular dynamics (MD) simulations are employed to investigate the capillary fluctuations of steps on the surface of a model metal system. The fluctuation spectrum, characterized by the wave number (k ) dependence of the mean squared capillary-wave amplitudes and associated relaxation times, is calculated for 〈110 〉 and 〈112 〉 steps on the {111 } surface of elemental copper near the melting temperature of the classical potential model considered. Step stiffnesses are derived from the MD results, yielding values from the largest system sizes of (37 ±1 ) meV/A ˚ for the different line orientations, implying that the stiffness is isotropic within the statistical precision of the calculations. The fluctuation lifetimes are found to vary by approximately four orders of magnitude over the range of wave numbers investigated, displaying a k dependence consistent with kinetics governed by step-edge mediated diffusion. The values for step stiffness derived from these simulations are compared to step free energies for the same system and temperature obtained in a recent MD-based thermodynamic-integration (TI) study [Freitas, Frolov, and Asta, Phys. Rev. B 95, 155444 (2017), 10.1103/PhysRevB.95.155444]. Results from the capillary-fluctuation analysis and TI calculations yield statistically significant differences that are discussed within the framework of statistical-mechanical theories for configurational contributions to step free energies.

Critical Fluctuations in Cortical Models Near Instability

PubMed Central

Aburn, Matthew J.; Holmes, C. A.; Roberts, James A.; Boonstra, Tjeerd W.; Breakspear, Michael

2012-01-01

Computational studies often proceed from the premise that cortical dynamics operate in a linearly stable domain, where fluctuations dissipate quickly and show only short memory. Studies of human electroencephalography (EEG), however, have shown significant autocorrelation at time lags on the scale of minutes, indicating the need to consider regimes where non-linearities influence the dynamics. Statistical properties such as increased autocorrelation length, increased variance, power law scaling, and bistable switching have been suggested as generic indicators of the approach to bifurcation in non-linear dynamical systems. We study temporal fluctuations in a widely-employed computational model (the Jansen–Rit model) of cortical activity, examining the statistical signatures that accompany bifurcations. Approaching supercritical Hopf bifurcations through tuning of the background excitatory input, we find a dramatic increase in the autocorrelation length that depends sensitively on the direction in phase space of the input fluctuations and hence on which neuronal subpopulation is stochastically perturbed. Similar dependence on the input direction is found in the distribution of fluctuation size and duration, which show power law scaling that extends over four orders of magnitude at the Hopf bifurcation. We conjecture that the alignment in phase space between the input noise vector and the center manifold of the Hopf bifurcation is directly linked to these changes. These results are consistent with the possibility of statistical indicators of linear instability being detectable in real EEG time series. However, even in a simple cortical model, we find that these indicators may not necessarily be visible even when bifurcations are present because their expression can depend sensitively on the neuronal pathway of incoming fluctuations. PMID:22952464

Human movement stochastic variability leads to diagnostic biomarkers In Autism Spectrum Disorders (ASD)

NASA Astrophysics Data System (ADS)

Wu, Di; Torres, Elizabeth B.; Jose, Jorge V.

2015-03-01

ASD is a spectrum of neurodevelopmental disorders. The high heterogeneity of the symptoms associated with the disorder impedes efficient diagnoses based on human observations. Recent advances with high-resolution MEM wearable sensors enable accurate movement measurements that may escape the naked eye. It calls for objective metrics to extract physiological relevant information from the rapidly accumulating data. In this talk we'll discuss the statistical analysis of movement data continuously collected with high-resolution sensors at 240Hz. We calculated statistical properties of speed fluctuations within the millisecond time range that closely correlate with the subjects' cognitive abilities. We computed the periodicity and synchronicity of the speed fluctuations' from their power spectrum and ensemble averaged two-point cross-correlation function. We built a two-parameter phase space from the temporal statistical analyses of the nearest neighbor fluctuations that provided a quantitative biomarker for ASD and adult normal subjects and further classified ASD severity. We also found age related developmental statistical signatures and potential ASD parental links in our movement dynamical studies. Our results may have direct clinical applications.

Appplication of statistical mechanical methods to the modeling of social networks

NASA Astrophysics Data System (ADS)

Strathman, Anthony Robert

With the recent availability of large-scale social data sets, social networks have become open to quantitative analysis via the methods of statistical physics. We examine the statistical properties of a real large-scale social network, generated from cellular phone call-trace logs. We find this network, like many other social networks to be assortative (r = 0.31) and clustered (i.e., strongly transitive, C = 0.21). We measure fluctuation scaling to identify the presence of internal structure in the network and find that structural inhomogeneity effectively disappears at the scale of a few hundred nodes, though there is no sharp cutoff. We introduce an agent-based model of social behavior, designed to model the formation and dissolution of social ties. The model is a modified Metropolis algorithm containing agents operating under the basic sociological constraints of reciprocity, communication need and transitivity. The model introduces the concept of a social temperature. We go on to show that this simple model reproduces the global statistical network features (incl. assortativity, connected fraction, mean degree, clustering, and mean shortest path length) of the real network data and undergoes two phase transitions, one being from a "gas" to a "liquid" state and the second from a liquid to a glassy state as function of this social temperature.

Statistics of Magnetic Reconnection X-Lines in Kinetic Turbulence

NASA Astrophysics Data System (ADS)

Haggerty, C. C.; Parashar, T.; Matthaeus, W. H.; Shay, M. A.; Wan, M.; Servidio, S.; Wu, P.

2016-12-01

In this work we examine the statistics of magnetic reconnection (x-lines) and their associated reconnection rates in intermittent current sheets generated in turbulent plasmas. Although such statistics have been studied previously for fluid simulations (e.g. [1]), they have not yet been generalized to fully kinetic particle-in-cell (PIC) simulations. A significant problem with PIC simulations, however, is electrostatic fluctuations generated due to numerical particle counting statistics. We find that analyzing gradients of the magnetic vector potential from the raw PIC field data identifies numerous artificial (or non-physical) x-points. Using small Orszag-Tang vortex PIC simulations, we analyze x-line identification and show that these artificial x-lines can be removed using sub-Debye length filtering of the data. We examine how turbulent properties such as the magnetic spectrum and scale dependent kurtosis are affected by particle noise and sub-Debye length filtering. We subsequently apply these analysis methods to a large scale kinetic PIC turbulent simulation. Consistent with previous fluid models, we find a range of normalized reconnection rates as large as ½ but with the bulk of the rates being approximately less than to 0.1. [1] Servidio, S., W. H. Matthaeus, M. A. Shay, P. A. Cassak, and P. Dmitruk (2009), Magnetic reconnection and two-dimensional magnetohydrodynamic turbulence, Phys. Rev. Lett., 102, 115003.

Finding Statistically Significant Communities in Networks

PubMed Central

Lancichinetti, Andrea; Radicchi, Filippo; Ramasco, José J.; Fortunato, Santo

2011-01-01

Community structure is one of the main structural features of networks, revealing both their internal organization and the similarity of their elementary units. Despite the large variety of methods proposed to detect communities in graphs, there is a big need for multi-purpose techniques, able to handle different types of datasets and the subtleties of community structure. In this paper we present OSLOM (Order Statistics Local Optimization Method), the first method capable to detect clusters in networks accounting for edge directions, edge weights, overlapping communities, hierarchies and community dynamics. It is based on the local optimization of a fitness function expressing the statistical significance of clusters with respect to random fluctuations, which is estimated with tools of Extreme and Order Statistics. OSLOM can be used alone or as a refinement procedure of partitions/covers delivered by other techniques. We have also implemented sequential algorithms combining OSLOM with other fast techniques, so that the community structure of very large networks can be uncovered. Our method has a comparable performance as the best existing algorithms on artificial benchmark graphs. Several applications on real networks are shown as well. OSLOM is implemented in a freely available software (http://www.oslom.org), and we believe it will be a valuable tool in the analysis of networks. PMID:21559480

ARE MALES MORE SUSCEPTIBLE TO AMBIENT PM THAN FEMALES?

EPA Science Inventory

Recent epidemiologic studies of modern air pollution show statistically significant relationships between fluctuations of daily non-trauma mortality and fluctuations of daily ambient particulate matter (PM) levels at low concentrations. A review of historic smoke-fog (smog)episo...

Fourier and wavelet analyses of intermittent and resonant pressure components in a slot burner

NASA Astrophysics Data System (ADS)

Pagliaroli, Tiziano; Mancinelli, Matteo; Troiani, Guido; Iemma, Umberto; Camussi, Roberto

2018-01-01

In laboratory-scale burner it has been observed that the acoustic excitations change the flame topology inducing asymmetry and oscillations. Hence, an acoustic and aeroacoustic study in non reactive condition is of primary importance during the design stage of a new burner in order to avoid the development of standing waves which can force the flame. So wall pressure fluctuations inside and outside of a novel slot burner have been studied experimentally and numerically for a broad range of geometrical parameters and mass flow rates. Wall pressure fluctuations have been measured through cavity-mounted microphones, providing uni- and multi-variate pressure statistics in both the time and frequency domains. Furthermore, since the onset of combustion-driven oscillations is always presaged by intermittent bursts of high amplitude, a wavelet-based conditional sampling procedure was applied to the database in order to detect coherent signatures embedded in the pressure time signals. Since for a particular case the coherent structures identified have a multi-scale signature, a wavelet-based decomposition technique was proposed as well to separate the contribution of the large- and small-scale flow structures to the pressure fluctuation field. As a main outcome of the activity no coupling between standing waves and velocity fluctuations was observed, but only well localized pressure signatures with shape strongly affected by the neighbouring flow physics.

Evolutions of fluctuation modes and inner structures of global stock markets

NASA Astrophysics Data System (ADS)

Yan, Yan; Wang, Lei; Liu, Maoxin; Chen, Xiaosong

2016-09-01

The paper uses empirical data, including 42 globally main stock indices in the period 1996-2014, to systematically study the evolution of fluctuation modes and inner structures of global stock markets. The data are large in scale considering both time and space. A covariance matrix-based principle fluctuation mode analysis (PFMA) is used to explore the properties of the global stock markets. It has been ignored by previous studies that covariance matrix is more suitable than the correlation matrix to be the basis of PFMA. It is found that the principle fluctuation modes of global stock markets are in the same directions, and global stock markets are divided into three clusters, which are found to be closely related to the countries’ locations with exceptions of China, Russia and Czech Republic. A time-stable correlation network constructing method is proposed to solve the problem of high-level statistical uncertainty when the estimated periods are very short, and the complex dynamic network (CDN) is constructed to investigate the evolution of inner structures. The results show when the clusters emerge and how long the clusters exist. When the 2008 financial crisis broke out, the indices form one cluster. After these crises, only the European cluster still exists. These findings complement the previous studies, and can help investors and regulators to understand the global stock markets.

Statistical properties and condensate fluctuation of attractive Bose gas with finite number of particles

NASA Astrophysics Data System (ADS)

Bera, Sangita; Lekala, Mantile Leslie; Chakrabarti, Barnali; Bhattacharyya, Satadal; Rampho, Gaotsiwe Joel

2017-09-01

'We study the condensate fluctuation and several statistics of weakly interacting attractive Bose gas of 7 Li atoms in harmonic trap. Using exact recursion relation we calculate canonical ensemble partition function and study the thermal evolution of the condensate. As 7 Li condensate is associated with collapse, the number of condensate atom is truly finite and it facilitates to study the condensate in mesoscopic region. Being highly correlated, we utilize the two-body correlated basis function to get the many-body effective potential which is further used to calculate the energy levels. Taking van der Waals interaction as interatomic interaction we calculate several quantities like condensate fraction N, root-mean-square fluctuation δn0 and different orders of central moments. We observe the effect of finite size on the calculation of condensate fluctuations and the effect of attractive interaction over the noninteracting limit. We observe the depletion of the condensate with increase in temperature. The calculated moments nicely exhibit the mesoscopic effect. The sharp fall in the root-mean-square fluctuation near the critical point signifies the possibility of phase transition.

Analysis of swarm behaviors based on an inversion of the fluctuation theorem.

PubMed

Hamann, Heiko; Schmickl, Thomas; Crailsheim, Karl

2014-01-01

A grand challenge in the field of artificial life is to find a general theory of emergent self-organizing systems. In swarm systems most of the observed complexity is based on motion of simple entities. Similarly, statistical mechanics focuses on collective properties induced by the motion of many interacting particles. In this article we apply methods from statistical mechanics to swarm systems. We try to explain the emergent behavior of a simulated swarm by applying methods based on the fluctuation theorem. Empirical results indicate that swarms are able to produce negative entropy within an isolated subsystem due to frozen accidents. Individuals of a swarm are able to locally detect fluctuations of the global entropy measure and store them, if they are negative entropy productions. By accumulating these stored fluctuations over time the swarm as a whole is producing negative entropy and the system ends up in an ordered state. We claim that this indicates the existence of an inverted fluctuation theorem for emergent self-organizing dissipative systems. This approach bears the potential of general applicability.

Cross-correlations between agricultural commodity futures markets in the US and China

NASA Astrophysics Data System (ADS)

Li, Zhihui; Lu, Xinsheng

2012-08-01

This paper examines the cross-correlation properties of agricultural futures markets between the US and China using a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). The results show that the cross-correlations between the two geographically distant markets for four pairs of important agricultural commodities futures are significantly multifractal. By introducing the concept of a “crossover”, we find that the multifractality of cross-correlations between the two markets is not long lasting. The cross-correlations in the short term are more strongly multifractal, but they are weakly so in the long term. Moreover, cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the short term while cross-correlations of all kinds of fluctuations for soy bean and soy meal futures are persistent and for corn and wheat futures are anti-persistent in the long term. We also find that cross-correlation exponents are less than the averaged generalized Hurst exponent when q<0 and more than the averaged generalized Hurst exponent when q>0 in the short term, while in the long term they are almost the same.

Regularizing portfolio optimization

NASA Astrophysics Data System (ADS)

Still, Susanne; Kondor, Imre

2010-07-01

The optimization of large portfolios displays an inherent instability due to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting, which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification 'pressure'. This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade off between the two, depending on the size of the available dataset.

On the optimal degree of fluctuations in practice for motor learning.

PubMed

Hossner, Ernst-Joachim; Käch, Boris; Enz, Jonas

2016-06-01

In human movement science, it is widely accepted that random practice generally enhances complex motor-skill learning compared to repetitive practice. In two experiments, a particular variability-related concept is put to empirical test, namely the concept of differencial learning (DL), which assumes (i) that learners should not be distracted from task-space exploration by corrections, and (ii) that learning is facilitated by large inter-trial fluctuations. In both experiments, the advantage of DL over repetitive learning was not statistically significant. Moreover, learning was more pronounced when participants either received corrections in addition to DL (Exp. 1) or practiced in an order in which differences between consecutive trials were relatively small (Exp. 2). These findings suggest that the positive DL effects reported in literature cannot be attributed to the reduction of feedback or to the increase of inter-trial fluctuations. These results are discussed in the light of the structural-learning approach and the two-state model of motor learning in which structure-related learning effects are distinguished from the capability to adapt to current changes. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.

Applications of stochastic mechanics to polyatomic lattices

NASA Astrophysics Data System (ADS)

Beumée, J. G. B.; Vilallonga, E.; Rabitz, H.

1990-03-01

Stochastic quantization in the sense of Nelson provides an alternative interpretation of some aspects of quantum mechanics in the coordinate representation, and it was combined recently with the Ford, Kac, and Mazur (FKM) approximation [J. Math. Phys. 6, 504 (1965)] for large lattices to construct a quantum analog to the Brownian motion process. In this paper a similar approach is applied to model the effect of temperature fluctuations in a one-dimensional ordered chain of atoms with nearest-neighbor linear forces. However, we do not make use of the FKM approximation, and as a consequence the statistical properties of the involved processes are exactly determined by the lattice force field. In particular, we evaluate the covariance matrix for the fluctuations, and we examine its high- and low-temperature behavior. Because of the translation invariance of the interaction potential, the covariance matrix for the fluctuations becomes singular implying that the associated probability density has equal density along the zero eigenvector of the interaction matrix. This behavior is readily interpreted in terms of the motion of the center of mass of the system, which corresponds to a stochastically perturbed translation, while all other modes are bounded with a probability of 1. As is well known, the transformation to internal (bondlength) coordinates leads to a Hamiltonian specified by a nonsingular interaction matrix. We examine the variance of the fluctuations for the internal coordinates, and we show that in the high-temperature limit the result agrees with that of classical statistical mechanics. Both the position and bondlength of the surface atom decrease with time as is expected for a semi-infinite lattice. However, the position of the surface atom is less dependent on substrate-atom positions than is the surface bondlength on substrate bondlengths. Finally, the autocorrelation function of the surface bondlength in the case of a semi-infinite lattice limit is investigated for low- and high-temperature limits.

Statistical physics approaches to financial fluctuations

NASA Astrophysics Data System (ADS)

Wang, Fengzhong

2009-12-01

Complex systems attract many researchers from various scientific fields. Financial markets are one of these widely studied complex systems. Statistical physics, which was originally developed to study large systems, provides novel ideas and powerful methods to analyze financial markets. The study of financial fluctuations characterizes market behavior, and helps to better understand the underlying market mechanism. Our study focuses on volatility, a fundamental quantity to characterize financial fluctuations. We examine equity data of the entire U.S. stock market during 2001 and 2002. To analyze the volatility time series, we develop a new approach, called return interval analysis, which examines the time intervals between two successive volatilities exceeding a given value threshold. We find that the return interval distribution displays scaling over a wide range of thresholds. This scaling is valid for a range of time windows, from one minute up to one day. Moreover, our results are similar for commodities, interest rates, currencies, and for stocks of different countries. Further analysis shows some systematic deviations from a scaling law, which we can attribute to nonlinear correlations in the volatility time series. We also find a memory effect in return intervals for different time scales, which is related to the long-term correlations in the volatility. To further characterize the mechanism of price movement, we simulate the volatility time series using two different models, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) and fractional Brownian motion (fBm), and test these models with the return interval analysis. We find that both models can mimic time memory but only fBm shows scaling in the return interval distribution. In addition, we examine the volatility of daily opening to closing and of closing to opening. We find that each volatility distribution has a power law tail. Using the detrended fluctuation analysis (DFA) method, we show long-term auto-correlations in these volatility time series. We also analyze return, the actual price changes of stocks, and find that the returns over the two sessions are often anti-correlated.

Numerical Study of Pressure Fluctuations due to High-Speed Turbulent Boundary Layers

NASA Technical Reports Server (NTRS)

Duan, Lian; Choudhari, Meelan M.; Wu, Minwei

2012-01-01

Direct numerical simulations (DNS) are used to examine the pressure fluctuations generated by fully developed turbulence in supersonic turbulent boundary layers with an emphasis on both pressure fluctuations at the wall and the acoustic fluctuations radiated into the freestream. The wall and freestream pressure fields are first analyzed for a zero pressure gradient boundary layer with Mach 2.5 and Reynolds number based on momentum thickness of approximately 2835. The single and multi-point statistics reported include the wall pressure fluctuation intensities, frequency spectra, space-time correlations, and convection velocities. Single and multi-point statistics of surface pressure fluctuations show good agreement with measured data and previously published simulations of turbulent boundary layers under similar flow conditions. Spectral analysis shows that the acoustic fluctuations outside the boundary layer region have much lower energy content within the high-frequency region. The space-time correlations reflect the convective nature of the pressure field both at the wall and in the freestream, which is characterized by the downstream propagation of pressure-carrying eddies. Relative to those at the wall, the pressure-carrying eddies associated with the freestream signal are larger and convect at a significantly lower speed. The preliminary DNS results of a Mach 6 boundary layer show that the pressure rms in the freestream region is significantly higher than that of the lower Mach number case.

Correlation techniques and measurements of wave-height statistics

NASA Technical Reports Server (NTRS)

Guthart, H.; Taylor, W. C.; Graf, K. A.; Douglas, D. G.

1972-01-01

Statistical measurements of wave height fluctuations have been made in a wind wave tank. The power spectral density function of temporal wave height fluctuations evidenced second-harmonic components and an f to the minus 5th power law decay beyond the second harmonic. The observations of second harmonic effects agreed very well with a theoretical prediction. From the wave statistics, surface drift currents were inferred and compared to experimental measurements with satisfactory agreement. Measurements were made of the two dimensional correlation coefficient at 15 deg increments in angle with respect to the wind vector. An estimate of the two-dimensional spatial power spectral density function was also made.

Stochastic Fluctuations in a Babcock-Leighton Model of the Solar Cycle

NASA Astrophysics Data System (ADS)

Charbonneau, Paul; Dikpati, Mausumi

2000-11-01

We investigate the effect of stochastic fluctuations on a flux transport model of the solar cycle based on the Babcock-Leighton mechanism. Specifically, we make use of our recent flux transport model (Dikpati & Charbonneau) to investigate the consequences of introducing large-amplitude stochastic fluctuations in either or both the meridional flow and poloidal source term in the model. Solar cycle-like oscillatory behavior persists even for fluctuation amplitudes as high as 300%, thus demonstrating the inherent robustness of this class of solar cycle models. We also find that high-amplitude fluctuations lead to a spread of cycle amplitude and duration showing a statistically significant anticorrelation, comparable to that observed in sunspot data. This is a feature of the solar cycle that is notoriously difficult to reproduce with dynamo models based on mean field electrodynamics and relying only on nonlinearities associated with the back-reaction of the Lorentz force to produce amplitude modulation. Another noteworthy aspect of our flux transport model is the fact that meridional circulation in the convective envelope acts as a ``clock'' regulating the tempo of the solar cycle; shorter-than-average cycles are typically soon followed by longer-than-average cycles. In other words, the oscillation exhibits good phase locking, a property that also characterizes the solar activity cycle. This shows up quite clearly in our model, but we argue that it is in fact a generic property of flux transport models based on the Babcock-Leighton mechanism, and relies on meridional circulation as the primary magnetic field transport agent.

Characterization of the oceanic light field within the photic zone: Fluctuations of downward irradiance and asymmetry of horizontal radiance

NASA Astrophysics Data System (ADS)

Gassmann, Ewa

Two distinctive features of underwater light field in the upper ocean were examined: the wave-induced high-frequency light fluctuations within the near-surface layer under sunny skies, and the asymmetry of horizontal radiance within the photic layer of the ocean. To characterize the spatiotemporal statistical properties of the wave-induced light fluctuations, measurements of downward plane irradiance were made with novel instrumentation within the top 10 m layer of the ocean at depths as shallow as 10 cm under sunny skies, different solar zenith angles, and weak to moderate wind speeds. It was found that the maximum intensity of light fluctuations occurs at depths as shallow as 20 cm under the most favorable conditions for wave focusing, which correspond to high sun in a clear sky with weak wind. The strong frequency dependence of light fluctuations at shallow near-surface depths indicates dominant frequency range of 1 -- 3 Hz under favorable conditions that shifts toward lower frequencies with increasing depth. The light fluctuations were found to be spatially correlated over horizontal distances varying from few up to 10 -- 20 cm at temporal scales of 0.3 -- 1 sec (at the dominant frequency of 1 -- 3 Hz). The distance of correlation showed a tendency to increase with increasing depth, solar zenith angle, and wind speed. The observed variations in spatiotemporal statistical properties of underwater light fluctuations with depth and environmental conditions are driven largely by weakening of sunlight focusing which is associated with light scattering within the water column, in the atmosphere and at the air-sea interface. To investigate the underwater horizontal radiance field, measurements of horizontal spectral radiance in two opposite directions (solar and anti-solar azimuths) within the solar principal plane were made within the photic layer of the open ocean. The ratio of these two horizontal radiances represents the asymmetry of horizontal radiance field. In addition to measurements, the radiative transfer simulations were also conducted to examine variations in the asymmetry of horizontal radiance at different light wavelengths as a function of solar zenith angle at different depths within the water column down to 200 m. It was demonstrated that the asymmetry of horizontal radiance increases with increasing solar zenith angle, reaching a maximum at angles of 60° -- 80° under clear skies at shallow depths (1 -- 10 m). At larger depths the maximum of asymmetry occurs at smaller solar zenith angles. The asymmetry was also found to increase with increasing light wavelength. The results from radiative transfer simulations provided evidence that variations in the asymmetry with solar zenith angle are driven largely by the diffuseness of light incident upon the sea surface and the geometry of illumination of the sea surface, both associated with changing position of the sun. In addition to contributions to the field of ocean optics, the findings of this dissertation have relevance for oceanic animal camouflage and vision as well as photosynthesis and other photochemical processes.

Fluctuations of wormlike micelle fluids in capillary flow

NASA Astrophysics Data System (ADS)

Salipante, Paul; Meek, Stephen; Hudson, Steven; Polymers; Complex Fluids Group Team

2017-11-01

We investigate the effect of entrance geometry on the flow stability of wormlike micelles solutions in capillary flow. These solutions exhibit strong shear thinning behavior resulting from micelle breakage and have been observed to undergo large flow rate fluctuations. We investigate these fluctuations using simultaneous measurements of flow rate and pressure drop across a capillary, and we adjust entrance geometry. With a tapered constriction, we observe large persistent fluctuations above a critical flow rate, characterized by rapid decreases in the pressure drop with corresponding increase in flow rate followed by a period of recovery where pressure increases and flow rate decreases. Flow field observations in the tapered entrance show large flow circulations. An abrupt contraction produces smaller transient fluidized jets forming upstream of the constriction and the magnitude of the fluctuations are significantly diminished. The effect of fluid properties is studied by comparing the magnitude and timescales of the fluctuations for surfactant systems with different relaxation times. The onset of fluctuations is compared to a criterion for the onset of elastic instabilities and the magnitude is compared to estimates for changes in channel resistance. NIST on a Chip.

Large fluctuations in anti-coordination games on scale-free graphs

NASA Astrophysics Data System (ADS)

Sabsovich, Daniel; Mobilia, Mauro; Assaf, Michael

2017-05-01

We study the influence of the complex topology of scale-free graphs on the dynamics of anti-coordination games (e.g. snowdrift games). These reference models are characterized by the coexistence (evolutionary stable mixed strategy) of two competing species, say ‘cooperators’ and ‘defectors’, and, in finite systems, by metastability and large-fluctuation-driven fixation. In this work, we use extensive computer simulations and an effective diffusion approximation (in the weak selection limit) to determine under which circumstances, depending on the individual-based update rules, the topology drastically affects the long-time behavior of anti-coordination games. In particular, we compute the variance of the number of cooperators in the metastable state and the mean fixation time when the dynamics is implemented according to the voter model (death-first/birth-second process) and the link dynamics (birth/death or death/birth at random). For the voter update rule, we show that the scale-free topology effectively renormalizes the population size and as a result the statistics of observables depend on the network’s degree distribution. In contrast, such a renormalization does not occur with the link dynamics update rule and we recover the same behavior as on complete graphs.

Dynamic structural disorder in supported nanoscale catalysts

NASA Astrophysics Data System (ADS)

Rehr, J. J.; Vila, F. D.

2014-04-01

We investigate the origin and physical effects of "dynamic structural disorder" (DSD) in supported nano-scale catalysts. DSD refers to the intrinsic fluctuating, inhomogeneous structure of such nano-scale systems. In contrast to bulk materials, nano-scale systems exhibit substantial fluctuations in structure, charge, temperature, and other quantities, as well as large surface effects. The DSD is driven largely by the stochastic librational motion of the center of mass and fluxional bonding at the nanoparticle surface due to thermal coupling with the substrate. Our approach for calculating and understanding DSD is based on a combination of real-time density functional theory/molecular dynamics simulations, transient coupled-oscillator models, and statistical mechanics. This approach treats thermal and dynamic effects over multiple time-scales, and includes bond-stretching and -bending vibrations, and transient tethering to the substrate at longer ps time-scales. Potential effects on the catalytic properties of these clusters are briefly explored. Model calculations of molecule-cluster interactions and molecular dissociation reaction paths are presented in which the reactant molecules are adsorbed on the surface of dynamically sampled clusters. This model suggests that DSD can affect both the prefactors and distribution of energy barriers in reaction rates, and thus can significantly affect catalytic activity at the nano-scale.

Statistical comparison of coherent structures in fully developed turbulent pipe flow with and without drag reduction

NASA Astrophysics Data System (ADS)

Sogaro, Francesca; Poole, Robert; Dennis, David

2014-11-01

High-speed stereoscopic particle image velocimetry has been performed in fully developed turbulent pipe flow at moderate Reynolds numbers with and without a drag-reducing additive (an aqueous solution of high molecular weight polyacrylamide). Three-dimensional large and very large-scale motions (LSM and VLSM) are extracted from the flow fields by a detection algorithm and the characteristics for each case are statistically compared. The results show that the three-dimensional extent of VLSMs in drag reduced (DR) flow appears to increase significantly compared to their Newtonian counterparts. A statistical increase in azimuthal extent of DR VLSM is observed by means of two-point spatial autocorrelation of the streamwise velocity fluctuation in the radial-azimuthal plane. Furthermore, a remarkable increase in length of these structures is observed by three-dimensional two-point spatial autocorrelation. These results are accompanied by an analysis of the swirling strength in the flow field that shows a significant reduction in strength and number of the vortices for the DR flow. The findings suggest that the damping of the small scales due to polymer addition results in the undisturbed development of longer flow structures.

Enhancement of large fluctuations to extinction in adaptive networks

NASA Astrophysics Data System (ADS)

Hindes, Jason; Schwartz, Ira B.; Shaw, Leah B.

2018-01-01

During an epidemic, individual nodes in a network may adapt their connections to reduce the chance of infection. A common form of adaption is avoidance rewiring, where a noninfected node breaks a connection to an infected neighbor and forms a new connection to another noninfected node. Here we explore the effects of such adaptivity on stochastic fluctuations in the susceptible-infected-susceptible model, focusing on the largest fluctuations that result in extinction of infection. Using techniques from large-deviation theory, combined with a measurement of heterogeneity in the susceptible degree distribution at the endemic state, we are able to predict and analyze large fluctuations and extinction in adaptive networks. We find that in the limit of small rewiring there is a sharp exponential reduction in mean extinction times compared to the case of zero adaption. Furthermore, we find an exponential enhancement in the probability of large fluctuations with increased rewiring rate, even when holding the average number of infected nodes constant.

Root mean square fluctuation of a weak magnetic field in an infinite medium of homogeneous stationary turbulence.

NASA Technical Reports Server (NTRS)

Low, B.-C.

1972-01-01

The generation of a magnetic field by statistically homogeneous, stationary velocity turbulence is considered. The generation of rms magnetic fluctuation is explicitly demonstrated in the limit of short turbulence correlation time. It is shown that the fluctuation associated with a growing or stationary mean field grows with time such that the ratio of the fluctuation and the square of the mean field tends to a steady value, which is a monotonically decreasing function of the growth rate of the mean field.

Data processing in neutron protein crystallography using positron-sensitive detectors

NASA Astrophysics Data System (ADS)

Schoenborn, B. P.

Neutrons provide a unique probe for localizing hydrogen atoms and for distinguishing hydrogen from deuterons. Hydrogen atoms largely determine the three dimensional structure of proteins and are responsible for many catalytic reactions. The study of hydrogen bonding and hydrogen exchange will therefore give insight into reaction mechanisms and conformational fluctuations. In addition, neutrons provide the ability to distinguish N from C and O and to allow correct orientation of groups such as histidine and glutamine. To take advantage of these unique features of neutron crystallography, one needs accurate Fourier maps depicting atomic structure to a high precision. Special attention is given to subtraction of the high background associated with hydrogen containing molecules, which produces a disproportionately large statistical error.

Exact Large-Deviation Statistics for a Nonequilibrium Quantum Spin Chain

NASA Astrophysics Data System (ADS)

Žnidarič, Marko

2014-01-01

We consider a one-dimensional XX spin chain in a nonequilibrium setting with a Lindblad-type boundary driving. By calculating large-deviation rate function in the thermodynamic limit, a generalization of free energy to a nonequilibrium setting, we obtain a complete distribution of current, including closed expressions for lower-order cumulants. We also identify two phase-transition-like behaviors in either the thermodynamic limit, at which the current probability distribution becomes discontinuous, or at maximal driving, when the range of possible current values changes discontinuously. In the thermodynamic limit the current has a finite upper and lower bound. We also explicitly confirm nonequilibrium fluctuation relation and show that the current distribution is the same under mapping of the coupling strength Γ→1/Γ.

Inflation in random Gaussian landscapes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Masoumi, Ali; Vilenkin, Alexander; Yamada, Masaki, E-mail: ali@cosmos.phy.tufts.edu, E-mail: vilenkin@cosmos.phy.tufts.edu, E-mail: Masaki.Yamada@tufts.edu

2017-05-01

We develop analytic and numerical techniques for studying the statistics of slow-roll inflation in random Gaussian landscapes. As an illustration of these techniques, we analyze small-field inflation in a one-dimensional landscape. We calculate the probability distributions for the maximal number of e-folds and for the spectral index of density fluctuations n {sub s} and its running α {sub s} . These distributions have a universal form, insensitive to the correlation function of the Gaussian ensemble. We outline possible extensions of our methods to a large number of fields and to models of large-field inflation. These methods do not suffer frommore » potential inconsistencies inherent in the Brownian motion technique, which has been used in most of the earlier treatments.« less

Monitoring temporal opacity fluctuations of large structures with muon radiography: a calibration experiment using a water tower

PubMed Central

Jourde, Kevin; Gibert, Dominique; Marteau, Jacques; de Bremond d’Ars, Jean; Gardien, Serge; Girerd, Claude; Ianigro, Jean-Christophe

2016-01-01

Usage of secondary cosmic muons to image the geological structures density distribution significantly developed during the past ten years. Recent applications demonstrate the method interest to monitor magma ascent and volcanic gas movements inside volcanoes. Muon radiography could be used to monitor density variations in aquifers and the critical zone in the near surface. However, the time resolution achievable by muon radiography monitoring remains poorly studied. It is biased by fluctuation sources exterior to the target, and statistically affected by the limited number of particles detected during the experiment. The present study documents these two issues within a simple and well constrained experimental context: a water tower. We use the data to discuss the influence of atmospheric variability that perturbs the signal, and propose correction formulas to extract the muon flux variations related to the water level changes. Statistical developments establish the feasibility domain of muon radiography monitoring as a function of target thickness (i.e. opacity). Objects with a thickness comprised between ≈50 ± 30 m water equivalent correspond to the best time resolution. Thinner objects have a degraded time resolution that strongly depends on the zenith angle, whereas thicker objects (like volcanoes) time resolution does not. PMID:26971718

Nonlocal and collective relaxation in stellar systems

NASA Technical Reports Server (NTRS)

Weinberg, Martin D.

1993-01-01

The modal response of stellar systems to fluctuations at large scales is presently investigated by means of analytic theory and n-body simulation; the stochastic excitation of these modes is shown to increase the relaxation rate even for a system which is moderately far from instability. The n-body simulations, when designed to suppress relaxation at small scales, clearly show the effects of large-scale fluctuations. It is predicted that large-scale fluctuations will be largest for such marginally bound systems as forming star clusters and associations.

Information integration and diagnosis analysis of equipment status and production quality for machining process

NASA Astrophysics Data System (ADS)

Zan, Tao; Wang, Min; Hu, Jianzhong

2010-12-01

Machining status monitoring technique by multi-sensors can acquire and analyze the machining process information to implement abnormity diagnosis and fault warning. Statistical quality control technique is normally used to distinguish abnormal fluctuations from normal fluctuations through statistical method. In this paper by comparing the advantages and disadvantages of the two methods, the necessity and feasibility of integration and fusion is introduced. Then an approach that integrates multi-sensors status monitoring and statistical process control based on artificial intelligent technique, internet technique and database technique is brought forward. Based on virtual instrument technique the author developed the machining quality assurance system - MoniSysOnline, which has been used to monitoring the grinding machining process. By analyzing the quality data and AE signal information of wheel dressing process the reason of machining quality fluctuation has been obtained. The experiment result indicates that the approach is suitable for the status monitoring and analyzing of machining process.

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.

Asymmetric statistical features of the Chinese domestic and international gold price fluctuation

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhao, Yingchao; Han, Yan

2015-05-01

Analyzing the statistical features of fluctuation is remarkably significant for financial risk identification and measurement. In this study, the asymmetric detrended fluctuation analysis (A-DFA) method was applied to evaluate asymmetric multifractal scaling behaviors in the Shanghai and New York gold markets. Our findings showed that the multifractal features of the Chinese and international gold spot markets were asymmetric. The gold return series persisted longer in an increasing trend than in a decreasing trend. Moreover, the asymmetric degree of multifractals in the Chinese and international gold markets decreased with the increase in fluctuation range. In addition, the empirical analysis using sliding window technology indicated that multifractal asymmetry in the Chinese and international gold markets was characterized by its time-varying feature. However, the Shanghai and international gold markets basically shared a similar asymmetric degree evolution pattern. The American subprime mortgage crisis (2008) and the European debt crisis (2010) enhanced the asymmetric degree of the multifractal features of the Chinese and international gold markets. Furthermore, we also make statistical tests for the results of multifractatity and asymmetry, and discuss the origin of them. Finally, results of the empirical analysis using the threshold autoregressive conditional heteroskedasticity (TARCH) and exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models exhibited that good news had a more significant effect on the cyclical fluctuation of the gold market than bad news. Moreover, good news exerted a more significant effect on the Chinese gold market than on the international gold market.

Decay of the supersonic turbulent wakes from micro-ramps

NASA Astrophysics Data System (ADS)

Sun, Z.; Schrijer, F. F. J.; Scarano, F.; van Oudheusden, B. W.

2014-02-01

The wakes resulting from micro-ramps immersed in a supersonic turbulent boundary layer at Ma = 2.0 are investigated by means of particle image velocimetry. Two micro-ramps are investigated with height of 60% and 80% of the undisturbed boundary layer, respectively. The measurement domain is placed at the symmetry plane of the ramp and encompasses the range from 10 to 32 ramp heights downstream of the ramp. The decay of the flow field properties is evaluated in terms of time-averaged and root-mean-square (RMS) statistics. In the time-averaged flow field, the recovery from the imparted momentum deficit and the decay of upwash motion are analyzed. The RMS fluctuations of the velocity components exhibit strong anisotropy at the most upstream location and develop into a more isotropic regime downstream. The self-similarity properties of velocity components and fluctuation components along wall-normal direction are followed. The investigation of the unsteady large scale motion is carried out by means of snapshot analysis and by a statistical approach based on the spatial auto-correlation function. The Kelvin-Helmholtz (K-H) instability at the upper shear layer is observed to develop further with the onset of vortex pairing. The average distance between vortices is statistically estimated using the spatial auto-correlation. A marked transition with the wavelength increase is observed across the pairing regime. The K-H instability, initially observed only at the upper shear layer also begins to appear in the lower shear layer as soon as the wake is elevated sufficiently off the wall. The auto-correlation statistics confirm the coherence of counter-rotating vortices from the upper and lower sides, indicating the formation of vortex rings downstream of the pairing region.

Scale dependence of the alignment between strain rate and rotation in turbulent shear flow

NASA Astrophysics Data System (ADS)

Fiscaletti, D.; Elsinga, G. E.; Attili, A.; Bisetti, F.; Buxton, O. R. H.

2016-10-01

The scale dependence of the statistical alignment tendencies of the eigenvectors of the strain-rate tensor ei, with the vorticity vector ω , is examined in the self-preserving region of a planar turbulent mixing layer. Data from a direct numerical simulation are filtered at various length scales and the probability density functions of the magnitude of the alignment cosines between the two unit vectors | ei.ω ̂| are examined. It is observed that the alignment tendencies are insensitive to the concurrent large-scale velocity fluctuations, but are quantitatively affected by the nature of the concurrent large-scale velocity-gradient fluctuations. It is confirmed that the small-scale (local) vorticity vector is preferentially aligned in parallel with the large-scale (background) extensive strain-rate eigenvector e1, in contrast to the global tendency for ω to be aligned in parallel with the intermediate strain-rate eigenvector [Hamlington et al., Phys. Fluids 20, 111703 (2008), 10.1063/1.3021055]. When only data from regions of the flow that exhibit strong swirling are included, the so-called high-enstrophy worms, the alignment tendencies are exaggerated with respect to the global picture. These findings support the notion that the production of enstrophy, responsible for a net cascade of turbulent kinetic energy from large scales to small scales, is driven by vorticity stretching due to the preferential parallel alignment between ω and nonlocal e1 and that the strongly swirling worms are kinematically significant to this process.

SHAREv2: fluctuations and a comprehensive treatment of decay feed-down

NASA Astrophysics Data System (ADS)

Torrieri, G.; Jeon, S.; Letessier, J.; Rafelski, J.

2006-11-01

This the user's manual for SHARE version 2. SHARE [G. Torrieri, S. Steinke, W. Broniowski, W. Florkowski, J. Letessier, J. Rafelski, Comput. Phys. Comm. 167 (2005) 229] (Statistical Hadronization with Resonances) is a collection of programs designed for the statistical analysis of particle production in relativistic heavy-ion collisions. While the structure of the program remains similar to v1.x, v2 provides several new features such as evaluation of statistical fluctuations of particle yields, and a greater versatility, in particular regarding decay feed-down and input/output structure. This article describes all the new features, with emphasis on statistical fluctuations. Program summaryTitle of program:SHAREv2 Catalogue identifier:ADVD_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADVD_v2_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer:PC, Pentium III, 512 MB RAM not hardware dependent Operating system:Linux: RedHat 6.1, 7.2, FEDORA, etc. not system dependent Programming language:FORTRAN77 Size of the package:167 KB directory, without libraries (see http://wwwasdoc.web.cern.ch/wwwasdoc/minuit/minmain.html, http://wwwasd.web.cern.ch/wwwasd/cernlib.html for details on library requirements) Number of lines in distributed program, including test data, etc.:26 101 Number of bytes in distributed program, including test data, etc.:170 346 Distribution format:tar.gzip file Computer:Any computer with an f77 compiler Nature of the physical problem:Event-by-event fluctuations have been recognized to be the physical observable capable to constrain particle production models. Therefore, consideration of event-by-event fluctuations is required for a decisive falsification or constraining of (variants of) particle production models based on (grand-, micro-) canonical statistical mechanics phase space, the so called statistical hadronization models (SHM). As in the case of particle yields, to properly compare model calculations to data it is necessary to consistently take into account resonance decays. However, event-by-event fluctuations are more sensitive than particle yields to experimental acceptance issues, and a range of techniques needs to be implemented to extract 'physical' fluctuations from an experimental event-by-event measurement. Method of solving the problem:The techniques used within the SHARE suite of programs [G. Torrieri, S. Steinke, W. Broniowski, W. Florkowski, J. Letessier, J. Rafelski, Comput. Phys. Comm. 167 (2005) 229; SHAREv1] are updated and extended to fluctuations. A full particle data-table, decay tree, and set of experimental feed-down coefficients are provided. Unlike SHAREv1.x, experimental acceptance feed-down coefficients can be entered for any resonance decay. SHAREv2 can calculate yields, fluctuations, and bulk properties of the fireball from provided thermal parameters; alternatively, parameters can be obtained from fits to experimental data, via the MINUIT fitting algorithm [F. James, M. Roos, Comput. Phys. Comm. 10 (1975) 343]. Fits can also be analyzed for significance, parameter and data point sensitivity. Averages and fluctuations at freeze-out of both the stable particles and the hadronic resonances are set according to a statistical prescription, calculated via a series of Bessel functions, using CERN library programs. We also have the option of including finite particle widths of the resonances. A χ minimization algorithm, also from the CERN library programs, is used to perform and analyze the fit. Please see SHAREv1 for more details on these. Purpose:The vast amount of high quality soft hadron production data, from experiments running at the SPS, RHIC, in past at the AGS, and in the near future at the LHC, offers the opportunity for statistical particle production model falsification. This task has turned out to be difficult when considering solely particle yields addressed in the context of SHAREv1.x. For this reason physical conditions at freeze-out remain contested. Inclusion in the analysis of event-by-event fluctuations appears to resolve this issue. Similarly, a thorough analysis including both fluctuations and average multiplicities gives a way to explore the presence and strength of interactions following hadronization (when hadrons form), ending with thermal freeze-out (when all interactions cease). SHAREv2 with fluctuations will also help determine which statistical ensemble (if any), e.g., canonical or grand-canonical, is more physically appropriate for analyzing a given system. Together with resonances, fluctuations can also be used for a direct estimate of the extent the system re-interacts between chemical and thermal freeze-out. We hope and expect that SHAREv2 will contribute to decide if any of the statistical hadronization model variants has a genuine physical connection to hadron particle production. Computation time survey:We encounter, in the FORTRAN version computation, times up to seconds for evaluation of particle yields. These rise by up to a factor of 300 in the process of minimization and a further factor of a few when χ/N profiles and contours with chemical non-equilibrium are requested. Summary of new features (w.r.t. SHAREv1.x)Fluctuations:In addition to particle yields, ratios and bulk quantities SHAREv2 can calculate, fit and analyze statistical fluctuations of particles and particle ratios Decays:SHAREv2 has the flexibility to account for any experimental method of allowing for decay feed-downs to the particle yields Charm flavor:Charmed particles have been added to the decay tree, allowing as an option study of statistical hadronization of J/ψ, χ, D, etc. Quark chemistry:Chemical non-equilibrium yields for both u and d flavors, as opposed to generically light quarks q, are considered; η- η mixing, etc., are properly dealt with, and chemical non-equilibrium can be studied for each flavor separately Misc:Many new commands and features have been introduced and added to the basic user interface. For example, it is possible to study combinations of particles and their ratios. It is also possible to combine all the input files into one file. SHARE compatibility and manual:This write-up is an update and extension of SHAREv1. The user should consult SHAREv1 regarding the principles of user interface and for all particle yield related physics and program instructions, other than the parameter additions and minor changes described here. SHAREv2 is downward compatible for the changes of the user interface, offering the user of SHAREv1 a computer generated revised input files compatible with SHAREv2.

Statistical characterization of fluctuations of a laser beam transmitted through a random air-water interface: new results from a laboratory experiment

NASA Astrophysics Data System (ADS)

Majumdar, Arun K.; Land, Phillip; Siegenthaler, John

2014-10-01

New results for characterizing laser intensity fluctuation statistics of a laser beam transmitted through a random air-water interface relevant to underwater communications are presented. A laboratory watertank experiment is described to investigate the beam wandering effects of the transmitted beam. Preliminary results from the experiment provide information about histograms of the probability density functions of intensity fluctuations for different wind speeds measured by a CMOS camera for the transmitted beam. Angular displacements of the centroids of the fluctuating laser beam generates the beam wander effects. This research develops a probabilistic model for optical propagation at the random air-water interface for a transmission case under different wind speed conditions. Preliminary results for bit-error-rate (BER) estimates as a function of fade margin for an on-off keying (OOK) optical communication through the air-water interface are presented for a communication system where a random air-water interface is a part of the communication channel.

Statistical Theory of the Ideal MHD Geodynamo

NASA Technical Reports Server (NTRS)

Shebalin, J. V.

2012-01-01

A statistical theory of geodynamo action is developed, using a mathematical model of the geodynamo as a rotating outer core containing an ideal (i.e., no dissipation), incompressible, turbulent, convecting magnetofluid. On the concentric inner and outer spherical bounding surfaces the normal components of the velocity, magnetic field, vorticity and electric current are zero, as is the temperature fluctuation. This allows the use of a set of Galerkin expansion functions that are common to both velocity and magnetic field, as well as vorticity, current and the temperature fluctuation. The resulting dynamical system, based on the Boussinesq form of the magnetohydrodynamic (MHD) equations, represents MHD turbulence in a spherical domain. These basic equations (minus the temperature equation) and boundary conditions have been used previously in numerical simulations of forced, decaying MHD turbulence inside a sphere [1,2]. Here, the ideal case is studied through statistical analysis and leads to a prediction that an ideal coherent structure will be found in the form of a large-scale quasistationary magnetic field that results from broken ergodicity, an effect that has been previously studied both analytically and numerically for homogeneous MHD turbulence [3,4]. The axial dipole component becomes prominent when there is a relatively large magnetic helicity (proportional to the global correlation of magnetic vector potential and magnetic field) and a stationary, nonzero cross helicity (proportional to the global correlation of velocity and magnetic field). The expected angle of the dipole moment vector with respect to the rotation axis is found to decrease to a minimum as the average cross helicity increases for a fixed value of magnetic helicity and then to increase again when average cross helicity approaches its maximum possible value. Only a relatively small value of cross helicity is needed to produce a dipole moment vector that is aligned at approx.10deg with the rotation axis.

Correlation electron cyclotron emission diagnostic and improved calculation of turbulent temperature fluctuation levels on ASDEX Upgrade

NASA Astrophysics Data System (ADS)

Creely, A. J.; Freethy, S. J.; Burke, W. M.; Conway, G. D.; Leccacorvi, R.; Parkin, W. C.; Terry, D. R.; White, A. E.

2018-05-01

A newly upgraded correlation electron cyclotron emission (CECE) diagnostic has been installed on the ASDEX Upgrade tokamak and has begun to perform experimental measurements of electron temperature fluctuations. CECE diagnostics measure small amplitude electron temperature fluctuations by correlating closely spaced heterodyne radiometer channels. This upgrade expanded the system from six channels to thirty, allowing simultaneous measurement of fluctuation level radial profiles without repeat discharges, as well as opening up the possibility of measuring radial turbulent correlation lengths. Newly refined statistical techniques have been developed in order to accurately analyze the fluctuation data collected from the CECE system. This paper presents the hardware upgrades for this system and the analysis techniques used to interpret the raw data, as well as measurements of fluctuation spectra and fluctuation level radial profiles.

A Bayesian perspective on Markovian dynamics and the fluctuation theorem

NASA Astrophysics Data System (ADS)

Virgo, Nathaniel

2013-08-01

One of E. T. Jaynes' most important achievements was to derive statistical mechanics from the maximum entropy (MaxEnt) method. I re-examine a relatively new result in statistical mechanics, the Evans-Searles fluctuation theorem, from a MaxEnt perspective. This is done in the belief that interpreting such results in Bayesian terms will lead to new advances in statistical physics. The version of the fluctuation theorem that I will discuss applies to discrete, stochastic systems that begin in a non-equilibrium state and relax toward equilibrium. I will show that for such systems the fluctuation theorem can be seen as a consequence of the fact that the equilibrium distribution must obey the property of detailed balance. Although the principle of detailed balance applies only to equilibrium ensembles, it puts constraints on the form of non-equilibrium trajectories. This will be made clear by taking a novel kind of Bayesian perspective, in which the equilibrium distribution is seen as a prior over the system's set of possible trajectories. Non-equilibrium ensembles are calculated from this prior using Bayes' theorem, with the initial conditions playing the role of the data. I will also comment on the implications of this perspective for the question of how to derive the second law.

What can we learn from noise? — Mesoscopic nonequilibrium statistical physics —

PubMed Central

KOBAYASHI, Kensuke

2016-01-01

Mesoscopic systems — small electric circuits working in quantum regime — offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to statistical physics. We introduce the significance of fluctuation, or equivalently noise, as noise measurement enables us to address the fundamental aspects of a physical system. The significance of the fluctuation theorem (FT) in statistical physics is noted. We explain what information can be deduced from the current noise measurement in mesoscopic systems. As an important application of the noise measurement to statistical physics, we describe our experimental work on the current and current noise in an electron interferometer, which is the first experimental test of FT in quantum regime. Our attempt will shed new light in the research field of mesoscopic quantum statistical physics. PMID:27477456

What can we learn from noise? - Mesoscopic nonequilibrium statistical physics.

PubMed

Kobayashi, Kensuke

2016-01-01

Mesoscopic systems - small electric circuits working in quantum regime - offer us a unique experimental stage to explorer quantum transport in a tunable and precise way. The purpose of this Review is to show how they can contribute to statistical physics. We introduce the significance of fluctuation, or equivalently noise, as noise measurement enables us to address the fundamental aspects of a physical system. The significance of the fluctuation theorem (FT) in statistical physics is noted. We explain what information can be deduced from the current noise measurement in mesoscopic systems. As an important application of the noise measurement to statistical physics, we describe our experimental work on the current and current noise in an electron interferometer, which is the first experimental test of FT in quantum regime. Our attempt will shed new light in the research field of mesoscopic quantum statistical physics.

Rectifying full-counting statistics in a spin Seebeck engine

NASA Astrophysics Data System (ADS)

Tang, Gaomin; Chen, Xiaobin; Ren, Jie; Wang, Jian

2018-02-01

In terms of the nonequilibrium Green's function framework, we formulate the full-counting statistics of conjugate thermal spin transport in a spin Seebeck engine, which is made by a metal-ferromagnet insulator interface driven by a temperature bias. We obtain general expressions of scaled cumulant generating functions of both heat and spin currents that hold special fluctuation symmetry relations, and demonstrate intriguing properties, such as rectification and negative differential effects of high-order fluctuations of thermal excited spin current, maximum output spin power, and efficiency. The transport and noise depend on the strongly fluctuating electron density of states at the interface. The results are relevant for designing an efficient spin Seebeck engine and can broaden our view in nonequilibrium thermodynamics and the nonlinear phenomenon in quantum transport systems.

Craig's XY distribution and the statistics of Lagrangian power in two-dimensional turbulence

NASA Astrophysics Data System (ADS)

Bandi, Mahesh M.; Connaughton, Colm

2008-03-01

We examine the probability distribution function (PDF) of the energy injection rate (power) in numerical simulations of stationary two-dimensional (2D) turbulence in the Lagrangian frame. The simulation is designed to mimic an electromagnetically driven fluid layer, a well-documented system for generating 2D turbulence in the laboratory. In our simulations, the forcing and velocity fields are close to Gaussian. On the other hand, the measured PDF of injected power is very sharply peaked at zero, suggestive of a singularity there, with tails which are exponential but asymmetric. Large positive fluctuations are more probable than large negative fluctuations. It is this asymmetry of the tails which leads to a net positive mean value for the energy input despite the most probable value being zero. The main features of the power distribution are well described by Craig’s XY distribution for the PDF of the product of two correlated normal variables. We show that the power distribution should exhibit a logarithmic singularity at zero and decay exponentially for large absolute values of the power. We calculate the asymptotic behavior and express the asymmetry of the tails in terms of the correlation coefficient of the force and velocity. We compare the measured PDFs with the theoretical calculations and briefly discuss how the power PDF might change with other forcing mechanisms.

Craig's XY distribution and the statistics of Lagrangian power in two-dimensional turbulence.

PubMed

Bandi, Mahesh M; Connaughton, Colm

2008-03-01

We examine the probability distribution function (PDF) of the energy injection rate (power) in numerical simulations of stationary two-dimensional (2D) turbulence in the Lagrangian frame. The simulation is designed to mimic an electromagnetically driven fluid layer, a well-documented system for generating 2D turbulence in the laboratory. In our simulations, the forcing and velocity fields are close to Gaussian. On the other hand, the measured PDF of injected power is very sharply peaked at zero, suggestive of a singularity there, with tails which are exponential but asymmetric. Large positive fluctuations are more probable than large negative fluctuations. It is this asymmetry of the tails which leads to a net positive mean value for the energy input despite the most probable value being zero. The main features of the power distribution are well described by Craig's XY distribution for the PDF of the product of two correlated normal variables. We show that the power distribution should exhibit a logarithmic singularity at zero and decay exponentially for large absolute values of the power. We calculate the asymptotic behavior and express the asymmetry of the tails in terms of the correlation coefficient of the force and velocity. We compare the measured PDFs with the theoretical calculations and briefly discuss how the power PDF might change with other forcing mechanisms.

Emergent Irreversibility and Entanglement Spectrum Statistics

NASA Astrophysics Data System (ADS)

Chamon, Claudio; Hamma, Alioscia; Mucciolo, Eduardo R.

2014-06-01

We study the problem of irreversibility when the dynamical evolution of a many-body system is described by a stochastic quantum circuit. Such evolution is more general than a Hamiltonian one, and since energy levels are not well defined, the well-established connection between the statistical fluctuations of the energy spectrum and irreversibility cannot be made. We show that the entanglement spectrum provides a more general connection. Irreversibility is marked by a failure of a disentangling algorithm and is preceded by the appearance of Wigner-Dyson statistical fluctuations in the entanglement spectrum. This analysis can be done at the wave-function level and offers an alternative route to study quantum chaos and quantum integrability.

Random dopant fluctuations and statistical variability in n-channel junctionless FETs

NASA Astrophysics Data System (ADS)

Akhavan, N. D.; Umana-Membreno, G. A.; Gu, R.; Antoszewski, J.; Faraone, L.

2018-01-01

The influence of random dopant fluctuations on the statistical variability of the electrical characteristics of n-channel silicon junctionless nanowire transistor (JNT) has been studied using three dimensional quantum simulations based on the non-equilibrium Green’s function (NEGF) formalism. Average randomly distributed body doping densities of 2 × 1019, 6 × 1019 and 1 × 1020 cm-3 have been considered employing an atomistic model for JNTs with gate lengths of 5, 10 and 15 nm. We demonstrate that by properly adjusting the doping density in the JNT, a near ideal statistical variability and electrical performance can be achieved, which can pave the way for the continuation of scaling in silicon CMOS technology.

Effective field theory of statistical anisotropies for primordial bispectrum and gravitational waves

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rostami, Tahereh; Karami, Asieh; Firouzjahi, Hassan, E-mail: t.rostami@ipm.ir, E-mail: karami@ipm.ir, E-mail: firouz@ipm.ir

2017-06-01

We present the effective field theory studies of primordial statistical anisotropies in models of anisotropic inflation. The general action in unitary gauge is presented to calculate the leading interactions between the gauge field fluctuations, the curvature perturbations and the tensor perturbations. The anisotropies in scalar power spectrum and bispectrum are calculated and the dependence of these anisotropies to EFT couplings are presented. In addition, we calculate the statistical anisotropy in tensor power spectrum and the scalar-tensor cross correlation. Our EFT approach incorporates anisotropies generated in models with non-trivial speed for the gauge field fluctuations and sound speed for scalar perturbationsmore » such as in DBI inflation.« less

Constraints for proton structure fluctuations from exclusive scattering

NASA Astrophysics Data System (ADS)

Mäntysaari, H.; Schenke, B.

2017-08-01

We constrain the average density profile of the proton and the amount of event-by-event fluctuations by simultaneously calculating the coherent and incoherent exclusive diffractive vector meson production cross section in deep inelastic scattering. Working within the Color Glass Condensate picture, we find that the gluonic density of the proton must have large geometric fluctuations in order to describe the experimentally measured large incoherent cross section.

INTERPRETATION OF THE STRUCTURE FUNCTION OF ROTATION MEASURE IN THE INTERSTELLAR MEDIUM

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, Siyao; Zhang, Bing, E-mail: syxu@pku.edu.cn, E-mail: zhang@physics.unlv.edu

2016-06-20

The observed structure function (SF) of rotation measure (RM) varies as a broken power-law function of angular scales. The systematic shallowness of its spectral slope is inconsistent with the standard Kolmogorov scaling. This motivates us to examine the statistical analysis on RM fluctuations. The correlations of RM constructed by Lazarian and Pogosyan are demonstrated to be adequate in explaining the observed features of RM SFs through a direct comparison between the theoretically obtained and observationally measured SF results. By segregating the density and magnetic field fluctuations and adopting arbitrary indices for their respective power spectra, we find that when themore » SFs of RM and emission measure have a similar form over the same range of angular scales, the statistics of the RM fluctuations reflect the properties of density fluctuations. RM SFs can be used to evaluate the mean magnetic field along the line of sight, but cannot serve as an informative source on the properties of turbulent magnetic field in the interstellar medium. We identify the spectral break of RM SFs as the inner scale of a shallow spectrum of electron density fluctuations, which characterizes the typical size of discrete electron density structures in the observed region.« less

Order and disorder in coupled metronome systems

NASA Astrophysics Data System (ADS)

Boda, Sz.; Davidova, L.; Néda, Z.

2014-04-01

Metronomes placed on a smoothly rotating disk are used for exemplifying order-disorder type phase-transitions. The ordered phase corresponds to spontaneously synchronized beats, while the disordered state is when the metronomes swing in unsynchronized manner. Using a given metronome ensemble, we propose several methods for switching between ordered and disordered states. The system is studied by controlled experiments and a realistic model. The model reproduces the experimental results, and allows to study large ensembles with good statistics. Finite-size effects and the increased fluctuation in the vicinity of the phase-transition point are also successfully reproduced.

Determinants of Wealth Fluctuation: Changes in Hard-To-Measure Economic Variables in a Panel Study

PubMed Central

Pfeffer, Fabian T.; Griffin, Jamie

2017-01-01

Measuring fluctuation in families’ economic conditions is the raison d’être of household panel studies. Accordingly, a particularly challenging critique is that extreme fluctuation in measured economic characteristics might indicate compounding measurement error rather than actual changes in families’ economic wellbeing. In this article, we address this claim by moving beyond the assumption that particularly large fluctuation in economic conditions might be too large to be realistic. Instead, we examine predictors of large fluctuation, capturing sources related to actual socio-economic changes as well as potential sources of measurement error. Using the Panel Study of Income Dynamics, we study between-wave changes in a dimension of economic wellbeing that is especially hard to measure, namely, net worth as an indicator of total family wealth. Our results demonstrate that even very large between-wave changes in net worth can be attributed to actual socio-economic and demographic processes. We do, however, also identify a potential source of measurement error that contributes to large wealth fluctuation, namely, the treatment of incomplete information, presenting a pervasive challenge for any longitudinal survey that includes questions on economic assets. Our results point to ways for improving wealth variables both in the data collection process (e.g., by measuring active savings) and in data processing (e.g., by improving imputation algorithms). PMID:28316752

Large-scale anisotropy of the cosmic microwave background radiation

NASA Technical Reports Server (NTRS)

Silk, J.; Wilson, M. L.

1981-01-01

Inhomogeneities in the large-scale distribution of matter inevitably lead to the generation of large-scale anisotropy in the cosmic background radiation. The dipole, quadrupole, and higher order fluctuations expected in an Einstein-de Sitter cosmological model have been computed. The dipole and quadrupole anisotropies are comparable to the measured values, and impose important constraints on the allowable spectrum of large-scale matter density fluctuations. A significant dipole anisotropy is generated by the matter distribution on scales greater than approximately 100 Mpc. The large-scale anisotropy is insensitive to the ionization history of the universe since decoupling, and cannot easily be reconciled with a galaxy formation theory that is based on primordial adiabatic density fluctuations.

On the Fluctuations that Order and Frustrate Liquid Water

NASA Astrophysics Data System (ADS)

Limmer, David Tyler

At ambient conditions, water sits close to phase coexistence with its crystal. More so than in many other materials, this fact is manifested in the fluctuations that maintain a large degree of local order in the liquid. These fluctuations and how they result in long-ranged order, or its absence, are emergent features of many interacting molecules. Their study therefore requires using the tools of statistical mechanics for their their systematic understanding. In this dissertation we develop such an understanding. In particular, we focus on collective behavior that emerges in liquid and solid water. At room temperatures, the thermophysical properties of water are quantified and rationalized with simple molecular models. A key feature of these models is the correct characterization of the competition between entropic forces of packing and the energetic preference for tetrahedral order. At cold temperatures, the properties of ice surfaces are studied with statistical field theory. The theory we develop for the long wavelength features of ice interfaces allows us to explain the existence of a premelting layer on the surface of ice and the stability of ice in confinement. In between these extremes, the dynamics of supercooled water are considered. A detailed theory for the early stages of coarsening is developed and used to explain the peculiar observation of a transient second liquid state of water. When coarsening dynamics are arrested, the result is the formation of a glassy states of water. We show that out-of-equilibrium the phase diagram for supercooled water exhibits a rich amount of structure, including a triple point between two glass phases of water and the liquid. At the end, we explore possible technological implications for the interplay between ordering and frustration in studies of water at metal interfaces.

Fluctuations in epidemic modeling - disease extinction and control

NASA Astrophysics Data System (ADS)

Schwartz, Ira

2009-03-01

The analysis of infectious disease fluctuations has recently seen an increasing rise in the use of new tools and models from stochastic dynamics and statistical physics. Examples arise in modeling fluctuations of multi-strain diseases, in modeling adaptive social behavior and its impact on disease fluctuations, and in the analysis of disease extinction in finite population models. Proper stochastic model reduction [1] allows one to predict unobserved fluctuations from observed data in multi-strain models [2]. Degree alteration and power law behavior is predicted in adaptive network epidemic models [3,4]. And extinction rates derived from large fluctuation theory exhibit scaling with respect to distance to the bifurcation point of disease onset with an unusual exponent [5]. In addition to outbreak prediction, another main goal of epidemic modeling is one of eliminating the disease to extinction through various control mechanisms, such as vaccine implementation or quarantine. In this talk, a description will be presented of the fluctuational behavior of several epidemic models and their extinction rates. A general framework and analysis of the effect of non-Gaussian control actuations which enhance the rate to disease extinction will be described. In particular, in it is shown that even in the presence of a small Poisson distributed vaccination program, there is an exponentially enhanced rate to disease extinction. These ideas may lead to improved methods of controlling disease where random vaccinations are prevalent. [4pt] Recent papers:[0pt] [1] E. Forgoston and I. B. Schwartz, ``Escape Rates in a Stochastic Environment with Multiple Scales,'' arXiv:0809.1345 2008.[0pt] [2] L. B. Shaw, L. Billings, I. B. Schwartz, ``Using dimension reduction to improve outbreak predictability of multi-strain diseases,'' J. Math. Bio. 55, 1 2007.[0pt] [3] L. B. Shaw and I. B. Schwartz, ``Fluctuating epidemics on adaptive networks,'' Physical Review E 77, 066101 2008.[0pt] [4] L. B. Shaw and I. B. Schwartz, ``Noise induced dynamics in adaptivenetworks with applications to epidemiology,'' arXiv:0807.3455 2008.[0pt] [5] M. I. Dykman, I. B. Schwartz, A. S. Landsman, ``Disease Extinction in the Presence of Random Vaccination,'' Phys. Rev. Letts. 101, 078101 2008.

Mass action at the single-molecule level.

PubMed

Shon, Min Ju; Cohen, Adam E

2012-09-05

We developed a system to reversibly encapsulate small numbers of molecules in an array of nanofabricated "dimples". This system enables highly parallel, long-term, and attachment-free studies of molecular dynamics via single-molecule fluorescence. In studies of bimolecular reactions of small numbers of confined molecules, we see phenomena that, while expected from basic statistical mechanics, are not observed in bulk chemistry. Statistical fluctuations in the occupancy of sealed reaction chambers lead to steady-state fluctuations in reaction equilibria and rates. These phenomena are likely to be important whenever reactions happen in confined geometries.

New estimates of asymmetric decomposition of racemic mixtures by natural beta-radiation sources

NASA Technical Reports Server (NTRS)

Hegstrom, R. A.; Rich, A.; Van House, J.

1985-01-01

Some recent calculations that appeared to invalidate the Vester-Ulbricht hypothesis, which suggests that the chirality of biological molecules originates from the beta-radiolysis of prebiotic racemic mixtures, are reexamined. These calculations apparently showed that the radiolysis-induced chiral polarization can never exceed the chiral polarization produced by statistical fluctuations. It is here shown that several overly restrictive conditions were imposed on these calculations which, when relaxed, allow the radiolysis-induced polarization to exceed that produced by statistical fluctuations, in accordance with the Vester-Ulbricht hypothesis.

Fluctuations of conserved charges in relativistic heavy ion collisions: An introduction

NASA Astrophysics Data System (ADS)

Asakawa, Masayuki; Kitazawa, Masakiyo

2016-09-01

Bulk fluctuations of conserved charges measured by event-by-event analysis in relativistic heavy ion collisions are observables which are believed to carry significant amount of information on the hot medium created by the collisions. Active studies have been done recently experimentally, theoretically, and on the lattice. In particular, non-Gaussianity of the fluctuations has acquired much attention recently. In this review, we give a pedagogical introduction to these issues, and survey recent developments in this field of research. Starting from the definition of cumulants, basic concepts in fluctuation physics, such as thermal fluctuations in statistical mechanics and time evolution of fluctuations in diffusive systems, are described. Phenomena which are expected to occur in finite temperature and/or density QCD matter and their measurement by event-by-event analyses are also elucidated.

Pressure fluctuation generated by the interaction of blade and tongue

NASA Astrophysics Data System (ADS)

Zheng, Lulu; Dou, Hua-Shu; Chen, Xiaoping; Zhu, Zuchao; Cui, Baoling

2018-02-01

Pressure fluctuation around the tongue has large effect on the stable operation of a centrifugal pump. In this paper, the Reynolds averaged Navier-Stokes equations (RANS) and the RNG k-epsilon turbulence model is employed to simulate the flow in a pump. The flow field in the centrifugal pump is computed for a range of flow rate. The simulation results have been compared with the experimental data and good agreement has been achieved. In order to study the interaction of the tongue with the impeller, fifteen monitor probes are evenly distributed circumferentially at three radii around the tongue. Pressure distribution is investigated at various blade positions while the blade approaches to and leaves the tongue region. Results show that pressure signal fluctuates largely around the tongue, and it is more intense near the tongue surface. At design condition, standard deviation of pressure fluctuation is the minimum. At large flow rate, the increased low pressure region at the blade trailing edge results in the increases of pressure fluctuation amplitude and pressure spectra at the monitor probes. Minimum pressure is obtained when the blade is facing to the tongue. It is found that the amplitude of pressure fluctuation strongly depends on the blade positions at large flow rate, and pressure fluctuation is caused by the relative movement between blades and tongue. At small flow rate, the rule of pressure fluctuation is mainly depending on the structure of vortex flow at blade passage exit besides the influence from the relative position between the blade and the tongue.

Measurements of the driving forces of bio-motors using the fluctuation theorem

PubMed Central

Hayashi, Kumiko; Tanigawara, Mizue; Kishikawa, Jun-ichi

2012-01-01

The fluctuation theorem (FT), which is a recent achievement in non-equilibrium statistical mechanics, has been suggested to be useful for measuring the driving forces of motor proteins. As an example of this application, we performed single-molecule experiments on F1-ATPase, which is a rotary motor protein, in which we measured its rotary torque by taking advantage of FT. Because fluctuation is inherent nature in biological small systems and because FT is a non-destructive force measurement method using fluctuation, it will be applied to a wide range of biological small systems in future. PMID:27857609

Elasticity and Fluctuations of Frustrated Nanoribbons

NASA Astrophysics Data System (ADS)

Grossman, Doron; Sharon, Eran; Diamant, Haim

2016-06-01

We derive a reduced quasi-one-dimensional theory of geometrically frustrated elastic ribbons. Expressed in terms of geometric properties alone, it applies to ribbons over a wide range of scales, allowing the study of their elastic equilibrium, as well as thermal fluctuations. We use the theory to account for the twisted-to-helical transition of ribbons with spontaneous negative curvature and the effect of fluctuations on the corresponding critical exponents. The persistence length of such ribbons changes nonmonotonically with the ribbon's width, dropping to zero at the transition. This and other statistical properties qualitatively differ from those of nonfrustrated fluctuating filaments.

Pathways to dewetting in hydrophobic confinement.

PubMed

Remsing, Richard C; Xi, Erte; Vembanur, Srivathsan; Sharma, Sumit; Debenedetti, Pablo G; Garde, Shekhar; Patel, Amish J

2015-07-07

Liquid water can become metastable with respect to its vapor in hydrophobic confinement. The resulting dewetting transitions are often impeded by large kinetic barriers. According to macroscopic theory, such barriers arise from the free energy required to nucleate a critical vapor tube that spans the region between two hydrophobic surfaces--tubes with smaller radii collapse, whereas larger ones grow to dry the entire confined region. Using extensive molecular simulations of water between two nanoscopic hydrophobic surfaces, in conjunction with advanced sampling techniques, here we show that for intersurface separations that thermodynamically favor dewetting, the barrier to dewetting does not correspond to the formation of a (classical) critical vapor tube. Instead, it corresponds to an abrupt transition from an isolated cavity adjacent to one of the confining surfaces to a gap-spanning vapor tube that is already larger than the critical vapor tube anticipated by macroscopic theory. Correspondingly, the barrier to dewetting is also smaller than the classical expectation. We show that the peculiar nature of water density fluctuations adjacent to extended hydrophobic surfaces--namely, the enhanced likelihood of observing low-density fluctuations relative to Gaussian statistics--facilitates this nonclassical behavior. By stabilizing isolated cavities relative to vapor tubes, enhanced water density fluctuations thus stabilize novel pathways, which circumvent the classical barriers and offer diminished resistance to dewetting. Our results thus suggest a key role for fluctuations in speeding up the kinetics of numerous phenomena ranging from Cassie-Wenzel transitions on superhydrophobic surfaces, to hydrophobically driven biomolecular folding and assembly.

Statistics of velocity and temperature fluctuations in two-dimensional Rayleigh-Bénard convection

NASA Astrophysics Data System (ADS)

Zhang, Yang; Huang, Yong-Xiang; Jiang, Nan; Liu, Yu-Lu; Lu, Zhi-Ming; Qiu, Xiang; Zhou, Quan

2017-08-01

We investigate fluctuations of the velocity and temperature fields in two-dimensional (2D) Rayleigh-Bénard (RB) convection by means of direct numerical simulations (DNS) over the Rayleigh number range 106≤Ra≤1010 and for a fixed Prandtl number Pr=5.3 and aspect ratio Γ =1 . Our results show that there exists a counter-gradient turbulent transport of energy from fluctuations to the mean flow both locally and globally, implying that the Reynolds stress is one of the driving mechanisms of the large-scale circulation in 2D turbulent RB convection besides the buoyancy of thermal plumes. We also find that the viscous boundary layer (BL) thicknesses near the horizontal conducting plates and near the vertical sidewalls, δu and δv, are almost the same for a given Ra, and they scale with the Rayleigh and Reynolds numbers as ˜Ra-0.26±0.03 and ˜Re-0.43±0.04 . Furthermore, the thermal BL thickness δθ defined based on the root-mean-square (rms) temperature profiles is found to agree with Prandtl-Blasius predictions from the scaling point of view. In addition, the probability density functions of turbulent energy ɛu' and thermal ɛθ' dissipation rates, calculated, respectively, within the viscous and thermal BLs, are found to be always non-log-normal and obey approximately a Bramwell-Holdsworth-Pinton distribution first introduced to characterize rare fluctuations in a confined turbulent flow and critical phenomena.

Analysis of concentration fluctuations in gas dispersion around high-rise building for different incident wind directions.

PubMed

Liu, X P; Niu, J L; Kwok, K C S

2011-09-15

This article presents experimental results that illustrate the unsteady characteristics of gas dispersion around a complex-shaped high-rise building for different incident wind directions. A series of wind tunnel experiments were conducted using a 1:30 scale model that represented the real structures under study. The objective of this paper is to study the behaviour of concentration fluctuations through transient analysis. Tracer gas was continuously released from a point source located at different positions, and a time series of fluctuating concentrations were recorded at a large number of points using fast flame ionization detectors. The experimental data were analysed to provide a comprehensive data set including variances and associated statistical quantities. Both the unsteady characteristics of the system and their potential practical impact are presented and discussed. Under crowd living conditions, the air pollutant exhausted from one household could probably re-enter into the neighbouring households, traveling with ambient airflow. Such pollutant dispersion process is defined as air cross-contamination in this study. The results indicate that the wind-induced cross-contamination around the studied type of high-rise building should not be overlooked, and the fluctuating concentrations should be paid attention to particularly during the evaluation of a potential contamination risk. This study can help deepen our understanding of the mechanisms of air cross-contamination, and will be useful for implementing optimization strategies to improve the built environments in metropolitan cities such as Hong Kong. Copyright © 2011 Elsevier B.V. All rights reserved.

Probing QCD critical fluctuations from light nuclei production in relativistic heavy-ion collisions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Kai-Jia; Chen, Lie-Wen; Ko, Che Ming

Based on the coalescence model for light nuclei production, we show that the yield ratio O p-d-t = N3HNp/Nmore » $$2\\atop{d}$$ of p, d, and 3H in heavy-ion collisions is sensitive to the neutron relative density fluctuation Δn = $$\\langle$$(δn) 2 $$\\rangle$$/ $$\\langle$$n$$\\rangle$$ at kinetic freeze-out. From recent experimental data in central Pb + Pb collisions at $$\\sqrt{s}$$$_ {NN}$$ =6.3 GeV, 7.6 GeV, 8.8 GeV, 12.3 GeV and 17.3 GeV measured by the NA49 Collaboration at the CERN Super Proton Synchrotron (SPS), we find a possible non-monotonic behavior of Δn as a function of the collision energy with a peak at $$\\sqrt{s}$$$_ {NN}$$ 8.8 GeV, indicating that the density fluctuations become the largest in collisions at this energy. With the known chemical freeze-out conditions determined from the statistical model fit to experimental data, we obtain a chemical freeze-out temperature of ~ 144 MeV and baryon chemical potential of ~385 MeV at this collision energy, which are close to the critical endpoint in the QCD phase diagram predicted by various theoretical studies. Our results thus suggest the potential usefulness of the yield ratio of light nuclei in relativistic heavy-ion collisions as a direct probe of the large density fluctuations associated with the QCD critical phenomena.« less

Probing QCD critical fluctuations from light nuclei production in relativistic heavy-ion collisions

DOE PAGES

Sun, Kai-Jia; Chen, Lie-Wen; Ko, Che Ming; ...

2017-09-22

Based on the coalescence model for light nuclei production, we show that the yield ratio O p-d-t = N3HNp/Nmore » $$2\\atop{d}$$ of p, d, and 3H in heavy-ion collisions is sensitive to the neutron relative density fluctuation Δn = $$\\langle$$(δn) 2 $$\\rangle$$/ $$\\langle$$n$$\\rangle$$ at kinetic freeze-out. From recent experimental data in central Pb + Pb collisions at $$\\sqrt{s}$$$_ {NN}$$ =6.3 GeV, 7.6 GeV, 8.8 GeV, 12.3 GeV and 17.3 GeV measured by the NA49 Collaboration at the CERN Super Proton Synchrotron (SPS), we find a possible non-monotonic behavior of Δn as a function of the collision energy with a peak at $$\\sqrt{s}$$$_ {NN}$$ 8.8 GeV, indicating that the density fluctuations become the largest in collisions at this energy. With the known chemical freeze-out conditions determined from the statistical model fit to experimental data, we obtain a chemical freeze-out temperature of ~ 144 MeV and baryon chemical potential of ~385 MeV at this collision energy, which are close to the critical endpoint in the QCD phase diagram predicted by various theoretical studies. Our results thus suggest the potential usefulness of the yield ratio of light nuclei in relativistic heavy-ion collisions as a direct probe of the large density fluctuations associated with the QCD critical phenomena.« less

Quantum gravity in the Southern Cone Conference. Proceedings. Conference, Bariloche (Argentina), 7 - 10 Jan 1998.

NASA Astrophysics Data System (ADS)

1999-04-01

The following topics are discussed: Black hole formation by canonical dynamics of gravitating shells; canonical quantum gravity; Vassiliev invariants; midisuperspace models; quantum spacetime; large-N limit of superconformal field theories and supergravity; world-volume fields and background coupling of branes; gauge enhancement and chirality changes in nonperturbative orbifold models; chiral p-forms; formally renormalizable gravitationally self-interacting string models; gauge supergravities for all odd dimensions; black hole radiation and S-matrix; primordial black holes; fluctuations in a thermal field and dissipation of a black hole spacetime in far-field limit; adiabatic interpretation of particle creation in a de Sitter universe; nonequilibrium dynamics of quantum fields in inflationary cosmology; magnetic fields in the early Universe; classical regime of a quantum universe obtained through a functional method; decoherence and correlations in semiclassical cosmology; fluid of primordial fluctuations; causal statistical mechanics calculation of initial cosmic entropy and quantum gravity prospects and black hole-D-brane correspondence.

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

The statistics of peaks of Gaussian random fields. [cosmological density fluctuations

NASA Technical Reports Server (NTRS)

Bardeen, J. M.; Bond, J. R.; Kaiser, N.; Szalay, A. S.

1986-01-01

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

Lithographic stochastics: beyond 3σ

NASA Astrophysics Data System (ADS)

Bristol, Robert L.; Krysak, Marie E.

2017-04-01

As lithography tools continue their progress in both numerical aperture and wavelength in pursuit of Moore's law, we have reached the point where the number of features printed in a single pass can now easily surpass one trillion. Statistically, one should not be surprised to see some members of such a population exhibit fluctuations as great as 7σ. But what do these fluctuations look like? We consider the problem in terms of variations in the effective local resist sensitivity caused by feature-to-feature differences in absorbed photons and resist component counts, modeling these as a normal distribution. As the CD versus dose curve is generally nonlinear over large ranges, the normal distribution of the local effective sensitivity then maps to a nonnormal distribution in CD. For the case of individual vias printed near the resolution limit, it results in many more undersized or completely closed vias than one would expect from a normal distribution of the CDs. We show examples of this behavior from both EUV exposures in the fab and ebeam exposures in the lab.

Mechanics of single cells: rheology, time dependence, and fluctuations.

PubMed

Massiera, Gladys; Van Citters, Kathleen M; Biancaniello, Paul L; Crocker, John C

2007-11-15

The results of mechanical measurements on single cultured epithelial cells using both magnetic twisting cytometry (MTC) and laser tracking microrheology (LTM) are described. Our unique approach uses laser deflection for high-performance tracking of cell-adhered magnetic beads either in response to an oscillatory magnetic torque (MTC) or due to random Brownian or ATP-dependent forces (LTM). This approach is well suited for accurately determining the rheology of single cells, the study of temporal and cell-to-cell variations in the MTC signal amplitude, and assessing the statistical character of the tracers' random motion in detail. The temporal variation of the MTC rocking amplitude is surprisingly large and manifests as a frequency-independent multiplicative factor having a 1/f spectrum in living cells, which disappears upon ATP depletion. In the epithelial cells we study, random bead position fluctuations are Gaussian to the limits of detection both in the Brownian and ATP-dependent cases, unlike earlier studies on other cell types.

Quantifying stock-price response to demand fluctuations

NASA Astrophysics Data System (ADS)

Plerou, Vasiliki; Gopikrishnan, Parameswaran; Gabaix, Xavier; Stanley, H. Eugene

2002-08-01

We empirically address the question of how stock prices respond to changes in demand. We quantify the relations between price change G over a time interval Δt and two different measures of demand fluctuations: (a) Φ, defined as the difference between the number of buyer-initiated and seller-initiated trades, and (b) Ω, defined as the difference in number of shares traded in buyer- and seller-initiated trades. We find that the conditional expectation functions of price change for a given Φ or Ω, Φ and Ω (``market impact function''), display concave functional forms that seem universal for all stocks. For small Ω, we find a power-law behavior Ω~Ω1/8 with δ depending on Δt (δ~3 for Δt=5 min, δ~3/2 for Δt=15 min and δ~1 for large Δt). We find that large price fluctuations occur when demand is very small-a fact that is reminiscent of large fluctuations that occur at critical points in spin systems, where the divergent nature of the response function leads to large fluctuations.

Turbulence as a Problem in Non-equilibrium Statistical Mechanics

NASA Astrophysics Data System (ADS)

Goldenfeld, Nigel; Shih, Hong-Yan

2017-05-01

The transitional and well-developed regimes of turbulent shear flows exhibit a variety of remarkable scaling laws that are only now beginning to be systematically studied and understood. In the first part of this article, we summarize recent progress in understanding the friction factor of turbulent flows in rough pipes and quasi-two-dimensional soap films, showing how the data obey a two-parameter scaling law known as roughness-induced criticality, and exhibit power-law scaling of friction factor with Reynolds number that depends on the precise form of the nature of the turbulent cascade. These results hint at a non-equilibrium fluctuation-dissipation relation that applies to turbulent flows. The second part of this article concerns the lifetime statistics in smooth pipes around the transition, showing how the remarkable super-exponential scaling with Reynolds number reflects deep connections between large deviation theory, extreme value statistics, directed percolation and the onset of coexistence in predator-prey ecosystems. Both these phenomena reflect the way in which turbulence can be fruitfully approached as a problem in non-equilibrium statistical mechanics.

The role of large eddy fluctuations in the magnetic dynamics of the Madison Dynamo Experiment

NASA Astrophysics Data System (ADS)

Kaplan, Elliot

The Madison Dynamo Experiment (MDE), a liquid sodium magnetohydrodynamics experiment in a 1 m diameter sphere at the University of Wisconsin-Madison, had measured [in Spence et al., 2006] diamagnetic electrical currents in the experiment that violated an anti dynamo theorem for axisymmetric flow. The diamagnetic currents were instead attributed to nonaxisymmetric turbulent fluctuations. The experimental apparatus has been modified to reduce the strength of the large-scale turbulence driven by the shear layer in its flow. A 7.62 cm baffle was affixed to the equator of the machine to stabilize the shear layer. This reduction has correlated with a decrease in the magnetic fields, induced by the flow, which had been associated with the α and β effects of mean-field magnetohydrodynamics. The research presented herein presents the experimental evidence for reduced fluctuations and reduced mean field emfs, and provides a theoretical framework—based upon mean-field MHD—that connects the observations. The shapes of the large-scale velocity fluctuations are inferred by the spectra of induced magnetic fluctuations and measured in a kinematically similar water experiment. The Bullard and Gellman [1954] formalism demonstrates that the large-scale velocity fluctuations that are inhibited by the baffle can beat with the large-scale magnetic fluctuations that they produce to generate a mean-field emf of the sort measured in Spence et al. [2006]. This shows that the reduction of these large-scale eddies has brought the MDE closer to exciting a dynamo magnetic field. We also examine the mean-field like effects of large-scale (stable) eddies in the Dudley-James [1989] two-vortex dynamo (that the MDE was based upon). Rotating the axis of symmetry redefines the problem from one of an axisymmetric flow exciting a nonaxisymmetric field to one of a combination of axisymmetric and nonaxisymmetric flows exciting a predominantly axisymmetric magnetic eigenmode. As a result, specific interactions between large-scale velocity modes and large-scale magnetic modes are shown to correspond to the Ω effect and the mean-field α and β effects.

Water Interfaces, Solvation, and Spectroscopy

NASA Astrophysics Data System (ADS)

Geissler, Phillip L.

2013-04-01

Liquid water consistently expands our appreciation of the rich statistical mechanics that can emerge from simple molecular constituents. Here I review several interrelated areas of recent work on aqueous systems that aim to explore and explain this richness by revealing molecular arrangements, their thermodynamic origins, and the timescales on which they change. Vibrational spectroscopy of OH stretching features prominently in these discussions, with an emphasis on efforts to establish connections between spectroscopic signals and statistics of intermolecular structure. For bulk solutions, the results of these efforts largely verify and enrich existing physical pictures of hydrogen-bond network connectivity, dynamics, and response. For water at interfaces, such pictures are still emerging. As an important example I discuss the solvation of small ions at the air-water interface, whose surface propensities challenge a basic understanding of how aqueous fluctuations accommodate solutes in heterogeneous environments.

Turbulent pressure fluctuations measured during CHATS

Treesearch

Steven P. Oncley; William J. Massman; Edward G. Patton

2008-01-01

Fast-response pressure fluctuations were included in the Canopy Horizontal Array of Turbulence Study (CHATS) at several heights within and just above the canopy in a walnut orchard. Two independent systems were intercompared and then separated. We present an evaluation of turbulence statistics - including the pressure transport term in the turbulence kinetic energy...

Mean-field dynamo in a turbulence with shear and kinetic helicity fluctuations.

PubMed

Kleeorin, Nathan; Rogachevskii, Igor

2008-03-01

We study the effects of kinetic helicity fluctuations in a turbulence with large-scale shear using two different approaches: the spectral tau approximation and the second-order correlation approximation (or first-order smoothing approximation). These two approaches demonstrate that homogeneous kinetic helicity fluctuations alone with zero mean value in a sheared homogeneous turbulence cannot cause a large-scale dynamo. A mean-field dynamo is possible when the kinetic helicity fluctuations are inhomogeneous, which causes a nonzero mean alpha effect in a sheared turbulence. On the other hand, the shear-current effect can generate a large-scale magnetic field even in a homogeneous nonhelical turbulence with large-scale shear. This effect was investigated previously for large hydrodynamic and magnetic Reynolds numbers. In this study we examine the threshold required for the shear-current dynamo versus Reynolds number. We demonstrate that there is no need for a developed inertial range in order to maintain the shear-current dynamo (e.g., the threshold in the Reynolds number is of the order of 1).

Modeling the subfilter scalar variance for large eddy simulation in forced isotropic turbulence

NASA Astrophysics Data System (ADS)

Cheminet, Adam; Blanquart, Guillaume

2011-11-01

Static and dynamic model for the subfilter scalar variance in homogeneous isotropic turbulence are investigated using direct numerical simulations (DNS) of a lineary forced passive scalar field. First, we introduce a new scalar forcing technique conditioned only on the scalar field which allows the fluctuating scalar field to reach a statistically stationary state. Statistical properties, including 2nd and 3rd statistical moments, spectra, and probability density functions of the scalar field have been analyzed. Using this technique, we performed constant density and variable density DNS of scalar mixing in isotropic turbulence. The results are used in an a-priori study of scalar variance models. Emphasis is placed on further studying the dynamic model introduced by G. Balarac, H. Pitsch and V. Raman [Phys. Fluids 20, (2008)]. Scalar variance models based on Bedford and Yeo's expansion are accurate for small filter width but errors arise in the inertial subrange. Results suggest that a constant coefficient computed from an assumed Kolmogorov spectrum is often sufficient to predict the subfilter scalar variance.

Measurement and data processing approach for detecting anisotropic spatial statistics of the turbulence-induced index of refraction fluctuations in the upper atmosphere.

PubMed

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.

Devil's staircases, quantum dimer models, and stripe formation in strong coupling models of quantum frustration.

NASA Astrophysics Data System (ADS)

Raman, Kumar; Papanikolaou, Stefanos; Fradkin, Eduardo

2007-03-01

We construct a two-dimensional microscopic model of interacting quantum dimers that displays an infinite number of periodic striped phases in its T=0 phase diagram. The phases form an incomplete devil's staircase and the period becomes arbitrarily large as the staircase is traversed. The Hamiltonian has purely short-range interactions, does not break any symmetries, and is generic in that it does not involve the fine tuning of a large number of parameters. Our model, a quantum mechanical analog of the Pokrovsky-Talapov model of fluctuating domain walls in two dimensional classical statistical mechanics, provides a mechanism by which striped phases with periods large compared to the lattice spacing can, in principle, form in frustrated quantum magnetic systems with only short-ranged interactions and no explicitly broken symmetries. Please see cond-mat/0611390 for more details.

Divergence of perturbation theory in large scale structures

NASA Astrophysics Data System (ADS)

Pajer, Enrico; van der Woude, Drian

2018-05-01

We make progress towards an analytical understanding of the regime of validity of perturbation theory for large scale structures and the nature of some non-perturbative corrections. We restrict ourselves to 1D gravitational collapse, for which exact solutions before shell crossing are known. We review the convergence of perturbation theory for the power spectrum, recently proven by McQuinn and White [1], and extend it to non-Gaussian initial conditions and the bispectrum. In contrast, we prove that perturbation theory diverges for the real space two-point correlation function and for the probability density function (PDF) of the density averaged in cells and all the cumulants derived from it. We attribute these divergences to the statistical averaging intrinsic to cosmological observables, which, even on very large and "perturbative" scales, gives non-vanishing weight to all extreme fluctuations. Finally, we discuss some general properties of non-perturbative effects in real space and Fourier space.

Fluctuations in microwave background radiation due to secondary ionization of the intergalactic gas in the universe

NASA Technical Reports Server (NTRS)

Sunyayev, R. A.

1979-01-01

Secondary heating and ionization of the intergalactic gas at redshifts z approximately 10-30 could lead to the large optical depth of the Universe for Thomson scattering and could smooth the primordial fluctuations formed at z approximately 1500. It is shown that the gas motions connected with the large scale density perturbations at z approximately 10-15 must lead to the generation of secondary fluctuations of microwave background. The contribution of the rich clusters of galaxies and young galaxies to the fluctuations of microwave background is also estimated.

A wind tunnel study on the effects of complex topography on wind turbine performance

NASA Astrophysics Data System (ADS)

Howard, Kevin; Hu, Stephen; Chamorro, Leonardo; Guala, Michele

2012-11-01

A set of wind tunnel experiments were conducted to study the response of a wind turbine under flow conditions typically observed at the wind farm scale, in complex terrain. A scale model wind turbine was placed in a fully developed turbulent boundary layer flow obtained in the SAFL Wind Tunnel. Experiments focused on the performance of a turbine model, under the effects induced by a second upwind turbine or a by three-dimensional, sinusoidal hill, peaking at the turbine hub height. High frequency measurements of fluctuating streamwise and wall normal velocities were obtained with a X-wire anemometer simultaneously with the rotor angular velocity and the turbine(s) voltage output. Velocity measurements in the wake of the first turbine and of the hill were used to determine the inflow conditions for the downwind test turbine. Turbine performance was inferred by the mean and fluctuating voltage statistics. Specific experiments were devoted to relate the mean voltage to the mean hub velocity, and the fluctuating voltage to the unsteadiness in the rotor kinematics induced by the perturbed (hill or turbine) or unperturbed (boundary layer) large scales of the incoming turbulent flow. Results show that the voltage signal can be used to assess turbine performance in complex flows.

The culmination of an inverse cascade: Mean flow and fluctuations

NASA Astrophysics Data System (ADS)

Frishman, Anna

2017-12-01

Two dimensional turbulence has a remarkable tendency to self-organize into large, coherent structures, forming a mean flow. The purpose of this paper is to elucidate how these structures are sustained and what determines them and the fluctuations around them. A recent theory for the mean flow will be reviewed. The theory assumes that turbulence is excited by a forcing supported on small scales and uses a linear shear model to relate the turbulent momentum flux to the mean shear rate. Extending the theory, it will be shown here that the relation between the momentum flux and mean shear is valid, and the momentum flux is non-zero, for both an isotropic forcing and an anisotropic forcing, independent of the dissipation mechanism at small scales. This conclusion requires taking into account that the linear shear model is an approximation to the real system. The proportionality between the momentum flux and the inverse of the shear can then be inferred most simply on dimensional grounds. Moreover, for a homogeneous pumping, the proportionality constant can be determined by symmetry considerations, recovering the result of the original theory. The regime of applicability of the theory, its compatibility with observations from simulations, a formula for the momentum flux for an inhomogeneous pumping, and results for the statistics of fluctuations will also be discussed.

Large-Scale Structure and Hyperuniformity of Amorphous Ices

NASA Astrophysics Data System (ADS)

Martelli, Fausto; Torquato, Salvatore; Giovambattista, Nicolas; Car, Roberto

2017-09-01

We investigate the large-scale structure of amorphous ices and transitions between their different forms by quantifying their large-scale density fluctuations. Specifically, we simulate the isothermal compression of low-density amorphous ice (LDA) and hexagonal ice to produce high-density amorphous ice (HDA). Both HDA and LDA are nearly hyperuniform; i.e., they are characterized by an anomalous suppression of large-scale density fluctuations. By contrast, in correspondence with the nonequilibrium phase transitions to HDA, the presence of structural heterogeneities strongly suppresses the hyperuniformity and the system becomes hyposurficial (devoid of "surface-area fluctuations"). Our investigation challenges the largely accepted "frozen-liquid" picture, which views glasses as structurally arrested liquids. Beyond implications for water, our findings enrich our understanding of pressure-induced structural transformations in glasses.

Effect of the collective motions of molecules inside a condensed phase on fluctuations in the density of small bodies

NASA Astrophysics Data System (ADS)

Tovbin, Yu. K.

2017-11-01

An approach to calculating the effects of fluctuations in density that considers the collective motions of molecules in small condensed phases (e.g., droplets, microcrystals, adsorption at microcrystal faces) is proposed. Statistical sums of the vibrational, rotational, and translational motions of molecules are of a collective character expressed in the dependences of these statistical sums on the local configurations of neighboring molecules. This changes their individual contributions to the free energy and modifies fluctuations in density in the inner homogeneous regions of small bodies. Interactions between nearest neighbors are considered in a quasi-chemical approximation that reflects the effects of short-range direct correlations. Expressions for isotherms relating the densities of mixture components to the chemical potentials in a thermostat are obtained, along with equations for pair distribution functions.

Graphic analysis and multifractal on percolation-based return interval series

NASA Astrophysics Data System (ADS)

Pei, A. Q.; Wang, J.

2015-05-01

A financial time series model is developed and investigated by the oriented percolation system (one of the statistical physics systems). The nonlinear and statistical behaviors of the return interval time series are studied for the proposed model and the real stock market by applying visibility graph (VG) and multifractal detrended fluctuation analysis (MF-DFA). We investigate the fluctuation behaviors of return intervals of the model for different parameter settings, and also comparatively study these fluctuation patterns with those of the real financial data for different threshold values. The empirical research of this work exhibits the multifractal features for the corresponding financial time series. Further, the VGs deviated from both of the simulated data and the real data show the behaviors of small-world, hierarchy, high clustering and power-law tail for the degree distributions.

Statistical and temporal irradiance fluctuations modeling for a ground-to-geostationary satellite optical link.

PubMed

Camboulives, A-R; Velluet, M-T; Poulenard, S; Saint-Antonin, L; Michau, V

2018-02-01

An optical communication link performance between the ground and a geostationary satellite can be impaired by scintillation, beam wandering, and beam spreading due to its propagation through atmospheric turbulence. These effects on the link performance can be mitigated by tracking and error correction codes coupled with interleaving. Precise numerical tools capable of describing the irradiance fluctuations statistically and of creating an irradiance time series are needed to characterize the benefits of these techniques and optimize them. The wave optics propagation methods have proven their capability of modeling the effects of atmospheric turbulence on a beam, but these are known to be computationally intensive. We present an analytical-numerical model which provides good results on the probability density functions of irradiance fluctuations as well as a time series with an important saving of time and computational resources.

Chemodetection in fluctuating environments: receptor coupling, buffering, and antagonism.

PubMed

Lalanne, Jean-Benoît; François, Paul

2015-02-10

Variability in the chemical composition of the extracellular environment can significantly degrade the ability of cells to detect rare cognate ligands. Using concepts from statistical detection theory, we formalize the generic problem of detection of small concentrations of ligands in a fluctuating background of biochemically similar ligands binding to the same receptors. We discover that in contrast with expectations arising from considerations of signal amplification, inhibitory interactions between receptors can improve detection performance in the presence of substantial environmental variability, providing an adaptive interpretation to the phenomenon of ligand antagonism. Our results suggest that the structure of signaling pathways responsible for chemodetection in fluctuating and heterogeneous environments might be optimized with respect to the statistics and dynamics of environmental composition. The developed formalism stresses the importance of characterizing nonspecific interactions to understand function in signaling pathways.

Entropy criteria applied to pattern selection in systems with free boundaries

NASA Astrophysics Data System (ADS)

Kirkaldy, J. S.

1985-10-01

The steady state differential or integral equations which describe patterned dissipative structures, typically to be identified with first order phase transformation morphologies like isothermal pearlites, are invariably degenerate in one or more order parameters (the lamellar spacing in the pearlite case). It is often observed that a different pattern is attained at the steady state for each initial condition (the hysteresis or metastable case). Alternatively, boundary perturbations and internal fluctuations during transition up to, or at the steady state, destroy the path coherence. In this case a statistical ensemble of imperfect patterns often emerges which represents a fluctuating but recognizably patterned and unique average steady state. It is cases like cellular, lamellar pearlite, involving an assembly of individual cell patterns which are regularly perturbed by local fluctuation and growth processes, which concern us here. Such weakly fluctuating nonlinear steady state ensembles can be arranged in a thought experiment so as to evolve as subsystems linking two very large mass-energy reservoirs in isolation. Operating on this discontinuous thermodynamic ideal, Onsager’s principle of maximum path probability for isolated systems, which we interpret as a minimal time correlation function connecting subsystem and baths, identifies the stable steady state at a parametric minimum or maximum (or both) in the dissipation rate. This nonlinear principle is independent of the Principle of Minimum Dissipation which is applicable in the linear regime of irreversible thermodynamics. The statistical argument is equivalent to the weak requirement that the isolated system entropy as a function of time be differentiable to the second order despite the macroscopic pattern fluctuations which occur in the subsystem. This differentiability condition is taken for granted in classical stability theory based on the 2nd Law. The optimal principle as applied to isothermal and forced velocity pearlites (in this case maximal) possesses a Le Chatelier (perturbation) Principle which can be formulated exactly via Langer’s conjecture that “each lamella must grow in a direction which is perpendicular to the solidification front”. This is the first example of such an equivalence to be experimentally and theoretically recognized in nonlinear irreversible thermodynamics. A further application to binary solidification cells is reviewed. In this case the optimum in the dissipation is a minimum and the closure between theory and experiment is excellent. Other applications in thermal-hydraulics, biology, and solid state physics are briefy described.

Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance

NASA Astrophysics Data System (ADS)

Stanley, H. E.; Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki

2007-08-01

One challenge of economics is that the systems treated by these sciences have no perfect metronome in time and no perfect spatial architecture-crystalline or otherwise. Nonetheless, as if by magic, out of nothing but randomness one finds remarkably fine-tuned processes in time. We present an overview of recent research joining practitioners of economic theory and statistical physics to try to better understand puzzles regarding economic fluctuations. One of these puzzles is how to describe outliers, phenomena that lie outside of patterns of statistical regularity. We review evidence consistent with the possibility that such outliers may not exist. This possibility is supported by recent analysis of databases containing information about each trade of every stock.

Higher-order correlations for fluctuations in the presence of fields.

PubMed

Boer, A; Dumitru, S

2002-10-01

The higher-order moments of the fluctuations for thermodynamic systems in the presence of fields are investigated in the framework of a theoretical method. The method uses a generalized statistical ensemble consistent with an adequate expression for the internal energy. The applications refer to the case of a system in a magnetoquasistatic field. In the case of linear magnetic media, one finds that, for the description of the magnetic induction fluctuations, the Gaussian approximation is satisfactory. For nonlinear media, the corresponding fluctuations are non-Gaussian, having a non-null asymmetry. Furthermore, the respective fluctuations have characteristics of leptokurtic, mesokurtic and platykurtic type, depending on the value of the magnetic field strength as compared with a scaling factor of the magnetization curve.

Fluctuations of the flux of energy on the apparent horizon

NASA Astrophysics Data System (ADS)

Mimoso, José P.; Pavón, Diego

2018-05-01

Adopting the Landau-Lifshiftz method of classical fluctuations, we determine the statistical average strength of the fluctuations of the energy flux on the apparent horizon of a homogeneous and isotropic universe described by Einstein gravity. We find that the fluctuations increase with the temperature of the horizon and decrease with its area, in accordance with the features of systems where gravity can be neglected. We further find, on the one hand, that the fluctuations vanish in the cosmological constant dominated de Sitter expansion and, on the other hand, that the domination of phantom fields is excluded. The reasonableness of the results we have obtained lend support to the view that the Universe behaves as a normal thermodynamic system.

Analysis of the statistic al properties of pulses in atmospheric corona discharge

NASA Astrophysics Data System (ADS)

Aubrecht, L.; Koller, J.; Plocek, J.; Stanék, Z.

2000-03-01

The properties of the negative corona current pulses in a single point-to-plane configuration have been extensively studied by many investigators. The amplitude and the interval of these pulses are not generally constant and depend on many variables. The repetition rate and the amplitude of the pulses fluctuate in time. Since these fluctuations are subject to a certain probability distribution, the statistical processing was used for the analysis of the pulse fluctuations. The behavior of the pulses has been also investigated in a multipoint geometry configuration. The dependence of the behavior of the corona pulses on the gap lengths, the material, the shape of the point electrode, the number and separation of electrodes (in the multiple-point mode) has been investigated, too. No detailed study has been carried out up to now for this case. The attention has been devoted also to the study of the pulses on the points of live materials (needles of coniferous trees). This contribution describes recent studies of the statistical properties of the pulses for various conditions.

Temporal fluctuations after a quantum quench: Many-particle dephasing

NASA Astrophysics Data System (ADS)

Marquardt, Florian; Kiendl, Thomas

After a quantum quench, the expectation values of observables continue to fluctuate in time. In the thermodynamic limit, one expects such fluctuations to decrease to zero, in order for standard statistical physics to hold. However, it is a challenge to determine analytically how the fluctuations decay as a function of system size. So far, there have been analytical predictions for integrable models (which are, naturally, somewhat special), analytical bounds for arbitrary systems, and numerical results for moderate-size systems. We have discovered a dynamical regime where the decrease of fluctuations is driven by many-particle dephasing, instead of a redistribution of occupation numbers. On the basis of this insight, we are able to provide exact analytical expressions for a model with weak integrability breaking (transverse Ising chain with additional terms). These predictions explicitly show how fluctuations are exponentially suppressed with system size.

Characterizing the Cosmic Infrared Background Fluctuations

NASA Astrophysics Data System (ADS)

Li, Yanxia

2015-08-01

A salient feature of the Cosmic Infrared Background (CIB) fluctuations is that their spatial power spectrum rises a factor of ~10 above the expected contribution from all known sources at angular scales >20‧‧. A tantalizing large-scale correlation signal between the residual Cosmic X-ray Background (CXB) and CIB found in the Extended Groth Strip (EGS) further suggests that at least 20% of the CIB fluctuations are associated with accreting X-ray sources, with efficient energy production similar to black holes. However, there is still a controversy about the sources that produce the excess flux. They could be faint, local populations with different spatial distribution from other known galaxies, e.g., intra-halo light (emitted from stars in the outskirts of local galaxies), or really high-z populations at the epoch of reionization that we know little of. Constraining the origin of the CIB fluctuations will help to establish our understanding of the overall cosmic energy budget.In this talk, we will present our plan to break down this controversy, current state of data collection and analysis.(1) We will combine the archival Spitzer/IRAC and Herschel/PACS data, with the Chandra data of the Cosmic Evolution Survey (COSMOS), to accurately measure the source-subtracted CIB and CXB fluctuations to the largest angular scale (~1-2 deg) to date. The newly discovered link between CIB and CXB fluctuations found in the EGS will be revisited in the COSMOS, which provides better photon statistics. (2) We have been working on cross-correlating the unresolved background with the discrete sources detected at shorter wavelengths (1- 2μm), using ground-based multi-wavelength observations. In addition to exploring the Pan-STARRS 3PI and Medium Deep Survey database, we have also been awarded the telescope time of CFHT/WIRCam and Subaru/Hyper-Suprime-Cam for this purpose. The preliminary data analysis will be presented.

Collisionless Isotropization of the Solar-Wind Protons by Compressive Fluctuations and Plasma Instabilities

NASA Astrophysics Data System (ADS)

Verscharen, D.; Chandran, B. D. G.; Klein, K. G.; Quataert, E.

2016-12-01

Compressive fluctuations are a minor yet significant component of astrophysical plasma turbulence. In the solar wind, long-wavelength compressive slow-mode fluctuations lead to changes in β∥p ≡ 8πnpkBT∥p/B2 and in Rp ≡ T⊥p/T∥p, where T⊥p and T∥p are the perpendicular and parallel temperatures of the protons, B is the magnetic field strength, and np is the proton density. If the amplitude of the compressive fluctuations is large enough, Rp crosses one or more instability thresholds for anisotropy-driven micro-instabilities. The enhanced field fluctuations from these micro-instabilities scatter the protons so as to reduce the anisotropy of the pressure tensor, driving the average value of Rp away from the marginal stability boundary until the fluctuating value of Rp stops crossing the boundary. We model this "fluctuating-anisotropy effect" using linear Vlasov-Maxwell theory to describe the large-scale compressive fluctuations. We show that this effect can explain why, in the nearly collisionless solar wind, the average value of Rp is close to unity.

Measurements of surface-pressure and wake-flow fluctuations in the flow field of a whitcomb supercritical airfoil

NASA Technical Reports Server (NTRS)

Roos, F. W.; Riddle, D. W.

1977-01-01

Measurements of surface pressure and wake flow fluctuations were made as part of a transonic wind tunnel investigation into the nature of a supercritical airfoil flow field. Emphasis was on a range of high subsonic Mach numbers and moderate lift coefficients corresponding to the development of drag divergence and buffeting. Fluctuation data were analyzed statistically for intensity, frequency content, and spatial coherence. Variations in these parameters were correlated with changes in the mean airfoil flow field.

Effect of Oxide Interface Roughness on the Threshold Voltage Fluctuations in Decanano MOSFETs with Ultrathin Gate Oxides

NASA Technical Reports Server (NTRS)

Asenov, Asen; Kaya, S.

2000-01-01

In this paper we use the Density Gradient (DG) simulation approach to study, in 3-D, the effect of local oxide thickness fluctuations on the threshold voltage of decanano MOSFETs on a statistical scale. The random 2-D surfaces used to represent the interface are constructed using the standard assumptions for the auto-correlation function of the interface. The importance of the Quantum Mechanical effects when studying oxide thickness fluctuations are illustrated in several simulation examples.

Two-Dimensional Matrix Algorithm Using Detrended Fluctuation Analysis to Distinguish Burkitt and Diffuse Large B-Cell Lymphoma

PubMed Central

Yeh, Rong-Guan; Lin, Chung-Wu; Abbod, Maysam F.; Shieh, Jiann-Shing

2012-01-01

A detrended fluctuation analysis (DFA) method is applied to image analysis. The 2-dimensional (2D) DFA algorithms is proposed for recharacterizing images of lymph sections. Due to Burkitt lymphoma (BL) and diffuse large B-cell lymphoma (DLBCL), there is a significant different 5-year survival rates after multiagent chemotherapy. Therefore, distinguishing the difference between BL and DLBCL is very important. In this study, eighteen BL images were classified as group A, which have one to five cytogenetic changes. Ten BL images were classified as group B, which have more than five cytogenetic changes. Both groups A and B BLs are aggressive lymphomas, which grow very fast and require more intensive chemotherapy. Finally, ten DLBCL images were classified as group C. The short-term correlation exponent α1 values of DFA of groups A, B, and C were 0.370 ± 0.033, 0.382 ± 0.022, and 0.435 ± 0.053, respectively. It was found that α1 value of BL image was significantly lower (P < 0.05) than DLBCL. However, there is no difference between the groups A and B BLs. Hence, it can be concluded that α1 value based on DFA statistics concept can clearly distinguish BL and DLBCL image. PMID:23365623

Analysing News for Stock Market Prediction

NASA Astrophysics Data System (ADS)

Ramalingam, V. V.; Pandian, A.; Dwivedi, shivam; Bhatt, Jigar P.

2018-04-01

Stock market means the aggregation of all sellers and buyers of stocks representing their ownership claims on the business. To be completely absolute about the investment on these stocks, proper knowledge about them as well as their pricing, for both present and future is very essential. Large amount of data is collected and parsed to obtain this essential information regarding the fluctuations in the stock market. This data can be any news or public opinions in general. Recently, many methods have been used, especially big unstructured data methods to predict the stock market values. We introduce another method of focusing on deriving the best statistical learning model for predicting the future values. The data set used is very large unstructured data collected from an online social platform, commonly known as Quindl. The data from this platform is then linked to a csv fie and cleaned to obtain the essential information for stock market prediction. The method consists of carrying out the NLP (Natural Language Processing) of the data and then making it easier for the system to understand, finds and identifies the correlation in between this data and the stock market fluctuations. The model is implemented using Python Programming Language throughout the entire project to obtain flexibility and convenience of the system.

RECONNECTION PROPERTIES OF LARGE-SCALE CURRENT SHEETS DURING CORONAL MASS EJECTION ERUPTIONS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lynch, B. J.; Kazachenko, M. D.; Edmondson, J. K.

2016-07-20

We present a detailed analysis of the properties of magnetic reconnection at large-scale current sheets (CSs) in a high cadence version of the Lynch and Edmondson 2.5D MHD simulation of sympathetic magnetic breakout eruptions from a pseudostreamer source region. We examine the resistive tearing and break-up of the three main CSs into chains of X- and O-type null points and follow the dynamics of magnetic island growth, their merging, transit, and ejection with the reconnection exhaust. For each CS, we quantify the evolution of the length-to-width aspect ratio (up to ∼100:1), Lundquist number (∼10{sup 3}), and reconnection rate (inflow-to-outflow ratiosmore » reaching ∼0.40). We examine the statistical and spectral properties of the fluctuations in the CSs resulting from the plasmoid instability, including the distribution of magnetic island area, mass, and flux content. We show that the temporal evolution of the spectral index of the reconnection-generated magnetic energy density fluctuations appear to reflect global properties of the CS evolution. Our results are in excellent agreement with recent, high-resolution reconnection-in-a-box simulations even though our CSs’ formation, growth, and dynamics are intrinsically coupled to the global evolution of sequential sympathetic coronal mass ejection eruptions.« less

Do Serum Creatinine Levels Show Clinically Significant Fluctuations on Serial Determinations on the Siemens Advia 1800 Analyzer?

PubMed

Levitan, Daniel; Harper, Aaron E; Sun, Yi; Scarpa Carniello, Jose V; Momeni, Amir; Kagan, Joshua; Alexis, Herol; Eid, Ikram; Harris, Loretta; Marshal, Barbara; Tafani, Edlira; Pincus, Matthew

2017-01-01

The goal of this work was to determine whether there are clinically significant fluctuations in the level of serum creatinine on serial determinations, especially in the borderline range (1.1-1.3 mg/dl), after specimen storage. Sixty-one serum samples were analyzed. They were divided into three categories based on the initial serum creatinine measurement: low (≤1.0 mg/dl), borderline (1.1-1.3 mg/dl), and high (≥1.4 mg/dl). The specimens were stored at 4°C and run on the Siemens Advia 1800 chemistry analyzer on days 1, 3, and 11. Statistical comparisons of the three groups were made using the unpaired t-test, yielding a two-tailed P-value for each group comparison. The P-values ranged from 0.0829 to 0.3892, indicating no statistically significant difference between the standard deviations of each group. Mild-to-moderate fluctuations in precision occur in successive serum creatinine determinations. The overwhelming majority of these fluctuations should not affect clinical decision making. © 2016 Wiley Periodicals, Inc.

Evaluating a linearized Euler equations model for strong turbulence effects on sound propagation.

PubMed

Ehrhardt, Loïc; Cheinet, Sylvain; Juvé, Daniel; Blanc-Benon, Philippe

2013-04-01

Sound propagation outdoors is strongly affected by atmospheric turbulence. Under strongly perturbed conditions or long propagation paths, the sound fluctuations reach their asymptotic behavior, e.g., the intensity variance progressively saturates. The present study evaluates the ability of a numerical propagation model based on the finite-difference time-domain solving of the linearized Euler equations in quantitatively reproducing the wave statistics under strong and saturated intensity fluctuations. It is the continuation of a previous study where weak intensity fluctuations were considered. The numerical propagation model is presented and tested with two-dimensional harmonic sound propagation over long paths and strong atmospheric perturbations. The results are compared to quantitative theoretical or numerical predictions available on the wave statistics, including the log-amplitude variance and the probability density functions of the complex acoustic pressure. The match is excellent for the evaluated source frequencies and all sound fluctuations strengths. Hence, this model captures these many aspects of strong atmospheric turbulence effects on sound propagation. Finally, the model results for the intensity probability density function are compared with a standard fit by a generalized gamma function.

Synchrony in broadband fluctuation and the 2008 financial crisis.

PubMed

Lin, Der Chyan

2013-01-01

We propose phase-like characteristics in scale-free broadband processes and consider fluctuation synchrony based on the temporal signature of significant amplitude fluctuation. Using wavelet transform, successful captures of similar fluctuation pattern between such broadband processes are demonstrated. The application to the financial data leading to the 2008 financial crisis reveals the transition towards a qualitatively different dynamical regime with many equity price in fluctuation synchrony. Further analysis suggests an underlying scale free "price fluctuation network" with large clustering coefficient.

Effect of Contraction on Turbulence and Temperature Fluctuations Generated by a Warm Grid

NASA Technical Reports Server (NTRS)

Mills, Robert R., Jr.; Corrsin, Stanley

1959-01-01

Hot-wire anemometer measurements were made of several statistical properties of approximately homogeneous and isotropic fields of turbulence and temperature fluctuations generated by a warm grid in a uniform airstream sent through a 4-to-1 contraction. These measurements were made both in the contraction and in the axisymmetric domain farther downstream. In addition to confirming the well-known turbulence anisotropy induced by strain, the data show effects on the skewnesses of both longitudinal velocity fluctuation (which has zero skewness in isotropic turbulence) and its derivative. The concomitant anisotropy in the temperature field accelerates the decay of temperature fluctuations.

Statistical physics and physiology: monofractal and multifractal approaches

NASA Technical Reports Server (NTRS)

Stanley, H. E.; Amaral, L. A.; Goldberger, A. L.; Havlin, S.; Peng, C. K.

1999-01-01

Even under healthy, basal conditions, physiologic systems show erratic fluctuations resembling those found in dynamical systems driven away from a single equilibrium state. Do such "nonequilibrium" fluctuations simply reflect the fact that physiologic systems are being constantly perturbed by external and intrinsic noise? Or, do these fluctuations actually, contain useful, "hidden" information about the underlying nonequilibrium control mechanisms? We report some recent attempts to understand the dynamics of complex physiologic fluctuations by adapting and extending concepts and methods developed very recently in statistical physics. Specifically, we focus on interbeat interval variability as an important quantity to help elucidate possibly non-homeostatic physiologic variability because (i) the heart rate is under direct neuroautonomic control, (ii) interbeat interval variability is readily measured by noninvasive means, and (iii) analysis of these heart rate dynamics may provide important practical diagnostic and prognostic information not obtainable with current approaches. The analytic tools we discuss may be used on a wider range of physiologic signals. We first review recent progress using two analysis methods--detrended fluctuation analysis and wavelets--sufficient for quantifying monofractual structures. We then describe recent work that quantifies multifractal features of interbeat interval series, and the discovery that the multifractal structure of healthy subjects is different than that of diseased subjects.

Scaling Features of High-Latitude Geomagnetic Field Fluctuations at Swarm Altitude: Impact of IMF Orientation

NASA Astrophysics Data System (ADS)

De Michelis, Paola; Consolini, Giuseppe; Tozzi, Roberta; Marcucci, Maria Federica

2017-10-01

This paper attempts to explore the statistical scaling features of high-latitude geomagnetic field fluctuations at Swarm altitude. Data for this study are low-resolution (1 Hz) magnetic data recorded by the vector field magnetometer on board Swarm A satellite over 1 year (from 15 April 2014 to 15 April 2015). The first- and second-order structure function scaling exponents and the degree of intermittency of the fluctuations of the intensity of the horizontal component of the magnetic field at high northern latitudes have been evaluated for different interplanetary magnetic field orientations in the GSM Y-Z plane and seasons. In the case of the first-order structure function scaling exponent, a comparison between the average spatial distributions of the obtained values and the statistical convection patterns obtained using a Super Dual Auroral Radar Network dynamic model (CS10 model) has been also considered. The obtained results support the idea that the knowledge of the scaling features of the geomagnetic field fluctuations can help in the characterization of the different ionospheric turbulence regimes of the medium crossed by Swarm A satellite. This study shows that different turbulent regimes of the geomagnetic field fluctuations exist in the regions characterized by a double-cell convection pattern and in those regions near the border of the convective structures.

New probes of Cosmic Microwave Background large-scale anomalies

NASA Astrophysics Data System (ADS)

Aiola, Simone

Fifty years of Cosmic Microwave Background (CMB) data played a crucial role in constraining the parameters of the LambdaCDM model, where Dark Energy, Dark Matter, and Inflation are the three most important pillars not yet understood. Inflation prescribes an isotropic universe on large scales, and it generates spatially-correlated density fluctuations over the whole Hubble volume. CMB temperature fluctuations on scales bigger than a degree in the sky, affected by modes on super-horizon scale at the time of recombination, are a clean snapshot of the universe after inflation. In addition, the accelerated expansion of the universe, driven by Dark Energy, leaves a hardly detectable imprint in the large-scale temperature sky at late times. Such fundamental predictions have been tested with current CMB data and found to be in tension with what we expect from our simple LambdaCDM model. Is this tension just a random fluke or a fundamental issue with the present model? In this thesis, we present a new framework to probe the lack of large-scale correlations in the temperature sky using CMB polarization data. Our analysis shows that if a suppression in the CMB polarization correlations is detected, it will provide compelling evidence for new physics on super-horizon scale. To further analyze the statistical properties of the CMB temperature sky, we constrain the degree of statistical anisotropy of the CMB in the context of the observed large-scale dipole power asymmetry. We find evidence for a scale-dependent dipolar modulation at 2.5sigma. To isolate late-time signals from the primordial ones, we test the anomalously high Integrated Sachs-Wolfe effect signal generated by superstructures in the universe. We find that the detected signal is in tension with the expectations from LambdaCDM at the 2.5sigma level, which is somewhat smaller than what has been previously argued. To conclude, we describe the current status of CMB observations on small scales, highlighting the tensions between Planck, WMAP, and SPT temperature data and how the upcoming data release of the ACTpol experiment will contribute to this matter. We provide a description of the current status of the data-analysis pipeline and discuss its ability to recover large-scale modes.

Spatial, spectral and statistical properties of the electrostatic fluctuations and measurements of the scattering of the beam in a strongly turbulent plasma

NASA Astrophysics Data System (ADS)

McFarland, Michael Duane

The purpose of this investigation is to measure the spatial, spectral and statistical properties of the high (/omega/ ~/ ω pe) and low (/omega/ ~/ ωpi) frequency electrostatic fluctuations in an unmagnetized, statistically stable, beam-driven, strongly turbulent plasma and compare the results to theoretical predictions. In addition the scattering of the electron beam in both angle and energy is measured and compared to theory. This study is motivated by the recent advances in statistical theories of strong Langmuir turbulence and the glaring lack of confirmatory experimental data. With the advent of modern computers and electronics, enormous data sets are now routinely digitize and subjected to sophisticated statistical and spectral analysis. These methods, along with traditional procedures and an innovative technique known as a 'conditional trigger', are used to extract ensemble averages from the turbulent system for comparison with the theoretical models. It is found that the high-frequency fluctuations consist of low-level wave activity /langle W/rangle/ ~/ 10-2 - 103 punctuated by semi-periodic, intense, spiky field events /langle W/rangle/ ~/ 1, where /langle W/rangle is the normalized intensity. The low- level wave activity has a spectral spread Δ k/k/ ~/ /Delta/omega//omega/ ~ 30%, dispersion relation v beam/ ~/ /omega/k, and correlation length lc/ /approx/ 3λES, where λES is the electrostatic wavelength, and shows evidence of low-intensity parametric decay products. The intense field events, on the other hand, show little correlation for l/ >/ λES, have a full-width-at-half-maximum of 1 f/ < 40/ λ D, where λ D is the Debye length, and are non-propagating. The statistical properties of the fluctuations compares well with the predictions of the two-component model of strong Langmuir turbulence. In addition, freely traveling waves, 'free modes', are observed to be produced by the localized wave structures for the first time. The peak of the low frequency fluctuations is found to scale inversely with the average time between collapse events. The magnitude of the low-frequency fluctuations Δ n/n is compared to the two-component model of strong Langmuir turbulence. It is found that /n2/ /propto/ < W>β where β ~/ 1.3 for the experiment and is predicted to be β ~/ 1.98 by the model. The scattering of the electron beam in angle for a typical wave intensity level /langle W/rangle/ ~/ 0.04 is Θ ~/ 3o, and in energy is Δ U/ ~/ 25 eV for a 400 eV beam. The scattering of the beam in both angle and energy is found to agree well with theory.

Scaling and universality in the human voice.

PubMed

Luque, Jordi; Luque, Bartolo; Lacasa, Lucas

2015-04-06

Speech is a distinctive complex feature of human capabilities. In order to understand the physics underlying speech production, in this work, we empirically analyse the statistics of large human speech datasets ranging several languages. We first show that during speech, the energy is unevenly released and power-law distributed, reporting a universal robust Gutenberg-Richter-like law in speech. We further show that such 'earthquakes in speech' show temporal correlations, as the interevent statistics are again power-law distributed. As this feature takes place in the intraphoneme range, we conjecture that the process responsible for this complex phenomenon is not cognitive, but it resides in the physiological (mechanical) mechanisms of speech production. Moreover, we show that these waiting time distributions are scale invariant under a renormalization group transformation, suggesting that the process of speech generation is indeed operating close to a critical point. These results are put in contrast with current paradigms in speech processing, which point towards low dimensional deterministic chaos as the origin of nonlinear traits in speech fluctuations. As these latter fluctuations are indeed the aspects that humanize synthetic speech, these findings may have an impact in future speech synthesis technologies. Results are robust and independent of the communication language or the number of speakers, pointing towards a universal pattern and yet another hint of complexity in human speech. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Non-Gaussian statistics of extreme events in stimulated Raman scattering: The role of coherent memory and source noise

NASA Astrophysics Data System (ADS)

Monfared, Yashar E.; Ponomarenko, Sergey A.

2017-10-01

We explore theoretically and numerically extreme event excitation in stimulated Raman scattering in gases. We consider gas-filled hollow-core photonic crystal fibers as a particular system realization. We show that moderate amplitude pump fluctuations obeying Gaussian statistics lead to the emergence of heavy-tailed non-Gaussian statistics as coherent seed Stokes pulses are amplified on propagation along the fiber. We reveal the crucial role that coherent memory effects play in causing non-Gaussian statistics of the system. We discover that extreme events can occur even at the initial stage of stimulated Raman scattering when one can neglect energy depletion of an intense, strongly fluctuating Gaussian pump source. Our analytical results in the undepleted pump approximation explicitly illustrate power-law probability density generation as the input pump noise is transferred to the output Stokes pulses.

Self-Organized Percolation and Critical Sales Fluctuations

NASA Astrophysics Data System (ADS)

Weisbuch, Gérard; Solomon, Sorin

There is a discrepancy between the standard view of equilibrium through price adjustment in economics and the observation of large fluctuations in stock markets. We study here a simple model where agents decisions not only depend upon their individual preferences but also upon information obtained from their neighbors in a social network. The model shows that information diffusion coupled to the adjustment process drives the system to criticality with large fluctuations rather than converging smoothly to equilibrium.

Spontaneous fluctuation of the resting membrane potential in Paramecium: amplification caused by intracellular Ca2+.

PubMed

Nakaoka, Yasuo; Imaji, Takafumi; Hara, Masahiro; Hashimoto, Noboru

2009-01-01

The ciliated protozoan Paramecium spontaneously changes its swimming direction in the absence of external stimuli. Such behavior is based on resting potential fluctuations, the amplitudes of which reach a few mV. When the resting potential fluctuation is positive and large, a spike-like depolarization is frequently elicited that reverses the beating of the cilia associated with directional changes during swimming. We aimed to study how the resting potential fluctuation is amplified. Simultaneous measurements of the resting potential and intracellular Ca(2+) ([Ca(2+)](i)) from a deciliated cell showed that positive potential fluctuations were frequently accompanied by a small increase in [Ca(2+)](i). This result suggests that Ca(2+) influx through the somatic membrane occurs during the resting state. The mean amplitude of the resting potential fluctuation was largely decreased by either an intracellular injection of a calcium chelater (BAPTA) or by an extracellular addition of Ba(2+). Hence, a small increase in [Ca(2+)](i) amplifies the resting potential fluctuation. Simulation analysis of the potential fluctuation was made by assuming that Ca(2+) and K(+) channels of surface membrane are fluctuating between open and closed states. The simulated fluctuation increased to exhibit almost the same amplitude as the measured fluctuation using the assumption that a small Ca(2+) influx activates Ca(2+) channels in a positive feedback manner.

Comprehensive Approaches to Multiphase Flows in Geophysics - Application to nonisothermal, nonhomogenous, unsteady, large-scale, turbulent dusty clouds I. Hydrodynamic and Thermodynamic RANS and LES Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

S. Dartevelle

2005-09-05

The objective of this manuscript is to fully derive a geophysical multiphase model able to ''accommodate'' different multiphase turbulence approaches; viz., the Reynolds Averaged Navier-Stokes (RANS), the Large Eddy Simulation (LES), or hybrid RANSLES. This manuscript is the first part of a larger geophysical multiphase project--lead by LANL--that aims to develop comprehensive modeling tools for large-scale, atmospheric, transient-buoyancy dusty jets and plume (e.g., plinian clouds, nuclear ''mushrooms'', ''supercell'' forest fire plumes) and for boundary-dominated geophysical multiphase gravity currents (e.g., dusty surges, diluted pyroclastic flows, dusty gravity currents in street canyons). LES is a partially deterministic approach constructed on either amore » spatial- or a temporal-separation between the large and small scales of the flow, whereas RANS is an entirely probabilistic approach constructed on a statistical separation between an ensemble-averaged mean and higher-order statistical moments (the so-called ''fluctuating parts''). Within this specific multiphase context, both turbulence approaches are built up upon the same phasic binary-valued ''function of presence''. This function of presence formally describes the occurrence--or not--of any phase at a given position and time and, therefore, allows to derive the same basic multiphase Navier-Stokes model for either the RANS or the LES frameworks. The only differences between these turbulence frameworks are the closures for the various ''turbulence'' terms involving the unknown variables from the fluctuating (RANS) or from the subgrid (LES) parts. Even though the hydrodynamic and thermodynamic models for RANS and LES have the same set of Partial Differential Equations, the physical interpretations of these PDEs cannot be the same, i.e., RANS models an averaged field, while LES simulates a filtered field. In this manuscript, we also demonstrate that this multiphase model fully fulfills the second law of thermodynamics and fulfills the necessary requirements for a well-posed initial-value problem. In the next manuscripts, we will further develop specific closures for multiphase RANS, LES, and hybrid-LES.« less

Large scale motions of multiple limit-cycle high Reynolds number annular and toroidal rotor/stator cavities

NASA Astrophysics Data System (ADS)

Bridel-Bertomeu, Thibault; Gicquel, L. Y. M.; Staffelbach, G.

2017-06-01

Rotating cavity flows are essential components of industrial applications but their dynamics are still not fully understood when it comes to the relation between the fluid organization and monitored pressure fluctuations. From computer hard-drives to turbo-pumps of space launchers, designed devices often produce flow oscillations that can either destroy the component prematurely or produce too much noise. In such a context, large scale dynamics of high Reynolds number rotor/stator cavities need better understanding especially at the flow limit-cycle or associated statistically stationary state. In particular, the influence of curvature as well as cavity aspect ratio on the large scale organization and flow stability at a fixed rotating disc Reynolds number is fundamental. To probe such flows, wall-resolved large eddy simulation is applied to two different rotor/stator cylindrical cavities and one annular cavity. Validation of the predictions proves the method to be suited and to capture the disc boundary layer patterns reported in the literature. It is then shown that in complement to these disc boundary layer analyses, at the limit-cycle the rotating flows exhibit characteristic patterns at mid-height in the homogeneous core pointing the importance of large scale features. Indeed, dynamic modal decomposition reveals that the entire flow dynamics are driven by only a handful of atomic modes whose combination links the oscillatory patterns observed in the boundary layers as well as in the core of the cavity. These fluctuations form macro-structures, born in the unstable stator boundary layer and extending through the homogeneous inviscid core to the rotating disc boundary layer, causing its instability under some conditions. More importantly, the macro-structures significantly differ depending on the configuration pointing the need for deeper understanding of the influence of geometrical parameters as well as operating conditions.

Noise is the new signal: Moving beyond zeroth-order geomorphology (Invited)

NASA Astrophysics Data System (ADS)

Jerolmack, D. J.

2010-12-01

The last several decades have witnessed a rapid growth in our understanding of landscape evolution, led by the development of geomorphic transport laws - time- and space-averaged equations relating mass flux to some physical process(es). In statistical mechanics this approach is called mean field theory (MFT), in which complex many-body interactions are replaced with an external field that represents the average effect of those interactions. Because MFT neglects all fluctuations around the mean, it has been described as a zeroth-order fluctuation model. The mean field approach to geomorphology has enabled the development of landscape evolution models, and led to a fundamental understanding of many landform patterns. Recent research, however, has highlighted two limitations of MFT: (1) The integral (averaging) time and space scales in geomorphic systems are sometimes poorly defined and often quite large, placing the mean field approximation on uncertain footing, and; (2) In systems exhibiting fractal behavior, an integral scale does not exist - e.g., properties like mass flux are scale-dependent. In both cases, fluctuations in sediment transport are non-negligible over the scales of interest. In this talk I will synthesize recent experimental and theoretical work that confronts these limitations. Discrete element models of fluid and grain interactions show promise for elucidating transport mechanics and pattern-forming instabilities, but require detailed knowledge of micro-scale processes and are computationally expensive. An alternative approach is to begin with a reasonable MFT, and then add higher-order terms that capture the statistical dynamics of fluctuations. In either case, moving beyond zeroth-order geomorphology requires a careful examination of the origins and structure of transport “noise”. I will attempt to show how studying the signal in noise can both reveal interesting new physics, and also help to formalize the applicability of geomorphic transport laws. Flooding on an experimental alluvial fan. Intensity is related to the cumulative amount of time flow has visited an area of the fan over the experiment. Dark areas represent an emergent channel network resulting from stochastic migration of river channels.

Universal Inverse Power-Law Distribution for Fractal Fluctuations in Dynamical Systems: Applications for Predictability of Inter-Annual Variability of Indian and USA Region Rainfall

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2017-01-01

Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and, therefore, the statistical normal distribution with implicit assumption of independence, fixed mean and standard deviation cannot be used for description and quantification of fractal data sets. The author has developed a general systems theory based on classical statistical physics for fractal fluctuations which predicts the following. (1) The fractal fluctuations signify an underlying eddy continuum, the larger eddies being the integrated mean of enclosed smaller-scale fluctuations. (2) The probability distribution of eddy amplitudes and the variance (square of eddy amplitude) spectrum of fractal fluctuations follow the universal Boltzmann inverse power law expressed as a function of the golden mean. (3) Fractal fluctuations are signatures of quantum-like chaos since the additive amplitudes of eddies when squared represent probability densities analogous to the sub-atomic dynamics of quantum systems such as the photon or electron. (4) The model predicted distribution is very close to statistical normal distribution for moderate events within two standard deviations from the mean but exhibits a fat long tail that are associated with hazardous extreme events. Continuous periodogram power spectral analyses of available GHCN annual total rainfall time series for the period 1900-2008 for Indian and USA stations show that the power spectra and the corresponding probability distributions follow model predicted universal inverse power law form signifying an eddy continuum structure underlying the observed inter-annual variability of rainfall. On a global scale, man-made greenhouse gas related atmospheric warming would result in intensification of natural climate variability, seen immediately in high frequency fluctuations such as QBO and ENSO and even shorter timescales. Model concepts and results of analyses are discussed with reference to possible prediction of climate change. Model concepts, if correct, rule out unambiguously, linear trends in climate. Climate change will only be manifested as increase or decrease in the natural variability. However, more stringent tests of model concepts and predictions are required before applications to such an important issue as climate change. Observations and simulations with climate models show that precipitation extremes intensify in response to a warming climate (O'Gorman in Curr Clim Change Rep 1:49-59, 2015).

The effect of the dynamic wet troposphere on VLBI measurements

NASA Technical Reports Server (NTRS)

Treuhaft, R. N.; Lanyi, G. E.

1986-01-01

Calculations using a statistical model of water vapor fluctuations yield the effect of the dynamic wet troposphere on Very Long Baseline Interferometry (VLBI) measurements. The statistical model arises from two primary assumptions: (1) the spatial structure of refractivity fluctuations can be closely approximated by elementary (Kolmogorov) turbulence theory, and (2) temporal fluctuations are caused by spatial patterns which are moved over a site by the wind. The consequences of these assumptions are outlined for the VLBI delay and delay rate observables. For example, wet troposphere induced rms delays for Deep Space Network (DSN) VLBI at 20-deg elevation are about 3 cm of delay per observation, which is smaller, on the average, than other known error sources in the current DSN VLBI data set. At 20-deg elevation for 200-s time intervals, water vapor induces approximately 1.5 x 10 to the minus 13th power s/s in the Allan standard deviation of interferometric delay, which is a measure of the delay rate observable error. In contrast to the delay error, the delay rate measurement error is dominated by water vapor fluctuations. Water vapor induced VLBI parameter errors and correlations are calculated. For the DSN, baseline length parameter errors due to water vapor fluctuations are in the range of 3 to 5 cm. The above physical assumptions also lead to a method for including the water vapor fluctuations in the parameter estimation procedure, which is used to extract baseline and source information from the VLBI observables.

Turbulent solutions of equations of fluid motion

NASA Technical Reports Server (NTRS)

Deissler, R. G.

1985-01-01

Some turbulent solutions of the unaveraged Navier-Stokes equations (equations of fluid motion) are reviewed. Those equations are solved numerically in order to study the nonlinear physics of incompressible turbulent flow. The three components of the mean-square velocity fluctuations are initially equal for the conditions chosen. The resulting solutions show characteristics of turbulence, such as the linear and nonlinear excitation of small-scale fluctuations. For the stronger fluctuations the initially nonrandom flow develops into an apparently random turbulence. The cases considered include turbulence that is statistically homogeneous or inhomogeneous and isotropic or anisotropic. A statistically steady-state turbulence is obtained by using a spatially periodic body force. Various turbulence processes, including the transfer of energy between eddy sizes and between directional components and the production, dissipation, and spatial diffusion of turbulence, are considered. It is concluded that the physical processes occurring in turbulence can be profitably studied numerically.

Statistical parameters of thermally driven turbulent anabatic flow

NASA Astrophysics Data System (ADS)

Hilel, Roni; Liberzon, Dan

2016-11-01

Field measurements of thermally driven turbulent anabatic flow over a moderate slope are reported. A collocated hot-films-sonic anemometer (Combo) obtained the finer scales of the flow by implementing a Neural Networks based in-situ calibration technique. Eight days of continuous measurements of the wind and temperature fluctuations reviled a diurnal pattern of unstable stratification that forced development of highly turbulent unidirectional up slope flow. Empirical fits of important turbulence statistics were obtained from velocity fluctuations' time series alongside fully resolved spectra of velocity field components and characteristic length scales. TKE and TI showed linear dependence on Re, while velocity derivative skewness and dissipation rates indicated the anisotropic nature of the flow. Empirical fits of normalized velocity fluctuations power density spectra were derived as spectral shapes exhibited high level of similarity. Bursting phenomenon was detected at 15% of the total time. Frequency of occurrence, spectral characteristics and possible generation mechanism are discussed. BSF Grant #2014075.

Experimental study of stable imbibition displacements in a model open fracture. II. Scale-dependent avalanche dynamics

NASA Astrophysics Data System (ADS)

Clotet, Xavier; Santucci, Stéphane; Ortín, Jordi

2016-01-01

We report the results of an experimental investigation of the spatiotemporal dynamics of stable imbibition fronts in a disordered medium, in the regime of capillary disorder, for a wide range of experimental conditions. We have used silicone oils of various viscosities μ and nearly identical oil-air surface tension, and forced them to slowly invade a model open fracture at very different flow rates v . In this second part of the study we have carried out a scale-dependent statistical analysis of the front dynamics. We have specifically analyzed the influence of μ and v on the statistical properties of the velocity Vℓ, the spatial average of the local front velocities over a window of lateral size ℓ . We have varied ℓ from the local scale defined by our spatial resolution up to the lateral system size L . Even though the imposed flow rate is constant, the signals Vℓ(t ) present very strong fluctuations which evolve systematically with the parameters μ , v , and ℓ . We have verified that the non-Gaussian fluctuations of the global velocity Vℓ(t ) are very well described by a generalized Gumbel statistics. The asymmetric shape and the exponential tail of those distributions are controlled by the number of effective degrees of freedom of the imbibition fronts, given by Neff=ℓ /ℓc (the ratio of the lateral size of the measuring window ℓ to the correlation length ℓc˜1 /√{μ v } ). The large correlated excursions of Vℓ(t ) correspond to global avalanches, which reflect extra displacements of the imbibition fronts. We show that global avalanches are power-law distributed, both in sizes and durations, with robustly defined exponents—independent of μ , v , and ℓ . Nevertheless, the exponential upper cutoffs of the distributions evolve systematically with those parameters. We have found, moreover, that maximum sizes ξS and maximum durations ξT of global avalanches are not controlled by the same mechanism. While ξS are also determined by ℓ /ℓc , like the amplitude fluctuations of Vℓ(t ) , ξT and the temporal correlations of Vℓ(t ) evolve much more strongly with imposed flow rate v than with fluid viscosity μ .

Hierarchical random additive process and logarithmic scaling of generalized high order, two-point correlations in turbulent boundary layer flow

NASA Astrophysics Data System (ADS)

Yang, X. I. A.; Marusic, I.; Meneveau, C.

2016-06-01

Townsend [Townsend, The Structure of Turbulent Shear Flow (Cambridge University Press, Cambridge, UK, 1976)] hypothesized that the logarithmic region in high-Reynolds-number wall-bounded flows consists of space-filling, self-similar attached eddies. Invoking this hypothesis, we express streamwise velocity fluctuations in the inertial layer in high-Reynolds-number wall-bounded flows as a hierarchical random additive process (HRAP): uz+=∑i=1Nzai . Here u is the streamwise velocity fluctuation, + indicates normalization in wall units, z is the wall normal distance, and ai's are independently, identically distributed random additives, each of which is associated with an attached eddy in the wall-attached hierarchy. The number of random additives is Nz˜ln(δ /z ) where δ is the boundary layer thickness and ln is natural log. Due to its simplified structure, such a process leads to predictions of the scaling behaviors for various turbulence statistics in the logarithmic layer. Besides reproducing known logarithmic scaling of moments, structure functions, and correlation function [" close="]3/2 uz(x ) uz(x +r ) >, new logarithmic laws in two-point statistics such as uz4(x ) > 1 /2, 1/3, etc. can be derived using the HRAP formalism. Supporting empirical evidence for the logarithmic scaling in such statistics is found from the Melbourne High Reynolds Number Boundary Layer Wind Tunnel measurements. We also show that, at high Reynolds numbers, the above mentioned new logarithmic laws can be derived by assuming the arrival of an attached eddy at a generic point in the flow field to be a Poisson process [Woodcock and Marusic, Phys. Fluids 27, 015104 (2015), 10.1063/1.4905301]. Taken together, the results provide new evidence supporting the essential ingredients of the attached eddy hypothesis to describe streamwise velocity fluctuations of large, momentum transporting eddies in wall-bounded turbulence, while observed deviations suggest the need for further extensions of the model.

Non-Gaussian power grid frequency fluctuations characterized by Lévy-stable laws and superstatistics

NASA Astrophysics Data System (ADS)

Schäfer, Benjamin; Beck, Christian; Aihara, Kazuyuki; Witthaut, Dirk; Timme, Marc

2018-02-01

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading and an increasing share of renewable power feed-in. Here we analyse principles underlying the dynamics and statistics of power grid frequency fluctuations. Considering frequency time series for a range of power grids, including grids in North America, Japan and Europe, we find a strong deviation from Gaussianity best described as Lévy-stable and q-Gaussian distributions. We present a coarse framework to analytically characterize the impact of arbitrary noise distributions, as well as a superstatistical approach that systematically interprets heavy tails and skewed distributions. We identify energy trading as a substantial contribution to today's frequency fluctuations and effective damping of the grid as a controlling factor enabling reduction of fluctuation risks, with enhanced effects for small power grids.

The influence of a high pressure gradient on unsteady velocity perturbations in the case of a turbulent supersonic flow

NASA Technical Reports Server (NTRS)

Dussauge, J. P.; Debieve, J. F.

1980-01-01

The amplification or reduction of unsteady velocity perturbations under the influence of strong flow acceleration or deceleration was studied. Supersonic flows with large velocity, pressure gradients, and the conditions in which the velocity fluctuations depend on the action of the average gradients of pressure and velocity rather than turbulence, are described. Results are analyzed statistically and interpreted as a return to laminar process. It is shown that this return to laminar implies negative values in the turbulence production terms for kinetic energy. A simple geometrical representation of the Reynolds stress production is given.

Item Analysis Appropriate for Domain-Referenced Classroom Testing. (Project Technical Report Number 1).

ERIC Educational Resources Information Center

Nitko, Anthony J.; Hsu, Tse-chi

Item analysis procedures appropriate for domain-referenced classroom testing are described. A conceptual framework within which item statistics can be considered and promising statistics in light of this framework are presented. The sampling fluctuations of the more promising item statistics for sample sizes comparable to the typical classroom…

MODELING THE Ly α FOREST IN COLLISIONLESS SIMULATIONS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sorini, Daniele; Oñorbe, José; Hennawi, Joseph F.

2016-08-20

Cosmological hydrodynamic simulations can accurately predict the properties of the intergalactic medium (IGM), but only under the condition of retaining the high spatial resolution necessary to resolve density fluctuations in the IGM. This resolution constraint prohibits simulating large volumes, such as those probed by BOSS and future surveys, like DESI and 4MOST. To overcome this limitation, we present “Iteratively Matched Statistics” (IMS), a novel method to accurately model the Ly α forest with collisionless N -body simulations, where the relevant density fluctuations are unresolved. We use a small-box, high-resolution hydrodynamic simulation to obtain the probability distribution function (PDF) and themore » power spectrum of the real-space Ly α forest flux. These two statistics are iteratively mapped onto a pseudo-flux field of an N -body simulation, which we construct from the matter density. We demonstrate that our method can reproduce the PDF, line of sight and 3D power spectra of the Ly α forest with good accuracy (7%, 4%, and 7% respectively). We quantify the performance of the commonly used Gaussian smoothing technique and show that it has significantly lower accuracy (20%–80%), especially for N -body simulations with achievable mean inter-particle separations in large-volume simulations. In addition, we show that IMS produces reasonable and smooth spectra, making it a powerful tool for modeling the IGM in large cosmological volumes and for producing realistic “mock” skies for Ly α forest surveys.« less

Quantum Mechanical Enhancement of the Random Dopant Induced Threshold Voltage Fluctuations and Lowering in Sub 0.1 Micron MOSFETs

NASA Technical Reports Server (NTRS)

Asenov, Asen; Slavcheva, G.; Brown, A. R.; Davies, J. H.; Saini, Subhash

1999-01-01

A detailed study of the influence of quantum effects in the inversion layer on the random dopant induced threshold voltage fluctuations and lowering in sub 0.1 micron MOSFETs has been performed. This has been achieved using a full 3D implementation of the density gradient (DG) formalism incorporated in our previously published 3D 'atomistic' simulation approach. This results in a consistent, fully 3D, quantum mechanical picture which implies not only the vertical inversion layer quantisation but also the lateral confinement effects manifested by current filamentation in the 'valleys' of the random potential fluctuations. We have shown that the net result of including quantum mechanical effects, while considering statistical fluctuations, is an increase in both threshold voltage fluctuations and lowering.

Code-division multiple-access multiuser demodulator by using quantum fluctuations.

PubMed

Otsubo, Yosuke; Inoue, Jun-Ichi; Nagata, Kenji; Okada, Masato

2014-07-01

We examine the average-case performance of a code-division multiple-access (CDMA) multiuser demodulator in which quantum fluctuations are utilized to demodulate the original message within the context of Bayesian inference. The quantum fluctuations are built into the system as a transverse field in the infinite-range Ising spin glass model. We evaluate the performance measurements by using statistical mechanics. We confirm that the CDMA multiuser modulator using quantum fluctuations achieve roughly the same performance as the conventional CDMA multiuser modulator through thermal fluctuations on average. We also find that the relationship between the quality of the original information retrieval and the amplitude of the transverse field is somehow a "universal feature" in typical probabilistic information processing, viz., in image restoration, error-correcting codes, and CDMA multiuser demodulation.

Code-division multiple-access multiuser demodulator by using quantum fluctuations

NASA Astrophysics Data System (ADS)

Otsubo, Yosuke; Inoue, Jun-ichi; Nagata, Kenji; Okada, Masato

2014-07-01

We examine the average-case performance of a code-division multiple-access (CDMA) multiuser demodulator in which quantum fluctuations are utilized to demodulate the original message within the context of Bayesian inference. The quantum fluctuations are built into the system as a transverse field in the infinite-range Ising spin glass model. We evaluate the performance measurements by using statistical mechanics. We confirm that the CDMA multiuser modulator using quantum fluctuations achieve roughly the same performance as the conventional CDMA multiuser modulator through thermal fluctuations on average. We also find that the relationship between the quality of the original information retrieval and the amplitude of the transverse field is somehow a "universal feature" in typical probabilistic information processing, viz., in image restoration, error-correcting codes, and CDMA multiuser demodulation.

Life Outside the Golden Window: Statistical Angles on the Signal-to-Noise Problem

NASA Astrophysics Data System (ADS)

Wagman, Michael

2018-03-01

Lattice QCD simulations of multi-baryon correlation functions can predict the structure and reactions of nuclei without encountering the baryon chemical potential sign problem. However, they suffer from a signal-to-noise problem where Monte Carlo estimates of observables have quantum fluctuations that are exponentially larger than their average values. Recent lattice QCD results demonstrate that the complex phase of baryon correlations functions relates the baryon signal-to-noise problem to a sign problem and exhibits unexpected statistical behavior resembling a heavy-tailed random walk on the unit circle. Estimators based on differences of correlation function phases evaluated at different Euclidean times are discussed that avoid the usual signal-to-noise problem, instead facing a signal-to-noise problem as the time interval associated with the phase difference is increased, and allow hadronic observables to be determined from arbitrarily large-time correlation functions.

Turbulent statistics and intermittency enhancement in coflowing superfluid 4He

NASA Astrophysics Data System (ADS)

Biferale, L.; Khomenko, D.; L'vov, V.; Pomyalov, A.; Procaccia, I.; Sahoo, G.

2018-02-01

The large-scale turbulent statistics of mechanically driven superfluid 4He was shown experimentally to follow the classical counterpart. In this paper, we use direct numerical simulations to study the whole range of scales in a range of temperatures T ∈[1.3 ,2.1 ] K. The numerics employ self-consistent and nonlinearly coupled normal and superfluid components. The main results are that (i) the velocity fluctuations of normal and super components are well correlated in the inertial range of scales, but decorrelate at small scales. (ii) The energy transfer by mutual friction between components is particulary efficient in the temperature range between 1.8 and 2 K, leading to enhancement of small-scale intermittency for these temperatures. (iii) At low T and close to Tλ, the scaling properties of the energy spectra and structure functions of the two components are approaching those of classical hydrodynamic turbulence.

Gravitational Lensing Effect on the Two-Point Correlation of Hot Spots in the Cosmic Microwave Background.

PubMed

Takada; Komatsu; Futamase

2000-04-20

We investigate the weak gravitational lensing effect that is due to the large-scale structure of the universe on two-point correlations of local maxima (hot spots) in the two-dimensional sky map of the cosmic microwave background (CMB) anisotropy. According to the Gaussian random statistics, as most inflationary scenarios predict, the hot spots are discretely distributed, with some characteristic angular separations on the last scattering surface that are due to oscillations of the CMB angular power spectrum. The weak lensing then causes pairs of hot spots, which are separated with the characteristic scale, to be observed with various separations. We found that the lensing fairly smooths out the oscillatory features of the two-point correlation function of hot spots. This indicates that the hot spot correlations can be a new statistical tool for measuring the shape and normalization of the power spectrum of matter fluctuations from the lensing signatures.

Universality classes of fluctuation dynamics in hierarchical complex systems

NASA Astrophysics Data System (ADS)

Macêdo, A. M. S.; González, Iván R. Roa; Salazar, D. S. P.; Vasconcelos, G. L.

2017-03-01

A unified approach is proposed to describe the statistics of the short-time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a large time-scale distribution weighted by the distribution of certain internal variables that characterize the slowly changing background. The dynamics of the background is formulated as a hierarchical stochastic model whose form is derived from simple physical constraints, which in turn restrict the dynamics to only two possible classes. The probability distributions of both the signal and the background have simple representations in terms of Meijer G functions. The two universality classes for the background dynamics manifest themselves in the signal distribution as two types of tails: power law and stretched exponential, respectively. A detailed analysis of empirical data from classical turbulence and financial markets shows excellent agreement with the theory.

The Missing Link Coupling the Foreshock to the Magnetosphere?: Impact of the Magnetosheath Velocity Fluctuations on the Growth of the Kelvin-Helmholtz instability.

NASA Astrophysics Data System (ADS)

Nykyri, K.; Dimmock, A. P.; Pulkkinen, T. I.; Otto, A.; Ma, X.

2014-12-01

Our statistical study of magnetosheath velocity fluctuations using 6+ years of THEMIS spacecraft measurements in Magnetosheath InterPlanetary Medium (MIPM) reference frame show that amplitudes of the velocity fluctuations are enhanced in the magnetosheath downstream of the quasi-parallel shock. The fluctuation amplitudes can be substantial and frequencies of these flcutuations can vary. We have examined the role of the i) amplitude, ii) frequency, iii) number of the modes, iv) as well as mode combinations of magnetosheath velocity fluctuations on the growth of Kelvin-Helmholtz Instability (KHI) using high-resolution macro-scale MHD simulations in magnetospheric inertial frame. The results show that even for the same magnetic field and plasma parameters across the magnetopause there can be major differences due to 'magnetosheath fluctuation state' on the growth and dynamical evolution of the KHI. This may provide the missing link how foreshock fluctuations couple to the magnetosphere and into the ionosphere

A Statistical Correlation Between Low L-shell Electrons Measured by NOAA Satellites and Strong Earthquakes

NASA Astrophysics Data System (ADS)

Fidani, C.

2015-12-01

More than 11 years of the Medium Energy Protons Electrons Detector data from the NOAA polar orbiting satellites were analyzed. Significant electron counting rate fluctuations were evidenced during geomagnetic quiet periods by using a set of adiabatic coordinates. Electron counting rates were compared to earthquakes by defining a seismic event L-shell obtained radially projecting the epicenter geographical positions to a given altitude. Counting rate fluctuations were grouped in every satellite semi-orbit together with strong seismic events and these were chosen with the L-shell coordinates close to each other. Electron data from July 1998 to December 2011 were compared for nearly 1,800 earthquakes with magnitudes larger than or equal to 6, occurring worldwide. When considering 30 - 100 keV energy channels by the vertical NOAA telescopes and earthquake epicenter projections at altitudes greater that 1,300 km, a 4 sigma correlation appeared where time of particle precipitations Tpp occurred 2 - 3 hour prior time of large seismic events Teq. This was in physical agreement with different correlation times obtained from past studies that considered particles with greater energies. The correlation suggested a 4-8 hour advance in preparedness of strong earthquakes influencing the ionosphere. Considering this strong correlation between earthquakes and electron rate fluctuations, and the hypothesis that such fluctuations originated with magnetic disturbances generated underground, a small scale experiment with low cost at ground level is advisable. Plans exists to perform one or more unconventional experiments around an earthquake affected area by private investor in Italy.

Intermittent Anisotropic Turbulence Detected by THEMIS in the Magnetosheath

NASA Astrophysics Data System (ADS)

Macek, W. M.; Wawrzaszek, A.; Kucharuk, B.; Sibeck, D. G.

2017-12-01

Following our previous study of Time History of Events and Macroscale Interactions during Substorms (THEMIS) data, we consider intermittent turbulence in the magnetosheath depending on various conditions of the magnetized plasma behind the Earth’s bow shock and now also near the magnetopause. Namely, we look at the fluctuations of the components of the Elsässer variables in the plane perpendicular to the scale-dependent background magnetic fields and along the local average ambient magnetic fields. We have shown that Alfvén fluctuations often exhibit strong anisotropic non-gyrotropic turbulent intermittent behavior resulting in substantial deviations of the probability density functions from a normal Gaussian distribution with a large kurtosis. In particular, for very high Alfvénic Mach numbers and high plasma beta, we have clear anisotropy with non-Gaussian statistics in the transverse directions. However, along the magnetic field, the kurtosis is small and the plasma is close to equilibrium. On the other hand, intermittency becomes weaker for moderate Alfvén Mach numbers and lower values of the plasma parameter beta. It also seems that the degree of intermittency of turbulence for the outgoing fluctuations propagating relative to the ambient magnetic field is usually similar as for the ingoing fluctuations, which is in agreement with approximate equipartition of energy between these oppositely propagating Alfvén waves. We believe that the different characteristics of this intermittent anisotropic turbulent behavior in various regions of space and astrophysical plasmas can help identify nonlinear structures responsible for deviations of the plasma from equilibrium.

Collisionless Isotropization of the Solar-wind Protons by Compressive Fluctuations and Plasma Instabilities

NASA Astrophysics Data System (ADS)

Verscharen, Daniel; Chandran, Benjamin D. G.; Klein, Kristopher G.; Quataert, Eliot

2016-11-01

Compressive fluctuations are a minor yet significant component of astrophysical plasma turbulence. In the solar wind, long-wavelength compressive slow-mode fluctuations lead to changes in {β }\\parallel {{p}}\\equiv 8π {n}{{p}}{k}{{B}}{T}\\parallel {{p}}/{B}2 and in {R}{{p}}\\equiv {T}\\perp {{p}}/{T}\\parallel {{p}}, where {T}\\perp {{p}} and {T}\\parallel {{p}} are the perpendicular and parallel temperatures of the protons, B is the magnetic field strength, and {n}{{p}} is the proton density. If the amplitude of the compressive fluctuations is large enough, {R}{{p}} crosses one or more instability thresholds for anisotropy-driven microinstabilities. The enhanced field fluctuations from these microinstabilities scatter the protons so as to reduce the anisotropy of the pressure tensor. We propose that this scattering drives the average value of {R}{{p}} away from the marginal stability boundary until the fluctuating value of {R}{{p}} stops crossing the boundary. We model this “fluctuating-anisotropy effect” using linear Vlasov-Maxwell theory to describe the large-scale compressive fluctuations. We argue that this effect can explain why, in the nearly collisionless solar wind, the average value of {R}{{p}} is close to unity.

Mechanical energy fluctuations in granular chains: the possibility of rogue fluctuations or waves.

PubMed

Han, Ding; Westley, Matthew; Sen, Surajit

2014-09-01

The existence of rogue or freak waves in the ocean has been known for some time. They have been reported in the context of optical lattices and the financial market. We ask whether such waves are generic to late time behavior in nonlinear systems. In that vein, we examine the dynamics of an alignment of spherical elastic beads held within fixed, rigid walls at zero precompression when they are subjected to sufficiently rich initial conditions. Here we define such waves generically as unusually large energy fluctuations that sustain for short periods of time. Our simulations suggest that such unusually large fluctuations ("hot spots") and occasional series of such fluctuations through space and time ("rogue fluctuations") are likely to exist in the late time dynamics of the granular chain system at zero dissipation. We show that while hot spots are common in late time evolution, rogue fluctuations are seen in purely nonlinear systems (i.e., no precompression) at late enough times. We next show that the number of such fluctuations grows exponentially with increasing nonlinearity whereas rogue fluctuations decrease superexponentially with increasing precompression. Dissipation-free granular alignment systems may be possible to realize as integrated circuits and hence our observations may potentially be testable in the laboratory.

Charged-to-neutral correlation at forward rapidity in Au+Au collisions at s NN = 200 GeV

DOE PAGES

Adamczyk, L.; Adkins, J. K.; Agakishiev, G.; ...

2015-03-20

Event-by-event fluctuations of the ratio of inclusive charged to photon multiplicities at forward rapidity in Au+Au collision at √s NN=200 GeV have been studied. Dominant contribution to such fluctuations is expected to come from correlated production of charged and neutral pions. We search for evidences of dynamical fluctuations of different physical origins. Observables constructed out of moments of multiplicities are used as measures of fluctuations. Mixed events and model calculations are used as baselines. Results are compared to the dynamical net-charge fluctuations measured in the same acceptance. A non-zero statistically significant signal of dynamical fluctuations is observed in excess tomore » the model prediction when charged particles and photons are measured in the same acceptance. Thus, we find that, unlike dynamical net-charge fluctuation, charge-neutral fluctuation is not dominated by correlation due to particle decay. Results are compared to the expectations based on the generic production mechanism of pions due to isospin symmetry, for which no significant (< 1%) deviation is observed.« less

Fast and High Dynamic Range Imaging with Superconducting Tunnel Junction Detectors

NASA Astrophysics Data System (ADS)

Matsuo, Hiroshi

2014-08-01

We have demonstrated a combined test of the submillimeter-wave SIS photon detectors and GaAs-JFET cryogenic integrated circuits. A relatively large background photo-current can be read out by fast-reset integrating amplifiers. An integration time of 1 ms enables fast frame rate readout and large dynamic range imaging, with an expected dynamic range of 8,000 in 1 ms. Ultimate fast and high dynamic range performance of superconducting tunnel junction detectors (STJ) will be obtained when photon counting capabilities are employed. In the terahertz frequencies, when input photon rate of 100 MHz is measured, the photon bunching gives us enough timing resolution to be used as phase information of intensity fluctuation. Application of photon statistics will be a new tool in the terahertz frequency region. The design parameters of STJ terahertz photon counting detectors are discussed.

Condensate fluctuations of interacting Bose gases within a microcanonical ensemble.

PubMed

Wang, Jianhui; He, Jizhou; Ma, Yongli

2011-05-01

Based on counting statistics and Bogoliubov theory, we present a recurrence relation for the microcanonical partition function for a weakly interacting Bose gas with a finite number of particles in a cubic box. According to this microcanonical partition function, we calculate numerically the distribution function, condensate fraction, and condensate fluctuations for a finite and isolated Bose-Einstein condensate. For ideal and weakly interacting Bose gases, we compare the condensate fluctuations with those in the canonical ensemble. The present approach yields an accurate account of the condensate fluctuations for temperatures close to the critical region. We emphasize that the interactions between excited atoms turn out to be important for moderate temperatures.

Integer lattice gas with Monte Carlo collision operator recovers the lattice Boltzmann method with Poisson-distributed fluctuations

NASA Astrophysics Data System (ADS)

Blommel, Thomas; Wagner, Alexander J.

2018-02-01

We examine a new kind of lattice gas that closely resembles modern lattice Boltzmann methods. This new kind of lattice gas, which we call a Monte Carlo lattice gas, has interesting properties that shed light on the origin of the multirelaxation time collision operator, and it derives the equilibrium distribution for an entropic lattice Boltzmann. Furthermore these lattice gas methods have Galilean invariant fluctuations given by a Poisson statistics, giving further insight into the properties that we should expect for fluctuating lattice Boltzmann methods.

Spectra of turbulent static pressure fluctuations in jet mixing layers

NASA Technical Reports Server (NTRS)

Jones, B. G.; Adrian, R. J.; Nithianandan, C. K.; Planchon, H. P., Jr.

1977-01-01

Spectral similarity laws are derived for the power spectra of turbulent static pressure fluctuations by application of dimensional analysis in the limit of large turbulent Reynolds number. The theory predicts that pressure spectra are generated by three distinct types of interaction in the velocity fields: a fourth order interaction between fluctuating velocities, an interaction between the first order mean shear and the third order velocity fluctuations, and an interaction between the second order mean shear rate and the second order fluctuating velocity. Measurements of one-dimensional power spectra of the turbulent static pressure fluctuations in the driven mixing layer of a subsonic, circular jet are presented, and the spectra are examined for evidence of spectral similarity. Spectral similarity is found for the low wavenumber range when the large scale flow on the centerline of the mixing layer is self-preserving. The data are also consistent with the existence of universal inertial subranges for the spectra of each interaction mode.

Fluctuation dynamics in reconnecting current sheets

NASA Astrophysics Data System (ADS)

von Stechow, Adrian; Grulke, Olaf; Ji, Hantao; Yamada, Masaaki; Klinger, Thomas

2015-11-01

During magnetic reconnection, a highly localized current sheet forms at the boundary between opposed magnetic fields. Its steep perpendicular gradients and fast parallel drifts can give rise to a range of instabilities which can contribute to the overall reconnection dynamics. In two complementary laboratory reconnection experiments, MRX (PPPL, Princeton) and VINETA.II (IPP, Greifswald, Germany), magnetic fluctuations are observed within the current sheet. Despite the large differences in geometries (toroidal vs. linear), plasma parameters (high vs. low beta) and magnetic configuration (low vs. high magnetic guide field), similar broadband fluctuation characteristics are observed in both experiments. These are identified as Whistler-like fluctuations in the lower hybrid frequency range that propagate along the current sheet in the electron drift direction. They are intrinsic to the localized current sheet and largely independent of the slower reconnection dynamics. This contribution characterizes these magnetic fluctuations within the wide parameter range accessible by both experiments. Specifically, the fluctuation spectra and wave dispersion are characterized with respect to the magnetic topology and plasma parameters of the reconnecting current sheet.

Fluctuation Relations for Currents

NASA Astrophysics Data System (ADS)

Sinitsyn, Nikolai; Akimov, Alexei; Chernyak, Vladimir; Chertkov, Michael

2011-03-01

We consider a non-equilibrium statistical system on a graph or a network. Identical particles are injected, interact with each other, traverse, and leave the graph in a stochastic manner described in terms of Poisson rates, possibly strongly dependent on time and instantaneous occupation numbers at the nodes of the graph. We show that the system demonstrates a profound statistical symmetry, leading to new Fluctuation Relations that originate from the supersymmetry and the principle of the geometric universality of currents rather than from the relations between probabilities of forward and reverse trajectories. NSF/ECCS-0925618, NSF/CHE-0808910 and DOE at LANL under Contract No. DE-AC52-06NA25396.

Quantum work in the Bohmian framework

NASA Astrophysics Data System (ADS)

Sampaio, R.; Suomela, S.; Ala-Nissila, T.; Anders, J.; Philbin, T. G.

2018-01-01

At nonzero temperature classical systems exhibit statistical fluctuations of thermodynamic quantities arising from the variation of the system's initial conditions and its interaction with the environment. The fluctuating work, for example, is characterized by the ensemble of system trajectories in phase space and, by including the probabilities for various trajectories to occur, a work distribution can be constructed. However, without phase-space trajectories, the task of constructing a work probability distribution in the quantum regime has proven elusive. Here we use quantum trajectories in phase space and define fluctuating work as power integrated along the trajectories, in complete analogy to classical statistical physics. The resulting work probability distribution is valid for any quantum evolution, including cases with coherences in the energy basis. We demonstrate the quantum work probability distribution and its properties with an exactly solvable example of a driven quantum harmonic oscillator. An important feature of the work distribution is its dependence on the initial statistical mixture of pure states, which is reflected in higher moments of the work. The proposed approach introduces a fundamentally different perspective on quantum thermodynamics, allowing full thermodynamic characterization of the dynamics of quantum systems, including the measurement process.

Motor Variability Arises from a Slow Random Walk in Neural State

PubMed Central

Chaisanguanthum, Kris S.; Shen, Helen H.

2014-01-01

Even well practiced movements cannot be repeated without variability. This variability is thought to reflect “noise” in movement preparation or execution. However, we show that, for both professional baseball pitchers and macaque monkeys making reaching movements, motor variability can be decomposed into two statistical components, a slowly drifting mean and fast trial-by-trial fluctuations about the mean. The preparatory activity of dorsal premotor cortex/primary motor cortex neurons in monkey exhibits similar statistics. Although the neural and behavioral drifts appear to be correlated, neural activity does not account for trial-by-trial fluctuations in movement, which must arise elsewhere, likely downstream. The statistics of this drift are well modeled by a double-exponential autocorrelation function, with time constants similar across the neural and behavioral drifts in two monkeys, as well as the drifts observed in baseball pitching. These time constants can be explained by an error-corrective learning processes and agree with learning rates measured directly in previous experiments. Together, these results suggest that the central contributions to movement variability are not simply trial-by-trial fluctuations but are rather the result of longer-timescale processes that may arise from motor learning. PMID:25186752

Temperature in and out of equilibrium: A review of concepts, tools and attempts

NASA Astrophysics Data System (ADS)

Puglisi, A.; Sarracino, A.; Vulpiani, A.

2017-11-01

We review the general aspects of the concept of temperature in equilibrium and non-equilibrium statistical mechanics. Although temperature is an old and well-established notion, it still presents controversial facets. After a short historical survey of the key role of temperature in thermodynamics and statistical mechanics, we tackle a series of issues which have been recently reconsidered. In particular, we discuss different definitions and their relevance for energy fluctuations. The interest in such a topic has been triggered by the recent observation of negative temperatures in condensed matter experiments. Moreover, the ability to manipulate systems at the micro and nano-scale urges to understand and clarify some aspects related to the statistical properties of small systems (as the issue of temperature's ;fluctuations;). We also discuss the notion of temperature in a dynamical context, within the theory of linear response for Hamiltonian systems at equilibrium and stochastic models with detailed balance, and the generalized fluctuation-response relations, which provide a hint for an extension of the definition of temperature in far-from-equilibrium systems. To conclude we consider non-Hamiltonian systems, such as granular materials, turbulence and active matter, where a general theoretical framework is still lacking.

On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series

NASA Astrophysics Data System (ADS)

Gottwald, Georg A.; Wormell, J. P.; Wouters, Jeroen

2016-09-01

Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model of the observations, based on results for central limit theorems for deterministic dynamical systems, and used to detect linear response breakdown. We apply the method to discrete maps which do not obey linear response and show that the successful detection of breakdown depends on the length of the time series, the magnitude of the perturbation and on the choice of the observable. We find that in order to reliably reject the assumption of linear response for typical observables sufficiently large data sets are needed. Even for simple systems such as the logistic map, one needs of the order of 106 observations to reliably detect the breakdown with a confidence level of 95 %; if less observations are available one may be falsely led to conclude that linear response theory is valid. The amount of data required is larger the smaller the applied perturbation. For judiciously chosen observables the necessary amount of data can be drastically reduced, but requires detailed a priori knowledge about the invariant measure which is typically not available for complex dynamical systems. Furthermore we explore the use of the fluctuation-dissipation theorem (FDT) in cases with limited data length or coarse-graining of observations. The FDT, if applied naively to a system without linear response, is shown to be very sensitive to the details of the sampling method, resulting in erroneous predictions of the response.

Scale-dependent cyclone-anticyclone asymmetry in a forced rotating turbulence experiment

NASA Astrophysics Data System (ADS)

Gallet, B.; Campagne, A.; Cortet, P.-P.; Moisy, F.

2014-03-01

We characterize the statistical and geometrical properties of the cyclone-anticyclone asymmetry in a statistically steady forced rotating turbulence experiment. Turbulence is generated by a set of vertical flaps which continuously inject velocity fluctuations towards the center of a tank mounted on a rotating platform. We first characterize the cyclone-anticyclone asymmetry from conventional single-point vorticity statistics. We propose a phenomenological model to explain the emergence of the asymmetry in the experiment, from which we predict scaling laws for the root-mean-square velocity in good agreement with the experimental data. We further quantify the cyclone-anticyclone asymmetry using a set of third-order two-point velocity correlations. We focus on the correlations which are nonzero only if the cyclone-anticyclone symmetry is broken. They offer two advantages over single-point vorticity statistics: first, they are defined from velocity measurements only, so an accurate resolution of the Kolmogorov scale is not required; second, they provide information on the scale-dependence of the cyclone-anticyclone asymmetry. We compute these correlation functions analytically for a random distribution of independent identical vortices. These model correlations describe well the experimental ones, indicating that the cyclone-anticyclone asymmetry is dominated by the large-scale long-lived cyclones.

Improved Statistical Model Of 10.7-cm Solar Radiation

NASA Technical Reports Server (NTRS)

Vedder, John D.; Tabor, Jill L.

1993-01-01

Improved mathematical model simulates short-term fluctuations of flux of 10.7-cm-wavelength solar radiation during 91-day averaging period. Called "F10.7 flux", important as measure of solar activity and because it is highly correlated with ultraviolet radiation causing fluctuations in heating and density of upper atmosphere. F10.7 flux easily measureable at surface of Earth.

Propagation of Multiwavelength Laser Radiation through Atmospheric Turbulence

DTIC Science & Technology

1974-11-01

be applied. The fundamental determining factor in data spread is shown to be the two-point correlation of he microthermal envelope fluctuations...Engineer li / Jt M^ ^^w Summary This report reviews in detail our progress on understanding the short-term statistics of microthermal turbulence...fluctuations and optical/ infrared scintillations, and their interrelationship. A complete analytical understanding of microthermal and scintillation

Turbulent solutions of the equations of fluid motion

NASA Technical Reports Server (NTRS)

Deissler, R. G.

1984-01-01

Some turbulent solutions of the unaveraged Navier-Stokes equations (equations of fluid motion) are reviewed. Those equations are solved numerically in order to study the nonlinear physics of incompressible turbulent flow. Initial three-dimensional cosine velocity fluctuations and periodic boundary conditions are used in most of the work considered. The three components of the mean-square velocity fluctuations are initially equal for the conditions chosen. The resulting solutions show characteristics of turbulence such as the linear and nonlinear excitation of small-scale fluctuations. For the stronger fluctuations, the initially nonrandom flow develops into an apparently random turbulence. Thus randomness or turbulence can arise as a consequence of the structure of the Navier-Stokes equations. The cases considered include turbulence which is statistically homogeneous or inhomogeneous and isotropic or anisotropic. A mean shear is present in some cases. A statistically steady-state turbulence is obtained by using a spatially periodic body force. Various turbulence processes, including the transfer of energy between eddy sizes and between directional components, and the production, dissipation, and spatial diffusion of turbulence, are considered. It is concluded that the physical processes occurring in turbulence can be profitably studied numerically.

Fluctuation-dissipation theory of input-output interindustrial relations

NASA Astrophysics Data System (ADS)

Iyetomi, Hiroshi; Nakayama, Yasuhiro; Aoyama, Hideaki; Fujiwara, Yoshi; Ikeda, Yuichi; Souma, Wataru

2011-01-01

In this study, the fluctuation-dissipation theory is invoked to shed light on input-output interindustrial relations at a macroscopic level by its application to indices of industrial production (IIP) data for Japan. Statistical noise arising from finiteness of the time series data is carefully removed by making use of the random matrix theory in an eigenvalue analysis of the correlation matrix; as a result, two dominant eigenmodes are detected. Our previous study successfully used these two modes to demonstrate the existence of intrinsic business cycles. Here a correlation matrix constructed from the two modes describes genuine interindustrial correlations in a statistically meaningful way. Furthermore, it enables us to quantitatively discuss the relationship between shipments of final demand goods and production of intermediate goods in a linear response framework. We also investigate distinctive external stimuli for the Japanese economy exerted by the current global economic crisis. These stimuli are derived from residuals of moving-average fluctuations of the IIP remaining after subtracting the long-period components arising from inherent business cycles. The observation reveals that the fluctuation-dissipation theory is applicable to an economic system that is supposed to be far from physical equilibrium.

On the role of fluctuations in the modeling of complex systems.

NASA Astrophysics Data System (ADS)

Droz, Michel; Pekalski, Andrzej

2016-09-01

The study of models is ubiquitous in sciences like physics, chemistry, ecology, biology or sociology. Models are used to explain experimental facts or to make new predictions. For any system, one can distinguish several levels of description. In the simplest mean-field like description the dynamics is described in terms of spatially averaged quantities while in a microscopic approach local properties are taken into account and local fluctuations for the relevant variables are present. The properties predicted by these two different approaches may be drastically different. In a large body of research literature concerning complex systems this problem is often overlooked and simple mean-field like approximation are used without asking the question of the robustness of the corresponding predictions. The goal of this paper is twofold, first to illustrate the importance of the fluctuations in a self-contained and pedagogical way, by revisiting two different classes of problems where thorough investigations have been conducted (equilibrium and non-equilibrium statistical physics). Second, we present our original research on the dynamics of population of annual plants which are competing among themselves for just one resource (water) through a stochastic dynamics. Depending on the observable considered, the mean-field like and microscopic approaches agree or totally disagree. There is not a general criterion allowing to decide a priori when the two approaches will agree.

Inverse Gaussian gamma distribution model for turbulence-induced fading in free-space optical communication.

PubMed

Cheng, Mingjian; Guo, Ya; Li, Jiangting; Zheng, Xiaotong; Guo, Lixin

2018-04-20

We introduce an alternative distribution to the gamma-gamma (GG) distribution, called inverse Gaussian gamma (IGG) distribution, which can efficiently describe moderate-to-strong irradiance fluctuations. The proposed stochastic model is based on a modulation process between small- and large-scale irradiance fluctuations, which are modeled by gamma and inverse Gaussian distributions, respectively. The model parameters of the IGG distribution are directly related to atmospheric parameters. The accuracy of the fit among the IGG, log-normal, and GG distributions with the experimental probability density functions in moderate-to-strong turbulence are compared, and results indicate that the newly proposed IGG model provides an excellent fit to the experimental data. As the receiving diameter is comparable with the atmospheric coherence radius, the proposed IGG model can reproduce the shape of the experimental data, whereas the GG and LN models fail to match the experimental data. The fundamental channel statistics of a free-space optical communication system are also investigated in an IGG-distributed turbulent atmosphere, and a closed-form expression for the outage probability of the system is derived with Meijer's G-function.

Multi-Scale Modeling to Improve Single-Molecule, Single-Cell Experiments

NASA Astrophysics Data System (ADS)

Munsky, Brian; Shepherd, Douglas

2014-03-01

Single-cell, single-molecule experiments are producing an unprecedented amount of data to capture the dynamics of biological systems. When integrated with computational models, observations of spatial, temporal and stochastic fluctuations can yield powerful quantitative insight. We concentrate on experiments that localize and count individual molecules of mRNA. These high precision experiments have large imaging and computational processing costs, and we explore how improved computational analyses can dramatically reduce overall data requirements. In particular, we show how analyses of spatial, temporal and stochastic fluctuations can significantly enhance parameter estimation results for small, noisy data sets. We also show how full probability distribution analyses can constrain parameters with far less data than bulk analyses or statistical moment closures. Finally, we discuss how a systematic modeling progression from simple to more complex analyses can reduce total computational costs by orders of magnitude. We illustrate our approach using single-molecule, spatial mRNA measurements of Interleukin 1-alpha mRNA induction in human THP1 cells following stimulation. Our approach could improve the effectiveness of single-molecule gene regulation analyses for many other process.

Stresses and elastic constants of crystalline sodium, from molecular dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schiferl, S.K.

1985-02-01

The stresses and the elastic constants of bcc sodium are calculated by molecular dynamics (MD) for temperatures to T = 340K. The total adiabatic potential of a system of sodium atoms is represented by pseudopotential model. The resulting expression has two terms: a large, strictly volume-dependent potential, plus a sum over ion pairs of a small, volume-dependent two-body potential. The stresses and the elastic constants are given as strain derivatives of the Helmholtz free energy. The resulting expressions involve canonical ensemble averages (and fluctuation averages) of the position and volume derivatives of the potential. An ensemble correction relates the resultsmore » to MD equilibrium averages. Evaluation of the potential and its derivatives requires the calculation of integrals with infinite upper limits of integration, and integrand singularities. Methods for calculating these integrals and estimating the effects of integration errors are developed. A method is given for choosing initial conditions that relax quickly to a desired equilibrium state. Statistical methods developed earlier for MD data are extended to evaluate uncertainties in fluctuation averages, and to test for symmetry. 45 refs., 10 figs., 4 tabs.« less

Statistical variability study of random dopant fluctuation on gate-all-around inversion-mode silicon nanowire field-effect transistors

NASA Astrophysics Data System (ADS)

Yoon, Jun-Sik; Rim, Taiuk; Kim, Jungsik; Kim, Kihyun; Baek, Chang-Ki; Jeong, Yoon-Ha

2015-03-01

Random dopant fluctuation effects of gate-all-around inversion-mode silicon nanowire field-effect transistors (FETs) with different diameters and extension lengths are investigated. The nanowire FETs with smaller diameter and longer extension length reduce average values and variations of subthreshold swing and drain-induced barrier lowering, thus improving short channel immunity. Relative variations of the drain currents increase as the diameter decreases because of decreased current drivability from narrower channel cross-sections. Absolute variations of the drain currents decrease critically as the extension length increases due to decreasing the number of arsenic dopants penetrating into the channel region. To understand variability origins of the drain currents, variations of source/drain series resistance and low-field mobility are investigated. All these two parameters affect the variations of the drain currents concurrently. The nanowire FETs having extension lengths sufficient to prevent dopant penetration into the channel regions and maintaining relatively large cross-sections are suggested to achieve suitable short channel immunity and small variations of the drain currents.

Economic cycles and heart disease in Mexico.

PubMed

Quast, Troy; Gonzalez, Fidel

2014-05-01

While a considerable literature has emerged regarding the relationship between the business cycles and mortality rates, relatively little is known regarding how economic fluctuations are related to morbidity. We investigate the relationship between business cycles and heart disease in Mexico using a unique state-level dataset of 512 observations consisting of real GDP and heart disease incidence rates (overall and by age group) from 1995 to 2010. Our study is one of the first to use a state-level panel approach to analyze the relationship between the business cycle and morbidity. Further, the state and year fixed effects employed in our econometric specification reduce possible omitted variable bias. We find a general procyclical, although largely statistically insignificant, contemporaneous relationship. However, an increase in GDP per capita sustained over five years is associated with considerable increases in the incidence rates of ischemic heart disease and hypertension. This procyclical relationship appears strongest in the states with the lowest levels of development and for the oldest age groups. Our results suggest that economic fluctuations may have important lagged effects on heart disease in developing countries. Copyright © 2014 Elsevier Ltd. All rights reserved.

Experimental study of disorder in a semiconductor microcavity

NASA Astrophysics Data System (ADS)

Gurioli, M.; Bogani, F.; Wiersma, D. S.; Roussignol, Ph.; Cassabois, G.; Khitrova, G.; Gibbs, H.

2001-10-01

A detailed study of the structural disorder in wedge semiconductor microcavities (MC's) is presented. We demonstrate that images of the coherent emission from the MC surface can be used for a careful characterization of both intrinsic and extrinsic optical properties of semiconductor MC's. The polariton broadening can be measured directly, avoiding the well-known problem of inhomogeneous broadening due to the MC wedge. A statistical analysis of the spatial line shape of the images of the MC surface shows the presence of static disorder associated with dielectric fluctuations in the Bragg reflector. Moreover, the presence of local fluctuations of the effective cavity length can be detected with subnanometer resolution. The analysis of the resonant Rayleigh scattering (RRS) gives additional information on the origin of the disorder. We find that the RRS is dominated by the scattering of the photonic component of the MC polariton by disorder in the Bragg reflector. Also the RRS is strongly enhanced along the [110] and [11¯0] directions. This peculiar scattering pattern is attributed to misfit dislocations induced by the large thickness of the mismatched AlGaAs alloy in the Bragg mirrors.

Intermittency via moments and distributions in central O+Cu collisions at 14. 6 A[center dot]GeV/c

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tannenbaum, M.J.

Fluctuations in pseudorapidity distributions of charged particles from central (ZCAL) collisions of [sup 16]O+Cu at 14.6 A[center dot]GeV/c have been analyzed by Ju Kang using the method of scaled factorial moments as a function of the interval [delta][eta] an apparent power-law growth of moments with decreasing interval is observed down to [delta][eta] [approximately] 0.1, and the measured slope parameters are found to obey two scaling rules. Previous experience with E[sub T] distributions suggested that fluctuations of multiplicity and transverse energy can be well described by Gamma or Negative Binomial Distributions (NBD) and excellent fits to NBD were obtained in allmore » [delta][eta] bins. The k parameter of the NBD fit was found to increase linearly with the [delta][eta] interval, which due to the well known property of the NBD under convolution, indicates that the multiplicity distributions in adjacent bins of pseudorapidity [delta][eta] [approximately] 0.1 are largely statistically independent.« less

Intermittency via moments and distributions in central O+Cu collisions at 14.6 A{center_dot}GeV/c

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tannenbaum, M.J.; The E802 Collaboration

Fluctuations in pseudorapidity distributions of charged particles from central (ZCAL) collisions of {sup 16}O+Cu at 14.6 A{center_dot}GeV/c have been analyzed by Ju Kang using the method of scaled factorial moments as a function of the interval {delta}{eta} an apparent power-law growth of moments with decreasing interval is observed down to {delta}{eta} {approximately} 0.1, and the measured slope parameters are found to obey two scaling rules. Previous experience with E{sub T} distributions suggested that fluctuations of multiplicity and transverse energy can be well described by Gamma or Negative Binomial Distributions (NBD) and excellent fits to NBD were obtained in all {delta}{eta}more » bins. The k parameter of the NBD fit was found to increase linearly with the {delta}{eta} interval, which due to the well known property of the NBD under convolution, indicates that the multiplicity distributions in adjacent bins of pseudorapidity {delta}{eta} {approximately} 0.1 are largely statistically independent.« less

Modeling space-time correlations of velocity fluctuations in wind farms

NASA Astrophysics Data System (ADS)

Lukassen, Laura J.; Stevens, Richard J. A. M.; Meneveau, Charles; Wilczek, Michael

2018-07-01

An analytical model for the streamwise velocity space-time correlations in turbulent flows is derived and applied to the special case of velocity fluctuations in large wind farms. The model is based on the Kraichnan-Tennekes random sweeping hypothesis, capturing the decorrelation in time while including a mean wind velocity in the streamwise direction. In the resulting model, the streamwise velocity space-time correlation is expressed as a convolution of the pure space correlation with an analytical temporal decorrelation kernel. Hence, the spatio-temporal structure of velocity fluctuations in wind farms can be derived from the spatial correlations only. We then explore the applicability of the model to predict spatio-temporal correlations in turbulent flows in wind farms. Comparisons of the model with data from a large eddy simulation of flow in a large, spatially periodic wind farm are performed, where needed model parameters such as spatial and temporal integral scales and spatial correlations are determined from the large eddy simulation. Good agreement is obtained between the model and large eddy simulation data showing that spatial data may be used to model the full temporal structure of fluctuations in wind farms.

Identifying large scale structures at 1 AU using fluctuations and wavelets

NASA Astrophysics Data System (ADS)

Niembro, T.; Lara, A.

2016-12-01

The solar wind (SW) is inhomogeneous and it is dominated for two types of flows: one quasi-stationary and one related to large scale transients (such as coronal mass ejections and co-rotating interaction regions). The SW inhomogeneities can be study as fluctuations characterized by a wide range of length and time scales. We are interested in the study of the characteristic fluctuations caused by large scale transient events. To do so, we define the vector space F with the normalized moving monthly/annual deviations as the orthogonal basis. Then, we compute the norm in this space of the solar wind parameters (velocity, magnetic field, density and temperature) fluctuations using WIND data from August 1992 to August 2015. This norm gives important information about the presence of a large structure disturbance in the solar wind and by applying a wavelet transform to this norm, we are able to determine, without subjectivity, the duration of the compression regions of these large transient structures and, even more, to identify if the structure corresponds to a single or complex (or merged) event. With this method we have automatically detected most of the events identified and published by other authors.

Brine Convection, Temperature Fluctuations, and Permeability in Winter Antarctic Land-Fast Sea Ice

NASA Astrophysics Data System (ADS)

Wongpan, P.; Hughes, K. G.; Langhorne, P. J.; Smith, I. J.

2018-01-01

Vertical temperature strings are used in sea ice research to study heat flow, ice growth rate, and ocean-ice-atmosphere interaction. We demonstrate the feasibility of using temperature fluctuations as a proxy for fluid movement, a key process for supplying nutrients to Antarctic sea ice algal communities. Four strings were deployed in growing, land-fast sea ice in McMurdo Sound, Antarctica. By smoothing temperature data with the robust LOESS method, we obtain temperature fluctuations that cannot be explained by insolation or atmospheric heat loss. Statistical distributions of these temperature fluctuations are investigated with sensitivities to the distance from the ice-ocean interface, average ice temperature, and sea ice structure. Fluctuations are greatest close to the base (<50 mm) at temperatures >-3°C, and are discrete events with an average active period of 43% compared to 11% when the ice is colder (-3°C to -5°C). Assuming fluctuations occur when the Rayleigh number, derived from mushy layer theory, exceeds a critical value of 10 we approximate the harmonic mean permeability of this thick (>1 m) sea ice in terms of distance from the ice-ocean interface. Near the base, we obtain values in the same range as those measured by others in Arctic spring and summer. The permeability between the ice-ocean interface and 0.05 ± 0.04 m above it is of order 10-9 m2. Columnar and incorporated platelet ice permeability distributions in the bottom 0.1 m of winter Antarctic sea ice are statistically significantly different although their arithmetic means are indistinguishable.

Large-scale structure of randomly jammed spheres

NASA Astrophysics Data System (ADS)

Ikeda, Atsushi; Berthier, Ludovic; Parisi, Giorgio

2017-05-01

We numerically analyze the density field of three-dimensional randomly jammed packings of monodisperse soft frictionless spherical particles, paying special attention to fluctuations occurring at large length scales. We study in detail the two-point static structure factor at low wave vectors in Fourier space. We also analyze the nature of the density field in real space by studying the large-distance behavior of the two-point pair correlation function, of density fluctuations in subsystems of increasing sizes, and of the direct correlation function. We show that such real space analysis can be greatly improved by introducing a coarse-grained density field to disentangle genuine large-scale correlations from purely local effects. Our results confirm that both Fourier and real space signatures of vanishing density fluctuations at large scale are absent, indicating that randomly jammed packings are not hyperuniform. In addition, we establish that the pair correlation function displays a surprisingly complex structure at large distances, which is however not compatible with the long-range negative correlation of hyperuniform systems but fully compatible with an analytic form for the structure factor. This implies that the direct correlation function is short ranged, as we also demonstrate directly. Our results reveal that density fluctuations in jammed packings do not follow the behavior expected for random hyperuniform materials, but display instead a more complex behavior.

Multi-year objective analyses of warm season ground-level ozone and PM2.5 over North America using real-time observations and Canadian operational air quality models

NASA Astrophysics Data System (ADS)

Robichaud, A.; Ménard, R.

2014-02-01

Multi-year objective analyses (OA) on a high spatiotemporal resolution for the warm season period (1 May to 31 October) for ground-level ozone and for fine particulate matter (diameter less than 2.5 microns (PM2.5)) are presented. The OA used in this study combines model outputs from the Canadian air quality forecast suite with US and Canadian observations from various air quality surface monitoring networks. The analyses are based on an optimal interpolation (OI) with capabilities for adaptive error statistics for ozone and PM2.5 and an explicit bias correction scheme for the PM2.5 analyses. The estimation of error statistics has been computed using a modified version of the Hollingsworth-Lönnberg (H-L) method. The error statistics are "tuned" using a χ2 (chi-square) diagnostic, a semi-empirical procedure that provides significantly better verification than without tuning. Successful cross-validation experiments were performed with an OA setup using 90% of data observations to build the objective analyses and with the remainder left out as an independent set of data for verification purposes. Furthermore, comparisons with other external sources of information (global models and PM2.5 satellite surface-derived or ground-based measurements) show reasonable agreement. The multi-year analyses obtained provide relatively high precision with an absolute yearly averaged systematic error of less than 0.6 ppbv (parts per billion by volume) and 0.7 μg m-3 (micrograms per cubic meter) for ozone and PM2.5, respectively, and a random error generally less than 9 ppbv for ozone and under 12 μg m-3 for PM2.5. This paper focuses on two applications: (1) presenting long-term averages of OA and analysis increments as a form of summer climatology; and (2) analyzing long-term (decadal) trends and inter-annual fluctuations using OA outputs. The results show that high percentiles of ozone and PM2.5 were both following a general decreasing trend in North America, with the eastern part of the United States showing the most widespread decrease, likely due to more effective pollution controls. Some locations, however, exhibited an increasing trend in the mean ozone and PM2.5, such as the northwestern part of North America (northwest US and Alberta). Conversely, the low percentiles are generally rising for ozone, which may be linked to the intercontinental transport of increased emissions from emerging countries. After removing the decadal trend, the inter-annual fluctuations of the high percentiles are largely explained by the temperature fluctuations for ozone and to a lesser extent by precipitation fluctuations for PM2.5. More interesting is the economic short-term change (as expressed by the variation of the US gross domestic product growth rate), which explains 37% of the total variance of inter-annual fluctuations of PM2.5 and 15% in the case of ozone.

New PHOBOS results on event-by-event fluctuations

NASA Astrophysics Data System (ADS)

Alver, B.; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Chai, Z.; Chetluru, V.; Decowski, M. P.; García, E.; Gburek, T.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Harnarine, I.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Li, W.; Lin, W. T.; Loizides, C.; Manly, S.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Reed, C.; Remsberg, L. P.; Reuter, M.; Richardson, E.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Sedykh, I.; Skulski, W.; Smith, C. E.; Stankiewicz, M. A.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Szostak, A.; Tang, J.-L.; Tonjes, M. B.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Vaurynovich, S. S.; Verdier, R.; Veres, G. I.; Walters, P.; Wenger, E.; Willhelm, D.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wyngaardt, S.; Wysłouch, B.

2006-04-01

We present new results from the PHOBOS experiment at RHIC on event-by-event fluctuations of particle multiplicities and angular distributions in nucleus-nucleus collisions at RHIC. Our data for Au+Au collisions at √sNN = 200 GeV show that at a level of 10-4 or less, no rare, large-amplitude fluctuations in the total multiplicity distributions or the shape of the pseudorapidity distributions are observed. We however find significant short-range multiplicity correlations in these data, that can be described as particle production in clusters. In Cu+Cu collisions, we observe large final-state azimuthal anisotropies ν2. A common scaling behavior for Cu+Cu and Au+Au for these anisotropies emerges when fluctuations in the initial state geometry are taken into account.

Contingency and statistical laws in replicate microbial closed ecosystems.

PubMed

Hekstra, Doeke R; Leibler, Stanislas

2012-05-25

Contingency, the persistent influence of past random events, pervades biology. To what extent, then, is each course of ecological or evolutionary dynamics unique, and to what extent are these dynamics subject to a common statistical structure? Addressing this question requires replicate measurements to search for emergent statistical laws. We establish a readily replicated microbial closed ecosystem (CES), sustaining its three species for years. We precisely measure the local population density of each species in many CES replicates, started from the same initial conditions and kept under constant light and temperature. The covariation among replicates of the three species densities acquires a stable structure, which could be decomposed into discrete eigenvectors, or "ecomodes." The largest ecomode dominates population density fluctuations around the replicate-average dynamics. These fluctuations follow simple power laws consistent with a geometric random walk. Thus, variability in ecological dynamics can be studied with CES replicates and described by simple statistical laws. Copyright © 2012 Elsevier Inc. All rights reserved.

Wind-Tunnel Experiments for Gas Dispersion in an Atmospheric Boundary Layer with Large-Scale Turbulent Motion

NASA Astrophysics Data System (ADS)

Michioka, Takenobu; Sato, Ayumu; Sada, Koichi

2011-10-01

Large-scale turbulent motions enhancing horizontal gas spread in an atmospheric boundary layer are simulated in a wind-tunnel experiment. The large-scale turbulent motions can be generated using an active grid installed at the front of the test section in the wind tunnel, when appropriate parameters for the angular deflection and the rotation speed are chosen. The power spectra of vertical velocity fluctuations are unchanged with and without the active grid because they are strongly affected by the surface. The power spectra of both streamwise and lateral velocity fluctuations with the active grid increase in the low frequency region, and are closer to the empirical relations inferred from field observations. The large-scale turbulent motions do not affect the Reynolds shear stress, but change the balance of the processes involved. The relative contributions of ejections to sweeps are suppressed by large-scale turbulent motions, indicating that the motions behave as sweep events. The lateral gas spread is enhanced by the lateral large-scale turbulent motions generated by the active grid. The large-scale motions, however, do not affect the vertical velocity fluctuations near the surface, resulting in their having a minimal effect on the vertical gas spread. The peak concentration normalized using the root-mean-squared value of concentration fluctuation is remarkably constant over most regions of the plume irrespective of the operation of the active grid.

Thermodynamic constraints on fluctuation phenomena

NASA Astrophysics Data System (ADS)

Maroney, O. J. E.

2009-12-01

The relationships among reversible Carnot cycles, the absence of perpetual motion machines, and the existence of a nondecreasing globally unique entropy function form the starting point of many textbook presentations of the foundations of thermodynamics. However, the thermal fluctuation phenomena associated with statistical mechanics has been argued to restrict the domain of validity of this basis of the second law of thermodynamics. Here we demonstrate that fluctuation phenomena can be incorporated into the traditional presentation, extending rather than restricting the domain of validity of the phenomenologically motivated second law. Consistency conditions lead to constraints upon the possible spectrum of thermal fluctuations. In a special case this uniquely selects the Gibbs canonical distribution and more generally incorporates the Tsallis distributions. No particular model of microscopic dynamics need be assumed.

Thermodynamic constraints on fluctuation phenomena.

PubMed

Maroney, O J E

2009-12-01

The relationships among reversible Carnot cycles, the absence of perpetual motion machines, and the existence of a nondecreasing globally unique entropy function form the starting point of many textbook presentations of the foundations of thermodynamics. However, the thermal fluctuation phenomena associated with statistical mechanics has been argued to restrict the domain of validity of this basis of the second law of thermodynamics. Here we demonstrate that fluctuation phenomena can be incorporated into the traditional presentation, extending rather than restricting the domain of validity of the phenomenologically motivated second law. Consistency conditions lead to constraints upon the possible spectrum of thermal fluctuations. In a special case this uniquely selects the Gibbs canonical distribution and more generally incorporates the Tsallis distributions. No particular model of microscopic dynamics need be assumed.

Precipitation and Air Temperature Impact on Seasonal Variations of Groundwater Levels

NASA Astrophysics Data System (ADS)

Vitola, Ilva; Vircavs, Valdis; Abramenko, Kaspars; Lauva, Didzis; Veinbergs, Arturs

2012-12-01

The aim of this study is to clarify seasonal effects of precipitation and temperature on groundwater level changes in monitoring stations of the Latvia University of Agriculture - Mellupīte, Bērze and Auce. Groundwater regime and level fluctuations depend on climatic conditions such as precipitation intensity, evapotranspiration, surface runoff and drainage, as well as other hydrological factors. The relationship between precipitation, air temperature and groundwater level fluctuations could also lead and give different perspective of possible changes in groundwater quality. Using mathematical statistics and graphic-analytic methods it is concluded that autumn and winter precipitation has the dominant impact on groundwater level fluctuations, whereas spring and summer season fluctuations are more dependent on the air temperature.

Measurements of the Free-Stream Fluctuations above a Turbulent Boundary Layer

NASA Technical Reports Server (NTRS)

Wood, D. H.; Westphal, R. V.

1988-01-01

In this paper an investigation of the velocity fluctuations in the free stream above an incompressible turbulent boundary layer developing at constant pressure is described. It is assumed that the fluctuations receive contributions from three statistically independent sources: (1) one-dimensional unsteadiness, (2) free-stream turbulence, and (3) the irrotational motion induced by the turbulent boundary layer. Measurements were made in a wind tunnel with a root-mean-square level of the axial velocity fluctuations of about 0.2%. All three velocity components were measured using an X-wire probe. The unsteadiness was determined from the spanwise covariance of the axial velocity fluctuations, measured using two single-wire probes. The results show that it is possible to separate the contributions to the rms level of the velocity fluctuations without resorting to the dubious technique of high-pass filtering. This separation could be extended to the spectral densities of the contributions if measurements of sufficient accuracy were available.

Measurements of the free stream fluctuations above a turbulent boundary layer

NASA Technical Reports Server (NTRS)

Wood, David H.; Westphal, Russell V.

1987-01-01

This paper investigates the velocity fluctuations in the free stream above an incompressible turbulent boundary layer developing at constant pressure. It is assumed that the fluctuations receive contributions from three statistically independent sources: (1) one-dimensional unsteadiness, (2) free stream turbulence, and (3) the potential motion induced by the turbulent boundary layer. Measurements were made in a wind tunnel with a root-mean-square level of the axial velocity fluctuations of about 0.2 percent. All three velocity components were measured using an X-wire probe. The unsteadiness was determined from the spanwise covariance of the axial velocity, measured using two single wire probes. The results show that it is possible to separate the contributions to the r.m.s. level of the velocity fluctuations, without resorting to the dubious technique of high-pass filtering. The separation could be extended to the spectral densities of the contributions, if measurements of sufficient accuracy were available. The Appendix provides a general guide for the measurement of small free stream fluctuation levels.

Evaluation of large-eddy simulations forced with mesoscale model output for a multi-week period during a measurement campaign

NASA Astrophysics Data System (ADS)

Heinze, Rieke; Moseley, Christopher; Böske, Lennart Nils; Muppa, Shravan Kumar; Maurer, Vera; Raasch, Siegfried; Stevens, Bjorn

2017-06-01

Large-eddy simulations (LESs) of a multi-week period during the HD(CP)2 (High-Definition Clouds and Precipitation for advancing Climate Prediction) Observational Prototype Experiment (HOPE) conducted in Germany are evaluated with respect to mean boundary layer quantities and turbulence statistics. Two LES models are used in a semi-idealized setup through forcing with mesoscale model output to account for the synoptic-scale conditions. Evaluation is performed based on the HOPE observations. The mean boundary layer characteristics like the boundary layer depth are in a principal agreement with observations. Simulating shallow-cumulus layers in agreement with the measurements poses a challenge for both LES models. Variance profiles agree satisfactorily with lidar measurements. The results depend on how the forcing data stemming from mesoscale model output are constructed. The mean boundary layer characteristics become less sensitive if the averaging domain for the forcing is large enough to filter out mesoscale fluctuations.

WKB theory of large deviations in stochastic populations

NASA Astrophysics Data System (ADS)

Assaf, Michael; Meerson, Baruch

2017-06-01

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work.

Statistical analysis of severe magnetic fluctuations in the near-Earth plasma sheet observed by THEMIS-E

NASA Astrophysics Data System (ADS)

Xu, Heqiucen; Shiokawa, Kazuo; Frühauff, Dennis

2017-10-01

We statistically analyzed severe magnetic fluctuations in the nightside near-Earth plasma sheet at 6-12 RE (Earth radii; 1 RE = 6371 km), because they are important for non-magnetohydrodynamics (non-MHD) effects in the magnetotail and are considered to be necessary for current disruption in the inside-out substorm model. We used magnetic field data from 2013 and 2014 obtained by the Time History of Events and Macroscale Interactions during Substorms E (THEMIS-E) satellite (sampling rate: 4 Hz). A total of 1283 severe magnetic fluctuation events were identified that satisfied the criteria σB/B > 0. 5, where σB and B are the standard deviation and the average value of magnetic field intensity during the time interval of the local proton gyroperiod, respectively. We found that the occurrence rates of severe fluctuation events are 0.00118, 0.00899, and 0.0238 % at 6-8, 8-10, and 10-12 RE, respectively, and most events last for no more than 15 s. From these occurrence rates, we estimated the possible scale sizes of current disruption by severe magnetic fluctuations as 3.83 RE3 by assuming that four substorms with 5 min intervals of current disruption occur every day. The fluctuation events occurred most frequently at the ZGSM (Z distance in the geocentric solar magnetospheric coordinate system) close to the model neutral sheet within 0.2 RE. Most events occur in association with sudden decreases in the auroral electrojet lower (AL) index and magnetic field dipolarization, indicating that they are related to substorms. Sixty-two percent of magnetic fluctuation events were accompanied by ion flow with velocity V > 100 km s-1, indicating that the violation of ion gyromotion tends to occur during high-speed flow in the near-Earth plasma sheet. The superposed epoch analysis also indicated that the flow speed increases before the severe magnetic fluctuations. We discuss how both the inside-out and outside-in substorm models can explain this increase in flow speeds before magnetic fluctuation events.

Do GCM's predict the climate.... Or the low frequency weather?

NASA Astrophysics Data System (ADS)

Lovejoy, S.; Schertzer, D.; Varon, D.

2012-04-01

Over twenty-five years ago, a three-regime scaling model was proposed describing the statistical variability of the atmosphere over time scales ranging from weather scales out to ≈ 100 kyrs. Using modern in situ data reanalyses, monthly surface series (at 5ox5o), 8 "multiproxy" (yearly) series of the Northern hemisphere from 1500 - 1980, and GRIP and Vostok paleotemperatures at 5.2 and ≈ 100 year resolutions (over the past 91-420 kyrs), we refine the model and show how it can be understood with the help of new developments in nonlinear dynamics, especially multifractals and cascades. In a scaling range, mean fluctuations in state variables such as temperature ΔT vary in power law manners ≈ Δt**H the where Δt is the duration. At small (weather) scales the fluctuation exponents are generally H>0; they grow with scale (Δt). At longer scales Δt >τw (≈ 10 days) H changes sign, the fluctuations decrease with scale; this is the low variability, "low frequency weather" regime. In this regime, the spectrum is a relatively flat "plateau", it's variability is low, stable, corresponding to our usual idea of "long term weather statistics". Finally for longer times, Δt>τc ≈ 10 - 100 years, once again H>0, so that the variability increases with scale: the true climate regime. These scaling regimes allow us to objectively define the weather as fluctuations over periods <τw, to define "climate states" as fluctuations at scale τc and then "climate change" as the fluctuations at longer periods (Δt>τc). We show that the intermediate low frequency weather regime is the result of the weather regime undergoing a "dimensional transition": at temporal scales longer than the typical lifetime of planetary structures (τw), the spatial degrees of freedom are rapidly quenched so that only the temporal degrees of freedom are important. This low frequency weather regime has statistical properties well reproduced not only by stochastic cascade models of weather, but also by control runs (i.e. without climate forcing) of GCM based climate forecasting systems including those of the Institut Pierre Simon Laplace (Paris) and the Earth Forecasting System (Hamburg). In order for these systems to go beyond simply predicting low frequency weather i.e. in order for them to predict the climate, they need appropriate climate forcings and/ or new internal mechanisms of variability. Using statistical scaling techniques we examine the scale dependence of fluctuations from forced and unforced GCM outputs, including from the ECHO-G and EFS simulations in the Millenium climate reconstruction project and compare this with data, multiproxies and paleo data. Our general conclusion is that the models systematically underestimate the multidecadal, multicentennial scale variability.

Gate line edge roughness amplitude and frequency variation effects on intra die MOS device characteristics

NASA Astrophysics Data System (ADS)

Hamadeh, Emad; Gunther, Norman G.; Niemann, Darrell; Rahman, Mahmud

2006-06-01

Random fluctuations in fabrication process outcomes such as gate line edge roughness (LER) give rise to corresponding fluctuations in scaled down MOS device characteristics. A thermodynamic-variational model is presented to study the effects of LER on threshold voltage and capacitance of sub-50 nm MOS devices. Conceptually, we treat the geometric definition of the MOS devices on a die as consisting of a collection of gates. In turn, each of these gates has an area, A, and a perimeter, P, defined by nominally straight lines subject to random process outcomes producing roughness. We treat roughness as being deviations from straightness consisting of both transverse amplitude and longitudinal wavelength each having lognormal distribution. We obtain closed-form expressions for variance of threshold voltage ( Vth), and device capacitance ( C) at Onset of Strong Inversion (OSI) for a small device. Using our variational model, we characterized the device electrical properties such as σ and σC in terms of the statistical parameters of the roughness amplitude and spatial frequency, i.e., inverse roughness wavelength. We then verified our model with numerical analysis of Vth roll-off for small devices and σ due to dopant fluctuation. Our model was also benchmarked against TCAD of σ as a function of LER. We then extended our analysis to predict variations in σ and σC versus average LER spatial frequency and amplitude, and oxide-thickness. Given the intuitive expectation that LER of very short wavelengths must also have small amplitude, we have investigated the case in which the amplitude mean is inversely related to the frequency mean. We compare with the situation in which amplitude and frequency mean are unrelated. Given also that the gate perimeter may consist of different LER signature for each side, we have extended our analysis to the case when the LER statistical difference between gate sides is moderate, as well as when it is significantly large.

Analysis of Meniscus Fluctuation in a Continuous Casting Slab Mold

NASA Astrophysics Data System (ADS)

Zhang, Kaitian; Liu, Jianhua; Cui, Heng; Xiao, Chao

2018-06-01

A water model of slab mold was established to analyze the microscopic and macroscopic fluctuation of meniscus. The fast Fourier transform and wavelet entropy were adopted to analyze the wave amplitude, frequency, and components of fluctuation. The flow patterns under the meniscus were measured by using particle image velocimetry measurement and then the mechanisms of meniscus fluctuation were discussed. The results reflected that wavelet entropy had multi-scale and statistical properties, and it was suitable for the study of meniscus fluctuation details both in time and frequency domain. The basic wave, frequency of which exceeding 1 Hz in the condition of no mold oscillation, was demonstrated in this work. In fact, three basic waves were found: long-wave with low frequency, middle-wave with middle frequency, and short-wave with high frequency. In addition, the upper roll flow in mold had significant effect on meniscus fluctuation. When the position of flow impinged was far from the meniscus, long-wave dominated the fluctuation and the stability of meniscus was enhanced. However, when the velocity of flow was increased, the short-wave dominated the meniscus fluctuation and the meniscus stability was decreased.

Current fluctuations in periodically driven systems

NASA Astrophysics Data System (ADS)

Barato, Andre C.; Chetrite, Raphael

2018-05-01

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We develop a theoretical formalism to evaluate the rate of such large deviations in periodically driven systems. We show that the scaled cumulant generating function that characterizes current fluctuations is given by a maximal Floquet exponent. Comparing deterministic protocols with stochastic protocols, we show that, with respect to large deviations, systems driven by a stochastic protocol with an infinitely large number of jumps are equivalent to systems driven by deterministic protocols. Our results are illustrated with three case studies: a two-state model for a heat engine, a three-state model for a molecular pump, and a biased random walk with a time-periodic affinity.

A geometrical optics approach for modeling aperture averaging in free space optical communication applications

NASA Astrophysics Data System (ADS)

Yuksel, Heba; Davis, Christopher C.

2006-09-01

Intensity fluctuations at the receiver in free space optical (FSO) communication links lead to a received power variance that depends on the size of the receiver aperture. Increasing the size of the receiver aperture reduces the power variance. This effect of the receiver size on power variance is called aperture averaging. If there were no aperture size limitation at the receiver, then there would be no turbulence-induced scintillation. In practice, there is always a tradeoff between aperture size, transceiver weight, and potential transceiver agility for pointing, acquisition and tracking (PAT) of FSO communication links. We have developed a geometrical simulation model to predict the aperture averaging factor. This model is used to simulate the aperture averaging effect at given range by using a large number of rays, Gaussian as well as uniformly distributed, propagating through simulated turbulence into a circular receiver of varying aperture size. Turbulence is simulated by filling the propagation path with spherical bubbles of varying sizes and refractive index discontinuities statistically distributed according to various models. For each statistical representation of the atmosphere, the three-dimensional trajectory of each ray is analyzed using geometrical optics. These Monte Carlo techniques have proved capable of assessing the aperture averaging effect, in particular, the quantitative expected reduction in intensity fluctuations with increasing aperture diameter. In addition, beam wander results have demonstrated the range-cubed dependence of mean-squared beam wander. An effective turbulence parameter can also be determined by correlating beam wander behavior with the path length.

Preliminary Analysis of Fluctuations in the Received Uplink-Beacon-Power Data Obtained From the GOLD Experiments

NASA Technical Reports Server (NTRS)

Jeganathan, M.; Wilson, K. E.; Lesh, J. R.

1996-01-01

Uplink data from recent free-space optical communication experiments carried out between the Table Mountain Facility and the Japanese Engineering Test Satellite are used to study fluctuations caused by beam propagation through the atmosphere. The influence of atmospheric scintillation, beam wander and jitter, and multiple uplink beams on the statistics of power received by the satellite is analyzed and compared to experimental data. Preliminary analysis indicates the received signal obeys an approximate lognormal distribution, as predicted by the weak-turbulence model, but further characterization of other sources of fluctuations is necessary for accurate link predictions.

Wall-pressure fluctuations beneath a spatially evolving turbulent boundary layer

NASA Astrophysics Data System (ADS)

Mahesh, Krishnan; Kumar, Praveen

2016-11-01

Wall-pressure fluctuations beneath a turbulent boundary layer are important in applications dealing with structural deformation and acoustics. Simulations are performed for flat plate and axisymmetric, spatially evolving zero-pressure-gradient turbulent boundary layers at inflow Reynolds number of 1400 and 2200 based on momentum thickness. The simulations generate their own inflow using the recycle-rescale method. The results for mean velocity and second-order statistics show excellent agreement with the data available in literature. The spectral characteristics of wall-pressure fluctuations and their relation to flow structure will be discussed. This work is supported by ONR.

Parkinson's disease-associated melanin steal.

PubMed

Hinz, Marty; Stein, Alvin; Cole, Ted

2014-01-01

Urinary dopamine fluctuations in the competitive inhibition state were first documented in 2009. At that time, it was noted that progressively higher daily dosing values of L-tyrosine decreased the magnitude of these fluctuations. While extensive statistical analysis has been performed by the authors since 2004, it was not until 2012 that a plausible explanation was formulated. In the process, correlations with L-tyrosine administration and the on/off effect of Parkinson's disease were defined. This paper documents the current knowledge with regard to the management of retrograde phase 1 dopamine fluctuations and investigates the hypothesis that they are caused by a melanin steal phenomenon.

Preliminary analysis of fluctuations in the received uplink-beacon-power data obtained from the GOLD experiments

NASA Technical Reports Server (NTRS)

Jeganathan, M.; Wilson, K. E.; Lesh, J. R.

1996-01-01

Uplink data from recent free-space optical communication experiments carried out between the Table Mountain Facility and the Japanese Engineering Test Satellite are used to study fluctuations caused by beam propagation through the atmosphere. The influence of atmospheric scintillation, beam wander and jitter, and multiple uplink beams on the statistics of power received by the satellite is analyzed and compared to experimental data. Preliminary analysis indicates the received signal obeys an approximate lognormal distribution, as predicted by the weak-turbulence model, but further characterization of other sources of fluctuations is necessary for accurate link predictions.

Can we use the q-Gaussian of ambient noise fluctuations as a vulnerability index? A case study in Cultural Heritage buildings

NASA Astrophysics Data System (ADS)

Vallianatos, Filippos; Koutalonis, Ioannis; Moisidi, Margarita; Chatzopoulos, Georgios

2018-05-01

In this work we study in terms of Tsallis statistical mechanics the properties of microtremors' fluctuations in two church bell towers, which are monuments of cultural heritage, in the city of Chania (Crete, Greece). We have shown that fluctuations of ambient vibrations recordings in the Church tower bells follow a q-Gaussian distribution. The behavior of Tsallis q parameter with the level (high) of the measuring point within the tower and the amplification factors at that points as extracted from horizontal-to-vertical (HVSR) spectral ratios are presented and discussed. Since q decreases as the amplification factor increases, we could suggest q as a vulnerability index, where, as q decreases approaching unity, then the structural system is getting more vulnerable. The latter approach suggests that introducing ideas of Tsallis statistics could be useful in characterizing extremely complex processes as that governed the estimation of seismic vulnerability in which a multidisciplinary approach is required.

A stochastic differential equations approach for the description of helium bubble size distributions in irradiated metals

NASA Astrophysics Data System (ADS)

Seif, Dariush; Ghoniem, Nasr M.

2014-12-01

A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô's calculus, rate equations for the first five moments of the size distribution in helium-vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium-vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the implementation of a path-integral approach may proceed if the distribution is known experimentally to significantly stray from a Gaussian description.

Event-by-event elliptic flow fluctuations from PHOBOS

DOE PAGES

Wosiek, Barbara; Alver, B.; Back, B. B.; ...

2009-04-01

Recently PHOBOS has focused on the study of fluctuations and correlations in particle production in heavy-ion collisions at the highest energies delivered by the Relativistic Heavy Ion Collider (RHIC). In this report, we present results on event-by-event elliptic flow fluctuations in Au + Au collisions at √s NN =200 GeV. A data-driven method was used to estimate the dominant contribution from non-flow correlations. Over the broad range of collision centralities, the observed large elliptic flow fluctuations are in agreement with the fluctuations in the initial source eccentricity.

Event-by-Event Elliptic Flow Fluctuations from PHOBOS

NASA Astrophysics Data System (ADS)

Wosiek, B.; Alver, B.; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Busza, W.; Carroll, A.; Chai, Z.; Chetluru, V.; Decowski, M. P.; García, E.; Gburek, T.; George, N.; Gulbrandsen, K.; Halliwell, C.; Hamblen, J.; Harnarine, I.; Hauer, M.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Khan, N.; Kulinich, P.; Kuo, C. M.; Li, W.; Lin, W. T.; Loizides, C.; Manly, S.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Reed, C.; Richardson, E.; Roland, C.; Roland, G.; Sagerer, J.; Seals, H.; Sedykh, I.; Smith, C. E.; Stankiewicz, M. A.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Szostak, A.; Tonjes, M. B.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Vaurynovich, S. S.; Verdier, R.; Veres, G. I.; Walters, P.; Wenger, E.; Willhelm, D.; Wolfs, F. L. H.; Woźniak, K.; Wyngaardt, S.; Wysłouch, B.

2009-04-01

Recently PHOBOS has focused on the study of fluctuations and correlations in particle production in heavy-ion collisions at the highest energies delivered by the Relativistic Heavy Ion Collider (RHIC). In this report, we present results on event-by-event elliptic flow fluctuations in (Au+Au) collisions at sqrt {sNN}=200 GeV. A data-driven method was used to estimate the dominant contribution from non-flow correlations. Over the broad range of collision centralities, the observed large elliptic flow fluctuations are in agreement with the fluctuations in the initial source eccentricity.

Hierarchical structure of stock price fluctuations in financial markets

NASA Astrophysics Data System (ADS)

Gao, Ya-Chun; Cai, Shi-Min; Wang, Bing-Hong

2012-12-01

The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they share. In this paper, the She-Leveque (SL) hierarchy, proposed to explain the anomalous scaling exponents deviating from Kolmogorov monofractal scaling of the velocity fluctuation in fluid turbulence, is applied to study and quantify the hierarchical structure of stock price fluctuations in financial markets. We therefore observed certain interesting results: (i) the hierarchical structure related to multifractal scaling generally presents in all the stock price fluctuations we investigated. (ii) The quantitatively statistical parameters that describe SL hierarchy are different between developed financial markets and emerging ones, distinctively. (iii) For the high-frequency stock price fluctuation, the hierarchical structure varies with different time periods. All these results provide a novel analogy in turbulence and financial market dynamics and an insight to deeply understand multifractality in financial markets.

Multiplicity fluctuations and collective flow in small colliding systems

NASA Astrophysics Data System (ADS)

Kawaguchi, Koji; Murase, Koichi; Hirano, Tetsufumi

2017-11-01

Recent observation of collective-flow-like behaviours in small colliding systems attracts significant theoretical and experimental interests. In large colliding systems, large collective flow has been interpreted as manifestation of almost-perfect fluidity of the quark gluon plasma (QGP). So it is quite intriguing to explore how small the QGP can be as a fluid. Multiplicity fluctuations play a crucial role in centrality definition of the events in small colliding systems since the fluctuations are, in general, more important as the system size is getting smaller. To consider the correct multiplicity fluctuations, we employ PYTHIA which naturally describes multiplicity distribution in p+p collisions. We superpose p+p collisions by taking into account the number of participants and that of binary collisions from Monte-Carlo version of Glauber model and evaluate initial entropy density distributions which contain not only multiplicity fluctuations but also fluctuations of longitudinal profiles. Solving hydrodynamic equations followed by the hadronic afterburner, we calculate transverse momentum spectra, elliptic and triangular flow parameters in p+Au, d+Au and 3He+Au collisions at the RHIC energy and p+Pb collisions at the LHC energy. Although a large fraction of final anisotropic flow parameters comes from the fluid-dynamical stage, the effects of hadronic rescatterings turn out to be also important as well in understanding of the flow data in small colliding systems.

Vortex clustering and universal scaling laws in two-dimensional quantum turbulence.

PubMed

Skaugen, Audun; Angheluta, Luiza

2016-03-01

We investigate numerically the statistics of quantized vortices in two-dimensional quantum turbulence using the Gross-Pitaevskii equation. We find that a universal -5/3 scaling law in the turbulent energy spectrum is intimately connected with the vortex statistics, such as number fluctuations and vortex velocity, which is also characterized by a similar scaling behavior. The -5/3 scaling law appearing in the power spectrum of vortex number fluctuations is consistent with the scenario of passive advection of isolated vortices by a turbulent superfluid velocity generated by like-signed vortex clusters. The velocity probability distribution of clustered vortices is also sensitive to spatial configurations, and exhibits a power-law tail distribution with a -5/3 exponent.

Massive superclusters as a probe of the nature and amplitude of primordial density fluctuations

NASA Technical Reports Server (NTRS)

Kaiser, N.; Davis, M.

1985-01-01

It is pointed out that correlation studies of galaxy positions have been widely used in the search for information about the large-scale matter distribution. The study of rare condensations on large scales provides an approach to extend the existing knowledge of large-scale structure into the weakly clustered regime. Shane (1975) provides a description of several apparent massive condensations within the Shane-Wirtanen catalog, taking into account the Serpens-Virgo cloud and the Corona cloud. In the present study, a description is given of a model for estimating the frequency of condensations which evolve from initially Gaussian fluctuations. This model is applied to the Corona cloud to estimate its 'rareness' and thereby estimate the rms density contrast on this mass scale. An attempt is made to find a conflict between the density fluctuations derived from the Corona cloud and independent constraints. A comparison is conducted of the estimate and the density fluctuations predicted to arise in a universe dominated by cold dark matter.

A correlation between the cosmic microwave background and large-scale structure in the Universe.

PubMed

Boughn, Stephen; Crittenden, Robert

2004-01-01

Observations of distant supernovae and the fluctuations in the cosmic microwave background (CMB) indicate that the expansion of the Universe may be accelerating under the action of a 'cosmological constant' or some other form of 'dark energy'. This dark energy now appears to dominate the Universe and not only alters its expansion rate, but also affects the evolution of fluctuations in the density of matter, slowing down the gravitational collapse of material (into, for example, clusters of galaxies) in recent times. Additional fluctuations in the temperature of CMB photons are induced as they pass through large-scale structures and these fluctuations are necessarily correlated with the distribution of relatively nearby matter. Here we report the detection of correlations between recent CMB data and two probes of large-scale structure: the X-ray background and the distribution of radio galaxies. These correlations are consistent with those predicted by dark energy, indicating that we are seeing the imprint of dark energy on the growth of structure in the Universe.

New probe of magnetic fields in the prereionization epoch. I. Formalism

NASA Astrophysics Data System (ADS)

Venumadhav, Tejaswi; Oklopčić, Antonija; Gluscevic, Vera; Mishra, Abhilash; Hirata, Christopher M.

2017-04-01

We propose a method of measuring extremely weak magnetic fields in the intergalactic medium prior to and during the epoch of cosmic reionization. The method utilizes the Larmor precession of spin-polarized neutral hydrogen in the triplet state of the hyperfine transition. This precession leads to a systematic change in the brightness temperature fluctuations of the 21-cm line from the high-redshift universe, and thus the statistics of these fluctuations encode information about the magnetic field the atoms are immersed in. The method is most suited to probing fields that are coherent on large scales; in this paper, we consider a homogenous magnetic field over the scale of the 21-cm fluctuations. Due to the long lifetime of the triplet state of the 21-cm transition, this technique is naturally sensitive to extremely weak field strengths, of order 10-19 G at a reference redshift of ˜20 (or 10-21 G if scaled to the present day). Therefore, this might open up the possibility of probing primordial magnetic fields just prior to reionization. If the magnetic fields are much stronger, it is still possible to use this method to infer their direction, and place a lower limit on their strength. In this paper (Paper I in a series on this effect), we perform detailed calculations of the microphysics behind this effect, and take into account all the processes that affect the hyperfine transition, including radiative decays, collisions, and optical pumping by Lyman-α photons. We conclude with an analytic formula for the brightness temperature of linear-regime fluctuations in the presence of a magnetic field, and discuss its limiting behavior for weak and strong fields.

Weight fluctuation during adulthood and weight gain since breast cancer diagnosis predict multiple dimensions of body image among rural breast cancer survivors.

PubMed

Fazzino, Tera L; Hunter, Rebecca Clausius; Sporn, Nora; Christifano, Danielle N; Befort, Christie A

2017-03-01

Obesity and weight gain after breast cancer treatment are common among survivors, yet the relationship between weight and body image has received little attention. The purpose of the current study was to examine the relationship between current body mass index, weight gain since diagnosis, and largest weight fluctuation in adulthood with six dimensions of body image among overweight/obese breast cancer survivors. The current study used data obtained from a weight control trial with 210 rural overweight/obese breast cancer survivors. Using data collected at baseline, multiple regression models were constructed to examine the relative association of the three weight variables with breast cancer-specific dimensions of body image while controlling for demographic characteristics and cancer treatment-related variables. Largest weight fluctuation in adulthood significantly predicted overall body image (p = 0.01) and was associated with the three socially oriented dimensions of body image: social activity restriction, embarrassment about appearance, and sexuality (all ps = 0.01). Weight gain since diagnosis approached statistical significance in predicting overall body image (p = 0.05) and was associated with embarrassment about appearance (p = 0.03). Current body mass index was not significantly associated with overall body image when controlling for the other weight variables (p = 0.07) and was negatively associated with social activity restriction (p = 0.01) and sexuality (p = 0.01). Obese breast cancer survivors with a history of a large weight fluctuation in adulthood may be prone to poorer breast cancer-specific body image several years after treatment. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.

Turbulent fluctuations during pellet injection into a dipole confined plasma torus

NASA Astrophysics Data System (ADS)

Garnier, D. T.; Mauel, M. E.; Roberts, T. M.; Kesner, J.; Woskov, P. P.

2017-01-01

We report measurements of the turbulent evolution of the plasma density profile following the fast injection of lithium pellets into the Levitated Dipole Experiment (LDX) [Boxer et al., Nat. Phys. 6, 207 (2010)]. As the pellet passes through the plasma, it provides a significant internal particle source and allows investigation of density profile evolution, turbulent relaxation, and turbulent fluctuations. The total electron number within the dipole plasma torus increases by more than a factor of three, and the central density increases by more than a factor of five. During these large changes in density, the shape of the density profile is nearly "stationary" such that the gradient of the particle number within tubes of equal magnetic flux vanishes. In comparison to the usual case, when the particle source is neutral gas at the plasma edge, the internal source from the pellet causes the toroidal phase velocity of the fluctuations to reverse and changes the average particle flux at the plasma edge. An edge particle source creates an inward turbulent pinch, but an internal particle source increases the outward turbulent particle flux. Statistical properties of the turbulence are measured by multiple microwave interferometers and by an array of probes at the edge. The spatial structures of the largest amplitude modes have long radial and toroidal wavelengths. Estimates of the local and toroidally averaged turbulent particle flux show intermittency and a non-Gaussian probability distribution function. The measured fluctuations, both before and during pellet injection, have frequency and wavenumber dispersion consistent with theoretical expectations for interchange and entropy modes excited within a dipole plasma torus having warm electrons and cool ions.

Turbulent fluctuations during pellet injection into a dipole confined plasma torus

DOE PAGES

Garnier, D. T.; Mauel, M. E.; Roberts, T. M.; ...

2017-01-01

Here, we report measurements of the turbulent evolution of the plasma density profile following the fast injection of lithium pellets into the Levitated Dipole Experiment (LDX) [Boxer et al., Nat. Phys. 6, 207 (2010)]. As the pellet passes through the plasma, it provides a significant internal particle source and allows investigation of density profile evolution, turbulent relaxation, and turbulent fluctuations. The total electron number within the dipole plasma torus increases by more than a factor of three, and the central density increases by more than a factor of five. During these large changes in density, the shape of the densitymore » profile is nearly “stationary” such that the gradient of the particle number within tubes of equal magnetic flux vanishes. In comparison to the usual case, when the particle source is neutral gas at the plasma edge, the internal source from the pellet causes the toroidal phase velocity of the fluctuations to reverse and changes the average particle flux at the plasma edge. An edge particle source creates an inward turbulent pinch, but an internal particle source increases the outward turbulent particle flux. Statistical properties of the turbulence are measured by multiple microwave interferometers and by an array of probes at the edge. The spatial structures of the largest amplitude modes have long radial and toroidal wavelengths. Estimates of the local and toroidally averaged turbulent particle flux show intermittency and a non-Gaussian probability distribution function. The measured fluctuations, both before and during pellet injection, have frequency and wave number dispersion consistent with theoretical expectations for interchange and entropy modes excited within a dipole plasma torus having warm electrons and cool ions.« less

Multi-decadal storminess fluctuations of Black Sea due to North Atlantic Oscillation

NASA Astrophysics Data System (ADS)

Kuznetsov, Sergey; Saprykina, Yana; Grigorieva, Victoria; Aydoǧan, Berna; Aydoǧan, Burak

2017-04-01

Storminess variability is of key importance for many marine applications, naval and coastal engineering. Studying the evolution of this phenomenon along with large scale atmospheric patterns and being able to predict them is crucial for in the context of rising sea level due to climate change what make the low-lying coasts in the Black Sea to become increasingly vulnerable to marine hazards. The aim of this work is to clarify the trends, statistics and reasons of variations of storminess in dependence of such climatic characteristic as NAO (North Atlantic Oscillation Index). The analysis of Black Sea storminess activity was performed on the base of visual wave observations (Voluntary Observing Ship or VOS) for the period 1970-2011. Annual means and maximum heights of wind-driven seas and swell waves averaging over whole Black Sea area were investigated separately. The both wind-driven seas and swell demonstrate the decreasing in heights about 10% the same as their periods for the chosen time frame. Parametric spectral analysis was performed. The periods of wave height fluctuations for wind-driven seas and swell were shown to coincide with each other and with periods of low frequency fluctuation of NOA: 14 and 4 year respectively. Correlation coefficients of wave height and NOA were 0.3 for swell and 0.4 for wind-driven sea. Nonlinear regularities of NAO fluctuations were investigated using wavelet and spavlet (spectra of modules of wavelet coefficients) analyses. Their influence on variability of storminess in Black Sea is discussed. The reported study was funded by RFBR (project No. 16-55-76002 ERA_a) and by TUBITAK (project No. 116M061) in frame of BS STEMA project.

Unmasking the masked Universe: the 2M++ catalogue through Bayesian eyes

NASA Astrophysics Data System (ADS)

Lavaux, Guilhem; Jasche, Jens

2016-01-01

This work describes a full Bayesian analysis of the Nearby Universe as traced by galaxies of the 2M++ survey. The analysis is run in two sequential steps. The first step self-consistently derives the luminosity-dependent galaxy biases, the power spectrum of matter fluctuations and matter density fields within a Gaussian statistic approximation. The second step makes a detailed analysis of the three-dimensional large-scale structures, assuming a fixed bias model and a fixed cosmology. This second step allows for the reconstruction of both the final density field and the initial conditions at z = 1000 assuming a fixed bias model. From these, we derive fields that self-consistently extrapolate the observed large-scale structures. We give two examples of these extrapolation and their utility for the detection of structures: the visibility of the Sloan Great Wall, and the detection and characterization of the Local Void using DIVA, a Lagrangian based technique to classify structures.

Large fluctuations in the high-redshift metagalactic ionizing background

NASA Astrophysics Data System (ADS)

D'Aloisio, Anson; McQuinn, Matthew; Davies, Frederick B.; Furlanetto, Steven R.

2018-01-01

Recent observations have shown that the scatter in opacities amongst coeval segments of the Ly α forest increases rapidly at z > 5. In this paper, we assess whether the large scatter can be explained by fluctuations in the ionizing background in the post-reionization intergalactic medium. We find that matching the observed scatter at z ≈ 5.5 requires a short spatially averaged mean free path of 〈λmfp912〉 ≲ 15 h- 1 comoving Mpc, a factor of ≳3 shorter than direct measurements at z = 5.2. We argue that such rapid evolution in the mean free path is difficult to reconcile with our measurements of the global H I photoionization rate, which stay approximately constant over the interval z ≈ 4.8-5.5. However, we also show that measurements of the mean free path at z > 5 are likely biased towards higher values by the quasar proximity effect. This bias can reconcile the short values of 〈λmfp912〉 that are required to explain the large scatter in opacities. We discuss the implications of this scenario for cosmological reionization. Finally, we investigate whether other statistics applied to the z > 5 Ly α forest can shed light on the origin of the scatter. Compared to a model with a uniform ionizing background, models that successfully account for the scatter lead to enhanced power in the line-of-sight flux power spectrum on scales k ≲0.1 h Mpc-1. We find tentative evidence for this enhancement in observations of the high-redshift Ly α forest.

Effect of blade outlet angle on radial thrust of single-blade centrifugal pump

NASA Astrophysics Data System (ADS)

Nishi, Y.; Fukutomi, J.; Fujiwara, R.

2012-11-01

Single-blade centrifugal pumps are widely used as sewage pumps. However, a large radial thrust acts on a single blade during pump operation because of the geometrical axial asymmetry of the impeller. This radial thrust causes vibrations of the pump shaft, reducing the service life of bearings and shaft seal devices. Therefore, to ensure pump reliability, it is necessary to quantitatively understand the radial thrust and clarify the behavior and generation mechanism. This study investigated the radial thrust acting on two kinds of single-blade centrifugal impellers having different blade outlet angles by experiments and computational fluid dynamics (CFD) analysis. Furthermore, the radial thrust was modeled by a combination of three components, inertia, momentum, and pressure, by applying an unsteady conservation of momentum to this impeller. As a result, the effects of the blade outlet angle on both the radial thrust and the modeled components were clarified. The total head of the impeller with a blade outlet angle of 16 degrees increases more than the impeller with a blade outlet angle of 8 degrees at a large flow rate. In this case, since the static pressure of the circumference of the impeller increases uniformly, the time-averaged value of the radial thrust of both impellers does not change at every flow rate. On the other hand, since the impeller blade loading becomes large, the fluctuation component of the radial thrust of the impeller with the blade outlet angle of 16 degrees increases. If the blade outlet angle increases, the fluctuation component of the inertia component will increase, but the time-averaged value of the inertia component is located near the origin despite changes in the flow rate. The fluctuation component of the momentum component becomes large at all flow rates. Furthermore, although the time-averaged value of the pressure component is almost constant, the fluctuation component of the pressure component becomes large at a large flow rate. In addition to the increase of the fluctuation component of this pressure component, because the fluctuation component of the inertia and momentum components becomes large (as mentioned above), the radial thrust increases at a large flow rate, as is the case for the impeller with a large blade outlet angle.

Emergent irreversibility and entanglement spectrum statistics

NASA Astrophysics Data System (ADS)

Mucciolo, Eduardo; Chamon, Claudio; Hamma, Alioscia

2014-03-01

We study the problem of irreversibility when the dynamical evolution of a many-body system is described by a stochastic quantum circuit. Such evolution is more general than Hamitonian, and since energy levels are not well defined, the well-established connection between the statistical fluctuations of the energy spectrum and irreversibility cannot be made. We show that the entanglement spectrum provides a more general connection. Irreversibility is marked by a failure of a disentangling algorithm and is preceded by the appearance of Wigner-Dyson statistical fluctuations in the entanglement spectrum. This analysis can be done at the wavefunction level and offers a new route to study quantum chaos and quantum integrability. We acknowledge financial support from the U.S. National Science Foundation through grants CCF 1116590 and CCF 1117241, from the National Basic Research Program of China through grants 2011CBA00300 and 2011CBA00301, and from the National Natural Science Fo.

Volatility measurement with directional change in Chinese stock market: Statistical property and investment strategy

NASA Astrophysics Data System (ADS)

Ma, Junjun; Xiong, Xiong; He, Feng; Zhang, Wei

2017-04-01

The stock price fluctuation is studied in this paper with intrinsic time perspective. The event, directional change (DC) or overshoot, are considered as time scale of price time series. With this directional change law, its corresponding statistical properties and parameter estimation is tested in Chinese stock market. Furthermore, a directional change trading strategy is proposed for invest in the market portfolio in Chinese stock market, and both in-sample and out-of-sample performance are compared among the different method of model parameter estimation. We conclude that DC method can capture important fluctuations in Chinese stock market and gain profit due to the statistical property that average upturn overshoot size is bigger than average downturn directional change size. The optimal parameter of DC method is not fixed and we obtained 1.8% annual excess return with this DC-based trading strategy.

Fluctuation diamagnetism in two-band superconductors

NASA Astrophysics Data System (ADS)

Adachi, Kyosuke; Ikeda, Ryusuke

2016-04-01

Anomalously large fluctuation diamagnetism around the superconducting critical temperature has been recently observed in iron selenide (FeSe) [Kasahara et al. (unpublished)]. This indicates that superconducting fluctuations (SCFs) play a more significant role in FeSe, which supposedly has a two-band structure, than in the familiar single-band superconductors. Motivated by the data on FeSe, SCF-induced diamagnetism is examined in a two-band system, on the basis of a phenomenological approach with a Ginzburg-Landau functional. The obtained results indicate that the SCF-induced diamagnetism may be more enhanced than that in a single-band system due to the existence of two distinct fluctuation modes. Such enhancement of diamagnetism unique to a two-band system seems consistent with the large diamagnetism observed in FeSe, though still far from a quantitative agreement.

Comparison of direct numerical simulation databases of turbulent channel flow at Reτ = 180

NASA Astrophysics Data System (ADS)

Vreman, A. W.; Kuerten, J. G. M.

2014-01-01

Direct numerical simulation (DNS) databases are compared to assess the accuracy and reproducibility of standard and non-standard turbulence statistics of incompressible plane channel flow at Reτ = 180. Two fundamentally different DNS codes are shown to produce maximum relative deviations below 0.2% for the mean flow, below 1% for the root-mean-square velocity and pressure fluctuations, and below 2% for the three components of the turbulent dissipation. Relatively fine grids and long statistical averaging times are required. An analysis of dissipation spectra demonstrates that the enhanced resolution is necessary for an accurate representation of the smallest physical scales in the turbulent dissipation. The results are related to the physics of turbulent channel flow in several ways. First, the reproducibility supports the hitherto unproven theoretical hypothesis that the statistically stationary state of turbulent channel flow is unique. Second, the peaks of dissipation spectra provide information on length scales of the small-scale turbulence. Third, the computed means and fluctuations of the convective, pressure, and viscous terms in the momentum equation show the importance of the different forces in the momentum equation relative to each other. The Galilean transformation that leads to minimum peak fluctuation of the convective term is determined. Fourth, an analysis of higher-order statistics is performed. The skewness of the longitudinal derivative of the streamwise velocity is stronger than expected (-1.5 at y+ = 30). This skewness and also the strong near-wall intermittency of the normal velocity are related to coherent structures.

Measurement of magnetic fluctuation-induced heat transport in tokamaks and RFP

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fiksel, G.; Hartog, D.D.; Cekic, M.

1996-08-01

It has long been recognized that fluctuations in the magnetic field are a potent mechanism for the anomalous transport of energy in confined plasmas. The energy transport process originates from particle motion along magnetic fields, which have a fluctuating component in the radial direction (perpendicular to the confining equilibrium magnetic surfaces). A key feature is that the transport can be large even if the fluctuation amplitude is small. If the fluctuations are resonant with the equilibrium magnetic field (i.e., the fluctuation amplitude is constant along an equilibrium field line) then a small fluctuation can introduce stochasticity to the field linemore » trajectories. Particles following the chaotically wandering field lines can rapidly carry energy across the plasma.« less

Fluctuating Thermodynamics for Biological Processes

NASA Astrophysics Data System (ADS)

Ham, Sihyun

Because biomolecular processes are largely under thermodynamic control, dynamic extension of thermodynamics is necessary to uncover the mechanisms and driving factors of fluctuating processes. The fluctuating thermodynamics technology presented in this talk offers a practical means for the thermodynamic characterization of conformational dynamics in biomolecules. The use of fluctuating thermodynamics has the potential to provide a comprehensive picture of fluctuating phenomena in diverse biological processes. Through the application of fluctuating thermodynamics, we provide a thermodynamic perspective on the misfolding and aggregation of the various proteins associated with human diseases. In this talk, I will present the detailed concepts and applications of the fluctuating thermodynamics technology for elucidating biological processes. This work was supported by Samsung Science and Technology Foundation under Project Number SSTF-BA1401-13.

Sensitivity of the Hydrogen Epoch of Reionization Array and its build-out stages to one-point statistics from redshifted 21 cm observations

NASA Astrophysics Data System (ADS)

Kittiwisit, Piyanat; Bowman, Judd D.; Jacobs, Daniel C.; Beardsley, Adam P.; Thyagarajan, Nithyanandan

2018-03-01

We present a baseline sensitivity analysis of the Hydrogen Epoch of Reionization Array (HERA) and its build-out stages to one-point statistics (variance, skewness, and kurtosis) of redshifted 21 cm intensity fluctuation from the Epoch of Reionization (EoR) based on realistic mock observations. By developing a full-sky 21 cm light-cone model, taking into account the proper field of view and frequency bandwidth, utilizing a realistic measurement scheme, and assuming perfect foreground removal, we show that HERA will be able to recover statistics of the sky model with high sensitivity by averaging over measurements from multiple fields. All build-out stages will be able to detect variance, while skewness and kurtosis should be detectable for HERA128 and larger. We identify sample variance as the limiting constraint of the measurements at the end of reionization. The sensitivity can also be further improved by performing frequency windowing. In addition, we find that strong sample variance fluctuation in the kurtosis measured from an individual field of observation indicates the presence of outlying cold or hot regions in the underlying fluctuations, a feature that can potentially be used as an EoR bubble indicator.

Sub-poissonian photon statistics in the coherent state Jaynes-Cummings model in non-resonance

NASA Astrophysics Data System (ADS)

Zhang, Jia-tai; Fan, An-fu

1992-03-01

We study a model with a two-level atom (TLA) non-resonance interacting with a single-mode quantized cavity field (QCF). The photon number probability function, the mean photon number and Mandel's fluctuation parameter are calculated. The sub-Poissonian distributions of the photon statistics are obtained in non-resonance interaction. This statistical properties are strongly dependent on the detuning parameters.

The physics of background discrimination in liquid xenon, and first results from Xenon10 in the hunt for WIMP dark matter

NASA Astrophysics Data System (ADS)

Dahl, Carl Eric

2009-06-01

The WIMP limit set by the Xenon10 experiment in 2007 signals a new era in direct detection of dark matter, with several large-scale liquid target detectors now under construction. A major challenge in these detectors will be to understand backgrounds at the level necessary to claim a positive WIMP signal. In liquid xenon, these backgrounds are dominated by electron recoils, which may be distinguished from the WIMP signal (nuclear recoils) by their higher charge-to-light ratio. During the construction and operation of Xenon10, the prototype detector Xed probed the physics of this discrimination. Particle interactions in liquid xenon both ionize and excite xenon atoms, giving charge and scintillation signals, respectively. Some fraction of ions recombine, reducing the charge signal and creating additional scintillation. The charge-to-light ratio, determined by the initial exciton-ion ratio and the ion recombination fraction, provides the basis for discrimination between electron and nuclear recoils. Intrinsic fluctuations in the recombination fraction limit discrimination. Changes in recombination induce an exact anti-correlation between charge and light, and when calibrated this anti-correlation distinguishes recombination fluctuations from uncorrelated fluctuations in the measured signals. We determine the mean recombination and recombination fluctuations as a function of energy and applied field for electron and nuclear recoils, finding that recombination fluctuations are already the limiting factor for discrimination above ~12 keVr (nuclear recoil energy). Below 12 keVr statistical fluctuations in the number of scintillation photons counted dominate, and we project a x6 improvement in background rejection with a x2 increase in light collection efficiency. We also build a simple recombination model that successfully reproduces the mean recombination in electron and nuclear recoils, including the surprising reversal of the expected trend for recombination with ionization density in low energy electron recoils. The model also reproduces the measured recombination fluctuations to within a factor of two at high energies. Surprisingly, the model suggests that recombination at low energies is independent of ionization density, and our observed discrimination is due not to the different stopping powers of electrons and nuclei as was thought, but rather to a different initial exciton-ion ratio. We suggest two possible physical models for this new result.

Gravity Waves characteristics and their impact on turbulent transport above an Antarctic Ice Sheet

NASA Astrophysics Data System (ADS)

Cava, Daniela; Giostra, Umberto; Katul, Gabriel

2016-04-01

Turbulence within the stable boundary layer (SBL) remains a ubiquitous feature of many geophysical flows, especially over glaciers and ice-sheets. Although numerous studies have investigated various aspects of the boundary layer motion during stable atmospheric conditions, a unified picture of turbulent transport within the SBL remains elusive. In a strongly stratified SBL, turbulence generation is frequently associated with interactions with sub-meso scale motions that are often a combination of gravity waves (GWs) and horizontal modes. While some progress has been made in the inclusion of GW parameterisation within global models, description and parameterisation of the turbulence-wave interaction remain an open question. The discrimination between waves and turbulence is a focal point needed to make progress as these two motions have different properties with regards to heat, moisture and pollutant transport. In fact, the occurrence of GWs can cause significant differences and ambiguities in the interpretation of turbulence statistics and fluxes if not a priori filtered from the analysis. In this work, the characteristics of GW and their impact on turbulent statistics were investigated using wind velocity components and scalars collected above an Antarctic Ice sheet during an Austral Summer. Antarctica is an ideal location for exploring the characteristics of GW because of persistent conditions of strongly stable atmospheric stability in the lower troposphere. Periods dominated by wavy motions have been identified by analysing time series measured by fast response instrumentation. The GWs nature and features have been investigated using Fourier cross-spectral indicators. The detected waves were frequently characterised by variable amplitude and period; moreover, they often produced non-stationarity and large intermittency in turbulent fluctuations that can significantly alter the estimation of turbulence statistics in general and fluxes in particular. A multi-resolution decomposition based on the Haar wavelet has been applied to separate gravity waves from turbulent fluctuations in case of a sufficiently defined spectral gap. Statistics computed after removing wavy disturbances highlight the large impact of gravity waves on second order turbulent quantities. One of the most impacted parameters is turbulent kinetic energy, in particular in the longitudinal and lateral components. The effect of wave activity on momentum and scalar fluxes is more complex because waves can produce large errors in sign and magnitude of computed turbulent fluxes or they themselves can contribute to intermittent turbulent mixing. The proposed filtering procedure based on the multi-resolution decomposition restored the correct sign in the turbulent sensible heat flux values. These findings highlight the significance of a correct evaluation of the impact of wave components when the goal is determining the turbulent transport component of mass and energy in the SBL.

The effect of the dynamic wet troposphere on radio interferometric measurements

NASA Technical Reports Server (NTRS)

Treuhaft, R. N.; Lanyi, G. E.

1987-01-01

A statistical model of water vapor fluctuations is used to describe the effect of the dynamic wet troposphere on radio interferometric measurements. It is assumed that the spatial structure of refractivity is approximated by Kolmogorov turbulence theory, and that the temporal fluctuations are caused by spatial patterns moved over a site by the wind, and these assumptions are examined for the VLBI delay and delay rate observables. The results suggest that the delay rate measurement error is usually dominated by water vapor fluctuations, and water vapor induced VLBI parameter errors and correlations are determined as a function of the delay observable errors. A method is proposed for including the water vapor fluctuations in the parameter estimation method to obtain improved parameter estimates and parameter covariances.

Statistical properties of light from optical parametric oscillators

NASA Astrophysics Data System (ADS)

Vyas, Reeta; Singh, Surendra

2009-12-01

Coherence properties of light beams generated by optical parametric oscillators (OPOs) are discussed in the region of threshold. Analytic expressions, that are valid throughout the threshold region, for experimentally measurable quantities such as the mean and variance of photon number fluctuations, squeezing of field quadratures, and photon counting distributions are derived. These expressions describe non-Gaussian fluctuations of light in the region of threshold and reproduce Gaussian fluctuations below and above threshold, thus providing a bridge between below and above threshold regimes of operation. They are used to study the transformation of fluctuation properties of light as the OPOs make a transition from below to above threshold. The results for the OPOs are compared to those for the single-mode and two-mode lasers and their similarities and differences are discussed.

Using multitype branching processes to quantify statistics of disease outbreaks in zoonotic epidemics

NASA Astrophysics Data System (ADS)

Singh, Sarabjeet; Schneider, David J.; Myers, Christopher R.

2014-03-01

Branching processes have served as a model for chemical reactions, biological growth processes, and contagion (of disease, information, or fads). Through this connection, these seemingly different physical processes share some common universalities that can be elucidated by analyzing the underlying branching process. In this work we focus on coupled branching processes as a model of infectious diseases spreading from one population to another. An exceedingly important example of such coupled outbreaks are zoonotic infections that spill over from animal populations to humans. We derive several statistical quantities characterizing the first spillover event from animals to humans, including the probability of spillover, the first passage time distribution for human infection, and disease prevalence in the animal population at spillover. Large stochastic fluctuations in those quantities can make inference of the state of the system at the time of spillover difficult. Focusing on outbreaks in the human population, we then characterize the critical threshold for a large outbreak, the distribution of outbreak sizes, and associated scaling laws. These all show a strong dependence on the basic reproduction number in the animal population and indicate the existence of a novel multicritical point with altered scaling behavior. The coupling of animal and human infection dynamics has crucial implications, most importantly allowing for the possibility of large human outbreaks even when human-to-human transmission is subcritical.

Double inflation - A possible resolution of the large-scale structure problem

NASA Technical Reports Server (NTRS)

Turner, Michael S.; Villumsen, Jens V.; Vittorio, Nicola; Silk, Joseph; Juszkiewicz, Roman

1987-01-01

A model is presented for the large-scale structure of the universe in which two successive inflationary phases resulted in large small-scale and small large-scale density fluctuations. This bimodal density fluctuation spectrum in an Omega = 1 universe dominated by hot dark matter leads to large-scale structure of the galaxy distribution that is consistent with recent observational results. In particular, large, nearly empty voids and significant large-scale peculiar velocity fields are produced over scales of about 100 Mpc, while the small-scale structure over less than about 10 Mpc resembles that in a low-density universe, as observed. Detailed analytical calculations and numerical simulations are given of the spatial and velocity correlations.

Fluctuation solution theory of pure fluids

NASA Astrophysics Data System (ADS)

Ploetz, Elizabeth A.; Pallewela, Gayani N.; Smith, Paul E.

2017-03-01

Fluctuation Solution Theory (FST) provides an alternative view of fluid thermodynamics in terms of pair fluctuations in the particle number and excess energy observed for an equivalent open system. Here we extend the FST approach to provide a series of triplet and quadruplet particle and excess energy fluctuations that can also be used to help understand the behavior of fluids. The fluctuations for the gas, liquid, and supercritical regions of three fluids (H2O, CO2, and SF6) are then determined from accurate equations of state. Many of the fluctuating quantities change sign on moving from the gas to liquid phase and, therefore, we argue that the fluctuations can be used to characterize gas and liquid behavior. Further analysis provides an approach to isolate contributions to the excess energy fluctuations arising from just the intermolecular interactions and also indicates that the triplet and quadruplet particle fluctuations are related to the pair particle fluctuations by a simple power law for large regions of the phase diagram away from the critical point.

Homogeneous buoyancy-generated turbulence

NASA Technical Reports Server (NTRS)

Batchelor, G. K.; Canuto, V. M.; Chasnov, J. R.

1992-01-01

Using a theoretical analysis of fundamental equations and a numerical simulation of the flow field, the statistically homogeneous motion that is generated by buoyancy forces after the creation of homogeneous random fluctuations in the density of infinite fluid at an initial instant is examined. It is shown that analytical results together with numerical results provide a comprehensive description of the 'birth, life, and death' of buoyancy-generated turbulence. Results of numerical simulations yielded the mean-square density mean-square velocity fluctuations and the associated spectra as functions of time for various initial conditions, and the time required for the mean-square density fluctuation to fall to a specified small value was estimated.

Crossover transition in the fluctuation of Internet

NASA Astrophysics Data System (ADS)

Qian, Jiang-Hai

2018-06-01

The inconsistent fluctuation behavior of Internet predicted by preferential attachment(PA) and Gibrat's law requires empirical investigations on the actual system. By using the interval-tunable Gibrat's law statistics, we find the actual fluctuation, characterized by the conditional standard deviation of the degree growth rate, changes with the interval length and displays a crossover transition from PA type to Gibrat's law type, which has not yet been captured by any previous models. We characterize the transition dynamics quantitatively and determine the applicative range of PA and Gibrat's law. The correlation analysis indicates the crossover transition may be attributed to the accumulative correlation between the internal links.

Low-light divergence in photovoltaic parameter fluctuations

NASA Astrophysics Data System (ADS)

Shvydka, Diana; Karpov, V. G.; Compaan, A. D.

2003-03-01

We study statistics of the major photovoltaic (PV) parameters, such as open-circuit voltage, short-circuit current, etc., versus light intensity on a set of nominally identical thin-film CdTe/CdS solar cells. A crossover light intensity is found, below which the relative fluctuations of the PV parameters diverge inversely proportional to the square root of the light intensity. We propose a model in which the observed fluctuations are due to lateral nonuniformities in the device structure. The crossover is attributed to the lateral nonuniformity screening length exceeding the device size. From the practical standpoint, our study introduces a simple uniformity diagnostic technique.