Velocity and stress autocorrelation decay in isothermal dissipative particle dynamics
NASA Astrophysics Data System (ADS)
Chaudhri, Anuj; Lukes, Jennifer R.
2010-02-01
The velocity and stress autocorrelation decay in a dissipative particle dynamics ideal fluid model is analyzed in this paper. The autocorrelation functions are calculated at three different friction parameters and three different time steps using the well-known Groot/Warren algorithm and newer algorithms including self-consistent leap-frog, self-consistent velocity Verlet and Shardlow first and second order integrators. At low friction values, the velocity autocorrelation function decays exponentially at short times, shows slower-than exponential decay at intermediate times, and approaches zero at long times for all five integrators. As friction value increases, the deviation from exponential behavior occurs earlier and is more pronounced. At small time steps, all the integrators give identical decay profiles. As time step increases, there are qualitative and quantitative differences between the integrators. The stress correlation behavior is markedly different for the algorithms. The self-consistent velocity Verlet and the Shardlow algorithms show very similar stress autocorrelation decay with change in friction parameter, whereas the Groot/Warren and leap-frog schemes show variations at higher friction factors. Diffusion coefficients and shear viscosities are calculated using Green-Kubo integration of the velocity and stress autocorrelation functions. The diffusion coefficients match well-known theoretical results at low friction limits. Although the stress autocorrelation function is different for each integrator, fluctuates rapidly, and gives poor statistics for most of the cases, the calculated shear viscosities still fall within range of theoretical predictions and nonequilibrium studies.
Hydrodynamics of confined colloidal fluids in two dimensions
NASA Astrophysics Data System (ADS)
Sané, Jimaan; Padding, Johan T.; Louis, Ard A.
2009-05-01
We apply a hybrid molecular dynamics and mesoscopic simulation technique to study the dynamics of two-dimensional colloidal disks in confined geometries. We calculate the velocity autocorrelation functions and observe the predicted t-1 long-time hydrodynamic tail that characterizes unconfined fluids, as well as more complex oscillating behavior and negative tails for strongly confined geometries. Because the t-1 tail of the velocity autocorrelation function is cut off for longer times in finite systems, the related diffusion coefficient does not diverge but instead depends logarithmically on the overall size of the system. The Langevin equation gives a poor approximation to the velocity autocorrelation function at both short and long times.
Errors in radial velocity variance from Doppler wind lidar
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, H.; Barthelmie, R. J.; Doubrawa, P.
A high-fidelity lidar turbulence measurement technique relies on accurate estimates of radial velocity variance that are subject to both systematic and random errors determined by the autocorrelation function of radial velocity, the sampling rate, and the sampling duration. Our paper quantifies the effect of the volumetric averaging in lidar radial velocity measurements on the autocorrelation function and the dependence of the systematic and random errors on the sampling duration, using both statistically simulated and observed data. For current-generation scanning lidars and sampling durations of about 30 min and longer, during which the stationarity assumption is valid for atmospheric flows, themore » systematic error is negligible but the random error exceeds about 10%.« less
Errors in radial velocity variance from Doppler wind lidar
Wang, H.; Barthelmie, R. J.; Doubrawa, P.; ...
2016-08-29
A high-fidelity lidar turbulence measurement technique relies on accurate estimates of radial velocity variance that are subject to both systematic and random errors determined by the autocorrelation function of radial velocity, the sampling rate, and the sampling duration. Our paper quantifies the effect of the volumetric averaging in lidar radial velocity measurements on the autocorrelation function and the dependence of the systematic and random errors on the sampling duration, using both statistically simulated and observed data. For current-generation scanning lidars and sampling durations of about 30 min and longer, during which the stationarity assumption is valid for atmospheric flows, themore » systematic error is negligible but the random error exceeds about 10%.« less
Momentum conserving Brownian dynamics propagator for complex soft matter fluids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Padding, J. T.; Briels, W. J.
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution.more » We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.« less
Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence
NASA Technical Reports Server (NTRS)
Mark, W. D.
1981-01-01
A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.
Time correlation functions of simple liquids: A new insight on the underlying dynamical processes
NASA Astrophysics Data System (ADS)
Garberoglio, Giovanni; Vallauri, Renzo; Bafile, Ubaldo
2018-05-01
Extensive molecular dynamics simulations of liquid sodium have been carried out to evaluate correlation functions of several dynamical quantities. We report the results of a novel analysis of the longitudinal and transverse correlation functions obtained by evaluating directly their self- and distinct contributions at different wavevectors k. It is easily recognized that the self-contribution remains close to its k → 0 limit, which turns out to be exactly the autocorrelation function of the single particle velocity. The wavevector dependence of the longitudinal and transverse spectra and their self- and distinct parts is also presented. By making use of the decomposition of the velocity autocorrelation spectrum in terms of longitudinal and transverse parts, our analysis is able to recognize the effect of different dynamical processes in different frequency ranges.
Holographic Measurements of Fuel Droplet Diffusion in Isotropic Turbulence
NASA Astrophysics Data System (ADS)
Gopalan, Balaji
2005-11-01
High-speed digital holographic cinematography was used to investigate the diffusion of slightly buoyant fuel droplets in locally isotropic turbulence. High turbulence levels with a weak mean velocity was generated at the center of a tank by four rotating grids. 0.3-1.5mm droplets were injected here and tracked using in-line holography. To obtain all three components of velocity, we simultaneously recorded holograms of the central 37x37x37 mm^3 volume from two perpendicular directions. These were numerically reconstructed to provide focused images of the droplets. An automated code was developed to identify the 3-D droplet trajectories from the two views, and then calculate time series of their velocity. After subtracting the local mean fluid velocity, the time series were used to obtain the 3-D Lagrangian autocorrelation function of droplet velocity. Averaging over many trajectories provided the autocorrelation functions as a function of direction and droplet sizes. As expected, the correlation was higher in the vertical direction due to the effect of gravity. Data analysis is still in progress.
NASA Astrophysics Data System (ADS)
Ghannad, Z.; Hakimi Pajouh, H.
2017-12-01
In this work, the motion of a dust particle under the influence of the random force due to dust charge fluctuations is considered as a non-Markovian stochastic process. Memory effects in the velocity process of the dust particle are studied. A model is developed based on the fractional Langevin equation for the motion of the dust grain. The fluctuation-dissipation theorem for the dust grain is derived from this equation. The mean-square displacement and the velocity autocorrelation function of the dust particle are obtained in terms of the Mittag-Leffler functions. Their asymptotic behavior and the dust particle temperature due to charge fluctuations are studied in the long-time limit. As an interesting result, it is found that the presence of memory effects in the velocity process of the dust particle as a non-Markovian process can cause an anomalous diffusion in dusty plasmas. In this case, the velocity autocorrelation function of the dust particle has a power-law decay like t - α - 2, where the exponent α take values 0 < α < 1.
Rabani, Eran; Reichman, David R.; Krilov, Goran; Berne, Bruce J.
2002-01-01
We present a method based on augmenting an exact relation between a frequency-dependent diffusion constant and the imaginary time velocity autocorrelation function, combined with the maximum entropy numerical analytic continuation approach to study transport properties in quantum liquids. The method is applied to the case of liquid para-hydrogen at two thermodynamic state points: a liquid near the triple point and a high-temperature liquid. Good agreement for the self-diffusion constant and for the real-time velocity autocorrelation function is obtained in comparison to experimental measurements and other theoretical predictions. Improvement of the methodology and future applications are discussed. PMID:11830656
Asymptotic neutron scattering laws for anomalously diffusing quantum particles
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kneller, Gerald R.; Université d’Orléans, Chateau de la Source-Ave. du Parc Floral, 45067 Orléans; Synchrotron-SOLEIL, L’Orme de Merisiers, 91192 Gif-sur-Yvette
2016-07-28
The paper deals with a model-free approach to the analysis of quasielastic neutron scattering intensities from anomalously diffusing quantum particles. All quantities are inferred from the asymptotic form of their time-dependent mean square displacements which grow ∝t{sup α}, with 0 ≤ α < 2. Confined diffusion (α = 0) is here explicitly included. We discuss in particular the intermediate scattering function for long times and the Fourier spectrum of the velocity autocorrelation function for small frequencies. Quantum effects enter in both cases through the general symmetry properties of quantum time correlation functions. It is shown that the fractional diffusion constantmore » can be expressed by a Green-Kubo type relation involving the real part of the velocity autocorrelation function. The theory is exact in the diffusive regime and at moderate momentum transfers.« less
Analysis of data from NASA B-57B gust gradient program
NASA Technical Reports Server (NTRS)
Frost, W.; Lin, M. C.; Chang, H. P.; Ringnes, E.
1985-01-01
Statistical analysis of the turbulence measured in flight 6 of the NASA B-57B over Denver, Colorado, from July 7 to July 23, 1982 included the calculations of average turbulence parameters, integral length scales, probability density functions, single point autocorrelation coefficients, two point autocorrelation coefficients, normalized autospectra, normalized two point autospectra, and two point cross sectra for gust velocities. The single point autocorrelation coefficients were compared with the theoretical model developed by von Karman. Theoretical analyses were developed which address the effects spanwise gust distributions, using two point spatial turbulence correlations.
Peng, H L; Schober, H R; Voigtmann, Th
2016-12-01
Molecular dynamic simulations are performed to reveal the long-time behavior of the velocity autocorrelation function (VAF) by utilizing the finite-size effect in a Lennard-Jones binary mixture. Whereas in normal liquids the classical positive t^{-3/2} long-time tail is observed, we find in supercooled liquids a negative tail. It is strongly influenced by the transfer of the transverse current wave across the period boundary. The t^{-5/2} decay of the negative long-time tail is confirmed in the spectrum of VAF. Modeling the long-time transverse current within a generalized Maxwell model, we reproduce the negative long-time tail of the VAF, but with a slower algebraic t^{-2} decay.
Modeling continuous seismic velocity changes due to ground shaking in Chile
NASA Astrophysics Data System (ADS)
Gassenmeier, Martina; Richter, Tom; Sens-Schönfelder, Christoph; Korn, Michael; Tilmann, Frederik
2015-04-01
In order to investigate temporal seismic velocity changes due to earthquake related processes and environmental forcing, we analyze 8 years of ambient seismic noise recorded by the Integrated Plate Boundary Observatory Chile (IPOC) network in northern Chile between 18° and 25° S. The Mw 7.7 Tocopilla earthquake in 2007 and the Mw 8.1 Iquique earthquake in 2014 as well as numerous smaller events occurred in this area. By autocorrelation of the ambient seismic noise field, approximations of the Green's functions are retrieved. The recovered function represents backscattered or multiply scattered energy from the immediate neighborhood of the station. To detect relative changes of the seismic velocities we apply the stretching method, which compares individual autocorrelation functions to stretched or compressed versions of a long term averaged reference autocorrelation function. We use time windows in the coda of the autocorrelations, that contain scattered waves which are highly sensitive to minute changes in the velocity. At station PATCX we observe seasonal changes in seismic velocity as well as temporary velocity reductions in the frequency range of 4-6 Hz. The seasonal changes can be attributed to thermal stress changes in the subsurface related to variations of the atmospheric temperature. This effect can be modeled well by a sine curve and is subtracted for further analysis of short term variations. Temporary velocity reductions occur at the time of ground shaking usually caused by earthquakes and are followed by a recovery. We present an empirical model that describes the seismic velocity variations based on continuous observations of the local ground acceleration. Our hypothesis is that not only the shaking of earthquakes provokes velocity drops, but any small vibrations continuously induce minor velocity variations that are immediately compensated by healing in the steady state. We show that the shaking effect is accumulated over time and best described by the integrated envelope of the ground acceleration over 1 day which is the discretization interval of the velocity measurements. In our model the amplitude of the velocity reduction as well as the recovery time are proportional to the size of the excitation. This model with the two free scaling parameters for the shaking induced velocity variation fits the data in remarkable detail. Additionally, a linear trend is observed that might be related to a recovery process from one or more earthquakes before our measurement period. For the Tocopilla earthquake in 2007 and the Iquique earthquake in 2014 velocity reductions are also observed at other stations of the IPOC network. However, a clear relationship between the ground shaking and the induced velocity reductions is not visible at other stations. We attribute the outstanding sensitivity of PATCX to ground shaking to the special geological setting of the station, where the material consists of relatively loose conglomerate with high pore volume.
NASA Astrophysics Data System (ADS)
Mouas, Mohamed; Gasser, Jean-Georges; Hellal, Slimane; Grosdidier, Benoît; Makradi, Ahmed; Belouettar, Salim
2012-03-01
Molecular dynamics (MD) simulations of liquid tin between its melting point and 1600 °C have been performed in order to interpret and discuss the ionic structure. The interactions between ions are described by a new accurate pair potential built within the pseudopotential formalism and the linear response theory. The calculated structure factor that reflects the main information on the local atomic order in liquids is compared to diffraction measurements. Having some confidence in the ability of this pair potential to give a good representation of the atomic structure, we then focused our attention on the investigation of the atomic transport properties through the MD computations of the velocity autocorrelation function and stress autocorrelation function. Using the Green-Kubo formula (for the first time to our knowledge for liquid tin) we determine the macroscopic transport properties from the corresponding microscopic time autocorrelation functions. The selfdiffusion coefficient and the shear viscosity as functions of temperature are found to be in good agreement with the experimental data.
NASA Astrophysics Data System (ADS)
Dufty, J. W.
1984-09-01
Diffusion of a tagged particle in a fluid with uniform shear flow is described. The continuity equation for the probability density describing the position of the tagged particle is considered. The diffusion tensor is identified by expanding the irreversible part of the probability current to first order in the gradient of the probability density, but with no restriction on the shear rate. The tensor is expressed as the time integral of a nonequilibrium autocorrelation function for the velocity of the tagged particle in its local fluid rest frame, generalizing the Green-Kubo expression to the nonequilibrium state. The tensor is evaluated from results obtained previously for the velocity autocorrelation function that are exact for Maxwell molecules in the Boltzmann limit. The effects of viscous heating are included and the dependence on frequency and shear rate is displayed explicitly. The mode-coupling contributions to the frequency and shear-rate dependent diffusion tensor are calculated.
Róg, T; Murzyn, K; Hinsen, K; Kneller, G R
2003-04-15
We present a new implementation of the program nMoldyn, which has been developed for the computation and decomposition of neutron scattering intensities from Molecular Dynamics trajectories (Comp. Phys. Commun 1995, 91, 191-214). The new implementation extends the functionality of the original version, provides a much more convenient user interface (both graphical/interactive and batch), and can be used as a tool set for implementing new analysis modules. This was made possible by the use of a high-level language, Python, and of modern object-oriented programming techniques. The quantities that can be calculated by nMoldyn are the mean-square displacement, the velocity autocorrelation function as well as its Fourier transform (the density of states) and its memory function, the angular velocity autocorrelation function and its Fourier transform, the reorientational correlation function, and several functions specific to neutron scattering: the coherent and incoherent intermediate scattering functions with their Fourier transforms, the memory function of the coherent scattering function, and the elastic incoherent structure factor. The possibility to compute memory function is a new and powerful feature that allows to relate simulation results to theoretical studies. Copyright 2003 Wiley Periodicals, Inc. J Comput Chem 24: 657-667, 2003
Molecular dynamics test of the Brownian description of Na(+) motion in water
NASA Technical Reports Server (NTRS)
Wilson, M. A.; Pohorille, A.; Pratt, L. R.
1985-01-01
The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.
Retrieval of P wave Basin Response from Autocorrelation of Seismic Noise-Jakarta, Indonesia
NASA Astrophysics Data System (ADS)
Saygin, E.; Cummins, P. R.; Lumley, D. E.
2016-12-01
Indonesia's capital city, Jakarta, is home to a very large (over 10 million), vulnerable population and is proximate to known active faults, as well as to the subduction of Australian plate, which has a megathrust at abut 300 km distance, as well as intraslab seismicity extending to directly beneath the city. It is also located in a basin filled with a thick layer of unconsolidated and poorly consolidated sediment, which increases the seismic hazard the city is facing. Therefore, the information on the seismic velocity structure of the basin is crucial for increasing our knowledge of the seismic risk. We undertook a passive deployment of broadband seismographs throughout the city over a 3-month interval in 2013-2014, recording ambient seismic noise at over 90 sites for intervals of 1 month or more. Here we consider autocorrelations of the vertical component of the continuously recorded seismic wavefield across this dense network to image the shallow P wave velocity structure of Jakarta, Indonesia. Unlike the surface wave Green's functions used in ambient noise tomography, the vertical-component autocorrelograms are dominated by body wave energy that is potentially sensitive to sharp velocity contrasts, which makes them useful in seismic imaging. Results show autocorrelograms at different seismic stations with travel time variations that largely reflect changes in sediment thickness across the basin. We also confirm the validity our interpretation of the observed autocorrelation waveforms by conducting 2D finite difference full waveform numerical modeling for randomly distributed seismic sources to retrieve the reflection response through autocorrelation.
NASA Technical Reports Server (NTRS)
Blumenthal, George R.; Johnston, Kathryn V.
1994-01-01
The Sachs-Wolfe effect is known to produce large angular scale fluctuations in the cosmic microwave background radiation (CMBR) due to gravitational potential fluctuations. We show how the angular correlation function of the CMBR can be expressed explicitly in terms of the mass autocorrelation function xi(r) in the universe. We derive analytic expressions for the angular correlation function and its multipole moments in terms of integrals over xi(r) or its second moment, J(sub 3)(r), which does not need to satisfy the sort of integral constraint that xi(r) must. We derive similar expressions for bulk flow velocity in terms of xi and J(sub 3). One interesting result that emerges directly from this analysis is that, for all angles theta, there is a substantial contribution to the correlation function from a wide range of distance r and that radial shape of this contribution does not vary greatly with angle.
Aging in freely evolving granular gas with impact velocity dependent coefficient of restitution
NASA Astrophysics Data System (ADS)
Kumari, Shikha; Ahmad, Syed Rashid
2018-05-01
The evolution of granular system is governed by the concept of coefficient of restitution that gives a relationship between normal component of relative velocities before and after collision. Most of the studies consider a simplified collision model where particles interact through coefficient of restitution which is a constant while in reality, the coefficient of restitution must be a variable that depends on the impact velocity of colliding particles. In this work, we have considered the aging in the velocity autocorrelation function, A(τw, τ) for a granular gas of realistic particles interacting through coefficient of restitution that is depending on impact velocity. Molecular dynamics simulation is used to study granular gas that is evolving freely in absence of any external force. From the simulation results, we observe that A(τw, τ) depends explicitly on waiting time τw and collision time τ. Initially, the function decays exponentially but as the waiting time increases the decay of function becomes slow due to correlations that emerge in velocity field.
Correlation time and diffusion coefficient imaging: application to a granular flow system.
Caprihan, A; Seymour, J D
2000-05-01
A parametric method for spatially resolved measurements for velocity autocorrelation functions, R(u)(tau) = , expressed as a sum of exponentials, is presented. The method is applied to a granular flow system of 2-mm oil-filled spheres rotated in a half-filled horizontal cylinder, which is an Ornstein-Uhlenbeck process with velocity autocorrelation function R(u)(tau) = e(- ||tau ||/tau(c)), where tau(c) is the correlation time and D = tau(c) is the diffusion coefficient. The pulsed-field-gradient NMR method consists of applying three different gradient pulse sequences of varying motion sensitivity to distinguish the range of correlation times present for particle motion. Time-dependent apparent diffusion coefficients are measured for these three sequences and tau(c) and D are then calculated from the apparent diffusion coefficient images. For the cylinder rotation rate of 2.3 rad/s, the axial diffusion coefficient at the top center of the free surface was 5.5 x 10(-6) m(2)/s, the correlation time was 3 ms, and the velocity fluctuation or granular temperature was 1.8 x 10(-3) m(2)/s(2). This method is also applicable to study transport in systems involving turbulence and porous media flows. Copyright 2000 Academic Press.
Geomagnetic storm under laboratory conditions: randomized experiment
NASA Astrophysics Data System (ADS)
Gurfinkel, Yu I.; Vasin, A. L.; Pishchalnikov, R. Yu; Sarimov, R. M.; Sasonko, M. L.; Matveeva, T. A.
2017-10-01
The influence of the previously recorded geomagnetic storm (GS) on human cardiovascular system and microcirculation has been studied under laboratory conditions. Healthy volunteers in lying position were exposed under two artificially created conditions: quiet (Q) and storm (S). The Q regime playbacks a noise-free magnetic field (MF) which is closed to the natural geomagnetic conditions on Moscow's latitude. The S regime playbacks the initially recorded 6-h geomagnetic storm which is repeated four times sequentially. The cardiovascular response to the GS impact was assessed by measuring capillary blood velocity (CBV) and blood pressure (BP) and by the analysis of the 24-h ECG recording. A storm-to-quiet ratio for the cardio intervals (CI) and the heart rate variability (HRV) was introduced in order to reveal the average over group significant differences of HRV. An individual sensitivity to the GS was estimated using the autocorrelation function analysis of the high-frequency (HF) part of the CI spectrum. The autocorrelation analysis allowed for detection a group of subjects of study which autocorrelation functions (ACF) react differently in the Q and S regimes of exposure.
Geomagnetic storm under laboratory conditions: randomized experiment.
Gurfinkel, Yu I; Vasin, A L; Pishchalnikov, R Yu; Sarimov, R M; Sasonko, M L; Matveeva, T A
2018-04-01
The influence of the previously recorded geomagnetic storm (GS) on human cardiovascular system and microcirculation has been studied under laboratory conditions. Healthy volunteers in lying position were exposed under two artificially created conditions: quiet (Q) and storm (S). The Q regime playbacks a noise-free magnetic field (MF) which is closed to the natural geomagnetic conditions on Moscow's latitude. The S regime playbacks the initially recorded 6-h geomagnetic storm which is repeated four times sequentially. The cardiovascular response to the GS impact was assessed by measuring capillary blood velocity (CBV) and blood pressure (BP) and by the analysis of the 24-h ECG recording. A storm-to-quiet ratio for the cardio intervals (CI) and the heart rate variability (HRV) was introduced in order to reveal the average over group significant differences of HRV. An individual sensitivity to the GS was estimated using the autocorrelation function analysis of the high-frequency (HF) part of the CI spectrum. The autocorrelation analysis allowed for detection a group of subjects of study which autocorrelation functions (ACF) react differently in the Q and S regimes of exposure.
An investigation of turbulent transport in the extreme lower atmosphere
NASA Technical Reports Server (NTRS)
Koper, C. A., Jr.; Sadeh, W. Z.
1975-01-01
A model in which the Lagrangian autocorrelation is expressed by a domain integral over a set of usual Eulerian autocorrelations acquired concurrently at all points within a turbulence box is proposed along with a method for ascertaining the statistical stationarity of turbulent velocity by creating an equivalent ensemble to investigate the flow in the extreme lower atmosphere. Simultaneous measurements of turbulent velocity on a turbulence line along the wake axis were carried out utilizing a longitudinal array of five hot-wire anemometers remotely operated. The stationarity test revealed that the turbulent velocity is approximated as a realization of a weakly self-stationary random process. Based on the Lagrangian autocorrelation it is found that: (1) large diffusion time predominated; (2) ratios of Lagrangian to Eulerian time and spatial scales were smaller than unity; and, (3) short and long diffusion time scales and diffusion spatial scales were constrained within their Eulerian counterparts.
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.
Turbulence in the ionized gas of the Orion nebula
NASA Astrophysics Data System (ADS)
Arthur, S. J.; Medina, S.-N. X.; Henney, W. J.
2016-12-01
In order to study the nature, origin, and impact of turbulent velocity fluctuations in the ionized gas of the Orion nebula, we apply a variety of statistical techniques to observed velocity cubes. The cubes are derived from high resolving power (R ≈ 40 000) longslit spectroscopy of optical emission lines that span a range of ionizations. From velocity channel analysis (VCA), we find that the slope of the velocity power spectrum is consistent with predictions of Kolmogorov theory between scales of 8 and 22 arcsec (0.02 to 0.05 pc). The outer scale, which is the dominant scale of density fluctuations in the nebula, approximately coincides with the autocorrelation length of the velocity fluctuations that we determine from the second-order velocity structure function. We propose that this is the principal driving scale of the turbulence, which originates in the autocorrelation length of dense cores in the Orion molecular filament. By combining analysis of the non-thermal linewidths with the systematic trends of velocity centroid versus ionization, we find that the global champagne flow and smaller scale turbulence each contribute in equal measure to the total velocity dispersion, with respective root-mean-square widths of 4-5 km s-1. The turbulence is subsonic and can account for only one half of the derived variance in ionized density, with the remaining variance provided by density gradients in photoevaporation flows from globules and filaments. Intercomparison with results from simulations implies that the ionized gas is confined to a thick shell and does not fill the interior of the nebula.
NASA Astrophysics Data System (ADS)
Scukins, A.; Nerukh, D.; Pavlov, E.; Karabasov, S.; Markesteijn, A.
2015-09-01
A multiscale Molecular Dynamics/Hydrodynamics implementation of the 2D Mercedes Benz (MB or BN2D) [1] water model is developed and investigated. The concept and the governing equations of multiscale coupling together with the results of the two-way coupling implementation are reported. The sensitivity of the multiscale model for obtaining macroscopic and microscopic parameters of the system, such as macroscopic density and velocity fluctuations, radial distribution and velocity autocorrelation functions of MB particles, is evaluated. Critical issues for extending the current model to large systems are discussed.
First-principles calculation of entropy for liquid metals.
Desjarlais, Michael P
2013-12-01
We demonstrate the accurate calculation of entropies and free energies for a variety of liquid metals using an extension of the two-phase thermodynamic (2PT) model based on a decomposition of the velocity autocorrelation function into gas-like (hard sphere) and solid-like (harmonic) subsystems. The hard sphere model for the gas-like component is shown to give systematically high entropies for liquid metals as a direct result of the unphysical Lorentzian high-frequency tail. Using a memory function framework we derive a generally applicable velocity autocorrelation and frequency spectrum for the diffusive component which recovers the low-frequency (long-time) behavior of the hard sphere model while providing for realistic short-time coherence and high-frequency tails to the spectrum. This approach provides a significant increase in the accuracy of the calculated entropies for liquid metals and is compared to ambient pressure data for liquid sodium, aluminum, gallium, tin, and iron. The use of this method for the determination of melt boundaries is demonstrated with a calculation of the high-pressure bcc melt boundary for sodium. With the significantly improved accuracy available with the memory function treatment for softer interatomic potentials, the 2PT model for entropy calculations should find broader application in high energy density science, warm dense matter, planetary science, geophysics, and material science.
First-principles calculation of entropy for liquid metals
NASA Astrophysics Data System (ADS)
Desjarlais, Michael P.
2013-12-01
We demonstrate the accurate calculation of entropies and free energies for a variety of liquid metals using an extension of the two-phase thermodynamic (2PT) model based on a decomposition of the velocity autocorrelation function into gas-like (hard sphere) and solid-like (harmonic) subsystems. The hard sphere model for the gas-like component is shown to give systematically high entropies for liquid metals as a direct result of the unphysical Lorentzian high-frequency tail. Using a memory function framework we derive a generally applicable velocity autocorrelation and frequency spectrum for the diffusive component which recovers the low-frequency (long-time) behavior of the hard sphere model while providing for realistic short-time coherence and high-frequency tails to the spectrum. This approach provides a significant increase in the accuracy of the calculated entropies for liquid metals and is compared to ambient pressure data for liquid sodium, aluminum, gallium, tin, and iron. The use of this method for the determination of melt boundaries is demonstrated with a calculation of the high-pressure bcc melt boundary for sodium. With the significantly improved accuracy available with the memory function treatment for softer interatomic potentials, the 2PT model for entropy calculations should find broader application in high energy density science, warm dense matter, planetary science, geophysics, and material science.
NASA Astrophysics Data System (ADS)
Zohravi, Elnaz; Shirani, Ebrahim; Pishevar, Ahmadreza; Karimpour, Hossein
2018-07-01
This research focuses on numerically investigating the self-diffusion coefficient and velocity autocorrelation function (VACF) of a dissipative particle dynamics (DPD) fluid as a function of the conservative interaction strength. Analytic solutions to VACF and self-diffusion coefficients in DPD were obtained by many researchers in some restricted cases including ideal gases, without the account of conservative force. As departure from the ideal gas conditions are accentuated with increasing the relative proportion of conservative force, it is anticipated that the VACF should gradually deviate from its normally expected exponentially decay. This trend is confirmed through numerical simulations and an expression in terms of the conservative force parameter, density and temperature is proposed for the self-diffusion coefficient. As it concerned the VACF, the equivalent Langevin equation describing Brownian motion of particles with a harmonic potential is adapted to the problem and reveals an exponentially decaying oscillatory pattern influenced by the conservative force parameter, dissipative parameter and temperature. Although the proposed model for obtaining the self-diffusion coefficient with consideration of the conservative force could not be verified due to computational complexities, nonetheless the Arrhenius dependency of the self-diffusion coefficient to temperature and pressure permits to certify our model over a definite range of DPD parameters.
Thermal noise in confined fluids.
Sanghi, T; Aluru, N R
2014-11-07
In this work, we discuss a combined memory function equation (MFE) and generalized Langevin equation (GLE) approach (referred to as MFE/GLE formulation) to characterize thermal noise in confined fluids. Our study reveals that for fluids confined inside nanoscale geometries, the correlation time and the time decay of the autocorrelation function of the thermal noise are not significantly different across the confinement. We show that it is the strong cross-correlation of the mean force with the molecular velocity that gives rise to the spatial anisotropy in the velocity-autocorrelation function of the confined fluids. Further, we use the MFE/GLE formulation to extract the thermal force a fluid molecule experiences in a MD simulation. Noise extraction from MD simulation suggests that the frequency distribution of the thermal force is non-Gaussian. Also, the frequency distribution of the thermal force near the confining surface is found to be different in the direction parallel and perpendicular to the confinement. We also use the formulation to compute the noise correlation time of water confined inside a (6,6) carbon-nanotube (CNT). It is observed that inside the (6,6) CNT, in which water arranges itself in a highly concerted single-file arrangement, the correlation time of thermal noise is about an order of magnitude higher than that of bulk water.
Thermal noise in confined fluids
NASA Astrophysics Data System (ADS)
Sanghi, T.; Aluru, N. R.
2014-11-01
In this work, we discuss a combined memory function equation (MFE) and generalized Langevin equation (GLE) approach (referred to as MFE/GLE formulation) to characterize thermal noise in confined fluids. Our study reveals that for fluids confined inside nanoscale geometries, the correlation time and the time decay of the autocorrelation function of the thermal noise are not significantly different across the confinement. We show that it is the strong cross-correlation of the mean force with the molecular velocity that gives rise to the spatial anisotropy in the velocity-autocorrelation function of the confined fluids. Further, we use the MFE/GLE formulation to extract the thermal force a fluid molecule experiences in a MD simulation. Noise extraction from MD simulation suggests that the frequency distribution of the thermal force is non-Gaussian. Also, the frequency distribution of the thermal force near the confining surface is found to be different in the direction parallel and perpendicular to the confinement. We also use the formulation to compute the noise correlation time of water confined inside a (6,6) carbon-nanotube (CNT). It is observed that inside the (6,6) CNT, in which water arranges itself in a highly concerted single-file arrangement, the correlation time of thermal noise is about an order of magnitude higher than that of bulk water.
NASA Astrophysics Data System (ADS)
García-Yeguas, A.; Sánchez-Alzola, A.; De Siena, L.; Prudencio, J.; Díaz-Moreno, A.; Ibáñez, J. M.
2018-03-01
We present a P-wave scattering image of the volcanic structures under Tenerife Island using the autocorrelation functions of P-wave vertical velocity fluctuations. We have applied a cluster analysis to total quality factor attenuation ( {Q}_t^{-1} ) and scattering quality factor attenuation ( {Q}_{PSc}^{-1} ) images to interpret the structures in terms of intrinsic and scattering attenuation variations on a 2D plane, corresponding to a depth of 2000 m, and check the robustness of the scattering imaging. The results show that scattering patterns are similar to total attenuation patterns in the south of the island. There are two main areas where patterns differ: at Cañadas-Teide-Pico Viejo Complex, high total attenuation and average-to-low scattering values are observed. We interpret the difference as induced by intrinsic attenuation. In the Santiago Ridge Zone (SRZ) region, high scattering values correspond to average total attenuation. In our interpretation, the anomaly is induced by an extended scatterer, geometrically related to the surficial traces of Garachico and El Chinyero historical eruptions and the area of highest seismic activity during the 2004-2008 seismic crises.
Seismic Wave Velocity in the Subducted Oceanic Crust from Autocorrelation of Tectonic Tremor Signals
NASA Astrophysics Data System (ADS)
Ducellier, A.; Creager, K.
2017-12-01
Hydration and dehydration of minerals in subduction zones play a key role in the geodynamic processes that generate seismicity and that allow tectonic plates to subduct. Detecting the presence of water in the subducted plate is thus crucial to better understand the seismogenesis and the consequent seismic hazard. A landward dipping, low velocity layer has been detected in most subduction zones. In Cascadia, this low velocity zone is characterized by a low S-wave velocity and a very high Poisson's ratio, which has been interpreted as high pore-fluid pressure in the upper half part of the subducted oceanic crust. Most previous studies were based on seismic reflection imaging, receiver function analysis, or body wave tomography, with seismic sources located far from the low velocity zone. In contrast, the sources of the tectonic tremors generated during Episodic Tremor and Slip (ETS) events are located on the plate boundary. As the sources of the tremors are much closer to the low velocity zone, seismic waves recorded during ETS events should illuminate the area with greater precision. Most methods to detect and locate tectonic tremors and low-frequency earthquakes are based on the cross correlation of seismic signals; either signals at the same station for different events, or the same event at different stations. We use the autocorrelation of the seismic signal recorded by eight arrays of stations, located in the Olympic Peninsula, Washington. Each tremor, assumed to be on the plate boundary, generates a direct wave and reflected and converted waves from both the strong shear-wave velocity contrast in the mid-oceanic crust, and from the Moho of the subducted oceanic crust. The time lag between the arrivals of these different waves at a seismic station corresponds to a peak of amplitude on the autocorrelation signals. Using the time lags observed for different locations of the tremor source, we intend to invert for the seismic wave velocity of the subducted oceanic crust under the arrays. Identifying zones with lower S-wave velocity and a high Poisson's ratio will then help detecting the presence of water in the subducted oceanic crust. Our ultimate goal is contributing to a better understanding of the mechanism of ETS and subduction zone processes.
An experimental investigation of a three dimensional wall jet. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Catalano, G. D.
1977-01-01
One and two point statistical properties are measured in the flow fields of a coflowing turbulent jet. Two different confining surfaces (one flat, one with large curvature) are placed adjacent to the lip of the circular nozzle; and the resultant effects on the flow field are determined. The one point quantities measured include mean velocities, turbulent intensities, velocity and concentration autocorrelations and power spectral densities, and intermittencies. From the autocorrelation curves, the Taylor microscale and the integral length scale are calculated. Two point quantities measured include velocity and concentration space-time correlations and pressure velocity correlations. From the velocity space-time correlations, iso-correlation contours are constructed along with the lines of maximum maximorum. These lines allow a picture of the flow pattern to be determined. The pressures monitored in the pressure velocity correlations are measured both in the flow field and at the surface of the confining wall(s).
Liu, Jian; Miller, William H
2006-12-14
The thermal Gaussian approximation (TGA) recently developed by Frantsuzov et al. [Chem. Phys. Lett. 381, 117 (2003)] has been demonstrated to be a practical way for approximating the Boltzmann operator exp(-betaH) for multidimensional systems. In this paper the TGA is combined with semiclassical (SC) initial value representations (IVRs) for thermal time correlation functions. Specifically, it is used with the linearized SC-IVR (LSC-IVR, equivalent to the classical Wigner model), and the "forward-backward semiclassical dynamics" approximation developed by Shao and Makri [J. Phys. Chem. A 103, 7753 (1999); 103, 9749 (1999)]. Use of the TGA with both of these approximate SC-IVRs allows the oscillatory part of the IVR to be integrated out explicitly, providing an extremely simple result that is readily applicable to large molecular systems. Calculation of the force-force autocorrelation for a strongly anharmonic oscillator demonstrates its accuracy, and calculation of the velocity autocorrelation function (and thus the diffusion coefficient) of liquid neon demonstrates its applicability.
Shang, Jianyuan; Geva, Eitan
2007-04-26
The quenching rate of a fluorophore attached to a macromolecule can be rather sensitive to its conformational state. The decay of the corresponding fluorescence lifetime autocorrelation function can therefore provide unique information on the time scales of conformational dynamics. The conventional way of measuring the fluorescence lifetime autocorrelation function involves evaluating it from the distribution of delay times between photoexcitation and photon emission. However, the time resolution of this procedure is limited by the time window required for collecting enough photons in order to establish this distribution with sufficient signal-to-noise ratio. Yang and Xie have recently proposed an approach for improving the time resolution, which is based on the argument that the autocorrelation function of the delay time between photoexcitation and photon emission is proportional to the autocorrelation function of the square of the fluorescence lifetime [Yang, H.; Xie, X. S. J. Chem. Phys. 2002, 117, 10965]. In this paper, we show that the delay-time autocorrelation function is equal to the autocorrelation function of the square of the fluorescence lifetime divided by the autocorrelation function of the fluorescence lifetime. We examine the conditions under which the delay-time autocorrelation function is approximately proportional to the autocorrelation function of the square of the fluorescence lifetime. We also investigate the correlation between the decay of the delay-time autocorrelation function and the time scales of conformational dynamics. The results are demonstrated via applications to a two-state model and an off-lattice model of a polypeptide.
Very High-Frequency (VHF) ionospheric scintillation fading measurements at Lima, Peru
NASA Technical Reports Server (NTRS)
Blank, H. A.; Golden, T. S.
1972-01-01
During the spring equinox of 1970, scintillating signals at VHF (136.4 MHz) were observed at Lima, Peru. The transmission originated from ATS 3 and was observed through a pair of antennas spaced 1200 feet apart on an east-west baseline. The empirical data were digitized, reduced, and analyzed. The results include amplitude probability density and distribution functions, time autocorrelation functions, cross correlation functions for the spaced antennas, and appropriate spectral density functions. Results show estimates of the statistics of the ground diffraction pattern to gain insight into gross ionospheric irregularity size, and irregularity velocity in the antenna planes.
NMR spin-rotation relaxation and diffusion of methane
NASA Astrophysics Data System (ADS)
Singer, P. M.; Asthagiri, D.; Chapman, W. G.; Hirasaki, G. J.
2018-05-01
The translational diffusion-coefficient and the spin-rotation contribution to the 1H NMR relaxation rate for methane (CH4) are investigated using MD (molecular dynamics) simulations, over a wide range of densities and temperatures, spanning the liquid, supercritical, and gas phases. The simulated diffusion-coefficients agree well with measurements, without any adjustable parameters in the interpretation of the simulations. A minimization technique is developed to compute the angular velocity for non-rigid spherical molecules, which is used to simulate the autocorrelation function for spin-rotation interactions. With increasing diffusivity, the autocorrelation function shows increasing deviations from the single-exponential decay predicted by the Langevin theory for rigid spheres, and the deviations are quantified using inverse Laplace transforms. The 1H spin-rotation relaxation rate derived from the autocorrelation function using the "kinetic model" agrees well with measurements in the supercritical/gas phase, while the relaxation rate derived using the "diffusion model" agrees well with measurements in the liquid phase. 1H spin-rotation relaxation is shown to dominate over the MD-simulated 1H-1H dipole-dipole relaxation at high diffusivity, while the opposite is found at low diffusivity. At high diffusivity, the simulated spin-rotation correlation time agrees with the kinetic collision time for gases, which is used to derive a new expression for 1H spin-rotation relaxation, without any adjustable parameters.
Seismic Structure of Perth Basin (Australia) and surroundings from Passive Seismic Deployments
NASA Astrophysics Data System (ADS)
Issa, N.; Saygin, E.; Lumley, D. E.; Hoskin, T. E.
2016-12-01
We image the subsurface structure of Perth Basin, Western Australia and surroundings by using ambient seismic noise data from 14 seismic stations recently deployed by University of Western Australia (UWA) and other available permanent stations from Geoscience Australia seismic network and the Australian Seismometers in Schools program. Each of these 14 UWA seismic stations comprises a broadband sensor and a high fidelity 3-component 10 Hz geophone, recording in tandem at 250 Hz and 1000 Hz. The other stations used in this study are equipped with short period and broadband sensors. In addition, one shallow borehole station is operated with eight 3 component geophones at depths of between 2 and 44 m. The network is deployed to characterize natural seismicity in the basin and to try and identify any microseismic activity across Darling Fault Zone (DFZ), bounding the basin to the east. The DFZ stretches to approximately 1000 km north-south in Western Australia, and is one of the longest fault zones on the earth with a limited number of detected earthquakes. We use seismic noise cross- and auto-correlation methods to map seismic velocity perturbations across the basin and the transition from DFZ to the basin. Retrieved Green's functions are stable and show clear dispersed waveforms. Travel times of the surface wave Green's functions from noise cross-correlations are inverted with a two-step probabilistic framework to map the absolute shear wave velocities as a function of depth. The single station auto-correlations from the seismic noise yields P wave reflectivity under each station, marking the major discontinuities. Resulting images show the shear velocity perturbations across the region. We also quantify the variation of ambient seismic noise at different depths in the near surface using the geophones in the shallow borehole array.
Experimental measurement of self-diffusion in a strongly coupled plasma
Strickler, Trevor S.; Langin, Thomas K.; McQuillen, Paul; ...
2016-05-17
Here, we present a study of the collisional relaxation of ion velocities in a strongly coupled, ultracold neutral plasma on short time scales compared to the inverse collision rate. The measured average velocity of a tagged population of ions is shown to be equivalent to the ion-velocity autocorrelation function. We thus gain access to fundamental aspects of the single-particle dynamics in strongly coupled plasmas and to the ion self-diffusion constant under conditions where experimental measurements have been lacking. Nonexponential decay towards equilibrium of the average velocity heralds non-Markovian dynamics that are not predicted by traditional descriptions of weakly coupled plasmas.more » This demonstrates the utility of ultracold neutral plasmas for studying the effects of strong coupling on collisional processes, which is of interest for dense laboratory and astrophysical plasmas.« less
The basis function approach for modeling autocorrelation in ecological data
Hefley, Trevor J.; Broms, Kristin M.; Brost, Brian M.; Buderman, Frances E.; Kay, Shannon L.; Scharf, Henry; Tipton, John; Williams, Perry J.; Hooten, Mevin B.
2017-01-01
Analyzing ecological data often requires modeling the autocorrelation created by spatial and temporal processes. Many seemingly disparate statistical methods used to account for autocorrelation can be expressed as regression models that include basis functions. Basis functions also enable ecologists to modify a wide range of existing ecological models in order to account for autocorrelation, which can improve inference and predictive accuracy. Furthermore, understanding the properties of basis functions is essential for evaluating the fit of spatial or time-series models, detecting a hidden form of collinearity, and analyzing large data sets. We present important concepts and properties related to basis functions and illustrate several tools and techniques ecologists can use when modeling autocorrelation in ecological data.
Preliminary rotor wake measurements with a laser velocimeter
NASA Technical Reports Server (NTRS)
Hoad, D. R.; Rhodes, D. B.; Meyers, J. F.
1983-01-01
A laser velocimeter (LV) was used to determine rotor wake characteristics. The effect of various fuselage widths and rotor-fuselage spacings on time averaged and detailed time dependent rotor wake velocity characteristics was defined. Definition of time dependent velocity characteristics was attempted with the LV by associating a rotor azimuth position with each velocity measurement. Results were discouraging in that no apparent time dependent velocity characteristics could be discerned from the LV measurements. Since the LV is a relatively new instrument in the rotor wake measurement field, the cause of this lack of periodicity is as important as the basic research objectives. An attempt was made to identify the problem by simulated acquisition of LV-type data for a predicted rotor wake velocity time history. Power spectral density and autocorrelation function estimation techniques were used to substantiate the conclusion that the primary cause of the lack of time dependent velocity characteristics was the nonstationary flow condition generated by the periodic turbulence level that currently exists in the open throat configuration of the wind tunnel.
An Overdetermined System for Improved Autocorrelation Based Spectral Moment Estimator Performance
NASA Technical Reports Server (NTRS)
Keel, Byron M.
1996-01-01
Autocorrelation based spectral moment estimators are typically derived using the Fourier transform relationship between the power spectrum and the autocorrelation function along with using either an assumed form of the autocorrelation function, e.g., Gaussian, or a generic complex form and applying properties of the characteristic function. Passarelli has used a series expansion of the general complex autocorrelation function and has expressed the coefficients in terms of central moments of the power spectrum. A truncation of this series will produce a closed system of equations which can be solved for the central moments of interest. The autocorrelation function at various lags is estimated from samples of the random process under observation. These estimates themselves are random variables and exhibit a bias and variance that is a function of the number of samples used in the estimates and the operational signal-to-noise ratio. This contributes to a degradation in performance of the moment estimators. This dissertation investigates the use autocorrelation function estimates at higher order lags to reduce the bias and standard deviation in spectral moment estimates. In particular, Passarelli's series expansion is cast in terms of an overdetermined system to form a framework under which the application of additional autocorrelation function estimates at higher order lags can be defined and assessed. The solution of the overdetermined system is the least squares solution. Furthermore, an overdetermined system can be solved for any moment or moments of interest and is not tied to a particular form of the power spectrum or corresponding autocorrelation function. As an application of this approach, autocorrelation based variance estimators are defined by a truncation of Passarelli's series expansion and applied to simulated Doppler weather radar returns which are characterized by a Gaussian shaped power spectrum. The performance of the variance estimators determined from a closed system is shown to improve through the application of additional autocorrelation lags in an overdetermined system. This improvement is greater in the narrowband spectrum region where the information is spread over more lags of the autocorrelation function. The number of lags needed in the overdetermined system is a function of the spectral width, the number of terms in the series expansion, the number of samples used in estimating the autocorrelation function, and the signal-to-noise ratio. The overdetermined system provides a robustness to the chosen variance estimator by expanding the region of spectral widths and signal-to-noise ratios over which the estimator can perform as compared to the closed system.
Laser velocimetry measurements in a gas turbine research combustor
NASA Technical Reports Server (NTRS)
Driscoll, J. F.; Pelaccio, D. G.
1979-01-01
The effects of turbulence on the production of pollutant species in a gas-turbine research combustor are studied using laser diffraction velocimetry (LDV) techniques. Measurements that were made in the primary combustion zone include mean velocity, rms velocity fluctuations, velocity probability distributions, and autocorrelation functions. A unique combustor design provides relatively uniform flow conditions and independent control of drop size, equivalence ratio, inlet temperature, and combustor pressure. Parameters which characterize the nature of the spray combustion (i.e., whether single droplet or group combustion occurs), were determined from the LDV data. Turbulent diffusivity (eddy viscosity) reaches a value of 2930 sq cm/sec, corresponding to a convective integral length scale of 1.8 cm. The group combustion number, based on turbulent diffusivity, is measured to be 6.2
NASA Astrophysics Data System (ADS)
Taylor, D. G.; Rost, S.; Houseman, G.
2015-12-01
In recent years the technique of cross-correlating the ambient seismic noise wavefield at two seismometers to reconstruct empirical Green's Functions for the determination of Earth structure has been a powerful tool to study the Earth's interior without earthquake or man-made sources. However, far less attention has been paid to using auto-correlations of seismic noise to reveal body wave reflections from interfaces in the subsurface. In principle, the Green's functions thus derived should be comparable to the Earth's impulse response to a co-located source and receiver. We use data from a dense seismic array (Dense Array for Northern Anatolia - DANA) deployed across the northern branch of the North Anatolian Fault Zone (NAFZ) in the region of the 1999 magnitude 7.6 Izmit earthquake in western Turkey. The NAFZ is a major strike-slip system that extends ~1200 km across northern Turkey and continues to pose a high level of seismic hazard, in particular to the mega-city of Istanbul. We construct reflection images for the entire crust and upper mantle over the ~35 km by 70 km footprint of the 70-station DANA array. Using auto-correlations of vertical and horizontal components of ground motion, both P- and S-wave velocity information can be retrieved from the wavefield to constrain crustal structure further to established methods. We show that clear P-wave reflections from the crust-mantle boundary (Moho) can be retrieved using the autocorrelation technique, indicating topography on the Moho on horizontal scales of less than 10 km. Offsets in crustal structure can be identified that seem to be correlated with the surface expression of the fault zone in the region. The combined analysis of auto-correlations using vertical and horizontal components will lead to further insight into the fault zone structure throughout the crust and upper mantle.
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.
Longitudinal and bulk viscosities of Lennard-Jones fluids
NASA Astrophysics Data System (ADS)
Tankeshwar, K.; Pathak, K. N.; Ranganathan, S.
1996-12-01
Expressions for the longitudinal and bulk viscosities have been derived using Green Kubo formulae involving the time integral of the longitudinal and bulk stress autocorrelation functions. The time evolution of stress autocorrelation functions are determined using the Mori formalism and a memory function which is obtained from the Mori equation of motion. The memory function is of hyperbolic secant form and involves two parameters which are related to the microscopic sum rules of the respective autocorrelation function. We have derived expressions for the zeroth-, second-and fourth- order sum rules of the longitudinal and bulk stress autocorrelation functions. These involve static correlation functions up to four particles. The final expressions for these have been put in a form suitable for numerical calculations using low- order decoupling approximations. The numerical results have been obtained for the sum rules of longitudinal and bulk stress autocorrelation functions. These have been used to calculate the longitudinal and bulk viscosities and time evolution of the longitudinal stress autocorrelation function of the Lennard-Jones fluids over wide ranges of densities and temperatures. We have compared our results with the available computer simulation data and found reasonable agreement.
2014-06-17
100 0 2 4 Wigner distribution 0 50 100 0 0.5 1 Auto-correlation function 0 50 100 0 2 4 L- Wigner distribution 0 50 100 0 0.5 1 Auto-correlation function ...bilinear or higher order autocorrelation functions will increase the number of missing samples, the analysis shows that accurate instantaneous...frequency estimation can be achieved even if we deal with only few samples, as long as the auto-correlation function is properly chosen to coincide with
The basis function approach for modeling autocorrelation in ecological data.
Hefley, Trevor J; Broms, Kristin M; Brost, Brian M; Buderman, Frances E; Kay, Shannon L; Scharf, Henry R; Tipton, John R; Williams, Perry J; Hooten, Mevin B
2017-03-01
Analyzing ecological data often requires modeling the autocorrelation created by spatial and temporal processes. Many seemingly disparate statistical methods used to account for autocorrelation can be expressed as regression models that include basis functions. Basis functions also enable ecologists to modify a wide range of existing ecological models in order to account for autocorrelation, which can improve inference and predictive accuracy. Furthermore, understanding the properties of basis functions is essential for evaluating the fit of spatial or time-series models, detecting a hidden form of collinearity, and analyzing large data sets. We present important concepts and properties related to basis functions and illustrate several tools and techniques ecologists can use when modeling autocorrelation in ecological data. © 2016 by the Ecological Society of America.
Ionic transport in high-energy-density matter
Stanton, Liam G.; Murillo, Michael S.
2016-04-08
Ionic transport coefficients for dense plasmas have been numerically computed using an effective Boltzmann approach. Here, we developed a simplified effective potential approach that yields accurate fits for all of the relevant cross sections and collision integrals. These results have been validated with molecular-dynamics simulations for self-diffusion, interdiffusion, viscosity, and thermal conductivity. Molecular dynamics has also been used to examine the underlying assumptions of the Boltzmann approach through a categorization of behaviors of the velocity autocorrelation function in the Yukawa phase diagram. By using a velocity-dependent screening model, we examine the role of dynamical screening in transport. Implications of thesemore » results for Coulomb logarithm approaches are discussed.« less
Dynamical Correlation In Some Liquid Alkaline Earth Metals Near Melting
NASA Astrophysics Data System (ADS)
Thakore, B. Y.; Suthar, P. H.; Khambholja, S. G.; Gajjar, P. N.; Jani, A. R.
2010-12-01
The study of dynamical variables: velocity autocorrelation function (VACF) and power spectrum of liquid alkaline earth metals (Ca, Sr, and Ba) have been presented based on the static harmonic well approximation. The effective interatomic potential for liquid metals is computed using our well recognized model potential with the exchange correlation functions due to Hartree, Taylor, Ichimaru and Utsumi, Farid et al. and Sarkar et al. It is observed that the VACF computed using Sarkar et al. gives the good agreement with available molecular dynamics simulation (MD) results [Phys Rev. B 62, 14818 (2000)]. The shoulder of the power spectrum depends upon the type of local field correlation function used.
Reynolds, Andy M
2010-12-06
For many years, the dominant conceptual framework for describing non-oriented animal movement patterns has been the correlated random walk (CRW) model in which an individual's trajectory through space is represented by a sequence of distinct, independent randomly oriented 'moves'. It has long been recognized that the transformation of an animal's continuous movement path into a broken line is necessarily arbitrary and that probability distributions of move lengths and turning angles are model artefacts. Continuous-time analogues of CRWs that overcome this inherent shortcoming have appeared in the literature and are gaining prominence. In these models, velocities evolve as a Markovian process and have exponential autocorrelation. Integration of the velocity process gives the position process. Here, through a simple scaling argument and through an exact analytical analysis, it is shown that autocorrelation inevitably leads to Lévy walk (LW) movement patterns on timescales less than the autocorrelation timescale. This is significant because over recent years there has been an accumulation of evidence from a variety of experimental and theoretical studies that many organisms have movement patterns that can be approximated by LWs, and there is now intense debate about the relative merits of CRWs and LWs as representations of non-orientated animal movement patterns.
Molecular dynamics of liquid SiO2 under high pressure
NASA Technical Reports Server (NTRS)
Rustad, James R.; Yuen, David A.; Spera, Frank J.
1990-01-01
The molecular dynamics of pure SiO2 liquids was investigated up to pressures of 20 GPa at 4000 K using 252, 498, 864, and 1371 particles. The results obtained suggest that the pressure-induced maxima in the self-diffusion coefficients of both oxygen and silicon are dependent on the system size. In the case of larger systems, the maximum decreases and shifts to lower pressures. Changes in the velocity autocorrelation function with increasing pressure are described. The populations of anomalously coordinated silicon and oxygen are then discussed as a function of pressure and system size.
MATLAB-Based Program for Teaching Autocorrelation Function and Noise Concepts
ERIC Educational Resources Information Center
Jovanovic Dolecek, G.
2012-01-01
An attractive MATLAB-based tool for teaching the basics of autocorrelation function and noise concepts is presented in this paper. This tool enhances traditional in-classroom lecturing. The demonstrations of the tool described here highlight the description of the autocorrelation function (ACF) in a general case for wide-sense stationary (WSS)…
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.
Impact of Autocorrelation on Functional Connectivity
Arbabshirani, Mohammad R.; Damaraju, Eswar; Phlypo, Ronald; Plis, Sergey; Allen, Elena; Ma, Sai; Mathalon, Daniel; Preda, Adrian; Vaidya, Jatin G.; Adali, Tülay; Calhoun, Vince D.
2014-01-01
Although the impact of serial correlation (autocorrelation) in residuals of general linear models for fMRI time-series has been studied extensively, the effect of autocorrelation on functional connectivity studies has been largely neglected until recently. Some recent studies based on results from economics have questioned the conventional estimation of functional connectivity and argue that not correcting for autocorrelation in fMRI time-series results in “spurious” correlation coefficients. In this paper, first we assess the effect of autocorrelation on Pearson correlation coefficient through theoretical approximation and simulation. Then we present this effect on real fMRI data. To our knowledge this is the first work comprehensively investigating the effect of autocorrelation on functional connectivity estimates. Our results show that although FC values are altered, even following correction for autocorrelation, results of hypothesis testing on FC values remain very similar to those before correction. In real data we show this is true for main effects and also for group difference testing between healthy controls and schizophrenia patients. We further discuss model order selection in the context of autoregressive processes, effects of frequency filtering and propose a preprocessing pipeline for connectivity studies. PMID:25072392
First results on quiet and magnetic granulation from SOUP
NASA Technical Reports Server (NTRS)
Title, A. M.; Tarbell, T. D.; Acton, L.; Duncan, D.; Ferguson, S. H.; Finch, M.; Frank, Z.; Kelly, G.; Lindgren, R.; Morrill, M.
1987-01-01
The flight of Solar Optical Universal Polarimeter (SOUP) on Spacelab 2 allowed the collection of time sequences of diffraction limited (0.5 arc sec) granulation images with excellent pointing (0.003 arc sec) and completely free of the distortion that plagues groundbased images. The p-mode oscillations are clearly seen in the data. Using Fourier transforms in the temporal and spatial domain, it was shown that the p-modes dominate the autocorrelation lifetime in magnetic regions. When these oscillations are removed the autocorrelation lifetime is found to be 500 sec in quiet and 950 sec in magnetic regions. In quiet areas exploding granules are seen to be common. It is speculated that a significant fraction of granule lifetimes are terminated by nearby explosions. Using local correlation tracking techniques it was able to measure horizontal displacements, and thus transverse velocities, in the magnetic field. In quiet sun it is possible to detect both super and mesogranulation. Horizontal velocities are as great as 1000 m/s and the average velocity is 400 m/s. In magnetic regions horizontal velocities are much less, about 100 m/s.
First results on quiet and magnetic granulation from SOUP
NASA Astrophysics Data System (ADS)
Title, A. M.; Tarbell, T. D.; Acton, L.; Duncan, D.; Ferguson, S. H.; Finch, M.; Frank, Z.; Kelly, G.; Lindgren, R.; Morrill, M.
1987-09-01
The flight of Solar Optical Universal Polarimeter (SOUP) on Spacelab 2 allowed the collection of time sequences of diffraction limited (0.5 arc sec) granulation images with excellent pointing (0.003 arc sec) and completely free of the distortion that plagues groundbased images. The p-mode oscillations are clearly seen in the data. Using Fourier transforms in the temporal and spatial domain, it was shown that the p-modes dominate the autocorrelation lifetime in magnetic regions. When these oscillations are removed the autocorrelation lifetime is found to be 500 sec in quiet and 950 sec in magnetic regions. In quiet areas exploding granules are seen to be common. It is speculated that a significant fraction of granule lifetimes are terminated by nearby explosions. Using local correlation tracking techniques it was able to measure horizontal displacements, and thus transverse velocities, in the magnetic field. In quiet sun it is possible to detect both super and mesogranulation. Horizontal velocities are as great as 1000 m/s and the average velocity is 400 m/s. In magnetic regions horizontal velocities are much less, about 100 m/s.
Stochastic analysis of pitch angle scattering of charged particles by transverse magnetic waves
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lemons, Don S.; Liu Kaijun; Winske, Dan
2009-11-15
This paper describes a theory of the velocity space scattering of charged particles in a static magnetic field composed of a uniform background field and a sum of transverse, circularly polarized, magnetic waves. When that sum has many terms the autocorrelation time required for particle orbits to become effectively randomized is small compared with the time required for the particle velocity distribution to change significantly. In this regime the deterministic equations of motion can be transformed into stochastic differential equations of motion. The resulting stochastic velocity space scattering is described, in part, by a pitch angle diffusion rate that ismore » a function of initial pitch angle and properties of the wave spectrum. Numerical solutions of the deterministic equations of motion agree with the theory at all pitch angles, for wave energy densities up to and above the energy density of the uniform field, and for different wave spectral shapes.« less
NASA Technical Reports Server (NTRS)
Blelly, Pierre-Louis; Barakat, Abdullah R.; Fontanari, Jean; Alcayde, Denis; Blanc, Michel; Wu, Jian; Lathuillere, C.
1992-01-01
A method presented by Wu et al. (1992) for computing the H(+) vertical velocity from the main ionospheric parameters measured by the EISCAT VHF radar is tested in a fully controlled sequence which consists of generating an ideal ionospheric model by solving the coupled continuity and momentum equations for a two-ion plasma (O(+) and H(+)). Synthetic autocorrelation functions are generated from this model with the radar characteristics and used as actual measurements to compute the H(+) vertical velocities. Results of these simulations are shown and discussed for three cases of typical and low SNR and for low and increased mixing ratios. In most cases general agreement is found between computed H(+) velocities and generic ones with the altitude range considered, i.e., 200-1000 km. The method is shown to be reliable.
NASA Astrophysics Data System (ADS)
Gopalan, Balaji; Malkiel, Edwin; Katz, Joseph
2007-11-01
Lagrangian motion in isotropic turbulence of slightly buoyant diesel oil droplets (specific gravity 0.85 and size 0.6-1.1 mm) and almost neutrally buoyant, 50 μm tracer particles are studied using high speed, in-line digital holographic cinematography. Droplets and particles are injected into a 50x50x70 mm^3 sample volume located at the center of a nearly isotropic turbulence facility, and data are obtained for Reλ of 190, 195 and 214. The turbulence is characterized by 2D PIV measurements at different planes. An automated tracking program has been used for measuring velocity time history of more than 22000 droplet tracks and 15000 particle tracks. Analysis compares probability density functions (PDF) of Lagrangian velocity and acceleration, spectra, as well as velocity and acceleration autocorrelation functions of droplets with those of particles. For most of the present conditions, rms values of horizontal droplet velocity exceed those of the fluid. The rms values of droplet vertical velocity are higher than those of the fluid only for the highest turbulence level. PDFs of droplet velocity have nearly Gaussian distributions, justifying use of Taylor's (1921) model to calculate diffusion parameters. The fluid particle diffusion coefficient exceeds that of the droplet primarily because the fluid diffusion timescale is higher than that of the droplet. For all droplet sizes and Reynolds numbers, the diffusion coefficient, calculated using Taylor's model, scaled by quiescent rise velocity and turbulence integral length scale, is a monotonically increasing function of the turbulence level normalized by droplet quiescent rise velocity.
Optimal periodic binary codes of lengths 28 to 64
NASA Technical Reports Server (NTRS)
Tyler, S.; Keston, R.
1980-01-01
Results from computer searches performed to find repeated binary phase coded waveforms with optimal periodic autocorrelation functions are discussed. The best results for lengths 28 to 64 are given. The code features of major concern are where (1) the peak sidelobe in the autocorrelation function is small and (2) the sum of the squares of the sidelobes in the autocorrelation function is small.
Taylor dispersion of colloidal particles in narrow channels
NASA Astrophysics Data System (ADS)
Sané, Jimaan; Padding, Johan T.; Louis, Ard A.
2015-09-01
We use a mesoscopic particle-based simulation technique to study the classic convection-diffusion problem of Taylor dispersion for colloidal discs in confined flow. When the disc diameter becomes non-negligible compared to the diameter of the pipe, there are important corrections to the original Taylor picture. For example, the colloids can flow more rapidly than the underlying fluid, and their Taylor dispersion coefficient is decreased. For narrow pipes, there are also further hydrodynamic wall effects. The long-time tails in the velocity autocorrelation functions are altered by the Poiseuille flow.
NASA Astrophysics Data System (ADS)
Wang, X.; Tu, C. Y.; He, J.; Wang, L.
2017-12-01
It has been a longstanding debate on what the nature of Elsässer variables z- observed in the Alfvénic solar wind is. It is widely believed that z- represents inward propagating Alfvén waves and undergoes non-linear interaction with z+ to produce energy cascade. However, z- variations sometimes show nature of convective structures. Here we present a new data analysis on z- autocorrelation functions to get some definite information on its nature. We find that there is usually a break point on the z- auto-correlation function when the fluctuations show nearly pure Alfvénicity. The break point observed by Helios-2 spacecraft near 0.3 AU is at the first time lag ( 81 s), where the autocorrelation coefficient has the value less than that at zero-time lag by a factor of more than 0.4. The autocorrelation function breaks also appear in the WIND observations near 1 AU. The z- autocorrelation function is separated by the break into two parts: fast decreasing part and slowly decreasing part, which cannot be described in a whole by an exponential formula. The breaks in the z- autocorrelation function may represent that the z- time series are composed of high-frequency white noise and low-frequency apparent structures, which correspond to the flat and steep parts of the function, respectively. This explanation is supported by a simple test with a superposition of an artificial random data series and a smoothed random data series. Since in many cases z- autocorrelation functions do not decrease very quickly at large time lag and cannot be considered as the Lanczos type, no reliable value for correlation-time can be derived. Our results showed that in these cases with high Alfvénicity, z- should not be considered as inward-propagating wave. The power-law spectrum of z+ should be made by fluid turbulence cascade process presented by Kolmogorov.
NASA Astrophysics Data System (ADS)
Tran, H.; Hartmann, J. M.
2011-06-01
Collision induced velocity changes for pure H{_2} have been computed from classical dynamic simulations. The results have been compared with the Keilson-Storer model from four different points of view. The first involves various autocorrelation functions associated with the velocity. The second and third give more detailed information, and are time evolutions of some conditional probabilities for changes of the velocity modulus and orientation and the collision kernels themselves. The fourth considers the evolutions, with density, of the half widths of the Q(1) lines of the isotropic Raman (1-0) fundamental band and of the (2-0) overtone quadrupole band. These spectroscopic data enable an indirect test of the models since velocity changes translate into line-shape modifications through the speed dependence of collisional parameters and the Dicke narrowing of the Doppler contribution to the profile. The results indicate that, while the KS approach gives a poor description of detailed velocity-to-velocty changes, it leads to accurate results for the correlation functions and spectral shapes, quantities related to large averages over the velocity. It is also shown that the use of collision kernels directly derived from MDS lead to an almost perfect prediction of all considered quantities (correlation functions, conditional probabilities, and spectral shapes). Finally, the results stress the need for very accurate calculations of line-broadening and -shifting coefficients from the intermolecular potential to obviate the need for experimental data and permit fully meaningful tests of the models. H. Tran, J.M. Hartmann J. Chem. Phys. 130, 094301, 2009.
NASA Technical Reports Server (NTRS)
Kaufman, J. W.
1985-01-01
A mathematical/statistical analysis of inphase gusts and wind velocity moment forces over the first 150 m at the Kennedy Space Center (KSC) is presented. The wind velocity profile data were acquired at the KSC 150 m ground wind tower. The results show that planetary boundary layer (PBL) winds can sustain near peak speeds for periods up to 60 sec and longer. This is proven from calculating the autocorrelation functions of moment forces for several 10 min cases of wind profile data. The results show that lower atmospheric planetary boundary layer winds have periodic variations for long periods of time. This flow characteristic is valuable as aerospace vehicle engineering and design criteria where wind loading must be determined.
Statistical analysis of trypanosomes' motility
NASA Astrophysics Data System (ADS)
Zaburdaev, Vasily; Uppaluri, Sravanti; Pfohl, Thomas; Engstler, Markus; Stark, Holger; Friedrich, Rudolf
2010-03-01
Trypanosome is a parasite causing the sleeping sickness. The way it moves in the blood stream and penetrates various obstacles is the area of active research. Our goal was to investigate a free trypanosomes' motion in the planar geometry. Our analysis of trypanosomes' trajectories reveals that there are two correlation times - one is associated with a fast motion of its body and the second one with a slower rotational diffusion of the trypanosome as a point object. We propose a system of Langevin equations to model such motion. One of its peculiarities is the presence of multiplicative noise predicting higher level of noise for higher velocity of the trypanosome. Theoretical and numerical results give a comprehensive description of the experimental data such as the mean squared displacement, velocity distribution and auto-correlation function.
NASA Astrophysics Data System (ADS)
Uma, B.; Swaminathan, T. N.; Ayyaswamy, P. S.; Eckmann, D. M.; Radhakrishnan, R.
2011-09-01
A direct numerical simulation (DNS) procedure is employed to study the thermal motion of a nanoparticle in an incompressible Newtonian stationary fluid medium with the generalized Langevin approach. We consider both the Markovian (white noise) and non-Markovian (Ornstein-Uhlenbeck noise and Mittag-Leffler noise) processes. Initial locations of the particle are at various distances from the bounding wall to delineate wall effects. At thermal equilibrium, the numerical results are validated by comparing the calculated translational and rotational temperatures of the particle with those obtained from the equipartition theorem. The nature of the hydrodynamic interactions is verified by comparing the velocity autocorrelation functions and mean square displacements with analytical results. Numerical predictions of wall interactions with the particle in terms of mean square displacements are compared with analytical results. In the non-Markovian Langevin approach, an appropriate choice of colored noise is required to satisfy the power-law decay in the velocity autocorrelation function at long times. The results obtained by using non-Markovian Mittag-Leffler noise simultaneously satisfy the equipartition theorem and the long-time behavior of the hydrodynamic correlations for a range of memory correlation times. The Ornstein-Uhlenbeck process does not provide the appropriate hydrodynamic correlations. Comparing our DNS results to the solution of an one-dimensional generalized Langevin equation, it is observed that where the thermostat adheres to the equipartition theorem, the characteristic memory time in the noise is consistent with the inherent time scale of the memory kernel. The performance of the thermostat with respect to equilibrium and dynamic properties for various noise schemes is discussed.
Suzuki, Satoshi N; Kachi, Naoki; Suzuki, Jun-Ichirou
2008-09-01
During the development of an even-aged plant population, the spatial distribution of individuals often changes from a clumped pattern to a random or regular one. The development of local size hierarchies in an Abies forest was analysed for a period of 47 years following a large disturbance in 1959. In 1980 all trees in an 8 x 8 m plot were mapped and their height growth after the disturbance was estimated. Their mortality and growth were then recorded at 1- to 4-year intervals between 1980 and 2006. Spatial distribution patterns of trees were analysed by the pair correlation function. Spatial correlations between tree heights were analysed with a spatial autocorrelation function and the mark correlation function. The mark correlation function was able to detect a local size hierarchy that could not be detected by the spatial autocorrelation function alone. The small-scale spatial distribution pattern of trees changed from clumped to slightly regular during the 47 years. Mortality occurred in a density-dependent manner, which resulted in regular spacing between trees after 1980. The spatial autocorrelation and mark correlation functions revealed the existence of tree patches consisting of large trees at the initial stage. Development of a local size hierarchy was detected within the first decade after the disturbance, although the spatial autocorrelation was not negative. Local size hierarchies that developed persisted until 2006, and the spatial autocorrelation became negative at later stages (after about 40 years). This is the first study to detect local size hierarchies as a prelude to regular spacing using the mark correlation function. The results confirm that use of the mark correlation function together with the spatial autocorrelation function is an effective tool to analyse the development of a local size hierarchy of trees in a forest.
NASA Astrophysics Data System (ADS)
Tonegawa, Takashi; Fukao, Yoshio; Fujie, Gou; Takemura, Shunsuke; Takahashi, Tsutomu; Kodaira, Shuichi
2015-12-01
In the northwestern Pacific, the elastic properties of marine sediments, including P-wave velocities ( Vp) and S wave velocities ( Vs), have recently been constrained by active seismic surveys. However, information on S anisotropy associated with the alignments of fractures and fabric remains elusive. To obtain such information, we used ambient noise records observed by ocean-bottom seismometers at 254 sites in the northwestern Pacific to calculate the auto-correlation functions for the S reflection retrieval from the top of the basement. For these S reflections, we measured differential travel times and polarized directions to reveal the potential geographical systematic distribution of S anisotropy. As a result, the observed differential times between fast and slow axes were at most 0.05 s. The fast polarization axes tend to align in the trench-parallel direction in the outer rise region. In particular, their directions changed systematically in accordance with the direction of the trench axis, which changes sharply across the junction of the Kuril and Japan trenches. We consider that a contributing factor for the obtained S anisotropy within marine sediments in the outer rise region is primarily aligned fractures due to the tensional stresses associated with the bending of the Pacific Plate. Moreover, numerical simulations conducted by using the three-dimensional (3D) finite difference method for isotropic and anisotropic media indicates that the successful extraction of S anisotropic information from the S reflection observed in this study is obtained from near-vertically propagating S waves due to extremely low Vs within marine sediments. In addition, we conducted an additional numerical simulation with a realistic velocity model to confirm whether S reflections below the basement can be extracted or not. The resultant auto-correlation function shows only S reflections from the top of the basement. It appears that such near-vertically propagating S waves obscure S reflections from interfaces below the basement.
Decorrelation scales for Arctic Ocean hydrography - Part I: Amerasian Basin
NASA Astrophysics Data System (ADS)
Sumata, Hiroshi; Kauker, Frank; Karcher, Michael; Rabe, Benjamin; Timmermans, Mary-Louise; Behrendt, Axel; Gerdes, Rüdiger; Schauer, Ursula; Shimada, Koji; Cho, Kyoung-Ho; Kikuchi, Takashi
2018-03-01
Any use of observational data for data assimilation requires adequate information of their representativeness in space and time. This is particularly important for sparse, non-synoptic data, which comprise the bulk of oceanic in situ observations in the Arctic. To quantify spatial and temporal scales of temperature and salinity variations, we estimate the autocorrelation function and associated decorrelation scales for the Amerasian Basin of the Arctic Ocean. For this purpose, we compile historical measurements from 1980 to 2015. Assuming spatial and temporal homogeneity of the decorrelation scale in the basin interior (abyssal plain area), we calculate autocorrelations as a function of spatial distance and temporal lag. The examination of the functional form of autocorrelation in each depth range reveals that the autocorrelation is well described by a Gaussian function in space and time. We derive decorrelation scales of 150-200 km in space and 100-300 days in time. These scales are directly applicable to quantify the representation error, which is essential for use of ocean in situ measurements in data assimilation. We also describe how the estimated autocorrelation function and decorrelation scale should be applied for cost function calculation in a data assimilation system.
1982-02-01
function of both E, and an auto- correlation time :. We choose to replace E, by an expression containing v, the velocity spread of the beam...f’K or eEL ArGC - ’ (5) where E,_ is now the perpendicular component of the turbulent E field and , is the time int-erval for a coherent interaction...the auto-correlation time ). Equation (5) is the basis for our random walk model for wave particle interactions. It can also be derived using the tX
Mesoscale simulations of hydrodynamic squirmer interactions.
Götze, Ingo O; Gompper, Gerhard
2010-10-01
The swimming behavior of self-propelled microorganisms is studied by particle-based mesoscale simulations. The simulation technique includes both hydrodynamics and thermal fluctuations that are both essential for the dynamics of microswimmers. The swimmers are modeled as squirmers, i.e., spherical objects with a prescribed tangential surface velocity, where the focus of thrust generation can be tuned from pushers to pullers. For passive squirmers (colloids), we show that the velocity autocorrelation function agrees quantitatively with the Boussinesq approximation. Single active squirmers show a persistent random-walk behavior, determined by forward motion, lateral diffusion, and orientational fluctuations, in agreement with theoretical predictions. For pairs of squirmers, which are initially swimming in parallel, we find an attraction for pushers and a repulsion for pullers, as expected. The hydrodynamic force between squirmer pairs is calculated as a function of the center-to-center distances d(cm) and is found to be consistent with a logarithmic distance dependence for d(cm) less than about two sphere diameters; here, the force is considerably stronger than expected from the far-field expansion. The dependence of the force strength on the asymmetry of the polar surface velocity is obtained. During the collision process, thermal fluctuations turn out to be very important and to strongly affect the postcollision velocity directions of both squirmers.
NASA Astrophysics Data System (ADS)
Yoshimoto, Yuta; Li, Zhen; Kinefuchi, Ikuya; Karniadakis, George Em
2017-12-01
We propose a new coarse-grained (CG) molecular simulation technique based on the Mori-Zwanzig (MZ) formalism along with the iterative Boltzmann inversion (IBI). Non-Markovian dissipative particle dynamics (NMDPD) taking into account memory effects is derived in a pairwise interaction form from the MZ-guided generalized Langevin equation. It is based on the introduction of auxiliary variables that allow for the replacement of a non-Markovian equation with a Markovian one in a higher dimensional space. We demonstrate that the NMDPD model exploiting MZ-guided memory kernels can successfully reproduce the dynamic properties such as the mean square displacement and velocity autocorrelation function of a Lennard-Jones system, as long as the memory kernels are appropriately evaluated based on the Volterra integral equation using the force-velocity and velocity-velocity correlations. Furthermore, we find that the IBI correction of a pair CG potential significantly improves the representation of static properties characterized by a radial distribution function and pressure, while it has little influence on the dynamic processes. Our findings suggest that combining the advantages of both the MZ formalism and IBI leads to an accurate representation of both the static and dynamic properties of microscopic systems that exhibit non-Markovian behavior.
Comparison of single-ion molecular dynamics in common solvents
NASA Astrophysics Data System (ADS)
Muralidharan, A.; Pratt, L. R.; Chaudhari, M. I.; Rempe, S. B.
2018-06-01
Laying a basis for molecularly specific theory for the mobilities of ions in solutions of practical interest, we report a broad survey of velocity autocorrelation functions (VACFs) of Li+ and PF6- ions in water, ethylene carbonate, propylene carbonate, and acetonitrile solutions. We extract the memory function, γ(t), which characterizes the random forces governing the mobilities of ions. We provide comparisons controlling for the effects of electrolyte concentration and ion-pairing, van der Waals attractive interactions, and solvent molecular characteristics. For the heavier ion (PF6-), velocity relaxations are all similar: negative tail relaxations for the VACF and a clear second relaxation for γ (t ), observed previously also for other molecular ions and with n-pentanol as the solvent. For the light Li+ ion, short time-scale oscillatory behavior masks simple, longer time-scale relaxation of γ (t ). But the corresponding analysis of the solventberg Li+(H2O)4 does conform to the standard picture set by all the PF6- results.
Dahlberg, Jerry; Tkacik, Peter T; Mullany, Brigid; Fleischhauer, Eric; Shahinian, Hossein; Azimi, Farzad; Navare, Jayesh; Owen, Spencer; Bisel, Tucker; Martin, Tony; Sholar, Jodie; Keanini, Russell G
2017-12-04
An analog, macroscopic method for studying molecular-scale hydrodynamic processes in dense gases and liquids is described. The technique applies a standard fluid dynamic diagnostic, particle image velocimetry (PIV), to measure: i) velocities of individual particles (grains), extant on short, grain-collision time-scales, ii) velocities of systems of particles, on both short collision-time- and long, continuum-flow-time-scales, iii) collective hydrodynamic modes known to exist in dense molecular fluids, and iv) short- and long-time-scale velocity autocorrelation functions, central to understanding particle-scale dynamics in strongly interacting, dense fluid systems. The basic system is composed of an imaging system, light source, vibrational sensors, vibrational system with a known media, and PIV and analysis software. Required experimental measurements and an outline of the theoretical tools needed when using the analog technique to study molecular-scale hydrodynamic processes are highlighted. The proposed technique provides a relatively straightforward alternative to photonic and neutron beam scattering methods traditionally used in molecular hydrodynamic studies.
Experimental evaluation of fluctuating density and radiated noise from a high temperature jet
NASA Technical Reports Server (NTRS)
Massier, P. F.; Parthasarathy, S. P.; Cuffel, R. F.
1973-01-01
An experimental investigation has been conducted to characterize the fluctuating density within a high-temperature (1100 K) subsonic jet and to characterize by the noise radiated to the surroundings. Cross correlations obtained by introducing time delay to the signals detected from spatially separated crossed laser beams set up as a Schlieren system were used to determine radial and axial distributions of the convection velocity of the moving noise sources (eddies). In addition, the autocorrelation of the fluctuating density was evaluated in the moving frame of reference of the eddies. Also, the autocorrelation of the radiated noise in the moving reference frame was evaluated from cross correlations by introducing time delay to the signals detected by spatially separated pairs of microphones. Radial distributions of the mean velocity were obtained from measurements of the stagnation temperature, and stagnation and static pressures with the use of probes.
Porous media flux sensitivity to pore-scale geostatistics: A bottom-up approach
NASA Astrophysics Data System (ADS)
Di Palma, P. R.; Guyennon, N.; Heße, F.; Romano, E.
2017-04-01
Macroscopic properties of flow through porous media can be directly computed by solving the Navier-Stokes equations at the scales related to the actual flow processes, while considering the porous structures in an explicit way. The aim of this paper is to investigate the effects of the pore-scale spatial distribution on seepage velocity through numerical simulations of 3D fluid flow performed by the lattice Boltzmann method. To this end, we generate multiple random Gaussian fields whose spatial correlation follows an assigned semi-variogram function. The Exponential and Gaussian semi-variograms are chosen as extreme-cases of correlation for short distances and statistical properties of the resulting porous media (indicator field) are described using the Matèrn covariance model, with characteristic lengths of spatial autocorrelation (pore size) varying from 2% to 13% of the linear domain. To consider the sensitivity of the modeling results to the geostatistical representativeness of the domain as well as to the adopted resolution, porous media have been generated repetitively with re-initialized random seeds and three different resolutions have been tested for each resulting realization. The main difference among results is observed between the two adopted semi-variograms, indicating that the roughness (short distances autocorrelation) is the property mainly affecting the flux. However, computed seepage velocities show additionally a wide variability (about three orders of magnitude) for each semi-variogram model in relation to the assigned correlation length, corresponding to pore sizes. The spatial resolution affects more the results for short correlation lengths (i.e., small pore sizes), resulting in an increasing underestimation of the seepage velocity with the decreasing correlation length. On the other hand, results show an increasing uncertainty as the correlation length approaches the domain size.
Turbulent Boundary Layer Drag Reduction by Spanwise Wall Oscillation
NASA Astrophysics Data System (ADS)
Trujillo, S. M.; Bogard, D. G.; Ball, K. S.
1997-11-01
Changes in turbulence structure were investigated in a turbulent water boundary layer flow for which wall shear had been reduced 25 percent by spanwise wall oscillations. LDV and hot film measurements were made of streamwise and wall-normal velocities. For all wall oscillations examined, drag reduction was found to scale best with the peak velocity of the wall oscillation. Burst and sweep strength and duration were all reduced by the wall oscillation, with the greatest effects seen for the strongest events. The pdf of the velocity in the near-wall region showed greatly increased periods of low velocities, but little change was observed in the streamwise velocity autocorrelation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zobov, V. E., E-mail: rsa@iph.krasn.ru; Kucherov, M. M.
2017-01-15
The singularities of the time autocorrelation functions (ACFs) of magnetically diluted spin systems with dipole–dipole interaction (DDI), which determine the high-frequency asymptotics of autocorrelation functions and the wings of a magnetic resonance line, are studied. Using the self-consistent fluctuating local field approximation, nonlinear equations are derived for autocorrelation functions averaged over the independent random arrangement of spins (magnetic atoms) in a diamagnetic lattice with different spin concentrations. The equations take into account the specificity of the dipole–dipole interaction. First, due to its axial symmetry in a strong static magnetic field, the autocorrelation functions of longitudinal and transverse spin components aremore » described by different equations. Second, the long-range type of the dipole–dipole interaction is taken into account by separating contributions into the local field from distant and near spins. The recurrent equations are obtained for the expansion coefficients of autocorrelation functions in power series in time. From them, the numerical value of the coordinate of the nearest singularity of the autocorrelation function is found on the imaginary time axis, which is equal to the radius of convergence of these expansions. It is shown that in the strong dilution case, the logarithmic concentration dependence of the coordinate of the singularity is observed, which is caused by the presence of a cluster of near spins whose fraction is small but contribution to the modulation frequency is large. As an example a silicon crystal with different {sup 29}Si concentrations in magnetic fields directed along three crystallographic axes is considered.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Madanipour, Khosro; Tavassoly, Mohammad T
2009-02-01
We show theoretically and verify experimentally that the modulation transfer function (MTF) of a printing system can be determined by measuring the autocorrelation of a printed Ronchi grating. In practice, two similar Ronchi gratings are printed on two transparencies and the transparencies are superimposed with parallel grating lines. Then, the gratings are uniformly illuminated and the transmitted light from a large section is measured versus the displacement of one grating with respect to the other in a grating pitch interval. This measurement provides the required autocorrelation function for determination of the MTF.
Green-Kubo relation for viscosity tested using experimental data for a two-dimensional dusty plasma
NASA Astrophysics Data System (ADS)
Feng, Yan; Goree, J.; Liu, Bin; Cohen, E. G. D.
2011-10-01
The theoretical Green-Kubo relation for viscosity is tested using experimentally obtained data. In a dusty plasma experiment, micron-sized dust particles are introduced into a partially ionized argon plasma, where they become negatively charged. They are electrically levitated to form a single-layer Wigner crystal, which is subsequently melted using laser heating. In the liquid phase, these dust particles experience interparticle electric repulsion, laser heating, and friction from the ambient neutral argon gas, and they can be considered to be in a nonequilibrium steady state. Direct measurements of the positions and velocities of individual dust particles are then used to obtain a time series for an off-diagonal element of the stress tensor and its time autocorrelation function. This calculation also requires the interparticle potential, which was not measured experimentally but was obtained using a Debye-Hückel-type model with experimentally determined parameters. Integrating the autocorrelation function over time yields the viscosity for shearing motion among dust particles. The viscosity so obtained is found to agree with results from a previous experiment using a hydrodynamical Navier-Stokes equation. This comparison serves as a test of the Green-Kubo relation for viscosity. Our result is also compared to the predictions of several simulations.
Molecular hydrodynamics: Vortex formation and sound wave propagation
Han, Kyeong Hwan; Kim, Changho; Talkner, Peter; ...
2018-01-14
In the present study, quantitative feasibility tests of the hydrodynamic description of a two-dimensional fluid at the molecular level are performed, both with respect to length and time scales. Using high-resolution fluid velocity data obtained from extensive molecular dynamics simulations, we computed the transverse and longitudinal components of the velocity field by the Helmholtz decomposition and compared them with those obtained from the linearized Navier-Stokes (LNS) equations with time-dependent transport coefficients. By investigating the vortex dynamics and the sound wave propagation in terms of these field components, we confirm the validity of the LNS description for times comparable to ormore » larger than several mean collision times. The LNS description still reproduces the transverse velocity field accurately at smaller times, but it fails to predict characteristic patterns of molecular origin visible in the longitudinal velocity field. Based on these observations, we validate the main assumptions of the mode-coupling approach. The assumption that the velocity autocorrelation function can be expressed in terms of the fluid velocity field and the tagged particle distribution is found to be remarkably accurate even for times comparable to or smaller than the mean collision time. This suggests that the hydrodynamic-mode description remains valid down to the molecular scale.« less
Molecular hydrodynamics: Vortex formation and sound wave propagation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Han, Kyeong Hwan; Kim, Changho; Talkner, Peter
In the present study, quantitative feasibility tests of the hydrodynamic description of a two-dimensional fluid at the molecular level are performed, both with respect to length and time scales. Using high-resolution fluid velocity data obtained from extensive molecular dynamics simulations, we computed the transverse and longitudinal components of the velocity field by the Helmholtz decomposition and compared them with those obtained from the linearized Navier-Stokes (LNS) equations with time-dependent transport coefficients. By investigating the vortex dynamics and the sound wave propagation in terms of these field components, we confirm the validity of the LNS description for times comparable to ormore » larger than several mean collision times. The LNS description still reproduces the transverse velocity field accurately at smaller times, but it fails to predict characteristic patterns of molecular origin visible in the longitudinal velocity field. Based on these observations, we validate the main assumptions of the mode-coupling approach. The assumption that the velocity autocorrelation function can be expressed in terms of the fluid velocity field and the tagged particle distribution is found to be remarkably accurate even for times comparable to or smaller than the mean collision time. This suggests that the hydrodynamic-mode description remains valid down to the molecular scale.« less
Site characterization at Groningen gas field area through joint surface-borehole H/V analysis
NASA Astrophysics Data System (ADS)
Spica, Zack J.; Perton, Mathieu; Nakata, Nori; Liu, Xin; Beroza, Gregory C.
2018-01-01
A new interpretation of the horizontal to vertical (H/V) spectral ratio in terms of the Diffuse Field Assumption (DFA) has fuelled a resurgence of interest in that approach. The DFA links H/V measurements to Green's function retrieval through autocorrelation of the ambient seismic field. This naturally allows for estimation of layered velocity structure. In this contribution, we further explore the potential of H/V analysis. Our study is facilitated by a distributed array of surface and co-located borehole stations deployed at multiple depths, and by detailed prior information on velocity structure that is available due to development of the Groningen gas field. We use the vertical distribution of H/V spectra recorded at discrete depths inside boreholes to obtain shear wave velocity models of the shallow subsurface. We combine both joint H/V inversion and borehole interferometry to reduce the non-uniqueness of the problem and to allow faster convergence towards a reliable velocity model. The good agreement between our results and velocity models from an independent study validates the methodology, demonstrates the power of the method, but more importantly provides further constraints on the shallow velocity structure, which is an essential component of integrated hazard assessment in the area.
Dynamical properties of magnetized two-dimensional one-component plasma
NASA Astrophysics Data System (ADS)
Dubey, Girija S.; Gumbs, Godfrey; Fessatidis, Vassilios
2018-05-01
Molecular dynamics simulation are used to examine the effect of a uniform perpendicular magnetic field on a two-dimensional interacting electron system. In this simulation we include the effect of the magnetic field classically through the Lorentz force. Both the Coulomb and the magnetic forces are included directly in the electron dynamics to study their combined effect on the dynamical properties of the 2D system. Results are presented for the velocity autocorrelation function and the diffusion constants in the presence and absence of an external magnetic field. Our simulation results clearly show that the external magnetic field has an effect on the dynamical properties of the system.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lapas, Luciano C., E-mail: luciano.lapas@unila.edu.br; Ferreira, Rogelma M. S., E-mail: rogelma.maria@gmail.com; Rubí, J. Miguel, E-mail: mrubi@ub.edu
2015-03-14
We analyze the temperature relaxation phenomena of systems in contact with a thermal reservoir that undergoes a non-Markovian diffusion process. From a generalized Langevin equation, we show that the temperature is governed by a law of cooling of the Newton’s law type in which the relaxation time depends on the velocity autocorrelation and is then characterized by the memory function. The analysis of the temperature decay reveals the existence of an anomalous cooling in which the temperature may oscillate. Despite this anomalous behavior, we show that the variation of entropy remains always positive in accordance with the second law ofmore » thermodynamics.« less
Generalized Green's function molecular dynamics for canonical ensemble simulations
NASA Astrophysics Data System (ADS)
Coluci, V. R.; Dantas, S. O.; Tewary, V. K.
2018-05-01
The need of small integration time steps (˜1 fs) in conventional molecular dynamics simulations is an important issue that inhibits the study of physical, chemical, and biological systems in real timescales. Additionally, to simulate those systems in contact with a thermal bath, thermostating techniques are usually applied. In this work, we generalize the Green's function molecular dynamics technique to allow simulations within the canonical ensemble. By applying this technique to one-dimensional systems, we were able to correctly describe important thermodynamic properties such as the temperature fluctuations, the temperature distribution, and the velocity autocorrelation function. We show that the proposed technique also allows the use of time steps one order of magnitude larger than those typically used in conventional molecular dynamics simulations. We expect that this technique can be used in long-timescale molecular dynamics simulations.
NASA Astrophysics Data System (ADS)
Prudnikov, V. V.; Prudnikov, P. V.; Popov, I. S.
2018-03-01
A Monte Carlo numerical simulation of the specific features of nonequilibrium critical behavior is carried out for the two-dimensional structurally disordered XY model during its evolution from a low-temperature initial state. On the basis of the analysis of the two-time dependence of autocorrelation functions and dynamic susceptibility for systems with spin concentrations of p = 1.0, 0.9, and 0.6, aging phenomena characterized by a slowing down of the relaxation system with increasing waiting time and the violation of the fluctuation-dissipation theorem (FDT) are revealed. The values of the universal limiting fluctuation-dissipation ratio (FDR) are obtained for the systems considered. As a result of the analysis of the two-time scaling dependence for spin-spin and connected spin autocorrelation functions, it is found that structural defects lead to subaging phenomena in the behavior of the spin-spin autocorrelation function and superaging phenomena in the behavior of the connected spin autocorrelation function.
Real-time shear velocity imaging using sonoelastographic techniques.
Hoyt, Kenneth; Parker, Kevin J; Rubens, Deborah J
2007-07-01
In this paper, a novel sonoelastographic technique for estimating local shear velocities from propagating shear wave interference patterns (termed crawling waves) is introduced. A relationship between the local crawling wave spatial phase derivatives and local shear wave velocity is derived with phase derivatives estimated using an autocorrelation technique. Results from homogeneous phantoms demonstrate the ability of sonoelastographic shear velocity imaging to quantify the true underlying shear velocity distributions as verified using time-of-flight measurements. Heterogeneous phantom results reveal the capacity for lesion detection and shear velocity quantification as validated from mechanical measurements on phantom samples. Experimental results obtained from a prostate specimen illustrated feasibility for shear velocity imaging in tissue. More importantly, high-contrast visualization of focal carcinomas was demonstrated introducing the clinical potential of this novel sonoelastographic imaging technique.
Patrick C. Tobin
2004-01-01
The estimation of spatial autocorrelation in spatially- and temporally-referenced data is fundamental to understanding an organism's population biology. I used four sets of census field data, and developed an idealized space-time dynamic system, to study the behavior of spatial autocorrelation estimates when a practical method of sampling is employed. Estimates...
Correlation lifetimes of quiet and magnetic granulation from the SOUP instrument on Spacelab 2
NASA Astrophysics Data System (ADS)
Title, A.; Tarbell, T.; Topka, K.; Acton, L.; Duncan, D.; Ferguson, S.; Finch, M.; Frank, Z.; Kelly, G.; Lindgren, R.; Morrill, M.; Pope, T.; Reeves, R.; Rehse, R.; Shine, R.; Simon, G.; Harvey, J.; Leibacher, J.; Livingston, W.; November, L.; Zirker, J.
The time sequences of diffraction limited granulation images obtained by the Solar Optical Universal Polarimeter on Spacelab 2 are presented. The uncorrection autocorrelation limetime in magnetic regions is dominated by the 5-min oscillation. The removal of this oscillation causes the autocorrelation lifetime to increase by more than a factor of 2. The results suggest that a significant fraction of granule lifetimes are terminated by nearby explosions. Horizontal displacements and transverse velocities in the intensity field are measured. Lower limits to the lifetime in the quiet and magnetic sun are set at 440 s and 950 s, respectively.
NASA Technical Reports Server (NTRS)
Title, A.; Tarbell, T.; Topka, K.; Acton, L.; Duncan, D.
1988-01-01
The time sequences of diffraction limited granulation images obtained by the Solar Optical Universal Polarimeter on Spacelab 2 are presented. The uncorrection autocorrelation limetime in magnetic regions is dominated by the 5-min oscillation. The removal of this oscillation causes the autocorrelation lifetime to increase by more than a factor of 2. The results suggest that a significant fraction of granule lifetimes are terminated by nearby explosions. Horizontal displacements and transverse velocities in the intensity field are measured. Lower limits to the lifetime in the quiet and magnetic sun are set at 440 s and 950 s, respectively.
Stojanova, Daniela; Ceci, Michelangelo; Malerba, Donato; Dzeroski, Saso
2013-09-26
Ontologies and catalogs of gene functions, such as the Gene Ontology (GO) and MIPS-FUN, assume that functional classes are organized hierarchically, that is, general functions include more specific ones. This has recently motivated the development of several machine learning algorithms for gene function prediction that leverages on this hierarchical organization where instances may belong to multiple classes. In addition, it is possible to exploit relationships among examples, since it is plausible that related genes tend to share functional annotations. Although these relationships have been identified and extensively studied in the area of protein-protein interaction (PPI) networks, they have not received much attention in hierarchical and multi-class gene function prediction. Relations between genes introduce autocorrelation in functional annotations and violate the assumption that instances are independently and identically distributed (i.i.d.), which underlines most machine learning algorithms. Although the explicit consideration of these relations brings additional complexity to the learning process, we expect substantial benefits in predictive accuracy of learned classifiers. This article demonstrates the benefits (in terms of predictive accuracy) of considering autocorrelation in multi-class gene function prediction. We develop a tree-based algorithm for considering network autocorrelation in the setting of Hierarchical Multi-label Classification (HMC). We empirically evaluate the proposed algorithm, called NHMC (Network Hierarchical Multi-label Classification), on 12 yeast datasets using each of the MIPS-FUN and GO annotation schemes and exploiting 2 different PPI networks. The results clearly show that taking autocorrelation into account improves the predictive performance of the learned models for predicting gene function. Our newly developed method for HMC takes into account network information in the learning phase: When used for gene function prediction in the context of PPI networks, the explicit consideration of network autocorrelation increases the predictive performance of the learned models. Overall, we found that this holds for different gene features/ descriptions, functional annotation schemes, and PPI networks: Best results are achieved when the PPI network is dense and contains a large proportion of function-relevant interactions.
Wilson, Lorna R M; Hopcraft, Keith I
2017-12-01
The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the zero crossings of that process. This paper investigates the case where periodicities are incorporated into the autocorrelation function of a smooth process. Numerical simulations, and statistics about the number of crossings in a fixed interval, reveal that in this case the zero crossings segue between a random and deterministic point process depending on the relative time scales of the periodic and nonperiodic components of the autocorrelation function. By considering the Laplace transform of the density function, we show that incorporating correlation between successive intervals is essential to obtaining accurate results for the interval variance. The same method enables prediction of the density function tail in some regions, and we suggest approaches for extending this to cover all regions. In an ever-more complex world, the potential applications for this scale of regularity in a random process are far reaching and powerful.
NASA Astrophysics Data System (ADS)
Wilson, Lorna R. M.; Hopcraft, Keith I.
2017-12-01
The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the zero crossings of that process. This paper investigates the case where periodicities are incorporated into the autocorrelation function of a smooth process. Numerical simulations, and statistics about the number of crossings in a fixed interval, reveal that in this case the zero crossings segue between a random and deterministic point process depending on the relative time scales of the periodic and nonperiodic components of the autocorrelation function. By considering the Laplace transform of the density function, we show that incorporating correlation between successive intervals is essential to obtaining accurate results for the interval variance. The same method enables prediction of the density function tail in some regions, and we suggest approaches for extending this to cover all regions. In an ever-more complex world, the potential applications for this scale of regularity in a random process are far reaching and powerful.
Autocorrelation of the susceptible-infected-susceptible process on networks
NASA Astrophysics Data System (ADS)
Liu, Qiang; Van Mieghem, Piet
2018-06-01
In this paper, we focus on the autocorrelation of the susceptible-infected-susceptible (SIS) process on networks. The N -intertwined mean-field approximation (NIMFA) is applied to calculate the autocorrelation properties of the exact SIS process. We derive the autocorrelation of the infection state of each node and the fraction of infected nodes both in the steady and transient states as functions of the infection probabilities of nodes. Moreover, we show that the autocorrelation can be used to estimate the infection and curing rates of the SIS process. The theoretical results are compared with the simulation of the exact SIS process. Our work fully utilizes the potential of the mean-field method and shows that NIMFA can indeed capture the autocorrelation properties of the exact SIS process.
First principles molecular dynamics of molten NaCl
NASA Astrophysics Data System (ADS)
Galamba, N.; Costa Cabral, B. J.
2007-03-01
First principles Hellmann-Feynman molecular dynamics (HFMD) results for molten NaCl at a single state point are reported. The effect of induction forces on the structure and dynamics of the system is studied by comparison of the partial radial distribution functions and the velocity and force autocorrelation functions with those calculated from classical MD based on rigid-ion and shell-model potentials. The first principles results reproduce the main structural features of the molten salt observed experimentally, whereas they are incorrectly described by both rigid-ion and shell-model potentials. Moreover, HFMD Green-Kubo self-diffusion coefficients are in closer agreement with experimental data than those predicted by classical MD. A comprehensive discussion of MD results for molten NaCl based on different ab initio parametrized polarizable interionic potentials is also given.
Radioisotope measurement of selected parameters of liquid-gas flow using single detector system
NASA Astrophysics Data System (ADS)
Zych, Marcin; Hanus, Robert; Jaszczur, Marek; Mosorov, Volodymyr; Świsulski, Dariusz
2018-06-01
To determine the parameters of two-phase flows using radioisotopes, usually two detectors are used. Knowing the distance between them, the velocity of the dispersed phase is calculated based on time delay estimation. Such a measurement system requires the use of two gamma-ray sealed sources. But in some situations it is also possible to determine velocity of dispersed phase using only one scintillation probe and one gamma-ray source. However, this requires proper signal analysis and prior calibration. This may also cause larger measurement errors. On the other hand, it allows measurements in hard to reach areas where there is often no place for the second detector. Additionally, by performing a previous calibration, it is possible to determine the void fraction or concentration of the selected phase. In this work an autocorrelation function was used to analyze the signal from the scintillation detector, which allowed for the determination of air velocities in slug and plug flows with an accuracy of 8.5%. Based on the analysis of the same signal, a void fraction with error of 15% was determined.
Sources of variation in Landsat autocorrelation
NASA Technical Reports Server (NTRS)
Craig, R. G.; Labovitz, M. L.
1980-01-01
Analysis of sixty-four scan lines representing diverse conditions across satellites, channels, scanners, locations and cloud cover confirms that Landsat data are autocorrelated and consistently follow an Arima (1,0,1) pattern. The AR parameter varies significantly with location and the MA coefficient with cloud cover. Maximum likelihood classification functions are considerably in error unless this autocorrelation is compensated for in sampling.
Transient hydrodynamic finite-size effects in simulations under periodic boundary conditions
NASA Astrophysics Data System (ADS)
Asta, Adelchi J.; Levesque, Maximilien; Vuilleumier, Rodolphe; Rotenberg, Benjamin
2017-06-01
We use lattice-Boltzmann and analytical calculations to investigate transient hydrodynamic finite-size effects induced by the use of periodic boundary conditions. These effects are inevitable in simulations at the molecular, mesoscopic, or continuum levels of description. We analyze the transient response to a local perturbation in the fluid and obtain the local velocity correlation function via linear response theory. This approach is validated by comparing the finite-size effects on the steady-state velocity with the known results for the diffusion coefficient. We next investigate the full time dependence of the local velocity autocorrelation function. We find at long times a crossover between the expected t-3 /2 hydrodynamic tail and an oscillatory exponential decay, and study the scaling with the system size of the crossover time, exponential rate and amplitude, and oscillation frequency. We interpret these results from the analytic solution of the compressible Navier-Stokes equation for the slowest modes, which are set by the system size. The present work not only provides a comprehensive analysis of hydrodynamic finite-size effects in bulk fluids, which arise regardless of the level of description and simulation algorithm, but also establishes the lattice-Boltzmann method as a suitable tool to investigate such effects in general.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hou Fengji; Hogg, David W.; Goodman, Jonathan
Markov chain Monte Carlo (MCMC) proves to be powerful for Bayesian inference and in particular for exoplanet radial velocity fitting because MCMC provides more statistical information and makes better use of data than common approaches like chi-square fitting. However, the nonlinear density functions encountered in these problems can make MCMC time-consuming. In this paper, we apply an ensemble sampler respecting affine invariance to orbital parameter extraction from radial velocity data. This new sampler has only one free parameter, and does not require much tuning for good performance, which is important for automatization. The autocorrelation time of this sampler is approximatelymore » the same for all parameters and far smaller than Metropolis-Hastings, which means it requires many fewer function calls to produce the same number of independent samples. The affine-invariant sampler speeds up MCMC by hundreds of times compared with Metropolis-Hastings in the same computing situation. This novel sampler would be ideal for projects involving large data sets such as statistical investigations of planet distribution. The biggest obstacle to ensemble samplers is the existence of multiple local optima; we present a clustering technique to deal with local optima by clustering based on the likelihood of the walkers in the ensemble. We demonstrate the effectiveness of the sampler on real radial velocity data.« less
Méndez-Morales, Trinidad; Carrete, Jesús; Bouzón-Capelo, Silvia; Pérez-Rodríguez, Martín; Cabeza, Óscar; Gallego, Luis J; Varela, Luis M
2013-03-21
Structural and dynamical properties of room-temperature ionic liquids containing the cation 1-butyl-3-methylimidazolium ([BMIM](+)) and three different anions (hexafluorophosphate, [PF6](-), tetrafluoroborate, [BF4](-), and bis(trifluoromethylsulfonyl)imide, [NTf2](-)) doped with several molar fractions of lithium salts with a common anion at 298.15 K and 1 atm were investigated by means of molecular dynamics simulations. The effect of the size of the salt cation was also analyzed by comparing these results with those for mixtures of [BMIM][PF6] with NaPF6. Lithium/sodium solvation and ionic mobilities were analyzed via the study of radial distribution functions, coordination numbers, cage autocorrelation functions, mean-square displacements (including the analysis of both ballistic and diffusive regimes), self-diffusion coefficients of all the ionic species, velocity and current autocorrelation functions, and ionic conductivity in all the ionic liquid/salt systems. We found that lithium and sodium cations are strongly coordinated in two different positions with the anion present in the mixture. Moreover, [Li](+) and [Na](+) cations were found to form bonded-like, long-lived aggregates with the anions in their first solvation shell, which act as very stable kinetic entities within which a marked rattling motion of salt ions takes place. With very long MD simulation runs, this phenomenon is proved to be on the basis of the decrease of self-diffusion coefficients and ionic conductivities previously reported in experimental and computational results.
Inference for local autocorrelations in locally stationary models.
Zhao, Zhibiao
2015-04-01
For non-stationary processes, the time-varying correlation structure provides useful insights into the underlying model dynamics. We study estimation and inferences for local autocorrelation process in locally stationary time series. Our constructed simultaneous confidence band can be used to address important hypothesis testing problems, such as whether the local autocorrelation process is indeed time-varying and whether the local autocorrelation is zero. In particular, our result provides an important generalization of the R function acf() to locally stationary Gaussian processes. Simulation studies and two empirical applications are developed. For the global temperature series, we find that the local autocorrelations are time-varying and have a "V" shape during 1910-1960. For the S&P 500 index, we conclude that the returns satisfy the efficient-market hypothesis whereas the magnitudes of returns show significant local autocorrelations.
NASA Astrophysics Data System (ADS)
Qi, Le; Zheng, Zhongyi; Gang, Longhui
2017-10-01
It was found that the ships' velocity change, which is impacted by the weather and sea, e.g., wind, sea wave, sea current, tide, etc., is significant and must be considered in the marine traffic model. Therefore, a new marine traffic model based on cellular automaton (CA) was proposed in this paper. The characteristics of the ship's velocity change are taken into account in the model. First, the acceleration of a ship was divided into two components: regular component and random component. Second, the mathematical functions and statistical distribution parameters of the two components were confirmed by spectral analysis, curve fitting and auto-correlation analysis methods. Third, by combining the two components, the acceleration was regenerated in the update rules for ships' movement. To test the performance of the model, the ship traffic flows in the Dover Strait, the Changshan Channel and the Qiongzhou Strait were studied and simulated. The results show that the characteristics of ships' velocities in the simulations are consistent with the measured data by Automatic Identification System (AIS). Although the characteristics of the traffic flow in different areas are different, the velocities of ships can be simulated correctly. It proves that the velocities of ships under the influence of weather and sea can be simulated successfully using the proposed model.
NASA Technical Reports Server (NTRS)
Parrish, R. S.; Carter, M. C.
1974-01-01
This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.
Hoover, Brian G; Gamiz, Victor L
2006-02-01
The scalar bidirectional reflectance distribution function (BRDF) due to a perfectly conducting surface with roughness and autocorrelation width comparable with the illumination wavelength is derived from coherence theory on the assumption of a random reflective phase screen and an expansion valid for large effective roughness. A general quadratic expansion of the two-dimensional isotropic surface autocorrelation function near the origin yields representative Cauchy and Gaussian BRDF solutions and an intermediate general solution as the sum of an incoherent component and a nonspecular coherent component proportional to an integral of the plasma dispersion function in the complex plane. Plots illustrate agreement of the derived general solution with original bistatic BRDF data due to a machined aluminum surface, and comparisons are drawn with previously published data in the examination of variations with incident angle, roughness, illumination wavelength, and autocorrelation coefficients in the bistatic and monostatic geometries. The general quadratic autocorrelation expansion provides a BRDF solution that smoothly interpolates between the well-known results of the linear and parabolic approximations.
Single ion dynamics in molten sodium bromide
DOE Office of Scientific and Technical Information (OSTI.GOV)
Alcaraz, O.; Trullas, J.; Demmel, F.
We present a study on the single ion dynamics in the molten alkali halide NaBr. Quasielastic neutron scattering was employed to extract the self-diffusion coefficient of the sodium ions at three temperatures. Molecular dynamics simulations using rigid and polarizable ion models have been performed in parallel to extract the sodium and bromide single dynamics and ionic conductivities. Two methods have been employed to derive the ion diffusion, calculating the mean squared displacements and the velocity autocorrelation functions, as well as analysing the increase of the line widths of the self-dynamic structure factors. The sodium diffusion coefficients show a remarkable goodmore » agreement between experiment and simulation utilising the polarisable potential.« less
Decorrelation Times of Photospheric Fields and Flows
NASA Technical Reports Server (NTRS)
Welsch, B. T.; Kusano, K.; Yamamoto, T. T.; Muglach, K.
2012-01-01
We use autocorrelation to investigate evolution in flow fields inferred by applying Fourier Local Correlation Tracking (FLCT) to a sequence of high-resolution (0.3 "), high-cadence (approx = 2 min) line-of-sight magnetograms of NOAA active region (AR) 10930 recorded by the Narrowband Filter Imager (NFI) of the Solar Optical Telescope (SOT) aboard the Hinode satellite over 12 - 13 December 2006. To baseline the timescales of flow evolution, we also autocorrelated the magnetograms, at several spatial binnings, to characterize the lifetimes of active region magnetic structures versus spatial scale. Autocorrelation of flow maps can be used to optimize tracking parameters, to understand tracking algorithms f susceptibility to noise, and to estimate flow lifetimes. Tracking parameters varied include: time interval Delta t between magnetogram pairs tracked, spatial binning applied to the magnetograms, and windowing parameter sigma used in FLCT. Flow structures vary over a range of spatial and temporal scales (including unresolved scales), so tracked flows represent a local average of the flow over a particular range of space and time. We define flow lifetime to be the flow decorrelation time, tau . For Delta t > tau, tracking results represent the average velocity over one or more flow lifetimes. We analyze lifetimes of flow components, divergences, and curls as functions of magnetic field strength and spatial scale. We find a significant trend of increasing lifetimes of flow components, divergences, and curls with field strength, consistent with Lorentz forces partially governing flows in the active photosphere, as well as strong trends of increasing flow lifetime and decreasing magnitudes with increases in both spatial scale and Delta t.
Elastic Velocity Updating through Image-Domain Tomographic Inversion of Passive Seismic Data
NASA Astrophysics Data System (ADS)
Witten, B.; Shragge, J. C.
2014-12-01
Seismic monitoring at injection sites (e.g., CO2sequestration, waste water disposal, hydraulic fracturing) has become an increasingly important tool for hazard identification and avoidance. The information obtained from this data is often limited to seismic event properties (e.g., location, approximate time, moment tensor), the accuracy of which greatly depends on the estimated elastic velocity models. However, creating accurate velocity models from passive array data remains a challenging problem. Common techniques rely on picking arrivals or matching waveforms requiring high signal-to-noise data that is often not available for the magnitude earthquakes observed over injection sites. We present a new method for obtaining elastic velocity information from earthquakes though full-wavefield wave-equation imaging and adjoint-state tomography. The technique exploits images of the earthquake source using various imaging conditions based upon the P- and S-wavefield data. We generate image volumes by back propagating data through initial models and then applying a correlation-based imaging condition. We use the P-wavefield autocorrelation, S-wavefield autocorrelation, and P-S wavefield cross-correlation images. Inconsistencies in the images form the residuals, which are used to update the P- and S-wave velocity models through adjoint-state tomography. Because the image volumes are constructed from all trace data, the signal-to-noise in this space is increased when compared to the individual traces. Moreover, it eliminates the need for picking and does not require any estimation of the source location and timing. Initial tests show that with reasonable source distribution and acquisition array, velocity anomalies can be recovered. Future tests will apply this methodology to other scales from laboratory to global.
Image correlation microscopy for uniform illumination.
Gaborski, T R; Sealander, M N; Ehrenberg, M; Waugh, R E; McGrath, J L
2010-01-01
Image cross-correlation microscopy is a technique that quantifies the motion of fluorescent features in an image by measuring the temporal autocorrelation function decay in a time-lapse image sequence. Image cross-correlation microscopy has traditionally employed laser-scanning microscopes because the technique emerged as an extension of laser-based fluorescence correlation spectroscopy. In this work, we show that image correlation can also be used to measure fluorescence dynamics in uniform illumination or wide-field imaging systems and we call our new approach uniform illumination image correlation microscopy. Wide-field microscopy is not only a simpler, less expensive imaging modality, but it offers the capability of greater temporal resolution over laser-scanning systems. In traditional laser-scanning image cross-correlation microscopy, lateral mobility is calculated from the temporal de-correlation of an image, where the characteristic length is the illuminating laser beam width. In wide-field microscopy, the diffusion length is defined by the feature size using the spatial autocorrelation function. Correlation function decay in time occurs as an object diffuses from its original position. We show that theoretical and simulated comparisons between Gaussian and uniform features indicate the temporal autocorrelation function depends strongly on particle size and not particle shape. In this report, we establish the relationships between the spatial autocorrelation function feature size, temporal autocorrelation function characteristic time and the diffusion coefficient for uniform illumination image correlation microscopy using analytical, Monte Carlo and experimental validation with particle tracking algorithms. Additionally, we demonstrate uniform illumination image correlation microscopy analysis of adhesion molecule domain aggregation and diffusion on the surface of human neutrophils.
NASA Technical Reports Server (NTRS)
Davies, Roger
1994-01-01
The spatial autocorrelation functions of broad-band longwave and shortwave radiances measured by the Earth Radiation Budget Experiment (ERBE) are analyzed as a function of view angle in an investigation of the general effects of scene inhomogeneity on radiation. For nadir views, the correlation distance of the autocorrelation function is about 900 km for longwave radiance and about 500 km for shortwave radiance, consistent with higher degrees of freedom in shortwave reflection. Both functions rise monotonically with view angle, but there is a substantial difference in the relative angular dependence of the shortwave and longwave functions, especially for view angles less than 50 deg. In this range, the increase with angle of the longwave functions is found to depend only on the expansion of pixel area with angle, whereas the shortwave functions show an additional dependence on angle that is attributed to the occlusion of inhomogeneities by cloud height variations. Beyond a view angle of about 50 deg, both longwave and shortwave functions appear to be affected by cloud sides. The shortwave autocorrelation functions do not satisfy the principle of directional reciprocity, thereby proving that the average scene is horizontally inhomogeneous over the scale of an ERBE pixel (1500 sq km). Coarse stratification of the measurements by cloud amount, however, indicates that the average cloud-free scene does satisfy directional reciprocity on this scale.
techniques is presented. Two methods for linearizing the data are given. An expression for the specular-to-spattered power ratio is derived, and the inverse ... transform of the autocorrelation function is discussed. The surface roughness of the reflector, the discrete fading rates, and fading frequencies
NASA Astrophysics Data System (ADS)
Popkov, Artem
2016-01-01
The article contains information about acoustic emission signals analysing using autocorrelation function. Operation factors were analysed, such as shape of signal, the origins time and carrier frequency. The purpose of work is estimating the validity of correlations methods analysing signals. Acoustic emission signal consist of different types of waves, which propagate on different trajectories in object of control. Acoustic emission signal is amplitude-, phase- and frequency-modeling signal. It was described by carrier frequency at a given point of time. Period of signal make up 12.5 microseconds and carrier frequency make up 80 kHz for analysing signal. Usage autocorrelation function like indicator the origin time of acoustic emission signal raises validity localization of emitters.
NASA Technical Reports Server (NTRS)
Graham, K. N.; Fejer, J. A.
1976-01-01
The paper describes a numerical simulation of electron trajectories in weak random electric fields under conditions that are approximately true for Langmuir waves whose wavelength is much longer than the Debye length. Two types of trajectory calculations were made: (1) the initial particle velocity was made equal to the mean phase velocity of the waves, or (2) it was equal to 0.7419 times the mean velocity of the waves, so that the initial velocity differed substantially from all phase velocities of the wave spectrum. When the autocorrelation time is much greater than the trapping time, the particle motion can change virtually instantaneously from one of three states - high-velocity, low-velocity, or trapped state - to another. The probability of instantaneous transition from a high- or low-velocity state becomes small when the difference between the particle velocity and the mean phase velocity of the waves becomes high in comparison to the trapping velocity. Diffusive motion becomes negligible under these conditions also.
NASA Astrophysics Data System (ADS)
Hou, Yong; Fu, Yongsheng; Bredow, Richard; Kang, Dongdong; Redmer, Ronald; Yuan, Jianmin
2017-03-01
The average-atom model combined with the hyper-netted chain approximation is an efficient tool for electronic and ionic structure calculations for warm dense matter. Here we generalize this method in order to describe non-equilibrium states with different electron and ion temperature as produced in laser-matter interactions on ultra-short time scales. In particular, the electron-ion and ion-ion correlation effects are considered when calculating the electron structure. We derive an effective ion-ion pair-potential using the electron densities in the framework of temperature-depended density functional theory. Using this ion-ion potential we perform molecular dynamics simulations in order to determine the ionic transport properties such as the ionic diffusion coefficient and the shear viscosity through the ionic velocity autocorrelation functions.
NASA Astrophysics Data System (ADS)
Sawazaki, K.; Saito, T.; Ueno, T.; Shiomi, K.
2015-12-01
In this study, utilizing depth-sensitivity of interferometric waveforms recorded by co-located Hi-net and KiK-net sensors, we separate the responsible depth of seismic velocity change associated with the M6.3 earthquake occurred on November 22, 2014, in central Japan. The Hi-net station N.MKGH is located about 20 km northeast from the epicenter, where the seismometer is installed at the 150 m depth. At the same site, the KiK-net has two strong motion seismometers installed at the depths of 0 and 150 m. To estimate average velocity change around the N.MKGH station, we apply the stretching technique to auto-correlation function (ACF) of ambient noise recorded by the Hi-net sensor. To evaluate sensitivity of the Hi-net ACF to velocity change above and below the 150 m depth, we perform a numerical wave propagation simulation using 2-D FDM. To obtain velocity change above the 150 m depth, we measure response waveform from the depths of 150 m to 0 m by computing deconvolution function (DCF) of earthquake records obtained by the two KiK-net vertical array sensors. The background annual velocity variation is subtracted from the detected velocity change. From the KiK-net DCF records, the velocity reduction ratio above the 150 m depth is estimated to be 4.2 % and 3.1 % in the periods of 1-7 days and 7 days - 4 months after the mainshock, respectively. From the Hi-net ACF records, the velocity reduction ratio is estimated to be 2.2 % and 1.8 % in the same time periods, respectively. This difference in the estimated velocity reduction ratio is attributed to depth-dependence of the velocity change. By using the depth sensitivity obtained from the numerical simulation, we estimate the velocity reduction ratio below the 150 m depth to be lower than 1.0 % for both time periods. Thus the significant velocity reduction and recovery are observed above the 150 m depth only, which may be caused by strong ground motion of the mainshock and following healing in the shallow ground.
NASA Astrophysics Data System (ADS)
Bellissima, S.; Neumann, M.; Guarini, E.; Bafile, U.; Barocchi, F.
2017-01-01
Extending a preceding study of the velocity autocorrelation function (VAF) in a simulated Lennard-Jones fluid [Phys. Rev. E 92, 042166 (2015), 10.1103/PhysRevE.92.042166] to cover higher-density and lower-temperature states, we show that the recently demonstrated multiexponential expansion method allows for a full account and understanding of the basic dynamical processes encompassed by a fundamental quantity as the VAF. In particular, besides obtaining evidence of a persisting long-time tail, we assign specific and unambiguous physical meanings to groups of exponential modes related to the longitudinal and transverse collective dynamics, respectively. We have made this possible by consistently introducing the interpretation of the VAF frequency spectrum as a global density of states in fluids, generalizing a solid-state concept, and by giving to specific spectral components, obtained through the VAF exponential expansion, the corresponding meaning of partial densities of states relative to specific dynamical processes. The clear identification of a high-frequency oscillation of the VAF with the near-top excitation frequency in the dispersion curve of acoustic waves is a neat example of the power of the method. As for the transverse mode contribution, its analysis turns out to be particularly important, because the multiexponential expansion reveals a transition marking the onset of propagating excitations when the density is increased beyond a threshold value. While this finding agrees with the recent literature debating the issue of dynamical crossover boundaries, such as the one identified with the Frenkel line, we can add detailed information on the modes involved in this specific process in the domains of both time and frequency. This will help obtain a still missing full account of transverse dynamics, in both its nonpropagating and propagating aspects which are linked through dynamical transitions depending on both the thermodynamic states and the excitation wave vectors.
Laboratory observation of multiple double layer resembling space plasma double layer
NASA Astrophysics Data System (ADS)
Alex, Prince; Arumugam, Saravanan; Sinha, Suraj
2017-10-01
Perceptible double layer consisting of more than one layers were produced in laboratory using a double discharge plasma setup. The confinement of oppositely charged particles in each layer with sharply defined luminous boarder is attributed to the self-organization scenario. This structure is generated in front of a positively biased electrode when the electron drift velocity (νd) exceeds 1.3 times the electron thermal velocity (νte) . Stable multiple double layer structures were observed only between 1.3 νte <=νd <= 3 νte. At νd = 1.3 νte, oscillations were excited in the form of large amplitude burst followed by a high frequency stable oscillation. Beyond νd = 3 νte, multiple double layer begins to collapse which is characterized by an emergence in turbulence. Long range dependence in the corresponding electrostatic potential fluctuations indicates the role of self-organized criticality in the emergence of turbulence. The algebraic decaying tale of the autocorrelation function and power law behavior in the power spectrum are consistent with the observation.
Laser velocimeter application to oscillatory liquid flows
NASA Technical Reports Server (NTRS)
Gartrell, L. R.
1978-01-01
A laser velocimeter technique was used to measure the mean velocity and the frequency characteristics of an oscillatory flow component generated with a rotating flapper in liquid flow system at Reynolds numbers approximating 93,000. The velocity information was processed in the frequency domain using a tracker whose output was used to determine the flow spectrum. This was accomplished with the use of an autocorrelator/Fourier transform analyzer and a spectrum averaging analyzer where induced flow oscillations up to 40 Hz were detected. Tests were conducted at a mean flow velocity of approximately 2 m/s. The experimental results show that the laser velocimeter can provide quantitative information such as liquid flow velocity and frequency spectrum with a possible application to cryogenic fluid flows.
NASA Astrophysics Data System (ADS)
Martins, Luis Gustavo Nogueira; Stefanello, Michel Baptistella; Degrazia, Gervásio Annes; Acevedo, Otávio Costa; Puhales, Franciano Scremin; Demarco, Giuliano; Mortarini, Luca; Anfossi, Domenico; Roberti, Débora Regina; Costa, Felipe Denardin; Maldaner, Silvana
2016-11-01
In this study we analyze natural complex signals employing the Hilbert-Huang spectral analysis. Specifically, low wind meandering meteorological data are decomposed into turbulent and non turbulent components. These non turbulent movements, responsible for the absence of a preferential direction of the horizontal wind, provoke negative lobes in the meandering autocorrelation functions. The meandering characteristic time scales (meandering periods) are determined from the spectral peak provided by the Hilbert-Huang marginal spectrum. The magnitudes of the temperature and horizontal wind meandering period obtained agree with the results found from the best fit of the heuristic meandering autocorrelation functions. Therefore, the new method represents a new procedure to evaluate meandering periods that does not employ mathematical expressions to represent observed meandering autocorrelation functions.
Autocorrelations of stellar light and mass at z˜ 0 and ˜1: from SDSS to DEEP2
NASA Astrophysics Data System (ADS)
Li, Cheng; White, Simon D. M.; Chen, Yanmei; Coil, Alison L.; Davis, Marc; De Lucia, Gabriella; Guo, Qi; Jing, Y. P.; Kauffmann, Guinevere; Willmer, Christopher N. A.; Zhang, Wei
2012-01-01
We present measurements of projected autocorrelation functions wp(rp) for the stellar mass of galaxies and for their light in the U, B and V bands, using data from the third data release of the DEEP2 Galaxy Redshift Survey and the final data release of the Sloan Digital Sky Survey (SDSS). We investigate the clustering bias of stellar mass and light by comparing these to projected autocorrelations of dark matter estimated from the Millennium Simulations (MS) at z= 1 and 0.07, the median redshifts of our galaxy samples. All of the autocorrelation and bias functions show systematic trends with spatial scale and waveband which are impressively similar at the two redshifts. This shows that the well-established environmental dependence of stellar populations in the local Universe is already in place at z= 1. The recent MS-based galaxy formation simulation of Guo et al. reproduces the scale-dependent clustering of luminosity to an accuracy better than 30 per cent in all bands and at both redshifts, but substantially overpredicts mass autocorrelations at separations below about 2 Mpc. Further comparison of the shapes of our stellar mass bias functions with those predicted by the model suggests that both the SDSS and DEEP2 data prefer a fluctuation amplitude of σ8˜ 0.8 rather than the σ8= 0.9 assumed by the MS.
Deblauwe, Vincent; Kennel, Pol; Couteron, Pierre
2012-01-01
Background Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images), such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r) is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. Methodology/Principal Findings The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions) of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform). Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. Conclusions/Significance The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy). We explore the potential of the method for association tests involving a lattice of binary data and discuss its potential for validation of species distribution models. An implementation of the method in Java for the generation of wavelet-based surrogates is available online as supporting material. PMID:23144961
Why Non-Equilibrium is Different
NASA Astrophysics Data System (ADS)
Dorfman, J. Robert; Kirkpatrick, Theodore R.; Sengers, Jan V.
The 1970 paper, "Decay of the Velocity Correlation Function" [Phys. Rev. A1, 18 (1970), see also Phys. Rev. Lett. 18, 988, (1967)] by Berni Alder and Tom Wainwright, demonstrated, by means of computer simulations, that the velocity autocorrelation function for a particle moving diffusively in a gas of hard disks decays algebraically in time as t-1, and as t-3/2 for a gas of hard spheres. These decays appear in non-equilibrium fluids and have no counterpart in fluids in thermodynamic equilibrium. The work of Alder and Wainwright stimulated theorists to find explanations for these "long time tails" using kinetic theory or a mesoscopic mode-coupling theory. This paper has had a profound influence on our understanding of the non-equilibrium properties of fluid systems. Here we discuss the kinetic origins of the long time tails, the microscopic foundations of modecoupling theory, and the implications of these results for the physics of fluids. We also mention applications of the long time tails and mode-coupling theory to other, seemingly unrelated, fields of physics. We are honored to dedicate this short review to Berni Alder on the occasion of his 90th birthday!
Studies of the micromorphology of sputtered TiN thin films by autocorrelation techniques
NASA Astrophysics Data System (ADS)
Smagoń, Kamil; Stach, Sebastian; Ţălu, Ştefan; Arman, Ali; Achour, Amine; Luna, Carlos; Ghobadi, Nader; Mardani, Mohsen; Hafezi, Fatemeh; Ahmadpourian, Azin; Ganji, Mohsen; Grayeli Korpi, Alireza
2017-12-01
Autocorrelation techniques are crucial tools for the study of the micromorphology of surfaces: They provide the description of anisotropic properties and the identification of repeated patterns on the surface, facilitating the comparison of samples. In the present investigation, some fundamental concepts of these techniques including the autocorrelation function and autocorrelation length have been reviewed and applied in the study of titanium nitride thin films by atomic force microscopy (AFM). The studied samples were grown on glass substrates by reactive magnetron sputtering at different substrate temperatures (from 25 {}°C to 400 {}°C , and their micromorphology was studied by AFM. The obtained AFM data were analyzed using MountainsMap Premium software obtaining the correlation function, the structure of isotropy and the spatial parameters according to ISO 25178 and EUR 15178N. These studies indicated that the substrate temperature during the deposition process is an important parameter to modify the micromorphology of sputtered TiN thin films and to find optimized surface properties. For instance, the autocorrelation length exhibited a maximum value for the sample prepared at a substrate temperature of 300 {}°C , and the sample obtained at 400 {}°C presented a maximum angle of the direction of the surface structure.
A general statistical test for correlations in a finite-length time series.
Hanson, Jeffery A; Yang, Haw
2008-06-07
The statistical properties of the autocorrelation function from a time series composed of independently and identically distributed stochastic variables has been studied. Analytical expressions for the autocorrelation function's variance have been derived. It has been found that two common ways of calculating the autocorrelation, moving-average and Fourier transform, exhibit different uncertainty characteristics. For periodic time series, the Fourier transform method is preferred because it gives smaller uncertainties that are uniform through all time lags. Based on these analytical results, a statistically robust method has been proposed to test the existence of correlations in a time series. The statistical test is verified by computer simulations and an application to single-molecule fluorescence spectroscopy is discussed.
Single-channel autocorrelation functions: the effects of time interval omission.
Ball, F G; Sansom, M S
1988-01-01
We present a general mathematical framework for analyzing the dynamic aspects of single channel kinetics incorporating time interval omission. An algorithm for computing model autocorrelation functions, incorporating time interval omission, is described. We show, under quite general conditions, that the form of these autocorrelations is identical to that which would be obtained if time interval omission was absent. We also show, again under quite general conditions, that zero correlations are necessarily a consequence of the underlying gating mechanism and not an artefact of time interval omission. The theory is illustrated by a numerical study of an allosteric model for the gating mechanism of the locust muscle glutamate receptor-channel. PMID:2455553
Communication: Probing anomalous diffusion in frequency space
DOE Office of Scientific and Technical Information (OSTI.GOV)
Stachura, Sławomir; Synchrotron Soleil, L’Orme de Merisiers, 91192 Gif-sur-Yvette; Kneller, Gerald R., E-mail: gerald.kneller@cnrs-orleans.fr
Anomalous diffusion processes are usually detected by analyzing the time-dependent mean square displacement of the diffusing particles. The latter evolves asymptotically as W(t) ∼ 2D{sub α}t{sup α}, where D{sub α} is the fractional diffusion constant and 0 < α < 2. In this article we show that both D{sub α} and α can also be extracted from the low-frequency Fourier spectrum of the corresponding velocity autocorrelation function. This offers a simple method for the interpretation of quasielastic neutron scattering spectra from complex (bio)molecular systems, in which subdiffusive transport is frequently encountered. The approach is illustrated and validated by analyzing molecularmore » dynamics simulations of molecular diffusion in a lipid POPC bilayer.« less
Fluid-fluid interfacial mobility from random walks
NASA Astrophysics Data System (ADS)
Barclay, Paul L.; Lukes, Jennifer R.
2017-12-01
Dual control volume grand canonical molecular dynamics is used to perform the first calculation of fluid-fluid interfacial mobilities. The mobility is calculated from one-dimensional random walks of the interface by relating the diffusion coefficient to the interfacial mobility. Three different calculation methods are employed: one using the interfacial position variance as a function of time, one using the mean-squared interfacial displacement, and one using the time-autocorrelation of the interfacial velocity. The mobility is calculated for two liquid-liquid interfaces and one liquid-vapor interface to examine the robustness of the methods. Excellent agreement between the three calculation methods is shown for all the three interfaces, indicating that any of them could be used to calculate the interfacial mobility.
Chan, Aaron C.; Srinivasan, Vivek J.
2013-01-01
In optical coherence tomography (OCT) and ultrasound, unbiased Doppler frequency estimators with low variance are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible, which should also, in principle, improve estimation performance. Paradoxically, however, the widely used Kasai autocorrelation estimator’s performance worsens with increasing acquisition rate. We propose that parametric estimators based on accurate models of noise statistics can offer better performance. We derive a maximum likelihood estimator (MLE) based on a simple additive white Gaussian noise model, and show that it can outperform the Kasai autocorrelation estimator. In addition, we also derive the Cramer Rao lower bound (CRLB), and show that the variance of the MLE approaches the CRLB for moderate data lengths and noise levels. We note that the MLE performance improves with longer acquisition time, and remains constant or improves with higher acquisition rates. These qualities may make it a preferred technique as OCT imaging speed continues to improve. Finally, our work motivates the development of more general parametric estimators based on statistical models of decorrelation noise. PMID:23446044
Haney, Matthew M.; Mikesell, T. Dylan; van Wijk, Kasper; Nakahara, Hisashi
2012-01-01
Using ambient seismic noise for imaging subsurface structure dates back to the development of the spatial autocorrelation (SPAC) method in the 1950s. We present a theoretical analysis of the SPAC method for multicomponent recordings of surface waves to determine the complete 3 × 3 matrix of correlations between all pairs of three-component motions, called the correlation matrix. In the case of isotropic incidence, when either Rayleigh or Love waves arrive from all directions with equal power, the only non-zero off-diagonal terms in the matrix are the vertical–radial (ZR) and radial–vertical (RZ) correlations in the presence of Rayleigh waves. Such combinations were not considered in the development of the SPAC method. The method originally addressed the vertical–vertical (ZZ), RR and TT correlations, hence the name spatial autocorrelation. The theoretical expressions we derive for the ZR and RZ correlations offer additional ways to measure Rayleigh wave dispersion within the SPAC framework. Expanding on the results for isotropic incidence, we derive the complete correlation matrix in the case of generally anisotropic incidence. We show that the ZR and RZ correlations have advantageous properties in the presence of an out-of-plane directional wavefield compared to ZZ and RR correlations. We apply the results for mixed-component correlations to a data set from Akutan Volcano, Alaska and find consistent estimates of Rayleigh wave phase velocity from ZR compared to ZZ correlations. This work together with the recently discovered connections between the SPAC method and time-domain correlations of ambient noise provide further insights into the retrieval of surface wave Green’s functions from seismic noise.
Fractional Brownian motion and the critical dynamics of zipping polymers.
Walter, J-C; Ferrantini, A; Carlon, E; Vanderzande, C
2012-03-01
We consider two complementary polymer strands of length L attached by a common-end monomer. The two strands bind through complementary monomers and at low temperatures form a double-stranded conformation (zipping), while at high temperature they dissociate (unzipping). This is a simple model of DNA (or RNA) hairpin formation. Here we investigate the dynamics of the strands at the equilibrium critical temperature T=T(c) using Monte Carlo Rouse dynamics. We find that the dynamics is anomalous, with a characteristic time scaling as τ∼L(2.26(2)), exceeding the Rouse time ∼L(2.18). We investigate the probability distribution function, velocity autocorrelation function, survival probability, and boundary behavior of the underlying stochastic process. These quantities scale as expected from a fractional Brownian motion with a Hurst exponent H=0.44(1). We discuss similarities to and differences from unbiased polymer translocation.
Establishing the diffuse correlation spectroscopy signal relationship with blood flow.
Boas, David A; Sakadžić, Sava; Selb, Juliette; Farzam, Parisa; Franceschini, Maria Angela; Carp, Stefan A
2016-07-01
Diffuse correlation spectroscopy (DCS) measurements of blood flow rely on the sensitivity of the temporal autocorrelation function of diffusively scattered light to red blood cell (RBC) mean square displacement (MSD). For RBCs flowing with convective velocity [Formula: see text], the autocorrelation is expected to decay exponentially with [Formula: see text], where [Formula: see text] is the delay time. RBCs also experience shear-induced diffusion with a diffusion coefficient [Formula: see text] and an MSD of [Formula: see text]. Surprisingly, experimental data primarily reflect diffusive behavior. To provide quantitative estimates of the relative contributions of convective and diffusive movements, we performed Monte Carlo simulations of light scattering through tissue of varying vessel densities. We assumed laminar vessel flow profiles and accounted for shear-induced diffusion effects. In agreement with experimental data, we found that diffusive motion dominates the correlation decay for typical DCS measurement parameters. Furthermore, our model offers a quantitative relationship between the RBC diffusion coefficient and absolute tissue blood flow. We thus offer, for the first time, theoretical support for the empirically accepted ability of the DCS blood flow index ([Formula: see text]) to quantify tissue perfusion. We find [Formula: see text] to be linearly proportional to blood flow, but with a proportionality modulated by the hemoglobin concentration and the average blood vessel diameter.
Sim, K S; Lim, M S; Yeap, Z X
2016-07-01
A new technique to quantify signal-to-noise ratio (SNR) value of the scanning electron microscope (SEM) images is proposed. This technique is known as autocorrelation Levinson-Durbin recursion (ACLDR) model. To test the performance of this technique, the SEM image is corrupted with noise. The autocorrelation function of the original image and the noisy image are formed. The signal spectrum based on the autocorrelation function of image is formed. ACLDR is then used as an SNR estimator to quantify the signal spectrum of noisy image. The SNR values of the original image and the quantified image are calculated. The ACLDR is then compared with the three existing techniques, which are nearest neighbourhood, first-order linear interpolation and nearest neighbourhood combined with first-order linear interpolation. It is shown that ACLDR model is able to achieve higher accuracy in SNR estimation. © 2016 The Authors Journal of Microscopy © 2016 Royal Microscopical Society.
Spectra of empirical autocorrelation matrices: A random-matrix-theory-inspired perspective
NASA Astrophysics Data System (ADS)
Jamali, Tayeb; Jafari, G. R.
2015-07-01
We construct an autocorrelation matrix of a time series and analyze it based on the random-matrix theory (RMT) approach. The autocorrelation matrix is capable of extracting information which is not easily accessible by the direct analysis of the autocorrelation function. In order to provide a precise conclusion based on the information extracted from the autocorrelation matrix, the results must be first evaluated. In other words they need to be compared with some sort of criterion to provide a basis for the most suitable and applicable conclusions. In the context of the present study, the criterion is selected to be the well-known fractional Gaussian noise (fGn). We illustrate the applicability of our method in the context of stock markets. For the former, despite the non-Gaussianity in returns of the stock markets, a remarkable agreement with the fGn is achieved.
Global Autocorrelation Scales of the Partial Pressure of Oceanic CO2
NASA Technical Reports Server (NTRS)
Li, Zhen; Adamec, David; Takahashi, Taro; Sutherland, Stewart C.
2004-01-01
A global database of approximately 1.7 million observations of the partial pressure of carbon dioxide in surface ocean waters (pCO2) collected between 1970 and 2003 is used to estimate its spatial autocorrelation structure. The patterns of the lag distance where the autocorrelation exceeds 0.8 is similar to patterns in the spatial distribution of the first baroclinic Rossby radius of deformation indicating that ocean circulation processes play a significant role in determining the spatial variability of pCO2. For example, the global maximum of the distance at which autocorrelations exceed 0.8 averages about 140 km in the equatorial Pacific. Also, the lag distance at which the autocorrelation exceed 0.8 is greater in the vicinity of the Gulf Stream than it is near the Kuroshio, approximately 50 km near the Gulf Stream as opposed to 20 km near the Kuroshio. Separate calculations for times when the sun is north and south of the equator revealed no obvious seasonal dependence of the spatial autocorrelation scales. The pCO2 measurements at Ocean Weather Station (OWS) 'P', in the eastern subarctic Pacific (50 N, 145 W) is the only fixed location where an uninterrupted time series of sufficient length exists to calculate a meaningful temporal autocorrelation function for lags greater than a few days. The estimated temporal autocorrelation function at OWS 'P', is highly variable. A spectral analysis of the longest four pCO2 time series indicates a high level of variability occurring over periods from the atmospheric synoptic to the maximum length of the time series, in this case 42 days. It is likely that a relative peak in variability with a period of 3-6 days is related to atmospheric synoptic period variability and ocean mixing events due to wind stirring. However, the short length of available time series makes identifying temporal relationships between pCO2 and atmospheric or ocean processes problematic.
Zhou, Yunyi; Tao, Chenyang; Lu, Wenlian; Feng, Jianfeng
2018-04-20
Functional connectivity is among the most important tools to study brain. The correlation coefficient, between time series of different brain areas, is the most popular method to quantify functional connectivity. Correlation coefficient in practical use assumes the data to be temporally independent. However, the time series data of brain can manifest significant temporal auto-correlation. A widely applicable method is proposed for correcting temporal auto-correlation. We considered two types of time series models: (1) auto-regressive-moving-average model, (2) nonlinear dynamical system model with noisy fluctuations, and derived their respective asymptotic distributions of correlation coefficient. These two types of models are most commonly used in neuroscience studies. We show the respective asymptotic distributions share a unified expression. We have verified the validity of our method, and shown our method exhibited sufficient statistical power for detecting true correlation on numerical experiments. Employing our method on real dataset yields more robust functional network and higher classification accuracy than conventional methods. Our method robustly controls the type I error while maintaining sufficient statistical power for detecting true correlation in numerical experiments, where existing methods measuring association (linear and nonlinear) fail. In this work, we proposed a widely applicable approach for correcting the effect of temporal auto-correlation on functional connectivity. Empirical results favor the use of our method in functional network analysis. Copyright © 2018. Published by Elsevier B.V.
NASA Astrophysics Data System (ADS)
Gassenmeier, M.; Sens-Schönfelder, C.; Eulenfeld, T.; Bartsch, M.; Victor, P.; Tilmann, F.; Korn, M.
2016-03-01
To investigate temporal seismic velocity changes due to earthquake related processes and environmental forcing in Northern Chile, we analyse 8 yr of ambient seismic noise recorded by the Integrated Plate Boundary Observatory Chile (IPOC). By autocorrelating the ambient seismic noise field measured on the vertical components, approximations of the Green's functions are retrieved and velocity changes are measured with Coda Wave Interferometry. At station PATCX, we observe seasonal changes in seismic velocity caused by thermal stress as well as transient velocity reductions in the frequency range of 4-6 Hz. Sudden velocity drops occur at the time of mostly earthquake-induced ground shaking and recover over a variable period of time. We present an empirical model that describes the seismic velocity variations based on continuous observations of the local ground acceleration. The model assumes that not only the shaking of large earthquakes causes velocity drops, but any small vibrations continuously induce minor velocity variations that are immediately compensated by healing in the steady state. We show that the shaking effect is accumulated over time and best described by the integrated envelope of the ground acceleration over the discretization interval of the velocity measurements, which is one day. In our model, the amplitude of the velocity reduction as well as the recovery time are proportional to the size of the excitation. This model with two free scaling parameters fits the data of the shaking induced velocity variation in remarkable detail. Additionally, a linear trend is observed that might be related to a recovery process from one or more earthquakes before our measurement period. A clear relationship between ground shaking and induced velocity reductions is not visible at other stations. We attribute the outstanding sensitivity of PATCX to ground shaking and thermal stress to the special geological setting of the station, where the subsurface material consists of relatively loose conglomerate with high pore volume leading to a stronger nonlinearity compared to the other IPOC stations.
Effects of Turbulence on Settling Velocities of Synthetic and Natural Particles
NASA Astrophysics Data System (ADS)
Jacobs, C.; Jendrassak, M.; Gurka, R.; Hackett, E. E.
2014-12-01
For large-scale sediment transport predictions, an important parameter is the settling or terminal velocity of particles because it plays a key role in determining the concentration of sediment particles within the water column as well as the deposition rate of particles onto the seabed. The settling velocity of particles is influenced by the fluid dynamic environment as well as attributes of the particle, such as its size, shape, and density. This laboratory study examines the effects of turbulence, generated by an oscillating grid, on both synthetic and natural particles for a range of flow conditions. Because synthetic particles are spherical, they serve as a reference for the natural particles that are irregular in shape. Particle image velocimetry (PIV) and high-speed imaging systems were used simultaneously to study the interaction between the fluid mechanics and sediment particles' dynamics in a tank. The particles' dynamics were analyzed using a custom two-dimensional tracking algorithm used to obtain distributions of the particle's velocity and acceleration. Turbulence properties, such as root-mean-square turbulent velocity and vorticity, were calculated from the PIV data. Results are classified by Stokes number, which was based-on the integral scale deduced from the auto-correlation function of velocity. We find particles with large Stokes numbers are unaffected by the turbulence, while particles with small Stokes numbers primarily show an increase in settling velocity in comparison to stagnant flow. The results also show an inverse relationship between Stokes number and standard deviation of the settling velocity. This research enables a better understanding of the interdependence between particles and turbulent flow, which can be used to improve parameterizations in large-scale sediment transport models.
Spectrum sensing algorithm based on autocorrelation energy in cognitive radio networks
NASA Astrophysics Data System (ADS)
Ren, Shengwei; Zhang, Li; Zhang, Shibing
2016-10-01
Cognitive radio networks have wide applications in the smart home, personal communications and other wireless communication. Spectrum sensing is the main challenge in cognitive radios. This paper proposes a new spectrum sensing algorithm which is based on the autocorrelation energy of signal received. By taking the autocorrelation energy of the received signal as the statistics of spectrum sensing, the effect of the channel noise on the detection performance is reduced. Simulation results show that the algorithm is effective and performs well in low signal-to-noise ratio. Compared with the maximum generalized eigenvalue detection (MGED) algorithm, function of covariance matrix based detection (FMD) algorithm and autocorrelation-based detection (AD) algorithm, the proposed algorithm has 2 11 dB advantage.
NASA Astrophysics Data System (ADS)
Borra, Ermanno F.; Romney, Jonathan D.; Trottier, Eric
2018-06-01
We demonstrate that extremely rapid and weak periodic and non-periodic signals can easily be detected by using the autocorrelation of intensity as a function of time. We use standard radio-astronomical observations that have artificial periodic and non-periodic signals generated by the electronics of terrestrial origin. The autocorrelation detects weak signals that have small amplitudes because it averages over long integration times. Another advantage is that it allows a direct visualization of the shape of the signals, while it is difficult to see the shape with a Fourier transform. Although Fourier transforms can also detect periodic signals, a novelty of this work is that we demonstrate another major advantage of the autocorrelation, that it can detect non-periodic signals while the Fourier transform cannot. Another major novelty of our work is that we use electric fields taken in a standard format with standard instrumentation at a radio observatory and therefore no specialized instrumentation is needed. Because the electric fields are sampled every 15.625 ns, they therefore allow detection of very rapid time variations. Notwithstanding the long integration times, the autocorrelation detects very rapid intensity variations as a function of time. The autocorrelation could also detect messages from Extraterrestrial Intelligence as non-periodic signals.
NASA Technical Reports Server (NTRS)
Catalano, G. D.; Morton, J. B.; Humphris, R. R.
1976-01-01
The flow development of an axisymmetric jet exhausting into a moving airstream has been studied. The jet has a Reynolds number of 22,600, and the ratio of the jet velocity to the wind tunnel velocity is 5.1 to 1. The flow field of the axisymmetric jet was examined at locations varying from approximately zero to eight diameters downstream of the orifice. Of primary concern at each downstream location was the mapping of the one point statistical properties of the flow, including mean velocity, turbulent intensity, and intermittency. Autocorrelations and power spectral density curves were determined for both the fluctuating velocity field and the concentration signal at various distances from the jet's center line for different downstream locations. A laser Doppler velocimeter, using a phase locked loop processor, was used to make the desired velocity field measurements which were compared with hot wire anemometer and pressure probe data.
Differences in trunk control between early and late pregnancy during gait.
Sawa, Ryuichi; Doi, Takehiko; Asai, Tsuyoshi; Watanabe, Kaori; Taniguchi, Takeshi; Ono, Rei
2015-10-01
The aim of this study was to compare gait characteristics, including the functional ability of the trunk, between women before and during the third trimester of pregnancy. Gait measurements were performed on 27 pregnant women, who were divided into two groups using the threshold of 28 gestational weeks. The subjects were instructed to walk at their preferred speed. In addition to stride-time coefficient of variation, root mean square (RMS) and autocorrelation coefficient, coefficient of attenuation (CoA) of acceleration was computed as an index to assess the functional ability of the trunk. Differences of gait characteristics between the groups were determined by the Mann-Whitney U test. Gait characteristics that showed a significant difference between the groups were further analyzed with adjustment by age, height, weight and gait velocity by using multiple regression analysis. Women during the third trimester of pregnancy showed significantly smaller RMS in the anteroposterior direction at the lower trunk than those before the third trimester of pregnancy, even after adjusting for age, height, weight and gait velocity [β=0.47; 95% confidence interval (CI) 0.07-0.25]. CoA in the anteroposterior direction was also significantly lower in women during the third trimester of pregnancy than in those before the third trimester of pregnancy after adjustment by age, height, weight and gait velocity (β=0.44; 95% CI 0.39-18.52). The present cross-sectional study suggests the possibility that the functional ability of the trunk during gait declines in late pregnancy. Copyright © 2015 Elsevier B.V. All rights reserved.
NASA Technical Reports Server (NTRS)
Cartier, D. E.
1976-01-01
This concise paper considers the effect on the autocorrelation function of a pseudonoise (PN) code when the acquisition scheme only integrates coherently over part of the code and then noncoherently combines these results. The peak-to-null ratio of the effective PN autocorrelation function is shown to degrade to the square root of n, where n is the number of PN symbols over which coherent integration takes place.
NASA Astrophysics Data System (ADS)
Chen, Junbao; Xia, Wei; Wang, Ming
2017-06-01
Photodiodes that exhibit a two-photon absorption effect within the spectral communication band region can be useful for building an ultra-compact autocorrelator for the characteristic inspection of optical pulses. In this work, we develop an autocorrelator for measuring the temporal profile of pulses at 1550 nm from an erbium-doped fiber laser based on the two-photon photovoltaic (TPP) effect in a GaAs PIN photodiode. The temporal envelope of the autocorrelation function contains two symmetrical temporal side lobes due to the third order dispersion of the laser pulses. Moreover, the joint time-frequency distribution of the dispersive pulses and the dissimilar two-photon response spectrum of GaAs and Si result in different delays for the appearance of the temporal side lobes. Compared with Si, GaAs displays a greater sensitivity for pulse shape reconstruction at 1550 nm, benefiting from the higher signal-to-noise ratio of the side lobes and the more centralized waveform of the autocorrelation trace. We also measure the pulse width using the GaAs PIN photodiode, and the resolution of the measured full width at half maximum of the TPP autocorrelation trace is 0.89 fs, which is consistent with a conventional second-harmonic generation crystal autocorrelator. The GaAs PIN photodiode is shown to be highly suitable for real-time second-order autocorrelation measurements of femtosecond optical pulses. It is used both for the generation and detection of the autocorrelation signal, allowing the construction of a compact and inexpensive intensity autocorrelator.
Imaging the Lower Crust and Moho Beneath Long Beach, CA Using Autocorrelations
NASA Astrophysics Data System (ADS)
Clayton, R. W.
2017-12-01
Three-dimensional images of the lower crust and Moho in a 10x10 km region beneath Long Beach, CA are constructed from autocorrelations of ambient noise. The results show the Moho at a depth of 15 km at the coast and dipping at 45 degrees inland to a depth of 25 km. The shape of the Moho interface is irregular in both the coast perpendicular and parallel directions. The lower crust appears as a zone of enhanced reflectivity with numerous small-scale structures. The autocorrelations are constructed from virtual source gathers that were computed from the dense Long Beach array that were used in the Lin et al (2013) study. All near zero-offset traces within a 200 m disk are stacked to produce a single autocorrelation at that point. The stack typically is over 50-60 traces. To convert the auto correlation to reflectivity as in Claerbout (1968), the noise source autocorrelation, which is estimated as the average of all autocorrelations is subtracted from each trace. The subsurface image is then constructed with a 0.1-2 Hz filter and AGC scaling. The main features of the image are confirmed with broadband receiver functions from the LASSIE survey (Ma et al, 2016). The use of stacked autocorrelations extends ambient noise into the lower crust.
Aging Wiener-Khinchin theorem and critical exponents of 1/f^{β} noise.
Leibovich, N; Dechant, A; Lutz, E; Barkai, E
2016-11-01
The power spectrum of a stationary process may be calculated in terms of the autocorrelation function using the Wiener-Khinchin theorem. We here generalize the Wiener-Khinchin theorem for nonstationary processes and introduce a time-dependent power spectrum 〈S_{t_{m}}(ω)〉 where t_{m} is the measurement time. For processes with an aging autocorrelation function of the form 〈I(t)I(t+τ)〉=t^{Υ}ϕ_{EA}(τ/t), where ϕ_{EA}(x) is a nonanalytic function when x is small, we find aging 1/f^{β} noise. Aging 1/f^{β} noise is characterized by five critical exponents. We derive the relations between the scaled autocorrelation function and these exponents. We show that our definition of the time-dependent spectrum retains its interpretation as a density of Fourier modes and discuss the relation to the apparent infrared divergence of 1/f^{β} noise. We illustrate our results for blinking-quantum-dot models, single-file diffusion, and Brownian motion in a logarithmic potential.
Experimental Study of Short-Time Brownian Motion
NASA Astrophysics Data System (ADS)
Mo, Jianyong; Simha, Akarsh; Riegler, David; Raizen, Mark
2015-03-01
We report our progress on the study of short-time Brownian motion of optically-trapped microspheres. In earlier work, we observed the instantaneous velocity of microspheres in gas and in liquid, verifying a prediction by Albert Einstein from 1907. We now report a more accurate test of the energy equipartition theorem for a particle in liquid. We also observe boundary effects on Brownian motion in liquid by setting a wall near the trapped particle, which changes the dynamics of the motion. We find that the velocity autocorrelation of the particle decreases faster as the particle gets closer to the wall.
Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi
2015-05-01
We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.
Langevin Dynamics Deciphers the Motility Pattern of Swimming Parasites
NASA Astrophysics Data System (ADS)
Zaburdaev, Vasily; Uppaluri, Sravanti; Pfohl, Thomas; Engstler, Markus; Friedrich, Rudolf; Stark, Holger
2011-05-01
The parasite African trypanosome swims in the bloodstream of mammals and causes the highly dangerous human sleeping sickness. Cell motility is essential for the parasite’s survival within the mammalian host. We present an analysis of the random-walk pattern of a swimming trypanosome. From experimental time-autocorrelation functions for the direction of motion we identify two relaxation times that differ by an order of magnitude. They originate from the rapid deformations of the cell body and a slower rotational diffusion of the average swimming direction. Velocity fluctuations are athermal and increase for faster cells whose trajectories are also straighter. We demonstrate that such a complex dynamics is captured by two decoupled Langevin equations that decipher the complex trajectory pattern by referring it to the microscopic details of cell behavior.
A model relating Eulerian spatial and temporal velocity correlations
NASA Astrophysics Data System (ADS)
Cholemari, Murali R.; Arakeri, Jaywant H.
2006-03-01
In this paper we propose a model to relate Eulerian spatial and temporal velocity autocorrelations in homogeneous, isotropic and stationary turbulence. We model the decorrelation as the eddies of various scales becoming decorrelated. This enables us to connect the spatial and temporal separations required for a certain decorrelation through the ‘eddy scale’. Given either the spatial or the temporal velocity correlation, we obtain the ‘eddy scale’ and the rate at which the decorrelation proceeds. This leads to a spatial separation from the temporal correlation and a temporal separation from the spatial correlation, at any given value of the correlation relating the two correlations. We test the model using experimental data from a stationary axisymmetric turbulent flow with homogeneity along the axis.
NASA Astrophysics Data System (ADS)
Kube, R.; Garcia, O. E.; Theodorsen, A.; Brunner, D.; Kuang, A. Q.; LaBombard, B.; Terry, J. L.
2018-06-01
The Alcator C-Mod mirror Langmuir probe system has been used to sample data time series of fluctuating plasma parameters in the outboard mid-plane far scrape-off layer. We present a statistical analysis of one second long time series of electron density, temperature, radial electric drift velocity and the corresponding particle and electron heat fluxes. These are sampled during stationary plasma conditions in an ohmically heated, lower single null diverted discharge. The electron density and temperature are strongly correlated and feature fluctuation statistics similar to the ion saturation current. Both electron density and temperature time series are dominated by intermittent, large-amplitude burst with an exponential distribution of both burst amplitudes and waiting times between them. The characteristic time scale of the large-amplitude bursts is approximately 15 μ {{s}}. Large-amplitude velocity fluctuations feature a slightly faster characteristic time scale and appear at a faster rate than electron density and temperature fluctuations. Describing these time series as a superposition of uncorrelated exponential pulses, we find that probability distribution functions, power spectral densities as well as auto-correlation functions of the data time series agree well with predictions from the stochastic model. The electron particle and heat fluxes present large-amplitude fluctuations. For this low-density plasma, the radial electron heat flux is dominated by convection, that is, correlations of fluctuations in the electron density and radial velocity. Hot and dense blobs contribute only a minute fraction of the total fluctuation driven heat flux.
Using Exponential Smoothing to Specify Intervention Models for Interrupted Time Series.
ERIC Educational Resources Information Center
Mandell, Marvin B.; Bretschneider, Stuart I.
1984-01-01
The authors demonstrate how exponential smoothing can play a role in the identification of the intervention component of an interrupted time-series design model that is analogous to the role that the sample autocorrelation and partial autocorrelation functions serve in the identification of the noise portion of such a model. (Author/BW)
Dean, Roger T; Dunsmuir, William T M
2016-06-01
Many articles on perception, performance, psychophysiology, and neuroscience seek to relate pairs of time series through assessments of their cross-correlations. Most such series are individually autocorrelated: they do not comprise independent values. Given this situation, an unfounded reliance is often placed on cross-correlation as an indicator of relationships (e.g., referent vs. response, leading vs. following). Such cross-correlations can indicate spurious relationships, because of autocorrelation. Given these dangers, we here simulated how and why such spurious conclusions can arise, to provide an approach to resolving them. We show that when multiple pairs of series are aggregated in several different ways for a cross-correlation analysis, problems remain. Finally, even a genuine cross-correlation function does not answer key motivating questions, such as whether there are likely causal relationships between the series. Thus, we illustrate how to obtain a transfer function describing such relationships, informed by any genuine cross-correlations. We illustrate the confounds and the meaningful transfer functions by two concrete examples, one each in perception and performance, together with key elements of the R software code needed. The approach involves autocorrelation functions, the establishment of stationarity, prewhitening, the determination of cross-correlation functions, the assessment of Granger causality, and autoregressive model development. Autocorrelation also limits the interpretability of other measures of possible relationships between pairs of time series, such as mutual information. We emphasize that further complexity may be required as the appropriate analysis is pursued fully, and that causal intervention experiments will likely also be needed.
Modified Beer-Lambert law for blood flow
NASA Astrophysics Data System (ADS)
Baker, Wesley B.; Parthasarathy, Ashwin B.; Busch, David R.; Mesquita, Rickson C.; Greenberg, Joel H.; Yodh, A. G.
2015-03-01
The modified Beer-Lambert law is among the most widely used approaches for analysis of near-infrared spectroscopy (NIRS) reflectance signals for measurements of tissue blood volume and oxygenation. Briefly, the modified Beer-Lambert paradigm is a scheme to derive changes in tissue optical properties based on continuous-wave (CW) diffuse optical intensity measurements. In its simplest form, the scheme relates differential changes in light transmission (in any geometry) to differential changes in tissue absorption. Here we extend this paradigm to the measurement of tissue blood flow by diffuse correlation spectroscopy (DCS). In the new approach, differential changes of the intensity temporal auto-correlation function at a single delay-time are related to differential changes in blood flow. The key theoretical results for measurement of blood flow changes in any tissue geometry are derived, and we demonstrate the new method to monitor cerebral blood flow in a pig under conditions wherein the semi-infinite geometry approximation is fairly good. Specifically, the drug dinitrophenol was injected in the pig to induce a gradual 200% increase in cerebral blood flow, as measured with MRI velocity flow mapping and by DCS. The modified Beer-Lambert law for flow accurately recovered these flow changes using only a single delay-time in the intensity auto-correlation function curve. The scheme offers increased DCS measurement speed of blood flow. Further, the same techniques using the modified Beer-Lambert law to filter out superficial tissue effects in NIRS measurements of deep tissues can be applied to the DCS modified Beer-Lambert law for blood flow monitoring of deep tissues.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Davies, R.
The spatial autocorrelation functions of broad-band longwave and shortwave radiances measured by the Earth Radiation Budget Experiment (ERBE) are analyzed as a function of view angle in an investigation of the general effects of scene inhomogeneity on radiation. For nadir views, the correlation distance of the autocorrelation function is about 900 km for longwave radiance and about 500 km for shortwave radiance, consistent with higher degrees of freedom in shortwave reflection. Both functions rise monotonically with view angle, but there is a substantial difference in the relative angular dependence of the shortwave and longwave functions, especially for view angles lessmore » than 50 deg. In this range, the increase with angle of the longwave functions is found to depend only on the expansion of pixel area with angle, whereas the shortwave functions show an additional dependence on angle that is attributed to the occlusion of inhomogeneities by cloud height variations. Beyond a view angle of about 50 deg, both longwave and shortwave functions appear to be affected by cloud sides. The shortwave autocorrelation functions do not satisfy the principle of directional reciprocity, thereby proving that the average scene is horizontally inhomogeneous over the scale of an ERBE pixel (1500 sq km). Coarse stratification of the measurements by cloud amount, however, indicates that the average cloud-free scene does satisfy directional reciprocity on this scale.« less
Kowsari, Mohammad H; Ebrahimi, Soraya
2018-05-16
Comprehensive molecular dynamics simulations are performed to study the average single-particle dynamics and the transport properties of 1-butyl-3-methylimidazolium hexafluorophosphate, [bmim][PF6], and 1-butyl-3-methylimidazolium tris(pentafluoroethyl)trifluorophosphate, [bmim][FAP], ionic liquids (ILs) at 400 K. We applied one of the most widely used nonpolarizable all-atom force fields for ILs, both with the original unit (±1) charges on each ion and with the partial charges uniformly scaled to 80-85%, taking into account the average polarizability and tracing the experimentally compatible transport properties. In all simulations, [bmim]+ was considered to be flexible, while the effect of a flexible vs. rigid structure of the anions and the effect of two applied charge sets on the calculated properties were separately investigated in detail. The simulation results showed that replacing [PF6]- with [FAP]-, considering anion flexibility, and applying the charge-scaled model significantly enhanced the ionic self-diffusion, ionic conductivity, inverse viscosity, and hyper anion preference (HAP). Both of the calculated self-diffusion coefficients from the long-time linear slope of the mean-square displacement (MSD) and from the integration of the velocity autocorrelation function (VACF) for the centers of mass of the ions were used for evaluation of the ionic transference number, HAP, ideal Nernst-Einstein ionic conductivity (σNE), and the Stokes-Einstein viscosity. In addition, for quantification of the degree of complicated ionic association (known as the Nernst-Einstein deviation parameter, Δ) and ionicity phenomena in the two studied ILs, the ionic conductivity was determined more rigorously by the Green-Kubo integral of the electric-current autocorrelation function (ECACF), and then the σGK/σNE ratio was evaluated. It was found that the correlated motion of the (cationanion) neighbors in [bmim][FAP] is smaller than in [bmim][PF6]. The relaxation times of the normalized reorientational autocorrelation functions were computed to gain a deep, molecular-level insight into the rotational motion of the ions. The geometric shape of the ion is a key factor in determining its reorientational dynamics. [bmim]+ shows faster translational and slower rotational dynamics in contrast to [PF6]-.
Autocorrelation Function for Monitoring the Gap between The Steel Plates During Laser Welding
NASA Astrophysics Data System (ADS)
Mrna, Libor; Hornik, Petr
Proper alignment of the plates prior to laser welding represents an important factor that determines the quality of the resulting weld. A gap between the plates in a butt or overlap joint affects the oscillations of the keyhole and the surrounding weld pool. We present an experimental study of the butt and overlap welds with the artificial gap of the different thickness of the plates. The welds were made on a 2 kW fiber laser machine for the steel plates and the various welding parameters settings. The eigenfrequency of the keyhole oscillations and its changes were determined from the light emissions of the plasma plume using an autocorrelation function. As a result, we describe the relations between the autocorrelation characteristics, the thickness of the gap between plates and the weld geometry.
Sire, Clément
2004-09-24
We study the autocorrelation function of a conserved spin system following a quench at the critical temperature. Defining the correlation length L(t) approximately t(1/z), we find that for times t' and t satisfying L(t')
Spatial design and strength of spatial signal: Effects on covariance estimation
Irvine, Kathryn M.; Gitelman, Alix I.; Hoeting, Jennifer A.
2007-01-01
In a spatial regression context, scientists are often interested in a physical interpretation of components of the parametric covariance function. For example, spatial covariance parameter estimates in ecological settings have been interpreted to describe spatial heterogeneity or “patchiness” in a landscape that cannot be explained by measured covariates. In this article, we investigate the influence of the strength of spatial dependence on maximum likelihood (ML) and restricted maximum likelihood (REML) estimates of covariance parameters in an exponential-with-nugget model, and we also examine these influences under different sampling designs—specifically, lattice designs and more realistic random and cluster designs—at differing intensities of sampling (n=144 and 361). We find that neither ML nor REML estimates perform well when the range parameter and/or the nugget-to-sill ratio is large—ML tends to underestimate the autocorrelation function and REML produces highly variable estimates of the autocorrelation function. The best estimates of both the covariance parameters and the autocorrelation function come under the cluster sampling design and large sample sizes. As a motivating example, we consider a spatial model for stream sulfate concentration.
Moho depth across the Trans-European Suture Zone from ambient vibration autocorrelations
NASA Astrophysics Data System (ADS)
Becker, Gesa; Knapmeyer-Endrun, Brigitte
2017-04-01
In 2018 the InSight mission to Mars will deploy a seismic station on the planet. This seismic station will consist of a three-component very broadband seismic sensor and a collocated three-component short period seismometer. Single station methods are therefore needed to extract information from the data and learn more about the interior structure of Mars. One potential method is the extraction of reflected phases from autocorrelations. Here autocorrelations are derived from ambient seismic noise to make the most of the data expected, as seismicity on Mars is likely less abundant than on Earth. These autocorrelations are calculated using a phase autocorrelation algorithm and time-frequency domain phase-weighted stacking as the main processing steps in addition to smoothing the spectrum of the data with a short term-long term average algorithm. Afterward the obtained results are filtered and analyzed in the frequency range of 1-2 Hz. The developed processing scheme is applied to data from permanent seismic stations located in different geological provinces across Europe, i.e. the Upper Rhine Graben, Central European Platform, Bohemian Massif, Northern German and Polish Basin, and the East European Craton, with varying Moho depths between 25-50 km. These crustal thicknesses are comparable to various estimates for Mars, therefore providing a good reference and indication of resolvability for Moho depths that might be encountered at the landing site. Changes in reflectivity can be observed in the calculated autocorrelations. The lag times of these changes are converted into depths with the help of available velocity information (EPcrust and local models for Poland and the Czech Republic, respectively) and the results are compared to existing information on Moho depths, which show good agreement. The results are temporarily stable, but show a clear correlation with the existence of cultural noise. Based on the closely located broadband and short period stations of the GERESS-array, it is shown that the processing scheme is also applicable to short period stations. Subsequently it is applied to the mainly short period and temporary stations of the PASSEQ network along the seismic profile POLONAISE P4, running from Eastern Germany to Lithuania crossing the Trans-European Suture Zone.
Determination of turbulent energy dissipation rate directly from MF-radar determined velocity
NASA Astrophysics Data System (ADS)
Hall, C. M.; Nozawa, S.; Manson, A. H.; Meek, C. E.
2000-02-01
MF radar systems are able to determine horizontal neutral winds in the mesosphere and, to some extent in the lower thermosphere by cross-correlations of signals received at spaced antennas. Essentially, by also computing auto-correlations, signal fading may be measured which in turn is thought to be largely attributable to turbulence. Hitherto, estimates of upper limits for the turbulent energy dissipation rate have been derived from the characteristic fading times. In this paper, we propose that power spectra of the velocity components themselves may be used to yield estimates of turbulent energy dissipation rate. 2-minute resolution velocities from the Universities of Saskatchewan, Tromsø and Nagoya joint MF radar at 69°N, 19°E are used in a pilot analysis to illustrate and ratify the method.
Saccorotti, G.; Chouet, B.; Dawson, P.
2003-01-01
The properties of the surface wavefield at Kilauea Volcano are analysed using data from small-aperture arrays of short-period seismometers deployed in and around the Kilauea caldera. Tremor recordings were obtained during two Japan-US cooperative experiments conducted in 1996 and 1997. The seismometers were deployed in three semi-circular arrays with apertures of 300, 300 and 400 m, and a linear array with length of 1680 m. Data are analysed using a spatio-temporal correlation technique well suited for the study of the stationary stochastic wavefields of Rayleigh and Love waves associated with volcanic activity and scattering sources distributed in and around the summit caldera. Spatial autocorrelation coefficients are obtained as a function of frequency and are inverted for the dispersion characteristics of Rayleigh and Love waves using a grid search that seeks phase velocities for which the L-2 norm between data and forward modelling operators is minimized. Within the caldera, the phase velocities of Rayleigh waves range from 1400 to 1800 m s-1 at 1 Hz down to 300-400 m s-1 at 10 Hz, and the phase velocities of Love waves range from 2600 to 400 m s-1 within the same frequency band. Outside the caldera, Rayleigh wave velocities range from 1800 to 1600 m s-1 at 1 Hz down to 260-360 m s-1 at 10 Hz, and Love wave velocities range from 600 to 150 m s-1 within the same frequency band. The dispersion curves are inverted for velocity structure beneath each array, assuming these dispersions represent the fundamental modes of Rayleigh and Love waves. The velocity structures observed at different array sites are consistent with results from a recent 3-D traveltime tomography of the caldera region, and point to a marked velocity discontinuity associated with the southern caldera boundary.
Lesion contrast and detection using sonoelastographic shear velocity imaging: preliminary results
NASA Astrophysics Data System (ADS)
Hoyt, Kenneth; Parker, Kevin J.
2007-03-01
This paper assesses lesion contrast and detection using sonoelastographic shear velocity imaging. Shear wave interference patterns, termed crawling waves, for a two phase medium were simulated assuming plane wave conditions. Shear velocity estimates were computed using a spatial autocorrelation algorithm that operates in the direction of shear wave propagation for a given kernel size. Contrast was determined by analyzing shear velocity estimate transition between mediums. Experimental results were obtained using heterogeneous phantoms with spherical inclusions (5 or 10 mm in diameter) characterized by elevated shear velocities. Two vibration sources were applied to opposing phantom edges and scanned (orthogonal to shear wave propagation) with an ultrasound scanner equipped for sonoelastography. Demodulated data was saved and transferred to an external computer for processing shear velocity images. Simulation results demonstrate shear velocity transition between contrasting mediums is governed by both estimator kernel size and source vibration frequency. Experimental results from phantoms further indicates that decreasing estimator kernel size produces corresponding decrease in shear velocity estimate transition between background and inclusion material albeit with an increase in estimator noise. Overall, results demonstrate the ability to generate high contrast shear velocity images using sonoelastographic techniques and detect millimeter-sized lesions.
Analysis shear wave velocity structure obtained from surface wave methods in Bornova, Izmir
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pamuk, Eren, E-mail: eren.pamuk@deu.edu.tr; Akgün, Mustafa, E-mail: mustafa.akgun@deu.edu.tr; Özdağ, Özkan Cevdet, E-mail: cevdet.ozdag@deu.edu.tr
2016-04-18
Properties of the soil from the bedrock is necessary to describe accurately and reliably for the reduction of earthquake damage. Because seismic waves change their amplitude and frequency content owing to acoustic impedance difference between soil and bedrock. Firstly, shear wave velocity and depth information of layers on bedrock is needed to detect this changing. Shear wave velocity can be obtained using inversion of Rayleigh wave dispersion curves obtained from surface wave methods (MASW- the Multichannel Analysis of Surface Waves, ReMi-Refraction Microtremor, SPAC-Spatial Autocorrelation). While research depth is limeted in active source study, a passive source methods are utilized formore » deep depth which is not reached using active source methods. ReMi method is used to determine layer thickness and velocity up to 100 m using seismic refraction measurement systems.The research carried out up to desired depth depending on radius using SPAC which is utilized easily in conditions that district using of seismic studies in the city. Vs profiles which are required to calculate deformations in under static and dynamic loads can be obtained with high resolution using combining rayleigh wave dispersion curve obtained from active and passive source methods. In the this study, Surface waves data were collected using the measurements of MASW, ReMi and SPAC at the İzmir Bornova region. Dispersion curves obtained from surface wave methods were combined in wide frequency band and Vs-depth profiles were obtained using inversion. Reliability of the resulting soil profiles were provided by comparison with theoretical transfer function obtained from soil paremeters and observed soil transfer function from Nakamura technique and by examination of fitting between these functions. Vs values are changed between 200-830 m/s and engineering bedrock (Vs>760 m/s) depth is approximately 150 m.« less
New approaches for calculating Moran's index of spatial autocorrelation.
Chen, Yanguang
2013-01-01
Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation.
Asymmetric multiscale multifractal analysis of wind speed signals
NASA Astrophysics Data System (ADS)
Zhang, Xiaonei; Zeng, Ming; Meng, Qinghao
We develop a new method called asymmetric multiscale multifractal analysis (A-MMA) to explore the multifractality and asymmetric autocorrelations of the signals with a variable scale range. Three numerical experiments are provided to demonstrate the effectiveness of our approach. Then, the proposed method is applied to investigate multifractality and asymmetric autocorrelations of difference sequences between wind speed fluctuations with uptrends or downtrends. The results show that these sequences appear to be far more complex and contain abundant fractal dynamics information. Through analyzing the Hurst surfaces of nine difference sequences, we found that all series exhibit multifractal properties and multiscale structures. Meanwhile, the asymmetric autocorrelations are observed in all variable scale ranges and the asymmetry results are of good consistency within a certain spatial range. The sources of multifractality and asymmetry in nine difference series are further discussed using the corresponding shuffled series and surrogate series. We conclude that the multifractality of these series is due to both long-range autocorrelation and broad probability density function, but the major source of multifractality is long-range autocorrelation, and the source of asymmetry is affected by the spatial distance.
2016-03-24
Hot Springs, Utah geothermal area, Geophysics, 44, pp. 1570-1583. Frassetto, A. M., George Zandt, Hersh Gilbert, Thomas J. Owens, and Craig H. Jones...Biasi, and J. G. Anderson (2013), EGS Exploration Methodology Development Using the Dixie Valley Geothermal District as a Calibration Site, The Seismic...Analysis Component, Proceedings, 38th Workshop on Geothermal Reservoir Engineering Stanford University, Stanford, California, February 11-13. Von
DOE Office of Scientific and Technical Information (OSTI.GOV)
de Miguel, E.; Rull, L.F.; Gubbins, K.E.
Using molecular-dynamics computer simulation, we study the dynamical behavior of the isotropic and nematic phases of highly anisotropic molecular fluids. The interactions are modeled by means of the Gay-Berne potential with anisotropy parameters {kappa}=3 and {kappa}{prime}=5. The linear-velocity autocorrelation function shows no evidence of a negative region in the isotropic phase, even at the higher densities considered. The self-diffusion coefficient parallel to the molecular axis shows an anomalous increase with density as the system enters the nematic region. This enhancement in parallel diffusion is also observed in the isotropic side of the transition as a precursor effect. The molecular reorientationmore » is discussed in the light of different theoretical models. The Debye diffusion model appears to explain the reorientational mechanism in the nematic phase. None of the models gives a satisfactory account of the reorientation process in the isotropic phase.« less
Simple calculation of ab initio melting curves: Application to aluminum.
Robert, Grégory; Legrand, Philippe; Arnault, Philippe; Desbiens, Nicolas; Clérouin, Jean
2015-03-01
We present a simple, fast, and promising method to compute the melting curves of materials with ab initio molecular dynamics. It is based on the two-phase thermodynamic model of Lin et al [J. Chem. Phys. 119, 11792 (2003)] and its improved version given by Desjarlais [Phys. Rev. E 88, 062145 (2013)]. In this model, the velocity autocorrelation function is utilized to calculate the contribution of the nuclei motion to the entropy of the solid and liquid phases. It is then possible to find the thermodynamic conditions of equal Gibbs free energy between these phases, defining the melting curve. The first benchmark on the face-centered cubic melting curve of aluminum from 0 to 300 GPa demonstrates how to obtain an accuracy of 5%-10%, comparable to the most sophisticated methods, for a much lower computational cost.
Relaxation in a two-body Fermi-Pasta-Ulam system in the canonical ensemble
NASA Astrophysics Data System (ADS)
Sen, Surajit; Barrett, Tyler
The study of the dynamics of the Fermi-Pasta-Ulam (FPU) chain remains a challenging problem. Inspired by the recent work of Onorato et al. on thermalization in the FPU system, we report a study of relaxation processes in a two-body FPU system in the canonical ensemble. The studies have been carried out using the Recurrence Relations Method introduced by Zwanzig, Mori, Lee and others. We have obtained exact analytical expressions for the first thirteen levels of the continued fraction representation of the Laplace transformed velocity autocorrelation function of the system. Using simple and reasonable extrapolation schemes and known limits we are able to estimate the relaxation behavior of the oscillators in the two-body FPU system and recover the expected behavior in the harmonic limit. Generalizations of the calculations to larger systems will be discussed.
NASA Astrophysics Data System (ADS)
Hao, Hongliang; Xiao, Wen; Chen, Zonghui; Ma, Lan; Pan, Feng
2018-01-01
Heterodyne interferometric vibration metrology is a useful technique for dynamic displacement and velocity measurement as it can provide a synchronous full-field output signal. With the advent of cost effective, high-speed real-time signal processing systems and software, processing of the complex signals encountered in interferometry has become more feasible. However, due to the coherent nature of the laser sources, the sequence of heterodyne interferogram are corrupted by a mixture of coherent speckle and incoherent additive noise, which can severely degrade the accuracy of the demodulated signal and the optical display. In this paper, a new heterodyne interferometric demodulation method by combining auto-correlation analysis and spectral filtering is described leading to an expression for the dynamic displacement and velocity of the object under test that is significantly more accurate in both the amplitude and frequency of the vibrating waveform. We present a mathematical model of the signals obtained from interferograms that contain both vibration information of the measured objects and the noise. A simulation of the signal demodulation process is presented and used to investigate the noise from the system and external factors. The experimental results show excellent agreement with measurements from a commercial Laser Doppler Velocimetry (LDV).
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
NASA Astrophysics Data System (ADS)
Yang, Ge; Wang, Jun; Fang, Wen
2015-04-01
In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.
General simulation algorithm for autocorrelated binary processes.
Serinaldi, Francesco; Lombardo, Federico
2017-02-01
The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral techniques problematic. We show that such methods can effectively be used if we focus on the parent continuous process of beta distributed transition probabilities rather than on the target binary process. This change of paradigm results in a simulation procedure effectively embedding a spectrum-based iterative amplitude-adjusted Fourier transform method devised for continuous processes. The proposed algorithm is fully general, requires minimal assumptions, and can easily simulate binary signals with power-law and exponentially decaying autocorrelation functions corresponding, for instance, to Hurst-Kolmogorov and Markov processes. An application to rainfall intermittency shows that the proposed algorithm can also simulate surrogate data preserving the empirical autocorrelation.
Data Analysis Methods for Synthetic Polymer Mass Spectrometry: Autocorrelation
Wallace, William E.; Guttman, Charles M.
2002-01-01
Autocorrelation is shown to be useful in describing the periodic patterns found in high- resolution mass spectra of synthetic polymers. Examples of this usefulness are described for a simple linear homopolymer to demonstrate the method fundamentals, a condensation polymer to demonstrate its utility in understanding complex spectra with multiple repeating patterns on different mass scales, and a condensation copolymer to demonstrate how it can elegantly and efficiently reveal unexpected phenomena. It is shown that using autocorrelation to determine where the signal devolves into noise can be useful in determining molecular mass distributions of synthetic polymers, a primary focus of the NIST synthetic polymer mass spectrometry effort. The appendices describe some of the effects of transformation from time to mass space when time-of-flight mass separation is used, as well as the effects of non-trivial baselines on the autocorrelation function. PMID:27446716
Multi-scale coarse-graining of non-conservative interactions in molecular liquids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Izvekov, Sergei, E-mail: sergiy.izvyekov.civ@mail.mil; Rice, Betsy M.
2014-03-14
A new bottom-up procedure for constructing non-conservative (dissipative and stochastic) interactions for dissipative particle dynamics (DPD) models is described and applied to perform hierarchical coarse-graining of a polar molecular liquid (nitromethane). The distant-dependent radial and shear frictions in functional-free form are derived consistently with a chosen form for conservative interactions by matching two-body force-velocity and three-body velocity-velocity correlations along the microscopic trajectories of the centroids of Voronoi cells (clusters), which represent the dissipative particles within the DPD description. The Voronoi tessellation is achieved by application of the K-means clustering algorithm at regular time intervals. Consistently with a notion of many-bodymore » DPD, the conservative interactions are determined through the multi-scale coarse-graining (MS-CG) method, which naturally implements a pairwise decomposition of the microscopic free energy. A hierarchy of MS-CG/DPD models starting with one molecule per Voronoi cell and up to 64 molecules per cell is derived. The radial contribution to the friction appears to be dominant for all models. As the Voronoi cell sizes increase, the dissipative forces rapidly become confined to the first coordination shell. For Voronoi cells of two and more molecules the time dependence of the velocity autocorrelation function becomes monotonic and well reproduced by the respective MS-CG/DPD models. A comparative analysis of force and velocity correlations in the atomistic and CG ensembles indicates Markovian behavior with as low as two molecules per dissipative particle. The models with one and two molecules per Voronoi cell yield transport properties (diffusion and shear viscosity) that are in good agreement with the atomistic data. The coarser models produce slower dynamics that can be appreciably attributed to unaccounted dissipation introduced by regular Voronoi re-partitioning as well as by larger numerical errors in mapping out the dissipative forces. The framework presented herein can be used to develop computational models of real liquids which are capable of bridging the atomistic and mesoscopic scales.« less
Synchronous scattering and diffraction from gold nanotextured surfaces with structure factors
NASA Astrophysics Data System (ADS)
Gu, Min-Jhong; Lee, Ming-Tsang; Huang, Chien-Hsun; Wu, Chi-Chun; Chen, Yu-Bin
2018-05-01
Synchronous scattering and diffraction were demonstrated using reflectance from gold nanotextured surfaces at oblique (θi = 15° and 60°) incidence of wavelength λ = 405 nm. Two samples of unique auto-correlation functions were cost-effectively fabricated. Multiple structure factors of their profiles were confirmed with Fourier expansions. Bi-directional reflectance function (BRDF) from these samples provided experimental proofs. On the other hand, standard deviation of height and unique auto-correlation function of each sample were used to generate surfaces numerically. Comparing their BRDF with those of totally random rough surfaces further suggested that structure factors in profile could reduce specular reflection more than totally random roughness.
An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process
NASA Technical Reports Server (NTRS)
Carter, M. C.; Madison, M. W.
1973-01-01
The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.
On Markov modelling of near-wall turbulent shear flow
NASA Astrophysics Data System (ADS)
Reynolds, A. M.
1999-11-01
The role of Reynolds number in determining particle trajectories in near-wall turbulent shear flow is investigated in numerical simulations using a second-order Lagrangian stochastic (LS) model (Reynolds, A.M. 1999: A second-order Lagrangian stochastic model for particle trajectories in inhomogeneous turbulence. Quart. J. Roy. Meteorol. Soc. (In Press)). In such models, it is the acceleration, velocity and position of a particle rather than just its velocity and position which are assumed to evolve jointly as a continuous Markov process. It is found that Reynolds number effects are significant in determining simulated particle trajectories in the viscous sub-layer and the buffer zone. These effects are due almost entirely to the change in the Lagrangian integral timescale and are shown to be well represented in a first-order LS model by Sawford's correction footnote Sawford, B.L. 1991: Reynolds number effects in Lagrangian stochastic models of turbulent dispersion. Phys Fluids, 3, 1577-1586). This is found to remain true even when the Taylor-Reynolds number R_λ ~ O(0.1). This is somewhat surprising because the assumption of a Markovian evolution for velocity and position is strictly applicable only in the large Reynolds number limit because then the Lagrangian acceleration autocorrelation function approaches a delta function at the origin, corresponding to an uncorrelated component in the acceleration, and hence a Markov process footnote Borgas, M.S. and Sawford, B.L. 1991: The small-scale structure of acceleration correlations and its role in the statistical theory of turbulent dispersion. J. Fluid Mech. 288, 295-320.
NASA Astrophysics Data System (ADS)
Sawazaki, Kaoru; Saito, Tatsuhiko; Ueno, Tomotake; Shiomi, Katsuhiko
2016-12-01
To estimate the seismic velocity changes at different depths associated with a large earthquake, we apply passive image interferometry to two types of seismograms: KiK-net vertical pairs of earthquake records and Hi-net continuous borehole data. We compute the surface/borehole deconvolution waveform (DCW) of seismograms recorded by a KiK-net station and the autocorrelation function (ACF) of ambient noise recorded by a collocated Hi-net station, 26 km from the epicenter of the 2014 Northern Nagano Prefecture earthquake, Japan ( M W 6.2). Because the deeper KiK-net sensor and the Hi-net sensor are collocated at 150 m depth, and another KiK-net sensor is located at the surface directly above the borehole sensors, we can measure shallow (<150 m depth) and deep (>150 m depth) velocity changes separately. The sensitivity of the ACF to the velocity changes in the deeper zone is evaluated by a numerical wave propagation simulation. We detect relative velocity changes of -3.1 and -1.4% in the shallow and deep zones, respectively, within 1 week of the mainshock. The relative velocity changes recover to -1.9 and -1.1%, respectively, during the period between 1 week and 4 months after the mainshock. The observed relative velocity reductions can be attributed to dynamic strain changes due to the strong ground motion, rather than static strain changes due to coseismic deformation by the mainshock. The speed of velocity recovery may be faster in the shallow zone than in the deep zone because the recovery speed is controlled by initial damage in the medium. This recovery feature is analogous to the behavior of slow dynamics observed in rock experiments.
A new estimator method for GARCH models
NASA Astrophysics Data System (ADS)
Onody, R. N.; Favaro, G. M.; Cazaroto, E. R.
2007-06-01
The GARCH (p, q) model is a very interesting stochastic process with widespread applications and a central role in empirical finance. The Markovian GARCH (1, 1) model has only 3 control parameters and a much discussed question is how to estimate them when a series of some financial asset is given. Besides the maximum likelihood estimator technique, there is another method which uses the variance, the kurtosis and the autocorrelation time to determine them. We propose here to use the standardized 6th moment. The set of parameters obtained in this way produces a very good probability density function and a much better time autocorrelation function. This is true for both studied indexes: NYSE Composite and FTSE 100. The probability of return to the origin is investigated at different time horizons for both Gaussian and Laplacian GARCH models. In spite of the fact that these models show almost identical performances with respect to the final probability density function and to the time autocorrelation function, their scaling properties are, however, very different. The Laplacian GARCH model gives a better scaling exponent for the NYSE time series, whereas the Gaussian dynamics fits better the FTSE scaling exponent.
Neural correlates for angular head velocity in the rat dorsal tegmental nucleus
NASA Technical Reports Server (NTRS)
Bassett, J. P.; Taube, J. S.; Oman, C. M. (Principal Investigator)
2001-01-01
Many neurons in the rat lateral mammillary nuclei (LMN) fire selectively in relation to the animal's head direction (HD) in the horizontal plane independent of the rat's location or behavior. One hypothesis of how this representation is generated and updated is via subcortical projections from the dorsal tegmental nucleus (DTN). Here we report the type of activity in DTN neurons. The majority of cells (75%) fired as a function of the rat's angular head velocity (AHV). Cells exhibited one of two types of firing patterns: (1) symmetric, in which the firing rate was positively correlated with AHV during head turns in both directions, and (2) asymmetric, in which the firing rate was positively correlated with head turns in one direction and correlated either negatively or not at all in the opposite direction. In addition to modulation by AHV, some of the AHV cells (40.1%) were weakly modulated by the rat's linear velocity, and a smaller number were modulated by HD (11%) or head pitch (15.9%). Autocorrelation analyses indicated that with the head stationary, AHV cells displayed irregular discharge patterns. Because afferents from the DTN are the major source of information projecting to the LMN, these results suggest that AHV information from the DTN plays a significant role in generating the HD signal in LMN. A model is proposed showing how DTN AHV cells can generate and update the LMN HD cell signal.
Lagrangian Statistics of Slightly Buoyant Droplets in Isotropic Turbulence
NASA Astrophysics Data System (ADS)
Gopalan, Balaji; Malkiel, Edwin; Katz, Joseph
2006-11-01
This project examines the dynamics of slightly buoyant diesel droplets in isotropic turbulence using high speed in-line digital Holographic PIV. A cloud of droplets with specific gravity of 0.85 is injected into the central portion of an isotropic turbulence facility. The droplet trajectories are measured in a 50x50x50 mm̂3 sample volume using high speed in-line digital holography. An automated program has been developed to obtain accurate time history of droplet velocities. Data analysis determines the PDF of velocity and acceleration in three dimensions. The time histories enable us to calculate the three dimensional Lagrangian velocity autocorrelation function, and from them the diffusion coefficients. Due to buoyancy the vertical diffusion time scale exceeds the horizontal one by about 65% .The diffusion coefficients vary between 2.8 cm̂2/sec in the horizontal direction to 5.5 cm̂2/sec in the vertical direction. For droplets with size varying from 2 to 11 Kolmogorov scales there are no clear trends with size. The variations of diffusion rates for different turbulent intensities and the effect of finite window size are presently examined. For shorter time scales, when the diffusion need not be Fickian the three dimensional trajectories can be used to calculate the generalized dispersion tensor and measure the time elapsed for diffusion to become Fickian.
Effect of Ion Streaming on Diffusion of Dust Grains in Dissipative System
NASA Astrophysics Data System (ADS)
Begum, M.; Das, N.
2018-01-01
The presence of strong electric fields in the sheath region of laboratory complex plasma induces an ion drift and perturbs the field around dust grains. The downstream focusing of ions leads to the formation of oscillatory kind of attractive wake potential which superimpose with the normal Debye-Hückel (DH) potential. The structural properties of complex plasma and diffusion coefficient of dust grains in the presence of such a wake potential have been investigated using Langevin dynamics simulation in the subsonic regime of ion flow. The study reveals that the diffusion of dust grains is strongly affected by the ion flow, so that the diffusion changes its character in the wake potential to the DH potential dominant regimes. The dependence of the diffusion coefficient on the parameters, such as the neutral pressure, dust grain size, ion flow velocity, and Coulomb coupling parameter, have been calculated for the subsonic regime by using the Green-Kubo expression, which is based on the integrated velocity autocorrelation function. It is found that the diffusion and the structural property of the system is intimately connected with the interaction potential and significantly get affected in the presence of ion flow in the subsonic regime.
New Approaches for Calculating Moran’s Index of Spatial Autocorrelation
Chen, Yanguang
2013-01-01
Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran’s index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran’s index. Moran’s scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran’s index and Geary’s coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran’s index and Geary’s coefficient will be clarified and defined. One of theoretical findings is that Moran’s index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation. PMID:23874592
Microtremors study applying the SPAC method in Colima state, Mexico.
NASA Astrophysics Data System (ADS)
Vázquez Rosas, R.; Aguirre González, J.; Mijares Arellano, H.
2007-05-01
One of the main parts of seismic risk studies is to determine the site effect. This can be estimated by means of the microtremors measurements. From the H/V spectral ratio (Nakamura, 1989), the predominant period of the site can be estimated. Although the predominant period by itself can not represent the site effect in a wide range of frequencies and doesn't provide information of the stratigraphy. The SPAC method (Spatial Auto-Correlation Method, Aki 1957), on the other hand, is useful to estimate the stratigraphy of the site. It is based on the simultaneous recording of microtremors in several stations deployed in an instrumental array. Through the spatial autocorrelation coefficient computation, the Rayleigh wave dispersion curve can be cleared. Finally the stratigraphy model (thickness, S and P wave velocity, and density of each layer) is estimated by fitting the theoretical dispersion curve with the observed one. The theoretical dispersion curve is initially computed using a proposed model. That model is modified several times until the theoretical curve fit the observations. This method requires of a minimum of three stations where the microtremors are observed simultaneously in all the stations. We applied the SPAC method to six sites in Colima state, Mexico. Those sites are Santa Barbara, Cerro de Ortega, Tecoman, Manzanillo and two in Colima city. Totally 16 arrays were carried out using equilateral triangles with different apertures with a minimum of 5 m and a maximum of 60 m. For recording microtremors we used short period (5 seconds) velocity type vertical sensors connected to a K2 (Kinemetrics) acquisition system. We could estimate the velocities of the most superficial layers reaching different depths in each site. For Santa Bárbara site the exploration depth was about 30 m, for Tecoman 12 m, for Manzanillo 35 m, for Cerro de Ortega 68 m, and the deepest site exploration was obtained in Colima city with a depth of around 73 m. The S wave velocities fluctuate between 230 m/s and 420 m/s for the most superficial layer. It means that, in general, the most superficial layers are quite competent. The superficial layer with smaller S wave velocity was observed in Tecoman, while that of largest S wave velocity was observed in Cerro de Ortega. Our estimations are consistent with down-hole velocity records obtained in Santa Barbara by previous studies.
Long-range correlations in time series generated by time-fractional diffusion: A numerical study
NASA Astrophysics Data System (ADS)
Barbieri, Davide; Vivoli, Alessandro
2005-09-01
Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non-Markovian model for such kind of time series is provided by the random walk introduced by Gorenflo et al. as a discretization of time fractional diffusion. The time series so obtained are analyzed here from a numerical point of view in terms of autocorrelations and covariance matrices.
Monte Carlo errors with less errors
NASA Astrophysics Data System (ADS)
Wolff, Ulli; Alpha Collaboration
2004-01-01
We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is argued to produce more certain error estimates than binning techniques and hence to help toward a better exploitation of expensive simulations. An effective integrated autocorrelation time is computed which is suitable to benchmark efficiencies of simulation algorithms with regard to specific observables of interest. A Matlab code is offered for download that implements the method. It can also combine independent runs (replica) allowing to judge their consistency.
NASA Astrophysics Data System (ADS)
Roman, H. E.; Porto, M.; Dose, C.
2008-10-01
We analyze daily log-returns data for a set of 1200 stocks, taken from US stock markets, over a period of 2481 trading days (January 1996-November 2005). We estimate the degree of non-stationarity in daily market volatility employing a polynomial fit, used as a detrending function. We find that the autocorrelation function of absolute detrended log-returns departs strongly from the corresponding original data autocorrelation function, while the observed leverage effect depends only weakly on trends. Such effect is shown to occur when both skewness and long-time memory are simultaneously present. A fractional derivative random walk model is discussed yielding a quantitative agreement with the empirical results.
Dynamic speckle interferometry of microscopic processes in solid state and thin biological objects
NASA Astrophysics Data System (ADS)
Vladimirov, A. P.
2015-08-01
Modernized theory of dynamic speckle interferometry is considered. It is shown that the time-average radiation intensity has the parameters characterizing the wave phase changes. It also brings forward an expression for time autocorrelation function of the radiation intensity. It is shown that with the vanishing averaging time value the formulas transform to the prior expressions. The results of experiments with high-cycle material fatigue and cell metabolism analysis conducted using the time-averaging technique are discussed. Good reproducibility of the results is demonstrated. It is specified that the upgraded technique allows analyzing accumulation of fatigue damage, detecting the crack start moment and determining its growth velocity with uninterrupted cyclic load. It is also demonstrated that in the experiments with a cell monolayer the technique allows studying metabolism change both in an individual cell and in a group of cells.
Continuous-Time Random Walk with multi-step memory: an application to market dynamics
NASA Astrophysics Data System (ADS)
Gubiec, Tomasz; Kutner, Ryszard
2017-11-01
An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Self-consistent molecular dynamics calculation of diffusion in higher n-alkanes.
Kondratyuk, Nikolay D; Norman, Genri E; Stegailov, Vladimir V
2016-11-28
Diffusion is one of the key subjects of molecular modeling and simulation studies. However, there is an unresolved lack of consistency between Einstein-Smoluchowski (E-S) and Green-Kubo (G-K) methods for diffusion coefficient calculations in systems of complex molecules. In this paper, we analyze this problem for the case of liquid n-triacontane. The non-conventional long-time tails of the velocity autocorrelation function (VACF) are found for this system. Temperature dependence of the VACF tail decay exponent is defined. The proper inclusion of the long-time tail contributions to the diffusion coefficient calculation results in the consistency between G-K and E-S methods. Having considered the major factors influencing the precision of the diffusion rate calculations in comparison with experimental data (system size effects and force field parameters), we point to hydrogen nuclear quantum effects as, presumably, the last obstacle to fully consistent n-alkane description.
Nature of self-diffusion in two-dimensional fluids
NASA Astrophysics Data System (ADS)
Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho; Talkner, Peter; Kidera, Akinori; Lee, Eok Kyun
2017-12-01
Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. We numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(t\\sqrt{{ln}t}), however with a rescaled time.
NASA Astrophysics Data System (ADS)
D'Hour, V.; Schimmel, M.; Do Nascimento, A. F.; Ferreira, J. M.; Lima Neto, H. C.
2016-04-01
Ambient noise correlation analyses are largely used in seismology to map heterogeneities and to monitor the temporal evolution of seismic velocity changes associated mostly with stress field variations and/or fluid movements. Here we analyse a small earthquake swarm related to a main mR 3.7 intraplate earthquake in North-East of Brazil to study the corresponding post-seismic effects on the medium. So far, post-seismic effects have been observed mainly for large magnitude events. In our study, we show that we were able to detect localized structural changes even for a small earthquake swarm in an intraplate setting. Different correlation strategies are presented and their performances are also shown. We compare the classical auto-correlation with and without pre-processing, including 1-bit normalization and spectral whitening, and the phase auto-correlation. The worst results were obtained for the pre-processed data due to the loss of waveform details. The best results were achieved with the phase cross-correlation which is amplitude unbiased and sensitive to small amplitude changes as long as there exist waveform coherence superior to other unrelated signals and noise. The analysis of 6 months of data using phase auto-correlation and cross-correlation resulted in the observation of a progressive medium change after the major recorded event. The progressive medium change is likely related to the swarm activity through opening new path ways for pore fluid diffusion. We further observed for the auto-correlations a lag time frequency-dependent change which likely indicates that the medium change is localized in depth. As expected, the main change is observed along the fault.
Microchannel plate cross-talk mitigation for spatial autocorrelation measurements
NASA Astrophysics Data System (ADS)
Lipka, Michał; Parniak, Michał; Wasilewski, Wojciech
2018-05-01
Microchannel plates (MCP) are the basis for many spatially resolved single-particle detectors such as ICCD or I-sCMOS cameras employing image intensifiers (II), MCPs with delay-line anodes for the detection of cold gas particles or Cherenkov radiation detectors. However, the spatial characterization provided by an MCP is severely limited by cross-talk between its microchannels, rendering MCP and II ill-suited for autocorrelation measurements. Here, we present a cross-talk subtraction method experimentally exemplified for an I-sCMOS based measurement of pseudo-thermal light second-order intensity autocorrelation function at the single-photon level. The method merely requires a dark counts measurement for calibration. A reference cross-correlation measurement certifies the cross-talk subtraction. While remaining universal for MCP applications, the presented cross-talk subtraction, in particular, simplifies quantum optical setups. With the possibility of autocorrelation measurements, the signal needs no longer to be divided into two camera regions for a cross-correlation measurement, reducing the experimental setup complexity and increasing at least twofold the simultaneously employable camera sensor region.
Colour flow and motion imaging.
Evans, D H
2010-01-01
Colour flow imaging (CFI) is an ultrasound imaging technique whereby colour-coded maps of tissue velocity are superimposed on grey-scale pulse-echo images of tissue anatomy. The most widespread use of the method is to image the movement of blood through arteries and veins, but it may also be used to image the motion of solid tissue. The production of velocity information is technically more demanding than the production of the anatomical information, partly because the target of interest is often blood, which backscatters significantly less power than solid tissues, and partly because several transmit-receive cycles are necessary for each velocity estimate. This review first describes the various components of basic CFI systems necessary to generate the velocity information and to combine it with anatomical information. It then describes a number of variations on the basic autocorrelation technique, including cross-correlation-based techniques, power Doppler, Doppler tissue imaging, and three-dimensional (3D) Doppler imaging. Finally, a number of limitations of current techniques and some potential solutions are reviewed.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yang, Ge; Wang, Jun; Fang, Wen, E-mail: fangwen@bjtu.edu.cn
In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also definedmore » in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.« less
Method to manage integration error in the Green-Kubo method.
Oliveira, Laura de Sousa; Greaney, P Alex
2017-02-01
The Green-Kubo method is a commonly used approach for predicting transport properties in a system from equilibrium molecular dynamics simulations. The approach is founded on the fluctuation dissipation theorem and relates the property of interest to the lifetime of fluctuations in its thermodynamic driving potential. For heat transport, the lattice thermal conductivity is related to the integral of the autocorrelation of the instantaneous heat flux. A principal source of error in these calculations is that the autocorrelation function requires a long averaging time to reduce remnant noise. Integrating the noise in the tail of the autocorrelation function becomes conflated with physically important slow relaxation processes. In this paper we present a method to quantify the uncertainty on transport properties computed using the Green-Kubo formulation based on recognizing that the integrated noise is a random walk, with a growing envelope of uncertainty. By characterizing the noise we can choose integration conditions to best trade off systematic truncation error with unbiased integration noise, to minimize uncertainty for a given allocation of computational resources.
Method to manage integration error in the Green-Kubo method
NASA Astrophysics Data System (ADS)
Oliveira, Laura de Sousa; Greaney, P. Alex
2017-02-01
The Green-Kubo method is a commonly used approach for predicting transport properties in a system from equilibrium molecular dynamics simulations. The approach is founded on the fluctuation dissipation theorem and relates the property of interest to the lifetime of fluctuations in its thermodynamic driving potential. For heat transport, the lattice thermal conductivity is related to the integral of the autocorrelation of the instantaneous heat flux. A principal source of error in these calculations is that the autocorrelation function requires a long averaging time to reduce remnant noise. Integrating the noise in the tail of the autocorrelation function becomes conflated with physically important slow relaxation processes. In this paper we present a method to quantify the uncertainty on transport properties computed using the Green-Kubo formulation based on recognizing that the integrated noise is a random walk, with a growing envelope of uncertainty. By characterizing the noise we can choose integration conditions to best trade off systematic truncation error with unbiased integration noise, to minimize uncertainty for a given allocation of computational resources.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, Justin; Hund, Lauren
2017-02-01
Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesianmore » model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.« less
United States Air Force Summer Research Program 1991. Volume 1. Program Management Report
1992-01-09
rates to initial vibrational excitation. Rates for the relaxation of the nth-vibrational state were shown to be proportional to n.exp(on), where 0 is a...reduce speckle. This yields a signal proportional to the square root of the target intensity distribution. In theory this signal should yield the line of...eight velocity component. The averaged autocorrelation of the heterodyne signal yields a quantity proportional to the target intensity distribution
Magnetohydrodynamic stability of stochastically driven accretion flows.
Nath, Sujit Kumar; Mukhopadhyay, Banibrata; Chattopadhyay, Amit K
2013-07-01
We investigate the evolution of magnetohydrodynamic (or hydromagnetic as coined by Chandrasekhar) perturbations in the presence of stochastic noise in rotating shear flows. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows, however, are Rayleigh stable but must be turbulent in order to explain astrophysical observed data and, hence, reveal a mismatch between the linear theory and observations and experiments. The mismatch seems to have been resolved, at least in certain regimes, in the presence of a weak magnetic field, revealing magnetorotational instability. The present work explores the effects of stochastic noise on such magnetohydrodynamic flows, in order to resolve the above mismatch generically for the hot flows. We essentially concentrate on a small section of such a flow which is nothing but a plane shear flow supplemented by the Coriolis effect, mimicking a small section of an astrophysical accretion disk around a compact object. It is found that such stochastically driven flows exhibit large temporal and spatial autocorrelations and cross-correlations of perturbation and, hence, large energy dissipations of perturbation, which generate instability. Interestingly, autocorrelations and cross-correlations appear independent of background angular velocity profiles, which are Rayleigh stable, indicating their universality. This work initiates our attempt to understand the evolution of three-dimensional hydromagnetic perturbations in rotating shear flows in the presence of stochastic noise.
Possible Noise Nature of Elsässer Variable z- in Highly Alfvénic Solar Wind Fluctuations
NASA Astrophysics Data System (ADS)
Wang, X.; Tu, C.-Y.; He, J.-S.; Wang, L.-H.; Yao, S.; Zhang, L.
2018-01-01
It has been a long-standing debate on the nature of Elsässer variable z- observed in the solar wind fluctuations. It is widely believed that z- represents inward propagating Alfvén waves and interacts nonlinearly with z+ (outward propagating Alfvén waves) to generate energy cascade. However, z- variations sometimes show a feature of convective structures. Here we present a new data analysis on autocorrelation functions of z- in order to get some definite information on its nature. We find that there is usually a large drop on the z- autocorrelation function when the solar wind fluctuations are highly Alfvénic. The large drop observed by Helios 2 spacecraft near 0.3 AU appears at the first nonzero time lag τ = 81 s, where the value of the autocorrelation coefficient drops to 25%-65% of that at τ = 0 s. Beyond the first nonzero time lag, the autocorrelation coefficient decreases gradually to zero. The drop of z- correlation function also appears in the Wind observations near 1 AU. These features of the z- correlation function may suggest that z- fluctuations consist of two components: high-frequency white noise and low-frequency pseudo structures, which correspond to flat and steep parts of z- power spectrum, respectively. This explanation is confirmed by doing a simple test on an artificial time series, which is obtained from the superposition of a random data series on its smoothed sequence. Our results suggest that in highly Alfvénic fluctuations, z- may not contribute importantly to the interactions with z+ to produce energy cascade.
On the reliability and limitations of the SPAC method with a directional wavefield
NASA Astrophysics Data System (ADS)
Luo, Song; Luo, Yinhe; Zhu, Lupei; Xu, Yixian
2016-03-01
The spatial autocorrelation (SPAC) method is one of the most efficient ways to extract phase velocities of surface waves from ambient seismic noise. Most studies apply the method based on the assumption that the wavefield of ambient noise is diffuse. However, the actual distribution of sources is neither diffuse nor stationary. In this study, we examined the reliability and limitations of the SPAC method with a directional wavefield. We calculated the SPAC coefficients and phase velocities from a directional wavefield for a four-layer model and characterized the limitations of the SPAC. We then applied the SPAC method to real data in Karamay, China. Our results show that, 1) the SPAC method can accurately measure surface wave phase velocities from a square array with a directional wavefield down to a wavelength of twice the shortest interstation distance; and 2) phase velocities obtained from real data by the SPAC method are stable and reliable, which demonstrates that this method can be applied to measure phase velocities in a square array with a directional wavefield.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kirby, R. Jason
2016-08-15
Cardiac safety assays incorporating label-free detection of human stem-cell derived cardiomyocyte contractility provide human relevance and medium throughput screening to assess compound-induced cardiotoxicity. In an effort to provide quantitative analysis of the large kinetic datasets resulting from these real-time studies, we applied bioinformatic approaches based on nonlinear dynamical system analysis, including limit cycle analysis and autocorrelation function, to systematically assess beat irregularity. The algorithms were integrated into a software program to seamlessly generate results for 96-well impedance-based data. Our approach was validated by analyzing dose- and time-dependent changes in beat patterns induced by known proarrhythmic compounds and screening a cardiotoxicitymore » library to rank order compounds based on their proarrhythmic potential. We demonstrate a strong correlation for dose-dependent beat irregularity monitored by electrical impedance and quantified by autocorrelation analysis to traditional manual patch clamp potency values for hERG blockers. In addition, our platform identifies non-hERG blockers known to cause clinical arrhythmia. Our method provides a novel suite of medium-throughput quantitative tools for assessing compound effects on cardiac contractility and predicting compounds with potential proarrhythmia and may be applied to in vitro paradigms for pre-clinical cardiac safety evaluation. - Highlights: • Impedance-based monitoring of human iPSC-derived cardiomyocyte contractility • Limit cycle analysis of impedance data identifies aberrant oscillation patterns. • Nonlinear autocorrelation function quantifies beat irregularity. • Identification of hERG and non-hERG inhibitors with known risk of arrhythmia • Automated software processes limit cycle and autocorrelation analyses of 96w data.« less
Razifar, Pasha; Lubberink, Mark; Schneider, Harald; Långström, Bengt; Bengtsson, Ewert; Bergström, Mats
2005-05-13
BACKGROUND: Positron emission tomography (PET) is a powerful imaging technique with the potential of obtaining functional or biochemical information by measuring distribution and kinetics of radiolabelled molecules in a biological system, both in vitro and in vivo. PET images can be used directly or after kinetic modelling to extract quantitative values of a desired physiological, biochemical or pharmacological entity. Because such images are generally noisy, it is essential to understand how noise affects the derived quantitative values. A pre-requisite for this understanding is that the properties of noise such as variance (magnitude) and texture (correlation) are known. METHODS: In this paper we explored the pattern of noise correlation in experimentally generated PET images, with emphasis on the angular dependence of correlation, using the autocorrelation function (ACF). Experimental PET data were acquired in 2D and 3D acquisition mode and reconstructed by analytical filtered back projection (FBP) and iterative ordered subsets expectation maximisation (OSEM) methods. The 3D data was rebinned to a 2D dataset using FOurier REbinning (FORE) followed by 2D reconstruction using either FBP or OSEM. In synthetic images we compared the ACF results with those from covariance matrix. The results were illustrated as 1D profiles and also visualized as 2D ACF images. RESULTS: We found that the autocorrelation images from PET data obtained after FBP were not fully rotationally symmetric or isotropic if the object deviated from a uniform cylindrical radioactivity distribution. In contrast, similar autocorrelation images obtained after OSEM reconstruction were isotropic even when the phantom was not circular. Simulations indicated that the noise autocorrelation is non-isotropic in images created by FBP when the level of noise in projections is angularly variable. Comparison between 1D cross profiles on autocorrelation images obtained by FBP reconstruction and covariance matrices produced almost identical results in a simulation study. CONCLUSION: With asymmetric radioactivity distribution in PET, reconstruction using FBP, in contrast to OSEM, generates images in which the noise correlation is non-isotropic when the noise magnitude is angular dependent, such as in objects with asymmetric radioactivity distribution. In this respect, iterative reconstruction is superior since it creates isotropic noise correlations in the images.
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.
1989-01-01
This paper develops techniques to evaluate the discrete Fourier transform (DFT), the autocorrelation function (ACF), and the cross-correlation function (CCF) of time series which are not evenly sampled. The series may consist of quantized point data (e.g., yes/no processes such as photon arrival). The DFT, which can be inverted to recover the original data and the sampling, is used to compute correlation functions by means of a procedure which is effectively, but not explicitly, an interpolation. The CCF can be computed for two time series not even sampled at the same set of times. Techniques for removing the distortion of the correlation functions caused by the sampling, determining the value of a constant component to the data, and treating unequally weighted data are also discussed. FORTRAN code for the Fourier transform algorithm and numerical examples of the techniques are given.
Polarization-correlation study of biotissue multifractal structure
NASA Astrophysics Data System (ADS)
Olar, O. I.; Ushenko, A. G.
2003-09-01
This paper presents the results of polarization-correlation study of multifractal collagen structure of physiologically normal and pathologically changed tissues of women"s reproductive sphere and skin. The technique of polarization selection of coherent images of biotissues with further determination of their autocorrelation functions and spectral densities is suggested. The correlation-optical criteria of early diagnostics of appearance of pathological changes in the cases of myometry (forming the germ of fibromyoma) and skin (psoriasis) are determined. This study is directed to investigate the possibilities of recognition of pathological changes of biotissue morphological structure by determining the polarization-dependent autocorrelation functions (ACF) and corresponding spectral densities of tissue coherent images.
NASA Astrophysics Data System (ADS)
Angelsky, Oleg V.; Pishak, Vasyl P.; Ushenko, Alexander G.; Burkovets, Dimitry N.; Pishak, Olga V.
2001-05-01
The paper presents the results of polarization-correlation investigation of multifractal collagen structure of physiologically normal and pathologically changed tissues of women's reproductive sphere and of skin. The technique of polarization selection of coherent biotissues' images followed by determination of their autocorrelation functions and spectral densities is suggested. The correlation- optical criteria of early diagnostics of pathological changes' appearance of myometry (forming of the germ of fibromyoma) and of skin (psoriasis) are determined. The present paper examines the possibilities of diagnostics of pathological changes of biotissues' morphological structure by means of determining the polarizationally filtered autocorrelation functions (ACF) and corresponding spectral densities of their coherent images.
Dynamical analyses of the time series for three foreign exchange rates
NASA Astrophysics Data System (ADS)
Kim, Sehyun; Kim, Soo Yong; Jung, Jae-Won; Kim, Kyungsik
2012-05-01
In this study, we investigate the multifractal properties of three foreign exchange rates (USD-KRW, USD-JPY, and EUR-USD) that are quoted with different economic scales. We estimate and analyze both the generalized Hurst exponent and the autocorrelation function in three foreign exchange rates. The USD-KRW is shown to have the strongest of the Hurst exponents when compared with the other two foreign exchange rates. In particular, the autocorrelation function of the USD-KRW has the largest memory behavior among three foreign exchange rates. It also exhibits a long-memory property in the first quarter, more than those in the other quarters.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Okumura, Teppei; Seljak, Uroš; McDonald, Patrick
Measurement of redshift-space distortions (RSD) offers an attractive method to directly probe the cosmic growth history of density perturbations. A distribution function approach where RSD can be written as a sum over density weighted velocity moment correlators has recently been developed. In this paper we use results of N-body simulations to investigate the individual contributions and convergence of this expansion for dark matter. If the series is expanded as a function of powers of μ, cosine of the angle between the Fourier mode and line of sight, then there are a finite number of terms contributing at each order. Wemore » present these terms and investigate their contribution to the total as a function of wavevector k. For μ{sup 2} the correlation between density and momentum dominates on large scales. Higher order corrections, which act as a Finger-of-God (FoG) term, contribute 1% at k ∼ 0.015hMpc{sup −1}, 10% at k ∼ 0.05hMpc{sup −1} at z = 0, while for k > 0.15hMpc{sup −1} they dominate and make the total negative. These higher order terms are dominated by density-energy density correlations which contributes negatively to the power, while the contribution from vorticity part of momentum density auto-correlation adds to the total power, but is an order of magnitude lower. For μ{sup 4} term the dominant term on large scales is the scalar part of momentum density auto-correlation, while higher order terms dominate for k > 0.15hMpc{sup −1}. For μ{sup 6} and μ{sup 8} we find it has very little power for k < 0.15hMpc{sup −1}, shooting up by 2–3 orders of magnitude between k < 0.15hMpc{sup −1} and k < 0.4hMpc{sup −1}. We also compare the expansion to the full 2-d P{sup ss}(k,μ), as well as to the monopole, quadrupole, and hexadecapole integrals of P{sup ss}(k,μ). For these statistics an infinite number of terms contribute and we find that the expansion achieves percent level accuracy for kμ < 0.15hMpc{sup −1} at 6-th order, but breaks down on smaller scales because the series is no longer perturbative. We explore resummation of the terms into FoG kernels, which extend the convergence up to a factor of 2 in scale. We find that the FoG kernels are approximately Lorentzian with velocity dispersions around 600 km/s at z = 0.« less
Integrated autocorrelator based on superconducting nanowires.
Sahin, Döndü; Gaggero, Alessandro; Hoang, Thang Ba; Frucci, Giulia; Mattioli, Francesco; Leoni, Roberto; Beetz, Johannes; Lermer, Matthias; Kamp, Martin; Höfling, Sven; Fiore, Andrea
2013-05-06
We demonstrate an integrated autocorrelator based on two superconducting single-photon detectors patterned on top of a GaAs ridge waveguide. This device enables the on-chip measurement of the second-order intensity correlation function g(2)(τ). A polarization-independent device quantum efficiency in the 1% range is reported, with a timing jitter of 88 ps at 1300 nm. g(2)(τ) measurements of continuous-wave and pulsed laser excitations are demonstrated with no measurable crosstalk within our measurement accuracy.
NASA Astrophysics Data System (ADS)
Baluev, Roman V.
2013-08-01
We present PlanetPack, a new software tool that we developed to facilitate and standardize the advanced analysis of radial velocity (RV) data for the goal of exoplanets detection, characterization, and basic dynamical N-body simulations. PlanetPack is a command-line interpreter, that can run either in an interactive mode or in a batch mode of automatic script interpretation. Its major abilities include: (i) advanced RV curve fitting with the proper maximum-likelihood treatment of unknown RV jitter; (ii) user-friendly multi-Keplerian as well as Newtonian N-body RV fits; (iii) use of more efficient maximum-likelihood periodograms that involve the full multi-planet fitting (sometimes called as “residual” or “recursive” periodograms); (iv) easily calculatable parametric 2D likelihood function level contours, reflecting the asymptotic confidence regions; (v) fitting under some useful functional constraints is user-friendly; (vi) basic tasks of short- and long-term planetary dynamical simulation using a fast Everhart-type integrator based on Gauss-Legendre spacings; (vii) fitting the data with red noise (auto-correlated errors); (viii) various analytical and numerical methods for the tasks of determining the statistical significance. It is planned that further functionality may be added to PlanetPack in the future. During the development of this software, a lot of effort was made to improve the calculational speed, especially for CPU-demanding tasks. PlanetPack was written in pure C++ (standard of 1998/2003), and is expected to be compilable and useable on a wide range of platforms.
A Possible Application of Coherent Light Scattering on Biological Fluids
NASA Astrophysics Data System (ADS)
Chicea, Dan; Chicea, Liana Maria
2007-04-01
Human urine from both healthy patients and patients with different diseases was used as scattering medium in a coherent light scattering experiment. The time variation of the light intensity in the far field speckle image was acquired using a data acquisition system on a PC and a time series resulted for each sample. The autocorrelation function for each sample was calculated and the autocorrelation time was determined. The same samples were analyzed in a medical laboratory using the standard procedure. We found so far that the autocorrelation time is differently modified by the presence of pus, albumin, urobilin and sediments. The results suggest a fast procedure that can be used as laboratory test to detect the presence not of each individual component in suspensions but of big conglomerates as albumin, cylinders, oxalate crystals.
Damage detection and isolation via autocorrelation: a step toward passive sensing
NASA Astrophysics Data System (ADS)
Chang, Y. S.; Yuan, F. G.
2018-03-01
Passive sensing technique may eliminate the need of expending power from actuators and thus provide a means of developing a compact and simple structural health monitoring system. More importantly, it may provide a solution for monitoring the aircraft subjected to environmental loading from air flow during operation. In this paper, a non-contact auto-correlation based technique is exploited as a feasibility study for passive sensing application to detect damage and isolate the damage location. Its theoretical basis bears some resemblance to reconstructing Green's function from diffusive wavefield through cross-correlation. Localized high pressure air from air compressor are randomly and continuously applied on the one side surface of the aluminum panels through the air blow gun. A laser Doppler vibrometer (LDV) was used to scan a 90 mm × 90 mm area to create a 6 × 6 2D-array signals from the opposite side of the panels. The scanned signals were auto-correlated to reconstruct a "selfimpulse response" (or Green's function). The premise for stably reconstructing the accurate Green's function requires long sensing times. For a 609.6 mm × 609.6 mm flat aluminum panel, the sensing times roughly at least four seconds is sufficient to establish converged Green's function through correlation. For the integral stiffened aluminum panel, the geometrical features of the panel expedite the formation of the diffusive wavefield and thus shorten the sensing times. The damage is simulated by gluing a magnet onto the panels. Reconstructed Green's functions (RGFs) are used for damage detection and damage isolation based on an imaging condition with mean square deviation of the RGFs from the pristine and the damaged structure and the results are shown in color maps. The auto-correlation based technique is shown to consistently detect the simulated damage, image and isolate the damage in the structure subjected to high pressure air excitation. This technique may be transformed into passive sensing applied on the aircraft during operation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
De Pretto, Lucas R., E-mail: lucas.de.pretto@usp.br; Nogueira, Gesse E. C.; Freitas, Anderson Z.
2016-04-28
Functional modalities of Optical Coherence Tomography (OCT) based on speckle analysis are emerging in the literature. We propose a simple approach to the autocorrelation of OCT signal to enable volumetric flow rate differentiation, based on decorrelation time. Our results show that this technique could distinguish flows separated by 3 μl/min, limited by the acquisition speed of the system. We further perform a B-scan of gradient flow inside a microchannel, enabling the visualization of the drag effect on the walls.
NASA Astrophysics Data System (ADS)
Ha, Jong M.; Youn, Byeng D.; Oh, Hyunseok; Han, Bongtae; Jung, Yoongho; Park, Jungho
2016-03-01
We propose autocorrelation-based time synchronous averaging (ATSA) to cope with the challenges associated with the current practice of time synchronous averaging (TSA) for planet gears in planetary gearboxes of wind turbine (WT). An autocorrelation function that represents physical interactions between the ring, sun, and planet gears in the gearbox is utilized to define the optimal shape and range of the window function for TSA using actual kinetic responses. The proposed ATSA offers two distinctive features: (1) data-efficient TSA processing and (2) prevention of signal distortion during the TSA process. It is thus expected that an order analysis with the ATSA signals significantly improves the efficiency and accuracy in fault diagnostics of planet gears in planetary gearboxes. Two case studies are presented to demonstrate the effectiveness of the proposed method: an analytical signal from a simulation and a signal measured from a 2 kW WT testbed. It can be concluded from the results that the proposed method outperforms conventional TSA methods in condition monitoring of the planetary gearbox when the amount of available stationary data is limited.
Sign reversals of the output autocorrelation function for the stochastic Bernoulli-Verhulst equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lumi, N., E-mail: Neeme.Lumi@tlu.ee; Mankin, R., E-mail: Romi.Mankin@tlu.ee
2015-10-28
We consider a stochastic Bernoulli-Verhulst equation as a model for population growth processes. The effect of fluctuating environment on the carrying capacity of a population is modeled as colored dichotomous noise. Relying on the composite master equation an explicit expression for the stationary autocorrelation function (ACF) of population sizes is found. On the basis of this expression a nonmonotonic decay of the ACF by increasing lag-time is shown. Moreover, in a certain regime of the noise parameters the ACF demonstrates anticorrelation as well as related sign reversals at some values of the lag-time. The conditions for the appearance of thismore » highly unexpected effect are also discussed.« less
Pathogenic changes of dispersion and contrast of coherent images of biotissues
NASA Astrophysics Data System (ADS)
Pishak, Olga V.
2002-02-01
The paper presents the results of polarization-correlation investigation of multifractal collagen structure of physiologically normal and pathologically changed tissues of women's reproductive sphere and of skin. The technique of polarization selection of coherent biotissues' images with the following determination of their autocorrelation functions and spectral densities is suggested. The correlation-optical criteria of early diagnostics of pathological changes' appearance of myometry (forming of the germ of fibromyoma) and of skin(psoriasis) are determined. The suggested paper is directed to investigation of the possibilities of pathological changes of biotissues' morphological structure by means of determining the polarizationally filtered autocorrelation functions (ACF) and corresponding spectral densities of their coherent images.
NASA Astrophysics Data System (ADS)
Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.
2018-04-01
The paper investigates the stochastic modelling and forecasting of monthly average maximum and minimum temperature patterns through suitable seasonal auto regressive integrated moving average (SARIMA) model for the period 1981-2015 in India. The variations and distributions of monthly maximum and minimum temperatures are analyzed through Box plots and cumulative distribution functions. The time series plot indicates that the maximum temperature series contain sharp peaks in almost all the years, while it is not true for the minimum temperature series, so both the series are modelled separately. The possible SARIMA model has been chosen based on observing autocorrelation function (ACF), partial autocorrelation function (PACF), and inverse autocorrelation function (IACF) of the logarithmic transformed temperature series. The SARIMA (1, 0, 0) × (0, 1, 1)12 model is selected for monthly average maximum and minimum temperature series based on minimum Bayesian information criteria. The model parameters are obtained using maximum-likelihood method with the help of standard error of residuals. The adequacy of the selected model is determined using correlation diagnostic checking through ACF, PACF, IACF, and p values of Ljung-Box test statistic of residuals and using normal diagnostic checking through the kernel and normal density curves of histogram and Q-Q plot. Finally, the forecasting of monthly maximum and minimum temperature patterns of India for the next 3 years has been noticed with the help of selected model.
Crustal thickness across the Trans-European Suture Zone from ambient noise autocorrelations
NASA Astrophysics Data System (ADS)
Becker, G.; Knapmeyer-Endrun, B.
2018-02-01
We derive autocorrelations from ambient seismic noise to image the reflectivity of the subsurface and to extract the Moho depth beneath the stations for two different data sets in Central Europe. The autocorrelations are calculated by smoothing the spectrum of the data in order to suppress high amplitude, narrow-band signals of industrial origin, applying a phase autocorrelation algorithm and time-frequency domain phase-weighted stacking. The stacked autocorrelation results are filtered and analysed predominantly in the frequency range of 1-2 Hz. Moho depth is automatically picked inside uncertainty windows obtained from prior information. The processing scheme we developed is applied to data from permanent seismic stations located in different geological provinces across Europe, with varying Moho depths between 25 and 50 km, and to the mainly short period temporary PASSEQ stations along seismic profile POLONAISE P4. The autocorrelation results are spatially and temporarily stable, but show a clear correlation with the existence of cultural noise. On average, a minimum of six months of data is needed to obtain stable results. The obtained Moho depth results are in good agreement with the subsurface model provided by seismic profiling, receiver function estimates and the European Moho depth map. In addition to extracting the Moho depth, it is possible to identify an intracrustal layer along the profile, again closely matching the seismic model. For more than half of the broad-band stations, another change in reflectivity within the mantle is observed and can be correlated with the lithosphere-asthenosphere boundary to the west and a mid-lithospheric discontinuity beneath the East European Craton. With the application of the developed autocorrelation processing scheme to different stations with varying crustal thicknesses, it is shown that Moho depth can be extracted independent of subsurface structure, when station coverage is low, when no strong seismic sources are present, and when only limited amounts of data are available.
Blood flow velocity measurement by endovascular Doppler optical coherence tomography
NASA Astrophysics Data System (ADS)
Sun, Cuiru; Nolte, Felix; Vuong, Barry; Cheng, Kyle H. Y.; Lee, Kenneth K. C.; Standish, Beau A.; Courtney, Brian; Marotta, Tom R.; Yang, Victor X. D.
2013-03-01
Blood flow velocity and volumetric flow measurements are important parameters for assessment of the severity of stenosis and the outcome of interventional therapy. However, feasibility of intravascular flow measurement using a rotational catheter based phase resolved Doppler optical coherence tomography (DOCT) is difficult. Motion artefacts induced by the rotating optical imaging catheter, and the radially dependent noise background of measured Doppler signals are the main challenges encountered. In this study, a custom-made data acquisition system and developed algorithms to remove non-uniform rotational distortion (NURD) induced phase shift artefact by tracking the phase shift observed on catheter sheath. The flow velocity is calculated from Doppler shift obtained by Kasai autocorrelation after motion artefact removal. Blood flow velocity profiles in porcine carotid arteries in vivo were obtained at 100 frames/s with 500 A-lines/frame and DOCT images were taken at 20 frames/s with 2500 A-lines/frame. Time-varying velocity profiles were obtained at an artery branch. Furthermore, the identification of a vein adjacent to the catheterized vessel based on the color Doppler signal was also observed. The absolute measurement of intravascular flow using a rotating fiber catheter can provide insights to different stages of interventional treatment of stenosis in carotid artery.
Deep Shear Wave Velocity of Southern Bangkok and Vicinity
NASA Astrophysics Data System (ADS)
Wongpanit, T.; Hayashi, K.; Pananont, P.
2017-09-01
Bangkok is located on the soft marine clay in the Lower Chao Phraya Basin which can amplify seismic wave and can affect the shaking of buildings during an earthquake. Deep shear wave velocity of the sediment in the basin are useful for study the effect of the soft sediment on the seismic wave and can be used for earthquake engineering design and ground shaking estimation, especially for a deep basin. This study aims to measure deep shear wave velocity and create 2D shear wave velocity profile down to a bedrock in the southern Bangkok by the Microtremor measurements with 2 seismographs using Spatial Autocorrelation (2-SPAC) technique. The data was collected during a day time on linear array geometry with offsets varying between 5-2,000 m. Low frequency of natural tremor (0.2-0.6 Hz) was detected at many sites, however, very deep shear wave data at many sites are ambiguous due to man-made vibration noises in the city. The results show that shear wave velocity of the sediment in the southern Bangkok is between 100-2,000 ms-1 and indicate that the bedrock depth is about 600-800 m, except at Bang Krachao where bedrock depth is unclear.
NASA Astrophysics Data System (ADS)
Yamanaka, Hiroaki; Özmen, Ögur Tuna; Chimoto, Kosuke; Alkan, Mehmet Akif; Tün, Muammer; Pekkan, Emrah; Özel, Oguz; Polat, Derya; Nurlu, Murat
2018-05-01
We have explored 1D S-wave velocity profiles of shallow and deep soil layers over a basement at strong motion stations in Eskisehir Province, Turkey. Microtremor array explorations were conducted at eight strong motion stations in the area to know shallow 1D S-wave velocity models. Rayleigh wave phase velocity at a frequency range from 3 to 30 Hz was estimated with the spatial autocorrelation analysis of array records of vertical microtremors at each station. Individual phase velocity was inverted to a shallow S-wave velocity profile. Low-velocity layers were identified at the stations in the basin. Site amplification factors from S-wave parts of earthquake records that had been estimated at the strong motion stations by Yamanaka et al. (2017) were inverted to the S-wave velocities and Q-values of the sedimentary layers. The depths to the basement with an S-wave velocity of 2.2 km/s are about 1 km in the central part of the basin, while the basement becomes shallow as 0.3 km in the marginal part of the basin. We finally discussed the effects of the shallow and deep sedimentary layers on the 1D S-wave amplification characteristics using the revealed profiles. It is found that the shallow soil layers have no significant effects in the amplification at a frequency range lower than 3 Hz in the area.
NASA Astrophysics Data System (ADS)
Levashov, Valentin A.; Egami, Takeshi; Morris, James R.
2009-03-01
We present a new approach to the issue of correlation range in supercooled liquids based on Green-Kubo expression for viscosity. The integrand of this expression is the average stress-stress autocorrelation function. This correlation function could be rewritten in terms of correlations among local atomic stresses at different times and distances. The features of the autocorrelation function decay with time depend on temperature and correlation range. Through this approach we can study the development of spatial correlation with time, thus directly addressing the question of dynamic heterogeneity. We performed MD simulations on a single component system of particles interacting through short range pair potential. Our results indicate that even above the crossover temperature correlations extend well beyond the nearest neighbors. Surprisingly we found that the system size effects exist even on relatively large systems. We also address the role of diffusion in decay of stress-stress correlation function.
Nonharmonicity in vibrated granular solids
NASA Astrophysics Data System (ADS)
Schreck, Carl
2012-02-01
We have shown that granular packings composed of frictionless particles with repulsive contact interactions are strongly nonharmonic. When infinitesimally perturbed along linear response eigenmodes of the static packing, energy leaks from the original mode of vibration to a continuum of frequencies due solely to contact breaking even when the system is under significant compression. Further, vibrated packings possess well-defined equilibrium positions that are different than those of the unperturbed packing. The vibrational density of states obtained using the displacement matrix and velocity autocorrelation function methods exhibit an increase in the number of low-frequency modes over that obtained from linear response of the static packing. The form of the density of states in vibrated granular packings is reminiscent of the low-frequency behavior of the vibrational density of states in fluid systems. We also investigate the effects of inter-particle friction, dissipation, particle shape, and degree of positional order on the density of states and thermal transport properties in driven granular packings.
Effect of interfaces on the nearby Brownian motion
Huang, Kai; Szlufarska, Izabela
2015-01-01
Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, owing to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here we report a computational study of this effect using μs-long large-scale molecular dynamics simulations and our newly developed Green–Kubo relation for friction at the liquid–solid interface. Our computer experiment unambiguously reveals that the t−3/2 long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t−5/2 decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle-based micro-/nanosonar to probe the local wettability of liquid–solid interfaces. PMID:26438034
Nature of self-diffusion in two-dimensional fluids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho
Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. Here, we numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(more » $$t\\sqrt{In t)}$$ however with a rescaled time.« less
Broadband boundary effects on Brownian motion.
Mo, Jianyong; Simha, Akarsh; Raizen, Mark G
2015-12-01
Brownian motion of particles in confined fluids is important for many applications, yet the effects of the boundary over a wide range of time scales are still not well understood. We report high-bandwidth, comprehensive measurements of Brownian motion of an optically trapped micrometer-sized silica sphere in water near an approximately flat wall. At short distances we observe anisotropic Brownian motion with respect to the wall. We find that surface confinement not only occurs in the long time scale diffusive regime but also in the short time scale ballistic regime, and the velocity autocorrelation function of the Brownian particle decays faster than that of a particle in bulk fluid. Furthermore, at low frequencies the thermal force loses its color due to the reflected flow from the no-slip boundary. The power spectrum of the thermal force on the particle near a no-slip boundary becomes flat at low frequencies. This detailed understanding of boundary effects on Brownian motion opens a door to developing a 3D microscope using particles as remote sensors.
Effect of interfaces on the nearby Brownian motion.
Huang, Kai; Szlufarska, Izabela
2015-10-06
Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, owing to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here we report a computational study of this effect using μs-long large-scale molecular dynamics simulations and our newly developed Green-Kubo relation for friction at the liquid-solid interface. Our computer experiment unambiguously reveals that the t(-3/2) long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t(-5/2) decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle-based micro-/nanosonar to probe the local wettability of liquid-solid interfaces.
Nanoparticle Brownian motion and hydrodynamic interactions in the presence of flow fields
Uma, B.; Swaminathan, T. N.; Radhakrishnan, R.; Eckmann, D. M.; Ayyaswamy, P. S.
2011-01-01
We consider the Brownian motion of a nanoparticle in an incompressible Newtonian fluid medium (quiescent or fully developed Poiseuille flow) with the fluctuating hydrodynamics approach. The formalism considers situations where both the Brownian motion and the hydrodynamic interactions are important. The flow results have been modified to account for compressibility effects. Different nanoparticle sizes and nearly neutrally buoyant particle densities are also considered. Tracked particles are initially located at various distances from the bounding wall to delineate wall effects. The results for thermal equilibrium are validated by comparing the predictions for the temperatures of the particle with those obtained from the equipartition theorem. The nature of the hydrodynamic interactions is verified by comparing the velocity autocorrelation functions and mean square displacements with analytical and experimental results where available. The equipartition theorem for a Brownian particle in Poiseuille flow is verified for a range of low Reynolds numbers. Numerical predictions of wall interactions with the particle in terms of particle diffusivities are consistent with results, where available. PMID:21918592
Nature of self-diffusion in two-dimensional fluids
Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho; ...
2017-12-18
Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. Here, we numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(more » $$t\\sqrt{In t)}$$ however with a rescaled time.« less
Alternative first-principles calculation of entropy for liquids
Meyer, Edmund R.; Ticknor, Christopher; Kress, Joel D.; ...
2016-04-15
Here, w present an alternative method for interpreting the velocity autocorrelation function (VACF) of a fluid with application to extracting the entropy in a manner similar to the methods developed by Lin et al. [J. Chem. Phys. 119, 11792 (2003)] and improved upon by Desjarlais [Phys. Rev. E 88, 062145 (2013)]. The liquid VACF is decomposed into two components, one gas and one solid, and each contribution's entropic portion is calculated. But, we fit both the gas and solid portions of the VACF in the time domain. This approach is applied to a single-component liquid (a two-phase model of liquidmore » Al at the melt line) and two different two-component systems: a superionic-to-superionic (bcc to fcc) phase transition in H 2 O at high temperatures and pressures and a metastable liquid state of MgO. Finally, for all three examples, comparisons to existing results in the literature demonstrate the validity of our alternative.« less
Noise pair velocity and range echo location system
Erskine, D.J.
1999-02-16
An echo-location method for microwaves, sound and light capable of using incoherent and arbitrary waveforms of wide bandwidth to measure velocity and range (and target size) simultaneously to high resolution is disclosed. Two interferometers having very long and nearly equal delays are used in series with the target interposed. The delays can be longer than the target range of interest. The first interferometer imprints a partial coherence on an initially incoherent source which allows autocorrelation to be performed on the reflected signal to determine velocity. A coherent cross-correlation subsequent to the second interferometer with the source determines a velocity discriminated range. Dithering the second interferometer identifies portions of the cross-correlation belonging to a target apart from clutter moving at a different velocity. The velocity discrimination is insensitive to all slowly varying distortions in the signal path. Speckle in the image of target and antenna lobing due to parasitic reflections is minimal for an incoherent source. An arbitrary source which varies its spectrum dramatically and randomly from pulse to pulse creates a radar elusive to jamming. Monochromatic sources which jigger in frequency from pulse to pulse or combinations of monochromatic sources can simulate some benefits of incoherent broadband sources. Clutter which has a symmetrical velocity spectrum will self-cancel for short wavelengths, such as the apparent motion of ground surrounding target from a sidelooking airborne antenna. 46 figs.
Noise pair velocity and range echo location system
Erskine, David J.
1999-01-01
An echo-location method for microwaves, sound and light capable of using incoherent and arbitrary waveforms of wide bandwidth to measure velocity and range (and target size) simultaneously to high resolution. Two interferometers having very long and nearly equal delays are used in series with the target interposed. The delays can be longer than the target range of interest. The first interferometer imprints a partial coherence on an initially incoherent source which allows autocorrelation to be performed on the reflected signal to determine velocity. A coherent cross-correlation subsequent to the second interferometer with the source determines a velocity discriminated range. Dithering the second interferometer identifies portions of the cross-correlation belonging to a target apart from clutter moving at a different velocity. The velocity discrimination is insensitive to all slowly varying distortions in the signal path. Speckle in the image of target and antenna lobing due to parasitic reflections is minimal for an incoherent source. An arbitrary source which varies its spectrum dramatically and randomly from pulse to pulse creates a radar elusive to jamming. Monochromatic sources which jigger in frequency from pulse to pulse or combinations of monochromatic sources can simulate some benefits of incoherent broadband sources. Clutter which has a symmetrical velocity spectrum will self-cancel for short wavelengths, such as the apparent motion of ground surrounding target from a sidelooking airborne antenna.
NASA Astrophysics Data System (ADS)
Lan, Ma; Xiao, Wen; Chen, Zonghui; Hao, Hongliang; Pan, Feng
2018-01-01
Real-time micro-vibration measurement is widely used in engineering applications. It is very difficult for traditional optical detection methods to achieve real-time need in a relatively high frequency and multi-spot synchronous measurement of a region at the same time,especially at the nanoscale. Based on the method of heterodyne interference, an experimental system of real-time measurement of micro - vibration is constructed to satisfy the demand in engineering applications. The vibration response signal is measured by combing optical heterodyne interferometry and a high-speed CMOS-DVR image acquisition system. Then, by extracting and processing multiple pixels at the same time, four digital demodulation technique are implemented to simultaneously acquire the vibrating velocity of the target from the recorded sequences of images. Different kinds of demodulation algorithms are analyzed and the results show that these four demodulation algorithms are suitable for different interference signals. Both autocorrelation algorithm and cross-correlation algorithm meet the needs of real-time measurements. The autocorrelation algorithm demodulates the frequency more accurately, while the cross-correlation algorithm is more accurate in solving the amplitude.
Du, Han; Wang, Lijuan
2018-04-23
Intraindividual variability can be measured by the intraindividual standard deviation ([Formula: see text]), intraindividual variance ([Formula: see text]), estimated hth-order autocorrelation coefficient ([Formula: see text]), and mean square successive difference ([Formula: see text]). Unresolved issues exist in the research on reliabilities of intraindividual variability indicators: (1) previous research only studied conditions with 0 autocorrelations in the longitudinal responses; (2) the reliabilities of [Formula: see text] and [Formula: see text] have not been studied. The current study investigates reliabilities of [Formula: see text], [Formula: see text], [Formula: see text], [Formula: see text], and the intraindividual mean, with autocorrelated longitudinal data. Reliability estimates of the indicators were obtained through Monte Carlo simulations. The impact of influential factors on reliabilities of the intraindividual variability indicators is summarized, and the reliabilities are compared across the indicators. Generally, all the studied indicators of intraindividual variability were more reliable with a more reliable measurement scale and more assessments. The reliabilities of [Formula: see text] were generally lower than those of [Formula: see text] and [Formula: see text], the reliabilities of [Formula: see text] were usually between those of [Formula: see text] and [Formula: see text] unless the scale reliability was large and/or the interindividual standard deviation in autocorrelation coefficients was large, and the reliabilities of the intraindividual mean were generally the highest. An R function is provided for planning longitudinal studies to ensure sufficient reliabilities of the intraindividual indicators are achieved.
Bayesian Estimates of Autocorrelations in Single-Case Designs
ERIC Educational Resources Information Center
Shadish, William R.; Rindskopf, David M.; Hedges, Larry V.; Sullivan, Kristynn J.
2012-01-01
Researchers in the single-case design tradition have debated the size and importance of the observed autocorrelations in those designs. All of the past estimates of the autocorrelation in that literature have taken the observed autocorrelation estimates as the data to be used in the debate. However, estimates of the autocorrelation are subject to…
Quantitative fluorescence correlation spectroscopy on DNA in living cells
NASA Astrophysics Data System (ADS)
Hodges, Cameron; Kafle, Rudra P.; Meiners, Jens-Christian
2017-02-01
FCS is a fluorescence technique conventionally used to study the kinetics of fluorescent molecules in a dilute solution. Being a non-invasive technique, it is now drawing increasing interest for the study of more complex systems like the dynamics of DNA or proteins in living cells. Unlike an ordinary dye solution, the dynamics of macromolecules like proteins or entangled DNA in crowded environments is often slow and subdiffusive in nature. This in turn leads to longer residence times of the attached fluorophores in the excitation volume of the microscope and artifacts from photobleaching abound that can easily obscure the signature of the molecular dynamics of interest and make quantitative analysis challenging.We discuss methods and procedures to make FCS applicable to quantitative studies of the dynamics of DNA in live prokaryotic and eukaryotic cells. The intensity autocorrelation is computed function from weighted arrival times of the photons on the detector that maximizes the information content while simultaneously correcting for the effect of photobleaching to yield an autocorrelation function that reflects only the underlying dynamics of the sample. This autocorrelation function in turn is used to calculate the mean square displacement of the fluorophores attached to DNA. The displacement data is more amenable to further quantitative analysis than the raw correlation functions. By using a suitable integral transform of the mean square displacement, we can then determine the viscoelastic moduli of the DNA in its cellular environment. The entire analysis procedure is extensively calibrated and validated using model systems and computational simulations.
Liu, Lu; Wei, Jianrong; Zhang, Huishu; Xin, Jianhong; Huang, Jiping
2013-01-01
Because classical music has greatly affected our life and culture in its long history, it has attracted extensive attention from researchers to understand laws behind it. Based on statistical physics, here we use a different method to investigate classical music, namely, by analyzing cumulative distribution functions (CDFs) and autocorrelation functions of pitch fluctuations in compositions. We analyze 1,876 compositions of five representative classical music composers across 164 years from Bach, to Mozart, to Beethoven, to Mendelsohn, and to Chopin. We report that the biggest pitch fluctuations of a composer gradually increase as time evolves from Bach time to Mendelsohn/Chopin time. In particular, for the compositions of a composer, the positive and negative tails of a CDF of pitch fluctuations are distributed not only in power laws (with the scale-free property), but also in symmetry (namely, the probability of a treble following a bass and that of a bass following a treble are basically the same for each composer). The power-law exponent decreases as time elapses. Further, we also calculate the autocorrelation function of the pitch fluctuation. The autocorrelation function shows a power-law distribution for each composer. Especially, the power-law exponents vary with the composers, indicating their different levels of long-range correlation of notes. This work not only suggests a way to understand and develop music from a viewpoint of statistical physics, but also enriches the realm of traditional statistical physics by analyzing music.
Jayachander Rao, B; Varandas, A J C
2015-03-07
Motivated by recent efforts to achieve sub-femtosecond structural resolution in various molecular systems, we have performed a femtosecond quantum dynamics study of the water cation in the X ̃(2)B1 and Ã(2)A1 electronic states. Autocorrelation functions for H2O(+) and D2O(+) are calculated for such electronic states by solving numerically the time-dependent Schrödinger equation. From the ratio of the squared autocorrelation functions of D2O(+) and H2O(+), the high-order harmonic generation signals are calculated. Substantial vibrational dynamics is found in the Ã(2)A1 state as compared to the one in X ̃(2)B1, which supports recent experimental findings of Farrell et al., Phys. Rev. Lett., 2011, 107, 083001. Maxima in the above ratio are also predicted at ∼1.1 fs and ∼1.6 fs for the X ̃(2)B1 and Ã(2)A1 states, respectively. The expectation values of the positions of the atoms in H2O(+) as a function of time reveal a strong excitation of the bending mode in the Ã(2)A1 state, which explains the observed vibrational dynamics. The peaks in the ratios of the squared autocorrelation functions are also explained in terms of the evolving geometries of the water cation.
NASA Technical Reports Server (NTRS)
Campbell, Joel F.; Lin, Bing; Nehrir, Amin R.
2014-01-01
NASA Langley Research Center in collaboration with ITT Exelis have been experimenting with Continuous Wave (CW) laser absorption spectrometer (LAS) as a means of performing atmospheric CO2 column measurements from space to support the Active Sensing of CO2 Emissions over Nights, Days, and Seasons (ASCENDS) mission.Because range resolving Intensity Modulated (IM) CW lidar techniques presented here rely on matched filter correlations, autocorrelation properties without side lobes or other artifacts are highly desirable since the autocorrelation function is critical for the measurements of lidar return powers, laser path lengths, and CO2 column amounts. In this paper modulation techniques are investigated that improve autocorrelation properties. The modulation techniques investigated in this paper include sine waves modulated by maximum length (ML) sequences in various hardware configurations. A CW lidar system using sine waves modulated by ML pseudo random noise codes is described, which uses a time shifting approach to separate channels and make multiple, simultaneous online/offline differential absorption measurements. Unlike the pure ML sequence, this technique is useful in hardware that is band pass filtered as the IM sine wave carrier shifts the main power band. Both amplitude and Phase Shift Keying (PSK) modulated IM carriers are investigated that exibit perfect autocorrelation properties down to one cycle per code bit. In addition, a method is presented to bandwidth limit the ML sequence based on a Gaussian filter implemented in terms of Jacobi theta functions that does not seriously degrade the resolution or introduce side lobes as a means of reducing aliasing and IM carrier bandwidth.
Effects of aging in catastrophe on the steady state and dynamics of a microtubule population
NASA Astrophysics Data System (ADS)
Jemseena, V.; Gopalakrishnan, Manoj
2015-05-01
Several independent observations have suggested that the catastrophe transition in microtubules is not a first-order process, as is usually assumed. Recent in vitro observations by Gardner et al. [M. K. Gardner et al., Cell 147, 1092 (2011), 10.1016/j.cell.2011.10.037] showed that microtubule catastrophe takes place via multiple steps and the frequency increases with the age of the filament. Here we investigate, via numerical simulations and mathematical calculations, some of the consequences of the age dependence of catastrophe on the dynamics of microtubules as a function of the aging rate, for two different models of aging: exponential growth, but saturating asymptotically, and purely linear growth. The boundary demarcating the steady-state and non-steady-state regimes in the dynamics is derived analytically in both cases. Numerical simulations, supported by analytical calculations in the linear model, show that aging leads to nonexponential length distributions in steady state. More importantly, oscillations ensue in microtubule length and velocity. The regularity of oscillations, as characterized by the negative dip in the autocorrelation function, is reduced by increasing the frequency of rescue events. Our study shows that the age dependence of catastrophe could function as an intrinsic mechanism to generate oscillatory dynamics in a microtubule population, distinct from hitherto identified ones.
Cell migration under ultrasound irradiations in micrometer scale
NASA Astrophysics Data System (ADS)
Murakami, Shinya; Otsuka, Yo; Oshima, Yusuke; Hikita, Atsuhiko; Mitsui, Toshiyuki
2013-03-01
Cell movements, migration play an important role in many physiological processes including cell proliferation and differentiation. C2C12, a line of mouse myoblasts is known to differentiate into osteoblast under appropriate conditions. Therefore, C2C12 cells can be chosen for the differentiation studies. However, the movement of the C2C12's has not been fully investigated although the movements may provide a better understanding of the healing processes of bone repair, regeneration and differentiation. In addition, low intensity ultrasound has been thought and used to promote bone fracture healing although the microscopic mechanism of this healing is not well understood. As a first step, we have investigated single cell migration of C2C12 under optical microscopy with and without ultrasound irradiations. The ultrasound is irradiated from an apex of a sharp needle. The frequency is 1.5 MHz and the power intensity is near 24 mW/cm2. These values were similar to the ultrasound treatment values. In this conference, we will show the influence of the ultrasound irradiation on the cell movement by plotting the mean squared displacement and the velocity autocorrelation function as a function of time.
NASA Astrophysics Data System (ADS)
Wang, Tao; Song, Xiaodong
2018-03-01
Anisotropy of Earth's inner core provides a key role to understand its evolution and the Earth's magnetic field. Recently, using autocorrelations from earthquake's coda, we found an equatorial anisotropy of the inner-inner core (IIC), in apparent contrast to the polar anisotropy of the outer-inner core (OIC). To reduce the influence of the polar anisotropy and reduce possible contaminations from the large Fresnel zone of the PKIKP2 and PKIIKP2 phases at low frequencies, we processed coda noise of large earthquakes (10,000-40,000 s after magnitude ≥7.0) from stations at low latitudes (within ±35°) during 1990-2013. Using a number of improved procedures of both autocorrelation and cross-correlation, we extracted 52 array-stacked high-quality empirical Green's functions (EGFs), an increase of over 60% from our previous study. The high-quality data allow us to measure the relative arrival times by automatic waveform cross correlation. The results show large variation (∼10.9 s) in the differential times between the PKIKP2 and PKIIKP2 phases. The estimated influence of the Fresnel zone is insignificant (<1.1 s), compared to the observed data variation and measurement uncertainty. The observed time residuals match very well previous IIC model with a quasi-equatorial fast axis (near Central America and the Southeast Asia) and the spatial pattern from the low-latitude measurements is similar to the previous global dataset, including the fast axis and two low-velocity open rings, thus providing further support for the equatorial anisotropy model of the IIC. Speculations for the shift of the fast axis between the OIC and the IIC include: change of deformation regimes during the inner core history, change of geomagnetic field, and a proto-inner core.
Forecasting coconut production in the Philippines with ARIMA model
NASA Astrophysics Data System (ADS)
Lim, Cristina Teresa
2015-02-01
The study aimed to depict the situation of the coconut industry in the Philippines for the future years applying Autoregressive Integrated Moving Average (ARIMA) method. Data on coconut production, one of the major industrial crops of the country, for the period of 1990 to 2012 were analyzed using time-series methods. Autocorrelation (ACF) and partial autocorrelation functions (PACF) were calculated for the data. Appropriate Box-Jenkins autoregressive moving average model was fitted. Validity of the model was tested using standard statistical techniques. The forecasting power of autoregressive moving average (ARMA) model was used to forecast coconut production for the eight leading years.
The probability density function (PDF) of the time intervals between subsequent extreme events in atmospheric Hg0 concentration data series from different latitudes has been investigated. The Hg0 dynamic possesses a long-term memory autocorrelation function. Above a fixed thresh...
Diffraction and geometrical optical transfer functions: calculation time comparison
NASA Astrophysics Data System (ADS)
Díaz, José Antonio; Mahajan, Virendra N.
2017-08-01
In a recent paper, we compared the diffraction and geometrical optical transfer functions (OTFs) of an optical imaging system, and showed that the GOTF approximates the DOTF within 10% when a primary aberration is about two waves or larger [Appl. Opt., 55, 3241-3250 (2016)]. In this paper, we determine and compare the times to calculate the DOTF by autocorrelation or digital autocorrelation of the pupil function, and by a Fourier transform (FT) of the point-spread function (PSF); and the GOTF by a FT of the geometrical PSF and its approximation, the spot diagram. Our starting point for calculating the DOTF is the wave aberrations of the system in its pupil plane, and the ray aberrations in the image plane for the GOTF. The numerical results for primary aberrations and a typical imaging system show that the direct integrations are slow, but the calculation of the DOTF by a FT of the PSF is generally faster than the GOTF calculation by a FT of the spot diagram.
NASA Astrophysics Data System (ADS)
Hirakawa, E. T.; Pitarka, A.; Mellors, R. J.
2015-12-01
Evan Hirakawa, Arben Pitarka, and Robert Mellors One challenging task in explosion seismology is development of physical models for explaining the generation of S-waves during underground explosions. Pitarka et al. (2015) used finite difference simulations of SPE-3 (part of Source Physics Experiment, SPE, an ongoing series of underground chemical explosions at the Nevada National Security Site) and found that while a large component of shear motion was generated directly at the source, additional scattering from heterogeneous velocity structure and topography are necessary to better match the data. Large-scale features in the velocity model used in the SPE simulations are well constrained, however, small-scale heterogeneity is poorly constrained. In our study we used a stochastic representation of small-scale variability in order to produce additional high-frequency scattering. Two methods for generating the distributions of random scatterers are tested. The first is done in the spatial domain by essentially smoothing a set of random numbers over an ellipsoidal volume using a Gaussian weighting function. The second method consists of filtering a set of random numbers in the wavenumber domain to obtain a set of heterogeneities with a desired statistical distribution (Frankel and Clayton, 1986). This method is capable of generating distributions with either Gaussian or von Karman autocorrelation functions. The key parameters that affect scattering are the correlation length, the standard deviation of velocity for the heterogeneities, and the Hurst exponent, which is only present in the von Karman media. Overall, we find that shorter correlation lengths as well as higher standard deviations result in increased tangential motion in the frequency band of interest (0 - 10 Hz). This occurs partially through S-wave refraction, but mostly by P-S and Rg-S waves conversions. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344
Unified phonon-based approach to the thermodynamics of solid, liquid and gas states
NASA Astrophysics Data System (ADS)
Bolmatov, Dima; Zav'yalov, Dmitry; Zhernenkov, Mikhail; Musaev, Edvard T.; Cai, Yong Q.
2015-12-01
We introduce a unified approach to states of matter (solid, liquid and gas) and describe the thermodynamics of the pressure-temperature phase diagram in terms of phonon excitations. We derive the effective Hamiltonian with low-energy cutoff in two transverse phonon polarizations (phononic band gaps) by breaking the symmetry in phonon interactions. Further, we construct the statistical mechanics of states of aggregation employing the Debye approximation. The introduced formalism covers the Debye theory of solids, the phonon theory of liquids, and thermodynamic limits such as the Dulong-Petit thermodynamic limit (cV = 3kB), the ideal gas limit (cV =3/2 kB) and the new thermodynamic limit (cV = 2kB), dubbed here the Frenkel line thermodynamic limit. We discuss the phonon propagation and localization effects in liquids above and below the Frenkel line, and explain the "fast sound" phenomenon. As a test for our theory we calculate velocity-velocity autocorrelation and pair distribution functions within the Green-Kubo formalism. We show the consistency between dynamics of phonons and pair correlations in the framework of the unified approach. New directions towards advancements in phononic band gaps engineering, hypersound manipulation technologies and exploration of exotic behaviour of fluids relevant to geo- and planetary sciences are discussed. The presented results are equally important both for practical implications and for fundamental research.
Microtremor exploration for shallow S-wave velocity structure in Bandung Basin, Indonesia
NASA Astrophysics Data System (ADS)
Pramatadie, Andi Muhamad; Yamanaka, Hiroaki; Chimoto, Kosuke; Afnimar Collaboration; Koketsu, Kazuki; Sakaue, Minoru; Miyake, Hiroe; Sengara, I. Wayan; Sadisun, Imam A.
2017-05-01
We have conducted a microtremor survey for shallow S-wave velocity profiles to be used for seismic hazard evaluation in the Bandung Basin, Indonesia. In the survey, two arrays were deployed temporarily at each of 29 sites, by installing seven vertical sensors in triangular configurations with side lengths from 1 to 16 m. Records of vertical microtremors from each array were used to estimate Rayleigh wave phase velocity spectra using the spatial autocorrelation method, as well as the horizontal-to-vertical spectral ratio obtained at the centre of the arrays. Phase velocities at sites on the basin margin exhibit higher values than those obtained in the central part of the basin, in a frequency range of 7 to 30 Hz. The phase velocity data were used to deduce S-wave velocity profiles of shallow soil using a hybrid heuristic inversion method. We validated our inversion models by comparing observed horizontal-to-vertical spectral ratios with ellipticities of the fundamental mode of Rayleigh waves, calculated for the inversion models. The S-wave velocity profiles in the area can be characterised by two soft layers over a firm engineering basement that has an S-wave velocity of 500 m/s. The S-wave velocities of the two layers are 120 and 280 m/s on average. The distribution of the averaged S-wave velocity in the top 30 m clearly indicates low values in the eastern central part and high values in the edge of the basin. The amplification is large in the areas with low velocity layers. In addition, we have proposed an empirical relation between the amplification factor and the topographical slope in the area.
NASA Astrophysics Data System (ADS)
Flores-Estrella, H.; Aguirre, J.; Boore, D.; Yussim, S.
2001-12-01
Microtremor recordings have become a useful tool for microzonation studies in countries with low to moderate seismicity and also in countries where there are few seismographs or the recurrence time for an earthquake is quite long. Microtremor recordings can be made at almost any time and any place without needing to wait for an earthquake. The measurements can be made using one station or an array of stations. Microtremor recordings can be used to estimate site response directly (e.g. by using Nakamura's technique), or they can be used to estimate shear-wave velocities, from which site response can be calculated. A number of studies have found that the direct estimation of site response may be unreliable, except for identifying the fundamental resonant period of a site. Obtaining shear-wave velocities requires inverting measurements of Rayleigh wave phase velocities from microtremors, which are obtained by using the Spatial Autocorrelation (SPAC) (Aki, 1957) or the Frequency-Wave Number (F-K) (Horike, 1985) methods. Estimating shear-wave velocities from microtremor recordings is a cheaper alternative than direct methods, such as the logging of boreholes. In this work we use simultaneous microtremor recordings from triangular arrays located at two sites in Mexico City, Mexico, one ("Texcoco") with a lacustrine sediment layer of about 200 m depth, and the other one ("Ciudad Universitaria") underlain by 2,000 year old basaltic flows from Xitle volcano. The data are analyzed using both the SPAC method and by the standard F-K method. The results obtained from the SPAC method are more consistent with expectations from the geological conditions and an empirical transfer function (Montalvo et al., 2001) than those from F-K method. We also analyze data from the Hollister Municipal Airport in California. The triangular array at this site is located near a borehole from which seismic velocities have been obtained using a downhole logging method (Liu et al., 2000). We compare results from the microtremor recordings analyzed using both the SPAC and F-K methods with those obtained from the downhole logging.
NASA Astrophysics Data System (ADS)
Ugalde, Arantza; Gaite, Beatriz; Villaseñor, Antonio
2016-04-01
During September 2013, the injection of the base gas in a depleted oil reservoir used as an underground natural gas storage (CASTOR) caused a sudden seismic activity increase in the eastern coast of Spain. As a result, a compact cluster of more than 550 earthquakes with magnitudes mbLg > 0.7 were located in the shallow offshore area of the Gulf of Valencia during two months. The strongest event, having a magnitude of Mw=4.2, was followed by two Mw=4.1 events the day after and took place once the gas injection activities had finished. Using the seismic data recorded by permanent stations at more than 25 km from the injection well, we applied coda wave interferometry to monitor changes in seismic velocity structure between similar earthquakes. Then we solved for a continuous function of velocity changes with time by combining observations from all the closely located earthquake sources. The rate of repeating events allowed measurements of relative velocity variations for about 30 days on a daily scale. To extend the analysis in time, we also processed the continuous data using the autocorrelation of band-pass filtered ambient seismic noise. A 10-day average was required to achieve a sufficient signal-to-noise ratio in the 0.2-0.5 Hz and 0.5-1 Hz frequency bands. We quantified the time lags between two traces in the frequency and time domains by means of the Moving Window Cross Spectral Analysis and a Dynamic Time Warping technique, respectively. Injection of fluids in geologic formations causes variations in seismic velocities associated to changes in fluid saturation, increase in pore pressure or opening or enlargement of cracks due to the injection process. Time delays associated with stress changes caused by moderate to large earthquakes have also been established. In this work, we found no velocity changes during the gas injection period nor on the occasion of the Mw 4.2 earthquake. The sensitivity of the method is dependent on the seismic network geometry and the lateral extent of the velocity anomaly. With the given network configuration we conclude that any temporal changes in seismic velocities in the CASTOR gas storage area must be smaller than 0.05%.
NASA Technical Reports Server (NTRS)
Squires, Kyle D.; Eaton, John K.
1991-01-01
Direct numerical simulation is used to study dispersion in decaying isotropic turbulence and homogeneous shear flow. Both Lagrangian and Eulerian data are presented allowing direct comparison, but at fairly low Reynolds number. The quantities presented include properties of the dispersion tensor, isoprobability contours of particle displacement, Lagrangian and Eulerian velocity autocorrelations and time scale ratios, and the eddy diffusivity tensor. The Lagrangian time microscale is found to be consistently larger than the Eulerian microscale, presumably due to the advection of the small scales by the large scales in the Eulerian reference frame.
Time-series network analysis of civil aviation in Japan (1985-2005)
NASA Astrophysics Data System (ADS)
Michishita, Ryo; Xu, Bing; Yamada, Ikuho
2008-10-01
Due to the airline deregulation in 1985, a series of new airport developments in the 1990s and 2000s, and the reorganization of airline companies in the 2000s, Japan's air passenger transportation has been dramatically altered in the last two decades in many ways. In this paper, the authors examine how the network and flow structures of domestic air passenger transportation in Japan have geographically changed since 1985. For this purpose, passenger flow data in 1985, 1995, and 2005 were extracted from the Air Transportation Statistical Survey conducted by the Ministry of Land, Infrastructure and Transport, Japan. First, national and regional hub airports are identified via dominant flow and hub function analysis. Then the roles of the hub airports and individual connections over the network are examined with respect to their spatial and network autocorrelations. Spatial and network autocorrelations were evaluated both globally and locally using Moran's I and LISA statistics. The passenger flow data were first examined as a whole and then divided into 3 airline-based categories. Dominant flow and hub function enabled us to detect the hub airports. Structural processes of the hub-and-spoke network were confirmed in each airline through spatial autocorrelation analysis. Network autocorrelation analysis showed that all airlines ingeniously optimized their networks by connecting their routes with large numbers of passengers to other routes with large numbers of passengers, and routes with small numbers of passengers to other routes with small numbers of passengers. The effects of political events and the changes in the strategies of each airline on the whole networks were strongly reflected in the results of this study.
Di Rienzo, Carmine; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco
2014-10-09
It has become increasingly evident that the spatial distribution and the motion of membrane components like lipids and proteins are key factors in the regulation of many cellular functions. However, due to the fast dynamics and the tiny structures involved, a very high spatio-temporal resolution is required to catch the real behavior of molecules. Here we present the experimental protocol for studying the dynamics of fluorescently-labeled plasma-membrane proteins and lipids in live cells with high spatiotemporal resolution. Notably, this approach doesn't need to track each molecule, but it calculates population behavior using all molecules in a given region of the membrane. The starting point is a fast imaging of a given region on the membrane. Afterwards, a complete spatio-temporal autocorrelation function is calculated correlating acquired images at increasing time delays, for example each 2, 3, n repetitions. It is possible to demonstrate that the width of the peak of the spatial autocorrelation function increases at increasing time delay as a function of particle movement due to diffusion. Therefore, fitting of the series of autocorrelation functions enables to extract the actual protein mean square displacement from imaging (iMSD), here presented in the form of apparent diffusivity vs average displacement. This yields a quantitative view of the average dynamics of single molecules with nanometer accuracy. By using a GFP-tagged variant of the Transferrin Receptor (TfR) and an ATTO488 labeled 1-palmitoyl-2-hydroxy-sn-glycero-3-phosphoethanolamine (PPE) it is possible to observe the spatiotemporal regulation of protein and lipid diffusion on µm-sized membrane regions in the micro-to-milli-second time range.
Nowosad, J; Stach, A; Kasprzyk, I; Grewling, Ł; Latałowa, M; Puc, M; Myszkowska, D; Weryszko-Chmielewska, E; Piotrowska-Weryszko, K; Chłopek, K; Majkowska-Wojciechowska, B; Uruska, A
The aim of the study was to determine the characteristics of temporal and space-time autocorrelation of pollen counts of Alnus , Betula , and Corylus in the air of eight cities in Poland. Daily average pollen concentrations were monitored over 8 years (2001-2005 and 2009-2011) using Hirst-designed volumetric spore traps. The spatial and temporal coherence of data was investigated using the autocorrelation and cross-correlation functions. The calculation and mathematical modelling of 61 correlograms were performed for up to 25 days back. The study revealed an association between temporal variations in Alnus , Betula , and Corylus pollen counts in Poland and three main groups of factors such as: (1) air mass exchange after the passage of a single weather front (30-40 % of pollen count variation); (2) long-lasting factors (50-60 %); and (3) random factors, including diurnal variations and measurements errors (10 %). These results can help to improve the quality of forecasting models.
Lardy, Matthew A; Lebrun, Laurie; Bullard, Drew; Kissinger, Charles; Gobbi, Alberto
2012-05-25
In modern day drug discovery campaigns, computational chemists have to be concerned not only about improving the potency of molecules but also reducing any off-target ADMET activity. There are a plethora of antitargets that computational chemists may have to consider. Fortunately many antitargets have crystal structures deposited in the PDB. These structures are immediately useful to our Autocorrelator: an automated model generator that optimizes variables for building computational models. This paper describes the use of the Autocorrelator to construct high quality docking models for cytochrome P450 2C9 (CYP2C9) from two publicly available crystal structures. Both models result in strong correlation coefficients (R² > 0.66) between the predicted and experimental determined log(IC₅₀) values. Results from the two models overlap well with each other, converging on the same scoring function, deprotonated charge state, and predicted the binding orientation for our collection of molecules.
NASA Astrophysics Data System (ADS)
Laracuente, Nicholas; Grossman, Carl
2013-03-01
We developed an algorithm and software to calculate autocorrelation functions from real-time photon-counting data using the fast, parallel capabilities of graphical processor units (GPUs). Recent developments in hardware and software have allowed for general purpose computing with inexpensive GPU hardware. These devices are more suited for emulating hardware autocorrelators than traditional CPU-based software applications by emphasizing parallel throughput over sequential speed. Incoming data are binned in a standard multi-tau scheme with configurable points-per-bin size and are mapped into a GPU memory pattern to reduce time-expensive memory access. Applications include dynamic light scattering (DLS) and fluorescence correlation spectroscopy (FCS) experiments. We ran the software on a 64-core graphics pci card in a 3.2 GHz Intel i5 CPU based computer running Linux. FCS measurements were made on Alexa-546 and Texas Red dyes in a standard buffer (PBS). Software correlations were compared to hardware correlator measurements on the same signals. Supported by HHMI and Swarthmore College
Probabilistic density function method for nonlinear dynamical systems driven by colored noise.
Barajas-Solano, David A; Tartakovsky, Alexandre M
2016-05-01
We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integrodifferential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified large-eddy-diffusivity (LED) closure. In contrast to the classical LED closure, the proposed closure accounts for advective transport of the PDF in the approximate temporal deconvolution of the integrodifferential equation. In addition, we introduce the generalized local linearization approximation for deriving a computable PDF equation in the form of a second-order partial differential equation. We demonstrate that the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary autocorrelation time. We apply the proposed PDF method to analyze a set of Kramers equations driven by exponentially autocorrelated Gaussian colored noise to study nonlinear oscillators and the dynamics and stability of a power grid. Numerical experiments show the PDF method is accurate when the noise autocorrelation time is either much shorter or longer than the system's relaxation time, while the accuracy decreases as the ratio of the two timescales approaches unity. Similarly, the PDF method accuracy decreases with increasing standard deviation of the noise.
NASA Astrophysics Data System (ADS)
Eliëns, I. S.; Ramos, F. B.; Xavier, J. C.; Pereira, R. G.
2016-05-01
We study the influence of reflective boundaries on time-dependent responses of one-dimensional quantum fluids at zero temperature beyond the low-energy approximation. Our analysis is based on an extension of effective mobile impurity models for nonlinear Luttinger liquids to the case of open boundary conditions. For integrable models, we show that boundary autocorrelations oscillate as a function of time with the same frequency as the corresponding bulk autocorrelations. This frequency can be identified as the band edge of elementary excitations. The amplitude of the oscillations decays as a power law with distinct exponents at the boundary and in the bulk, but boundary and bulk exponents are determined by the same coupling constant in the mobile impurity model. For nonintegrable models, we argue that the power-law decay of the oscillations is generic for autocorrelations in the bulk, but turns into an exponential decay at the boundary. Moreover, there is in general a nonuniversal shift of the boundary frequency in comparison with the band edge of bulk excitations. The predictions of our effective field theory are compared with numerical results obtained by time-dependent density matrix renormalization group (tDMRG) for both integrable and nonintegrable critical spin-S chains with S =1 /2 , 1, and 3 /2 .
Role of internal motions and molecular geometry on the NMR relaxation of hydrocarbons
NASA Astrophysics Data System (ADS)
Singer, P. M.; Asthagiri, D.; Chen, Z.; Valiya Parambathu, A.; Hirasaki, G. J.; Chapman, W. G.
2018-04-01
The role of internal motions and molecular geometry on 1H NMR relaxation rates in liquid-state hydrocarbons is investigated using MD (molecular dynamics) simulations of the autocorrelation functions for intramolecular and intermolecular 1H-1H dipole-dipole interactions. The effects of molecular geometry and internal motions on the functional form of the autocorrelation functions are studied by comparing symmetric molecules such as neopentane and benzene to corresponding straight-chain alkanes n-pentane and n-hexane, respectively. Comparison of rigid versus flexible molecules shows that internal motions cause the intramolecular and intermolecular correlation-times to get significantly shorter, and the corresponding relaxation rates to get significantly smaller, especially for longer-chain n-alkanes. Site-by-site simulations of 1H's across the chains indicate significant variations in correlation times and relaxation rates across the molecule, and comparison with measurements reveals insights into cross-relaxation effects. Furthermore, the simulations reveal new insights into the relative strength of intramolecular versus intermolecular relaxation as a function of internal motions, as a function of molecular geometry, and on a site-by-site basis across the chain.
Measurement of ultrashort laser pulses using single-crystal films of 4-aminobenzophenone
NASA Astrophysics Data System (ADS)
Bhowmik, Achintya K.; Tan, Shida; Ahyi, Ayayi C.; Dharmadhikari, J. A.; Dharmadhikari, A. K.; Mathur, D.
2007-12-01
Single-crystal thin-film of an organic second-order nonlinear optical material, 4-aminobenzophenone (ABP), is used to measure the pulsewidth of a Ti-Sapphire laser producing ˜45 fs pulses at 1 kHz repetition rate, by the non-collinear second-harmonic generation (SHG) intensity autocorrelation technique. These films are suitable for measurements over a broad wavelength range, down to 780 nm, due to their wide optical transparency. The single-crystal film with thickness (˜3 μm) less than the coherence length requires no phase-matching for efficient broadband SHG. Pulse walk-off due to group-velocity mismatch (GVM) and temporal broadening of the pulses due to group-velocity dispersion (GVD) are found to be negligible. These effects have been estimated for pulse width down to few-cycle pulses (˜10 fs), and the analyses show that these films can be used to characterize such ultrashort optical pulses.
Natterer, F D; Rusponi, S; Papagno, M; Carbone, C; Brune, H
2012-08-08
We compare different growth methods with the aim of optimizing the long-range order of a graphene layer grown on Ru(0001). Combining chemical vapor deposition with carbon loading and segregation of the surface layer leads to autocorrelation lengths of 240 Å. We present several routes to band gap and charge carrier mobility engineering for the example of graphene on Ir(111). Ir cluster superlattices self-assembled onto the graphene moiré pattern produce a strong renormalization of the electron group velocity close to the Dirac point, leading to highly anisotropic Dirac cones and the enlargement of the gap from 140 to 340 meV. This gap can further be enhanced to 740 meV by Na co-adsorption onto the Ir cluster superlattice at room temperature. This value is close to that of Ge, and the high group velocity of the charge carriers is fully preserved. We also present data for Na adsorbed without the Ir clusters. In both cases we find that the Na is on top of the graphene layer.
Identification of Piecewise Linear Uniform Motion Blur
NASA Astrophysics Data System (ADS)
Patanukhom, Karn; Nishihara, Akinori
A motion blur identification scheme is proposed for nonlinear uniform motion blurs approximated by piecewise linear models which consist of more than one linear motion component. The proposed scheme includes three modules that are a motion direction estimator, a motion length estimator and a motion combination selector. In order to identify the motion directions, the proposed scheme is based on a trial restoration by using directional forward ramp motion blurs along different directions and an analysis of directional information via frequency domain by using a Radon transform. Autocorrelation functions of image derivatives along several directions are employed for estimation of the motion lengths. A proper motion combination is identified by analyzing local autocorrelation functions of non-flat component of trial restored results. Experimental examples of simulated and real world blurred images are given to demonstrate a promising performance of the proposed scheme.
Spatial orientation of the vestibular system
NASA Technical Reports Server (NTRS)
Raphan, T.; Dai, M.; Cohen, B.
1992-01-01
1. A simplified three-dimensional state space model of visual vestibular interaction was formulated. Matrix and dynamical system operators representing coupling from the semicircular canals and the visual system to the velocity storage integrator were incorporated into the model. 2. It was postulated that the system matrix for a tilted position was a composition of two linear transformations of the system matrix for the upright position. One transformation modifies the eigenvalues of the system matrix while another rotates the pitch and roll eigenvectors with the head, while maintaining the yaw axis eigenvector approximately spatially invariant. Using this representation, the response characteristics of the pitch, roll, and yaw eye velocity were obtained in terms of the eigenvalues and associated eigenvectors. 3. Using OKAN data obtained from monkeys and comparing to the model predictions, the eigenvalues and eigenvectors of the system matrix were identified as a function of tilt to the side or of tilt to the prone positions, using a modification of the Marquardt algorithm. The yaw eigenvector for right-side-down tilt and for downward pitch cross-coupling was approximately 30 degrees from the spatial vertical. For the prone position, the eigenvector was computed to be approximately 20 degrees relative to the spatial vertical. For both side-down and prone positions, oblique OKN induced along eigenvector directions generated OKAN which decayed to zero along a straight line with approximately a single time constant. This was verified by a spectral analysis of the residual sequence about the straight line fit to the decaying data. The residual sequence was associated with a narrow autocorrelation function and a wide power spectrum. 4. Parameters found using the Marquardt algorithm were incorporated into the model. Diagonal matrices in a head coordinate frame were introduced to represent the direct pathway and the coupling of the visual system to the integrator. Model simulations predicted the behavior of yaw and pitch OKN and OKAN when the animal was upright, as well as the cross-coupling in the tilted position. The trajectories in velocity space were also accurately simulated. 5. There were similarities between the monkey eigenvectors and human perception of the spatial vertical. For side-down tilts and downward eye velocity cross-coupling, there was only an Aubert (A) effect. For upward eye velocity cross-coupling there were both Muller (E) and Aubert (A) effects. The mean of the eigenvectors for upward and downward eye velocities overlay human 1 x g perceptual data.(ABSTRACT TRUNCATED AT 400 WORDS).
NASA Astrophysics Data System (ADS)
Farrugia, Daniela; Galea, Pauline; D'Amico, Sebastiano; Paolucci, Enrico
2016-04-01
It is well known that earthquake damage at a particular site depends on the source, the path that the waves travel through and the local geology. The latter is capable of amplifying and changing the frequency content of the incoming seismic waves. In regions of sparse or no strong ground motion records, like Malta (Central Mediterranean), ground motion simulations are used to obtain parameters for purposes of seismic design and analysis. As an input to ground motion simulations, amplification functions related to the shallow subsurface are required. Shear-wave velocity profiles of several sites on the Maltese islands were obtained using the Horizontal-to-Vertical Spectral Ratio (H/V), the Extended Spatial Auto-Correlation (ESAC) technique and the Genetic Algorithm. The sites chosen were all characterised by a layer of Blue Clay, which can be up to 75 m thick, underlying the Upper Coralline Limestone, a fossiliferous coarse grained limestone. This situation gives rise to a velocity inversion. Available borehole data generally extends down till the top of the Blue Clay layer therefore the only way to check the validity of the modelled shear-wave velocity profile is through the thickness of the topmost layer. Surface wave methods are characterised by uncertainties related to the measurements and the model used for interpretation. Moreover the inversion procedure is also highly non-unique. Such uncertainties are not commonly included in site response analysis. Yet, the propagation of uncertainties from the extracted dispersion curves to inversion solutions can lead to significant differences in the simulations (Boaga et al., 2011). In this study, a series of sensitivity analyses will be presented with the aim of better identifying those stratigraphic properties which can perturb the ground motion simulation results. The stochastic one-dimensional site response analysis algorithm, Extended Source Simulation (EXSIM; Motazedian and Atkinson, 2005), was used to perform these analyses. The amplification functions were extracted using the programme SITE_AMP (Boore, 2003), which computes amplifications based on the square root of the effective seismic impedance. Sensitivity indices were obtained by changing two parameters (thickness and shear-wave velocity) of the different layers while keeping the others constant. Additional analyses were carried out by producing various profiles within specified boundaries which are able to fit the experimental data. The analyses also show the important role that the shear-wave velocity profiles play in ground motion simulations. The results obtained highlight the importance of the correct knowledge of both the properties of the Upper Coralline Limestone and the Blue Clay, especially the Blue Clay thickness.
NASA Astrophysics Data System (ADS)
Scharnagl, Benedikt; Durner, Wolfgang
2013-04-01
Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.
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.
Optical coherence tomography angiography-based capillary velocimetry
NASA Astrophysics Data System (ADS)
Wang, Ruikang K.; Zhang, Qinqin; Li, Yuandong; Song, Shaozhen
2017-06-01
Challenge persists in the field of optical coherence tomography (OCT) when it is required to quantify capillary blood flow within tissue beds in vivo. We propose a useful approach to statistically estimate the mean capillary flow velocity using a model-based statistical method of eigendecomposition (ED) analysis of the complex OCT signals obtained with the OCT angiography (OCTA) scanning protocol. ED-based analysis is achieved by the covariance matrix of the ensemble complex OCT signals, upon which the eigenvalues and eigenvectors that represent the subsets of the signal makeup are calculated. From this analysis, the signals due to moving particles can be isolated by employing an adaptive regression filter to remove the eigencomponents that represent static tissue signals. The mean frequency (MF) of moving particles can be estimated by the first lag-one autocorrelation of the corresponding eigenvectors. Three important parameters are introduced, including the blood flow signal power representing the presence of blood flow (i.e., OCTA signals), the MF indicating the mean velocity of blood flow, and the frequency bandwidth describing the temporal flow heterogeneity within a scanned tissue volume. The proposed approach is tested using scattering phantoms, in which microfluidic channels are used to simulate the functional capillary vessels that are perfused with the scattering intralipid solution. The results indicate a linear relationship between the MF and mean flow velocity. In vivo animal experiments are also conducted by imaging mouse brain with distal middle cerebral artery ligation to test the capability of the method to image the changes in capillary flows in response to an ischemic insult, demonstrating the practical usefulness of the proposed method for providing important quantifiable information about capillary tissue beds in the investigations of neurological conditions in vivo.
NASA Astrophysics Data System (ADS)
Jones, A. L.; Smart, P. L.
2005-08-01
Autoregressive modelling is used to investigate the internal structure of long-term (1935-1999) records of nitrate concentration for five karst springs in the Mendip Hills. There is a significant short term (1-2 months) positive autocorrelation at three of the five springs due to the availability of sufficient nitrate within the soil store to maintain concentrations in winter recharge for several months. The absence of short term (1-2 months) positive autocorrelation in the other two springs is due to the marked contrast in land use between the limestone and swallet parts of the catchment, rapid concentrated recharge from the latter causing short term switching in the dominant water source at the spring and thus fluctuating nitrate concentrations. Significant negative autocorrelation is evident at lags varying from 4 to 7 months through to 14-22 months for individual springs, with positive autocorrelation at 19-20 months at one site. This variable timing is explained by moderation of the exhaustion effect in the soil by groundwater storage, which gives longer residence times in large catchments and those with a dominance of diffuse flow. The lags derived from autoregressive modelling may therefore provide an indication of average groundwater residence times. Significant differences in the structure of the autocorrelation function for successive 10-year periods are evident at Cheddar Spring, and are explained by the effect the ploughing up of grasslands during the Second World War and increased fertiliser usage on available nitrogen in the soil store. This effect is moderated by the influence of summer temperatures on rates of mineralization, and of both summer and winter rainfall on the timing and magnitude of nitrate leaching. The pattern of nitrate leaching also appears to have been perturbed by the 1976 drought.
NASA Astrophysics Data System (ADS)
Loranty, Michael M.; Mackay, D. Scott; Ewers, Brent E.; Adelman, Jonathan D.; Kruger, Eric L.
2008-02-01
Assumed representative center-of-stand measurements are typical inputs to models that scale forest transpiration to stand and regional extents. These inputs do not consider gradients in transpiration at stand boundaries or along moisture gradients and therefore potentially bias the large-scale estimates. We measured half-hourly sap flux (JS) for 173 trees in a spatially explicit cyclic sampling design across a topographically controlled gradient between a forested wetland and upland forest in northern Wisconsin. Our analyses focused on three dominant species in the site: quaking aspen (Populus tremuloides Michx), speckled alder (Alnus incana (DuRoi) Spreng), and white cedar (Thuja occidentalis L.). Sapwood area (AS) was used to scale JS to whole tree transpiration (EC). Because spatial patterns imply underlying processes, geostatistical analyses were employed to quantify patterns of spatial autocorrelation across the site. A simple Jarvis type model parameterized using a Monte Carlo sampling approach was used to simulate EC (EC-SIM). EC-SIM was compared with observed EC(EC-OBS) and found to reproduce both the temporal trends and spatial variance of canopy transpiration. EC-SIM was then used to examine spatial autocorrelation as a function of environmental drivers. We found no spatial autocorrelation in JS across the gradient from forested wetland to forested upland. EC was spatially autocorrelated and this was attributed to spatial variation in AS which suggests species spatial patterns are important for understanding spatial estimates of transpiration. However, the range of autocorrelation in EC-SIM decreased linearly with increasing vapor pressure deficit, implying that consideration of spatial variation in the sensitivity of canopy stomatal conductance to D is also key to accurately scaling up transpiration in space.
NASA Astrophysics Data System (ADS)
Vogelsang, R.; Hoheisel, C.
1987-02-01
Molecular-dynamics (MD) calculations are reported for three thermodynamic states of a Lennard-Jones fluid. Systems of 2048 particles and 105 integration steps were used. The transverse current autocorrelation function, Ct(k,t), has been determined for wave vectors of the range 0.5<||k||σ<1.5. Ct(k,t) was fitted by hydrodynamic-type functions. The fits returned k-dependent decay times and shear viscosities which showed a systematic behavior as a function of k. Extrapolation to the hydrodynamic region at k=0 gave shear viscosity coefficients in good agreement with direct Green-Kubo results obtained in previous work. The two-exponential model fit for the memory function proposed by other authors does not provide a reasonable description of the MD results, as the fit parameters show no systematic wave-vector dependence, although the Ct(k,t) functions are somewhat better fitted. Similarly, the semiempirical interpolation formula for the decay time based on the viscoelastic concept proposed by Akcasu and Daniels fails to reproduce the correct k dependence for the wavelength range investigated herein.
NASA Astrophysics Data System (ADS)
Alex, Prince; Carreras, Benjamin Andres; Arumugam, Saravanan; Sinha, Suraj Kumar
2018-05-01
The role of self-organized criticality (SOC) in the transformation of multiple anodic double layers (MADLs) from the stable to turbulent regime has been investigated experimentally as the system approaches towards critical behavior. The experiment was performed in a modified glow discharge plasma setup, and the initial stable state of MADL comprising three concentric perceptible layers was produced when the drift velocity of electrons towards the anode exceeds the electron thermal velocity (νd ≥ 1.3νte). The macroscopic arrangement of both positive and negative charges in opposite layers of MADL is attributed to the self-organization scenario. Beyond νd ≥ 3νte, MADL begins to collapse and approaches critical and supercritical states through layer reduction which continue till the last remaining layer of the double layer is transformed into a highly unstable radiant anode glow. The avalanche resulting from the collapse of MADL leads to the rise of turbulence in the system. Long-range correlations, a key signature of SOC, have been explored in the turbulent floating potential fluctuations using the rescaled-range analysis technique. The result shows that the existence of the self-similarity regime with self-similarity parameter H varies between 0.55 and 0.91 for time lags longer than the decorrelation time. The power law tail in the rank function, slowly decaying tail of the autocorrelation function, and 1/f behavior of the power spectra of the fluctuations are consistent with the fact that SOC plays a conclusive role in the transformation of MADL from the stable to turbulent regime. Since the existence of SOC gives a measure of complexity in the system, the result provides the condition under which complexity arises in cold plasma.
Backward jump continuous-time random walk: An application to market trading
NASA Astrophysics Data System (ADS)
Gubiec, Tomasz; Kutner, Ryszard
2010-10-01
The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.
NASA Technical Reports Server (NTRS)
Manson, A. H.; Meek, C. E.
1989-01-01
The continuing series of horizontal wind measurements by the spaced-antenna real time winds (RTW) method was supplemented by a phase coherent system for two years. Vertical motions are inferred from the complex autocorrelation functions, and an RTW system provides 5 min samples from 60 to 110 km. Comparisons with full interferometric 3-D velocity measurements confirm the validity of this approach. Following comparisons and corrections with the horizontal winds, mean summer and winter (24 h) days of vertical motions are shown. Tidal fluctuations are evident. In summer the motions are downward, consistent with data from Poker Flat, and the suggestion of Coy et al. (1986) that these represent Eulerian motions. The expected upward Lagrangian motion then results from adding up upward Stokes' drift. The winter motions are more complex, and are discussed in the context of gravity wave fluxes and possible meridional cells. The divergence of the vertical flux of zonal momentum is also calculated and found to be similar to the coriolis torque due to the meridional winds.
Wallace, Victoria M; Dhumal, Nilesh R; Zehentbauer, Florian M; Kim, Hyung J; Kiefer, Johannes
2015-11-19
The infrared and near-infrared spectra of the aqueous solutions of dimethyl sulfoxide are revisited. Experimental and computational vibrational spectra are analyzed and compared. The latter are determined as the Fourier transformation of the velocity autocorrelation function of data obtained from Car-Parrinello molecular dynamics simulations. The experimental absorption spectra are deconvolved, and the excess spectra are determined. The two-dimensional excess contour plot provides a means of visualizing and identifying spectral regions and concentration ranges exhibiting nonideal behavior. In the binary mixtures, the analysis of the SO stretching band provides a semiquantitative picture of the formation and dissociation of hydrogen-bonded DMSO-water complexes. A maximum concentration of these clusters is found in the equimolar mixture. At high DMSO concentration, the formation of rather stable 3DMSO:1water complexes is suggested. The formation of 1DMSO:2water clusters, in which the water oxygen atoms interact with the sulfoxide methyl groups, is proposed as a possible reason for the marked depression of the freezing temperature at the eutectic point.
Collective dynamics and transport in extremely magnetized dusty plasmas
NASA Astrophysics Data System (ADS)
Hartmann, Peter
2016-09-01
We have built an experimental setup to realize and observe rotating dusty plasmas in a co-rotating frame. Based on the Larmor theorem, the ``RotoDust'' setup is able to create effective magnetizations, mimicked by the Coriolis inertial force, in strongly coupled dusty plasmas that are impossible to approach with superconducting magnets. At the highest rotation speed, we have achieved effective magnetic fields of 3200 T. The effective magnetization β =ωc /ωp (ratio of cyclotron to plasma frequency) reaches 0.76 which is typical for many strongly magnetized and strongly correlated plasmas in compact astrophysical objects. The analysis of the wave spectra as observed in the rotating frame clearly shows the equivalence of the rotating dust cloud and a magnetized plasma. Further, the analysis of the mean square displacement (MSD) and the velocity autocorrelation function (VAC) revealed the transport parameters diffusion and viscosity, which are in reasonable agreement with numerical predictions for magnetized 2D Yukawa systems. Small degree of super-diffusion is observed. This research was supported by grant NKFIH K-115805 and the Janos Bolyai Research Scholarship of the HAS.
Backward jump continuous-time random walk: an application to market trading.
Gubiec, Tomasz; Kutner, Ryszard
2010-10-01
The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.
NASA Astrophysics Data System (ADS)
Márquez Damián, J. I.; Granada, J. R.; Malaspina, D. C.
2014-04-01
In this work we present an evaluation in ENDF-6 format of the scattering law for light and heavy water computed using the LEAPR module of NJOY99. The models used in this evaluation are based on experimental data on light water dynamics measured by Novikov, partial structure factors obtained by Soper, and molecular dynamics calculations performed with GROMACS using a reparameterized version of the flexible SPC model by Toukan and Rahman. The models use the Egelstaff-Schofield diffusion equation for translational motion, and a continuous spectrum calculated from the velocity autocorrelation function computed with GROMACS. The scattering law for H in H2O is computed using the incoherent approximation, and the scattering law D and O in D2O are computed using the Sköld approximation for coherent scattering. The calculations show significant improvement over ENDF/B-VI and ENDF/B-VII when compared with measurements of the total cross section, differential scattering experiments and quasi-elastic neutron scattering experiments (QENS).
A comparison of chronologies from tree rings
Kurt H. Riitters
1990-01-01
Forty-five-year ring width index chronologies were estimated by five mean-value functions applied to 183 ring width series from four similar sites. The effects of autocorrelation on the comparisons among mean-value functions were explored by fitting box-Jenkins models to individual-tree index services prior to pooling (prewhitening), and to the pooled chronologies...
NASA Astrophysics Data System (ADS)
Theodorsen, A.; E Garcia, O.; Rypdal, M.
2017-05-01
Filtered Poisson processes are often used as reference models for intermittent fluctuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical term in a stochastic differential equation. The lowest order moments, probability density function, auto-correlation function and power spectral density are derived and used to identify and compare the effects of the two different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of model parameter estimation and to identify methods for distinguishing the noise types. It is shown that the probability density function and the three lowest order moments provide accurate estimations of the model parameters, but are unable to separate the noise types. The auto-correlation function and the power spectral density also provide methods for estimating the model parameters, as well as being capable of identifying the noise type. The number of times the signal crosses a prescribed threshold level in the positive direction also promises to be able to differentiate the noise type.
Isakozawa, Shigeto; Fuse, Taishi; Amano, Junpei; Baba, Norio
2018-04-01
As alternatives to the diffractogram-based method in high-resolution transmission electron microscopy, a spot auto-focusing (AF) method and a spot auto-stigmation (AS) method are presented with a unique high-definition auto-correlation function (HD-ACF). The HD-ACF clearly resolves the ACF central peak region in small amorphous-thin-film images, reflecting the phase contrast transfer function. At a 300-k magnification for a 120-kV transmission electron microscope, the smallest areas used are 64 × 64 pixels (~3 nm2) for the AF and 256 × 256 pixels for the AS. A useful advantage of these methods is that the AF function has an allowable accuracy even for a low s/n (~1.0) image. A reference database on the defocus dependency of the HD-ACF by the pre-acquisition of through-focus amorphous-thin-film images must be prepared to use these methods. This can be very beneficial because the specimens are not limited to approximations of weak phase objects but can be extended to objects outside such approximations.
Subfemtosecond quantum nuclear dynamics in water isotopomers.
Rao, B Jayachander; Varandas, A J C
2015-05-21
Subfemtosecond quantum dynamics studies of all water isotopomers in the X̃ (2)B1 and à (2)A1 electronic states of the cation formed by Franck-Condon ionization of the neutral ground electronic state are reported. Using the ratio of the autocorrelation functions for the isotopomers as obtained from the solution of the time-dependent Schrödinger equation in a grid representation, high-order harmonic generation signals are calculated as a function of time. The results are found to be in agreement with the available experimental findings and with our earlier study for D2O(+)/H2O(+). Maxima are predicted in the autocorrelation function ratio at various times. Their origin and occurrence is explained by calculating expectation values of the bond lengths and bond angle of the water isotopomers as a function of time. The values so calculated for the (2)B1 and (2)A1 electronic states of the cation show quasiperiodic oscillations that can be associated with the time at which the nuclear wave packet reaches the minima of the potential energy surface, there being responsible for the peaks in the HHG signals.
NASA Astrophysics Data System (ADS)
Diallo, M. S.; Holschneider, M.; Kulesh, M.; Scherbaum, F.; Ohrnberger, M.; Lück, E.
2004-05-01
This contribution is concerned with the estimate of attenuation and dispersion characteristics of surface waves observed on a shallow seismic record. The analysis is based on a initial parameterization of the phase and attenuation functions which are then estimated by minimizing a properly defined merit function. To minimize the effect of random noise on the estimates of dispersion and attenuation we use cross-correlations (in Fourier domain) of preselected traces from some region of interest along the survey line. These cross-correlations are then expressed in terms of the parameterized attenuation and phase functions and the auto-correlation of the so-called source trace or reference trace. Cross-corelation that enter the optimization are selected so as to provide an average estimate of both the attenuation function and the phase (group) velocity of the area under investigation. The advantage of the method over the standard two stations method using Fourier technique is that uncertainties related to the phase unwrapping and the estimate of the number of 2π cycle skip in the phase phase are eliminated. However when mutliple modes arrival are observed, its become merely impossible to obtain reliable estimate the dipsersion curves for the different modes using optimization method alone. To circumvent this limitations we using the presented approach in conjunction with the wavelet propagation operator (Kulesh et al., 2003) which allows the application of band pass filtering in (ω -t) domain, to select a particular mode for the minimization. Also by expressing the cost function in the wavelet domain the optimization can be performed either with respect to the phase, the modulus of the transform or a combination of both. This flexibility in the design of the cost function provides an additional mean of constraining the optimization results. Results from the application of this dispersion and attenuation analysis method are shown for both synthetic and real 2D shallow seismic data sets. M. Kulesh, M. Holschneider, M. S. Diallo, Q. Xie and F. Scherbaum, Modeling of Wave Dispersion Using Wavelet Transfrom (Submitted to Pure and Applied Geophysics).
Diffusion coefficients of nitric oxide in water: A molecular dynamics study
NASA Astrophysics Data System (ADS)
Pokharel, Sunil; Pantha, Nurapati; Adhikari, N. P.
2016-09-01
Self-diffusion coefficients along with the mutual diffusion coefficients of nitric oxide (NO) and SPC/E water (H2O) as solute and solvent of the mixture, have been studied within the framework of classical molecular dynamics level of calculations using GROMACS package. The radial distribution function (RDF) of the constituent compounds are calculated to study solute-solute, solute-solvent and solvent-solvent molecular interactions as a function of temperature. A dilute solution of five NO molecules (mole fraction 0.018) and 280 H2O molecules (mole fraction 0.982) has been taken as the sample. The self-diffusion coefficient of the solvent is calculated by using mean square displacement (MSD) where as that for solute (NO) is calculated by using MSD and velocity auto-correlation function (VACF). The results are then compared with the available experimental values. The results from the present work for water come in good agreement, very precise at low temperatures, with the experimental values. The diffusion coefficients of NO, on the other hands, agree well with the available theoretical studies, and also with experiment at low temperatures (up to 310 K). The results at the higher temperatures (up to 333 K), however, deviate significantly with the experimental observations. Also, the mutual diffusion coefficients of NO in water have been calculated by using Darken’s relation. The temperature dependence of the calculated diffusion coefficients follow the Arrhenius behavior.
Fetal source extraction from magnetocardiographic recordings by dependent component analysis
NASA Astrophysics Data System (ADS)
de Araujo, Draulio B.; Kardec Barros, Allan; Estombelo-Montesco, Carlos; Zhao, Hui; Roque da Silva Filho, A. C.; Baffa, Oswaldo; Wakai, Ronald; Ohnishi, Noboru
2005-10-01
Fetal magnetocardiography (fMCG) has been extensively reported in the literature as a non-invasive, prenatal technique that can be used to monitor various functions of the fetal heart. However, fMCG signals often have low signal-to-noise ratio (SNR) and are contaminated by strong interference from the mother's magnetocardiogram signal. A promising, efficient tool for extracting signals, even under low SNR conditions, is blind source separation (BSS), or independent component analysis (ICA). Herein we propose an algorithm based on a variation of ICA, where the signal of interest is extracted using a time delay obtained from an autocorrelation analysis. We model the system using autoregression, and identify the signal component of interest from the poles of the autocorrelation function. We show that the method is effective in removing the maternal signal, and is computationally efficient. We also compare our results to more established ICA methods, such as FastICA.
Statistical spatial properties of speckle patterns generated by multiple laser beams
DOE Office of Scientific and Technical Information (OSTI.GOV)
Le Cain, A.; Sajer, J. M.; Riazuelo, G.
2011-08-15
This paper investigates hot spot characteristics generated by the superposition of multiple laser beams. First, properties of speckle statistics are studied in the context of only one laser beam by computing the autocorrelation function. The case of multiple laser beams is then considered. In certain conditions, it is shown that speckles have an ellipsoidal shape. Analytical expressions of hot spot radii generated by multiple laser beams are derived and compared to numerical estimates made from the autocorrelation function. They are also compared to numerical simulations performed within the paraxial approximation. Excellent agreement is found for the speckle width as wellmore » as for the speckle length. Application to the speckle patterns generated in the Laser MegaJoule configuration in the zone where all the beams overlap is presented. Influence of polarization on the size of the speckles as well as on their abundance is studied.« less
NASA Astrophysics Data System (ADS)
Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.
2016-01-01
Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.
Ring polymer dynamics in curved spaces
NASA Astrophysics Data System (ADS)
Wolf, S.; Curotto, E.
2012-07-01
We formulate an extension of the ring polymer dynamics approach to curved spaces using stereographic projection coordinates. We test the theory by simulating the particle in a ring, {T}^1, mapped by a stereographic projection using three potentials. Two of these are quadratic, and one is a nonconfining sinusoidal model. We propose a new class of algorithms for the integration of the ring polymer Hamilton equations in curved spaces. These are designed to improve the energy conservation of symplectic integrators based on the split operator approach. For manifolds, the position-position autocorrelation function can be formulated in numerous ways. We find that the position-position autocorrelation function computed from configurations in the Euclidean space {R}^2 that contains {T}^1 as a submanifold has the best statistical properties. The agreement with exact results obtained with vector space methods is excellent for all three potentials, for all values of time in the interval simulated, and for a relatively broad range of temperatures.
Probabilistic density function method for nonlinear dynamical systems driven by colored noise
DOE Office of Scientific and Technical Information (OSTI.GOV)
Barajas-Solano, David A.; Tartakovsky, Alexandre M.
2016-05-01
We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less
NASA Astrophysics Data System (ADS)
Smolin, I. Yu.; Kulkov, A. S.; Makarov, P. V.; Tunda, V. A.; Krasnoveikin, V. A.; Eremin, M. O.; Bakeev, R. A.
2017-12-01
The aim of the paper is to analyze experimental data on the dynamic response of the marble specimen in uniaxial compression. To make it we use the methods of mathematical statistics. The lateral surface velocity evolution obtained by the laser Doppler vibrometer represents the data for analysis. The registered data were regarded as a time series that reflects deformation evolution of the specimen loaded up to failure. The revealed changes in statistical parameters were considered as precursors of failure. It is shown that before failure the deformation response is autocorrelated and reflects the states of dynamic chaos and self-organized criticality.
Peck, K; Stryer, L; Glazer, A N; Mathies, R A
1989-01-01
A theory for single-molecule fluorescence detection is developed and then used to analyze data from subpicomolar solutions of B-phycoerythrin (PE). The distribution of detected counts is the convolution of a Poissonian continuous background with bursts arising from the passage of individual fluorophores through the focused laser beam. The autocorrelation function reveals single-molecule events and provides a criterion for optimizing experimental parameters. The transit time of fluorescent molecules through the 120-fl imaged volume was 800 microseconds. The optimal laser power (32 mW at 514.5 nm) gave an incident intensity of 1.8 x 10(23) photons.cm-2.s-1, corresponding to a mean time of 1.1 ns between absorptions. The mean incremental count rate was 1.5 per 100 microseconds for PE monomers and 3.0 for PE dimers above a background count rate of 1.0. The distribution of counts and the autocorrelation function for 200 fM monomer and 100 fM dimer demonstrate that single-molecule detection was achieved. At this concentration, the mean occupancy was 0.014 monomer molecules in the probed volume. A hard-wired version of this detection system was used to measure the concentration of PE down to 1 fM. This single-molecule counter is 3 orders of magnitude more sensitive than conventional fluorescence detection systems. PMID:2726766
Characterizing the functional MRI response using Tikhonov regularization.
Vakorin, Vasily A; Borowsky, Ron; Sarty, Gordon E
2007-09-20
The problem of evaluating an averaged functional magnetic resonance imaging (fMRI) response for repeated block design experiments was considered within a semiparametric regression model with autocorrelated residuals. We applied functional data analysis (FDA) techniques that use a least-squares fitting of B-spline expansions with Tikhonov regularization. To deal with the noise autocorrelation, we proposed a regularization parameter selection method based on the idea of combining temporal smoothing with residual whitening. A criterion based on a generalized chi(2)-test of the residuals for white noise was compared with a generalized cross-validation scheme. We evaluated and compared the performance of the two criteria, based on their effect on the quality of the fMRI response. We found that the regularization parameter can be tuned to improve the noise autocorrelation structure, but the whitening criterion provides too much smoothing when compared with the cross-validation criterion. The ultimate goal of the proposed smoothing techniques is to facilitate the extraction of temporal features in the hemodynamic response for further analysis. In particular, these FDA methods allow us to compute derivatives and integrals of the fMRI signal so that fMRI data may be correlated with behavioral and physiological models. For example, positive and negative hemodynamic responses may be easily and robustly identified on the basis of the first derivative at an early time point in the response. Ultimately, these methods allow us to verify previously reported correlations between the hemodynamic response and the behavioral measures of accuracy and reaction time, showing the potential to recover new information from fMRI data. 2007 John Wiley & Sons, Ltd
Fluctuation analysis of proficient and dysgraphic handwriting in children
NASA Astrophysics Data System (ADS)
Rosenblum, S.; Roman, H. E.
2009-03-01
We analyze handwriting records from several school children with the aim of characterizing the fluctuating behavior of the writing speed. It will be concluded that remarkable differences exist between proficient and dysgraphic handwritings which were unknown so far. It is shown that in the case of proficient handwriting, the variations in handwriting speed are strongly autocorrelated within times corresponding to the completion of a single character or letter, while become uncorrelated at longer times. In the case of dysgraphia, such correlations persist on longer time scales and the autocorrelation function seems to display algebraic time decay, indicating the presence of strong anomalies in the handwriting process. Applications of the results in educational/clinical programs are envisaged.
Quasi-elastic light-scattering studies of single skeletal muscle fibers.
Haskell, R C; Carlson, F D
1981-01-01
Measurements were made of the intensity autocorrelation function, g(2)[tau], of light scattered from intact frog muscle fibers. During the tension plateau of an isometric tenanus, scattered field statistics were approximately Gaussian and intensity fluctuations were quasi-stationary. The half time, tau 1/2, for the decay of g(2)[tau] was typically 70 ms at a scattering angle of 30 degrees. The decay rate, 1/tau 1/2, of g(2)[tau] varied roughly linearly with the projection of the scattering vector on the fiber axis. 1/tau 1/2 was greater during the tension creep phase of tetani of highly stretched fibers, but was roughly independent of sarcomere length during the tension plateau. g(2)[tau] measured during rest or on diffraction pattern maxima during isometric contraction were flat with low amplitudes. These results are consistent with a model of a 200-mu m segment of an isometrically contracting fiber in which scattering material possesses relative axial velocities of 1-2 mu m/s accompanied by relative axial displacements greater than 0.1 mu m. The slow (1-2 mu m/s) motion of one portion of the fiber relative to another observed under the microscope (500X) during isometric contraction is consistent with the light-scattering results. Structural fluctuations on the scale of the myofibrillar sarcomere which may arise from asynchronous cycling of cross-bridges must involve relative axial velocities less than 3 mu m/s or relative axial displacements less than 0.05 mu m. PMID:6974014
A Comparison of Weights Matrices on Computation of Dengue Spatial Autocorrelation
NASA Astrophysics Data System (ADS)
Suryowati, K.; Bekti, R. D.; Faradila, A.
2018-04-01
Spatial autocorrelation is one of spatial analysis to identify patterns of relationship or correlation between locations. This method is very important to get information on the dispersal patterns characteristic of a region and linkages between locations. In this study, it applied on the incidence of Dengue Hemorrhagic Fever (DHF) in 17 sub districts in Sleman, Daerah Istimewa Yogyakarta Province. The link among location indicated by a spatial weight matrix. It describe the structure of neighbouring and reflects the spatial influence. According to the spatial data, type of weighting matrix can be divided into two types: point type (distance) and the neighbourhood area (contiguity). Selection weighting function is one determinant of the results of the spatial analysis. This study use queen contiguity based on first order neighbour weights, queen contiguity based on second order neighbour weights, and inverse distance weights. Queen contiguity first order and inverse distance weights shows that there is the significance spatial autocorrelation in DHF, but not by queen contiguity second order. Queen contiguity first and second order compute 68 and 86 neighbour list
Starodub, D.
2013-03-25
This deposition includes the diffraction images generated by the paired polystyrene spheres in random orientations. These images were used to determine and phase the single particle diffraction volume from their autocorrelation functions.
NASA Astrophysics Data System (ADS)
Julià, Jordi; Schimmel, Martin; Cedraz, Victória
2017-04-01
Reflected-wave interferometry relies on the recording of transient seismic signals from random wavefields located beneath recording stations. Under vertical incidence, the recordings contain the full transmission response, which includes the direct wave as well as multiple reverberations from seismic discontinuities located between the wavefields and the receiver. It has been shown that, under those assumptions, the reflection response of the medium can be recovered from the autocorrelation function (ACF) of the transmission response at a given receiver, as if the wavefields had originated themselves at the free surface. This passive approach to seismic reflection profiling has the obvious advantage of being low-cost and non-invasive when compared to its active-source counterpart, and it has been successfully utilized in other sedimentary basins worldwide. In this paper we evaluate the ability of the autocorrelation of ambient seismic noise recorded in the Parnaíba basin - a large Paleozoic basin in NE Brazil - to recover the reflection response of the basin. The dataset was acquired by the Universidade Federal do Rio Grande do Norte during 2015 and 2016 under the Parnaíba Basin Analysis Project (PBAP), a multi-disciplinary and multi-institutional effort funded by BP Energy do Brasil aimed at improving our current understanding of the architecture of this cratonic basin. The dataset consists of about 1 year of continuous ground motion data from 10 short-period, 3-component stations located in the central portion of the basin. The stations were co-located with an existing (active-source) seismic reflection profile that was shot in 2012, making a linear array of about 100 km in aperture and about 10 km inter-station spacing. To develop the autocorrelation at a given station we considered the vertical component of ground motion only, which should result in the P-wave response. The vertical recordings were first split into 10 min-long windows, demeaned, de-trended, re-sampled, and band-pass filtered between 8 and 16 Hz before autocorrelation, and then stacked with phase-weighting to enhance coherency of the retrieved signal. The ACFs show coherent signal is recovered at lag times between 0.5 and 2 s, which we interpret as P- and S-wave energy reflected on top of an intra-sedimentary discontinuity. Our results are consistent, to first-order, with a previously developed active-source reflection response of the basin.
Study of trabecular bone microstructure using spatial autocorrelation analysis
NASA Astrophysics Data System (ADS)
Wald, Michael J.; Vasilic, Branimir; Saha, Punam K.; Wehrli, Felix W.
2005-04-01
The spatial autocorrelation analysis method represents a powerful, new approach to quantitative characterization of structurally quasi-periodic anisotropic materials such as trabecular bone (TB). The method is applicable to grayscale images and thus does not require any preprocessing, such as segmentation which is difficult to achieve in the limited resolution regime of in vivo imaging. The 3D autocorrelation function (ACF) can be efficiently calculated using the Fourier transform. The resulting trabecular thickness and spacing measurements are robust to the presence of noise and produce values within the expected range as determined by other methods from μCT and μMRI datasets. TB features found from the ACF are shown to correlate well with those determined by the Fuzzy Distance transform (FDT) in the transverse plane, i.e. the plane orthogonal to bone"s major axis. The method is further shown to be applicable to in-vivo μMRI data. Using the ACF, we examine data acquired in a previous study aimed at evaluating the structural implications of male hypogonadism characterized by testosterone deficiency and reduced bone mass. Specifically, we consider the hypothesis that eugonadal and hypogonadal men differ in the anisotropy of their trabecular networks. The analysis indicates a significant difference in trabecular bone thickness and longitudinal spacing between the control group and the testosterone deficient group. We conclude that spatial autocorrelation analysis is able to characterize the 3D structure and anisotropy of trabecular bone and provides new insight into the structural changes associated with osteoporotic trabecular bone loss.
Old document image segmentation using the autocorrelation function and multiresolution analysis
NASA Astrophysics Data System (ADS)
Mehri, Maroua; Gomez-Krämer, Petra; Héroux, Pierre; Mullot, Rémy
2013-01-01
Recent progress in the digitization of heterogeneous collections of ancient documents has rekindled new challenges in information retrieval in digital libraries and document layout analysis. Therefore, in order to control the quality of historical document image digitization and to meet the need of a characterization of their content using intermediate level metadata (between image and document structure), we propose a fast automatic layout segmentation of old document images based on five descriptors. Those descriptors, based on the autocorrelation function, are obtained by multiresolution analysis and used afterwards in a specific clustering method. The method proposed in this article has the advantage that it is performed without any hypothesis on the document structure, either about the document model (physical structure), or the typographical parameters (logical structure). It is also parameter-free since it automatically adapts to the image content. In this paper, firstly, we detail our proposal to characterize the content of old documents by extracting the autocorrelation features in the different areas of a page and at several resolutions. Then, we show that is possible to automatically find the homogeneous regions defined by similar indices of autocorrelation without knowledge about the number of clusters using adapted hierarchical ascendant classification and consensus clustering approaches. To assess our method, we apply our algorithm on 316 old document images, which encompass six centuries (1200-1900) of French history, in order to demonstrate the performance of our proposal in terms of segmentation and characterization of heterogeneous corpus content. Moreover, we define a new evaluation metric, the homogeneity measure, which aims at evaluating the segmentation and characterization accuracy of our methodology. We find a 85% of mean homogeneity accuracy. Those results help to represent a document by a hierarchy of layout structure and content, and to define one or more signatures for each page, on the basis of a hierarchical representation of homogeneous blocks and their topology.
Structure of the North Anatolian Fault Zone from the Autocorrelation of Ambient Seismic Noise
NASA Astrophysics Data System (ADS)
Taylor, George; Rost, Sebastian; Houseman, Gregory
2016-04-01
In recent years the technique of cross-correlating the ambient seismic noise wavefield at two seismometers to reconstruct empirical Green's Functions for the determination of Earth structure has been a powerful tool to study the Earth's interior without earthquakes or man-made sources. However, far less attention has been paid to using auto-correlations of seismic noise to reveal body wave reflections from interfaces in the subsurface. In principle, the Green's functions thus derived should be comparable to the Earth's impulse response to a co-located source and receiver. We use data from a dense seismic array (Dense Array for Northern Anatolia - DANA) deployed across the northern branch of the North Anatolian Fault Zone (NAFZ) in the region of the 1999 magnitude 7.6 Izmit earthquake in western Turkey. The NAFZ is a major strike-slip system that extends ~1200 km across northern Turkey and continues to pose a high level of seismic hazard, in particular to the mega-city of Istanbul. We construct body wave images for the entire crust and the shallow upper mantle over the ~35 km by 70 km footprint of the 70-station DANA array. Using autocorrelations of the vertical component of ground motion, P-wave reflections can be retrieved from the wavefield to constrain crustal structure. We show that clear P-wave reflections from the crust-mantle boundary (Moho) can be retrieved using the autocorrelation technique, indicating topography on the Moho on horizontal scales of less than 10 km. Offsets in crustal structure can be identified that seem to be correlated with the surface expression of the northern branch of the fault zone, indicating that the NAFZ reaches the upper mantle as a narrow structure. The southern branch has a less clear effect on crustal structure. We also see evidence of several discontinuities in the mid-crust in addition to an upper mantle reflector that we interpret to represent the Hales discontinuity.
Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.
da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L
2014-01-01
In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.
NASA Astrophysics Data System (ADS)
Wang, Tao; Song, Xiaodong; Xia, Han H.
2015-03-01
The Earth's solid inner core exhibits strong anisotropy, with wave velocity dependent on the direction of propagation due to the preferential alignment of iron crystals. Variations in the anisotropic structure, laterally and with depth, provide markers for measuring inner-core rotation and offer clues into the formation and dynamics of the inner core. Previous anisotropy models of the inner core have assumed a cylindrical anisotropy in which the symmetry axis is parallel to the Earth's spin axis. An inner part of the inner core with a distinct form of anisotropy has been suggested, but there is considerable uncertainty regarding its existence and characteristics. Here we analyse the autocorrelation of earthquake coda measured by global broadband seismic arrays between 1992 and 2012, and find that the differential travel times of two types of core-penetrating waves vary at low latitudes by up to 10 s. Our findings are consistent with seismic anisotropy in the innermost inner core that has a fast axis near the equatorial plane through Central America and Southeast Asia, in contrast to the north-south alignment of anisotropy in the outer inner core. The different orientations and forms of anisotropy may represent a shift in the evolution of the inner core.
Bennington, Ninfa; Haney, Matt; De Angelis, Silvio; Thurber, Clifford; Freymueller, Jeff
2015-01-01
Okmok is one of the most active volcanoes in the Aleutian Arc. In an effort to improve our ability to detect precursory activity leading to eruption at Okmok, we monitor a recent, and possibly ongoing, GPS-inferred rapid inflation event at the volcano using ambient noise interferometry (ANI). Applying this method, we identify changes in seismic velocity outside of Okmok’s caldera, which are related to the hydrologic cycle. Within the caldera, we observe decreases in seismic velocity that are associated with the GPS-inferred rapid inflation event. We also determine temporal changes in waveform decorrelation and show a continual increase in decorrelation rate over the time associated with the rapid inflation event. Themagnitude of relative velocity decreases and decorrelation rate increases are comparable to previous studies at Piton de la Fournaise that associate such changes with increased production of volatiles and/ormagmatic intrusion within the magma reservoir and associated opening of fractures and/or fissures. Notably, the largest decrease in relative velocity occurs along the intrastation path passing nearest to the center of the caldera. This observation, along with equal amplitude relative velocity decreases revealed via analysis of intracaldera autocorrelations, suggests that the inflation sourcemay be located approximately within the center of the caldera and represent recharge of shallow magma storage in this location. Importantly, there is a relative absence of seismicity associated with this and previous rapid inflation events at Okmok. Thus, these ANI results are the first seismic evidence of such rapid inflation at the volcano.
Characterizing spatial structure of sediment E. coli populations to inform sampling design.
Piorkowski, Gregory S; Jamieson, Rob C; Hansen, Lisbeth Truelstrup; Bezanson, Greg S; Yost, Chris K
2014-01-01
Escherichia coli can persist in streambed sediments and influence water quality monitoring programs through their resuspension into overlying waters. This study examined the spatial patterns in E. coli concentration and population structure within streambed morphological features during baseflow and following stormflow to inform sampling strategies for representative characterization of E. coli populations within a stream reach. E. coli concentrations in bed sediments were significantly different (p = 0.002) among monitoring sites during baseflow, and significant interactive effects (p = 0.002) occurred among monitoring sites and morphological features following stormflow. Least absolute shrinkage and selection operator (LASSO) regression revealed that water velocity and effective particle size (D 10) explained E. coli concentration during baseflow, whereas sediment organic carbon, water velocity and median particle diameter (D 50) were important explanatory variables following stormflow. Principle Coordinate Analysis illustrated the site-scale differences in sediment E. coli populations between disconnected stream segments. Also, E. coli populations were similar among depositional features within a reach, but differed in relation to high velocity features (e.g., riffles). Canonical correspondence analysis resolved that E. coli population structure was primarily explained by spatial (26.9–31.7 %) over environmental variables (9.2–13.1 %). Spatial autocorrelation existed among monitoring sites and morphological features for both sampling events, and gradients in mean particle diameter and water velocity influenced E. coli population structure for the baseflow and stormflow sampling events, respectively. Representative characterization of streambed E. coli requires sampling of depositional and high velocity environments to accommodate strain selectivity among these features owing to sediment and water velocity heterogeneity.
Brownian motion as a new probe of wettability.
Mo, Jianyong; Simha, Akarsh; Raizen, Mark G
2017-04-07
Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.
2011-01-01
Background Hemorrhagic fever with renal syndrome (HFRS) is an important infectious disease caused by different species of hantaviruses. As a rodent-borne disease with a seasonal distribution, external environmental factors including climate factors may play a significant role in its transmission. The city of Shenyang is one of the most seriously endemic areas for HFRS. Here, we characterized the dynamic temporal trend of HFRS, and identified climate-related risk factors and their roles in HFRS transmission in Shenyang, China. Methods The annual and monthly cumulative numbers of HFRS cases from 2004 to 2009 were calculated and plotted to show the annual and seasonal fluctuation in Shenyang. Cross-correlation and autocorrelation analyses were performed to detect the lagged effect of climate factors on HFRS transmission and the autocorrelation of monthly HFRS cases. Principal component analysis was constructed by using climate data from 2004 to 2009 to extract principal components of climate factors to reduce co-linearity. The extracted principal components and autocorrelation terms of monthly HFRS cases were added into a multiple regression model called principal components regression model (PCR) to quantify the relationship between climate factors, autocorrelation terms and transmission of HFRS. The PCR model was compared to a general multiple regression model conducted only with climate factors as independent variables. Results A distinctly declining temporal trend of annual HFRS incidence was identified. HFRS cases were reported every month, and the two peak periods occurred in spring (March to May) and winter (November to January), during which, nearly 75% of the HFRS cases were reported. Three principal components were extracted with a cumulative contribution rate of 86.06%. Component 1 represented MinRH0, MT1, RH1, and MWV1; component 2 represented RH2, MaxT3, and MAP3; and component 3 represented MaxT2, MAP2, and MWV2. The PCR model was composed of three principal components and two autocorrelation terms. The association between HFRS epidemics and climate factors was better explained in the PCR model (F = 446.452, P < 0.001, adjusted R2 = 0.75) than in the general multiple regression model (F = 223.670, P < 0.000, adjusted R2 = 0.51). Conclusion The temporal distribution of HFRS in Shenyang varied in different years with a distinctly declining trend. The monthly trends of HFRS were significantly associated with local temperature, relative humidity, precipitation, air pressure, and wind velocity of the different previous months. The model conducted in this study will make HFRS surveillance simpler and the control of HFRS more targeted in Shenyang. PMID:22133347
USDA-ARS?s Scientific Manuscript database
A methodology is presented to characterize complex protein assembly pathways by fluorescence correlation spectroscopy. We have derived the total autocorrelation function describing the behavior of mixtures of labeled and unlabeled protein under equilibrium conditions. Our modeling approach allows us...
Statistical characteristics of MST radar echoes and its interpretation
NASA Technical Reports Server (NTRS)
Woodman, Ronald F.
1989-01-01
Two concepts of fundamental importance are reviewed: the autocorrelation function and the frequency power spectrum. In addition, some turbulence concepts, the relationship between radar signals and atmospheric medium statistics, partial reflection, and the characteristics of noise and clutter interference are discussed.
Pattern, growth, and aging in aggregation kinetics of a Vicsek-like active matter model
NASA Astrophysics Data System (ADS)
Das, Subir K.
2017-01-01
Via molecular dynamics simulations, we study kinetics in a Vicsek-like phase-separating active matter model. Quantitative results, for isotropic bicontinuous pattern, are presented on the structure, growth, and aging. These are obtained via the two-point equal-time density-density correlation function, the average domain length, and the two-time density autocorrelation function. Both the correlation functions exhibit basic scaling properties, implying self-similarity in the pattern dynamics, for which the average domain size exhibits a power-law growth in time. The equal-time correlation has a short distance behavior that provides reasonable agreement between the corresponding structure factor tail and the Porod law. The autocorrelation decay is a power-law in the average domain size. Apart from these basic similarities, the overall quantitative behavior of the above-mentioned observables is found to be vastly different from those of the corresponding passive limit of the model which also undergoes phase separation. The functional forms of these have been quantified. An exceptionally rapid growth in the active system occurs due to fast coherent motion of the particles, mean-squared-displacements of which exhibit multiple scaling regimes, including a long time ballistic one.
Time-scale effects on the gain-loss asymmetry in stock indices
NASA Astrophysics Data System (ADS)
Sándor, Bulcsú; Simonsen, Ingve; Nagy, Bálint Zsolt; Néda, Zoltán
2016-08-01
The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over 2 % , and it is the result of the non-Pearson-type autocorrelations in the index. These non-Pearson-type correlations can be viewed also as functionally dependent daily volatilities, extending for a finite time interval. A generalized time-window shuffling method is used to show the existence of such autocorrelations. Their characteristic time scale proves to be smaller (less than 25 trading days) than what was previously believed. It is also found that this characteristic time scale has decreased with the appearance of program trading in the stock market transactions. Connections with the leverage effect are also established.
Willis, R T; Becerra, F E; Orozco, L A; Rolston, S L
2011-07-18
We present measurements of the polarization correlation and photon statistics of photon pairs that emerge from a laser-pumped warm rubidium vapor cell. The photon pairs occur at 780 nm and 1367 nm and are polarization entangled. We measure the autocorrelation of each of the generated fields as well as the cross-correlation function, and observe a strong violation of the two-beam Cauchy-Schwartz inequality. We evaluate the performance of the system as source of heralded single photons at a telecommunication wavelength. We measure the heralded autocorrelation and see that coincidences are suppressed by a factor of ≈ 20 from a Poissonian source at a generation rate of 1500 s(-1), a heralding efficiency of 10%, and a narrow spectral width.
NASA Astrophysics Data System (ADS)
Marlowe, Robert Lloyd
The dynamic light scattering technique of photon correlation spectroscopy has been used to investigate the dependence of the mutual diffusion coefficient of a macromolecular system upon concentration. The first part of the research was devoted to the design and construction of a single-clipping autocorrelator based on newly-developed integrated circuits. The resulting 128 channel instrument can perform real time autocorrelation for sample time intervals >(, )10 (mu)s, and batch processed autocorrelation for intervals down to 3 (mu)s. An improved design for a newer, all-digital autocorrelator is given. Homodyne light scattering experiments were then undertaken on monodisperse solutions of polystyrene spheres. The single-mode TEM(,oo) beam of an argon-ion laser ((lamda) = 5145 (ANGSTROM)) was used as the light source; all solutions were studied at room temperature. The scattering angle was varied from 30(DEGREES) to 110(DEGREES). Excellent agreement with the manufacturer's specification for the particle size was obtained from the photon correlation studies. Finally, aqueous solutions of the globular protein ovalbumin, ranging in concentration from 18.9 to 244.3 mg/ml, were illuminated under the same conditions of temperature and wavelength as before; the homodyne scattered light was detected at a fixed scattering angle of 30(DEGREES). The single-clipped photocount autocorrelation function was analyzed using the homodyne exponential integral method of Meneely et al. The resulting diffusion coefficients showed a general linear dependence upon concentration, as predicted by the generalized Stokes-Einstein equation. However, a clear peak in the data was evident at c (TURNEQ) 100 mg/ml, which could not be explained on the basis of a non -interacting particle theory. A semi-quantitative approach based on the Debye-Huckel theory of electrostatic interactions is suggested as the probable cause for the peak's rise, and an excluded volume effect for its decline.
ASSESSMENT OF SPATIAL AUTOCORRELATION IN EMPIRICAL MODELS IN ECOLOGY
Statistically assessing ecological models is inherently difficult because data are autocorrelated and this autocorrelation varies in an unknown fashion. At a simple level, the linking of a single species to a habitat type is a straightforward analysis. With some investigation int...
NASA Astrophysics Data System (ADS)
Ponomarev, Artem; Sundaresan, Alamelu; Kim, Angela; Vazquez, Marcelo E.; Guida, Peter; Kim, Myung-Hee; Cucinotta, Francis A.
A 3D Monte Carlo model of radiation transport in matter is applied to study the effect of heavy ion radiation on human neuronal cells. Central nervous system effects, including cognitive impairment, are suspected from the heavy ion component of galactic cosmic radiation (GCR) during space missions. The model can count, for instance, the number of direct hits from ions, which will have the most affect on the cells. For comparison, the remote hits, which are received through δ-rays from the projectile traversing space outside the volume of the cell, are also simulated and their contribution is estimated. To simulate tissue effects from irradiation, cellular matrices of neuronal cells, which were derived from confocal microscopy, were simulated in our model. To produce this realistic model of the brain tissue, image segmentation was used to identify cells in the images of cells cultures. The segmented cells were inserted pixel by pixel into the modeled physical space, which represents a volume of interacting cells with periodic boundary conditions (PBCs). PBCs were used to extrapolate the model results to the macroscopic tissue structures. Specific spatial patterns for cell apoptosis are expected from GCR, as heavy ions produce concentrated damage along their trajectories. The apoptotic cell patterns were modeled based on the action cross sections for apoptosis, which were estimated from the available experimental data. The cell patterns were characterized with an autocorrelation function, which values are higher for non-random cell patterns, and the values of the autocorrelation function were compared for X rays and Fe ion irradiations. The autocorrelation function indicates the directionality effects present in apoptotic neuronal cells from GCR.
Intrinsic autocorrelation time of picoseconds for thermal noise in water.
Zhu, Zhi; Sheng, Nan; Wan, Rongzheng; Fang, Haiping
2014-10-02
Whether thermal noise is colored or white is of fundamental importance. In conventional theory, thermal noise is usually treated as white noise so that there are no directional transportations in the asymmetrical systems without external inputs, since only the colored fluctuations with appropriate autocorrelation time length can lead to directional transportations in the asymmetrical systems. Here, on the basis of molecular dynamics simulations, we show that the autocorrelation time length of thermal noise in water is ~10 ps at room temperature, which indicates that thermal noise is not white in the molecular scale while thermal noise can be reasonably assumed as white in macro- and meso-scale systems. The autocorrelation time length of thermal noise is intrinsic, since the value is almost unchanged for different temperature coupling methods. Interestingly, the autocorrelation time of thermal noise is correlated with the lifetime of hydrogen bonds, suggesting that the finite autocorrelation time length of thermal noise mainly comes from the finite lifetime of the interactions between neighboring water molecules.
Principal Components of Recurrence Quantification Analysis of EMG
2001-10-25
Springer, 1981, pp. 366-381. 4. M. Fraser and H. L. Swinney, “ Independent coordinates for strange attractors from mutual information ,” Phys. Rev. A...autocorrelation function of s(n), although it has also been argued that the first local minimum of the auto mutual information function is more appropriate [4...recordings from a given subject. T was taken as the lag corresponding to the first minimum of the auto mutual information function, calculated as
Model Identification of Integrated ARMA Processes
ERIC Educational Resources Information Center
Stadnytska, Tetiana; Braun, Simone; Werner, Joachim
2008-01-01
This article evaluates the Smallest Canonical Correlation Method (SCAN) and the Extended Sample Autocorrelation Function (ESACF), automated methods for the Autoregressive Integrated Moving-Average (ARIMA) model selection commonly available in current versions of SAS for Windows, as identification tools for integrated processes. SCAN and ESACF can…
Wang, Tao; Wang, Xinwei; Luo, Zhongyang; Cen, Kefa
2008-08-01
In this work, extensive equilibrium molecular dynamics simulations are conducted to explore the physics behind the oscillation of pressure tensor autocorrelation function (PTACF) for nanocolloidal dispersions, which leads to strong instability in viscosity calculation. By reducing the particle size and density, we find the intensity of the oscillation decreases while the frequency of the oscillation becomes higher. Careful analysis of the relationship between the oscillation and nanoparticle characteristics reveals that the stress wave scattering/reflection at the particle-liquid interface plays a critical role in PTACF oscillation while the Brownian motion/vibration of solid particles has little effect. Our modeling proves that it is practical to eliminate the PTACF oscillation through suppressing the acoustic mismatch at the solid-liquid interface by designing special nanoparticle materials. It is also found when the particle size is comparable with the wavelength of the stress wave, diffraction of stress wave happens at the interface. Such effect substantially reduces the PTACF oscillation and improves the stability of viscosity calculation.
Kuc, Roman
2018-04-01
This paper describes phase-sensitive and phase-insensitive processing of monaural echolocation waveforms to generate target maps. Composite waveforms containing both the emission and echoes are processed to estimate the target impulse response using an audible sonar. Phase-sensitive processing yields the composite signal envelope, while phase-insensitive processing that starts with the composite waveform power spectrum yields the envelope of the autocorrelation function. Analysis and experimental verification show that multiple echoes form an autocorrelation function that produces near-range phantom-reflector artifacts. These artifacts interfere with true target echoes when the first true echo occurs at a time that is less than the total duration of the target echoes. Initial comparison of phase-sensitive and phase-insensitive maps indicates that both display important target features, indicating that phase is not vital. A closer comparison illustrates the improved resolution of phase-sensitive processing, the near-range phantom-reflectors produced by phase-insensitive processing, and echo interference and multiple reflection artifacts that were independent of the processing.
Mesoscopic fluctuations and intermittency in aging dynamics
NASA Astrophysics Data System (ADS)
Sibani, P.
2006-01-01
Mesoscopic aging systems are characterized by large intermittent noise fluctuations. In a record dynamics scenario (Sibani P. and Dall J., Europhys. Lett., 64 (2003) 8) these events, quakes, are treated as a Poisson process with average αln (1 + t/tw), where t is the observation time, tw is the age and α is a parameter. Assuming for simplicity that quakes constitute the only source of de-correlation, we present a model for the probability density function (PDF) of the configuration autocorrelation function. Beside α, the model has the average quake size 1/q as a parameter. The model autocorrelation PDF has a Gumbel-like shape, which approaches a Gaussian for large t/tw and becomes sharply peaked in the thermodynamic limit. Its average and variance, which are given analytically, depend on t/tw as a power law and a power law with a logarithmic correction, respectively. Most predictions are in good agreement with data from the literature and with the simulations of the Edwards-Anderson spin-glass carried out as a test.
On the origin of the soft X-ray background. [in cosmological observations
NASA Technical Reports Server (NTRS)
Wang, Q. D.; Mccray, Richard
1993-01-01
The angular autocorrelation function and spectrum of the soft X-ray background is studied below a discrete source detection limit, using two deep images from the Rosat X-ray satellite. The average spectral shape of pointlike sources, which account for 40 to 60 percent of the background intensity, is determined by using the autocorrelation function. The background spectrum, in the 0.5-0.9 keV band (M band), is decomposed into a pointlike source component characterized by a power law and a diffuse component represented by a two-temperature plasma. These pointlike sources cannot contribute more than 60 percent of the X-ray background intensity in the M band without exceeding the total observed flux in the R7 band. Spectral analysis has shown that the local soft diffuse component, although dominating the background intensity at energies not greater than 0.3 keV, contributes only a small fraction of the M band background intensity. The diffuse component may represent an important constituent of the interstellar or intergalactic medium.
Scaling analysis and model estimation of solar corona index
NASA Astrophysics Data System (ADS)
Ray, Samujjwal; Ray, Rajdeep; Khondekar, Mofazzal Hossain; Ghosh, Koushik
2018-04-01
A monthly average solar green coronal index time series for the period from January 1939 to December 2008 collected from NOAA (The National Oceanic and Atmospheric Administration) has been analysed in this paper in perspective of scaling analysis and modelling. Smoothed and de-noising have been done using suitable mother wavelet as a pre-requisite. The Finite Variance Scaling Method (FVSM), Higuchi method, rescaled range (R/S) and a generalized method have been applied to calculate the scaling exponents and fractal dimensions of the time series. Autocorrelation function (ACF) is used to find autoregressive (AR) process and Partial autocorrelation function (PACF) has been used to get the order of AR model. Finally a best fit model has been proposed using Yule-Walker Method with supporting results of goodness of fit and wavelet spectrum. The results reveal an anti-persistent, Short Range Dependent (SRD), self-similar property with signatures of non-causality, non-stationarity and nonlinearity in the data series. The model shows the best fit to the data under observation.
Cross-section fluctuations in chaotic scattering systems.
Ericson, Torleif E O; Dietz, Barbara; Richter, Achim
2016-10-01
Exact analytical expressions for the cross-section correlation functions of chaotic scattering systems have hitherto been derived only under special conditions. The objective of the present article is to provide expressions that are applicable beyond these restrictions. The derivation is based on a statistical model of Breit-Wigner type for chaotic scattering amplitudes which has been shown to describe the exact analytical results for the scattering (S)-matrix correlation functions accurately. Our results are given in the energy and in the time representations and apply in the whole range from isolated to overlapping resonances. The S-matrix contributions to the cross-section correlations are obtained in terms of explicit irreducible and reducible correlation functions. Consequently, the model can be used for a detailed exploration of the key features of the cross-section correlations and the underlying physical mechanisms. In the region of isolated resonances, the cross-section correlations contain a dominant contribution from the self-correlation term. For narrow states the self-correlations originate predominantly from widely spaced states with exceptionally large partial width. In the asymptotic region of well-overlapping resonances, the cross-section autocorrelation functions are given in terms of the S-matrix autocorrelation functions. For inelastic correlations, in particular, the Ericson fluctuations rapidly dominate in that region. Agreement with known analytical and experimental results is excellent.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Golub, R.; Rohm, Ryan M.; Swank, C. M.
2011-02-15
There is an extensive literature on magnetic-gradient-induced spin relaxation. Cates, Schaefer, and Happer, in a seminal publication, have solved the problem in the regime where diffusion theory (the Torrey equation) is applicable using an expansion of the density matrix in diffusion equation eigenfunctions and angular momentum tensors. McGregor has solved the problem in the same regime using a slightly more general formulation using the Redfield theory formulated in terms of the autocorrelation function of the fluctuating field seen by the spins and calculating the correlation functions using the diffusion-theory Green's function. The results of both calculations were shown to agreemore » for a special case. In the present work, we show that the eigenfunction expansion of the Torrey equation yields the expansion of the Green's function for the diffusion equation, thus showing the identity of this approach with that of the Redfield theory. The general solution can also be obtained directly from the Torrey equation for the density matrix. Thus, the physical content of the Redfield and Torrey approaches are identical. We then introduce a more general expression for the position autocorrelation function of particles moving in a closed cell, extending the range of applicability of the theory.« less
NASA Astrophysics Data System (ADS)
Avendaño, Carlos G.; Reyes, Arturo
2017-03-01
We theoretically study the dispersion relation for axially propagating electromagnetic waves throughout a one-dimensional helical structure whose pitch and dielectric and magnetic properties are spatial random functions with specific statistical characteristics. In the system of coordinates rotating with the helix, by using a matrix formalism, we write the set of differential equations that governs the expected value of the electromagnetic field amplitudes and we obtain the corresponding dispersion relation. We show that the dispersion relation depends strongly on the noise intensity introduced in the system and the autocorrelation length. When the autocorrelation length increases at fixed fluctuation and when the fluctuation augments at fixed autocorrelation length, the band gap widens and the attenuation coefficient of electromagnetic waves propagating in the random medium gets larger. By virtue of the degeneracy in the imaginary part of the eigenvalues associated with the propagating modes, the random medium acts as a filter for circularly polarized electromagnetic waves, in which only the propagating backward circularly polarized wave can propagate with no attenuation. Our results are valid for any kind of dielectric and magnetic structures which possess a helical-like symmetry such as cholesteric and chiral smectic-C liquid crystals, structurally chiral materials, and stressed cholesteric elastomers.
Water Quality Sensing and Spatio-Temporal Monitoring Structure with Autocorrelation Kernel Methods.
Vizcaíno, Iván P; Carrera, Enrique V; Muñoz-Romero, Sergio; Cumbal, Luis H; Rojo-Álvarez, José Luis
2017-10-16
Pollution on water resources is usually analyzed with monitoring campaigns, which consist of programmed sampling, measurement, and recording of the most representative water quality parameters. These campaign measurements yields a non-uniform spatio-temporal sampled data structure to characterize complex dynamics phenomena. In this work, we propose an enhanced statistical interpolation method to provide water quality managers with statistically interpolated representations of spatial-temporal dynamics. Specifically, our proposal makes efficient use of the a priori available information of the quality parameter measurements through Support Vector Regression (SVR) based on Mercer's kernels. The methods are benchmarked against previously proposed methods in three segments of the Machángara River and one segment of the San Pedro River in Ecuador, and their different dynamics are shown by statistically interpolated spatial-temporal maps. The best interpolation performance in terms of mean absolute error was the SVR with Mercer's kernel given by either the Mahalanobis spatial-temporal covariance matrix or by the bivariate estimated autocorrelation function. In particular, the autocorrelation kernel provides with significant improvement of the estimation quality, consistently for all the six water quality variables, which points out the relevance of including a priori knowledge of the problem.
Water Quality Sensing and Spatio-Temporal Monitoring Structure with Autocorrelation Kernel Methods
Vizcaíno, Iván P.; Muñoz-Romero, Sergio; Cumbal, Luis H.
2017-01-01
Pollution on water resources is usually analyzed with monitoring campaigns, which consist of programmed sampling, measurement, and recording of the most representative water quality parameters. These campaign measurements yields a non-uniform spatio-temporal sampled data structure to characterize complex dynamics phenomena. In this work, we propose an enhanced statistical interpolation method to provide water quality managers with statistically interpolated representations of spatial-temporal dynamics. Specifically, our proposal makes efficient use of the a priori available information of the quality parameter measurements through Support Vector Regression (SVR) based on Mercer’s kernels. The methods are benchmarked against previously proposed methods in three segments of the Machángara River and one segment of the San Pedro River in Ecuador, and their different dynamics are shown by statistically interpolated spatial-temporal maps. The best interpolation performance in terms of mean absolute error was the SVR with Mercer’s kernel given by either the Mahalanobis spatial-temporal covariance matrix or by the bivariate estimated autocorrelation function. In particular, the autocorrelation kernel provides with significant improvement of the estimation quality, consistently for all the six water quality variables, which points out the relevance of including a priori knowledge of the problem. PMID:29035333
Numerical Study on the Validity of the Taylor Hypothesis in Space Plasmas
DOE Office of Scientific and Technical Information (OSTI.GOV)
Perri, Silvia; Servidio, Sergio; Valentini, Francesco
In situ heliospheric measurements allow us to resolve fluctuations as a function of frequency. A crucial point is to describe the power spectral density as a function of the wavenumber, in order to understand the energy cascade through the scales in terms of plasma turbulence theories. The most favorable situation occurs when the average wind speed is much higher than the phase speed of the plasma modes, equivalent to the fact that the fluctuations’ dynamical times are much longer than their typical crossing period through the spacecraft (frozen-in Taylor approximation). Using driven compressible Hall-magneothydrodynamics simulations, in which an “imaginary” spacecraftmore » flies across a time-evolving turbulence, here we explore the limitations of the frozen-in assumption. We find that the Taylor hypothesis is robust down to sub-proton scales, especially for flows with mean velocities typical of the fast solar wind. For slow mean flows (i.e., speeds of the order of the Alfvèn speed) power spectra are subject to an amplitude shift throughout the scales. At small scales, when dispersive decorrelation mechanisms become significant, the frozen-in assumption is generally violated, in particular for k -vectors almost parallel to the average magnetic field. A discussion in terms of the spacetime autocorrelation function is proposed. These results might be relevant for the interpretation of the observations, in particular for existing and future space missions devoted to very high-resolution measurements.« less
Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach
NASA Astrophysics Data System (ADS)
Salleh, R. M.; Zawawi, N. I.; Gan, Z. F.; Nor, M. E.
2018-04-01
Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully. When dealing with autocorrelated process, Box-Jenkins method will be preferred because of the popularity. However, the computation of Box-Jenkins method is too complicated and challenging which cause of time-consuming. Therefore, an alternative method which known as Geometric Brownian Motion (GBM) is introduced to monitor the autocorrelated process. One real case of furnace temperature data is conducted to compare the performance of Box-Jenkins and GBM methods in monitoring autocorrelation process. Both methods give the same results in terms of model accuracy and monitoring process control. Yet, GBM is superior compared to Box-Jenkins method due to its simplicity and practically with shorter computational time.
Statistical regularities of Carbon emission trading market: Evidence from European Union allowances
NASA Astrophysics Data System (ADS)
Zheng, Zeyu; Xiao, Rui; Shi, Haibo; Li, Guihong; Zhou, Xiaofeng
2015-05-01
As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we analyzed the price fluctuations of the European Union allowances (EUA) futures in European Climate Exchange (ECX) market from 2007 to 2011. The symmetric and power-law probability density function of return time series was displayed. We found that there are only short-range correlations in price changes (return), while long-range correlations in the absolute of price changes (volatility). Further, detrended fluctuation analysis (DFA) approach was applied with focus on long-range autocorrelations and Hurst exponent. We observed long-range power-law autocorrelations in the volatility that quantify risk, and found that they decay much more slowly than the autocorrelation of return time series. Our analysis also showed that the significant cross correlations exist between return time series of EUA and many other returns. These cross correlations exist in a wide range of fields, including stock markets, energy concerned commodities futures, and financial futures. The significant cross-correlations between energy concerned futures and EUA indicate the physical relationship between carbon emission and energy production process. Additionally, the cross-correlations between financial futures and EUA indicate that the speculation behavior may become an important factor that can affect the price of EUA. Finally we modeled the long-range volatility time series of EUA with a particular version of the GARCH process, and the result also suggests long-range volatility autocorrelations.
Strong Clustering of Lyman Break Galaxies around Luminous Quasars at Z ˜ 4
NASA Astrophysics Data System (ADS)
García-Vergara, Cristina; Hennawi, Joseph F.; Barrientos, L. Felipe; Rix, Hans-Walter
2017-10-01
In the standard picture of structure formation, the first massive galaxies are expected to form at the highest peaks of the density field, which constitute the cores of massive proto-clusters. Luminous quasars (QSOs) at z ˜ 4 are the most strongly clustered population known, and should thus reside in massive dark matter halos surrounded by large overdensities of galaxies, implying a strong QSO-galaxy cross-correlation function. We observed six z ˜ 4 QSO fields with VLT/FORS, exploiting a novel set of narrow-band filters custom designed to select Lyman Break Galaxies (LBGs) in a thin redshift slice of {{Δ }}z˜ 0.3, mitigating the projection effects that have limited the sensitivity of previous searches for galaxies around z≳ 4 QSOs. We find that LBGs are strongly clustered around QSOs, and present the first measurement of the QSO-LBG cross-correlation function at z ˜ 4, on scales of 0.1≲ R≲ 9 {h}-1 {Mpc} (comoving). Assuming a power-law form for the cross-correlation function ξ ={(r/{r}0{QG})}γ , we measure {r}0{QG}={8.83}-1.51+1.39 {h}-1 {Mpc} for a fixed slope of γ =2.0. This result is in agreement with the expected cross-correlation length deduced from measurements of the QSO and LBG auto-correlation function, and assuming a deterministic bias model. We also measure a strong auto-correlation of LBGs in our QSO fields, finding {r}0{GG}={21.59}-1.69+1.72 {h}-1 {Mpc} for a fixed slope of γ =1.5, which is ˜4 times larger than the LBG auto-correlation length in blank fields, providing further evidence that QSOs reside in overdensities of LBGs. Our results qualitatively support a picture where luminous QSOs inhabit exceptionally massive ({M}{halo}> {10}12 {M}⊙ ) dark matter halos at z ˜ 4.
Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K
2018-02-01
In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; principally because the spatial autocorrelation functions (sACFs) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggest otherwise. Hence, the residuals from general linear model (GLM)-based fMRI activation estimates in these studies may not have possessed a homogenously Gaussian sACF. Here we propose a method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.
Role of initial state and final quench temperature on aging properties in phase-ordering kinetics.
Corberi, Federico; Villavicencio-Sanchez, Rodrigo
2016-05-01
We study numerically the two-dimensional Ising model with nonconserved dynamics quenched from an initial equilibrium state at the temperature T_{i}≥T_{c} to a final temperature T_{f} below the critical one. By considering processes initiating both from a disordered state at infinite temperature T_{i}=∞ and from the critical configurations at T_{i}=T_{c} and spanning the range of final temperatures T_{f}∈[0,T_{c}[ we elucidate the role played by T_{i} and T_{f} on the aging properties and, in particular, on the behavior of the autocorrelation C and of the integrated response function χ. Our results show that for any choice of T_{f}, while the autocorrelation function exponent λ_{C} takes a markedly different value for T_{i}=∞ [λ_{C}(T_{i}=∞)≃5/4] or T_{i}=T_{c} [λ_{C}(T_{i}=T_{c})≃1/8] the response function exponents are unchanged. Supported by the outcome of the analytical solution of the solvable spherical model we interpret this fact as due to the different contributions provided to autocorrelation and response by the large-scale properties of the system. As changing T_{f} is considered, although this is expected to play no role in the large-scale and long-time properties of the system, we show important effects on the quantitative behavior of χ. In particular, data for quenches to T_{f}=0 are consistent with a value of the response function exponent λ_{χ}=1/2λ_{C}(T_{i}=∞)=5/8 different from the one [λ_{χ}∈(0.5-0.56)] found in a wealth of previous numerical determinations in quenches to finite final temperatures. This is interpreted as due to important preasymptotic corrections associated to T_{f}>0.
Noise analysis of nucleate boiling
NASA Technical Reports Server (NTRS)
Mcknight, R. D.; Ram, K. S.
1971-01-01
The techniques of noise analysis have been utilized to investigate nucleate pool boiling. A simple experimental setup has been developed for obtaining the power spectrum of a nucleate boiling system. These techniques were first used to study single bubbles, and a method of relating the two-dimensional projected size and the local velocity of the bubbles to the auto-correlation functions is presented. This method is much less time consuming than conventional methods of measurement and has no probes to disturb the system. These techniques can be used to determine the contribution of evaporation to total heat flux in nucleate boiling. Also, these techniques can be used to investigate the effect of various parameters upon the frequency response of nucleate boiling. The predominant frequencies of the power spectrum correspond to the frequencies of bubble generation. The effects of heat input, degree of subcooling, and liquid surface tension upon the power spectra of a boiling system are presented. It was found that the degree of subcooling has a more pronounced effect upon bubble size than does heat flux. Also the effect of lowering surface tension can be sufficient to reduce the effect of the degree of subcooling upon the size of the bubbles.
NASA Astrophysics Data System (ADS)
Adams, John E.; Stratt, Richard M.
1990-08-01
For the instantaneous normal mode analysis method to be generally useful in studying the dynamics of clusters of arbitrary size, it ought to yield values of atomic self-diffusion constants which agree with those derived directly from molecular dynamics calculations. The present study proposes that such agreement indeed can be obtained if a sufficiently sophisticated formalism for computing the diffusion constant is adopted, such as the one suggested by Madan, Keyes, and Seeley [J. Chem. Phys. 92, 7565 (1990)]. In order to implement this particular formalism, however, we have found it necessary to pay particular attention to the removal from the computed spectra of spurious rotational contributions. The utility of the formalism is demonstrated via a study of small argon clusters, for which numerous results generated using other approaches are available. We find the same temperature dependence of the Ar13 self-diffusion constant that Beck and Marchioro [J. Chem. Phys. 93, 1347 (1990)] do from their direct calculation of the velocity autocorrelation function: The diffusion constant rises quickly from zero to a liquid-like value as the cluster goes through (the finite-size equivalent of) the melting transition.
High-resolution detection of Brownian motion for quantitative optical tweezers experiments.
Grimm, Matthias; Franosch, Thomas; Jeney, Sylvia
2012-08-01
We have developed an in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are recorded with a high-bandwidth photodetector. We compute the mean-square displacement, as well as the velocity autocorrelation function of the sphere, and compare it to the theory of Brownian motion including hydrodynamic memory effects. A careful measurement and analysis of the time scales characterizing the dynamics of the harmonically bound sphere fluctuating in a viscous medium directly yields all relevant parameters. Finally, we test the method for different optical trap strengths, with different bead sizes and in different fluids, and we find excellent agreement with the values provided by the manufacturers. The proposed approach overcomes the most commonly encountered limitations in precision when analyzing the power spectrum of position fluctuations in the region around the corner frequency. These low frequencies are usually prone to errors due to drift, limitations in the detection, and trap linearity as well as short acquisition times resulting in poor statistics. Furthermore, the strategy can be generalized to Brownian motion in more complex environments, provided the adequate theories are available.
NASA Astrophysics Data System (ADS)
Xu, Y. H.; Jachmich, S.; Weynants, R. R.; Huber, A.; Unterberg, B.; Samm, U.
2004-12-01
The self-organized criticality (SOC) behavior of the edge plasma transport has been studied using fluctuation data measured in the plasma edge and the scrape-off layer of Torus experiment of technology oriented research tokamak [H. Soltwisch et al., Plasma Phys. Controlled Fusion 26, 23 (1984)] before and during the edge biasing experiments. In the "nonshear" discharge phase before biasing, the fluctuation data clearly show some of the characteristics associated with SOC, including similar frequency spectra to those obtained in "sandpile" transport and other SOC systems, slowly decaying long tails in the autocorrelation function, values of Hurst parameters larger than 0.5 at all the detected radial locations, and a radial propagation of avalanchelike events in the edge plasma area. During the edge biasing phase, with the generation of an edge radial electric field Er and thus of Er×B flow shear, contrary to theoretical expectation, the Hurst parameters are substantially enhanced in the negative flow shear region and in the scrape-off layer as well. Concomitantly, it is found that the local turbulence is well decorrelated by the Er×B velocity shear, consistent with theoretical predictions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jain, Richa Naja, E-mail: ltprichanaja@gmail.com; Chakraborty, Brahmananda; Ramaniah, Lavanya M.
In this work our main objective is to compute Dynamical correlations, Onsager coefficients and Maxwell-Stefan (MS) diffusivities for molten salt LiF-KF mixture at various thermodynamic states through Green–Kubo formalism for the first time. The equilibrium molecular dynamics (MD) simulations were performed using BHM potential for LiF–KF mixture. The velocity autocorrelations functions involving Li ions reflect the endurance of cage dynamics or backscattering with temperature. The magnitude of Onsager coefficients for all pairs increases with increase in temperature. Interestingly most of the Onsager coefficients has almost maximum magnitude at the eutectic composition indicating the most dynamic character of the eutectic mixture.more » MS diffusivity hence diffusion for all ion pairs increases in the system with increasing temperature. Smooth variation of the diffusivity values denies any network formation in the mixture. Also, the striking feature is the noticeable concentration dependence of MS diffusivity between cation-cation pair, Đ{sub Li-K} which remains negative for most of the concentration range but changes sign to become positive for higher LiF concentration. The negative MS diffusivity is acceptable as it satisfies the non-negative entropy constraint governed by 2{sup nd} law of thermodynamics. This high diffusivity also vouches the candidature of molten salt as a coolant.« less
Tang, Ping-Han; Wu, Ten-Ming; Yen, Tsung-Wen; Lai, S K; Hsu, P J
2011-09-07
We perform isothermal Brownian-type molecular dynamics simulations to obtain the velocity autocorrelation function and its time Fourier-transformed power spectral density for the metallic cluster Ag(17)Cu(2). The temperature dependences of these dynamical quantities from T = 0 to 1500 K were examined and across this temperature range the cluster melting temperature T(m), which we define to be the principal maximum position of the specific heat is determined. The instantaneous normal mode analysis is then used to dissect the cluster dynamics by calculating the vibrational instantaneous normal mode density of states and hence its frequency integrated value I(j) which is an ensemble average of all vibrational projection operators for the jth atom in the cluster. In addition to comparing the results with simulation data, we look more closely at the entities I(j) of all atoms using the point group symmetry and diagnose their temperature variations. We find that I(j) exhibit features that may be used to deduce T(m), which turns out to agree very well with those inferred from the power spectral density and specific heat. © 2011 American Institute of Physics
Why there is no Newtonian backreaction
NASA Astrophysics Data System (ADS)
Kaiser, Nick
2017-07-01
In the conventional framework for cosmological dynamics, the scalefactor a(t) is assumed to obey the 'background' Friedmann equation for a perfectly homogeneous universe while particles move according to equations of motions driven by the gravity of the density fluctuations. It has recently been suggested that the emergence of structure modifies the evolution of a(t) via Newtonian (or 'kinematic') backreaction and that this may avoid the need for dark energy. Here, we point out that the conventional system of equations is exact in Newtonian gravity and there is no approximation in the use of the homogeneous universe equation for a(t). The recently proposed modification of Rácz et al. does not reduce to Newtonian gravity in the limit of low velocities. We discuss the relation of this to the 'generalized Friedmann equation' of Buchert and Ehlers. These are quite different things; their formula describes individual regions and is obtained under the restrictive assumption that the matter behaves like a pressure-free fluid, whereas our result is exact for collisionless dynamics and is an auxiliary relation appearing in the structure equations. We use the symmetry of the general velocity autocorrelation function to show how Buchert's Q tends very rapidly to zero for large volume and that this does not simply arise 'by construction' through the adoption of periodic boundary conditions as has been claimed. We conclude that, to the extent that Newtonian gravity accurately describes the low-z universe, there is no backreaction of structure on a(t) and that the need for dark energy cannot be avoided in this way.
Spatial autocorrelation in growth of undisturbed natural pine stands across Georgia
Raymond L. Czaplewski; Robin M. Reich; William A. Bechtold
1994-01-01
Moran's I statistic measures the spatial autocorrelation in a random variable measured at discrete locations in space. Permutation procedures test the null hypothesis that the observed Moran's I value is no greater than that expected by chance. The spatial autocorrelation of gross basal area increment is analyzed for undisturbed, naturally regenerated stands...
Propagation of mechanical waves through a stochastic medium with spherical symmetry
NASA Astrophysics Data System (ADS)
Avendaño, Carlos G.; Reyes, J. Adrián
2018-01-01
We theoretically analyze the propagation of outgoing mechanical waves through an infinite isotropic elastic medium possessing spherical symmetry whose Lamé coefficients and density are spatial random functions characterized by well-defined statistical parameters. We derive the differential equation that governs the average displacement for a system whose properties depend on the radial coordinate. We show that such an equation is an extended version of the well-known Bessel differential equation whose perturbative additional terms contain coefficients that depend directly on the squared noise intensities and the autocorrelation lengths in an exponential decay fashion. We numerically solve the second order differential equation for several values of noise intensities and autocorrelation lengths and compare the corresponding displacement profiles with that of the exact analytic solution for the case of absent inhomogeneities.
Constant-Envelope Waveform Design for Optimal Target-Detection and Autocorrelation Performances
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sen, Satyabrata
2013-01-01
We propose an algorithm to directly synthesize in time-domain a constant-envelope transmit waveform that achieves the optimal performance in detecting an extended target in the presence of signal-dependent interference. This approach is in contrast to the traditional indirect methods that synthesize the transmit signal following the computation of the optimal energy spectral density. Additionally, we aim to maintain a good autocorrelation property of the designed signal. Therefore, our waveform design technique solves a bi-objective optimization problem in order to simultaneously improve the detection and autocorrelation performances, which are in general conflicting in nature. We demonstrate this compromising characteristics of themore » detection and autocorrelation performances with numerical examples. Furthermore, in the absence of the autocorrelation criterion, our designed signal is shown to achieve a near-optimum detection performance.« less
NASA Astrophysics Data System (ADS)
Tijera, Manuel; Maqueda, Gregorio; Cano, José L.; López, Pilar; Yagüe, Carlos
2010-05-01
The wind velocity series of the atmospheric turbulent flow in the planetary boundary layer (PBL), in spite of being highly erratic, present a self-similarity structure (Frisch, 1995; Peitgen et., 2004; Falkovich et., 2006). So, the wind velocity can be seen as a fractal magnitude. We calculate the fractal dimension (Komolgorov capacity or box-counting dimension) of the wind perturbation series (u' = u- ) in the physical spaces (namely velocity-time). It has been studied the time evolution of the fractal dimension along different days and at three levels above the ground (5.8 m, 13.5 m, 32 m). The data analysed was recorded in the experimental campaign SABLES-98 (Cuxart et al., 2000) at the Research Centre for the Lower Atmosphere (CIBA) located in Valladolid (Spain). In this work the u, v and w components of wind velocity series have been measured by sonic anemometers (20 Hz sampling rate). The fractal dimension versus the integral length scales of the mean wind series have been studied, as well as the influence of different turbulent parameters. A method for estimating these integral scales is developed using the normalized autocorrelation function and a Gaussian fit. Finally, it will be analysed the variation of the fractal dimension versus stability parameters (as Richardson number) in order to explain some of the dominant features which are likely immersed in the fractal nature of these turbulent flows. References - Cuxart J, Yagüe C, Morales G, Terradellas E, Orbe J, Calvo J, Fernández A, Soler MR, Infante C, Buenestado P, Espinalt A, Joergensen HE, Rees JM, Vilá J, Redondo JM, Cantalapiedra IR and Conangla L (2000) Stable atmospheric boundary-layer experiment in Spain (SABLES98): a report. Boundary- Layer Meteorol 96:337-370 - Falkovich G and Kattepalli R. Sreenivasan (2006) Lessons from Hidrodynamic Turbulence. Physics Today 59: 43-49 - Frisch U (1995) Turbulence the legacy of A.N. Kolmogorov Cambridge University Press 269pp - Peitgen H, Jürgens H and Saupe D (2004) Chaos and Fractals Springer-Verlag 971pp
Correlation functions for Hermitian many-body systems: Necessary conditions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, E.B.
1994-02-01
Lee [Phys. Rev. B 47, 8293 (1993)] has shown that the odd-numbered derivatives of the Kubo autocorrelation function vanish at [ital t]=0. We show that this condition is based on a more general property of nondiagonal Kubo correlation functions. This general property provides that certain functional forms (e.g., simple exponential decay) are not admissible for any symmetric or antisymmetric Kubo correlation function in a Hermitian many-body system. Lee's result emerges as a special case of this result. Applications to translationally invariant systems and systems with rotational symmetries are also demonstrated.
Spatio-temporal wildland arson crime functions
David T. Butry; Jeffrey P. Prestemon
2005-01-01
Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p)...
Using Ambient Noise for Investigating Cultural Heritage Sites and Evaluating Seismic Site Response
NASA Astrophysics Data System (ADS)
D'Amico, S.; Farrugia, D.; Galea, P. M.; Ruben, B. P., Sr.
2016-12-01
Recordings of ambient noise as well as use of the HVSR technique represent a common tool for evaluating seismic site response. In this study we applied such techniques to several cultural heritage sites located on the Maltese archipelago (Central Mediterranean). In particular, two of the Maltese watchtowers, built by the Knights of St. John between 1637 and 1659, were investigated together with the megalithic temple site of Mnajdra. Array data were acquired using the Micromed SoilSpy Rosina™ equipped with 4.5 Hz vertical geophones, setting the array in an L-shaped configuration. The Extended Spatial Autocorrelation (ESAC) technique was used to extract Rayleigh-wave dispersion curves. Moreover, single-station data close to the array was collected using a Tromino 3-component seismograph (www.tromino.eu), and the H/V curves were extracted. The dispersion curves and the H/V curves were jointly inverted using the Genetic Algorithm (GA) to obtain the shear-wave velocity profile. A fixed number of layers was used in the inversion and ranges for the layer thickness, P-wave and S-wave velocity, and density were specified. The obtained velocity profiles were used to compute the amplification function for the site based on the square root of the effective seismic impedance, also known as the quarter-wavelength approximation. This was used in the simulation of ground motion parameters at the site for various earthquakes using the stochastic one-dimensional site response analysis algorithm, Extended Source Simulation (EXSIM). In addition, the fundamental period and the damping ratio of the watchtowers was obtained by recording ambient vibrations. In the megalithic temples we were also able to evaluate the coverage of the soil deposits within the structure, comparing our results with previous study that used different geophysical techniques. In conclusion, this study enables us to map the seismic amplification hazard and provides primary data on the seismic risk assessment of each cultural heritage site.
Hartzell, S.; Harmsen, S.; Williams, R.A.; Carver, D.; Frankel, A.; Choy, G.; Liu, P.-C.; Jachens, R.C.; Brocher, T.M.; Wentworth, C.M.
2006-01-01
A 3D seismic velocity and attenuation model is developed for Santa Clara Valley, California, and its surrounding uplands to predict ground motions from scenario earthquakes. The model is developed using a variety of geologic and geophysical data. Our starting point is a 3D geologic model developed primarily from geologic mapping and gravity and magnetic surveys. An initial velocity model is constructed by using seismic velocities from boreholes, reflection/refraction lines, and spatial autocorrelation microtremor surveys. This model is further refined and the seismic attenuation is estimated through waveform modeling of weak motions from small local events and strong-ground motion from the 1989 Loma Prieta earthquake. Waveforms are calculated to an upper frequency of 1 Hz using a parallelized finite-difference code that utilizes two regions with a factor of 3 difference in grid spacing to reduce memory requirements. Cenozoic basins trap and strongly amplify ground motions. This effect is particularly strong in the Evergreen Basin on the northeastern side of the Santa Clara Valley, where the steeply dipping Silver Creek fault forms the southwestern boundary of the basin. In comparison, the Cupertino Basin on the southwestern side of the valley has a more moderate response, which is attributed to a greater age and velocity of the Cenozoic fill. Surface waves play a major role in the ground motion of sedimentary basins, and they are seen to strongly develop along the western margins of the Santa Clara Valley for our simulation of the Loma Prieta earthquake.
The Effects of Autocorrelation on the Curve-of-Factors Growth Model
ERIC Educational Resources Information Center
Murphy, Daniel L.; Beretvas, S. Natasha; Pituch, Keenan A.
2011-01-01
This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, 2 new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a…
Carbonaceous aerosol at two rural locations in New York State: Characterization and behavior
NASA Astrophysics Data System (ADS)
Sunder Raman, Ramya; Hopke, Philip K.; Holsen, Thomas M.
2008-06-01
Fine particle samples were collected to determine the chemical constituents in PM2.5 at two rural background sites (Potsdam and Stockton, N. Y.) in the northeastern United States from November 2002 to August 2005. Samples were collected every third day for 24 h with a speciation network sampler. The measured carbonaceous species included thermal-optical organic carbon (OC), elemental carbon (EC), pyrolytic carbon (OP), black carbon (BC), and water-soluble, short-chain (WSSC) organic acids. Concentration time series, autocorrelations, and seasonal variations of the carbonaceous species were examined. During this multiyear period, the contributions of the total carbon (OC + EC) to the measured fine particle mass were 31.2% and 31.1% at Potsdam and Stockton, respectively. The average sum of the WSSC acids carbon accounted for approximately 2.5% of the organic carbon at Potsdam and 3.0% at Stockton. At Potsdam, the seasonal differences in the autocorrelation function (ACF) and partial autocorrelation function (PACF) values for carbonaceous species suggest that secondary formation may be an important contributor to the observed concentrations of species likely to be secondary in origin, particularly during the photochemically active time of the year (May to October). This study also investigated the relationships between carbonaceous species to better understand the behavior of carbonaceous aerosol and to assess the contribution of secondary organic carbon (SOC) to the total organic carbon mass (the EC tracer method was used to estimate SOC). At Potsdam the average SOC contribution to total OC varied between 66% and 72%, while at Stockton it varied between 58% and 64%.
Analysis of stochastic characteristics of the Benue River flow process
NASA Astrophysics Data System (ADS)
Otache, Martins Y.; Bakir, Mohammad; Li, Zhijia
2008-05-01
Stochastic characteristics of the Benue River streamflow process are examined under conditions of data austerity. The streamflow process is investigated for trend, non-stationarity and seasonality for a time period of 26 years. Results of trend analyses with Mann-Kendall test show that there is no trend in the annual mean discharges. Monthly flow series examined with seasonal Kendall test indicate the presence of positive change in the trend for some months, especially the months of August, January, and February. For the stationarity test, daily and monthly flow series appear to be stationary whereas at 1%, 5%, and 10% significant levels, the stationarity alternative hypothesis is rejected for the annual flow series. Though monthly flow appears to be stationary going by this test, because of high seasonality, it could be said to exhibit periodic stationarity based on the seasonality analysis. The following conclusions are drawn: (1) There is seasonality in both the mean and variance with unimodal distribution. (2) Days with high mean also have high variance. (3) Skewness coefficients for the months within the dry season period are greater than those of the wet season period, and seasonal autocorrelations for streamflow during dry season are generally larger than those of the wet season. Precisely, they are significantly different for most of the months. (4) The autocorrelation functions estimated “over time” are greater in the absolute value for data that have not been deseasonalised but were initially normalised by logarithmic transformation only, while autocorrelation functions for i = 1, 2, ..., 365 estimated “over realisations” have their coefficients significantly different from other coefficients.
Narayanaswamy's 1971 aging theory and material time
NASA Astrophysics Data System (ADS)
Dyre, Jeppe C.
2015-09-01
The Bochkov-Kuzovlev nonlinear fluctuation-dissipation theorem is used to derive Narayanaswamy's phenomenological theory of physical aging, in which this highly nonlinear phenomenon is described by a linear material-time convolution integral. A characteristic property of the Narayanaswamy aging description is material-time translational invariance, which is here taken as the basic assumption of the derivation. It is shown that only one possible definition of the material time obeys this invariance, namely, the square of the distance travelled from a configuration of the system far back in time. The paper concludes with suggestions for computer simulations that test for consequences of material-time translational invariance. One of these is the "unique-triangles property" according to which any three points on the system's path form a triangle such that two side lengths determine the third; this is equivalent to the well-known triangular relation for time-autocorrelation functions of aging spin glasses [L. F. Cugliandolo and J. Kurchan, J. Phys. A: Math. Gen. 27, 5749 (1994)]. The unique-triangles property implies a simple geometric interpretation of out-of-equilibrium time-autocorrelation functions, which extends to aging a previously proposed framework for such functions in equilibrium [J. C. Dyre, e-print arXiv:cond-mat/9712222 (1997)].
Factors Influencing Army Accessions.
1982-12-01
partial autocorrelations were examined for significant lags or a recognizable pattern such as a damped exponential or a sine wave. The TSP prugrams...decreasing function indicating nonstation- *arity or a very long sine wave where only a small portion of the wave is plotted. The partial...plot of the raw data appeared (Appendix E-1) to be either the middle of a long sine wave or a linearly decreasing function. This pattern is recognized
NASA Astrophysics Data System (ADS)
Pabon, Rommel; Barnard, Casey; Ukeiley, Lawrence; Sheplak, Mark
2016-11-01
Particle image velocimetry (PIV) and fluctuating wall shear stress experiments were performed on a flat plate turbulent boundary layer (TBL) under zero pressure gradient conditions. The fluctuating wall shear stress was measured using a microelectromechanical 1mm × 1mm floating element capacitive shear stress sensor (CSSS) developed at the University of Florida. The experiments elucidated the imprint of the organized motions in a TBL on the wall shear stress through its direct measurement. Spatial autocorrelation of the streamwise velocity from the PIV snapshots revealed large scale motions that scale on the order of boundary layer thickness. However, the captured inclination angle was lower than that determined using the classic method by means of wall shear stress and hot-wire anemometry (HWA) temporal cross-correlations and a frozen field hypothesis using a convection velocity. The current study suggests the large size of these motions begins to degrade the applicability of the frozen field hypothesis for the time resolved HWA experiments. The simultaneous PIV and CSSS measurements are also used for spatial reconstruction of the velocity field during conditionally sampled intense wall shear stress events. This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-1315138.
Parallel auto-correlative statistics with VTK.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pebay, Philippe Pierre; Bennett, Janine Camille
2013-08-01
This report summarizes existing statistical engines in VTK and presents both the serial and parallel auto-correlative statistics engines. It is a sequel to [PT08, BPRT09b, PT09, BPT09, PT10] which studied the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k-means, and order statistics engines. The ease of use of the new parallel auto-correlative statistics engine is illustrated by the means of C++ code snippets and algorithm verification is provided. This report justifies the design of the statistics engines with parallel scalability in mind, and provides scalability and speed-up analysis results for the autocorrelative statistics engine.
False alarms: How early warning signals falsely predict abrupt sea ice loss
NASA Astrophysics Data System (ADS)
Wagner, Till J. W.; Eisenman, Ian
2016-04-01
Uncovering universal early warning signals for critical transitions has become a coveted goal in diverse scientific disciplines, ranging from climate science to financial mathematics. There has been a flurry of recent research proposing such signals, with increasing autocorrelation and increasing variance being among the most widely discussed candidates. A number of studies have suggested that increasing autocorrelation alone may suffice to signal an impending transition, although some others have questioned this. Here we consider variance and autocorrelation in the context of sea ice loss in an idealized model of the global climate system. The model features no bifurcation, nor increased rate of retreat, as the ice disappears. Nonetheless, the autocorrelation of summer sea ice area is found to increase in a global warming scenario. The variance, by contrast, decreases. A simple physical mechanism is proposed to explain the occurrence of increasing autocorrelation but not variance when there is no approaching bifurcation. Additionally, a similar mechanism is shown to allow an increase in both indicators with no physically attainable bifurcation. This implies that relying on autocorrelation and variance as early warning signals can raise false alarms in the climate system, warning of "tipping points" that are not actually there.
Formation of large-scale structure from cosmic-string loops and cold dark matter
NASA Technical Reports Server (NTRS)
Melott, Adrian L.; Scherrer, Robert J.
1987-01-01
Some results from a numerical simulation of the formation of large-scale structure from cosmic-string loops are presented. It is found that even though G x mu is required to be lower than 2 x 10 to the -6th (where mu is the mass per unit length of the string) to give a low enough autocorrelation amplitude, there is excessive power on smaller scales, so that galaxies would be more dense than observed. The large-scale structure does not include a filamentary or connected appearance and shares with more conventional models based on Gaussian perturbations the lack of cluster-cluster correlation at the mean cluster separation scale as well as excessively small bulk velocities at these scales.
NASA Astrophysics Data System (ADS)
López-Comino, José Ángel; Stich, Daniel; Ferreira, Ana M. G.; Morales, Jose
2015-09-01
Inversions for the full slip distribution of earthquakes provide detailed models of earthquake sources, but stability and non-uniqueness of the inversions is a major concern. The problem is underdetermined in any realistic setting, and significantly different slip distributions may translate to fairly similar seismograms. In such circumstances, inverting for a single best model may become overly dependent on the details of the procedure. Instead, we propose to perform extended fault inversion trough falsification. We generate a representative set of heterogeneous slipmaps, compute their forward predictions, and falsify inappropriate trial models that do not reproduce the data within a reasonable level of mismodelling. The remainder of surviving trial models forms our set of coequal solutions. The solution set may contain only members with similar slip distributions, or else uncover some fundamental ambiguity such as, for example, different patterns of main slip patches. For a feasibility study, we use teleseismic body wave recordings from the 2012 September 5 Nicoya, Costa Rica earthquake, although the inversion strategy can be applied to any type of seismic, geodetic or tsunami data for which we can handle the forward problem. We generate 10 000 pseudo-random, heterogeneous slip distributions assuming a von Karman autocorrelation function, keeping the rake angle, rupture velocity and slip velocity function fixed. The slip distribution of the 2012 Nicoya earthquake turns out to be relatively well constrained from 50 teleseismic waveforms. Two hundred fifty-two slip models with normalized L1-fit within 5 per cent from the global minimum from our solution set. They consistently show a single dominant slip patch around the hypocentre. Uncertainties are related to the details of the slip maximum, including the amount of peak slip (2-3.5 m), as well as the characteristics of peripheral slip below 1 m. Synthetic tests suggest that slip patterns such as Nicoya may be a fortunate case, while it may be more difficult to unambiguously reconstruct more distributed slip from teleseismic data.
Geometrical optical transfer function: is it worth calculating?
Díaz, José A; Mahajan, Virendra N
2017-10-01
In this paper, we explore the merit of calculating the geometrical optical transfer function (GOTF) in optical design by comparing the time to calculate it with the time to calculate the diffraction optical transfer function (DOTF). We determine the DOTF by numerical integration of the pupil function autocorrelation (that reduces to an integration of a complex exponential of the aberration difference function), 2D digital autocorrelation of the pupil function, and the Fourier transform (FT) of the point-spread function (PSF); and we determine the GOTF by the FT of the geometrical PSF (that reduces to an integration over the pupil plane of a complex exponential that is a scalar product of the spatial frequency and transverse ray aberration vectors) and the FT of the spot diagram. Our starting point for calculating the DOTF is the wave aberrations of the system in its pupil plane, and the transverse ray aberrations in the image plane for the GOTF. Numerical results for primary aberrations and some typical imaging systems show that the direct numerical integrations are slow, but the GOTF calculation by a FT of the spot diagram is two or even three times slower than the DOTF calculation by an FT of the PSF, depending on the aberration. We conclude that the calculation of GOTF is, at best, an approximation of the DOTF and only for large aberrations; GOTF does not offer any advantage in the optical design process, and hence negates its utility.
The global short-period wavefield modelled with a Monte Carlo seismic phonon method
Shearer, Peter M.; Earle, Paul
2004-01-01
At high frequencies (∼1 Hz), much of the seismic energy arriving at teleseismic distances is not found in the main phases (e.g. P, PP, S, etc.) but is contained in the extended coda that follows these arrivals. This coda results from scattering off small-scale velocity and density perturbations within the crust and mantle and contains valuable information regarding the depth dependence and strength of this heterogeneity as well as the relative importance of intrinsic versus scattering attenuation. Most analyses of seismic coda to date have concentrated on S-wave coda generated from lithospheric scattering for events recorded at local and regional distances. Here, we examine the globally averaged vertical-component, 1-Hz wavefield (>10° range) for earthquakes recorded in the IRIS FARM archive from 1990 to 1999. We apply an envelope-function stacking technique to image the average time–distance behavior of the wavefield for both shallow (≤50 km) and deep (≥500 km) earthquakes. Unlike regional records, our images are dominated by P and P coda owing to the large effect of attenuation on PPand S at high frequencies. Modelling our results is complicated by the need to include a variety of ray paths, the likely contributions of multiple scattering and the possible importance of P-to-S and S-to-P scattering. We adopt a stochastic, particle-based approach in which millions of seismic phonons are randomly sprayed from the source and tracked through the Earth. Each phonon represents an energy packet that travels along the appropriate ray path until it is affected by a discontinuity or a scatterer. Discontinuities are modelled by treating the energy normalized reflection and transmission coefficients as probabilities. Scattering probabilities and scattering angles are computed in a similar fashion, assuming random velocity and density perturbations characterized by an exponential autocorrelation function. Intrinsic attenuation is included by reducing the energy contained in each particle as an appropriate function of traveltime. We find that most scattering occurs in the lithosphere and upper mantle, as previous results have indicated, but that some lower-mantle scattering is likely also required. A model with 3 to 4 per cent rms velocity heterogeneity at 4-km scale length in the upper mantle and 0.5 per cent rms velocity heterogeneity at 8-km scale length in the lower mantle (with intrinsic attenuation of Qα= 450 above 200 km depth andQα= 2500 below 200 km) provides a reasonable fit to both the shallow- and deep-earthquake observations, although many trade-offs exist between the scale length, depth extent and strength of the heterogeneity.
NASA Astrophysics Data System (ADS)
Asten, M. W.; Hayashi, K.
2018-07-01
Ambient seismic noise or microtremor observations used in spatial auto-correlation (SPAC) array methods consist of a wide frequency range of surface waves from the frequency of about 0.1 Hz to several tens of Hz. The wavelengths (and hence depth sensitivity of such surface waves) allow determination of the site S-wave velocity model from a depth of 1 or 2 m down to a maximum of several kilometres; it is a passive seismic method using only ambient noise as the energy source. Application usually uses a 2D seismic array with a small number of seismometers (generally between 2 and 15) to estimate the phase velocity dispersion curve and hence the S-wave velocity depth profile for the site. A large number of methods have been proposed and used to estimate the dispersion curve; SPAC is the one of the oldest and the most commonly used methods due to its versatility and minimal instrumentation requirements. We show that direct fitting of observed and model SPAC spectra generally gives a superior bandwidth of useable data than does the more common approach of inversion after the intermediate step of constructing an observed dispersion curve. Current case histories demonstrate the method with a range of array types including two-station arrays, L-shaped multi-station arrays, triangular and circular arrays. Array sizes from a few metres to several-km in diameter have been successfully deployed in sites ranging from downtown urban settings to rural and remote desert sites. A fundamental requirement of the method is the ability to average wave propagation over a range of azimuths; this can be achieved with either or both of the wave sources being widely distributed in azimuth, and the use of a 2D array sampling the wave field over a range of azimuths. Several variants of the method extend its applicability to under-sampled data from sparse arrays, the complexity of multiple-mode propagation of energy, and the problem of precise estimation where array geometry departs from an ideal regular array. We find that sparse nested triangular arrays are generally sufficient, and the use of high-density circular arrays is unlikely to be cost-effective in routine applications. We recommend that passive seismic arrays should be the method of first choice when characterizing average S-wave velocity to a depth of 30 m ( V s30) and deeper, with active seismic methods such as multichannel analysis of surface waves (MASW) being a complementary method for use if and when conditions so require. The use of computer inversion methodology allows estimation of not only the S-wave velocity profile but also parameter uncertainties in terms of layer thickness and velocity. The coupling of SPAC methods with horizontal/vertical particle motion spectral ratio analysis generally allows use of lower frequency data, with consequent resolution of deeper layers than is possible with SPAC alone. Considering its non-invasive methodology, logistical flexibility, simplicity, applicability, and stability, the SPAC method and its various modified extensions will play an increasingly important role in site effect evaluation. The paper summarizes the fundamental theory of the SPAC method, reviews recent developments, and offers recommendations for future blind studies.
NASA Astrophysics Data System (ADS)
Asten, M. W.; Hayashi, K.
2018-05-01
Ambient seismic noise or microtremor observations used in spatial auto-correlation (SPAC) array methods consist of a wide frequency range of surface waves from the frequency of about 0.1 Hz to several tens of Hz. The wavelengths (and hence depth sensitivity of such surface waves) allow determination of the site S-wave velocity model from a depth of 1 or 2 m down to a maximum of several kilometres; it is a passive seismic method using only ambient noise as the energy source. Application usually uses a 2D seismic array with a small number of seismometers (generally between 2 and 15) to estimate the phase velocity dispersion curve and hence the S-wave velocity depth profile for the site. A large number of methods have been proposed and used to estimate the dispersion curve; SPAC is the one of the oldest and the most commonly used methods due to its versatility and minimal instrumentation requirements. We show that direct fitting of observed and model SPAC spectra generally gives a superior bandwidth of useable data than does the more common approach of inversion after the intermediate step of constructing an observed dispersion curve. Current case histories demonstrate the method with a range of array types including two-station arrays, L-shaped multi-station arrays, triangular and circular arrays. Array sizes from a few metres to several-km in diameter have been successfully deployed in sites ranging from downtown urban settings to rural and remote desert sites. A fundamental requirement of the method is the ability to average wave propagation over a range of azimuths; this can be achieved with either or both of the wave sources being widely distributed in azimuth, and the use of a 2D array sampling the wave field over a range of azimuths. Several variants of the method extend its applicability to under-sampled data from sparse arrays, the complexity of multiple-mode propagation of energy, and the problem of precise estimation where array geometry departs from an ideal regular array. We find that sparse nested triangular arrays are generally sufficient, and the use of high-density circular arrays is unlikely to be cost-effective in routine applications. We recommend that passive seismic arrays should be the method of first choice when characterizing average S-wave velocity to a depth of 30 m (V s30) and deeper, with active seismic methods such as multichannel analysis of surface waves (MASW) being a complementary method for use if and when conditions so require. The use of computer inversion methodology allows estimation of not only the S-wave velocity profile but also parameter uncertainties in terms of layer thickness and velocity. The coupling of SPAC methods with horizontal/vertical particle motion spectral ratio analysis generally allows use of lower frequency data, with consequent resolution of deeper layers than is possible with SPAC alone. Considering its non-invasive methodology, logistical flexibility, simplicity, applicability, and stability, the SPAC method and its various modified extensions will play an increasingly important role in site effect evaluation. The paper summarizes the fundamental theory of the SPAC method, reviews recent developments, and offers recommendations for future blind studies.
A Search for Quasi-periodic Oscillations in the Blazar 1ES 1959+650
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Xiao-Pan; Luo, Yu-Hui; Yang, Hai-Yan
We have searched quasi-periodic oscillations (QPOs) in the 15 GHz light curve of the BL Lac object 1ES 1959+650 monitored by the Owens Valley Radio Observatory 40 m telescope during the period from 2008 January to 2016 February, using the Lomb–Scargle Periodogram, power spectral density (PSD), discrete autocorrelation function, and phase dispersion minimization (PDM) techniques. The red noise background has been established via the PSD method, and no QPO can be derived at the 3 σ confidence level accounting for the impact of the red noise variability. We conclude that the light curve of 1ES 1959+650 can be explained bymore » a stochastic red noise process that contributes greatly to the total observed variability amplitude, dominates the power spectrum, causes spurious bumps and wiggles in the autocorrelation function and can result in the variance of the folded light curve decreasing toward lower temporal frequencies when few-cycle, sinusoid-like patterns are present. Moreover, many early supposed periodicity claims for blazar light curves need to be reevaluated assuming red noise.« less
Parmar, Kulwinder Singh; Bhardwaj, Rashmi
2015-01-01
River water is a major resource of drinking water on earth. Management of river water is highly needed for surviving. Yamuna is the main river of India, and monthly variation of water quality of river Yamuna, using statistical methods have been compared at different sites for each water parameters. Regression, correlation coefficient, autoregressive integrated moving average (ARIMA), box-Jenkins, residual autocorrelation function (ACF), residual partial autocorrelation function (PACF), lag, fractal, Hurst exponent, and predictability index have been estimated to analyze trend and prediction of water quality. Predictive model is useful at 95% confidence limits and all water parameters reveal platykurtic curve. Brownian motion (true random walk) behavior exists at different sites for BOD, AMM, and total Kjeldahl nitrogen (TKN). Quality of Yamuna River water at Hathnikund is good, declines at Nizamuddin, Mazawali, Agra D/S, and regains good quality again at Juhikha. For all sites, almost all parameters except potential of hydrogen (pH), water temperature (WT) crosses the prescribed limits of World Health Organization (WHO)/United States Environmental Protection Agency (EPA).
Sato, Shin-ichi; You, Jin; Jeon, Jin Yong
2007-07-01
Psychoacoustical and autocorrelation function (ACF) parameters were employed to describe the temporal fluctuations of refrigerator noise during starting, transition into/from the stationary phase and termination of operation. The temporal fluctuations of refrigerator noise include a click at start-up, followed by a rapid increase in volume, a change of pitch, and termination of the operation. Subjective evaluations of the noise of 24 different refrigerators were conducted in a real living environment. The relationship between objective measures and perceived noisiness was examined by multiple regression analysis. Sound quality indices were developed based on psychoacoustical and ACF parameters. The psychoacoustical parameters found to be important for evaluating noisiness in the stationary phase were loudness and roughness. The relationship between noisiness and ACF parameters shows that sound energy and its fluctuations are important for evaluating noisiness. Also, refrigerator sounds that had a fluctuation of pitch were rated as more annoying. The tolerance level for the starting phase of refrigerator noise was found to be 33 dBA, which is the level where 65% of the participants in the subjective tests were satisfied.
DYNAMICS OF SELF-GRAVITY WAKES IN DENSE PLANETARY RINGS. I. PITCH ANGLE
DOE Office of Scientific and Technical Information (OSTI.GOV)
Michikoshi, Shugo; Kokubo, Eiichiro; Fujii, Akihiko
2015-10-20
We investigate the dynamics of self-gravity wakes in dense planetary rings. In particular, we examine how the pitch angles of self-gravity wakes depend on ring parameters using N-body simulations. We calculate the pitch angles using the two-dimensional autocorrelation function of the ring surface density. We obtain the pitch angles for the inner and outer parts of the autocorrelation function separately. We confirm that the pitch angles are 15°–30° for reasonable ring parameters, which are consistent with previous studies. We find that the inner pitch angle increases with the Saturnicentric distance, while it barely depends on the optical depth and themore » restitution coefficient of ring particles. The increase of the inner pitch angle with the Saturnicentric distance is consistent with the observations of the A ring. The outer pitch angle does not have a clear dependence on any ring parameters and is about 10°–15°. This value is consistent with the pitch angle of spiral arms in collisionless systems.« less
Statistical Approach To Extraction Of Texture In SAR
NASA Technical Reports Server (NTRS)
Rignot, Eric J.; Kwok, Ronald
1992-01-01
Improved statistical method of extraction of textural features in synthetic-aperture-radar (SAR) images takes account of effects of scheme used to sample raw SAR data, system noise, resolution of radar equipment, and speckle. Treatment of speckle incorporated into overall statistical treatment of speckle, system noise, and natural variations in texture. One computes speckle auto-correlation function from system transfer function that expresses effect of radar aperature and incorporates range and azimuth resolutions.
The use of spatio-temporal correlation to forecast critical transitions
NASA Astrophysics Data System (ADS)
Karssenberg, Derek; Bierkens, Marc F. P.
2010-05-01
Complex dynamical systems may have critical thresholds at which the system shifts abruptly from one state to another. Such critical transitions have been observed in systems ranging from the human body system to financial markets and the Earth system. Forecasting the timing of critical transitions before they are reached is of paramount importance because critical transitions are associated with a large shift in dynamical regime of the system under consideration. However, it is hard to forecast critical transitions, because the state of the system shows relatively little change before the threshold is reached. Recently, it was shown that increased spatio-temporal autocorrelation and variance can serve as alternative early warning signal for critical transitions. However, thus far these second order statistics have not been used for forecasting in a data assimilation framework. Here we show that the use of spatio-temporal autocorrelation and variance in the state of the system reduces the uncertainty in the predicted timing of critical transitions compared to classical approaches that use the value of the system state only. This is shown by assimilating observed spatio-temporal autocorrelation and variance into a dynamical system model using a Particle Filter. We adapt a well-studied distributed model of a logistically growing resource with a fixed grazing rate. The model describes the transition from an underexploited system with high resource biomass to overexploitation as grazing pressure crosses the critical threshold, which is a fold bifurcation. To represent limited prior information, we use a large variance in the prior probability distributions of model parameters and the system driver (grazing rate). First, we show that the rate of increase in spatio-temporal autocorrelation and variance prior to reaching the critical threshold is relatively consistent across the uncertainty range of the driver and parameter values used. This indicates that an increase in spatio-temporal autocorrelation and variance are consistent predictors of a critical transition, even under the condition of a poorly defined system. Second, we perform data assimilation experiments using an artificial exhaustive data set generated by one realization of the model. To mimic real-world sampling, an observational data set is created from this exhaustive data set. This is done by sampling on a regular spatio-temporal grid, supplemented by sampling locations at a short distance. Spatial and temporal autocorrelation in this observational data set is calculated for different spatial and temporal separation (lag) distances. To assign appropriate weights to observations (here, autocorrelation values and variance) in the Particle Filter, the covariance matrix of the error in these observations is required. This covariance matrix is estimated using Monte Carlo sampling, selecting a different random position of the sampling network relative to the exhaustive data set for each realization. At each update moment in the Particle Filter, observed autocorrelation values are assimilated into the model and the state of the model is updated. Using this approach, it is shown that the use of autocorrelation reduces the uncertainty in the forecasted timing of a critical transition compared to runs without data assimilation. The performance of the use of spatial autocorrelation versus temporal autocorrelation depends on the timing and number of observational data. This study is restricted to a single model only. However, it is becoming increasingly clear that spatio-temporal autocorrelation and variance can be used as early warning signals for a large number of systems. Thus, it is expected that spatio-temporal autocorrelation and variance are valuable in data assimilation frameworks in a large number of dynamical systems.
Smith, Justin D.; Borckardt, Jeffrey J.; Nash, Michael R.
2013-01-01
The case-based time-series design is a viable methodology for treatment outcome research. However, the literature has not fully addressed the problem of missing observations with such autocorrelated data streams. Mainly, to what extent do missing observations compromise inference when observations are not independent? Do the available missing data replacement procedures preserve inferential integrity? Does the extent of autocorrelation matter? We use Monte Carlo simulation modeling of a single-subject intervention study to address these questions. We find power sensitivity to be within acceptable limits across four proportions of missing observations (10%, 20%, 30%, and 40%) when missing data are replaced using the Expectation-Maximization Algorithm, more commonly known as the EM Procedure (Dempster, Laird, & Rubin, 1977).This applies to data streams with lag-1 autocorrelation estimates under 0.80. As autocorrelation estimates approach 0.80, the replacement procedure yields an unacceptable power profile. The implications of these findings and directions for future research are discussed. PMID:22697454
NASA Technical Reports Server (NTRS)
Craig, R. G. (Principal Investigator)
1983-01-01
Richmond, Virginia and Denver, Colorado were study sites in an effort to determine the effect of autocorrelation on the accuracy of a parallelopiped classifier of LANDSAT digital data. The autocorrelation was assumed to decay to insignificant levels when sampled at distances of at least ten pixels. Spectral themes developed using blocks of adjacent pixels, and using groups of pixels spaced at least 10 pixels apart were used. Effects of geometric distortions were minimized by using only pixels from the interiors of land cover sections. Accuracy was evaluated for three classes; agriculture, residential and "all other"; both type 1 and type 2 errors were evaluated by means of overall classification accuracy. All classes give comparable results. Accuracy is approximately the same in both techniques; however, the variance in accuracy is significantly higher using the themes developed from autocorrelated data. The vectors of mean spectral response were nearly identical regardless of sampling method used. The estimated variances were much larger when using autocorrelated pixels.
van Mantgem, P.J.; Schwilk, D.W.
2009-01-01
Fire is an important feature of many forest ecosystems, although the quantification of its effects is compromised by the large scale at which fire occurs and its inherent unpredictability. A recurring problem is the use of subsamples collected within individual burns, potentially resulting in spatially autocorrelated data. Using subsamples from six different fires (and three unburned control areas) we show little evidence for strong spatial autocorrelation either before or after burning for eight measures of forest conditions (both fuels and vegetation). Additionally, including a term for spatially autocorrelated errors provided little improvement for simple linear models contrasting the effects of early versus late season burning. While the effects of spatial autocorrelation should always be examined, it may not always greatly influence assessments of fire effects. If high patch scale variability is common in Sierra Nevada mixed conifer forests, even following more than a century of fire exclusion, treatments designed to encourage further heterogeneity in forest conditions prior to the reintroduction of fire will likely be unnecessary.
Valtierra, Robert D; Glynn Holt, R; Cholewiak, Danielle; Van Parijs, Sofie M
2013-09-01
Multipath localization techniques have not previously been applied to baleen whale vocalizations due to difficulties in application to tonal vocalizations. Here it is shown that an autocorrelation method coupled with the direct reflected time difference of arrival localization technique can successfully resolve location information. A derivation was made to model the autocorrelation of a direct signal and its overlapping reflections to illustrate that an autocorrelation may be used to extract reflection information from longer duration signals containing a frequency sweep, such as some calls produced by baleen whales. An analysis was performed to characterize the difference in behavior of the autocorrelation when applied to call types with varying parameters (sweep rate, call duration). The method's feasibility was tested using data from playback transmissions to localize an acoustic transducer at a known depth and location. The method was then used to estimate the depth and range of a single North Atlantic right whale (Eubalaena glacialis) and humpback whale (Megaptera novaeangliae) from two separate experiments.
Sun, Guanghao; Matsui, Takemi
2015-01-01
Noncontact measurement of respiratory rate using Doppler radar will play a vital role in future clinical practice. Doppler radar remotely monitors the tiny chest wall movements induced by respiration activity. The most competitive advantage of this technique is to allow users fully unconstrained with no biological electrode attachments. However, the Doppler radar, unlike other contact-type sensors, is easily affected by the random body movements. In this paper, we proposed a time domain autocorrelation model to process the radar signals for rapid and stable estimation of the respiratory rate. We tested the autocorrelation model on 8 subjects in laboratory, and compared the respiratory rates detected by noncontact radar with reference contact-type respiratory effort belt. Autocorrelation model showed the effects of reducing the random body movement noise added to Doppler radar's respiration signals. Moreover, the respiratory rate can be rapidly calculated from the first main peak in the autocorrelation waveform within 10 s.
Scilab software package for the study of dynamical systems
NASA Astrophysics Data System (ADS)
Bordeianu, C. C.; Beşliu, C.; Jipa, Al.; Felea, D.; Grossu, I. V.
2008-05-01
This work presents a new software package for the study of chaotic flows and maps. The codes were written using Scilab, a software package for numerical computations providing a powerful open computing environment for engineering and scientific applications. It was found that Scilab provides various functions for ordinary differential equation solving, Fast Fourier Transform, autocorrelation, and excellent 2D and 3D graphical capabilities. The chaotic behaviors of the nonlinear dynamics systems were analyzed using phase-space maps, autocorrelation functions, power spectra, Lyapunov exponents and Kolmogorov-Sinai entropy. Various well known examples are implemented, with the capability of the users inserting their own ODE. Program summaryProgram title: Chaos Catalogue identifier: AEAP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 885 No. of bytes in distributed program, including test data, etc.: 5925 Distribution format: tar.gz Programming language: Scilab 3.1.1 Computer: PC-compatible running Scilab on MS Windows or Linux Operating system: Windows XP, Linux RAM: below 100 Megabytes Classification: 6.2 Nature of problem: Any physical model containing linear or nonlinear ordinary differential equations (ODE). Solution method: Numerical solving of ordinary differential equations. The chaotic behavior of the nonlinear dynamical system is analyzed using Poincaré sections, phase-space maps, autocorrelation functions, power spectra, Lyapunov exponents and Kolmogorov-Sinai entropies. Restrictions: The package routines are normally able to handle ODE systems of high orders (up to order twelve and possibly higher), depending on the nature of the problem. Running time: 10 to 20 seconds for problems that do not involve Lyapunov exponents calculation; 60 to 1000 seconds for problems that involve high orders ODE and Lyapunov exponents calculation.
Early Warning Signals for Abrupt Change Raise False Alarm During Sea Ice Loss
NASA Astrophysics Data System (ADS)
Wagner, T. J. W.; Eisenman, I.
2015-12-01
Uncovering universal early warning signals for critical transitions has become a coveted goal in diverse scientific disciplines, ranging from climate science to financial mathematics. There has been a flurry of recent research proposing such signals, with increasing autocorrelation and increasing variance being among the most widely discussed candidates. A number of studies have suggested that increasing autocorrelation alone may suffice to signal an impending transition, although some others have questioned this. Here, we consider variance and autocorrelation in the context of sea ice loss in an idealized model of the global climate system. The model features no bifurcation, nor increased rate of retreat, as the ice disappears. Nonetheless, the autocorrelation of summer sea ice area is found to increase with diminishing sea ice cover in a global warming scenario. The variance, by contrast, decreases. A simple physical mechanism is proposed to explain the occurrence of increasing autocorrelation but not variance in the model when there is no approaching bifurcation. Additionally, a similar mechanism is shown to allow an increase in both indicators with no physically attainable bifurcation. This implies that relying on autocorrelation and variance as early warning signals can raise false alarms in the climate system, warning of "tipping points" that are not actually there.
Characteristics of sources and sinks of momentum in a turbulent boundary layer
NASA Astrophysics Data System (ADS)
Fiscaletti, D.; Ganapathisubramani, B.
2018-05-01
In turbulent boundary layers, the wall-normal gradient of the Reynolds shear stress identifies momentum sources and sinks (T =∂ [-u v ]/∂ y ). These motions can be physically interpreted in two ways: (1) as contributors to the turbulence term balancing the mean momentum equation, and (2) as regions of strong local interaction between velocity and vorticity fluctuations. In this paper, the space-time evolution of momentum sources and sinks is investigated in a turbulent boundary layer at the Reynolds number (Reτ) = 2700, with time-resolved planar particle image velocimetry in a plane along the streamwise and wall-normal directions. Wave number-frequency power spectra of T fluctuations reveal that the wave velocities of momentum sources and sinks tend to match the local streamwise velocity in proximity to the wall. However, as the distance from the wall increases, the wave velocities of the T events are slightly lower than the local streamwise velocities of the flow, which is also confirmed from the tracking in time of the intense momentum sources and sinks. This evidences that momentum sources and sinks are preferentially located in low-momentum regions of the flow. The spectral content of the T fluctuations is maximum at the wall, but it decreases monotonically as the distance from the wall grows. The relative spectral contributions of the different wavelengths remains unaltered at varying wall-normal locations. From autocorrelation coefficient maps, the characteristic streamwise and wall-normal extents of the T motions are respectively 60 and 40 wall units, independent of the wall distance. Both statistics and instantaneous visualizations show that momentum sources and sinks have a preferential tendency to be organized in positive-negative pairs in the wall-normal direction.
Statistically Self-Consistent and Accurate Errors for SuperDARN Data
NASA Astrophysics Data System (ADS)
Reimer, A. S.; Hussey, G. C.; McWilliams, K. A.
2018-01-01
The Super Dual Auroral Radar Network (SuperDARN)-fitted data products (e.g., spectral width and velocity) are produced using weighted least squares fitting. We present a new First-Principles Fitting Methodology (FPFM) that utilizes the first-principles approach of Reimer et al. (2016) to estimate the variance of the real and imaginary components of the mean autocorrelation functions (ACFs) lags. SuperDARN ACFs fitted by the FPFM do not use ad hoc or empirical criteria. Currently, the weighting used to fit the ACF lags is derived from ad hoc estimates of the ACF lag variance. Additionally, an overcautious lag filtering criterion is used that sometimes discards data that contains useful information. In low signal-to-noise (SNR) and/or low signal-to-clutter regimes the ad hoc variance and empirical criterion lead to underestimated errors for the fitted parameter because the relative contributions of signal, noise, and clutter to the ACF variance is not taken into consideration. The FPFM variance expressions include contributions of signal, noise, and clutter. The clutter is estimated using the maximal power-based self-clutter estimator derived by Reimer and Hussey (2015). The FPFM was successfully implemented and tested using synthetic ACFs generated with the radar data simulator of Ribeiro, Ponomarenko, et al. (2013). The fitted parameters and the fitted-parameter errors produced by the FPFM are compared with the current SuperDARN fitting software, FITACF. Using self-consistent statistical analysis, the FPFM produces reliable or trustworthy quantitative measures of the errors of the fitted parameters. For an SNR in excess of 3 dB and velocity error below 100 m/s, the FPFM produces 52% more data points than FITACF.
NASA Astrophysics Data System (ADS)
Jankovic, Igor; Maghrebi, Mahdi; Fiori, Aldo; Zarlenga, Antonio; Dagan, Gedeon
2017-04-01
We examine the impact of permeability structures on the Breakthrough Curve (BTC) of solute, at a distance x from the injection plane, under mean uniform flow of mean velocity U. The study is carried out through accurate 3D numerical simulations, rather than the 2D models adopted in most of previous works. All structures share the same univariate distribution of the logconductivity Y = lnK and autocorrelation function ρY , but differ in higher order statistics. The main finding is that the BTC of ergodic plumes for the different examined structures is quite robust, displaying a seemingly "universal" behavior. The result is in variance with similar analyses carried out in the past for 2D permeability structures. The basic parameters (i.e. the geometric mean, the logconductivity variance σY 2 and the horizontal integral scale I) have to be identified from field data (e.g. core analysis, pumping test or other methods). However, prediction requires the knowledge of U, and the results suggest that improvement of the BTC prediction in applications can be achieved by independent estimates of the mean velocity U, e.g. by pumping tests, rather than attempting to characterize the permeability structure beyond its second-order characterization. The BTC prediction made by the Inverse Gaussian (IG) distribution, adopting the macrodispersion coefficient estimated by the First Order approximation αL = σY 2I, is also quite robust, providing a simple and effective solution to be employed in applications. The consequences of the latter result are further explored by modeling the mass distribution that occurred at the MADE-1 natural gradient experiment, for which we show that most of the plume features are adequately captured by the simple First Order approach.
The Azimuth Structure of Nuclear Collisions — I
NASA Astrophysics Data System (ADS)
Trainor, Thomas A.; Kettler, David T.
We describe azimuth structure commonly associated with elliptic and directed flow in the context of 2D angular autocorrelations for the purpose of precise separation of so-called nonflow (mainly minijets) from flow. We extend the Fourier-transform description of azimuth structure to include power spectra and autocorrelations related by the Wiener-Khintchine theorem. We analyze several examples of conventional flow analysis in that context and question the relevance of reaction plane estimation to flow analysis. We introduce the 2D angular autocorrelation with examples from data analysis and describe a simulation exercise which demonstrates precise separation of flow and nonflow using the 2D autocorrelation method. We show that an alternative correlation measure based on Pearson's normalized covariance provides a more intuitive measure of azimuth structure.
Monitoring autocorrelated process: A geometric Brownian motion process approach
NASA Astrophysics Data System (ADS)
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
Image correlation and sampling study
NASA Technical Reports Server (NTRS)
Popp, D. J.; Mccormack, D. S.; Sedwick, J. L.
1972-01-01
The development of analytical approaches for solving image correlation and image sampling of multispectral data is discussed. Relevant multispectral image statistics which are applicable to image correlation and sampling are identified. The general image statistics include intensity mean, variance, amplitude histogram, power spectral density function, and autocorrelation function. The translation problem associated with digital image registration and the analytical means for comparing commonly used correlation techniques are considered. General expressions for determining the reconstruction error for specific image sampling strategies are developed.
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
NASA Astrophysics Data System (ADS)
Miccichè, S.
2016-11-01
Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ-β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock's volatility is a linear function of the average correlation of such stock's volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still keep some of the original volatility stylized facts. As a result, the diagonalized volatilities result to share with the original volatilities either the power-law decay of the probability density function and the power-law decay of the autocorrelation function. This would indicate that volatility clustering is already present in the diagonalized un-correlated volatilities. We therefore present a parsimonious univariate model based on a non-linear Langevin equation that well reproduces these two stylized facts of volatility. The model helps us in understanding that the main source of volatility clustering, once volatilities have been diagonalized, is that the economic forces driving volatility can be modeled in terms of a Smoluchowski potential with logarithmic tails.
Linking snowflake microstructure to multi-frequency radar observations
NASA Astrophysics Data System (ADS)
Leinonen, J.; Moisseev, D.; Nousiainen, T.
2013-04-01
Spherical or spheroidal particle shape models are commonly used to calculate numerically the radar backscattering properties of aggregate snowflakes. A more complicated and computationally intensive approach is to use detailed models of snowflake structure together with numerical scattering models that can operate on arbitrary particle shapes. Recent studies have shown that there can be significant differences between the results of these approaches. In this paper, an analytical model, based on the Rayleigh-Gans scattering theory, is formulated to explain this discrepancy in terms of the effect of discrete ice crystals that constitute the snowflake. The ice crystals cause small-scale inhomogeneities whose effects can be understood through the density autocorrelation function of the particle mass, which the Rayleigh-Gans theory connects to the function that gives the radar reflectivity as a function of frequency. The derived model is a weighted sum of two Gaussian functions. A term that corresponds to the average shape of the particle, similar to that given by the spheroidal shape model, dominates at low frequencies. At high frequencies, that term vanishes and is gradually replaced by the effect of the ice crystal monomers. The autocorrelation-based description of snowflake microstructure appears to be sufficient for multi-frequency radar studies. The link between multi-frequency radar observations and the particle microstructure can thus be used to infer particle properties from the observations.
Narayanaswamy’s 1971 aging theory and material time
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dyre, Jeppe C., E-mail: dyre@ruc.dk
2015-09-21
The Bochkov-Kuzovlev nonlinear fluctuation-dissipation theorem is used to derive Narayanaswamy’s phenomenological theory of physical aging, in which this highly nonlinear phenomenon is described by a linear material-time convolution integral. A characteristic property of the Narayanaswamy aging description is material-time translational invariance, which is here taken as the basic assumption of the derivation. It is shown that only one possible definition of the material time obeys this invariance, namely, the square of the distance travelled from a configuration of the system far back in time. The paper concludes with suggestions for computer simulations that test for consequences of material-time translational invariance.more » One of these is the “unique-triangles property” according to which any three points on the system’s path form a triangle such that two side lengths determine the third; this is equivalent to the well-known triangular relation for time-autocorrelation functions of aging spin glasses [L. F. Cugliandolo and J. Kurchan, J. Phys. A: Math. Gen. 27, 5749 (1994)]. The unique-triangles property implies a simple geometric interpretation of out-of-equilibrium time-autocorrelation functions, which extends to aging a previously proposed framework for such functions in equilibrium [J. C. Dyre, e-print arXiv:cond-mat/9712222 (1997)].« less
Zero Autocorrelation Waveforms: A Doppler Statistic and Multifunction Problems
2006-01-01
by ANSI Std Z39-18 It is natural to refer to A as the ambiguity function of u, since in the usual setting on the real line R, the analogue ambiguity...Doppler statistic |Cu,uek(j)| is excellent and provable for detecting deodorized Doppler frequency shift [11] (see Fig. 2). Also, if one graphs only
DOE Office of Scientific and Technical Information (OSTI.GOV)
Storelli, A., E-mail: alexandre.storelli@lpp.polytechnique.fr; Vermare, L.; Hennequin, P.
2015-06-15
In a dedicated collisionality scan in Tore Supra, the geodesic acoustic mode (GAM) is detected and identified with the Doppler backscattering technique. Observations are compared to the results of a simulation with the gyrokinetic code GYSELA. We found that the GAM frequency in experiments is lower than predicted by simulation and theory. Moreover, the disagreement is higher in the low collisionality scenario. Bursts of non harmonic GAM oscillations have been characterized with filtering techniques, such as the Hilbert-Huang transform. When comparing this dynamical behaviour between experiments and simulation, the probability density function of GAM amplitude and the burst autocorrelation timemore » are found to be remarkably similar. In the simulation, where the radial profile of GAM frequency is continuous, we observed a phenomenon of radial phase mixing of the GAM oscillations, which could influence the burst autocorrelation time.« less
NASA Astrophysics Data System (ADS)
Liang, Yunyun; Liu, Sanyang; Zhang, Shengli
2017-02-01
Apoptosis is a fundamental process controlling normal tissue homeostasis by regulating a balance between cell proliferation and death. Predicting subcellular location of apoptosis proteins is very helpful for understanding its mechanism of programmed cell death. Prediction of apoptosis protein subcellular location is still a challenging and complicated task, and existing methods mainly based on protein primary sequences. In this paper, we propose a new position-specific scoring matrix (PSSM)-based model by using Geary autocorrelation function and detrended cross-correlation coefficient (DCCA coefficient). Then a 270-dimensional (270D) feature vector is constructed on three widely used datasets: ZD98, ZW225 and CL317, and support vector machine is adopted as classifier. The overall prediction accuracies are significantly improved by rigorous jackknife test. The results show that our model offers a reliable and effective PSSM-based tool for prediction of apoptosis protein subcellular localization.
Rainfall statistics, stationarity, and climate change.
Sun, Fubao; Roderick, Michael L; Farquhar, Graham D
2018-03-06
There is a growing research interest in the detection of changes in hydrologic and climatic time series. Stationarity can be assessed using the autocorrelation function, but this is not yet common practice in hydrology and climate. Here, we use a global land-based gridded annual precipitation (hereafter P ) database (1940-2009) and find that the lag 1 autocorrelation coefficient is statistically significant at around 14% of the global land surface, implying nonstationary behavior (90% confidence). In contrast, around 76% of the global land surface shows little or no change, implying stationary behavior. We use these results to assess change in the observed P over the most recent decade of the database. We find that the changes for most (84%) grid boxes are within the plausible bounds of no significant change at the 90% CI. The results emphasize the importance of adequately accounting for natural variability when assessing change. Copyright © 2018 the Author(s). Published by PNAS.
Rainfall statistics, stationarity, and climate change
NASA Astrophysics Data System (ADS)
Sun, Fubao; Roderick, Michael L.; Farquhar, Graham D.
2018-03-01
There is a growing research interest in the detection of changes in hydrologic and climatic time series. Stationarity can be assessed using the autocorrelation function, but this is not yet common practice in hydrology and climate. Here, we use a global land-based gridded annual precipitation (hereafter P) database (1940–2009) and find that the lag 1 autocorrelation coefficient is statistically significant at around 14% of the global land surface, implying nonstationary behavior (90% confidence). In contrast, around 76% of the global land surface shows little or no change, implying stationary behavior. We use these results to assess change in the observed P over the most recent decade of the database. We find that the changes for most (84%) grid boxes are within the plausible bounds of no significant change at the 90% CI. The results emphasize the importance of adequately accounting for natural variability when assessing change.
First-passage problems: A probabilistic dynamic analysis for degraded structures
NASA Technical Reports Server (NTRS)
Shiao, Michael C.; Chamis, Christos C.
1990-01-01
Structures subjected to random excitations with uncertain system parameters degraded by surrounding environments (a random time history) are studied. Methods are developed to determine the statistics of dynamic responses, such as the time-varying mean, the standard deviation, the autocorrelation functions, and the joint probability density function of any response and its derivative. Moreover, the first-passage problems with deterministic and stationary/evolutionary random barriers are evaluated. The time-varying (joint) mean crossing rate and the probability density function of the first-passage time for various random barriers are derived.
Simultaneous narrowband ultrasonic strain-flow imaging
NASA Astrophysics Data System (ADS)
Tsou, Jean K.; Mai, Jerome J.; Lupotti, Fermin A.; Insana, Michael F.
2004-04-01
We are summarizing new research aimed at forming spatially and temporally registered combinations of strain and color-flow images using echo data recorded from a commercial ultrasound system. Applications include diagnosis of vascular diseases and tumor malignancies. The challenge is to meet the diverse needs of each measurement. The approach is to first apply eigenfilters that separate echo components from moving tissues and blood flow, and then estimate blood velocity and tissue displacement from the filtered-IQ-signal phase modulations. At the cost of a lower acquisition frame rate, we find the autocorrelation strain estimator yields higher resolution strain estimate than the cross-correlator since estimates are made from ensembles at a single point in space. The technique is applied to in vivo carotid imaging, to demonstrate the sensitivity for strain-flow vascular imaging.
Dynamics of comb-of-comb-network polymers in random layered flows
NASA Astrophysics Data System (ADS)
Katyal, Divya; Kant, Rama
2016-12-01
We analyze the dynamics of comb-of-comb-network polymers in the presence of external random flows. The dynamics of such structures is evaluated through relevant physical quantities, viz., average square displacement (ASD) and the velocity autocorrelation function (VACF). We focus on comparing the dynamics of the comb-of-comb network with the linear polymer. The present work displays an anomalous diffusive behavior of this flexible network in the random layered flows. The effect of the polymer topology on the dynamics is analyzed by varying the number of generations and branch lengths in these networks. In addition, we investigate the influence of external flow on the dynamics by varying flow parameters, like the flow exponent α and flow strength Wα. Our analysis highlights two anomalous power-law regimes, viz., subdiffusive (intermediate-time polymer stretching and flow-induced diffusion) and superdiffusive (long-time flow-induced diffusion). The anomalous long-time dynamics is governed by the temporal exponent ν of ASD, viz., ν =2 -α /2 . Compared to a linear polymer, the comb-of-comb network shows a shorter crossover time (from the subdiffusive to superdiffusive regime) but a reduced magnitude of ASD. Our theory displays an anomalous VACF in the random layered flows that scales as t-α /2. We show that the network with greater total mass moves faster.
Maxwell-Stefan diffusion and dynamical correlation in molten LiF-KF: A molecular dynamics study
NASA Astrophysics Data System (ADS)
Jain, Richa Naja; Chakraborty, Brahmananda; Ramaniah, Lavanya M.
2016-05-01
In this work our main objective is to compute Dynamical correlations, Onsager coefficients and Maxwell-Stefan (MS) diffusivities for molten salt LiF-KF mixture at various thermodynamic states through Green-Kubo formalism for the first time. The equilibrium molecular dynamics (MD) simulations were performed using BHM potential for LiF-KF mixture. The velocity autocorrelations functions involving Li ions reflect the endurance of cage dynamics or backscattering with temperature. The magnitude of Onsager coefficients for all pairs increases with increase in temperature. Interestingly most of the Onsager coefficients has almost maximum magnitude at the eutectic composition indicating the most dynamic character of the eutectic mixture. MS diffusivity hence diffusion for all ion pairs increases in the system with increasing temperature. Smooth variation of the diffusivity values denies any network formation in the mixture. Also, the striking feature is the noticeable concentration dependence of MS diffusivity between cation-cation pair, ĐLi-K which remains negative for most of the concentration range but changes sign to become positive for higher LiF concentration. The negative MS diffusivity is acceptable as it satisfies the non-negative entropy constraint governed by 2nd law of thermodynamics. This high diffusivity also vouches the candidature of molten salt as a coolant.
Evaluation of bacterial run and tumble motility parameters through trajectory analysis
NASA Astrophysics Data System (ADS)
Liang, Xiaomeng; Lu, Nanxi; Chang, Lin-Ching; Nguyen, Thanh H.; Massoudieh, Arash
2018-04-01
In this paper, a method for extraction of the behavior parameters of bacterial migration based on the run and tumble conceptual model is described. The methodology is applied to the microscopic images representing the motile movement of flagellated Azotobacter vinelandii. The bacterial cells are considered to change direction during both runs and tumbles as is evident from the movement trajectories. An unsupervised cluster analysis was performed to fractionate each bacterial trajectory into run and tumble segments, and then the distribution of parameters for each mode were extracted by fitting mathematical distributions best representing the data. A Gaussian copula was used to model the autocorrelation in swimming velocity. For both run and tumble modes, Gamma distribution was found to fit the marginal velocity best, and Logistic distribution was found to represent better the deviation angle than other distributions considered. For the transition rate distribution, log-logistic distribution and log-normal distribution, respectively, was found to do a better job than the traditionally agreed exponential distribution. A model was then developed to mimic the motility behavior of bacteria at the presence of flow. The model was applied to evaluate its ability to describe observed patterns of bacterial deposition on surfaces in a micro-model experiment with an approach velocity of 200 μm/s. It was found that the model can qualitatively reproduce the attachment results of the micro-model setting.
Spanwise measurements of vertical components of atmospheric turbulence
NASA Technical Reports Server (NTRS)
Sleeper, Robert K.
1990-01-01
Correlation and spectrum magnitude estimates are computed for vertical gust velocity measurements at the nose and wing tips of a NASA B-57B aircraft for six level flight, low speed and low altitude runs and are compared with those of the von Karman atmospheric turbulence model extended for spanwise relationships. The distance between the wing tips was 62.6 ft. Airspeeds ranged from about 330 to 400 ft/sec, heights above the ground ranged from near ground level to about 5250 ft. and gust velocity standard deviations ranged from 4.10 to 8.86 ft/sec. Integral scale lengths, determined by matching measured autocorrelation estimates with those of the model, ranged from 410 to 2050 ft. Digital signals derived from piezoelectric sensors provided continuous pressure and airspeed measurements. Some directional acceleration sensitivity of the sensors was eliminated by sensor orientation, and their performance was spectrally verified for the higher frequencies with supplemental onboard piezoresistive sensors. The model appeared to satisfactorily predict the trends of the measured cross-correlations and cross-spectrum magnitudes, particularly between the nose and wing tips. However, the measured magnitude estimates of the cross-spectra between the wing tips exceeded the predicted levels at the higher frequencies. Causes for the additional power across the wing tips were investigated. Vertical gust velocity components evaluated along and lateral to the flight path implied that the frozen-turbulence-field assumption is a suitable approximation.
NASA Astrophysics Data System (ADS)
Marra, Francesco; Morin, Efrat
2018-02-01
Small scale rainfall variability is a key factor driving runoff response in fast responding systems, such as mountainous, urban and arid catchments. In this paper, the spatial-temporal autocorrelation structure of convective rainfall is derived with extremely high resolutions (60 m, 1 min) using estimates from an X-Band weather radar recently installed in a semiarid-arid area. The 2-dimensional spatial autocorrelation of convective rainfall fields and the temporal autocorrelation of point-wise and distributed rainfall fields are examined. The autocorrelation structures are characterized by spatial anisotropy, correlation distances 1.5-2.8 km and rarely exceeding 5 km, and time-correlation distances 1.8-6.4 min and rarely exceeding 10 min. The observed spatial variability is expected to negatively affect estimates from rain gauges and microwave links rather than satellite and C-/S-Band radars; conversely, the temporal variability is expected to negatively affect remote sensing estimates rather than rain gauges. The presented results provide quantitative information for stochastic weather generators, cloud-resolving models, dryland hydrologic and agricultural models, and multi-sensor merging techniques.
Smith, Justin D; Borckardt, Jeffrey J; Nash, Michael R
2012-09-01
The case-based time-series design is a viable methodology for treatment outcome research. However, the literature has not fully addressed the problem of missing observations with such autocorrelated data streams. Mainly, to what extent do missing observations compromise inference when observations are not independent? Do the available missing data replacement procedures preserve inferential integrity? Does the extent of autocorrelation matter? We use Monte Carlo simulation modeling of a single-subject intervention study to address these questions. We find power sensitivity to be within acceptable limits across four proportions of missing observations (10%, 20%, 30%, and 40%) when missing data are replaced using the Expectation-Maximization Algorithm, more commonly known as the EM Procedure (Dempster, Laird, & Rubin, 1977). This applies to data streams with lag-1 autocorrelation estimates under 0.80. As autocorrelation estimates approach 0.80, the replacement procedure yields an unacceptable power profile. The implications of these findings and directions for future research are discussed. Copyright © 2011. Published by Elsevier Ltd.
Polansky, Leo; Douglas-Hamilton, Iain; Wittemyer, George
2013-01-01
Adaptive movement behaviors allow individuals to respond to fluctuations in resource quality and distribution in order to maintain fitness. Classically, studies of the interaction between ecological conditions and movement behavior have focused on such metrics as travel distance, velocity, home range size or patch occupancy time as the salient metrics of behavior. Driven by the emergence of very regular high frequency data, more recently the importance of interpreting the autocorrelation structure of movement as a behavioral metric has become apparent. Studying movement of a free ranging African savannah elephant population, we evaluated how two movement metrics, diel displacement (DD) and movement predictability (MP - the degree of autocorrelated movement activity at diel time scales), changed in response to variation in resource availability as measured by the Normalized Difference Vegetation Index. We were able to capitalize on long term (multi-year) yet high resolution (hourly) global positioning system tracking datasets, the sample size of which allows robust analysis of complex models. We use optimal foraging theory predictions as a framework to interpret our results, in particular contrasting the behaviors across changes in social rank and resource availability to infer which movement behaviors at diel time scales may be optimal in this highly social species. Both DD and MP increased with increasing forage availability, irrespective of rank, reflecting increased energy expenditure and movement predictability during time periods of overall high resource availability. However, significant interactions between forage availability and social rank indicated a stronger response in DD, and a weaker response in MP, with increasing social status. Relative to high ranking individuals, low ranking individuals expended more energy and exhibited less behavioral movement autocorrelation during lower forage availability conditions, likely reflecting sub-optimal movement behavior. Beyond situations of contest competition, rank status appears to influence the extent to which individuals can modify their movement strategies across periods with differing forage availability. Large-scale spatiotemporal resource complexity not only impacts fine scale movement and optimal foraging strategies directly, but likely impacts rates of inter- and intra-specific interactions and competition resulting in socially based movement responses to ecological dynamics.
Barnard, P.L.; Rubin, D.M.; Harney, J.; Mustain, N.
2007-01-01
This extensive field test of an autocorrelation technique for determining grain size from digital images was conducted using a digital bed-sediment camera, or 'beachball' camera. Using 205 sediment samples and >1200 images from a variety of beaches on the west coast of the US, grain size ranging from sand to granules was measured from field samples using both the autocorrelation technique developed by Rubin [Rubin, D.M., 2004. A simple autocorrelation algorithm for determining grain size from digital images of sediment. Journal of Sedimentary Research, 74(1): 160-165.] and traditional methods (i.e. settling tube analysis, sieving, and point counts). To test the accuracy of the digital-image grain size algorithm, we compared results with manual point counts of an extensive image data set in the Santa Barbara littoral cell. Grain sizes calculated using the autocorrelation algorithm were highly correlated with the point counts of the same images (r2 = 0.93; n = 79) and had an error of only 1%. Comparisons of calculated grain sizes and grain sizes measured from grab samples demonstrated that the autocorrelation technique works well on high-energy dissipative beaches with well-sorted sediment such as in the Pacific Northwest (r2 ??? 0.92; n = 115). On less dissipative, more poorly sorted beaches such as Ocean Beach in San Francisco, results were not as good (r2 ??? 0.70; n = 67; within 3% accuracy). Because the algorithm works well compared with point counts of the same image, the poorer correlation with grab samples must be a result of actual spatial and vertical variability of sediment in the field; closer agreement between grain size in the images and grain size of grab samples can be achieved by increasing the sampling volume of the images (taking more images, distributed over a volume comparable to that of a grab sample). In all field tests the autocorrelation method was able to predict the mean and median grain size with ???96% accuracy, which is more than adequate for the majority of sedimentological applications, especially considering that the autocorrelation technique is estimated to be at least 100 times faster than traditional methods.
Moran, John L; Solomon, Patricia J
2013-05-24
Statistical process control (SPC), an industrial sphere initiative, has recently been applied in health care and public health surveillance. SPC methods assume independent observations and process autocorrelation has been associated with increase in false alarm frequency. Monthly mean raw mortality (at hospital discharge) time series, 1995-2009, at the individual Intensive Care unit (ICU) level, were generated from the Australia and New Zealand Intensive Care Society adult patient database. Evidence for series (i) autocorrelation and seasonality was demonstrated using (partial)-autocorrelation ((P)ACF) function displays and classical series decomposition and (ii) "in-control" status was sought using risk-adjusted (RA) exponentially weighted moving average (EWMA) control limits (3 sigma). Risk adjustment was achieved using a random coefficient (intercept as ICU site and slope as APACHE III score) logistic regression model, generating an expected mortality series. Application of time-series to an exemplar complete ICU series (1995-(end)2009) was via Box-Jenkins methodology: autoregressive moving average (ARMA) and (G)ARCH ((Generalised) Autoregressive Conditional Heteroscedasticity) models, the latter addressing volatility of the series variance. The overall data set, 1995-2009, consisted of 491324 records from 137 ICU sites; average raw mortality was 14.07%; average(SD) raw and expected mortalities ranged from 0.012(0.113) and 0.013(0.045) to 0.296(0.457) and 0.278(0.247) respectively. For the raw mortality series: 71 sites had continuous data for assessment up to or beyond lag40 and 35% had autocorrelation through to lag40; and of 36 sites with continuous data for ≥ 72 months, all demonstrated marked seasonality. Similar numbers and percentages were seen with the expected series. Out-of-control signalling was evident for the raw mortality series with respect to RA-EWMA control limits; a seasonal ARMA model, with GARCH effects, displayed white-noise residuals which were in-control with respect to EWMA control limits and one-step prediction error limits (3SE). The expected series was modelled with a multiplicative seasonal autoregressive model. The data generating process of monthly raw mortality series at the ICU level displayed autocorrelation, seasonality and volatility. False-positive signalling of the raw mortality series was evident with respect to RA-EWMA control limits. A time series approach using residual control charts resolved these issues.
Volti, Theodora; Burbidge, David; Collins, Clive; Asten, Michael W.; Odum, Jackson K.; Stephenson, William J.; Pascal, Chris; Holzschuh, Josef
2016-01-01
Although the time‐averaged shear‐wave velocity down to 30 m depth (VS30) can be a proxy for estimating earthquake ground‐motion amplification, significant controversy exists about its limitations when used as a single parameter for the prediction of amplification. To examine this question in absence of relevant strong‐motion records, we use a range of different methods to measure the shear‐wave velocity profiles and the resulting theoretical site amplification factors (AFs) for 30 sites in the Newcastle area, Australia, in a series of blind comparison studies. The multimethod approach used here combines past seismic cone penetrometer and spectral analysis of surface‐wave data, with newly acquired horizontal‐to‐vertical spectral ratio, passive‐source surface‐wave spatial autocorrelation (SPAC), refraction microtremor (ReMi), and multichannel analysis of surface‐wave data. The various measurement techniques predicted a range of different AFs. The SPAC and ReMi techniques have the smallest overall deviation from the median AF for the majority of sites. We show that VS30 can be related to spectral response above a period T of 0.5 s but not necessarily with the maximum amplification according to the modeling done based on the measured shear‐wave velocity profiles. Both VS30 and AF values are influenced by the velocity ratio between bedrock and overlying sediments and the presence of surficial thin low‐velocity layers (<2 m thick and <150 m/s), but the velocity ratio is what mostly affects the AF. At 0.2
Time to burn: Modeling wildland arson as an autoregressive crime function
Jeffrey P. Prestemon; David T. Butry
2005-01-01
Six Poisson autoregressive models of order p [PAR(p)] of daily wildland arson ignition counts are estimated for five locations in Florida (1994-2001). In addition, a fixed effects time-series Poisson model of annual arson counts is estimated for all Florida counties (1995-2001). PAR(p) model estimates reveal highly significant arson ignition autocorrelation, lasting up...
NASA Astrophysics Data System (ADS)
Cui, Sheng; Jin, Shang; Xia, Wenjuan; Ke, Changjian; Liu, Deming
2015-11-01
Symbol rate identification (SRI) based on asynchronous delayed sampling is accurate, cost-effective and robust to impairments. For on-off keying (OOK) signals the symbol rate can be derived from the periodicity of the second-order autocorrelation function (ACF2) of the delay tap samples. But it is found that when applied this method to advanced modulation format signals with auxiliary amplitude modulation (AAM), incorrect results may be produced because AAM has significant impact on ACF2 periodicity, which makes the symbol period harder or even unable to be correctly identified. In this paper it is demonstrated that for these signals the first order autocorrelation function (ACF1) has stronger periodicity and can be used to replace ACF2 to produce more accurate and robust results. Utilizing the characteristics of the ACFs, an improved SRI method is proposed to accommodate both OOK and advanced modulation formant signals in a transparent manner. Furthermore it is proposed that by minimizing the peak to average ratio (PAPR) of the delay tap samples with an additional tunable dispersion compensator (TDC) the limited dispersion tolerance can be expanded to desired values.
NASA Astrophysics Data System (ADS)
SAKAI, H.; HOTEHAMA, T.; ANDO, Y.; PRODI, N.; POMPOLI, R.
2002-02-01
Measurements of railway noise were conducted by use of a diagnostic system of regional environmental noise. The system is based on the model of the human auditory-brain system. The model consists of the interplay of autocorrelators and an interaural crosscorrelator acting on the pressure signals arriving at the ear entrances, and takes into account the specialization of left and right human cerebral hemispheres. Different kinds of railway noise were measured through binaural microphones of a dummy head. To characterize the railway noise, physical factors, extracted from the autocorrelation functions (ACF) and interaural crosscorrelation function (IACF) of binaural signals, were used. The factors extracted from ACF were (1) energy represented at the origin of the delay, Φ (0), (2) effective duration of the envelope of the normalized ACF, τe, (3) the delay time of the first peak, τ1, and (4) its amplitude,ø1 . The factors extracted from IACF were (5) IACC, (6) interaural delay time at which the IACC is defined, τIACC, and (7) width of the IACF at the τIACC,WIACC . The factor Φ (0) can be represented as a geometrical mean of energies at both ears as listening level, LL.
Image correlation based method for the analysis of collagen fibers patterns
NASA Astrophysics Data System (ADS)
Rosa, Ramon G. T.; Pratavieira, Sebastião.; Kurachi, Cristina
2015-06-01
The collagen fibers are one of the most important structural proteins in skin, being responsible for its strength and flexibility. It is known that their properties, like fibers density, ordination and mean diameter can be affected by several skin conditions, what makes these properties a good parameter to be used on the diagnosis and evaluation of skin aging, cancer, healing, among other conditions. There is, however, a need for methods capable of analyzing quantitatively the organization patterns of these fibers. To address this need, we developed a method based on the autocorrelation function of the images that allows the construction of vector field plots of the fibers directions and does not require any kind of curve fitting or optimization. The analyzed images were obtained through Second Harmonic Generation Imaging Microscopy. This paper presents a concise review on the autocorrelation function and some of its applications to image processing, details the developed method and the results obtained through the analysis of hystopathological slides of landrace porcine skin. The method has high accuracy on the determination of the fibers direction and presents high performance. We look forward to perform further studies keeping track of different skin conditions over time.
Modulation transfer function of a fish-eye lens based on the sixth-order wave aberration theory.
Jia, Han; Lu, Lijun; Cao, Yiqing
2018-01-10
A calculation program of the modulation transfer function (MTF) of a fish-eye lens is developed with the autocorrelation method, in which the sixth-order wave aberration theory of ultra-wide-angle optical systems is used to simulate the wave aberration distribution at the exit pupil of the optical systems. The autocorrelation integral is processed with the Gauss-Legendre integral, and the magnification chromatic aberration is discussed to calculate polychromatic MTF. The MTF calculation results of a given example are then compared with those previously obtained based on the fourth-order wave aberration theory of plane-symmetrical optical systems and with those from the Zemax program. The study shows that MTF based on the sixth-order wave aberration theory has satisfactory calculation accuracy even for a fish-eye lens with a large acceptance aperture. And the impacts of different types of aberrations on the MTF of a fish-eye lens are analyzed. Finally, we apply the self-adaptive and normalized real-coded genetic algorithm and the MTF developed in the paper to optimize the Nikon F/2.8 fish-eye lens; consequently, the optimized system shows better MTF performances than those of the original design.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shumway, R.H.; McQuarrie, A.D.
Robust statistical approaches to the problem of discriminating between regional earthquakes and explosions are developed. We compare linear discriminant analysis using descriptive features like amplitude and spectral ratios with signal discrimination techniques using the original signal waveforms and spectral approximations to the log likelihood function. Robust information theoretic techniques are proposed and all methods are applied to 8 earthquakes and 8 mining explosions in Scandinavia and to an event from Novaya Zemlya of unknown origin. It is noted that signal discrimination approaches based on discrimination information and Renyi entropy perform better in the test sample than conventional methods based onmore » spectral ratios involving the P and S phases. Two techniques for identifying the ripple-firing pattern for typical mining explosions are proposed and shown to work well on simulated data and on several Scandinavian earthquakes and explosions. We use both cepstral analysis in the frequency domain and a time domain method based on the autocorrelation and partial autocorrelation functions. The proposed approach strips off underlying smooth spectral and seasonal spectral components corresponding to the echo pattern induced by two simple ripple-fired models. For two mining explosions, a pattern is identified whereas for two earthquakes, no pattern is evident.« less
Chemometric modeling of 5-Phenylthiophenecarboxylic acid derivatives as anti-rheumatic agents.
Adhikari, Nilanjan; Jana, Dhritiman; Halder, Amit K; Mondal, Chanchal; Maiti, Milan K; Jha, Tarun
2012-09-01
Arthritis involves joint inflammation, synovial proliferation and damage of cartilage. Interleukin-1 undergoes acute and chronic inflammatory mechanisms of arthritis. Non-steroidal anti-inflammatory drugs can produce symptomatic relief but cannot act through mechanisms of arthritis. Diseases modifying anti-rheumatoid drugs reduce the symptoms of arthritis like decrease in pain and disability score, reduction of swollen joints, articular index and serum concentration of acute phage proteins. Recently, some literature references are obtained on molecular modeling of antirheumatic agents. We have tried chemometric modeling through 2D-QSAR studies on a dataset of fifty-one compounds out of which forty-four 5-Phenylthiophenecarboxylic acid derivatives have IL-1 inhibitory activity and forty-six 5-Phenylthiophenecarboxylic acid derivatives have %AIA suppressive activity. The work was done to find out the structural requirements of these anti-rheumatic agents. 2D QSAR models were generated by 2D and 3D descriptors by using multiple linear regression and partial least square method where IL-1 antagonism was considered as the biological activity parameter. Statistically significant models were developed on the training set developed by k-means cluster analysis. Sterimol parameters, electronic interaction at atom number 9, 2D autocorrelation descriptors, information content descriptor, average connectivity index chi-3, radial distribution function, Balaban 3D index and 3D-MoRSE descriptors were found to play crucial roles to modulate IL-1 inhibitory activity. 2D autocorrelation descriptors like Broto-Moreau autocorrelation of topological structure-lag 3 weighted by atomic van der Waals volumes, Geary autocorrelation-lag 7 associated with weighted atomic Sanderson electronegativities and 3D-MoRSE descriptors like 3D-MoRSE-signal 22 related to atomic van der Waals volumes, 3D-MoRSE-signal 28 related to atomic van der Waals volumes and 3D-MoRSE-signal 9 which was unweighted, were found to play important roles to model %AIA suppressive activity.
Tivnan, Matthew; Gurjar, Rajan; Wolf, David E; Vishwanath, Karthik
2015-08-12
Diffuse Correlation Spectroscopy (DCS) is a well-established optical technique that has been used for non-invasive measurement of blood flow in tissues. Instrumentation for DCS includes a correlation device that computes the temporal intensity autocorrelation of a coherent laser source after it has undergone diffuse scattering through a turbid medium. Typically, the signal acquisition and its autocorrelation are performed by a correlation board. These boards have dedicated hardware to acquire and compute intensity autocorrelations of rapidly varying input signal and usually are quite expensive. Here we show that a Raspberry Pi minicomputer can acquire and store a rapidly varying time-signal with high fidelity. We show that this signal collected by a Raspberry Pi device can be processed numerically to yield intensity autocorrelations well suited for DCS applications. DCS measurements made using the Raspberry Pi device were compared to those acquired using a commercial hardware autocorrelation board to investigate the stability, performance, and accuracy of the data acquired in controlled experiments. This paper represents a first step toward lowering the instrumentation cost of a DCS system and may offer the potential to make DCS become more widely used in biomedical applications.
Tivnan, Matthew; Gurjar, Rajan; Wolf, David E.; Vishwanath, Karthik
2015-01-01
Diffuse Correlation Spectroscopy (DCS) is a well-established optical technique that has been used for non-invasive measurement of blood flow in tissues. Instrumentation for DCS includes a correlation device that computes the temporal intensity autocorrelation of a coherent laser source after it has undergone diffuse scattering through a turbid medium. Typically, the signal acquisition and its autocorrelation are performed by a correlation board. These boards have dedicated hardware to acquire and compute intensity autocorrelations of rapidly varying input signal and usually are quite expensive. Here we show that a Raspberry Pi minicomputer can acquire and store a rapidly varying time-signal with high fidelity. We show that this signal collected by a Raspberry Pi device can be processed numerically to yield intensity autocorrelations well suited for DCS applications. DCS measurements made using the Raspberry Pi device were compared to those acquired using a commercial hardware autocorrelation board to investigate the stability, performance, and accuracy of the data acquired in controlled experiments. This paper represents a first step toward lowering the instrumentation cost of a DCS system and may offer the potential to make DCS become more widely used in biomedical applications. PMID:26274961
Spectral factorization of wavefields and wave operators
NASA Astrophysics Data System (ADS)
Rickett, James Edward
Spectral factorization is the problem of finding a minimum-phase function with a given power spectrum. Minimum phase functions have the property that they are causal with a causal (stable) inverse. In this thesis, I factor multidimensional systems into their minimum-phase components. Helical boundary conditions resolve any ambiguities over causality, allowing me to factor multi-dimensional systems with conventional one-dimensional spectral factorization algorithms. In the first part, I factor passive seismic wavefields recorded in two-dimensional spatial arrays. The result provides an estimate of the acoustic impulse response of the medium that has higher bandwidth than autocorrelation-derived estimates. Also, the function's minimum-phase nature mimics the physics of the system better than the zero-phase autocorrelation model. I demonstrate this on helioseismic data recorded by the satellite-based Michelson Doppler Imager (MDI) instrument, and shallow seismic data recorded at Long Beach, California. In the second part of this thesis, I take advantage of the stable-inverse property of minimum-phase functions to solve wave-equation partial differential equations. By factoring multi-dimensional finite-difference stencils into minimum-phase components, I can invert them efficiently, facilitating rapid implicit extrapolation without the azimuthal anisotropy that is observed with splitting approximations. The final part of this thesis describes how to calculate diagonal weighting functions that approximate the combined operation of seismic modeling and migration. These weighting functions capture the effects of irregular subsurface illumination, which can be the result of either the surface-recording geometry, or focusing and defocusing of the seismic wavefield as it propagates through the earth. Since they are diagonal, they can be easily both factored and inverted to compensate for uneven subsurface illumination in migrated images. Experimental results show that applying these weighting functions after migration leads to significantly improved estimates of seismic reflectivity.
NASA Astrophysics Data System (ADS)
Zuccarello, Luciano; Paratore, Mario; La Rocca, Mario; Ferrari, Ferruccio; Messina, Alfio Alex; Galluzzo, Danilo; Contrafatto, Danilo; Rapisarda, Salvatore
2015-04-01
A continuous monitoring of seismic activity is a fundamental task to detect the most common signals possibly related with volcanic activity, such as volcano-tectonic earthquakes, long-period events, and volcanic tremor. A reliable prediction of the ray-path propagated back from the recording site to the source is strongly limited by the poor knowledge of the local shallow velocity structure. Usually in volcanic environments the shallowest few hundreds meters of rock are characterized by strongly variable mechanical properties. Therefore the propagation of seismic signals through these shallow layers is strongly affected by lateral heterogeneity, attenuation, scattering, and interaction with the free surface. Driven by these motivations, between May and October 2014 we deployed a seismic array in the area called "Pozzo Pitarrone", where two seismic stations of the local monitoring network are installed, one at surface and one borehole at a depth of about 130 meters. The Pitarrone borehole is located in the middle northeastern flank along one of the main intrusion zones of Etna volcano, the so called NE-rift. With the 3D array we recorded seismic signals coming from the summit craters, and also from the seismogenetic fault called Pernicana Fault, which is located nearby. We used array data to analyse the dispersion characteristics of ambient noise vibrations and we derived one-dimensional (1D) shallow shear-velocity profiles through the inversion of dispersion curves measured by autocorrelation methods (SPAC). We observed a one-dimensional variation of shear-velocity between 430 m/s and 700 m/s to a depth of investigation of about 130 m. An abrupt velocity variation was recorded at a depth of about 60 m, probably corresponding to the transition between two different layers. Our preliminary results suggest a good correlation between the velocity model deducted with the stratigraphic section on Etna. The analysis of the entire data set will improve our knowledge about the (i) structure of the top layer and its relationship with geology, (ii) analysis of the signal to noise ratio (SNR) of volcanic signals as a function of frequency, (iii) study of seismic ray-path deformation caused by the interaction of the seismic waves with the free surface, (iv) evaluation of the attenuation of the seismic signals correlated with the volcanic activity. Moreover the knowledge of a shallow velocity model could improve the study of the source mechanism of low frequency events (VLP, LP and volcanic tremor), and give a new contribution to the seismic monitoring of Etna volcano through the detection and location of seismic sources by using 3D array techniques.
NASA Astrophysics Data System (ADS)
Sánchez-Sesma, Francisco J.
2017-07-01
Microtremor H/ V spectral ratio (MHVSR) has gained popularity to assess the dominant frequency of soil sites. It requires measurement of ground motion due to seismic ambient noise at a site and a relatively simple processing. Theory asserts that the ensemble average of the autocorrelation of motion components belonging to a diffuse field at a given receiver gives the directional energy densities (DEDs) which are proportional to the imaginary parts of the Green's function components when both source and receiver are the same point and the directions of force and response coincide. Therefore, the MHVSR can be modeled as the square root of 2 × Im G 11/Im G 33, where Im G 11 and Im G 33 are the imaginary parts of Green's functions at the load point for the horizontal (sub-index 1) and vertical (sub-index 3) components, respectively. This connection has physical implications that emerge from the duality DED force and allows understanding the behavior of the MHVSR. For a given model, the imaginary parts of the Green's functions are integrals along a radial wavenumber. To deal with these integrals, we have used either the popular discrete wavenumber method or the Cauchy's residue theorem at the poles that account for surface waves normal modes giving the contributions due to Rayleigh and Love waves. For the retrieval of the velocity structure, one can minimize the weighted differences between observations and calculated values using the strategy of an inversion scheme. In this research, we used simulated annealing but other optimization techniques can be used as well. This last approach allows computing separately the contributions of different wave types. An example is presented for the mouth of Andarax River at Almería, Spain. [Figure not available: see fulltext.
Perrakis, Konstantinos; Gryparis, Alexandros; Schwartz, Joel; Le Tertre, Alain; Katsouyanni, Klea; Forastiere, Francesco; Stafoggia, Massimo; Samoli, Evangelia
2014-12-10
An important topic when estimating the effect of air pollutants on human health is choosing the best method to control for seasonal patterns and time varying confounders, such as temperature and humidity. Semi-parametric Poisson time-series models include smooth functions of calendar time and weather effects to control for potential confounders. Case-crossover (CC) approaches are considered efficient alternatives that control seasonal confounding by design and allow inclusion of smooth functions of weather confounders through their equivalent Poisson representations. We evaluate both methodological designs with respect to seasonal control and compare spline-based approaches, using natural splines and penalized splines, and two time-stratified CC approaches. For the spline-based methods, we consider fixed degrees of freedom, minimization of the partial autocorrelation function, and general cross-validation as smoothing criteria. Issues of model misspecification with respect to weather confounding are investigated under simulation scenarios, which allow quantifying omitted, misspecified, and irrelevant-variable bias. The simulations are based on fully parametric mechanisms designed to replicate two datasets with different mortality and atmospheric patterns. Overall, minimum partial autocorrelation function approaches provide more stable results for high mortality counts and strong seasonal trends, whereas natural splines with fixed degrees of freedom perform better for low mortality counts and weak seasonal trends followed by the time-season-stratified CC model, which performs equally well in terms of bias but yields higher standard errors. Copyright © 2014 John Wiley & Sons, Ltd.
Estimation of correlation functions by stochastic approximation.
NASA Technical Reports Server (NTRS)
Habibi, A.; Wintz, P. A.
1972-01-01
Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.
Autocorrelation of location estimates and the analysis of radiotracking data
Otis, D.L.; White, Gary C.
1999-01-01
The wildlife literature has been contradictory about the importance of autocorrelation in radiotracking data used for home range estimation and hypothesis tests of habitat selection. By definition, the concept of a home range involves autocorrelated movements, but estimates or hypothesis tests based on sampling designs that predefine a time frame of interest, and that generate representative samples of an animal's movement during this time frame, should not be affected by length of the sampling interval and autocorrelation. Intensive sampling of the individual's home range and habitat use during the time frame of the study leads to improved estimates for the individual, but use of location estimates as the sample unit to compare across animals is pseudoreplication. We therefore recommend against use of habitat selection analysis techniques that use locations instead of individuals as the sample unit. We offer a general outline for sampling designs for radiotracking studies.
Viladomat, Júlia; Mazumder, Rahul; McInturff, Alex; McCauley, Douglas J; Hastie, Trevor
2014-06-01
We propose a method to test the correlation of two random fields when they are both spatially autocorrelated. In this scenario, the assumption of independence for the pair of observations in the standard test does not hold, and as a result we reject in many cases where there is no effect (the precision of the null distribution is overestimated). Our method recovers the null distribution taking into account the autocorrelation. It uses Monte-Carlo methods, and focuses on permuting, and then smoothing and scaling one of the variables to destroy the correlation with the other, while maintaining at the same time the initial autocorrelation. With this simulation model, any test based on the independence of two (or more) random fields can be constructed. This research was motivated by a project in biodiversity and conservation in the Biology Department at Stanford University. © 2014, The International Biometric Society.
Method and apparatus for in-situ characterization of energy storage and energy conversion devices
Christophersen, Jon P [Idaho Falls, ID; Motloch, Chester G [Idaho Falls, ID; Morrison, John L [Butte, MT; Albrecht, Weston [Layton, UT
2010-03-09
Disclosed are methods and apparatuses for determining an impedance of an energy-output device using a random noise stimulus applied to the energy-output device. A random noise signal is generated and converted to a random noise stimulus as a current source correlated to the random noise signal. A bias-reduced response of the energy-output device to the random noise stimulus is generated by comparing a voltage at the energy-output device terminal to an average voltage signal. The random noise stimulus and bias-reduced response may be periodically sampled to generate a time-varying current stimulus and a time-varying voltage response, which may be correlated to generate an autocorrelated stimulus, an autocorrelated response, and a cross-correlated response. Finally, the autocorrelated stimulus, the autocorrelated response, and the cross-correlated response may be combined to determine at least one of impedance amplitude, impedance phase, and complex impedance.
Lévy flights, autocorrelation, and slow convergence
NASA Astrophysics Data System (ADS)
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da Silva, Sergio
2004-06-01
Previously we have put forward that the sluggish convergence of truncated Lévy flights to a Gaussian (Phys. Rev. Lett. 73 (1994) 2946) together with the scaling power laws in their probability of return to the origin (Nature 376 (1995) 46) can be explained by autocorrelation in data (Physica A 323 (2003) 601; Phys. Lett. A 315 (2003) 51). A purpose of this paper is to improve and enlarge the scope of such a result. The role of the autocorrelations in the convergence process as well as the problem of establishing the distance of a given distribution to the Gaussian are analyzed in greater detail. We show that whereas power laws in the second moment can still be explained by linear correlation of pairs, sluggish convergence can now emerge from nonlinear autocorrelations. Our approach is exemplified with data from the British pound-US dollar exchange rate.
NASA Technical Reports Server (NTRS)
Ioup, George E.; Ioup, Juliette W.
1988-01-01
This thesis reviews the technique established to clear channels in the Power Spectral Estimate by applying linear combinations of well known window functions to the autocorrelation function. The need for windowing the auto correlation function is due to the fact that the true auto correlation is not generally used to obtain the Power Spectral Estimate. When applied, the windows serve to reduce the effect that modifies the auto correlation by truncating the data and possibly the autocorrelation has on the Power Spectral Estimate. It has been shown in previous work that a single channel has been cleared, allowing for the detection of a small peak in the presence of a large peak in the Power Spectral Estimate. The utility of this method is dependent on the robustness of it on different input situations. We extend the analysis in this paper, to include clearing up to three channels. We examine the relative positions of the spikes to each other and also the effect of taking different percentages of lags of the auto correlation in the Power Spectral Estimate. This method could have application wherever the Power Spectrum is used. An example of this is beam forming for source location, where a small target can be located next to a large target. Other possibilities extend into seismic data processing. As the method becomes more automated other applications may present themselves.
Coarse-grained modeling of polyethylene melts: Effect on dynamics
Peters, Brandon L.; Salerno, K. Michael; Agrawal, Anupriya; ...
2017-05-23
The distinctive viscoelastic behavior of polymers results from a coupled interplay of motion on multiple length and time scales. Capturing the broad time and length scales of polymer motion remains a challenge. Using polyethylene (PE) as a model macromolecule, we construct coarse-grained (CG) models of PE with three to six methyl groups per CG bead and probe two critical aspects of the technique: pressure corrections required after iterative Boltzmann inversion (IBI) to generate CG potentials that match the pressure of reference fully atomistic melt simulations and the transferability of CG potentials across temperatures. While IBI produces nonbonded pair potentials thatmore » give excellent agreement between the atomistic and CG pair correlation functions, the resulting pressure for the CG models is large compared with the pressure of the atomistic system. We find that correcting the potential to match the reference pressure leads to nonbonded interactions with much deeper minima and slightly smaller effective bead diameter. However, simulations with potentials generated by IBI and pressure-corrected IBI result in similar mean-square displacements (MSDs) and stress autocorrelation functions G( t) for PE melts. While the time rescaling factor required to match CG and atomistic models is the same for pressure- and non-pressure-corrected CG models, it strongly depends on temperature. Furthermore, transferability was investigated by comparing the MSDs and stress autocorrelation functions for potentials developed at different temperatures.« less
Coarse-grained modeling of polyethylene melts: Effect on dynamics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Peters, Brandon L.; Salerno, K. Michael; Agrawal, Anupriya
The distinctive viscoelastic behavior of polymers results from a coupled interplay of motion on multiple length and time scales. Capturing the broad time and length scales of polymer motion remains a challenge. Using polyethylene (PE) as a model macromolecule, we construct coarse-grained (CG) models of PE with three to six methyl groups per CG bead and probe two critical aspects of the technique: pressure corrections required after iterative Boltzmann inversion (IBI) to generate CG potentials that match the pressure of reference fully atomistic melt simulations and the transferability of CG potentials across temperatures. While IBI produces nonbonded pair potentials thatmore » give excellent agreement between the atomistic and CG pair correlation functions, the resulting pressure for the CG models is large compared with the pressure of the atomistic system. We find that correcting the potential to match the reference pressure leads to nonbonded interactions with much deeper minima and slightly smaller effective bead diameter. However, simulations with potentials generated by IBI and pressure-corrected IBI result in similar mean-square displacements (MSDs) and stress autocorrelation functions G( t) for PE melts. While the time rescaling factor required to match CG and atomistic models is the same for pressure- and non-pressure-corrected CG models, it strongly depends on temperature. Furthermore, transferability was investigated by comparing the MSDs and stress autocorrelation functions for potentials developed at different temperatures.« less
Bedload fluctuations in a steep macro-rough channel
NASA Astrophysics Data System (ADS)
Ghilardi, Tamara; Franca, Mário J.; Schleiss, Anton J.
2014-05-01
It is known that bedload fluctuates over time in steep rivers with wide grain size distributions, even when conditions of constant sediment feed and water discharge are met. Bedload fluctuations are periodic and related to fluctuations in the flow velocity and channel bed morphology. In cascade morphologies, the presence of large relatively immobile boulders has a strong impact on flow conditions and sediment transport; their influence on bedload fluctuations is considered in this research. Sediment transport fluctuations were investigated in a set of 38 laboratory experiments carried out on a steep tilting flume, under several conditions of constant sediment and water discharge, for three different slopes (S=6.7%, 9.9%, and 13%). The impact of the diameter and spatial density of randomly placed boulders was studied for several flow conditions. Along with the sediment transport and bulk mean flow velocity, the boulder protrusion, boulder surface, and number of hydraulic jumps, which are indicators of the channel morphology, were measured regularly during the experiments. Periodic bedload pulses are clearly visible in the data collected during the experiments, along with well correlated fluctuations in the flow velocity and bed morphology parameters. Well-behaved cyclic oscillations in the auto-correlation and cross-correlation functions confirm the periodicity of the observed fluctuations and show that the durations of these cycles are similar, although not necessarily in phase. A detailed analysis of data time series and image acquired during the tests show a link between bedload pulses and different bed states, boulder protrusion, and surface grain size distributions. A feedback system exists among channel morphology, flow kinematics and sediment transport. A phase analysis for the observed variables, based on the identification of bedload cycles in the instantaneous signal, is performed. The link between the phases of bedload and each of the morphological parameters show a hysteretic path. The relation between the phase-averaged bedload and the phase-averaged flow velocity show a considerable lesser degree of hysteresis. Comparing the phase averaged bedload of the experiments, it is observed that the shape of bedload cycles is the same for all tested hydraulic conditions. The cycles present a long duration low sediment transport event and a shorter peak transport event. This indicates that long periods of sediment aggradations alternate with short erosion periods, even under constant hydraulic conditions. The bedload pulses may be characterized by their amplitude and period as a function of various boulder spatial densities and diameters. We show that for higher stream power, the fluctuations decrease, both in cycle duration and in amplitude. The presence of boulders increases the stream power needed to transport a given amount of sediment, thus decreasing fluctuations. KEY WORDS: Bedload fluctuations; Morphological changes; Sediment transport; Boulders; Steep channel.
A method for determining the weak statistical stationarity of a random process
NASA Technical Reports Server (NTRS)
Sadeh, W. Z.; Koper, C. A., Jr.
1978-01-01
A method for determining the weak statistical stationarity of a random process is presented. The core of this testing procedure consists of generating an equivalent ensemble which approximates a true ensemble. Formation of an equivalent ensemble is accomplished through segmenting a sufficiently long time history of a random process into equal, finite, and statistically independent sample records. The weak statistical stationarity is ascertained based on the time invariance of the equivalent-ensemble averages. Comparison of these averages with their corresponding time averages over a single sample record leads to a heuristic estimate of the ergodicity of a random process. Specific variance tests are introduced for evaluating the statistical independence of the sample records, the time invariance of the equivalent-ensemble autocorrelations, and the ergodicity. Examination and substantiation of these procedures were conducted utilizing turbulent velocity signals.
Wang, Pei-Hsun; Xuan, Yi; Fan, Li; Varghese, Leo Tom; Wang, Jian; Liu, Yang; Xue, Xiaoxiao; Leaird, Daniel E; Qi, Minghao; Weiner, Andrew M
2013-09-23
We use a drop-port geometry to characterize frequency combs generated from silicon nitride on-chip microresonators in the normal group velocity regime. In sharp contrast with the traditional transmission geometry, we observe smooth output spectra with comparable powers in the pump and adjacent comb lines. The power transfer into the comb may be explained to a large extent by the coupling parameters characterizing the linear operation of the resonances studied. Furthermore, comparison of thru- and drop-port spectra shows that much of the ASE noise is filtered out by transmission to the drop-port. Autocorrelation measurements are performed on the drop-port output, without the need to filter out or suppress the strong pump line as is necessary in thru-port experiments. Passively mode-locked pulses with low background are observed in a normal dispersion microcavity.
Andrew G. Bunn; Esther Jansma; Mikko Korpela; Robert D. Westfall; James Baldwin
2013-01-01
Mean sensitivity (ζ) continues to be used in dendrochronology despite a literature that shows it to be of questionable value in describing the properties of a time series. We simulate first-order autoregressive models with known parameters and show that ζ is a function of variance and autocorrelation of a time series. We then use 500 random tree-ring...
Photon antibunching from a single lithographically defined InGaAs/GaAs quantum dot.
Verma, V B; Stevens, Martin J; Silverman, K L; Dias, N L; Garg, A; Coleman, J J; Mirin, R P
2011-02-28
We demonstrate photon antibunching from a single lithographically defined quantum dot fabricated by electron beam lithography, wet chemical etching, and overgrowth of the barrier layers by metalorganic chemical vapor deposition. Measurement of the second-order autocorrelation function indicates g(2)(0)=0.395±0.030, below the 0.5 limit necessary for classification as a single photon source.
Hydration dynamics of a lipid membrane: Hydrogen bond networks and lipid-lipid associations
NASA Astrophysics Data System (ADS)
Srivastava, Abhinav; Debnath, Ananya
2018-03-01
Dynamics of hydration layers of a dimyristoylphosphatidylcholine (DMPC) bilayer are investigated using an all atom molecular dynamics simulation. Based upon the geometric criteria, continuously residing interface water molecules which form hydrogen bonds solely among themselves and then concertedly hydrogen bonded to carbonyl, phosphate, and glycerol head groups of DMPC are identified. The interface water hydrogen bonded to lipids shows slower relaxation rates for translational and rotational dynamics compared to that of the bulk water and is found to follow sub-diffusive and non-diffusive behaviors, respectively. The mean square displacements and the reorientational auto-correlation functions are slowest for the interfacial waters hydrogen bonded to the carbonyl oxygen since these are buried deep in the hydrophobic core among all interfacial water studied. The intermittent hydrogen bond auto-correlation functions are calculated, which allows breaking and reformations of the hydrogen bonds. The auto-correlation functions for interfacial hydrogen bonded networks develop humps during a transition from cage-like motion to eventual power law behavior of t-3/2. The asymptotic t-3/2 behavior indicates translational diffusion dictated dynamics during hydrogen bond breaking and formation irrespective of the nature of the chemical confinement. Employing reactive flux correlation analysis, the forward rate constant of hydrogen bond breaking and formation is calculated which is used to obtain Gibbs energy of activation of the hydrogen bond breaking. The relaxation rates of the networks buried in the hydrophobic core are slower than the networks near the lipid-water interface which is again slower than bulk due to the higher Gibbs energy of activation. Since hydrogen bond breakage follows a translational diffusion dictated mechanism, chemically confined hydrogen bond networks need an activation energy to diffuse through water depleted hydrophobic environments. Our calculations reveal that the slow relaxation rates of interfacial waters in the vicinity of lipids are originated from the chemical confinement of concerted hydrogen bond networks. The analysis suggests that the networks in the hydration layer of membranes dynamically facilitate the water mediated lipid-lipid associations which can provide insights on the thermodynamic stability of soft interfaces relevant to biological systems in the future.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Astaf'ev, S. B., E-mail: webmaster@ns.crys.ras.ru; Shchedrin, B. M.; Yanusova, L. G.
The possibility of estimating the layered film structural parameters by constructing the autocorrelation function P{sub F}(z) (referred to as the Patterson differential function) for the derivative d{rho}/dz of electron density along the normal to the sample surface has been considered. An analytical expression P{sub F}(z) is presented for a multilayered film within the box model of the electron density profile. The possibilities of selecting structural information about layered films by analyzing the features of this function are demonstrated by model and real examples, in particular, by applying the method of shifted systems of peaks for the function P{sub F}(z).
Domnich, Alexander; Arata, Lucia; Amicizia, Daniela; Signori, Alessio; Gasparini, Roberto; Panatto, Donatella
2016-11-16
Geographical accessibility is an important determinant for the utilisation of community pharmacies. The present study explored patterns of spatial accessibility with respect to pharmacies in Liguria, Italy, a region with particular geographical and demographic features. Municipal density of pharmacies was proxied as the number of pharmacies per capita and per km2, and spatial autocorrelation analysis was performed to identify spatial clusters. Both non-spatial and spatial models were constructed to predict the study outcome. Spatial autocorrelation analysis showed a highly significant clustered pattern in the density of pharmacies per capita (I=0.082) and per km2 (I=0.295). Potentially under-supplied areas were mostly located in the mountainous hinterland. Ordinary least-squares (OLS) regressions established a significant positive relationship between the density of pharmacies and income among municipalities located at high altitudes, while no such association was observed in lower-lying areas. However, residuals of the OLS models were spatially auto-correlated. The best-fitting mixed geographically weighted regression (GWR) models outperformed the corresponding OLS models. Pharmacies per capita were best predicted by two local predictors (altitude and proportion of immigrants) and two global ones (proportion of elderly residents and income), while the local terms population, mean altitude and rural status and the global term income functioned as independent variables predicting pharmacies per km2. The density of pharmacies in Liguria was found to be associated with both socio-economic and landscape factors. Mapping of mixed GWR results would be helpful to policy-makers.
Li, Junjie; Li, Xiaohu; Iyengar, Srinivasan S
2014-06-10
We discuss a multiconfigurational treatment of the "on-the-fly" electronic structure within the quantum wavepacket ab initio molecular dynamics (QWAIMD) method for coupled treatment of quantum nuclear effects with electronic structural effects. Here, multiple single-particle electronic density matrices are simultaneously propagated with a quantum nuclear wavepacket and other classical nuclear degrees of freedom. The multiple density matrices are coupled through a nonorthogonal configuration interaction (NOCI) procedure to construct the instantaneous potential surface. An adaptive-mesh-guided set of basis functions composed of Gaussian primitives are used to simplify the electronic structure calculations. Specifically, with the replacement of the atom-centered basis functions positioned on the centers of the quantum-mechanically treated nuclei by a mesh-guided band of basis functions, the two-electron integrals used to compute the electronic structure potential surface become independent of the quantum nuclear variable and hence reusable along the entire Cartesian grid representing the quantum nuclear coordinates. This reduces the computational complexity involved in obtaining a potential surface and facilitates the interpretation of the individual density matrices as representative diabatic states. The parametric nuclear position dependence of the diabatic states is evaluated at the initial time-step using a Shannon-entropy-based sampling function that depends on an approximation to the quantum nuclear wavepacket and the potential surface. This development is meant as a precursor to an on-the-fly fully multireference electronic structure procedure embedded, on-the-fly, within a quantum nuclear dynamics formalism. We benchmark the current development by computing structural, dynamic, and spectroscopic features for a series of bihalide hydrogen-bonded systems: FHF(-), ClHCl(-), BrHBr(-), and BrHCl(-). We find that the donor-acceptor structural features are in good agreement with experiments. Spectroscopic features are computed using a unified velocity/flux autocorrelation function and include vibrational fundamentals and combination bands. These agree well with experiments and other theories.
NASA Astrophysics Data System (ADS)
Baena, M.; Perton, M.; Molina-Villegas, J. C.; Sanchez-Sesma, F. J.
2013-12-01
In order to improve the understanding of the seismic response of Mexico City Valley, we have proposed to perform a tomography study of the seismic wave velocities. For that purpose, we used a collection of acceleration seismograms (corresponding to earthquakes with magnitudes ranging from 4.5 to 8.1 and various epicentral distances to the City) recorded since 1985 in 83 stations distributed across the Valley. The H/V spectral ratios (obtained from average autocorrelations) strongly suggest these movements belong to a 3D generalized diffuse field. Thus, we interpret that cross-correlations between the signals of station pairs are proportional to the imaginary part of the corresponding Green function. Finally, the dispersion curves are constructed from the Green function which lead to the tomography. Other tomographies have already been made around the world using either the seismic coda or seismic noise. We used instead the ensemble of many earthquakes from distant sources that have undergone multiple scattering by the heterogeneities of the Earth and assume the wave fields are equipartitioned. The purpose of the present study is to describe the different steps of the data processing by using synthetic models. The wave propagation within an alluvial basin is simulated using the Indirect Boundary Element Method (IBEM) in 2D configuration for the propagation of P and SV waves. The theoretical Green function for a station pair is obtained by placing a unit force at one station and a receiver at the other. The valley illumination is composed by incoming waves which are simulated using distant independent sources and several diffractors. Data process is validated by the correct retrieval the theoretical Green function. We present here the in-plane Green function for the P-SV case and show the dispersion curves constructed from the cross-correlations compared with analytic results for a layer over a half-space. ACKNOWLEDGEMENTS. This study is partially supported by AXA Research Fund and by DGAPA-UNAM under Project IN104712.
Bounds of memory strength for power-law series.
Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao
2017-05-01
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α. By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α, which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1<α≤3, as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α>3, the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.
Shiue, Ren-Jye; Gao, Yuanda; Wang, Yifei; Peng, Cheng; Robertson, Alexander D; Efetov, Dmitri K; Assefa, Solomon; Koppens, Frank H L; Hone, James; Englund, Dirk
2015-11-11
Graphene and other two-dimensional (2D) materials have emerged as promising materials for broadband and ultrafast photodetection and optical modulation. These optoelectronic capabilities can augment complementary metal-oxide-semiconductor (CMOS) devices for high-speed and low-power optical interconnects. Here, we demonstrate an on-chip ultrafast photodetector based on a two-dimensional heterostructure consisting of high-quality graphene encapsulated in hexagonal boron nitride. Coupled to the optical mode of a silicon waveguide, this 2D heterostructure-based photodetector exhibits a maximum responsivity of 0.36 A/W and high-speed operation with a 3 dB cutoff at 42 GHz. From photocurrent measurements as a function of the top-gate and source-drain voltages, we conclude that the photoresponse is consistent with hot electron mediated effects. At moderate peak powers above 50 mW, we observe a saturating photocurrent consistent with the mechanisms of electron-phonon supercollision cooling. This nonlinear photoresponse enables optical on-chip autocorrelation measurements with picosecond-scale timing resolution and exceptionally low peak powers.
Blind equalization with criterion with memory nonlinearity
NASA Astrophysics Data System (ADS)
Chen, Yuanjie; Nikias, Chrysostomos L.; Proakis, John G.
1992-06-01
Blind equalization methods usually combat the linear distortion caused by a nonideal channel via a transversal filter, without resorting to the a priori known training sequences. We introduce a new criterion with memory nonlinearity (CRIMNO) for the blind equalization problem. The basic idea of this criterion is to augment the Godard [or constant modulus algorithm (CMA)] cost function with additional terms that penalize the autocorrelations of the equalizer outputs. Several variations of the CRIMNO algorithms are derived, with the variations dependent on (1) whether the empirical averages or the single point estimates are used to approximate the expectations, (2) whether the recent or the delayed equalizer coefficients are used, and (3) whether the weights applied to the autocorrelation terms are fixed or are allowed to adapt. Simulation experiments show that the CRIMNO algorithm, and especially its adaptive weight version, exhibits faster convergence speed than the Godard (or CMA) algorithm. Extensions of the CRIMNO criterion to accommodate the case of correlated inputs to the channel are also presented.
Bounds of memory strength for power-law series
NASA Astrophysics Data System (ADS)
Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao
2017-05-01
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α . By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α , which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1 <α ≤3 , as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α >3 , the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.
Design of two-dimensional zero reference codes with cross-entropy method.
Chen, Jung-Chieh; Wen, Chao-Kai
2010-06-20
We present a cross-entropy (CE)-based method for the design of optimum two-dimensional (2D) zero reference codes (ZRCs) in order to generate a zero reference signal for a grating measurement system and achieve absolute position, a coordinate origin, or a machine home position. In the absence of diffraction effects, the 2D ZRC design problem is known as the autocorrelation approximation. Based on the properties of the autocorrelation function, the design of the 2D ZRC is first formulated as a particular combination optimization problem. The CE method is then applied to search for an optimal 2D ZRC and thus obtain the desirable zero reference signal. Computer simulation results indicate that there are 15.38% and 14.29% reductions in the second maxima value for the 16x16 grating system with n(1)=64 and the 100x100 grating system with n(1)=300, respectively, where n(1) is the number of transparent pixels, compared with those of the conventional genetic algorithm.
Houel, Julien; Doan, Quang T; Cajgfinger, Thomas; Ledoux, Gilles; Amans, David; Aubret, Antoine; Dominjon, Agnès; Ferriol, Sylvain; Barbier, Rémi; Nasilowski, Michel; Lhuillier, Emmanuel; Dubertret, Benoît; Dujardin, Christophe; Kulzer, Florian
2015-01-27
We present an unbiased and robust analysis method for power-law blinking statistics in the photoluminescence of single nanoemitters, allowing us to extract both the bright- and dark-state power-law exponents from the emitters' intensity autocorrelation functions. As opposed to the widely used threshold method, our technique therefore does not require discriminating the emission levels of bright and dark states in the experimental intensity timetraces. We rely on the simultaneous recording of 450 emission timetraces of single CdSe/CdS core/shell quantum dots at a frame rate of 250 Hz with single photon sensitivity. Under these conditions, our approach can determine ON and OFF power-law exponents with a precision of 3% from a comparison to numerical simulations, even for shot-noise-dominated emission signals with an average intensity below 1 photon per frame and per quantum dot. These capabilities pave the way for the unbiased, threshold-free determination of blinking power-law exponents at the microsecond time scale.
Liu, Jian; Miller, William H
2007-06-21
It is shown how quantum mechanical time correlation functions [defined, e.g., in Eq. (1.1)] can be expressed, without approximation, in the same form as the linearized approximation of the semiclassical initial value representation (LSC-IVR), or classical Wigner model, for the correlation function [cf. Eq. (2.1)], i.e., as a phase space average (over initial conditions for trajectories) of the Wigner functions corresponding to the two operators. The difference is that the trajectories involved in the LSC-IVR evolve classically, i.e., according to the classical equations of motion, while in the exact theory they evolve according to generalized equations of motion that are derived here. Approximations to the exact equations of motion are then introduced to achieve practical methods that are applicable to complex (i.e., large) molecular systems. Four such methods are proposed in the paper--the full Wigner dynamics (full WD) and the second order WD based on "Wigner trajectories" [H. W. Lee and M. D. Scully, J. Chem. Phys. 77, 4604 (1982)] and the full Donoso-Martens dynamics (full DMD) and the second order DMD based on "Donoso-Martens trajectories" [A. Donoso and C. C. Martens, Phys. Rev. Lett. 8722, 223202 (2001)]--all of which can be viewed as generalizations of the original LSC-IVR method. Numerical tests of the four versions of this new approach are made for two anharmonic model problems, and for each the momentum autocorrelation function (i.e., operators linear in coordinate or momentum operators) and the force autocorrelation function (nonlinear operators) have been calculated. These four new approximate treatments are indeed seen to be significant improvements to the original LSC-IVR approximation.
Landslide maps and seismic noise: Rockmass weakening caused by shallow earthquakes
NASA Astrophysics Data System (ADS)
Uchida, Tara; Marc, Odin; Sens-Schönfelder, Christoph; Sawazaki, Kaoru; Hobiger, Manuel; Hovius, Niels
2015-04-01
Some studies have suggested that the shaking and deformation associated with earthquake would result in a temporary increased hillslope erodibility. However very few data have been able to clarify such effect. We present integrated geomorphic data constraining an elevated landslide rate following 4 continental shallow earthquakes, the Mw 6.9 Finisterre (1993), the Mw 7.6 ChiChi (1999), the Mw 6.6 Niigata (2004) and the Mw 6.8 Iwate-Miyagi (2008) earthquakes. We constrained the magnitude, the recovery time and somewhat the mechanism at the source of this higher landslide risk. We provide some evidences excluding aftershocks or rain forcing intensity as possible mechanism and leaving subsurface weakening as the most likely. The landslide data suggest that this ground strength weakening is not limited to the soil cover but also affect the shallow bedrock. Additionally, we used ambient noise autocorrelation techniques to monitor shallow subsurface seismic velocity within the epicentral area of three of those earthquakes. For most stations we observe a velocity drop followed by a recovery processes of several years in fair agreement with the recovery time estimated based on landslide observation. Thus a common processes could alter the strength of the first 10m of soil/rock and simultaneously drive the landslide rate increase and the seismic velocity drop. The ability to firmly demonstrate this link require additional constraints on the seismic signal interpretation but would provide a very useful tool for post-earthquake risk managment.
NASA Astrophysics Data System (ADS)
Siala, Firas; Totpal, Alexander; Liburdy, James
2015-11-01
The flow physics of flying animals has recently received significant attention, mostly in the context of developing bio-inspired micro air vehicles and oscillating flow energy harvesters. Of particular interest is the understanding of the impact of airfoil flexibility on the flow physics. Research efforts showed that some degree of surface flexibility enhanced the strength and size of the leading edge vortex. In this study, the influence of flexibility on the near-wake dynamics and flow structures is investigated using 2D PIV measurements. The experiments are conducted in a wind tunnel at a Reynolds number of 30,000 and a range of reduced frequencies from 0.09 to 0.2. The flexibility is attained using a torsion rod forming a hinge between the flap and the main wing. Vortex flow structures are visualized using large eddy scale decomposition technique and quantified using swirling strength analysis. It is found that trailing edge flexibility increases the vortex swirling strength compared to a rigid airfoil, whereas leading edge flexibility decreases the swirling strength. Furthermore, the integral length scale determined from the autocorrelation of the velocity fluctuations is found to be approximately equal to the actual vortex size. The vortex convective velocity is shown to be independent of flexibility and oscillation frequency, and it is represented by a trimodal distribution, with peak values at 0.8, 0.95 and 1 times the free stream velocity. Oregon State University.
Investigation of Point Doppler Velocimetry (PDV) for Transition Detection in Boundary Layers
NASA Technical Reports Server (NTRS)
Kuhlman, John M.
1999-01-01
A two component Point Doppler Velocimetry (PDV) system has been developed and tested. Improvements were made to an earlier PDV system, in terms of experimental techniques, as well as the data acquisition and reduction software. Measurements of the streamwise and spanwise mean and fluctuating velocities for flows from a rectangular channel and over an NACA 0012 airfoil were made, and the data were compared against hot wire data. The closest to the airfoil surface that PDV measurements could be made was on the order of 0.005 m(0.2", z/c = 0.0169). When the PDV and hot wire data were compared, the time traces for each appeared similar. The mean velocities agreed to within plus or minus 2 m/sec, while the RMS velocities agreed to plus or minus 0.4 m/sec. While the PDV time autocorrelations agreed with those of the hot wire data, the PDV power spectral densities were noisier above 750 Hz. A major source of error in these experiments was determined to be the drifting of the iodine cell stem temperatures. While the stem temperatures were controlled to within plus or minus 0.1 C, this could lead to a frequency shift of as much as 6 MHz, which translates into an error of 1.6 m/sec for the back scatter channel, and up to 6.9 m/sec for the forward scatter channel. These error estimates are consistent with the observed error magnitudes.
Statistical properties of solar granulation from the SOUP instrument on Spacelab 2
NASA Astrophysics Data System (ADS)
Topka, K.; Title, A.; Tarbell, T.; Ferguson, S.; Shine, R.
1988-11-01
The Solar Optical Universal Polarimeter (SOUP) on Spacelab 2 collected movies of solar granulation completely free from atmospheric blurring, and are not degraded by pointint jitter (the pointing stability was 0.003 sec root mean square). The movies illustrate that the solar five minute oscillation has a major role in the appearance of solar granulation and that exploding granules are a common feature of the granule evolution. Using 3-D Fourier filtering techniques the oscillations were removed and it was demonstrated that the autocorrelation lifetime of granulation is a factor of two greater in magnetic field regions than in field-free quiet sun. Horizontal velocities were measured and flow patterns were observed on the scale of meso- and super granulation. In quiet regions the mean flow velocity is 370 m/s while in the magnetic regions it is about 125 m/s. It was also found that the root mean square (RMS) fluctuating horizonal velocity field is substantially greater in quiet sun than in strong magnetic field regions. By superimposing the location of exploding granules on the average flow maps it was found that they appear almost exclusively in the center of mesogranulation size flow cells. Because of the nonuniformity of the distribution of exploding granules, the evolution of the granulation pattern in mesogranule cell centers and boundaries differs fundamentally. It is clear from this study there is neither a typical granule nor a typical granule evolution.
Statistical properties of solar granulation from the SOUP instrument on Spacelab 2
NASA Technical Reports Server (NTRS)
Topka, K.; Title, A.; Tarbell, T.; Ferguson, S.; Shine, R.
1988-01-01
The Solar Optical Universal Polarimeter (SOUP) on Spacelab 2 collected movies of solar granulation completely free from atmospheric blurring, and are not degraded by pointint jitter (the pointing stability was 0.003 sec root mean square). The movies illustrate that the solar five minute oscillation has a major role in the appearance of solar granulation and that exploding granules are a common feature of the granule evolution. Using 3-D Fourier filtering techniques the oscillations were removed and it was demonstrated that the autocorrelation lifetime of granulation is a factor of two greater in magnetic field regions than in field-free quiet sun. Horizontal velocities were measured and flow patterns were observed on the scale of meso- and super granulation. In quiet regions the mean flow velocity is 370 m/s while in the magnetic regions it is about 125 m/s. It was also found that the root mean square (RMS) fluctuating horizonal velocity field is substantially greater in quiet sun than in strong magnetic field regions. By superimposing the location of exploding granules on the average flow maps it was found that they appear almost exclusively in the center of mesogranulation size flow cells. Because of the nonuniformity of the distribution of exploding granules, the evolution of the granulation pattern in mesogranule cell centers and boundaries differs fundamentally. It is clear from this study there is neither a typical granule nor a typical granule evolution.
Pioz, Maryline; Guis, Hélène; Calavas, Didier; Durand, Benoît; Abrial, David; Ducrot, Christian
2011-04-20
Understanding the spatial dynamics of an infectious disease is critical when attempting to predict where and how fast the disease will spread. We illustrate an approach using a trend-surface analysis (TSA) model combined with a spatial error simultaneous autoregressive model (SAR(err) model) to estimate the speed of diffusion of bluetongue (BT), an infectious disease of ruminants caused by bluetongue virus (BTV) and transmitted by Culicoides. In a first step to gain further insight into the spatial transmission characteristics of BTV serotype 8, we used 2007-2008 clinical case reports in France and TSA modelling to identify the major directions and speed of disease diffusion. We accounted for spatial autocorrelation by combining TSA with a SAR(err) model, which led to a trend SAR(err) model. Overall, BT spread from north-eastern to south-western France. The average trend SAR(err)-estimated velocity across the country was 5.6 km/day. However, velocities differed between areas and time periods, varying between 2.1 and 9.3 km/day. For more than 83% of the contaminated municipalities, the trend SAR(err)-estimated velocity was less than 7 km/day. Our study was a first step in describing the diffusion process for BT in France. To our knowledge, it is the first to show that BT spread in France was primarily local and consistent with the active flight of Culicoides and local movements of farm animals. Models such as the trend SAR(err) models are powerful tools to provide information on direction and speed of disease diffusion when the only data available are date and location of cases.
NASA Technical Reports Server (NTRS)
Hinedi, S.; Polydoros, A.
1988-01-01
The authors present and analyze a frequency-noncoherent two-lag autocorrelation statistic for the wideband detection of random BPSK signals in noise-plus-random-multitone interference. It is shown that this detector is quite robust to the presence or absence of interference and its specific parameter values, contrary to the case of an energy detector. The rule assumes knowledge of the data rate and the active scenario under H0. It is concluded that the real-time autocorrelation domain and its samples (lags) are a viable approach for detecting random signals in dense environments.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Jian, E-mail: jianliupku@pku.edu.cn; State Key Joint Laboratory of Environmental Simulation and Pollution Control, College of Environmental Sciences and Engineering, Peking University, Beijing 100871; Zhang, Zhijun
Path integral Liouville dynamics (PILD) is applied to vibrational dynamics of several simple but representative realistic molecular systems (OH, water, ammonia, and methane). The dipole-derivative autocorrelation function is employed to obtain the infrared spectrum as a function of temperature and isotopic substitution. Comparison to the exact vibrational frequency shows that PILD produces a reasonably accurate peak position with a relatively small full width at half maximum. PILD offers a potentially useful trajectory-based quantum dynamics approach to compute vibrational spectra of molecular systems.
Random packing of regular polygons and star polygons on a flat two-dimensional surface.
Cieśla, Michał; Barbasz, Jakub
2014-08-01
Random packing of unoriented regular polygons and star polygons on a two-dimensional flat continuous surface is studied numerically using random sequential adsorption algorithm. Obtained results are analyzed to determine the saturated random packing ratio as well as its density autocorrelation function. Additionally, the kinetics of packing growth and available surface function are measured. In general, stars give lower packing ratios than polygons, but when the number of vertexes is large enough, both shapes approach disks and, therefore, properties of their packing reproduce already known results for disks.
Statistics of some atmospheric turbulence records relevant to aircraft response calculations
NASA Technical Reports Server (NTRS)
Mark, W. D.; Fischer, R. W.
1981-01-01
Methods for characterizing atmospheric turbulence are described. The methods illustrated include maximum likelihood estimation of the integral scale and intensity of records obeying the von Karman transverse power spectral form, constrained least-squares estimation of the parameters of a parametric representation of autocorrelation functions, estimation of the power spectra density of the instantaneous variance of a record with temporally fluctuating variance, and estimation of the probability density functions of various turbulence components. Descriptions of the computer programs used in the computations are given, and a full listing of these programs is included.
Lin, Shiang-Tai; Maiti, Prabal K; Goddard, William A
2010-06-24
Presented here is the two-phase thermodynamic (2PT) model for the calculation of energy and entropy of molecular fluids from the trajectory of molecular dynamics (MD) simulations. In this method, the density of state (DoS) functions (including the normal modes of translation, rotation, and intramolecular vibration motions) are determined from the Fourier transform of the corresponding velocity autocorrelation functions. A fluidicity parameter (f), extracted from the thermodynamic state of the system derived from the same MD, is used to partition the translation and rotation modes into a diffusive, gas-like component (with 3Nf degrees of freedom) and a nondiffusive, solid-like component. The thermodynamic properties, including the absolute value of entropy, are then obtained by applying quantum statistics to the solid component and applying hard sphere/rigid rotor thermodynamics to the gas component. The 2PT method produces exact thermodynamic properties of the system in two limiting states: the nondiffusive solid state (where the fluidicity is zero) and the ideal gas state (where the fluidicity becomes unity). We examine the 2PT entropy for various water models (F3C, SPC, SPC/E, TIP3P, and TIP4P-Ew) at ambient conditions and find good agreement with literature results obtained based on other simulation techniques. We also validate the entropy of water in the liquid and vapor phases along the vapor-liquid equilibrium curve from the triple point to the critical point. We show that this method produces converged liquid phase entropy in tens of picoseconds, making it an efficient means for extracting thermodynamic properties from MD simulations.
du Mas des Bourboux, Helion; Le Goff, Jean-Marc; Blomqvist, Michael; ...
2017-08-08
We present a measurement of baryon acoustic oscillations (BAO) in the cross-correlation of quasars with the Lyα-forest flux-transmission at a mean redshift z = 2.40. The measurement uses the complete SDSS-III data sample: 168,889 forests and 234,367 quasars from the SDSS Data Release DR12. In addition to the statistical improvement on our previous study using DR11, we have implemented numerous improvements at the analysis level allowing a more accurate measurement of this cross-correlation. We also developed the first simulations of the cross-correlation allowing us to test different aspects of our data analysis and to search for potential systematic errors inmore » the determination of the BAO peak position. We measure the two ratios D H(z = 2.40)=r d = 9.01 ± 0.36 and D M(z = 2.40)=r d = 35.7 ±1.7, where the errors include marginalization over the non-linear velocity of quasars and the metal - quasar cross-correlation contribution, among other effects. These results are within 1.8σ of the prediction of the flat-ΛCDM model describing the observed CMB anisotropies.We combine this study with the Lyα-forest auto-correlation function (Bautista et al. 2017), yielding D H(z = 2.40)=r d = 8.94 ± 0.22 and D M(z = 2.40)=r d = 36.6 ± 1.2, within 2.3σ of the same flat-ΛCDM model.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
du Mas des Bourboux, Helion; Le Goff, Jean-Marc; Blomqvist, Michael
We present a measurement of baryon acoustic oscillations (BAO) in the cross-correlation of quasars with the Lyα-forest flux-transmission at a mean redshift z = 2.40. The measurement uses the complete SDSS-III data sample: 168,889 forests and 234,367 quasars from the SDSS Data Release DR12. In addition to the statistical improvement on our previous study using DR11, we have implemented numerous improvements at the analysis level allowing a more accurate measurement of this cross-correlation. We also developed the first simulations of the cross-correlation allowing us to test different aspects of our data analysis and to search for potential systematic errors inmore » the determination of the BAO peak position. We measure the two ratios D H(z = 2.40)=r d = 9.01 ± 0.36 and D M(z = 2.40)=r d = 35.7 ±1.7, where the errors include marginalization over the non-linear velocity of quasars and the metal - quasar cross-correlation contribution, among other effects. These results are within 1.8σ of the prediction of the flat-ΛCDM model describing the observed CMB anisotropies.We combine this study with the Lyα-forest auto-correlation function (Bautista et al. 2017), yielding D H(z = 2.40)=r d = 8.94 ± 0.22 and D M(z = 2.40)=r d = 36.6 ± 1.2, within 2.3σ of the same flat-ΛCDM model.« less
Comparison of several maneuvering target tracking models
NASA Astrophysics Data System (ADS)
McIntyre, Gregory A.; Hintz, Kenneth J.
1998-07-01
The tracking of maneuvering targets is complicated by the fact that acceleration is not directly observable or measurable. Additionally, acceleration can be induced by a variety of sources including human input, autonomous guidance, or atmospheric disturbances. The approaches to tracking maneuvering targets can be divided into two categories both of which assume that the maneuver input command is unknown. One approach is to model the maneuver as a random process. The other approach assumes that the maneuver is not random and that it is either detected or estimated in real time. The random process models generally assume one of two statistical properties, either white noise or an autocorrelated noise. The multiple-model approach is generally used with the white noise model while a zero-mean, exponentially correlated acceleration approach is used with the autocorrelated noise model. The nonrandom approach uses maneuver detection to correct the state estimate or a variable dimension filter to augment the state estimate with an extra state component during a detected maneuver. Another issue with the tracking of maneuvering target is whether to perform the Kalman filter in Polar or Cartesian coordinates. This paper will examine and compare several exponentially correlated acceleration approaches in both Polar and Cartesian coordinates for accuracy and computational complexity. They include the Singer model in both Polar and Cartesian coordinates, the Singer model in Polar coordinates converted to Cartesian coordinates, Helferty's third order rational approximation of the Singer model and the Bar-Shalom and Fortmann model. This paper shows that these models all provide very accurate position estimates with only minor differences in velocity estimates and compares the computational complexity of the models.
Kim, Jaehee; Ogden, Robert Todd; Kim, Haseong
2013-10-18
Time course gene expression experiments are an increasingly popular method for exploring biological processes. Temporal gene expression profiles provide an important characterization of gene function, as biological systems are both developmental and dynamic. With such data it is possible to study gene expression changes over time and thereby to detect differential genes. Much of the early work on analyzing time series expression data relied on methods developed originally for static data and thus there is a need for improved methodology. Since time series expression is a temporal process, its unique features such as autocorrelation between successive points should be incorporated into the analysis. This work aims to identify genes that show different gene expression profiles across time. We propose a statistical procedure to discover gene groups with similar profiles using a nonparametric representation that accounts for the autocorrelation in the data. In particular, we first represent each profile in terms of a Fourier basis, and then we screen out genes that are not differentially expressed based on the Fourier coefficients. Finally, we cluster the remaining gene profiles using a model-based approach in the Fourier domain. We evaluate the screening results in terms of sensitivity, specificity, FDR and FNR, compare with the Gaussian process regression screening in a simulation study and illustrate the results by application to yeast cell-cycle microarray expression data with alpha-factor synchronization.The key elements of the proposed methodology: (i) representation of gene profiles in the Fourier domain; (ii) automatic screening of genes based on the Fourier coefficients and taking into account autocorrelation in the data, while controlling the false discovery rate (FDR); (iii) model-based clustering of the remaining gene profiles. Using this method, we identified a set of cell-cycle-regulated time-course yeast genes. The proposed method is general and can be potentially used to identify genes which have the same patterns or biological processes, and help facing the present and forthcoming challenges of data analysis in functional genomics.
NASA Astrophysics Data System (ADS)
Takemura, S.; Yoshimoto, K.
2013-12-01
Observed seismograms, which consist of the high-frequency body waves through the low-velocity (LV) region at depth of 20-40 km beneath northwestern Chiba in Kanto, show strong peak delay and spindle shape of S waves. By analyzing dense seismic records from K-NET/KiK-net, such spindle-shape S waves are clearly observed in the frequency range of 1-8 Hz. In order to investigate a specific heterogeneous structure to generate such observations, we conduct 3-D finite-difference method (FDM) simulation using realistic heterogeneous models and compare the simulation results with dense strong motion array observations. Our 3-D simulation model is covering the zone 150 km by 64 km in horizontal directions and 75 km in vertical direction, which has been discretized with uniform grid size 0.05 km. We assume a layered background velocity structure, which includes basin structure, crust, mantle and subducting oceanic plate, base on the model proposed by Koketsu et al. (2008). In order to introduce the effect of seismic wave scattering, we assume a stochastic random velocity fluctuation in each layer. Random velocity fluctuations are characterized by exponential-type auto-correlation function (ACF) with correlation distance a = 3 km and rms value of fluctuation e = 0.05 in the upper crust, a = 3 km and e = 0.07 in the lower crust, a = 10 km and e = 0.02 in the mantle. In the subducting oceanic plate, we assume an anisotropic random velocity fluctuation characterized by exponential-type ACF with aH = 10 km in horizontal direction, aZ = 0.5 km in vertical direction and e = 0.02 (e.g., Furumura and Kennett, 2005). In addition, we assume a LV zone at northeastern part of Chiba with depth of 20-40 km (e.g., Matsubara et al., 2004). In the LV zone, random velocity fluctuation characterized by Gaussian-type ACF with a = 1 km and e = 0.07 is superposed on exponential-type ACF with a = 3 km and e = 0.07, in order to modulate the S-wave propagation in the dominant frequency range of spindle-shape S waves. Such large-scale FDM simulations are conducted on the Earth Simulator at JAMSTEC. It is found that the FDM simulation of the model without strong velocity fluctuation cannot explain the characteristics of observed S waves. By introducing strong velocity fluctuation in the LV zone, strong peak delay and spindle-shape S waves observed at central and southern part of Chiba are simulated successfully. In addition, the strong amplitude decrease of S waves in the LV zone due to strong seismic scattering is good corresponding to results based on the tomographic study of Q in Kanto (e.g., Nakamura et al., 2006). Simulation results demonstrated that strong velocity fluctuation in the LV zone plays important role in the peak delay and waveform shape. The LV zone beneath northeastern Chiba is considered as a result of dehydration from oceanic crust of subducted Philippine Sea plate (e.g., Matsubara et al., 2005). Therefore strong small-scale velocity fluctuation in the LV zone may be related with dehydrated water.
NASA Astrophysics Data System (ADS)
Yang, X.; Zhu, P.; Gu, Y.; Xu, Z.
2015-12-01
Small scale heterogeneities of subsurface medium can be characterized conveniently and effectively using a few simple random medium parameters (RMP), such as autocorrelation length, angle and roughness factor, etc. The estimation of these parameters is significant in both oil reservoir prediction and metallic mine exploration. Poor accuracy and low stability existed in current estimation approaches limit the application of random medium theory in seismic exploration. This study focuses on improving the accuracy and stability of RMP estimation from post-stacked seismic data and its application in the seismic inversion. Experiment and theory analysis indicate that, although the autocorrelation of random medium is related to those of corresponding post-stacked seismic data, the relationship is obviously affected by the seismic dominant frequency, the autocorrelation length, roughness factor and so on. Also the error of calculation of autocorrelation in the case of finite and discrete model decreases the accuracy. In order to improve the precision of estimation of RMP, we design two improved approaches. Firstly, we apply region growing algorithm, which often used in image processing, to reduce the influence of noise in the autocorrelation calculated by the power spectrum method. Secondly, the orientation of autocorrelation is used as a new constraint in the estimation algorithm. The numerical experiments proved that it is feasible. In addition, in post-stack seismic inversion of random medium, the estimated RMP may be used to constrain inverse procedure and to construct the initial model. The experiment results indicate that taking inversed model as random medium and using relatively accurate estimated RMP to construct initial model can get better inversion result, which contained more details conformed to the actual underground medium.
2013-01-01
Background Statistical process control (SPC), an industrial sphere initiative, has recently been applied in health care and public health surveillance. SPC methods assume independent observations and process autocorrelation has been associated with increase in false alarm frequency. Methods Monthly mean raw mortality (at hospital discharge) time series, 1995–2009, at the individual Intensive Care unit (ICU) level, were generated from the Australia and New Zealand Intensive Care Society adult patient database. Evidence for series (i) autocorrelation and seasonality was demonstrated using (partial)-autocorrelation ((P)ACF) function displays and classical series decomposition and (ii) “in-control” status was sought using risk-adjusted (RA) exponentially weighted moving average (EWMA) control limits (3 sigma). Risk adjustment was achieved using a random coefficient (intercept as ICU site and slope as APACHE III score) logistic regression model, generating an expected mortality series. Application of time-series to an exemplar complete ICU series (1995-(end)2009) was via Box-Jenkins methodology: autoregressive moving average (ARMA) and (G)ARCH ((Generalised) Autoregressive Conditional Heteroscedasticity) models, the latter addressing volatility of the series variance. Results The overall data set, 1995-2009, consisted of 491324 records from 137 ICU sites; average raw mortality was 14.07%; average(SD) raw and expected mortalities ranged from 0.012(0.113) and 0.013(0.045) to 0.296(0.457) and 0.278(0.247) respectively. For the raw mortality series: 71 sites had continuous data for assessment up to or beyond lag40 and 35% had autocorrelation through to lag40; and of 36 sites with continuous data for ≥ 72 months, all demonstrated marked seasonality. Similar numbers and percentages were seen with the expected series. Out-of-control signalling was evident for the raw mortality series with respect to RA-EWMA control limits; a seasonal ARMA model, with GARCH effects, displayed white-noise residuals which were in-control with respect to EWMA control limits and one-step prediction error limits (3SE). The expected series was modelled with a multiplicative seasonal autoregressive model. Conclusions The data generating process of monthly raw mortality series at the ICU level displayed autocorrelation, seasonality and volatility. False-positive signalling of the raw mortality series was evident with respect to RA-EWMA control limits. A time series approach using residual control charts resolved these issues. PMID:23705957
Counting the peaks in the excitation function for precompound processes
NASA Astrophysics Data System (ADS)
Bonetti, R.; Hussein, M. S.; Mello, P. A.
1983-08-01
The "counting of maxima" method of Brink and Stephen, conventionally used for the extraction of the correlation width of statistical (compound nucleus) reactions, is generalized to include precompound processes as well. It is found that this method supplies an important independent check of the results obtained from autocorrelation studies. An application is made to the reaction 25Mg(3He,p). NUCLEAR REACTIONS Statistical multistep compound processes discussed.
Communication: Symmetrical quasi-classical analysis of linear optical spectroscopy
NASA Astrophysics Data System (ADS)
Provazza, Justin; Coker, David F.
2018-05-01
The symmetrical quasi-classical approach for propagation of a many degree of freedom density matrix is explored in the context of computing linear spectra. Calculations on a simple two state model for which exact results are available suggest that the approach gives a qualitative description of peak positions, relative amplitudes, and line broadening. Short time details in the computed dipole autocorrelation function result in exaggerated tails in the spectrum.
Random sequential adsorption of cubes
NASA Astrophysics Data System (ADS)
Cieśla, Michał; Kubala, Piotr
2018-01-01
Random packings built of cubes are studied numerically using a random sequential adsorption algorithm. To compare the obtained results with previous reports, three different models of cube orientation sampling were used. Also, three different cube-cube intersection algorithms were tested to find the most efficient one. The study focuses on the mean saturated packing fraction as well as kinetics of packing growth. Microstructural properties of packings were analyzed using density autocorrelation function.
Ozone data and mission sampling analysis
NASA Technical Reports Server (NTRS)
Robbins, J. L.
1980-01-01
A methodology was developed to analyze discrete data obtained from the global distribution of ozone. Statistical analysis techniques were applied to describe the distribution of data variance in terms of empirical orthogonal functions and components of spherical harmonic models. The effects of uneven data distribution and missing data were considered. Data fill based on the autocorrelation structure of the data is described. Computer coding of the analysis techniques is included.
Effects of calcium leaching on diffusion properties of hardened and altered cement pastes
NASA Astrophysics Data System (ADS)
Kurumisawa, Kiyofumi; Haga, Kazuko; Hayashi, Daisuke; Owada, Hitoshi
2017-06-01
It is very important to predict alterations in the concrete used for fabricating disposal containers for radioactive waste. Therefore, it is necessary to understand the alteration of cementitious materials caused by calcium leaching when they are in contact with ground water in the long term. To evaluate the long-term transport characteristics of cementitious materials, the microstructural behavior of these materials should be considered. However, many predictive models of transport characteristics focus on the pore structure, while only few such models consider both, the spatial distribution of calcium silicate hydrate (C-S-H), portlandite, and the pore spaces. This study focused on the spatial distribution of these cement phases. The auto-correlation function of each phase of cementitious materials was calculated from two-dimensional backscattered electron imaging, and the three-dimensional spatial image of the cementitious material was produced using these auto-correlation functions. An attempt was made to estimate the diffusion coefficient of chloride from the three-dimensional spatial image. The estimated diffusion coefficient of the altered sample from the three-dimensional spatial image was found to be comparable to the measured value. This demonstrated that it is possible to predict the diffusion coefficient of the altered cement paste by using the proposed model.
Floquet spin states in graphene under ac-driven spin-orbit interaction
NASA Astrophysics Data System (ADS)
López, A.; Sun, Z. Z.; Schliemann, J.
2012-05-01
We study the role of periodically driven time-dependent Rashba spin-orbit coupling (RSOC) on a monolayer graphene sample. After recasting the originally 4×4 system of dynamical equations as two time-reversal related two-level problems, the quasienergy spectrum and the related dynamics are investigated via various techniques and approximations. In the static case, the system is gapped at the Dirac point. The rotating wave approximation (RWA) applied to the driven system unphysically preserves this feature, while the Magnus-Floquet approach as well as a numerically exact evaluation of the Floquet equation show that this gap is dynamically closed. In addition, a sizable oscillating pattern of the out-of-plane spin polarization is found in the driven case for states that are completely unpolarized in the static limit. Evaluation of the autocorrelation function shows that the original uniform interference pattern corresponding to time-independent RSOC gets distorted. The resulting structure can be qualitatively explained as a consequence of the transitions induced by the ac driving among the static eigenstates, i.e., these transitions modulate the relative phases that add up to give the quantum revivals of the autocorrelation function. Contrary to the static case, in the driven scenario, quantum revivals (suppressions) are correlated to spin-up (down) phases.
Molecular dynamic simulations of N2-broadened methane line shapes and comparison with experiments
NASA Astrophysics Data System (ADS)
Le, Tuong; Doménech, José-Luis; Lepère, Muriel; Tran, Ha
2017-03-01
Absorption spectra of methane transitions broadened by nitrogen have been calculated for the first time using classical molecular dynamic simulations. For that, the time evolution of the auto-correlation function of the dipole moment vector, assumed along a C-H axis, was computed using an accurate site-site intermolecular potential for CH4-N2. Quaternion coordinates were used to treat the rotation of the molecules. A requantization procedure was applied to the classical rotation and spectra were then derived as the Fourier-Laplace transform of the auto-correlation function. These computed spectra were compared with experimental ones recorded with a tunable diode laser and a difference-frequency laser spectrometer. Specifically, nine isolated methane lines broadened by nitrogen, belonging to various vibrational bands and having rotational quantum numbers J from 0 to 9, were measured at room temperature and at several pressures from 20 to 945 mbar. Comparisons between measured and calculated spectra were made through their fits using the Voigt profile. The results show that ab initio calculated spectra reproduce with very high fidelity non-Voigt effects on the measurements and that classical molecular dynamic simulations can be used to predict spectral shapes of isolated lines of methane perturbed by nitrogen.
Gabriel, Jan; Petrov, Oleg V; Kim, Youngsik; Martin, Steve W; Vogel, Michael
2015-09-01
We use (7)Li NMR to study the ionic jump motion in ternary 0.5Li2S+0.5[(1-x)GeS2+xGeO2] glassy lithium ion conductors. Exploring the "mixed glass former effect" in this system led to the assumption of a homogeneous and random variation of diffusion barriers in this system. We exploit that combining traditional line-shape analysis with novel field-cycling relaxometry, it is possible to measure the spectral density of the ionic jump motion in broad frequency and temperature ranges and, thus, to determine the distribution of activation energies. Two models are employed to parameterize the (7)Li NMR data, namely, the multi-exponential autocorrelation function model and the power-law waiting times model. Careful evaluation of both of these models indicates a broadly inhomogeneous energy landscape for both the single (x=0.0) and the mixed (x=0.1) network former glasses. The multi-exponential autocorrelation function model can be well described by a Gaussian distribution of activation barriers. Applicability of the methods used and their sensitivity to microscopic details of ionic motion are discussed. Copyright © 2015 Elsevier Inc. All rights reserved.
Empirical molecular-dynamics study of diffusion in liquid semiconductors
NASA Astrophysics Data System (ADS)
Yu, W.; Wang, Z. Q.; Stroud, D.
1996-11-01
We report the results of an extensive molecular-dynamics study of diffusion in liquid Si and Ge (l-Si and l-Ge) and of impurities in l-Ge, using empirical Stillinger-Weber (SW) potentials with several choices of parameters. We use a numerical algorithm in which the three-body part of the SW potential is decomposed into products of two-body potentials, thereby permitting the study of large systems. One choice of SW parameters agrees very well with the observed l-Ge structure factors. The diffusion coefficients D(T) at melting are found to be approximately 6.4×10-5 cm2/s for l-Si, in good agreement with previous calculations, and about 4.2×10-5 and 4.6×10-5 cm2/s for two models of l-Ge. In all cases, D(T) can be fitted to an activated temperature dependence, with activation energies Ed of about 0.42 eV for l-Si, and 0.32 or 0.26 eV for two models of l-Ge, as calculated from either the Einstein relation or from a Green-Kubo-type integration of the velocity autocorrelation function. D(T) for Si impurities in l-Ge is found to be very similar to the self-diffusion coefficient of l-Ge. We briefly discuss possible reasons why the SW potentials give D(T)'s substantially lower than ab initio predictions.
Structural and dynamical properties of recombining ultracold neutral plasma
NASA Astrophysics Data System (ADS)
Tiwari, Sanat Kumar; Shaffer, Nathaniel R.; Baalrud, Scott D.
2017-10-01
An ultracold plasma (UCP) is an evolving collection of free charges and bound charges (Rydberg atoms). Over time, bound species concentration increases due to recombination. We present the structural and dynamical properties of an evolving UCP using classical molecular dynamics simulation. Coulomb collapse is avoided using a repulsive core with the attractive Coulomb potential. The repulsive core size controls the concentration of bound states, as it determines the depth of the potential well between opposite charges. We vary the repulsive core size to emulate the quasi-static state of plasma at different time during the evolution. Binary, chain and ring-like bound states are observed in the simulation carried out at different coupling strengths and repulsive core size. The effect of bound states can be seen as molecular peaks in the radial distribution function (RDF). The thermodynamic properties associated with the free charges can be analyzed from RDF by separating free from bound states. These bound states also change the dynamical properties of the plasma. The electron velocity auto-correlation displays oscillations due to the orbital motion in bound states. These bound states act like a neutral species, damping electron plasmon modes and broadening the ion acoustic mode. This work is supported by AFOSR Grant Number FA9550-16-1-0221. It used computational resources by XSEDE, which is supported by NSF Grant Number ACI-1053575.
Shear deformation-induced anisotropic thermal conductivity of graphene.
Cui, Liu; Shi, Sanqiang; Wei, Gaosheng; Du, Xiaoze
2018-01-03
Graphene-based materials exhibit intriguing phononic and thermal properties. In this paper, we have investigated the heat conductance in graphene sheets under shear-strain-induced wrinkling deformation, using equilibrium molecular dynamics simulations. A significant orientation dependence of the thermal conductivity of graphene wrinkles (GWs) is observed. The directional dependence of the thermal conductivity of GWs stems from the anisotropy of phonon group velocities as revealed by the G-band broadening of the phonon density of states (DOS), the anisotropy of thermal resistance as evidenced by the G-band peak mismatch of the phonon DOS, and the anisotropy of phonon relaxation times as a direct result of the double-exponential-fitting of the heat current autocorrelation function. By analyzing the relative contributions of different lattice vibrations to the heat flux, we have shown that the contributions of different lattice vibrations to the heat flux of GWs are sensitive to the heat flux direction, which further indicates the orientation-dependent thermal conductivity of GWs. Moreover, we have found that, in the strain range of 0-0.1, the anisotropy ratio of GWs increases monotonously with increasing shear strain. This is induced by the change in the number of wrinkles, which is more influential in the direction perpendicular to the wrinkle texture. The findings elucidated here emphasize the utility of wrinkle engineering for manipulation of nanoscale heat transport, which offers opportunities for the development of thermal channeling devices.
Studies on spectral analysis of randomly sampled signals: Application to laser velocimetry data
NASA Technical Reports Server (NTRS)
Sree, David
1992-01-01
Spectral analysis is very useful in determining the frequency characteristics of many turbulent flows, for example, vortex flows, tail buffeting, and other pulsating flows. It is also used for obtaining turbulence spectra from which the time and length scales associated with the turbulence structure can be estimated. These estimates, in turn, can be helpful for validation of theoretical/numerical flow turbulence models. Laser velocimetry (LV) is being extensively used in the experimental investigation of different types of flows, because of its inherent advantages; nonintrusive probing, high frequency response, no calibration requirements, etc. Typically, the output of an individual realization laser velocimeter is a set of randomly sampled velocity data. Spectral analysis of such data requires special techniques to obtain reliable estimates of correlation and power spectral density functions that describe the flow characteristics. FORTRAN codes for obtaining the autocorrelation and power spectral density estimates using the correlation-based slotting technique were developed. Extensive studies have been conducted on simulated first-order spectrum and sine signals to improve the spectral estimates. A first-order spectrum was chosen because it represents the characteristics of a typical one-dimensional turbulence spectrum. Digital prefiltering techniques, to improve the spectral estimates from randomly sampled data were applied. Studies show that the spectral estimates can be increased up to about five times the mean sampling rate.
Effect of the spatial autocorrelation of empty sites on the evolution of cooperation
NASA Astrophysics Data System (ADS)
Zhang, Hui; Wang, Li; Hou, Dongshuang
2016-02-01
An evolutionary game model is constructed to investigate the spatial autocorrelation of empty sites on the evolution of cooperation. Each individual is assumed to imitate the strategy of the one who scores the highest in its neighborhood including itself. Simulation results illustrate that the evolutionary dynamics based on the Prisoner's Dilemma game (PD) depends severely on the initial conditions, while the Snowdrift game (SD) is hardly affected by that. A high degree of autocorrelation of empty sites is beneficial for the evolution of cooperation in the PD, whereas it shows diversification effects depending on the parameter of temptation to defect in the SD. Moreover, for the repeated game with three strategies, 'always defect' (ALLD), 'tit-for-tat' (TFT), and 'always cooperate' (ALLC), simulations reveal that an amazing evolutionary diversity appears for varying of parameters of the temptation to defect and the probability of playing in the next round of the game. The spatial autocorrelation of empty sites can have profound effects on evolutionary dynamics (equilibrium and oscillation) and spatial distribution.
NASA Astrophysics Data System (ADS)
Sultana, Tahmina; Takagi, Hiroaki; Morimatsu, Miki; Teramoto, Hiroshi; Li, Chun-Biu; Sako, Yasushi; Komatsuzaki, Tamiki
2013-12-01
We present a novel scheme to extract a multiscale state space network (SSN) from single-molecule time series. The multiscale SSN is a type of hidden Markov model that takes into account both multiple states buried in the measurement and memory effects in the process of the observable whenever they exist. Most biological systems function in a nonstationary manner across multiple timescales. Combined with a recently established nonlinear time series analysis based on information theory, a simple scheme is proposed to deal with the properties of multiscale and nonstationarity for a discrete time series. We derived an explicit analytical expression of the autocorrelation function in terms of the SSN. To demonstrate the potential of our scheme, we investigated single-molecule time series of dissociation and association kinetics between epidermal growth factor receptor (EGFR) on the plasma membrane and its adaptor protein Ash/Grb2 (Grb2) in an in vitro reconstituted system. We found that our formula successfully reproduces their autocorrelation function for a wide range of timescales (up to 3 s), and the underlying SSNs change their topographical structure as a function of the timescale; while the corresponding SSN is simple at the short timescale (0.033-0.1 s), the SSN at the longer timescales (0.1 s to ˜3 s) becomes rather complex in order to capture multiscale nonstationary kinetics emerging at longer timescales. It is also found that visiting the unbound form of the EGFR-Grb2 system approximately resets all information of history or memory of the process.
Molteni, Matteo; Ferri, Fabio
2016-11-01
A 10 ns time resolution, multi-tau software correlator, capable of computing simultaneous autocorrelation (A-A, B-B) and cross (A-B) correlation functions at count rates up to ∼10 MHz, with no data loss, has been developed in LabVIEW and C++ by using the National Instrument timer/counterboard (NI PCIe-6612) and a fast Personal Computer (PC) (Intel Core i7-4790 Processor 3.60 GHz ). The correlator works by using two algorithms: for large lag times (τ ≳ 1 μs), a classical time-mode scheme, based on the measure of the number of pulses per time interval, is used; differently, for τ ≲ 1 μs a photon-mode (PM) scheme is adopted and the correlation function is retrieved from the sequence of the photon arrival times. Single auto- and cross-correlation functions can be processed online in full real time up to count rates of ∼1.8 MHz and ∼1.2 MHz, respectively. Two autocorrelation (A-A, B-B) and a cross correlation (A-B) functions can be simultaneously processed in full real time only up to count rates of ∼750 kHz. At higher count rates, the online processing takes place in a delayed modality, but with no data loss. When tested with simulated correlation data and latex spheres solutions, the overall performances of the correlator appear to be comparable with those of commercial hardware correlators, but with several nontrivial advantages related to its flexibility, low cost, and easy adaptability to future developments of PC and data acquisition technology.
NASA Astrophysics Data System (ADS)
Molteni, Matteo; Ferri, Fabio
2016-11-01
A 10 ns time resolution, multi-tau software correlator, capable of computing simultaneous autocorrelation (A-A, B-B) and cross (A-B) correlation functions at count rates up to ˜10 MHz, with no data loss, has been developed in LabVIEW and C++ by using the National Instrument timer/counterboard (NI PCIe-6612) and a fast Personal Computer (PC) (Intel Core i7-4790 Processor 3.60 GHz ). The correlator works by using two algorithms: for large lag times (τ ≳ 1 μs), a classical time-mode scheme, based on the measure of the number of pulses per time interval, is used; differently, for τ ≲ 1 μs a photon-mode (PM) scheme is adopted and the correlation function is retrieved from the sequence of the photon arrival times. Single auto- and cross-correlation functions can be processed online in full real time up to count rates of ˜1.8 MHz and ˜1.2 MHz, respectively. Two autocorrelation (A-A, B-B) and a cross correlation (A-B) functions can be simultaneously processed in full real time only up to count rates of ˜750 kHz. At higher count rates, the online processing takes place in a delayed modality, but with no data loss. When tested with simulated correlation data and latex spheres solutions, the overall performances of the correlator appear to be comparable with those of commercial hardware correlators, but with several nontrivial advantages related to its flexibility, low cost, and easy adaptability to future developments of PC and data acquisition technology.
Comparison of two fractal interpolation methods
NASA Astrophysics Data System (ADS)
Fu, Yang; Zheng, Zeyu; Xiao, Rui; Shi, Haibo
2017-03-01
As a tool for studying complex shapes and structures in nature, fractal theory plays a critical role in revealing the organizational structure of the complex phenomenon. Numerous fractal interpolation methods have been proposed over the past few decades, but they differ substantially in the form features and statistical properties. In this study, we simulated one- and two-dimensional fractal surfaces by using the midpoint displacement method and the Weierstrass-Mandelbrot fractal function method, and observed great differences between the two methods in the statistical characteristics and autocorrelation features. From the aspect of form features, the simulations of the midpoint displacement method showed a relatively flat surface which appears to have peaks with different height as the fractal dimension increases. While the simulations of the Weierstrass-Mandelbrot fractal function method showed a rough surface which appears to have dense and highly similar peaks as the fractal dimension increases. From the aspect of statistical properties, the peak heights from the Weierstrass-Mandelbrot simulations are greater than those of the middle point displacement method with the same fractal dimension, and the variances are approximately two times larger. When the fractal dimension equals to 1.2, 1.4, 1.6, and 1.8, the skewness is positive with the midpoint displacement method and the peaks are all convex, but for the Weierstrass-Mandelbrot fractal function method the skewness is both positive and negative with values fluctuating in the vicinity of zero. The kurtosis is less than one with the midpoint displacement method, and generally less than that of the Weierstrass-Mandelbrot fractal function method. The autocorrelation analysis indicated that the simulation of the midpoint displacement method is not periodic with prominent randomness, which is suitable for simulating aperiodic surface. While the simulation of the Weierstrass-Mandelbrot fractal function method has strong periodicity, which is suitable for simulating periodic surface.
Analysis of spatial autocorrelation patterns of heavy and super-heavy rainfall in Iran
NASA Astrophysics Data System (ADS)
Rousta, Iman; Doostkamian, Mehdi; Haghighi, Esmaeil; Ghafarian Malamiri, Hamid Reza; Yarahmadi, Parvane
2017-09-01
Rainfall is a highly variable climatic element, and rainfall-related changes occur in spatial and temporal dimensions within a regional climate. The purpose of this study is to investigate the spatial autocorrelation changes of Iran's heavy and super-heavy rainfall over the past 40 years. For this purpose, the daily rainfall data of 664 meteorological stations between 1971 and 2011 are used. To analyze the changes in rainfall within a decade, geostatistical techniques like spatial autocorrelation analysis of hot spots, based on the Getis-Ord G i statistic, are employed. Furthermore, programming features in MATLAB, Surfer, and GIS are used. The results indicate that the Caspian coast, the northwest and west of the western foothills of the Zagros Mountains of Iran, the inner regions of Iran, and southern parts of Southeast and Northeast Iran, have the highest likelihood of heavy and super-heavy rainfall. The spatial pattern of heavy rainfall shows that, despite its oscillation in different periods, the maximum positive spatial autocorrelation pattern of heavy rainfall includes areas of the west, northwest and west coast of the Caspian Sea. On the other hand, a negative spatial autocorrelation pattern of heavy rainfall is observed in central Iran and parts of the east, particularly in Zabul. Finally, it is found that patterns of super-heavy rainfall are similar to those of heavy rainfall.
The roar of Yasur: Handheld audio recorder monitoring of Vanuatu volcanic vent activity
NASA Astrophysics Data System (ADS)
Lorenz, Ralph D.; Turtle, Elizabeth P.; Howell, Robert; Radebaugh, Jani; Lopes, Rosaly M. C.
2016-08-01
We describe how near-field audio recording using a pocket digital sound recorder can usefully document volcanic activity, demonstrating the approach at Yasur, Vanuatu in May 2014. Prominent emissions peak at 263 Hz, interpreted as an organ-pipe mode. High-pass filtering was found to usefully discriminate volcano vent noise from wind noise, and autocorrelation of the high pass acoustic power reveals a prominent peak in exhalation intervals of 2.5, 4 and 8 s, with a number of larger explosive events at 200 s intervals. We suggest that this compact and inexpensive audio instrumentation can usefully supplement other field monitoring such as seismic or infrasound. A simple estimate of acoustic power interpreted with a dipole jet noise model yielded vent velocities too low to be compatible with pyroclast emission, suggesting difficulties with this approach at audio frequencies (perhaps due to acoustic absorption by volcanic gases).
Numerical simulation of the compressible Orszag-Tang vortex 2. Supersonic flow
NASA Technical Reports Server (NTRS)
Picone, J. M.; Dahlburg, Russell B.
1990-01-01
The numerical investigation of the Orszag-Tang vortex system in compressible magnetofluids will consider initial conditions with embedded supersonic regions. The simulations have initial average Mach numbers 1.0 and 1.5 and beta 10/3 with Lundquist numbers 50, 100, or 200. The behavior of the system differs significantly from that found previously for the incompressible and subsonic analogs. Shocks form at the downstream boundaries of the embedded supersonic regions outside the central magnetic X-point and produce strong local current sheets which dissipate appreciable magnetic energy. Reconnection at the central X-point, which dominates the incompressible and subsonic systems, peaks later and has a smaller impact as M increases from 0.6 to 1.5. Similarly, correlation between the momentum and magnetic field begins significant growth later than in subsonic and incompressible flows. The shocks bound large compression regions, which dominate the wavenumber spectra of autocorrelations in mass density, velocity, and magnetic field.
NASA Astrophysics Data System (ADS)
Chung, Sang Yong; Senapathi, Venkatramanan; Sekar, Selvam; Kim, Tae Hyung
2018-02-01
Monitoring and time-series analysis of the hydrological parameters electrical conductivity (EC), water pressure, precipitation and tide were carried out, to understand the characteristics of the parameter variations and their correlations at a coastal area in Busan, South Korea. The monitoring data were collected at a sharp interface between freshwater and saline water at the depth of 25 m below ground. Two well-logging profiles showed that seawater intrusion has largely expanded (progressed inland), and has greatly affected the groundwater quality in a coastal aquifer of tuffaceous sedimentary rock over a 9-year period. According to the time series analyses, the periodograms of the hydrological parameters present very similar trends to the power spectral densities (PSD) of the hydrological parameters. Autocorrelation functions (ACF) and partial autocorrelation functions (PACF) of the hydrological parameters were produced to evaluate their self-correlations. The ACFs of all hydrologic parameters showed very good correlation over the entire time lag, but the PACF revealed that the correlations were good only at time lag 1. Crosscorrelation functions (CCF) were used to evaluate the correlations between the hydrological parameters and the characteristics of seawater intrusion in the coastal aquifer system. The CCFs showed that EC had a close relationship with water pressure and precipitation rather than tide. The CCFs of water pressure with tide and precipitation were in inverse proportion, and the CCF of water pressure with precipitation was larger than that with tide.
The Generalized Multilevel Facets Model for Longitudinal Data
ERIC Educational Resources Information Center
Hung, Lai-Fa; Wang, Wen-Chung
2012-01-01
In the human sciences, ability tests or psychological inventories are often repeatedly conducted to measure growth. Standard item response models do not take into account possible autocorrelation in longitudinal data. In this study, the authors propose an item response model to account for autocorrelation. The proposed three-level model consists…
Exploring Online Learning Data Using Fractal Dimensions. Research Report. ETS RR-17-15
ERIC Educational Resources Information Center
Guo, Hongwen
2017-01-01
Data collected from online learning and tutoring systems for individual students showed strong autocorrelation or dependence because of content connection, knowledge-based dependency, or persistence of learning behavior. When the response data show little dependence or negative autocorrelations for individual students, it is suspected that…
VizieR Online Data Catalog: Molecular clumps in W51 giant molecular cloud (Parsons+, 2012)
NASA Astrophysics Data System (ADS)
Parsons, H.; Thompson, M. A.; Clark, J. S.; Chrysostomou, A.
2013-04-01
The W51 GMC was mapped using the Heterodyne Array Receiver Programme (HARP) receiver with the back-end digital autocorrelator spectrometer Auto-Correlation Spectral Imaging System (ACSIS) on the James Clerk Maxwell Telescope (JCMT). Data were taken in 2008 May. (2 data files).
Spatial Autocorrelation And Autoregressive Models In Ecology
Jeremy W. Lichstein; Theodore R. Simons; Susan A. Shriner; Kathleen E. Franzreb
2003-01-01
Abstract. Recognition and analysis of spatial autocorrelation has defined a new paradigm in ecology. Attention to spatial pattern can lead to insights that would have been otherwise overlooked, while ignoring space may lead to false conclusions about ecological relationships. We used Gaussian spatial autoregressive models, fit with widely available...
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dureckova, Hana, E-mail: houci059@uottawa.ca; Woo, Tom K., E-mail: tom.woo@uottawa.ca; Alavi, Saman, E-mail: saman.alavi@nrc-cnrc.gc.ca
Bromine forms a tetragonal clathrate hydrate structure (TS-I) very rarely observed in clathrate hydrates of other guest substances. The detailed structure, energetics, and dynamics of Br{sub 2} and Cl{sub 2} in TS-I and cubic structure I (CS-I) clathrate hydrates are studied in this work using molecular dynamics and quantum chemical calculations. X-ray diffraction studies show that the halogen-water–oxygen distances in the cages of these structures are shorter than the sum of the van der Waals radii of halogen and oxygen atoms. This suggests that the stabilizing effects of halogen bonding or other non-covalent interactions (NCIs) may contribute to the formationmore » of the unique tetragonal bromine hydrate structure. We performed molecular dynamics simulations of Br{sub 2} and Cl{sub 2} clathrate hydrates using our previously developed five-site charge models for the dihalogen molecules [Dureckova et al. Can. J. Chem. 93, 864 (2015)] which reproduce the computed electrostatic potentials of the dihalogens and account for the electropositive σ-hole of the halogen bond donor (the dihalogen). Analysis of the radial distribution functions, enthalpies of encapsulation, velocity and orientation autocorrelation functions, and polar angle distributions are carried out for Br{sub 2} and Cl{sub 2} guests in various cages to contrast the properties of these guests in the TS-I and CS-I phases. Quantum chemical partial geometry optimizations of Br{sub 2} and Cl{sub 2} guests in the hydrate cages using the M06-2X functional give short halogen-water distances compatible with values observed in X-ray diffraction experiments. NCI plots of guest-cage structures are generated to qualitatively show the relative strength of the non-bonding interactions between dihalogens and water molecules. The differences between behaviors of Br{sub 2} and Cl{sub 2} guests in the hydrate cages may explain why bromine forms the unique TS-I phase.« less
Digital PIV Measurements of Acoustic Particle Displacements in a Normal Incidence Impedance Tube
NASA Technical Reports Server (NTRS)
Humphreys, William M., Jr.; Bartram, Scott M.; Parrott, Tony L.; Jones, Michael G.
1998-01-01
Acoustic particle displacements and velocities inside a normal incidence impedance tube have been successfully measured for a variety of pure tone sound fields using Digital Particle Image Velocimetry (DPIV). The DPIV system utilized two 600-mj Nd:YAG lasers to generate a double-pulsed light sheet synchronized with the sound field and used to illuminate a portion of the oscillatory flow inside the tube. A high resolution (1320 x 1035 pixel), 8-bit camera was used to capture double-exposed images of 2.7-micron hollow silicon dioxide tracer particles inside the tube. Classical spatial autocorrelation analysis techniques were used to ascertain the acoustic particle displacements and associated velocities for various sound field intensities and frequencies. The results show that particle displacements spanning a range of 1-60 microns can be measured for incident sound pressure levels of 100-130 dB and for frequencies spanning 500-1000 Hz. The ability to resolve 1 micron particle displacements at sound pressure levels in the 100 dB range allows the use of DPIV systems for measurement of sound fields at much lower sound pressure levels than had been previously possible. Representative impedance tube data as well as an uncertainty analysis for the measurements are presented.
The effects of organizational stress on inpatient psychiatric medication patterns.
Gouse, A S
1984-07-01
The effect of organizational stress on the antipsychotic medication levels of patients was assessed over a 1-year period. Through the use of autocorrelational techniques, medication use was shown to function as a dynamic homeostasis: Continuous adjustments and counter-adjustments resulted in an approximation of equilibrium centering around an idealized dose level. Graphically, these homeostatic oscillations resembled a sinusoidal function with distinct amplitude and periodicity. Organizational stress significantly increased the amplitude of dose level oscillations and shortened the periodicity of each oscillation. Uncontrolled, this situation could lead to a state of extreme overmedication followed sharply by extreme undermedication .
NASA Astrophysics Data System (ADS)
Shukrinov, Yu. M.; Hamdipour, M.; Kolahchi, M. R.
2009-07-01
Charge formations on superconducting layers and creation of the longitudinal plasma wave in the stack of intrinsic Josephson junctions change crucially the superconducting current through the stack. Investigation of the correlations of superconducting currents in neighboring Josephson junctions and the charge correlations in neighboring superconducting layers allows us to predict the additional features in the current-voltage characteristics. The charge autocorrelation functions clearly demonstrate the difference between harmonic and chaotic behavior in the breakpoint region. Use of the correlation functions gives us a powerful method for the analysis of the current-voltage characteristics of coupled Josephson junctions.
Investment Dynamics with Natural Expectations.
Fuster, Andreas; Hebert, Benjamin; Laibson, David
2010-01-01
We study an investment model in which agents have the wrong beliefs about the dynamic properties of fundamentals. Specifically, we assume that agents underestimate the rate of mean reversion. The model exhibits the following six properties: (i) Beliefs are excessively optimistic in good times and excessively pessimistic in bad times. (ii) Asset prices are too volatile. (iii) Excess returns are negatively autocorrelated. (iv) High levels of corporate profits predict negative future excess returns. (v) Real economic activity is excessively volatile; the economy experiences amplified investment cycles. (vi) Corporate profits are positively autocorrelated in the short run and negatively autocorrelated in the medium run. The paper provides an illustrative model of animal spirits, amplified business cycles, and excess volatility.
Chin, Sang Hoon; Kim, Young Jae; Song, Ho Seong; Kim, Dug Young
2006-10-10
We propose a simple but powerful scheme for the complete analysis of the frequency chirp of a gain-switched optical pulse using a fringe-resolved interferometric two-photon absorption autocorrelator. A frequency chirp imposed on the gain-switched pulse from a laser diode was retrieved from both the intensity autocorrelation trace and the envelope of the second-harmonic interference fringe pattern. To verify the accuracy of the proposed phase retrieval method, we have performed an optical pulse compression experiment by using dispersion-compensating fibers with different lengths. We have obtained close agreement by less than a 1% error between the compressed pulse widths and numerically calculated pulse widths.
Fujii, Takahide; Nakano, Masanao; Yamashita, Ken; Konishi, Toshihiro; Izumi, Shintaro; Kawaguchi, Hiroshi; Yoshimoto, Masahiko
2013-01-01
This paper describes a robust method of Instantaneous Heart Rate (IHR) and R-peak detection from noisy electrocardiogram (ECG) signals. Generally, the IHR is calculated from the R-wave interval. Then, the R-waves are extracted from the ECG using a threshold. However, in wearable bio-signal monitoring systems, noise increases the incidence of misdetection and false detection of R-peaks. To prevent incorrect detection, we introduce a short-term autocorrelation (STAC) technique and a small-window autocorrelation (SWAC) technique, which leverages the similarity of QRS complex waveforms. Simulation results show that the proposed method improves the noise tolerance of R-peak detection.
Investment Dynamics with Natural Expectations*
Fuster, Andreas; Hebert, Benjamin; Laibson, David
2012-01-01
We study an investment model in which agents have the wrong beliefs about the dynamic properties of fundamentals. Specifically, we assume that agents underestimate the rate of mean reversion. The model exhibits the following six properties: (i) Beliefs are excessively optimistic in good times and excessively pessimistic in bad times. (ii) Asset prices are too volatile. (iii) Excess returns are negatively autocorrelated. (iv) High levels of corporate profits predict negative future excess returns. (v) Real economic activity is excessively volatile; the economy experiences amplified investment cycles. (vi) Corporate profits are positively autocorrelated in the short run and negatively autocorrelated in the medium run. The paper provides an illustrative model of animal spirits, amplified business cycles, and excess volatility. PMID:23243469
15 pixels digital autocorrelation spectrometer system
NASA Astrophysics Data System (ADS)
Lee, Changhoon; Kim, Hyo-Ryung; Kim, Kwang-Dong; Chung, Mun-Hee; Timoc, C.
2006-06-01
In this paper describes the system configuration and the some performance test results of the 15 pixels digital autocorrelation spectrometer to be used at the Taeduk Radio Astronomy Observatory (TRAO) of Korea. This autocorrelation spectrometer instrument enclosed in a 3-slot VXI module and controlled via a USB port by a backend PC. This spectrometer system consists of the 4 band-pass filters unit, the digitizer, the 512 lags correlator, the clock distribution unit, and USB controller. And here we describe the frequency accuracy and the root-mean-square noise characteristic of this spectrometer. After some calibration procedure, this spectrometer can be use as the back-end system at TRAO for the 3x5 focal plane array receivers.
Samuel A. Cushman; Michael Chase; Curtice Griffin
2005-01-01
Autocorrelation in animal movements can be both a serious nuisance to analysis and a source of valuable information about the scale and patterns of animal behavior, depending on the question and the techniques employed. In this paper we present an approach to analyzing the patterns of autocorrelation in animal movements that provides a detailed picture of seasonal...
Estimating the Autocorrelated Error Model with Trended Data: Further Results,
1979-11-01
Perhaps the most serious deficiency of OLS in the presence of autocorrelation is not inefficiency but bias in its estimated standard errors--a bias...k for all t has variance var(b) = o2/ Tk2 2This refutes Maeshiro’s (1976) conjecture that "an estimator utilizing relevant extraneous information
Logistic regression for southern pine beetle outbreaks with spatial and temporal autocorrelation
M. L. Gumpertz; C.-T. Wu; John M. Pye
2000-01-01
Regional outbreaks of southern pine beetle (Dendroctonus frontalis Zimm.) show marked spatial and temporal patterns. While these patterns are of interest in themselves, we focus on statistical methods for estimating the effects of underlying environmental factors in the presence of spatial and temporal autocorrelation. The most comprehensive available information on...
USDA-ARS?s Scientific Manuscript database
If not properly account for, auto-correlated errors in observations can lead to inaccurate results in soil moisture data analysis and reanalysis. Here, we propose a more generalized form of the triple collocation algorithm (GTC) capable of decomposing the total error variance of remotely-sensed surf...