Some applications of stochastic differential equations to optimal nonlinear filtering.
Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
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Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
The dissipative one-field drift wave equation is solved using the pseudospectral method to generate steady-state fluctuations. The fluctuations are analyzed in terms of space-time correlation functions and modal probability distributions. Nearly Gaussian statistics and exponential decay of the two-time correlation functions occur in the presence of electron dissipation, while in the absence of electron dissipation long-lived vortical structures occur. Formulas from renormalized, Markovianized statistical turbulence theory are given in a local approximation to interpret the dissipative turbulence.
Much work has been performed in developing empirical global cloud cover models. This investigation was made to determine an underlying theoretical statistical distribution to represent worldwide cloud cover. The beta distribution with probability density function is given to represent the variability of this random variable. It is shown that the beta distribution possesses the versatile statistical characteristics necessary to assume the wide variety of shapes exhibited by cloud cover. A total of 160 representative empirical cloud cover distributions were investigated and the conclusion was reached that this study provides sufficient statical evidence to accept the beta probability distribution as the underlying model for world cloud cover.
Control systems for manufacturing processes based on statistical analyses and probability distribution curves for large and small deviations
The ability to model semiconductor device degradation under neutron irradiation depends upon having a robust modeling capability for the neutron-induced collision cascades as well as a means to analytically fit the resulting probability distributions of defect production and ionizing energy deposition for purposes of extrapolation to low-probability, high-consequence scenarios. In this paper, the widely-utilized binary collision approximation codes MARLOWE and SRIM are deployed in conjunction with a critical examination of their parameterizations as benchmarked against higher-fidelity molecular dynamics simulations. A simple 3-parameter form described by the Generalized Logistic Distribution is shown to be a good fit to Frenkel pair and ionization intensity distributions in bulk silicon. The BCA codes are then applied to simulate cascades in 5 nm layers of a representative gate-all-around nanosheet transistor, where joint probability distributions of threshold levels of damage to multiple layers are evaluated.
A probability density function for the variability of ensemble averaged spectral estimates from helicopter acoustic signals in Gaussian background noise was evaluated. Numerical methods for calculating the density function and for determining confidence limits were explored. Density functions were predicted for both synthesized and experimental data and compared with observed spectral estimate variability.
Cloud and precipitation systems over the tropics and subtropics are simulated with a multi-scale modeling framework (MMF) and compared against the TRMM radar precipitation features (RPFs) product. A methodology, in close analogy to the TRMM RPFs, is developed to analyze simulated cloud precipitating structures from the embedded two-dimensional cloud-resolving models (CRMs) within an MMF. Despite the two-dimensionality of the CRMs, the simulated RPFs population distribution, and horizontal and vertical structure are in good agreement with TRMM observations. However, some deficits are also found in the model simulations. The model tends to overestimate mean convective precipitation rates for RPFs with a size less than 100 km, contributing to the excessive precipitation biases in the warm pool and western Pacific, western and northern India Ocean, and eastern Pacific commonly found in most MMFs. For large features with a size greater than 150 km, both convective and stratiform rain rates are underestimated. The distribution of maximum radar echo top heights as a function of RPF size is well simulated except the model tends to underestimate the occurrence frequency of maximum heights greater than 15 km. The maximum echo top heights for convective cells embedded within large RPFs with a size greater than 150 km are also underestimated. The cyclic lateral boundary with a limited model domain generates artificial occurrences for RPFs with a size close to the model domain size, producing a significant contribution to the total rainfall due to their sizes. This cyclic lateral boundary effect can be easily identified and quantified in both probability and cumulative distribution functions of RPFs. The geophysical distribution of the population of the largest RPFs in the control experiment shows they are mainly located in the Subtropics but also partially contribute to the common MMF biases of excessive precipitation in the Tropics. Sensitivity experiments using CRMs with different domain sizes and different grid spacings show larger domains (higher resolution) tend to shift the RPFs distribution to large (small) sizes. The cyclic lateral boundary biases increase as CRM domain size decreases. The impacts of model horizontal and vertical resolution on simulated convective systems are also investigated.
The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"
Bidirectional reflectance model for randomly rough surface, using distribution function for macroscopic probability of microscopic surface roughness elements with specific slopes
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.
A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.
The basic equations of quantum scattering were translated into the Wigner representation, putting quantum mechanics in the form of a stochastic process in phase space, with real valued probability distributions and source functions. The interpretative picture associated with this representation is developed and stressed and results used in applications published elsewhere are derived. The form of the integral equation for scattering as well as its multiple scattering expansion in this representation are derived. Quantum corrections to classical propagators are briefly discussed. The basic approximation used in the Monte-Carlo method is derived in a fashion which allows for future refinement and which includes bound state production. Finally, as a simple illustration of some of the formalism, scattering is treated by a bound two body problem. Simple expressions for single and double scattering contributions to total and differential cross-sections as well as for all necessary shadow corrections are obtained.
This paper proves that there exists a fixed random coding strategy for block coding a memoryless information source to achieve the absolute epsilon entropy of the source. That is, the strategy can be chosen independent of the block length. The principal new tool is an easy result on the semicontinuity of the relative entropy functional of one probability distribution with respect to another. The theorem generalizes a result from rate-distortion theory to the 'zero-infinity' case.
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
The Weibull statistical theory of fracture was applied to thermal shock of ceramics in the water quench test. Transient thermal stresses and probability of failure were calculated for a cylindrical specimen cooled by convection. The convective heat transfer coefficient was calibrated using the time to failure which was measured with an acoustic emission technique. Theoretical failure probability distributions as a function of time and quench temperature compare favorably with experimental results for three high-alumina ceramics and a glass.
A chord length distribution function for simultaneus path lengths in two parallelepipeds is developed, which is applicable to a unidirectional flux. The distribution function measures the probability for an ion trajectory to have a path length exceeding a specified value in one parallelepiped and to simultationsly have a path length exceeding another specified value in another parallelepiped.
The present paper describes the application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to air craft wing type structures. The code performs a complete probabilistic structural analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of life of a wing type composite structure under different hygrothermal environments subjected to random pressure. The sensitivity of fatigue life to a number of critical structural/material variables is also computed from the analysis.
The application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to aircraft wing type structures is described. The code performs a complete probabilistic analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups, and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of the fatigue life of a wing type composite structure under different hygrothermal environments subjected to the random pressure. The sensitivity of the fatigue life to a number of critical structural/material variables is also computed from the analysis.