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An explicit form for a stationary dilation for periodically correlated random processes is obtained. This is then used to give spectral conditions for a periodically correlated process to be non-deterministic, purely deterministic, minimal, and to have a positive angle between its past and future.
An explicit form for a stationary dilation for periodically correlated random processes is obtained. This is then used to give spectral conditions for a periodically correlated process to be non-deterministic, purely deterministic, minimal, and to have a positive angle between its past and future.
A reliability analysis of structures subjected to random service loads and periodic proof tests treats gust loads and maneuver loads as random processes. Crack initiation, crack propagation, and strength degradation are treated as the fatigue process. The time to fatigue crack initiation and ultimate strength are random variables. Residual strength decreases during crack propagation, so that failure rate increases with time. When a structure fails under periodic proof testing, a new structure is built and proof-tested. The probability of structural failure in service is derived from treatment of all the random variables, strength degradations, service loads, proof tests, and the renewal of failed structures. Some numerical examples are worked out.
The paper describes turbulence simulation experiments based on the principles of control system theory, that is, the construction of a system characterized by a system function such that upon exciting the system with prescribed noise processes the output of the system is a realization of a random processing the desired statistical attributes of turbulence. An experimental autocorrelation of Jimsphere measurements of wind velocity was approximated to simulate turbulent wind. From the approximate autocorrelation function, the required system function is obtained, and a discrete time system is designed. Another method of simulation is to solve the convolution integral by filter techniques. Other methods include discrete Fourier simulation and self-similar simulation.
Probability distribution functions (PDFs) are very used in modeling random processes and physics simulations. Improving the performance of algorithms that generate many random numbers under complex PDFs is often a very challenging task when methods as direct functions are not available. In this work we present general strategies on how to vectorize some PDFs using VecCore library. We show the results for the Exponential, Gaussian, discrete Poisson and Gamma probability distributions.
The study of the statistical properties of coronal mass ejections (CMEs) reveals that their properties depend on the period of solar activity. In particular, when investigating the origin of the waiting time distribution between CMEs, a significant departure from a Poisson process during periods of high solar activity has been found, thus suggesting the existence of at least two physical processes underlying the origin of CMEs. One acts continuously, perhaps related to randomly occurring magnetic reconfigurations of the solar corona at large scales. The other plays a role only during the solar maximum, probably due to the photospheric emergence of magnetic flux as a statistically persistent mechanism, which generates long correlation times among CME events strong enough not to be destroyed by the former random process.
Signal delay parameter explicitly derived from observed data of deterministic signal and sample function from random process
Probability density for countdown derived from stochastic process random variables
A number of lifting rotor conditions with random inputs are discussed. The present state of random process theory, applicable to lifting rotor problems is sketched. Possible theories of random blade flapping and random blade flap-bending are outlined and their limitations discussed. A plan for preliminary experiments to study random flapping motions of a see-saw rotor is developed.
Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.
Probabilistic Risk Analysis (PRA) has been introduced for several decades in safety and nuclear advanced countries have already used this methodology in their own regulatory systems. However, PRA has not been developed in safeguards and security so far because of inherent difficulties in intentional and malicious acts. In this paper, probabilistic proliferation and risk analysis based on random process is applied to hypothetical reprocessing process and physical protection system in nuclear reactor with the Markov model that was originally developed by the Proliferation Resistance and Physical Protection Working Group (PRPPWG) in Generation IV International Framework (GIF). Through the challenge to quantify the security risk with a frequency in this model, integrated risk notion among 3S to pursue the cost-effective installation of those countermeasures is discussed in a heroic manner.
Surface roughness is simulated by the model of non-Gaussian random process. Our results for the scattering of rarefied gas atoms from a rough surface using modified approach to the DSMC calculation of rarefied gas flow near a rough surface are developed and generalized applying the poly-Gaussian model representing probability density as the mixture of Gaussian densities. The transformation of the scattering function due to the roughness is characterized by the roughness operator. Simulating rough surface of the walls by the poly-Gaussian random field expressed as integrated Wiener process, we derive a representation of the roughness operator that can be applied in numerical DSMC methods as well as in analytical investigations.
The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.
In this work, a new type of elementary logic circuit, named random flip-flop (RFF), is proposed, experimentally realized, and studied. Unlike conventional Boolean logic circuits whose action is deterministic and highly reproducible, the action of a RFF is intentionally made maximally unpredictable and, in the proposed realization, derived from a fundamentally random process of emission and detection of light quanta. We demonstrate novel applications of RFF in randomness preserving frequency division, random frequency synthesis, and random number generation. Possible usages of these applications in the information and communication technology, cryptographic hardware, and testing equipment are discussed.
A digital simulation of the continuous error of the localized beam of a conventional instrument landing system is discussed. The digital simulation was developed during the analysis of space shuttle navigation capabilities. A discrete mathematical model for use on a digital computer is described. The model generates an output random sequence which is equivalent, for simulation purposes, to the desired random process. The model is a system of difference equations driven by a zero-mean Gaussian random sequence.
The propagation of waves in a random medium is studied in the 'quasi-optics' and the 'Markov random process' approximations. Under these assumptions, a Fokker-Planck equation satisfied by the characteristic functional of the random wave field is derived. A complete set of moment equations with different transverse coordinates and different wave numbers is then obtained from the Fokker-Planck equation of the characteristic functional. The application of those results to the pulse smearing of the pulsar signal and the frequency correlation function of the wave intensity in interstellar scintillation is briefly discussed.
The effect of random and systematic errors associated with the measurement of normal incidence acoustic impedance in a zero-mean-flow environment was investigated by the transmission line method. The influence of random measurement errors in the reflection coefficients and pressure minima positions was investigated by computing fractional standard deviations of the normalized impedance. Both the standard techniques of random process theory and a simplified technique were used. Over a wavelength range of 68 to 10 cm random measurement errors in the reflection coefficients and pressure minima positions could be described adequately by normal probability distributions with standard deviations of 0.001 and 0.0098 cm, respectively. An error propagation technique based on the observed concentration of the probability density functions was found to give essentially the same results but with a computation time of about 1 percent of that required for the standard technique. The results suggest that careful experimental design reduces the effect of random measurement errors to insignificant levels for moderate ranges of test specimen impedance component magnitudes. Most of the observed random scatter can be attributed to lack of control by the mounting arrangement over mechanical boundary conditions of the test sample.
Here, we have investigated the molecular exchange of sodium dodecyl sulfate (SDS) micelles in aqueous solution by time-resolved small angle neutron scattering (TR-SANS) measurements as a function of the surfactant and salt concentration. Starting with deuterated (d-SDS) and protonated (h-SDS) SDS micelles, surfactant exchange across the micelles leads to a randomized distribution of d-SDS and h-SDS within each micelle. By employing the contrast matching technique, we have studied this randomization process which is a direct measure of the molecular exchange of this system. Our results show that the randomization of the pure h-SDS and d-SDS micelles occurs in two steps: first, an almost instantaneous drop in the scattering intensity is observed where ~80% of the micelles are randomized (contrast matched). After this, micelle randomization progresses slowly spanning over ~100 hours. Importantly, we show that the kinetics in the second step are dominated by the formation of domains rich in either h-SDS, d-SDS and randomized (50 : 50 h-SDS : d-SDS). The slow exchange step is modeled via a phenomenological approach by drawing analogy to the Langmuir adsorption theory. Finally, the effects of the surfactant and salt concentrations on the instantaneous, and the time dependent randomization of SDS micelles are discussed.