17 resultados para Gaussian Processes


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The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 hj(x)nj(t) where f and the hj are piecewise linear functions (not necessarily continuous), and the nj are stationary Gaussian white noise. For such systems, it is shown how the Laplace-transformed FP equation can be solved for the transformed transition probability density. By manipulation of the FP equation and its adjoint, a formula is derived for the transformed autocorrelation function in terms of the transformed transition density. From this, the spectral density is readily obtained. The method generalizes that of Caughey and Dienes, J. Appl. Phys., 32.11.

This method is applied to 4 subclasses: (1) m = 1, h1 = const. (forcing function excitation); (2) m = 1, h1 = f (parametric excitation); (3) m = 2, h1 = const., h2 = f, n1 and n2 correlated; (4) the same, uncorrelated. Many special cases, especially in subclass (1), are worked through to obtain explicit formulas for the spectral density, most of which have not been obtained before. Some results are graphed.

Dealing with parametrically excited first order systems leads to two complications. There is some controversy concerning the form of the FP equation involved (see Gray and Caughey, J. Math. Phys., 44.3); and the conditions which apply at irregular points, where the second order coefficient of the FP equation vanishes, are not obvious but require use of the mathematical theory of diffusion processes developed by Feller and others. These points are discussed in the first chapter, relevant results from various sources being summarized and applied. Also discussed is the steady-state density (the limit of the transition density as t → ∞).

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Recent theoretical developments in the reggeization of inelastic processes involving particles with high spin are incorporated into a model of vector meson production. A number of features of experimental differential cross sections and density matrices are interpreted in terms of this model.

The method chosen for reggeization of helicity amplitudes first separates kinematic zeros and singularities from the parity-conserving amplitudes and then applies results of Freedman and Wang on daughter trajectories to the remaining factors. Kinematic constraints on helicity amplitudes at t = 0 and t = (M – MΔ)2 are also considered.

It is found that data for reactions of types πN→VN and πN→VΔ are consistent with a model of this type in which all kinematic constraints at t = 0 are satisfied by evasion (vanishing of residue functions). As a quantitative test of the parametrization, experimental differential cross sections of vector meson production reactions dominated by pion trajectory exchange are compared with the theory. It is found that reduced residue functions are approximately constant, once the kinematic behavior near t = (M – MΔ)2 has been removed.

The alternative possibility of conspiracy between amplitudes is also discussed; and it is shown that unless conspiracy is present, some amplitudes allowed by angular momentum conservation will not contribute with full strength in the forward direction. An example, γp→π+n in which the data for dσ/dt indicate conspiracy, is studied in detail.