121 resultados para Variance.
Resumo:
Experiments in spintronics necessarily involve the detection of spin polarization. The sensitivity of this detection becomes an important factor to consider when extending the low temperature studies on semiconductor spintronic devices to room temperature, where the spin signal is weaker. In pump-probe experiments, which optically inject and detect spins, the sensitivity is often improved by using a photoelastic modulator (PEM) for lock-in detection. However, spurious signals can arise if diode lasers are used as optical sources in such experiments, along with a PEM. In this work, we eliminated the spurious electromagnetic coupling of the PEM onto the probe diode laser, by the double modulation technique. We also developed a test for spurious modulated interference in the pump-probe signal, due to the PEM. Besides, an order of magnitude enhancement in the sensitivity of detection of spin polarization by Kerr rotation, to 3x10(-8) rad was obtained by using the concept of Allan variance to optimally average the time series data over a period of 416 s. With these improvements, we are able to experimentally demonstrate at room temperature, photoinduced steady-state spin polarization in bulk GaAs. Thus, the advances reported here facilitate the use of diode lasers with a PEM for sensitive pump-probe experiments. They also constitute a step toward detection of spin-injection in Si at room temperature.
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A recent theoretical model developed by Imparato et al. Phys of the experimentally measured heat and work effects produced by the thermal fluctuations of single micron-sized polystyrene beads in stationary and moving optical traps has proved to be quite successful in rationalizing the observed experimental data. The model, based on the overdamped Brownian dynamics of a particle in a harmonic potential that moves at a constant speed under a time-dependent force, is used to obtain an approximate expression for the distribution of the heat dissipated by the particle at long times. In this paper, we generalize the above model to consider particle dynamics in the presence of colored noise, without passing to the overdamped limit, as a way of modeling experimental situations in which the fluctuations of the medium exhibit long-lived temporal correlations, of the kind characteristic of polymeric solutions, for instance, or of similar viscoelastic fluids. Although we have not been able to find an expression for the heat distribution itself, we do obtain exact expressions for its mean and variance, both for the static and for the moving trap cases. These moments are valid for arbitrary times and they also hold in the inertial regime, but they reduce exactly to the results of Imparato et al. in appropriate limits. DOI: 10.1103/PhysRevE.80.011118 PACS.
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Self-tuning is applied to the control of nonlinear systems represented by the Hammerstein model wherein the nonlinearity is any odd-order polynomial. But control costing is not feasible in general. Initial relay control is employed to contain the deviations.
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When there is a variation in the quality of males in a population, multiple mating can lead to an increase in the genetic fitness of a female by reducing the variance of the progeny number. The extent of selective advantage obtainable by this process is investigated for a population subdivided into structured demes. It is seen that for a wide range of model parameters (deme size, distribution of male quality, local resource level), multiple mating leads to a considerable increase in the fitness. Frequency-dependent selection or a stable coexistence between polyandry and monandry can also result when the possible costs involved in multiple mating are taken into account.
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In this paper, we introduce an analytical technique based on queueing networks and Petri nets for making a performance analysis of dataflow computations when executed on the Manchester machine. This technique is also applicable for the analysis of parallel computations on multiprocessors. We characterize the parallelism in dataflow computations through a four-parameter characterization, namely, the minimum parallelism, the maximum parallelism, the average parallelism and the variance in parallelism. We observe through detailed investigation of our analytical models that the average parallelism is a good characterization of the dataflow computations only as long as the variance in parallelism is small. However, significant difference in performance measures will result when the variance in parallelism is comparable to or higher than the average parallelism.
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We reconsider standard uniaxial fatigue test data obtained from handbooks. Many S-N curve fits to such data represent the median life and exclude load-dependent variance in life. Presently available approaches for incorporating probabilistic aspects explicitly within the S-N curves have some shortcomings, which we discuss. We propose a new linear S-N fit with a prespecified failure probability, load-dependent variance, and reasonable behavior at extreme loads. We fit our parameters using maximum likelihood, show the reasonableness of the fit using Q-Q plots, and obtain standard error estimates via Monte Carlo simulations. The proposed fitting method may be used for obtaining S-N curves from the same data as already available, with the same mathematical form, but in cases in which the failure probability is smaller, say, 10 % instead of 50 %, and in which the fitted line is not parallel to the 50 % (median) line.
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A few variance reduction schemes are proposed within the broad framework of a particle filter as applied to the problem of structural system identification. Whereas the first scheme uses a directional descent step, possibly of the Newton or quasi-Newton type, within the prediction stage of the filter, the second relies on replacing the more conventional Monte Carlo simulation involving pseudorandom sequence with one using quasi-random sequences along with a Brownian bridge discretization while representing the process noise terms. As evidenced through the derivations and subsequent numerical work on the identification of a shear frame, the combined effect of the proposed approaches in yielding variance-reduced estimates of the model parameters appears to be quite noticeable. DOI: 10.1061/(ASCE)EM.1943-7889.0000480. (C) 2013 American Society of Civil Engineers.
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Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes. (C) 2015 Elsevier B.V. All rights reserved.
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A coarse-grained stochastic hydrodynamical description of velocity and concentration fluctuations in steadily sedimenting suspensions is constructed and analyzed using self-consistent and renormalization-group methods. We find a nonequilibrium phase transition from an "unscreened" phase in which we recover the Caflisch-Luke [Phys. Fluids 28, 759 (1985)] divergence of the velocity variance to a "screened" phase where the fluctuations have a finite correlation length depending on the volume fraction phi as phi(-1/3), in agreement with Segre et al. [Phys. Rev. Lett. 79, 2574 (1997)] (if their observation of a phi-independent diffusivity is used), and the velocity variance is independent of system size.
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Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.
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This study investigates the potential of Relevance Vector Machine (RVM)-based approach to predict the ultimate capacity of laterally loaded pile in clay. RVM is a sparse approximate Bayesian kernel method. It can be seen as a probabilistic version of support vector machine. It provides much sparser regressors without compromising performance, and kernel bases give a small but worthwhile improvement in performance. RVM model outperforms the two other models based on root-mean-square-error (RMSE) and mean-absolute-error (MAE) performance criteria. It also stimates the prediction variance. The results presented in this paper clearly highlight that the RVM is a robust tool for prediction Of ultimate capacity of laterally loaded piles in clay.
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We address the issue of complexity for vector quantization (VQ) of wide-band speech LSF (line spectrum frequency) parameters. The recently proposed switched split VQ (SSVQ) method provides better rate-distortion (R/D) performance than the traditional split VQ (SVQ) method, even at the requirement of lower computational complexity. but at the expense of much higher memory. We develop the two stage SVQ (TsSVQ) method, by which we gain both the memory and computational advantages and still retain good R/D performance. The proposed TsSVQ method uses a full dimensional quantizer in its first stage for exploiting all the higher dimensional coding advantages and then, uses an SVQ method for quantizing the residual vector in the second stage so as to reduce the complexity. We also develop a transform domain residual coding method in this two stage architecture such that it further reduces the computational complexity. To design an effective residual codebook in the second stage, variance normalization of Voronoi regions is carried out which leads to the design of two new methods, referred to as normalized two stage SVQ (NTsSVQ) and normalized two stage transform domain SVQ (NTsTrSVQ). These two new methods have complimentary strengths and hence, they are combined in a switched VQ mode which leads to the further improvement in R/D performance, but retaining the low complexity requirement. We evaluate the performances of new methods for wide-band speech LSF parameter quantization and show their advantages over established SVQ and SSVQ methods.
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Based on a Hamiltonian description we present a rigorous derivation of the transient state work fluctuation theorem and the Jarzynski equality for a classical harmonic oscillator linearly coupled to a harmonic heat bath, which is dragged by an external agent. Coupling with the bath makes the dynamics dissipative. Since we do not assume anything about the spectral nature of the harmonic bath the derivation is not restricted only to the Ohmic bath, rather it is more general, for a non-Ohmic bath. We also derive expressions of the average work done and the variance of the work done in terms of the two-time correlation function of the fluctuations of the position of the harmonic oscillator. In the case of an Ohmic bath, we use these relations to evaluate the average work done and the variance of the work done analytically and verify the transient state work fluctuation theorem quantitatively. Actually these relations have far-reaching consequences. They can be used to numerically evaluate the average work done and the variance of the work done in the case of a non-Ohmic bath when analytical evaluation is not possible.
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Ninety-two strong-motion earthquake records from the California region, U.S.A., have been statistically studied using principal component analysis in terms of twelve important standardized strong-motion characteristics. The first two principal components account for about 57 per cent of the total variance. Based on these two components the earthquake records are classified into nine groups in a two-dimensional principal component plane. Also a unidimensional engineering rating scale is proposed. The procedure can be used as an objective approach for classifying and rating future earthquakes.
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The anharmonic oscillator under combined sinusoidal and white noise excitation is studied using the Gaussian closure approximation. The mean response and the steady-state variance of the system is obtained by the WKBJ approximation and also by the Fokker Planck equation. The multiple steadystate solutions are obtained and their stability analysis is presented. Numerical results are obtained for a particular set of system parameters. The theoretical results are compared with a digital simulation study to bring out the usefulness of the present approximate theory.