24 resultados para Autocorrelation (Statistics)
Resumo:
In this paper we investigate the local flame surface statistics of constant-pressure turbulent expanding flames. First the statistics of local length ratio is experimentally determined from high-speed planar Mie scattering images of spherically expanding flames, with the length ratio on the measurement plane, at predefined equiangular sectors, defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we then convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at the corresponding area-ratio pdfs. It is found that both the length ratio and area ratio pdfs are near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. (C) 2014 AIP Publishing LLC.
Resumo:
We consider the zero-crossing rate (ZCR) of a Gaussian process and establish a property relating the lagged ZCR (LZCR) to the corresponding normalized autocorrelation function. This is a generalization of Kedem's result for the lag-one case. For the specific case of a sinusoid in white Gaussian noise, we use the higher-order property between lagged ZCR and higher-lag autocorrelation to develop an iterative higher-order autoregressive filtering scheme, which stabilizes the ZCR and consequently provide robust estimates of the lagged autocorrelation. Simulation results show that the autocorrelation estimates converge in about 20 to 40 iterations even for low signal-to-noise ratio.
Resumo:
We present a detailed direct numerical simulation of statistically steady, homogeneous, isotropic, two-dimensional magnetohydrodynamic turbulence. Our study concentrates on the inverse cascade of the magnetic vector potential. We examine the dependence of the statistical properties of such turbulence on dissipation and friction coefficients. We extend earlier work significantly by calculating fluid and magnetic spectra, probability distribution functions (PDFs) of the velocity, magnetic, vorticity, current, stream-function, and magnetic-vector-potential fields, and their increments. We quantify the deviations of these PDFs from Gaussian ones by computing their flatnesses and hyperflatnesses. We also present PDFs of the Okubo-Weiss parameter, which distinguishes between vortical and extensional flow regions, and its magnetic analog. We show that the hyperflatnesses of PDFs of the increments of the stream function and the magnetic vector potential exhibit significant scale dependence and we examine the implication of this for the multiscaling of structure functions. We compare our results with those of earlier studies.
Resumo:
The complex perovskite oxide SrRuO3 shows intriguing transport properties at low temperatures due to the interplay of spin, charge, and orbital degrees of freedom. One of the open questions in this system is regarding the origin and nature of the low-temperature glassy state. In this paper we report on measurements of higher-order statistics of resistance fluctuations performed in epitaxial thin films of SrRuO3 to probe this issue. We observe large low-frequency non-Gaussian resistance fluctuations over a certain temperature range. Our observations are compatible with that of a spin-glass system with properties described by hierarchical dynamics rather than with that of a simple ferromagnet with a large coercivity.
Resumo:
We derive analytical expressions for probability distribution function (PDF) for electron transport in a simple model of quantum junction in presence of thermal fluctuations. Our approach is based on the large deviation theory combined with the generating function method. For large number of electrons transferred, the PDF is found to decay exponentially in the tails with different rates due to applied bias. This asymmetry in the PDF is related to the fluctuation theorem. Statistics of fluctuations are analyzed in terms of the Fano factor. Thermal fluctuations play a quantitative role in determining the statistics of electron transfer; they tend to suppress the average current while enhancing the fluctuations in particle transfer. This gives rise to both bunching and antibunching phenomena as determined by the Fano factor. The thermal fluctuations and shot noise compete with each other and determine the net (effective) statistics of particle transfer. Exact analytical expression is obtained for delay time distribution. The optimal values of the delay time between successive electron transfers can be lowered below the corresponding shot noise values by tuning the thermal effects. (C) 2015 AIP Publishing LLC.
Resumo:
Based on an ultrasound-modulated optical tomography experiment, a direct, quantitative recovery of Young's modulus (E) is achieved from the modulation depth (M) in the intensity autocorrelation. The number of detector locations is limited to two in orthogonal directions, reducing the complexity of the data gathering step whilst ensuring against an impoverishment of the measurement, by employing ultrasound frequency as a parameter to vary during data collection. The M and E are related via two partial differential equations. The first one connects M to the amplitude of vibration of the scattering centers in the focal volume and the other, this amplitude to E. A (composite) sensitivity matrix is arrived at mapping the variation of M with that of E and used in a (barely regularized) Gauss-Newton algorithm to iteratively recover E. The reconstruction results showing the variation of E are presented. (C) 2015 Optical Society of America
Resumo:
In this paper, motivated by observations of non-exponential decay times in the stochastic binding and release of ligand-receptor systems, exemplified by the work of Rogers et al on optically trapped DNA-coated colloids (Rogers et al 2013 Soft Matter 9 6412), we explore the general problem of polymer-mediated surface adhesion using a simplified model of the phenomenon in which a single polymer molecule, fixed at one end, binds through a ligand at its opposite end to a flat surface a fixed distance L away and uniformly covered with receptor sites. Working within the Wilemski-Fixman approximation to diffusion-controlled reactions, we show that for a flexible Gaussian chain, the predicted distribution of times f(t) for which the ligand and receptor are bound is given, for times much shorter than the longest relaxation time of the polymer, by a power law of the form t(-1/4). We also show when the effects of chain stiffness are incorporated into this model (approximately), the structure of f(t) is altered to t(-1/2). These results broadly mirror the experimental trends in the work cited above.
Resumo:
We investigate the effect of time-dependent cyclic-adiabatic driving on the charge transport in a quantum junction. We propose a nonequilibrium Green's function formalism to study the statistics of the charge pumped (at zero bias) through the junction. The formulation is used to demonstrate charge pumping in a single electronic level coupled to two (electronic) reservoirs with time-dependent couplings. An analytical expression for the average pumped current for a general cyclic driving is derived. It is found that for zero bias, for a certain class of driving, the Berry phase contributes only to the odd cumulants. In contrast, a quantum master equation formulation does not show a Berry-phase effect at all.
Resumo:
We consider the nonabelian sandpile model defined on directed trees by Ayyer et al. (2015 Commun. Math. Phys. 335 1065). and restrict it to the special case of a one-dimensional lattice of n sites which has open boundaries and disordered hopping rates. We focus on the joint distribution of the integrated currents across each bond simultaneously, and calculate its cumulant generating function exactly. Surprisingly, the process conditioned on seeing specified currents across each bond turns out to be a renormalised version of the same process. We also remark on a duality property of the large deviation function. Lastly, all eigenvalues and both Perron eigenvectors of the tilted generator are determined.