Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Measurement of probability-distribution functions sensitive technique for the study of conduction phenomena in liquid dielectrics

The paper outlines a technique for sensitive measurement of conduction phenomena in liquid dielectrics. The special features of this technique are the simplicity of the electrical system, the inexpensive instrumentation and the high accuracy. Detection, separation and analysis of a random function of current that is superimposed on the prebreakdown direct current forms the basis of this investigation. In this case, prebreakdown direct current is the output data of a test cell with large electrodes immersed in a liquid medium subjected to high direct voltages. Measurement of the probability-distribution function of a random fluctuating component of current provides a method that gives insight into the mechanism of conduction in a liquid medium subjected to high voltages and the processes that are responsible for the existence of the fluctuating component of the current.

Distribution of the angle of rotation plane random walks

We study the probability distribution of the angle by which the tangent to the trajectory rotates in the course of a plane random walk. It is shown that the determination of this distribution function can be reduced to an integral equation, which can be rigorously transformed into a differential equation of Hill's type. We derive the asymptotic distribution for very long walks.

Solvation dynamics, energy distribution and trapping of a light solute ion

In the theoretical treatments of the dynamics of solvation of a newly created ion in a dipolar solvent, the self-motion of the solute is usually ignored. Recently, it has been shown that for a light ion the translational motion of the ion can significantly enhance its own rate of solvation. Therefore, solvation itself may not be the rate determining step in the equilibration. Instead, the rate determining step is the search of the low energy configuration which serves to localize the light ion. In this article a microscopic calculation of the probability distribution of the interaction energy of the nascent charge with the dipolar solvent molecules is presented in order to address this problem of solute trapping. It is found that to a good approximation, this distribution is Gaussian and the second moment of this distribution is exactly equal to the half of its own solvation energy. It is shown that this is in excellent agreement with the simulation results that are available for the model Brownian dipolar lattice and for liquid acetonitrile. If the distortion of the solvent by the ion is negligible then the same relation gives the energy distribution for the solvated ion, with the average centered at the final equilibrium solvation energy. These results are expected to be useful in understanding various chemical processes in dipolar liquids. Another interesting outcome of the present study is a simple dynamic argument that supports Onsager's ''inverse snow-ball'' conjecture of solvation of a light ion. A simple derivation of the semi-phenomenological relation between the solvation time correlation function and the single particle orientation, reported recently by Maroncelli et al. (J. Phys. Chem. 97 (1993) 13), is also presented.

Stochastic dynamics modeling of the protein sequence length distribution in genomes: implications for microbial evolution

In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced, The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of genome size and can be described in terms of a lognormal probability distribution function. A simple stochastic model based on multiplicative processes has been proposed to explain the sequence length distribution. The stochastic model supports the random-origin hypothesis of protein sequences in genomes. Distributions of large proteins deviate from the overall lognormal behavior. Their cumulative distribution follows a power-law analogous to Pareto's law used to describe the income distribution of the wealthy. The protein sequence length distribution in genomes of organisms has important implications for microbial evolution and applications. (C) 1999 Elsevier Science B.V. All rights reserved.

Statistical properties of entropy-consuming fluctuations in jammed states of laponite suspensions: Fluctuation relations and generalized Gumbel distribution

We report a universal large deviation behavior of spatially averaged global injected power just before the rejuvenation of the jammed state formed by an aging suspension of laponite clay under an applied stress. The probability distribution function (PDF) of these entropy consuming strongly non-Gaussian fluctuations follow an universal large deviation functional form described by the generalized Gumbel (GG) distribution like many other equilibrium and nonequilibrium systems with high degree of correlations but do not obey the Gallavotti-Cohen steady-state fluctuation relation (SSFR). However, far from the unjamming transition (for smaller applied stresses) SSFR is satisfied for both Gaussian as well as non-Gaussian PDF. The observed slow variation of the mean shear rate with system size supports a recent theoretical prediction for observing GG distribution.

Investigation of orographic features influencing spatial distribution of rainfall over the Western Ghats of India using satellite data

Using remotely sensed Tropical Rainfall Measuring Mission (TRMM) 3B42 rainfall and topographic data from the Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER) Digital Elevation Model (DEM), the impact of oroghraphical aspects such as topography, spatial variability of elevation and altitude of apexes are examined to investigate capacious summer monsoon rainfall over the Western Ghats (WG) of India. TRMM 3B42 v7 rainfall data is validated with Indian Meteorological Department (IMD) gridded rainfall data at 0.5 degrees resolution over the WG. The analysis of spatial pattern of monsoon rainfall with orography of the WG ascertains that the grade of orographic precipitation depends mainly on topography of the mountain barrier followed by steepness of windward side slope and altitude of the mountain. Longer and broader, i.e. cascaded topography, elevated summits and gradually increasing slopes impel the enhancement in precipitation. Comparing topography of various states of the WG, it has been observed that windward side of Karnataka receives intense rainfall in the WG during summer monsoon. It has been observed that the rainfall is enhanced before the peak of the mountain and confined up to the height about 800m over the WG. In addition to this, the spatial distribution of heavy and very heavy rainfall events in the last 14 years has also been explored. Heavy and very heavy rain events on this hilly terrain are categorized with a threshold of precipitation (R) in the range 150>R>120mmday(-1) and exceeding 150mmday(-1) using probability distribution of TRMM 3B42 v7 rainfall. The areas which are prone to heavy precipitation are identified. The study would help policy makers to manage the hazard scenario and, to improve weather predictions on mountainous terrain of the WG.

Statistical analysis of the position of the monsoon trough

Using surface charts at 0330GMT, the movement df the monsoon trough during the months June to September 1990 al two fixed longitudes, namely 79 degrees E and 85 degrees E, is studied. The probability distribution of trough position shows that the median, mean and mode occur at progressively more northern latitudes, especially at 85 degrees E, with a pronounced mode that is close to the northern-most limit reached by the trough. A spectral analysis of the fluctuating latitudinal position of the trough is carried out using FFT and the Maximum Entropy Method (MEM). Both methods show significant peaks around 7.5 and 2.6 days, and a less significant one around 40-50 days. The two peaks at the shorter period are more prominent at the eastern longitude. MEM shows an additional peak around 15 days. A study of the weather systems that occurred during the season shows them to have a duration around 3 days and an interval between systems of around 9 days, suggesting a possible correlation with the dominant short periods observed in the spectrum of trough position.

Reservoir Operation for Hydropower Optimization: A Chance-Constrained Approach

This paper presents a chance-constrained linear programming formulation for reservoir operation of a multipurpose reservoir. The release policy is defined by a chance constraint that the probability of irrigation release in any period equalling or exceeding the irrigation demand is at least equal to a specified value P (called reliability level). The model determines the maximum annual hydropower produced while meeting the irrigation demand at a specified reliability level. The model considers variation in reservoir water level elevation and also the operating range within which the turbine operates. A linear approximation for nonlinear power production function is assumed and the solution obtained within a specified tolerance limit. The inflow into the reservoir is considered random. The chance constraint is converted into its deterministic equivalent using a linear decision rule and inflow probability distribution. The model application is demonstrated through a case study.

Precipitation In Small Systems--II. Mean Field Equations More Effective Than Population Balance

Part I (Manjunath et al., 1994, Chem. Engng Sci. 49, 1451-1463) of this paper showed that the random particle numbers and size distributions in precipitation processes in very small drops obtained by stochastic simulation techniques deviate substantially from the predictions of conventional population balance. The foregoing problem is considered in this paper in terms of a mean field approximation obtained by applying a first-order closure to an unclosed set of mean field equations presented in Part I. The mean field approximation consists of two mutually coupled partial differential equations featuring (i) the probability distribution for residual supersaturation and (ii) the mean number density of particles for each size and supersaturation from which all average properties and fluctuations can be calculated. The mean field equations have been solved by finite difference methods for (i) crystallization and (ii) precipitation of a metal hydroxide both occurring in a single drop of specified initial supersaturation. The results for the average number of particles, average residual supersaturation, the average size distribution, and fluctuations about the average values have been compared with those obtained by stochastic simulation techniques and by population balance. This comparison shows that the mean field predictions are substantially superior to those of population balance as judged by the close proximity of results from the former to those from stochastic simulations. The agreement is excellent for broad initial supersaturations at short times but deteriorates progressively at larger times. For steep initial supersaturation distributions, predictions of the mean field theory are not satisfactory thus calling for higher-order approximations. The merit of the mean field approximation over stochastic simulation lies in its potential to reduce expensive computation times involved in simulation. More effective computational techniques could not only enhance this advantage of the mean field approximation but also make it possible to use higher-order approximations eliminating the constraints under which the stochastic dynamics of the process can be predicted accurately.

Information theory and one-dimensional disordered conductors

A novel method is proposed to treat the problem of the random resistance of a strictly one-dimensional conductor with static disorder. It is suggested, for the probability distribution of the transfer matrix of the conductor, the distribution of maximum information-entropy, constrained by the following physical requirements: 1) flux conservation, 2) time-reversal invariance and 3) scaling, with the length of the conductor, of the two lowest cumulants of ζ, where = sh2ζ. The preliminary results discussed in the text are in qualitative agreement with those obtained by sophisticated microscopic theories.

Quantum-Ohmic Resistance Fluctuation In Disordered Conductors - An Invariant Imbedding Approach

It is now well known that in extreme quantum limit, dominated by the elastic impurity scattering and the concomitant quantum interference, the zero-temperature d.c. resistance of a strictly one-dimensional disordered system is non-additive and non-self-averaging. While these statistical fluctuations may persist in the case of a physically thin wire, they are implicitly and questionably ignored in higher dimensions. In this work, we have re-examined this question. Following an invariant imbedding formulation, we first derive a stochastic differential equation for the complex amplitude reflection coefficient and hence obtain a Fokker-Planck equation for the full probability distribution of resistance for a one-dimensional continuum with a Gaussian white-noise random potential. We then employ the Migdal-Kadanoff type bond moving procedure and derive the d-dimensional generalization of the above probability distribution, or rather the associated cumulant function –‘the free energy’. For d=3, our analysis shows that the dispersion dominates the mobilitly edge phenomena in that (i) a one-parameter B-function depending on the mean conductance only does not exist, (ii) an approximate treatment gives a diffusion-correction involving the second cumulant. It is, however, not clear whether the fluctuations can render the transition at the mobility edge ‘first-order’. We also report some analytical results for the case of the one dimensional system in the presence of a finite electric fiekl. We find a cross-over from the exponential to the power-low length dependence of resistance as the field increases from zero. Also, the distribution of resistance saturates asymptotically to a poissonian form. Most of our analytical results are supported by the recent numerical simulation work reported by some authors.

Statistically steady turbulence in thin films: direct numerical simulations with Ekman friction

We present a detailed direct numerical simulation (DNS) of the two-dimensional Navier-Stokes equation with the incompressibility constraint and air-drag-induced Ekman friction; our DNS has been designed to investigate the combined effects of walls and such a friction on turbulence in forced thin films. We concentrate on the forward-cascade regime and show how to extract the isotropic parts of velocity and vorticity structure functions and hence the ratios of multiscaling exponents. We find that velocity structure functions display simple scaling, whereas their vorticity counterparts show multiscaling, and the probability distribution function of the Weiss parameter 3, which distinguishes between regions with centers and saddles, is in quantitative agreement with experiments.

Information theory and resistance fluctuations in one-dimensional disordered conductors

A novel method is proposed to treat the problem of the random resistance of a strictly one-dimensional conductor with static disorder. For the probability distribution of the transfer matrix R of the conductor we propose a distribution of maximum information entropy, constrained by the following physical requirements: (1) flux conservation, (2) time-reversal invariance, and (3) scaling with the length of the conductor of the two lowest cumulants of ω, where R=exp(iω→⋅Jbhat). The preliminary results discussed in the text are in qualitative agreement with those obtained by sophisticated microscopic theories.

Resistance fluctuation at the mobility edge

Following a Migdal-Kadanoff-type bond moving procedure, we derive the renormalisation-group equations for the characteristic function of the full probability distribution of resistance (conductance) of a three-dimensional disordered system. The resulting recursion relations for the first two cumulants, K, the mean resistance and K ~ t,he meansquare deviation of resistance exhibit a mobility edge dominated by large dispersion, i.e., K $ ’/ K=, 1, suggesting inadequacy of the one-parameter scaling ansatz.