15 resultados para Statistics, Probability and Uncertainty

em Indian Institute of Science - Bangalore - Índia


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We derive a very general expression of the survival probability and the first passage time distribution for a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space, which is valid irrespective of the statistical nature of the dynamics. The expression, together with the Jensen's inequality, naturally leads to a lower bound to the actual survival probability and an approximate first passage time distribution. These are expressed in terms of the position-position, velocity-velocity, and position-velocity variances. Knowledge of these variances enables one to compute a lower bound to the survival probability and consequently the first passage distribution function. As examples, we compute these for a Gaussian Markovian process and, in the case of non-Markovian process, with an exponentially decaying friction kernel and also with a power law friction kernel. Our analysis shows that the survival probability decays exponentially at the long time irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant.

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Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x, Im lambda(i) <= y}vertical bar be the empirical spectral distribution (ESD) of its eigenvalues lambda(i) is an element of C, i = l, ... , n. We consider the limiting distribution (both in probability and in the almost sure convergence sense) of the normalized ESD mu(1/root n An) of a random matrix A(n) = (a(ij))(1 <= i, j <= n), where the random variables a(ij) - E(a(ij)) are i.i.d. copies of a fixed random variable x with unit variance. We prove a universality principle for such ensembles, namely, that the limit distribution in question is independent of the actual choice of x. In particular, in order to compute this distribution, one can assume that x is real or complex Gaussian. As a related result, we show how laws for this ESD follow from laws for the singular value distribution of 1/root n A(n) - zI for complex z. As a corollary, we establish the circular law conjecture (both almost surely and in probability), which asserts that mu(1/root n An) converges to the uniform measure on the unit disc when the a(ij) have zero mean.

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This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci. 45 (2009) 745-785) to characterize unitary stationary independent increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with technical assumptions on the domain of the generator, unitary equivalence of the process to the solution of an appropriate Hudson-Parthasarathy equation is proved.

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Often the soil hydraulic parameters are obtained by the inversion of measured data (e.g. soil moisture, pressure head, and cumulative infiltration, etc.). However, the inverse problem in unsaturated zone is ill-posed due to various reasons, and hence the parameters become non-unique. The presence of multiple soil layers brings the additional complexities in the inverse modelling. The generalized likelihood uncertainty estimate (GLUE) is a useful approach to estimate the parameters and their uncertainty when dealing with soil moisture dynamics which is a highly non-linear problem. Because the estimated parameters depend on the modelling scale, inverse modelling carried out on laboratory data and field data may provide independent estimates. The objective of this paper is to compare the parameters and their uncertainty estimated through experiments in the laboratory and in the field and to assess which of the soil hydraulic parameters are independent of the experiment. The first two layers in the field site are characterized by Loamy sand and Loamy. The mean soil moisture and pressure head at three depths are measured with an interval of half hour for a period of 1 week using the evaporation method for the laboratory experiment, whereas soil moisture at three different depths (60, 110, and 200 cm) is measured with an interval of 1 h for 2 years for the field experiment. A one-dimensional soil moisture model on the basis of the finite difference method was used. The calibration and validation are approximately for 1 year each. The model performance was found to be good with root mean square error (RMSE) varying from 2 to 4 cm(3) cm(-3). It is found from the two experiments that mean and uncertainty in the saturated soil moisture (theta(s)) and shape parameter (n) of van Genuchten equations are similar for both the soil types. Copyright (C) 2010 John Wiley & Sons, Ltd.

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Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.

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TWIK-related K+ channel TREK1, a background leak K+ channel, has been strongly implicated as the target of several general and local anesthetics. Here, using the whole-cell and single-channel patch-clamp technique, we investigated the effect of lidocaine, a local anesthetic, on the human (h) TREK1 channel heterologously expressed in human embryonic kidney 293 cells by an adenoviral-mediated expression system. Lidocaine, at clinical concentrations, produced reversible, concentration-dependent inhibition of hTREK1 current, with IC50 value of 180 mu M, by reducing the single-channel open probability and stabilizing the closed state. We have identified a strategically placed unique aromatic couplet (Tyr352 and Phe355) in the vicinity of the protein kinase A phosphorylation site, Ser348, in the C-terminal domain (CTD) of hTREK1, that is critical for the action of lidocaine. Furthermore, the phosphorylation state of Ser348 was found to have a regulatory role in lidocaine-mediated inhibition of hTREK1. It is interesting that we observed strong intersubunit negative cooperativity (Hill coefficient = 0.49) and half-of-sites saturation binding stoichiometry (half-reaction order) for the binding of lidocaine to hTREK1. Studies with the heterodimer of wild-type (wt)-hTREK1 and Delta 119 C-terminal deletion mutant (hTREK1(wt)-Delta 119) revealed that single CTD of hTREK1 was capable of mediating partial inhibition by lidocaine, but complete inhibition necessitates the cooperative interaction between both the CTDs upon binding of lidocaine. Based on our observations, we propose a model that explains the unique kinetics and provides a plausible paradigm for the inhibitory action of lidocaine on hTREK1.

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The probability distribution of the instantaneous incremental yield of an inelastic system is characterized in terms of a conditional probability and average rate of crossing. The detailed yield statistics of a single degree-of-freedom elasto-plastic system under a Gaussian white noise are obtained for both nonstationary and stationary response. The present analysis indicates that the yield damage is sensitive to viscous damping. The spectra of mean and mean square damage rate are presented.

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Climate change is projected to lead to shift of forest types leading to irreversible damage to forests by rendering several species extinct and potentially affecting the livelihoods of local communities and the economy. Approximately 47% and 42% of tropical dry deciduous grids are projected to undergo shifts under A2 and B2 SRES scenarios respectively, as opposed to less than 16% grids comprising of tropical wet evergreen forests. Similarly, the tropical thorny scrub forest is projected to undergo shifts in majority of forested grids under A2 (more than 80%) as well as B2 scenarios (50% of grids). Thus the forest managers and policymakers need to adapt to the ecological as well as the socio-economic impacts of climate change. This requires formulation of effective forest management policies and practices, incorporating climate concerns into long-term forest policy and management plans. India has formulated a large number of innovative and progressive forest policies but a mechanism to ensure effective implementation of these policies is needed. Additional policies and practices may be needed to address the impacts of climate change. This paper discusses an approach and steps involved in the development of an adaptation framework as well as policies, strategies and practices needed for mainstreaming adaptation to cope with projected climate change. Further, the existing barriers which may affect proactive adaptation planning given the scale, accuracy and uncertainty associated with assessing climate change impacts are presented.

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The enthalpy increments and the standard molar Gibbs energies of formation-of DyFeO3(s) and Dy3Fe5O12(s) have been measured using a Calvet micro-calorimeter and a solid oxide galvanic cell, respectively. A co-operative phase transition, related to anti-ferromagnetic to paramagnetic transformation, is apparent. from the heat capacity data for DyFeO3 at similar to 648 K. A similar type of phase transition has been observed for Dy3Fe5O12 at similar to 560 K which is related to ferrimagnetic to paramagnetic transformation. Enthalpy increment data for DyFeO3(s) and Dy3Fe5O12(s), except in the vicinity of the second-order transition, can be represented by the following polynomial expressions:{H(0)m(T) - H(0)m(298.15 K)) (Jmol(-1)) (+/-1.1%) = -52754 + 142.9 x (T (K)) + 2.48 x 10(-3) x (T (K))(2) + 2.951 x 10(6) x (T (K))(-1); (298.15 less than or equal to T (K) less than or equal to 1000) for DyFeO3(s), and {H(0)m(T) - H(0)m(298.15 K)} (Jmol(-1)) (+/-1.2%) = -191048 + 545.0 x (T - (K)) + 2.0 x 10(-5) x (T (K))(2) + 8.513 x 10(6) x (T (K))(-1); (208.15 less than or equal to T (K) less than or equal to 1000)for Dy3Fe5O12(s). The reversible emfs of the solid-state electrochemical cells: (-)Pt/{DyFeO3(s) + Dy2O3(s) + Fe(s)}/YDT/CSZ//{Fe(s) + Fe0.95O(s)}/Pt(+) and (-)Pt/{Fe(s) + Fe0.95O(s)}//CSZ//{DyFeO3(s) + Dy3Fe5O12(s) + Fe3O4(s)}/Pt(+), were measured in the temperature range from 1021 to 1250 K and 1035 to 1250 K, respectively. The standard Gibbs energies of formation of solid DyFeO3 and Dy3Fe5O12 calculated by the least squares regression analysis of the data obtained in the present study, and data for Fe0.95O and Dy2O3 from the literature, are given by Delta(f)G(0)m(DyFeO3,s)(kJmol(-1))(+/-3.2)= -1339.9 + 0.2473 x (T(K)); (1021 less than or equal to T (K) less than or equal to 1548)and D(f)G(0)m(Dy3Fe5O12,s) (kJmol(-1)) (+/-3.5) = -4850.4 + 0.9846 x (T (K)); (1035 less than or equal to T (K) less than or equal to 1250) The uncertainty estimates for Delta(f)G(0)m include the standard deviation in the emf and uncertainty in the data taken from the literature. Based on the thermodynamic information, oxygen potential diagram and chemical potential diagrams for the system Dy-Fe-O were developed at 1250 K. (C) 2002 Editions scientifiques et medicales Elsevier SAS. All rights reserved.

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The enthalpy increments and the standard molar Gibbs energy (G) of formation of SmFeO3(S) and SM3Fe5O12(s) have been measured using a Calvet micro-calorimeter and a solid oxide galvanic cell, respectively. A X-type transition, related to magnetic order-disorder transformation (antiferromagnetic to paramagnetic), is apparent from the heat capacity data at similar to673 K for SmFeO3(s) and at similar to560 K for Sm3Fe5O12(S). Enthalpy increment data for SmFeO3(s) and SM3Fe5O12(s), except in the vicinity of X-transition, can be represented by the following polynomial expressions: {H-m(0)(T) - H-m(0)(298.15 K){/J mol-(1)(+/-1.2%) = -54 532.8 + 147.4 . (T/K) + 1.2 . 10(-4) . (T/K)(2) +3.154 . 10(6) . (T/K)(-1); (298.15 less than or equal to T/K less than or equal to 1000) for SmFeO3(s), and {H-m(0)(T) - H-m(0)(298.15 K)}/J mol(-1) (+/-1.4%) = -192 763 + 554.7 . (T/K) + 2.0 . 10(-6) . (T/K)(2) + 8.161 . 10(6) - (T/K)(-1); (298.15 less than or equal to T/K less than or equal to 1000) for Sm3Fe5O12(s). The reversible emf of the solid-state electrochemical cells, (-)Pt/{SmFeO3(s) + Sm2O3(S) + Fe(s)) // YDT / CSZ // {Fe(s) + Fe0.95O(s)} / Pt(+) and (-)Pt/{Fe(s) + Fe0.95O(S)} // CSZ // {SmFeO3(s) + Sm3Fe5O12(s) + Fe3O4(s) / Pt(+), were measured in the temperature ranges of 1005-1259 K and 1030-1252 K, respectively. The standard molar G of formation of solid SmFeO3 and Sm3Fe5O12 calculated by the least squares regression analysis of the data obtained in the current study, and data for Fe0.95O and Sm2O3 from the literature, are given by: Delta(f)G(m)(0)(SmFeO3, s)/kj . mol(-1)(+/-2.0) = -1355.2 + 0.2643 . ; (1005 less than or equal to T/K less than or equal to 1570) and Delta(f)G(m)(0)(Sm3Fe5O12, s)/kj . mol(-1) (+/- 3.1) = -4891.0 + 1.0312 . (T/K); (1030 less than or equal to T/K less than or equal to 1252) The uncertainty estimates for Delta(f)G(m)(0) include the standard deviation in the emf and uncertainty in the data taken from the literature. Based on these thermodynamic data, the oxygen potential diagram for the system Sm-Fe-O was constructed at 1250 K.

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We study the tradeoff between the average error probability and the average queueing delay of messages which randomly arrive to the transmitter of a point-to-point discrete memoryless channel that uses variable rate fixed codeword length random coding. Bounds to the exponential decay rate of the average error probability with average queueing delay in the regime of large average delay are obtained. Upper and lower bounds to the optimal average delay for a given average error probability constraint are presented. We then formulate a constrained Markov decision problem for characterizing the rate of transmission as a function of queue size given an average error probability constraint. Using a Lagrange multiplier the constrained Markov decision problem is then converted to a problem of minimizing the average cost for a Markov decision problem. A simple heuristic policy is proposed which approximately achieves the optimal average cost.

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The predictability of a chaotic series is limited to a few future time steps due to its sensitivity to initial conditions and the exponential divergence of the trajectories. Over the years, streamflow has been considered as a stochastic system in many approaches. In this study, the chaotic nature of daily streamflow is investigated using autocorrelation function, Fourier spectrum, correlation dimension method (Grassberger-Procaccia algorithm) and false nearest neighbor method. Embedding dimensions of 6-7 obtained indicates the possible presence of low-dimensional chaotic behavior. The predictability of the system is estimated by calculating the system’s Lyapunov exponent. A positive maximum Lyapunov exponent of 0.167 indicates that the system is chaotic and unstable with a maximum predictability of only 6 days. These results give a positive indication towards considering streamflow as a low dimensional chaotic system than as a stochastic system.

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Multi-packet reception (MPR) promises significant throughput gains in wireless local area networks (WLANs) by allowing nodes to transmit even in the presence of ongoing transmissions in the medium. However, the medium access control (MAC) layer must now be redesigned to facilitate rather than discourage - these overlapping transmissions. We investigate asynchronous MPR MAC protocols, which successfully accomplish this by controlling the node behavior based on the number of ongoing transmissions in the channel. The protocols use the backoff timer mechanism of the distributed coordination function, which makes them practically appealing. We first highlight a unique problem of acknowledgment delays, which arises in asynchronous MPR, and investigate a solution that modifies the medium access rules to reduce these delays and increase system throughput in the single receiver scenario. We develop a general renewal-theoretic fixed-point analysis that leads to expressions for the saturation throughput, packet dropping probability, and average head-of-line packet delay. We also model and analyze the practical scenario in which nodes may incorrectly estimate the number of ongoing transmissions.

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In this paper, we consider the inference for the component and system lifetime distribution of a k-unit parallel system with independent components based on system data. The components are assumed to have identical Weibull distribution. We obtain the maximum likelihood estimates of the unknown parameters based on system data. The Fisher information matrix has been derived. We propose -expectation tolerance interval and -content -level tolerance interval for the life distribution of the system. Performance of the estimators and tolerance intervals is investigated via simulation study. A simulated dataset is analyzed for illustration.