914 resultados para Probability Density Function


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We present direct real-time experimental measurements and numerical modeling of temporal and statistical properties for the Ytterbiumdoped fiber laser with spectral bandwidth of ∼2 GHz. The obtained results demonstrate nearly exponential probability density function for intensity fluctuations. A significant decrease below the Gaussian probability has been experimentally observed for intensity fluctuations having value more than 2.5 of average intensity that may be treated as indication of some mode correlations. © 2013 Optical Society of America.

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Coherent optical orthogonal frequency division multiplexing (CO-OFDM) is an attractive transmission technique to virtually eliminate intersymbol interference caused by chromatic dispersion and polarization-mode dispersion. Design, development, and operation of CO-OFDM systems require simple, efficient, and reliable methods of their performance evaluation. In this paper, we demonstrate an accurate bit error rate estimation method for QPSK CO-OFDM transmission based on the probability density function of the received QPSK symbols. By comparing with other known approaches, including data-aided and nondata-aided error vector magnitude, we show that the proposed method offers the most accurate estimate of the system performance for both single channel and wavelength division multiplexing QPSK CO-OFDM transmission systems. © 2014 IEEE.

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Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

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We demonstrate an accurate BER estimation method for QPSK CO-OFDM transmission based on the probability density function of the received QPSK symbols. Using a 112Gbs QPSK CO-OFDM transmission as an example, we show that this method offers the most accurate estimate of the system's performance in comparison with other known approaches.

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Efficient numerical modelling of the power, spectral and statistical properties of partially coherent quasi-CW Raman fiber laser radiation is presented. XPM between pump wave and generated Stokes wave is not important in the generation spectrum broadening and XPM term can be omitted in propagation equation what sufficiently speeds-up simulations. The time dynamics of Raman fiber laser (RFL) is stochastic exhibiting events several times more intense that the mean value on the ps timescale. However, the RFL has different statistical properties on different time scales. The probability density function of spectral power density is exponential for the generation modes located either in the spectrum centre or spectral wings while the phases are distributed uniformly. The pump wave preserves the initial Gaussian statistics during propagation in the laser cavity. Intense pulses in the pump wave are evolved under the SPM influence and are not disturbed by the dispersion. Contrarily, in the generated wave the dispersion plays a significant role that results in stochastic behavior. © 2012 Elsevier B.V. All rights reserved.

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A closed-form expression for a lower bound on the per soliton capacity of the nonlinear optical fibre channel in the presence of (optical) amplifier spontaneous emission (ASE) noise is derived. This bound is based on a non-Gaussian conditional probability density function for the soliton amplitude jitter induced by the ASE noise and is proven to grow logarithmically as the signal-to-noise ratio increases.

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We study the probability density function of the group-delay in few-mode fibres, validating for the first time an analytical estimation for the maximum group-delay spread as a function of linear mode coupling for fibres with more than three LP modes.

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We present a review of the latest developments in one-dimensional (1D) optical wave turbulence (OWT). Based on an original experimental setup that allows for the implementation of 1D OWT, we are able to show that an inverse cascade occurs through the spontaneous evolution of the nonlinear field up to the point when modulational instability leads to soliton formation. After solitons are formed, further interaction of the solitons among themselves and with incoherent waves leads to a final condensate state dominated by a single strong soliton. Motivated by the observations, we develop a theoretical description, showing that the inverse cascade develops through six-wave interaction, and that this is the basic mechanism of nonlinear wave coupling for 1D OWT. We describe theory, numerics and experimental observations while trying to incorporate all the different aspects into a consistent context. The experimental system is described by two coupled nonlinear equations, which we explore within two wave limits allowing for the expression of the evolution of the complex amplitude in a single dynamical equation. The long-wave limit corresponds to waves with wave numbers smaller than the electrical coherence length of the liquid crystal, and the opposite limit, when wave numbers are larger. We show that both of these systems are of a dual cascade type, analogous to two-dimensional (2D) turbulence, which can be described by wave turbulence (WT) theory, and conclude that the cascades are induced by a six-wave resonant interaction process. WT theory predicts several stationary solutions (non-equilibrium and thermodynamic) to both the long- and short-wave systems, and we investigate the necessary conditions required for their realization. Interestingly, the long-wave system is close to the integrable 1D nonlinear Schrödinger equation (NLSE) (which contains exact nonlinear soliton solutions), and as a result during the inverse cascade, nonlinearity of the system at low wave numbers becomes strong. Subsequently, due to the focusing nature of the nonlinearity, this leads to modulational instability (MI) of the condensate and the formation of solitons. Finally, with the aid of the probability density function (PDF) description of WT theory, we explain the coexistence and mutual interactions between solitons and the weakly nonlinear random wave background in the form of a wave turbulence life cycle (WTLC).

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Probability density function (pdf) for sum of n correlated lognormal variables is deducted as a special convolution integral. Pdf for weighted sums (where weights can be any real numbers) is also presented. The result for four dimensions was checked by Monte Carlo simulation.

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A szerző egy, a szennyezőanyag-kibocsátás európai kereskedelmi rendszerében megfelelésre kötelezett gázturbinás erőmű szén-dioxid-kibocsátását modellezi négy termékre (völgy- és csúcsidőszaki áramár, gázár, kibocsátási kvóta) vonatkozó reálopciós modell segítségével. A profitmaximalizáló erőmű csak abban az esetben termel és szennyez, ha a megtermelt áramon realizálható fedezete pozitív. A jövőbeli időszak összesített szén-dioxid-kibocsátása megfeleltethető európai típusú bináris különbözetopciók összegének. A modell keretein belül a szén-dioxid-kibocsátás várható értékét és sűrűségfüggvényét becsülhetjük, az utóbbi segítségével a szén-dioxid-kibocsátási pozíció kockáztatott értékét határozhatjuk meg, amely az erőmű számára előírt megfelelési kötelezettség teljesítésének adott konfidenciaszint melletti költségét jelenti. A sztochasztikus modellben az alaptermékek geometriai Ornstein-Uhlenbeck-folyamatot követnek. Ezt illesztette a szerző a német energiatőzsdéről származó publikus piaci adatokra. A szimulációs modellre támaszkodva megvizsgálta, hogy a különböző technológiai és piaci tényezők ceteris paribus megváltozása milyen hatással van a megfelelés költségére, a kockáztatott értékére. ______ The carbon-dioxide emissions of an EU Emissions Trading System participant, gas-fuelled power generator are modelled by using real options for four underlying instruments (peak and off-peak electricity, gas, emission quota). This profit-maximizing power plant operates and emits pollution only if its profit (spread) on energy produced is positive. The future emissions can be estimated by a sum of European binary-spread options. Based on the real-option model, the expected value of emissions and its probability-density function can be deducted. Also calculable is the Value at Risk of emission quota position, which gives the cost of compliance at a given confidence level. To model the prices of the four underlying instruments, the geometric Ornstein-Uhlenbeck process is supposed and matched to public available price data from EEX. Based on the simulation model, the effects of various technological and market factors are analysed for the emissions level and the cost of compliance.

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We report an investigation on the statistics of group delay for few-mode fibres operating in the weak and strong linear coupling regimes as well as in the intermediate coupling regime. A single expression linking the standard deviation of the group delay spread to the fibre linear mode coupling is validated for any coupling regime, considering up to six linearly polarized guided modes. Furthermore, the study of the probability density function of the group delays allowed deriving and validating an analytical estimation for the maximum group delay spread as a function of linear mode coupling.

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Dynamics of biomolecules over various spatial and time scales are essential for biological functions such as molecular recognition, catalysis and signaling. However, reconstruction of biomolecular dynamics from experimental observables requires the determination of a conformational probability distribution. Unfortunately, these distributions cannot be fully constrained by the limited information from experiments, making the problem an ill-posed one in the terminology of Hadamard. The ill-posed nature of the problem comes from the fact that it has no unique solution. Multiple or even an infinite number of solutions may exist. To avoid the ill-posed nature, the problem needs to be regularized by making assumptions, which inevitably introduce biases into the result.

Here, I present two continuous probability density function approaches to solve an important inverse problem called the RDC trigonometric moment problem. By focusing on interdomain orientations we reduced the problem to determination of a distribution on the 3D rotational space from residual dipolar couplings (RDCs). We derived an analytical equation that relates alignment tensors of adjacent domains, which serves as the foundation of the two methods. In the first approach, the ill-posed nature of the problem was avoided by introducing a continuous distribution model, which enjoys a smoothness assumption. To find the optimal solution for the distribution, we also designed an efficient branch-and-bound algorithm that exploits the mathematical structure of the analytical solutions. The algorithm is guaranteed to find the distribution that best satisfies the analytical relationship. We observed good performance of the method when tested under various levels of experimental noise and when applied to two protein systems. The second approach avoids the use of any model by employing maximum entropy principles. This 'model-free' approach delivers the least biased result which presents our state of knowledge. In this approach, the solution is an exponential function of Lagrange multipliers. To determine the multipliers, a convex objective function is constructed. Consequently, the maximum entropy solution can be found easily by gradient descent methods. Both algorithms can be applied to biomolecular RDC data in general, including data from RNA and DNA molecules.

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A regional offset (ΔR) from the marine radiocarbon calibration curve is widely used in calibration software (eg CALIB, OxCal) but often is not calculated correctly. While relatively straightforward for known age samples, such as mollusks from museum collections or banded corals, it is more difficult to calculate ΔR and the uncertainty in ΔR for 14C dates on paired marine and terrestrial samples. Previous researchers have often utilized classical intercept methods (Reimer et al. 2002; Dewar et al. 2012, Russell et al. 2011) but this does not account for the full calibrated probability density function (PDF). We have developed an on-line application for performing these calculations for known age, paired marine and terrestrial 14C dates, or U-Th dated corals which is available at http://calib.qub.ac.uk/deltar

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The aim of this work was to track and verify the delivery of respiratory-gated irradiations, performed with three versions of TrueBeam linac, using a novel phantom arrangement that combined the OCTAVIUS® SRS 1000 array with a moving platform. The platform was programmed to generate sinusoidal motion of the array. This motion was tracked using the real-time position management (RPM) system and four amplitude gating options were employed to interrupt MV beam delivery when the platform was not located within set limits. Time-resolved spatial information extracted from analysis of x-ray fluences measured by the array was compared to the programmed motion of the platform and to the trace recorded by the RPM system during the delivery of the x-ray field. Temporal data recorded by the phantom and the RPM system were validated against trajectory log files, recorded by the linac during the irradiation, as well as oscilloscope waveforms recorded from the linac target signal. Gamma analysis was employed to compare time-integrated 2D x-ray dose fluences with theoretical fluences derived from the probability density function for each of the gating settings applied, where gamma criteria of 2%/2 mm, 1%/1 mm and 0.5%/0.5 mm were used to evaluate the limitations of the RPM system. Excellent agreement was observed in the analysis of spatial information extracted from the SRS 1000 array measurements. Comparisons of the average platform position with the expected position indicated absolute deviations of  <0.5 mm for all four gating settings. Differences were observed when comparing time-resolved beam-on data stored in the RPM files and trajectory logs to the true target signal waveforms. Trajectory log files underestimated the cycle time between consecutive beam-on windows by 10.0  ±  0.8 ms. All measured fluences achieved 100% pass-rates using gamma criteria of 2%/2 mm and 50% of the fluences achieved pass-rates  >90% when criteria of 0.5%/0.5 mm were used. Results using this novel phantom arrangement indicate that the RPM system is capable of accurately gating x-ray exposure during the delivery of a fixed-field treatment beam.

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The structure of a turbulent non-premixed flame of a biogas fuel in a hot and diluted coflow mimicking moderate and intense low dilution (MILD) combustion is studied numerically. Biogas fuel is obtained by dilution of Dutch natural gas (DNG) with CO2. The results of biogas combustion are compared with those of DNG combustion in the Delft Jet-in-Hot-Coflow (DJHC) burner. New experimental measurements of lift-off height and of velocity and temperature statistics have been made to provide a database for evaluating the capability of numerical methods in predicting the flame structure. Compared to the lift-off height of the DNG flame, addition of 30 % carbon dioxide to the fuel increases the lift-off height by less than 15 %. Numerical simulations are conducted by solving the RANS equations using Reynolds stress model (RSM) as turbulence model in combination with EDC (Eddy Dissipation Concept) and transported probability density function (PDF) as turbulence-chemistry interaction models. The DRM19 reduced mechanism is used as chemical kinetics with the EDC model. A tabulated chemistry model based on the Flamelet Generated Manifold (FGM) is adopted in the PDF method. The table describes a non-adiabatic three stream mixing problem between fuel, coflow and ambient air based on igniting counterflow diffusion flamelets. The results show that the EDC/DRM19 and PDF/FGM models predict the experimentally observed decreasing trend of lift-off height with increase of the coflow temperature. Although more detailed chemistry is used with EDC, the temperature fluctuations at the coflow inlet (approximately 100K) cannot be included resulting in a significant overprediction of the flame temperature. Only the PDF modeling results with temperature fluctuations predict the correct mean temperature profiles of the biogas case and compare well with the experimental temperature distributions.