933 resultados para parametric statistics


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Minimization problems with respect to a one-parameter family of generalized relative entropies are studied. These relative entropies, which we term relative alpha-entropies (denoted I-alpha), arise as redundancies under mismatched compression when cumulants of compressed lengths are considered instead of expected compressed lengths. These parametric relative entropies are a generalization of the usual relative entropy (Kullback-Leibler divergence). Just like relative entropy, these relative alpha-entropies behave like squared Euclidean distance and satisfy the Pythagorean property. Minimizers of these relative alpha-entropies on closed and convex sets are shown to exist. Such minimizations generalize the maximum Renyi or Tsallis entropy principle. The minimizing probability distribution (termed forward I-alpha-projection) for a linear family is shown to obey a power-law. Other results in connection with statistical inference, namely subspace transitivity and iterated projections, are also established. In a companion paper, a related minimization problem of interest in robust statistics that leads to a reverse I-alpha-projection is studied.

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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.

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Interactions of turbulence, molecular transport, and energy transport, coupled with chemistry play a crucial role in the evolution of flame surface geometry, propagation, annihilation, and local extinction/re-ignition characteristics of intensely turbulent premixed flames. This study seeks to understand how these interactions affect flame surface annihilation of lean hydrogen-air premixed turbulent flames. Direct numerical simulations (DNSs) are conducted at different parametric conditions with a detailed reaction mechanism and transport properties for hydrogen-air flames. Flame particle tracking (FPT) technique is used to follow specific flame surface segments. An analytical expression for the local displacement flame speed (S-d) of a temperature isosurface is considered, and the contributions of transport, chemistry, and kinematics on the displacement flame speed at different turbulence-flame interaction conditions are identified. In general, the displacement flame speed for the flame particles is found to increase with time for all conditions considered. This is because, eventually all flame surfaces and their resident flame particles approach annihilation by reactant island formation at the end of stretching and folding processes induced by turbulence. Statistics of principal curvature evolving in time, obtained using FPT, suggest that these islands are ellipsoidal on average enclosing fresh reactants. Further examinations show that the increase in S-d is caused by the increased negative curvature of the flame surface and eventual homogenization of temperature gradients as these reactant islands shrink due to flame propagation and turbulent mixing. Finally, the evolution of the normalized, averaged, displacement flame speed vs. stretch Karlovitz number are found to collapse on a narrow band, suggesting that a unified description of flame speed dependence on stretch rate may be possible in the Lagrangian description. (C) 2015 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

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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.

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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.

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An expression for the probability density function of the second order response of a general FPSO in spreading seas is derived by using the Kac-Siegert approach. Various approximations of the second order force transfer functions are investigated for a ship-shaped FPSO. It is found that, when expressed in non-dimensional form, the probability density function of the response is not particularly sensitive to wave spreading, although the mean squared response and the resulting dimensional extreme values can be sensitive. The analysis is then applied to a Sevan FPSO, which is a large cylindrical buoy-like structure. The second order force transfer functions are derived by using an efficient semi-analytical hydrodynamic approach, and these are then employed to yield the extreme response. However, a significant effect of wave spreading on the statistics for a Sevan FPSO is found even in non-dimensional form. It implies that the exact statistics of a general ship-shaped FPSO may be sensitive to the wave direction, which needs to be verified in future work. It is also pointed out that the Newman's approximation regarding the frequency dependency of force transfer function is acceptable even for the spreading seas. An improvement on the results may be attained when considering the angular dependency exactly. Copyright © 2009 by ASME.

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The generation of sound by turbulent boundary-layer flow at low Mach number over a rough wall is investigated by applying a theoretical model that describes the scattering of the turbulence near field into sound by roughness elements. Attention is focused on the numerical method to approximately quantify the absolute level of far-field radiated roughness noise. Models for the source statistics are obtained by scaling smooth-wall data by the increased skin friction velocity and boundary-layer thickness for a rough surface. Numerical integration is performed to determine the roughness noise, and it reproduces the spectral characteristics of the available empirical formula and experimental data. Experiments are conducted to measure the radiated sound from two rough plates in an open jet The measured noise spectra of the rough plates are above that of a smooth plate in 1-2.5 kHz frequency and exhibit reasonable agreement with the predicted level. Estimates of the roughness noise for a Boeing 757 sized aircraft wing with idealized levels of surface roughness show that hi the high-frequency region the sound radiated from surface roughness may exceed that from the trailing edge, and higher overall sound pressure levels are observed for the roughness noise. The trailing edge noise is also enhanced by surface roughness somewhat A parametric study indicates that roughness height and roughness density significantly affect the roughness noise with roughness height having the dominant effect The roughness noise directivity varies with different levels of surface roughness. Copyright © 2007 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

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The generation of sound by turbulent boundary layer flow at low Mach number over a rough wall is investigated by applying the theoretical model which describes the scattering of the turbulence near field into sound by roughness elements. Attention is focused on the numerical method to approximately quantify the absolute level of the roughness noise radiated to far field. Empirical models for the source statistics are obtained by scaling smooth-wall data through increased skin friction velocity and boundary layer thickness for the rough surface. Numerical integration is performed to determine the roughness noise, and it reproduces the spectral characteristics of the available empirical formula and experimental data. Experiments are conducted to measure the radiated sound from two rough plates in an open jet by four 1/2'' free-field condenser microphones. The measured noise spectra of the rough plates are above that of a smooth plate in 1-2.5 kHz frequency and exhibits encouraging agreement with the predicted spectra. Also, a phased microphone array is utilized to localize the sound source, and it confirms that the rough plates generate higher source strengthes in this frequency range. A parametric study illustrates that the roughness height and roughness density significantly affect the far-field radiated roughness noise with the roughness height having the dominant effect. The estimates of the roughness noise for a Boeing 757 sized aircraft wing show that in high frequency region the sound radiated from surface roughness may exceed that from the trailing edge, and higher overall sound pressure levels for the roughness noise are also observed.

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This paper is concerned with the response statistics of a dynamic system that has random properties. The frequency-band-averaged energy of the system is considered, and a closed form expression is derived for the relative variance of this quantity. The expression depends upon three parameters: the modal overlap factor m, a bandwidth parameter B, and a parameter α that defines the nature of the loading (for example single point forcing or rain-on-the-roof loading). The result is applicable to any single structural component or acoustic volume, and a comparison is made here with simulation results for a mass loaded plate. Good agreement is found between the simulations and the theory. © 2003 Published by Elsevier Ltd.

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This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.

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We compare and contrast the effects of two distinctly different mechanisms of coupling (mechanical and electrical) on the parametric sensitivity of micromechanical sensors utilizing mode localization for sensor applications. For the first time, the strong correlation between mode localization and the phenomenon of 'eigenvalue loci-veering' is exploited for accurate quantification of the strength of internal coupling in mode localized sensors. The effects of capacitive coupling-spring tuning on the parametric sensitivity of electrically coupled resonators utilizing this sensing paradigm is also investigated and a mass sensor with sensitivity tunable by over 400% is realized. ©2009 IEEE.

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The ratios of enstrophy and dissipation moments induced by localized vorticity are inferred to be finite. It follows that the scaling exponents for locally averaged dissipation and enstrophy are equal. However, enstrophy and dissipation exponents measured over finite ranges of scales may be different. The cylindrical vortex profile that yields maximal moment ratios is determined. The moment ratios for cylindrical vortices are used to interpret differences in scale dependence of enstrophy and dissipation previously found in numerical simulations.

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We use vibration localization as a sensitive means of detecting small perturbations in stiffness in a pair of weakly coupled micromechanical resonators. For the first time, the variation in the eigenstates is studied by electrostatically coupling nearly identical resonators to allow for stronger localization of vibrational energy due to perturbations in stiffness. Eigenstate variations that are orders of magnitude greater than corresponding shifts in resonant frequency for an induced stiffness perturbation are experimentally demonstrated. Such high, voltagetunable parametric sensitivities together with the added advantage of intrinsic common mode rejection pave the way to a new paradigm of mechanical sensing. ©2009 IEEE.