924 resultados para Multivariate statistics
Resumo:
Identification of homogeneous hydrometeorological regions (HMRs) is necessary for various applications. Such regions are delineated by various approaches considering rainfall and temperature as two key variables. In conventional approaches, formation of regions is based on principal components (PCs)/statistics/indices determined from time series of the key variables at monthly and seasonal scales. An issue with use of PCs for regionalization is that they have to be extracted from contemporaneous records of hydrometeorological variables. Therefore, delineated regions may not be effective when the available records are limited over contemporaneous time period. A drawback associated with the use of statistics/indices is that they do not provide effective representation of the key variables when the records exhibit non-stationarity. Consequently, the resulting regions may not be effective for the desired purpose. To address these issues, a new approach is proposed in this article. The approach considers information extracted from wavelet transformations of the observed multivariate hydrometeorological time series as the basis for regionalization by global fuzzy c-means clustering procedure. The approach can account for dynamic variability in the time series and its non-stationarity (if any). Effectiveness of the proposed approach in forming HMRs is demonstrated by application to India, as there are no prior attempts to form such regions over the country. Drought severity-area-frequency (SAF) curves are constructed corresponding to each of the newly formed regions for the use in regional drought analysis, by considering standardized precipitation evapotranspiration index (SPEI) as the drought indicator.
Resumo:
Climate change in response to a change in external forcing can be understood in terms of fast response to the imposed forcing and slow feedback associated with surface temperature change. Previous studies have investigated the characteristics of fast response and slow feedback for different forcing agents. Here we examine to what extent that fast response and slow feedback derived from time-mean results of climate model simulations can be used to infer total climate change. To achieve this goal, we develop a multivariate regression model of climate change, in which the change in a climate variable is represented by a linear combination of its sensitivity to CO2 forcing, solar forcing, and change in global mean surface temperature. We derive the parameters of the regression model using time-mean results from a set of HadCM3L climate model step-forcing simulations, and then use the regression model to emulate HadCM3L-simulated transient climate change. Our results show that the regression model emulates well HadCM3L-simulated temporal evolution and spatial distribution of climate change, including surface temperature, precipitation, runoff, soil moisture, cloudiness, and radiative fluxes under transient CO2 and/or solar forcing scenarios. Our findings suggest that temporal and spatial patterns of total change for the climate variables considered here can be represented well by the sum of fast response and slow feedback. Furthermore, by using a simple 1-D heat-diffusion climate model, we show that the temporal and spatial characteristics of climate change under transient forcing scenarios can be emulated well using information from step-forcing simulations alone.
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.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
The application of large-eddy simulation (LES) to turbulent transport processes requires accurate prediction of the Lagrangian statistics of flow fields. However, in most existing SGS models, no explicit consideration is given to Lagrangian statistics. In this paper, we focus on the effects of SGS modeling on Lagrangian statistics in LES ranging from statistics determining single-particle dispersion to those of pair dispersion and multiparticle dispersion. Lagrangian statistics in homogeneous isotropic turbulence are extracted from direct numerical simulation (DNS) and the LES with a spectral eddy-viscosity model. For the case of longtime single-particle dispersion, it is shown that, compared to DNS, LES overpredicts the time scale of the Lagrangian velocity correlation but underpredicts the Lagrangian velocity fluctuation. These two effects tend to cancel one another leading to an accurate prediction of the longtime turbulent dispersion coefficient. Unlike the single-particle dispersion, LES tends to underestimate significantly the rate of relative dispersion of particle pairs and multiple-particles, when initial separation distances are less than the minimum resolved scale due to the lack of subgrid fluctuations. The overprediction of LES on the time scale of the Lagrangian velocity correlation is further confirmed by a theoretical analysis using a turbulence closure theory.
Resumo:
The fit of fracture strength data of brittle materials (Si3N4, SiC, and ZnO) to the Weibull and normal distributions is compared in terms of the Akaike information criterion. For Si3N4, the Weibull distribution fits the data better than the normal distribution, but for ZnO the result is just the opposite. In the case of SiC, the difference is not large enough to make a clear distinction between the two distributions. There is not sufficient evidence to show that the Weibull distribution is always preferred to other distributions, and the uncritical use of the Weibull distribution for strength data is questioned.
Resumo:
The influence of threshold stress on the estimation of the Weibull statistics is discussed in terms of the Akaike information criterion. Numerical simulations show that, if sample data are limited in number and threshold stress is not too large, the two-parameter Weibull distribution is still a preferred choice. For example, the fit of strength data of glass and ceramics to the two- and three-parameter Weibull distributions is compared.