On the applicability of the lognormal distribution in random dynamical systems

This paper is concerned with the probability density function of the energy of a random dynamical system subjected to harmonic excitation. It is shown that if the natural frequencies and mode shapes of the system conform to the Gaussian Orthogonal Ensemble, then under common types of loading the distribution of the energy of the response is approximately lognormal, providing the modal overlap factor is high (typically greater than two). In contrast, it is shown that the response of a system with Poisson natural frequencies is not approximately lognormal. Numerical simulations are conducted on a plate system to validate the theoretical findings and good agreement is obtained. Simulations are also conducted on a system made from two plates connected with rotational springs to demonstrate that the theoretical findings can be extended to a built-up system. The work provides a theoretical justification of the commonly used empirical practice of assuming that the energy response of a random system is lognormal.

Effects of the biodiesel fuel physical properties on the swirl stabilised spray combustion characteristics

An increasin g interest in biofuel applications in modern engines requires a better understanding of biodiesel combustion behaviour. Many numerical studies have been carried out on unsteady combustion of biodiesel in situations similar to diesel engines, but very few studies have been done on the steady combustion of biodiesel in situations similar to a gas turbine combustor environment. The study of biodiesel spray combustion in gas turbine applications is of special interest due to the possible use of biodiesel in the power generation and aviation industries. In modelling spray combustion, an accurate representation of the physical properties of the fuel is a first important step, since spray formation is largely influenced by fuel properties such as viscosity, density, surface tension and vapour pressure. In the present work, a calculated biodiesel properties database based on the measured composition of Fatty Acid Methyl Esters (FAME) has been implemented in a multi-dimensional Computational Fluid Dynamics (CFD) spray simulation code. Simulations of non-reacting and reacting atmospheric-pressure sprays of both diesel and biodiesel have been carried out using a spray burner configuration for which experimental data is available. A pre-defined droplet size probability density function (pdf) has been implemented together with droplet dynamics based on phase Doppler anemometry (PDA) measurements in the near-nozzle region. The gas phase boundary condition for the reacting spray cases is similar to that of the experiment which employs a plain air-blast atomiser and a straight-vane axial swirler for flame stabilisation. A reaction mechanism for heptane has been used to represent the chemistry for both diesel and biodiesel. Simulated flame heights, spray characteristics and gas phase velocities have been found to compare well with the experimental results. In the reacting spray cases, biodiesel shows a smaller mean droplet size compared to that of diesel at a constant fuel mass flow rate. A lack of sensitivity towards different fuel properties has been observed based on the non-reacting spray simulations, which indicates a need for improved models of secondary breakup. By comparing the results of the non-reacting and reacting spray simulations, an improvement in the complexity of the physical modelling is achieved which is necessary in the understanding of the complex physical processes involved in spray combustion simulation. Copyright © 2012 SAE International.

Modelling of turbulent lifted jet flames using flamelets: A priori assessment and a posteriori validation

This study focuses on the modelling of turbulent lifted jet flames using flamelets and a presumed Probability Density Function (PDF) approach with interest in both flame lift-off height and flame brush structure. First, flamelet models used to capture contributions from premixed and non-premixed modes of the partially premixed combustion in the lifted jet flame are assessed using a Direct Numerical Simulation (DNS) data for a turbulent lifted hydrogen jet flame. The joint PDFs of mixture fraction Z and progress variable c, including their statistical correlation, are obtained using a copula method, which is also validated using the DNS data. The statistically independent PDFs are found to be generally inadequate to represent the joint PDFs from the DNS data. The effects of Z-c correlation and the contribution from the non-premixed combustion mode on the flame lift-off height are studied systematically by including one effect at a time in the simulations used for a posteriori validation. A simple model including the effects of chemical kinetics and scalar dissipation rate is suggested and used for non-premixed combustion contributions. The results clearly show that both Z-c correlation and non-premixed combustion effects are required in the premixed flamelets approach to get good agreement with the measured flame lift-off heights as a function of jet velocity. The flame brush structure reported in earlier experimental studies is also captured reasonably well for various axial positions. It seems that flame stabilisation is influenced by both premixed and non-premixed combustion modes, and their mutual influences. © 2014 Taylor & Francis.

Numerical investigation of particle velocity distributions in aeolian sand transport

Particle velocity distribution in a blowing sand cloud is a reflection of saltation movement of many particles. Numerical analysis is performed for particle velocity distribution with a discrete particle model. The probability distributions of resultant particle velocity in the impact-entrainment process, particle horizontal and vertical velocities at different heights and the vertical velocity of ascending particles are analyzed. The probability distributions of resultant impact and lift-off velocities of saltating particles can be expressed by a log-normal function, and that of impact angle comply with an exponential function. The probability distribution of particle horizontal and vertical velocities at different heights shows a typical single-peak pattern. In the lower part of saltation layer, the particle horizontal velocity distribution is positively skewed. Further analysis shows that the probability density function of the vertical velocity of ascending particles is similar to the right-hand part of a normal distribution function, and a general equation is acquired for the probability density function of non-dimensional vertical velocity of ascending particles which is independent of diameter of saltating particles, wind strength and height. These distributions in the present numerical analysis are consistent with reported experimental results. The present investigation is important for understanding the saltation state in wind-blown sand movement. (C) 2009 Elsevier B.V. All rights reserved.

Probabilistic modelling of soil moisture dynamics of irrigated cropland in the North China Plain

A probabilistic soil moisture dynamic model is used to estimate the soil moisture probability distribution and plant water stress of irrigated cropland in the North China Plain. Soil moisture and meteorological data during the period of 1998 to 2003 were obtained from an irrigated cropland ecosystem with winter wheat and maize in the North China Plain to test the probabilistic soil moisture dynamic model. Results showed that the model was able to capture the soil moisture dynamics and estimate long-term water balance reasonably well when little soil water deficit existed. The prediction of mean plant water stress during winter wheat and maize growing season quantified the suitability of the wheat-maize rotation to the soil and climate environmental conditions in North China Plain under the impact of irrigation. Under the impact of precipitation fluctuations, there is no significant bimodality of the average soil moisture probability density function.

Stochastic Mesh-Based Multiview Reconstruction

A method for reconstruction of 3D polygonal models from multiple views is presented. The method uses sampling techniques to construct a texture-mapped semi-regular polygonal mesh of the object in question. Given a set of views and segmentation of the object in each view, constructive solid geometry is used to build a visual hull from silhouette prisms. The resulting polygonal mesh is simplified and subdivided to produce a semi-regular mesh. Regions of model fit inaccuracy are found by projecting the reference images onto the mesh from different views. The resulting error images for each view are used to compute a probability density function, and several points are sampled from it. Along the epipolar lines corresponding to these sampled points, photometric consistency is evaluated. The mesh surface is then pulled towards the regions of higher photometric consistency using free-form deformations. This sampling-based approach produces a photometrically consistent solution in much less time than possible with previous multi-view algorithms given arbitrary camera placement.

A mathematical theory of stochastic microlensing. II. Random images, shear, and the Kac-Rice formula

Continuing our development of a mathematical theory of stochastic microlensing, we study the random shear and expected number of random lensed images of different types. In particular, we characterize the first three leading terms in the asymptotic expression of the joint probability density function (pdf) of the random shear tensor due to point masses in the limit of an infinite number of stars. Up to this order, the pdf depends on the magnitude of the shear tensor, the optical depth, and the mean number of stars through a combination of radial position and the star's mass. As a consequence, the pdf's of the shear components are seen to converge, in the limit of an infinite number of stars, to shifted Cauchy distributions, which shows that the shear components have heavy tails in that limit. The asymptotic pdf of the shear magnitude in the limit of an infinite number of stars is also presented. All the results on the random microlensing shear are given for a general point in the lens plane. Extending to the general random distributions (not necessarily uniform) of the lenses, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of global expected number of positive parity images due to a general lensing map. Applying the result to microlensing, we calculate the asymptotic global expected number of minimum images in the limit of an infinite number of stars, where the stars are uniformly distributed. This global expectation is bounded, while the global expected number of images and the global expected number of saddle images diverge as the order of the number of stars. © 2009 American Institute of Physics.

Natural streamflow regime alterations: Damming of the Piave river basin (Italy)

A novel approach is proposed to estimate the natural streamflow regime of a river and to assess the extent of the alterations induced by dam operation related to anthropogenic (e.g., agricultural, hydropower) water uses in engineered river basins. The method consists in the comparison between the seasonal probability density function (pdf) of observed streamflows and the purportedly natural streamflow pdf obtained by a recently proposed and validated probabilistic model. The model employs a minimum of landscape and climate parameters and unequivocally separates the effects of anthropogenic regulations from those produced by hydroclimatic fluctuations. The approach is applied to evaluate the extent of the alterations of intra-annual streamflow variability in a highly engineered alpine catchment of north-eastern Italy, the Piave river. Streamflows observed downstream of the regulation devices in the Piave catchment are found to exhibit smaller means/modes, larger coefficients of variation, and more pronounced peaks than the flows that would be observed in the absence of anthropogenic regulation, suggesting that the anthropogenic disturbance leads to remarkable reductions of river flows, with an increase of the streamflow variability and of the frequency of preferential states far from the mean. Some structural limitations of management approaches based on minimum streamflow requirements (widely used to guide water policies) as opposed to criteria based on whole distributions are also discussed. Copyright © 2010 by the American Geophysical Union.

Local kinetic interpretation of entropy production through reversed diffusion.

The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.

Spatially Correlated Multiple-Ananna Channel Capacity Distributions

In this paper, we investigate the capacity of multiple-input multiple-output (MIMO) wireless communication systems over spatially correlated Rayleigh distributed flat fading channels with complex Gaussian additive noise. Specifically, we derive the probability density function of the mutual information between transmitted and received complex signals of MIMO systems. Using this density we derive the closed-form ergodic capacity (mean), delay-limited capacity, capacity variance and outage capacity formulas for spatially correlated channels and then evaluate these formulas numerically. Numerical results show how the channel correlation degrades the capacity of MIMO communication systems. We also show that the density of mutual information of correlated/uncorrelated MIMO systems can be approximated by a Gaussian density with derived mean and variance, even for a finite number of inputs and outputs.

Spectrally efficient cooperative diversity protocol for uplink wireless transmission

A spectrally efficient cooperative protocol for uplink wireless transmission in a centralised communication system is proposed, where each of the N users play the relaying and source roles simultaneously by using superposition (SP) modulation. The probability density function of the mutual information between SP-modulated transmitted and received signals of the cooperative uplink channels is derived. Using the high-signal-to-noise ratio (SNR) approximation of this density function, the outage probability formula of the system as well as its easily computable tight upper and lower bounds are obtained and these formulas are evaluated numerically. Numerical results show that the proposed strategy can achieve around 3 dB performance gain over comparable schemes. Furthermore, the multiplexing and diversity tradeoff formula is derived to illustrate the optimal performance of the proposed protocol, which also confirms that the SP relaying transmission does not cause any loss of data rate. Moreover, performance characterisation in terms of ergodic and outage capacities are studied and numerical results show that the proposed scheme can achieve significantly larger outage capacity than direct transmission, which is similar to other cooperative schemes. The superiority of the proposed strategy is demonstrated by the fact that it can maintain almost the same ergodic capacity as the direct transmission, whereas the ergodic capacity of other cooperative schemes would be much worse.

Anisotropic seismic inversion using a multigrid Monte Carlo approach

We propose a new approach for the inversion of anisotropic P-wave data based on Monte Carlo methods combined with a multigrid approach. Simulated annealing facilitates objective minimization of the functional characterizing the misfit between observed and predicted traveltimes, as controlled by the Thomsen anisotropy parameters (epsilon, delta). Cycling between finer and coarser grids enhances the computational efficiency of the inversion process, thus accelerating the convergence of the solution while acting as a regularization technique of the inverse problem. Multigrid perturbation samples the probability density function without the requirements for the user to adjust tuning parameters. This increases the probability that the preferred global, rather than a poor local, minimum is attained. Undertaking multigrid refinement and Monte Carlo search in parallel produces more robust convergence than does the initially more intuitive approach of completing them sequentially. We demonstrate the usefulness of the new multigrid Monte Carlo (MGMC) scheme by applying it to (a) synthetic, noise-contaminated data reflecting an isotropic subsurface of constant slowness, horizontally layered geologic media and discrete subsurface anomalies; and (b) a crosshole seismic data set acquired by previous authors at the Reskajeage test site in Cornwall, UK. Inverted distributions of slowness (s) and the Thomson anisotropy parameters (epsilon, delta) compare favourably with those obtained previously using a popular matrix-based method. Reconstruction of the Thomsen epsilon parameter is particularly robust compared to that of slowness and the Thomsen delta parameter, even in the face of complex subsurface anomalies. The Thomsen epsilon and delta parameters have enhanced sensitivities to bulk-fabric and fracture-based anisotropies in the TI medium at Reskajeage. Because reconstruction of slowness (s) is intimately linked to that epsilon and delta in the MGMC scheme, inverted images of phase velocity reflect the integrated effects of these two modes of anisotropy. The new MGMC technique thus promises to facilitate rapid inversion of crosshole P-wave data for seismic slownesses and the Thomsen anisotropy parameters, with minimal user input in the inversion process.

Distribution of the Demmel Condition Number of Wishart Matrices

This paper studies the Demmel condition number of Wishart matrices, a quantity which has numerous applications to wireless communications, such as adaptive switching between beamforming and diversity coding, link adaptation, and spectrum sensing. For complex Wishart matrices, we give an exact analytical expression for the probability density function (p.d.f.) of the Demmel condition number, and also derive simplified expressions for the high tail regime. These results indicate that the condition of complex Wishart matrices is dominantly decided by the difference between the matrix dimension and degree of freedom (DoF), i.e., the probability of drawing a highly ill conditioned matrix decreases considerably when the difference between the matrix dimension and DoF increases. We further investigate real Wishart matrices, and derive new expressions for the p.d.f. of the smallest eigenvalue, when the difference between the matrix dimension and DoF is odd. Based on these results, we succeed to obtain an exact p.d.f. expression for the Demmel condition number, and simplified expressions for the high tail regime.

Nakagami-m Phase Model: Further Results and Validation

This paper contributes to and expands on the Nakagami-m phase model. It derives exact, closed-form expressions for both the phase cumulative distribution function and its inverse. In addition, empirical first- and second-order statistics obtained from measurements conducted in a body-area network scenario were used to fit the phase probability density function, the phase cumulative distribution function, and the phase crossing rate expressions. Remarkably, the unlikely shapes of the phase statistics, as predicted by the theoretical formulations, are actually encountered in practice.

Ergodic Capacity of Cognitive TAS/GSC Relaying in Nakagami-m Fading Channels

We examine the impact of transmit antenna selection with receive generalized selection combining (TAS/GSC) for cognitive decode-and-forward (DF) relaying in Nakagami-m fading channels. We select a single transmit antenna at the secondary transmitter which maximizes the receive signal-to-noise ratio (SNR) and combine a subset of receive antennas with the largest SNRs at the secondary receiver. In an effort to assess the performance, we first derive the probability density function and cumulative distribution function of the end-to-end SNR using the moment generating function. We then derive new exact closed-form expression for the ergodic capacity. More importantly, by deriving the asymptotic expression for the high SNR approximation of the ergodic capacity, we gather deep insights into the high SNR slope and the power offset. Our results show that the high SNR slope is 1/2 under the proportional interference power constraint. Under the fixed interference power constraint, the high SNR slope is zero.