The process of entrainment-mixing between cumulus clouds and the ambient air is important for the development of cumulus clouds.Accurately obtaining the entrainment rate(λ)is particularly important for its parameteri...The process of entrainment-mixing between cumulus clouds and the ambient air is important for the development of cumulus clouds.Accurately obtaining the entrainment rate(λ)is particularly important for its parameterization within the overall cumulus parameterization scheme.In this study,an improved bulk-plume method is proposed by solving the equations of two conserved variables simultaneously to calculateλof cumulus clouds in a large-eddy simulation.The results demonstrate that the improved bulk-plume method is more reliable than the traditional bulk-plume method,becauseλ,as calculated from the improved method,falls within the range ofλvalues obtained from the traditional method using different conserved variables.The probability density functions ofλfor all data,different times,and different heights can be well-fitted by a log-normal distribution,which supports the assumed stochastic entrainment process in previous studies.Further analysis demonstrate that the relationship betweenλand the vertical velocity is better than other thermodynamic/dynamical properties;thus,the vertical velocity is recommended as the primary influencing factor for the parameterization ofλin the future.The results of this study enhance the theoretical understanding ofλand its influencing factors and shed new light on the development ofλparameterization.展开更多
Recently a Hybrid Carrier (HC) scheme based on Weighted-type Fractional Fourier Transform (WFRFT) was proposed and developed, which contains Single Carrier (SC) and Multi-Carrier (MC) synergetie transmission. ...Recently a Hybrid Carrier (HC) scheme based on Weighted-type Fractional Fourier Transform (WFRFT) was proposed and developed, which contains Single Carrier (SC) and Multi-Carrier (MC) synergetie transmission. The wide interest is primarily due to its appealing characteristics, such as the robust performances in different types of selective fading channels and a great deal of potential for secure communications. According to the literatures, the HC signal and SC or MC signal probability distributions are different. In particular, some benefits of this HC scheme are brought by the quasi-Gaussian distribution of WFRFT signals. However, until now researchers have only presented statistic properties through computer simulations, and the accurate expressions of signals are not derived yet. In this paper, we derive the accu- rate and rigorously established closed-form expressions of Probability Density Function (PDF) of WFRFT signal real and imaginary parts with a large number of QPSK subcarriers, and this PDF can describe the behavior of data modulated by WFRFT, avoiding the complex computation for extensive computer simulations. Furthermore, the components of PDF expression are described and analyzed, and it is revealed that the tendency of signal quasi-Gaussian changes with the increasing of the parameter a (a in (0,1]). To validate the analytical results, extensive simulations have been conducted, showing a very good match between the analytical results and the real situations. The contribution of this paper may be useful to deduce the closed form expressions of Bit Error Ratio (BER), the Complementary Cumulative Distribution Function (CCDF) of Peak to Average Power Ratio (PAPR), and other analytical studies which adopt the PDF.展开更多
A novel strategy of probability density function (PDF) shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimiza...A novel strategy of probability density function (PDF) shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.展开更多
Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important in...Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important information about the spatial distribution of the phase points in the reconstructed attractor. To the best of our knowledge, it is the first time that the PDF method is put forward for the analysis of the reconstructed attractor structure. Numerical simulations demonstrate that the cardiac systems of healthy old men are about 6-6.5 dimensional complex dynamical systems. It is found that PDF is not symmetrically distributed when time delay is small, while PDF satisfies Gaussian distribution when time delay is big enough. A cluster effect mechanism is presented to explain this phenomenon. By studying the shape of PDFs, that the roles played by time delay are more important than embedding dimension in the reconstruction is clearly indicated. Results have demonstrated that the PDF method represents a promising numerical approach for the observation of the reconstructed attractor structure and may provide more information and new diagnostic potential of the analyzed cardiac system.展开更多
The joint probability density fimction (PDF) of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution ...The joint probability density fimction (PDF) of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution method, which is successfully developed to capture the instantaneous PDF of an arbitrary single response of interest, is extended to evaluate the joint PDF of any two responses. A two-dimensional partial differential equation in terms of the joint PDF is established. The strategy of selecting representative points via the number theoretical method and sieved by a hyper-ellipsoid is outlined. A two-dimensional difference scheme is developed. The free vibration of an SDOF system is examined to verify the proposed method, and a flame structure exhibiting hysteresis subjected to stochastic ground motion is investigated. It is pointed out that the correlation of different responses results from the fact that randomness of different responses comes from the same set of basic random parameters involved. In other words, the essence of the probabilistic correlation is a physical correlation.展开更多
This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density fun...This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.展开更多
We investigate the possibility for two-mode probability density function (PDF) to have a non-zero flux steady state solution. We take the large volume limit so that the space of modes becomes continuous. It is shown...We investigate the possibility for two-mode probability density function (PDF) to have a non-zero flux steady state solution. We take the large volume limit so that the space of modes becomes continuous. It is shown that in this limit all the steady-state twoor higher-mode PDFs are the product of one-mode PDFs. The flux of this steady-state solution turns out to be zero for any finite mode PDF.展开更多
The principal resonance of Duffing random external excitation was investigated. oscillator to combined deterministic and The random excitation was taken to be white noise or harmonic with separable random amplitude an...The principal resonance of Duffing random external excitation was investigated. oscillator to combined deterministic and The random excitation was taken to be white noise or harmonic with separable random amplitude and phase. The method of multiple scales was used to determine the equations of modulation of amplitude and phase. The one peak probability density function of each of the two stable stationary solutions was calculated by the linearization method. These two one-peak-density functions were combined using the probability of realization of the two stable stationary solutions to obtain the double peak probability density function. The theoretical analysis are verified by numerical results.展开更多
Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in...Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in GIS does not obey the normal distribution but the p-norm distribution with a determinate parameter. Assuming that the error is random and has the same statistical properties, the probability density function of the normal distribution, Laplace distribution and p-norm distribution are derived based on the arithmetic mean axiom, median axiom and p-median axiom, which means that the normal distribution is only one of these distributions but not the least one. Based on this ideal distribution fitness tests such as Skewness and Kurtosis coefficient test, Pearson chi-square chi(2) test and Kolmogorov test for digitized data are conducted. The results show that the error in map digitization obeys the p-norm distribution whose parameter is close to 1.60. A least p-norm estimation and the least square estimation of digitized data are further analyzed, showing that the least p-norm adjustment is better than the least square adjustment for digitized data processing in GIS.展开更多
Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function (PDF). Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the...Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function (PDF). Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the particle PDF transport equations are di- rectly solved either using a finite-difference method for two-dimensional (2D) problems or using a Monte-Carlo (MC) method for three-dimensional (3D) problems. The proposed differential stress model together with the PDF (DSM-PDF) is used to simulate turbulent swirling gas-particle flows. The simulation results are compared with the experimental results and the second-order moment (SOM) two-phase modeling results. All of these simulation results are in agreement with the experimental results, implying that the PDF approach validates the SOM two-phase turbulence modeling. The PDF model with the SOM-MC method is used to simulate evaporating gas-droplet flows, and the simulation results are in good agreement with the experimental results.展开更多
We propose a new flame index for the transported probability density function(PDF) method. The flame index uses mixing flux projections of Lagrangian particles on mixture fraction and progress variable directions as t...We propose a new flame index for the transported probability density function(PDF) method. The flame index uses mixing flux projections of Lagrangian particles on mixture fraction and progress variable directions as the metrics to identify the combustion mode, with the Burke-Schumann solution as a reference. A priori validation of the flame index is conducted with a series of constructed turbulent partially premixed reactors. It indicates that the proposed flame index is able to identify the combustion mode based on the subgrid mixing information. The flame index is then applied the large eddy simulation/PDF datasets of turbulent partially premixed jet flames. Results show that the flame index separate different combustion modes and extinction correctly. The proposed flame index provides a promising tool to analyze and model the partially premixed flames adaptively.展开更多
The probability distributions of small sample data are difficult to determine,while a large proportion of samples occur in the early failure period,so it is particularly important to make full use of these data in the...The probability distributions of small sample data are difficult to determine,while a large proportion of samples occur in the early failure period,so it is particularly important to make full use of these data in the statistical analysis.Based on gamma distribution,four methods of probability density function(PDF)reconstruction with early failure data are proposed,and then the mean time between failures(MTBF)evaluation expressions are concluded from the reconstructed PDFs.Both theory analysis and an example show that method 2 is the best evaluation method in dealing with early-failure-small-sample data.The reconstruction methods of PDF also have certain guiding significance for other distribution types.展开更多
This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary erro...This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.展开更多
Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equ...Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equations numerically for homoclinic and heteroclinic ship rolling under random waves described as periodic and Gaussian white noise excitations.The transient joint probability density functions(PDFs)and marginal PDFs of the rolling responses are also obtained.The effects of stimulation strength on ship rolling are further investigated from a probabilistic standpoint.The homoclinic ship rolling has two rolling states,the connection between the two peaks of the PDF is observed when the periodic excitation amplitude or the noise intensity is large,and the PDF is remarkably distributed in phase space.These phenomena increase the possibility of a random jump in ship motion states and the uncertainty of ship rolling,and the ship may lose stability due to unforeseeable facts or conditions.Meanwhile,only one rolling state is observed when the ship is in heteroclinic rolling.As the periodic excitation amplitude grows,the PDF concentration increases and drifts away from the beginning location,suggesting that the ship rolling substantially changes in a cycle and its stability is low.The PDF becomes increasingly uniform and covers a large region as the noise intensity increases,reducing the certainty of ship rolling and navigation safety.The current numerical solutions and analyses may be applied to evaluate the stability of a rolling ship in irregular waves and capsize mechanisms.展开更多
A hybrid LES (Large Eddy Simulation)/assumed sub-grid PDF (Probability Density Function) closure model has been devel-oped for supersonic turbulent combustion. Scalar transport equations for all species in a given che...A hybrid LES (Large Eddy Simulation)/assumed sub-grid PDF (Probability Density Function) closure model has been devel-oped for supersonic turbulent combustion. Scalar transport equations for all species in a given chemical kinetic mechanism were solved, which are necessary in the supersonic combustion where the non-equilibrium chemistry is essentially involved. The clipped Gaussian PDF of temperature and multivariate ? PDF of composition were used to close the sub-grid chemical sources that appear in the conservation equations. The sub-grid variances of temperature and composition were constructed based on scale similarity approach. A semi-implicit approach based on the PDF model was proposed to tackle the resulting numerical stiffness associated with finite rate chemistry. The model was applied to simulate a supersonic, coaxial H2-air burner, where both the mean and rms (root mean square) results were compared with the experimental data. In general, good agree-ments were achieved, which indicated that the present sub-grid PDF method could work well in simulating supersonic turbu-lent combustion. Moreover, the calculation showed that the sub-grid fluctuations of temperature and major species in the combustion region were of the order of 10%-20% of their rms, while the sub-grid fluctuation of hydroxyl might be as high as 40%-50% of its rms.展开更多
The shape control of probability density function(PDF) of the system state is an important topic in stochastic systems. In this paper, we propose a control technique for PDF shape of the state variable in nonlinear st...The shape control of probability density function(PDF) of the system state is an important topic in stochastic systems. In this paper, we propose a control technique for PDF shape of the state variable in nonlinear stochastic systems. Firstly, we derive and prove the form of the controller by investigating the Fokker-PlanckKolmogorov(FPK) equation arising from the stochastic system. Secondly, an approach for getting approximate solution of the FPK equation is provided. A special function including some parameters is taken as the approximate stationary solution of the FPK equation. We use nonlinear least square method to solve the parameters in the function, and capture the approximate solution of the FPK equation. Substituting the approximate solution into the form of the controller, we can acquire the PDF shape controller. Lastly, some example simulations are conducted to verify the algorithm.展开更多
The stationary probability density function (PDF) solution to nonlinear ship roll motion excited by Poisson white noise is analyzed. Subjected to such random excitation, the joint PDF solution to the roll angle and an...The stationary probability density function (PDF) solution to nonlinear ship roll motion excited by Poisson white noise is analyzed. Subjected to such random excitation, the joint PDF solution to the roll angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the exponential-polynomial closure (EPC) method is adopted. With the EPC method, the PDF solution is assumed to be an exponential-polynomial function of state variables. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. The problem of determining the unknown parameters in the approximate PDF finally results in solving simultaneous nonlinear algebraic equations. Both slight and high nonlinearities are considered in the illustrative examples. The analysis shows that when a second-order polynomial is taken, the result of the EPC method is the same as the one given by the equivalent linearization (EQL) method. The EQL results differ significantly from the simulated results in the case of high nonlinearity. When a fourth-order or sixth-order polynomial is taken, the results of the EPC method agree well with the simulated ones, especially in the tail regions of the PDF. This agreement is observed in the cases of both slight and high nonlinearities.展开更多
The Gaussian Copula Probability Density Function (PDF) plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating t...The Gaussian Copula Probability Density Function (PDF) plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating the Gaussian Copula PDF are all computationally-demanding and generally the most time-consuming part in the corresponding applications. In this paper, we propose an FPGA-based design to accelerate the computation of the Gaussian Copula PDF. Specifically, the evaluation of the Gaussian Copula PDF is mapped into a fully-pipelined FPGA dataflow engine by using three optimization steps: transforming the calculation pattern, eliminating constant computations from hardware logic, and extending calculations to multiple pipelines. In the experiments on 10 typical large-scale data sets, our FPGA-based solution shows a maximum of 1870 times speedup over a well-tuned single- core CPU-based solution, and 610 times speedup over a well-optimized parallel quad-core CPU-based solution when processing two-dimensional data.展开更多
In this paper, we apply a scaling analysis of the maximum of the probability density function(pdf) of velocity increments, i.e., max() = max()up p u, for a velocity field of turbulent Rayleigh-Bénard convec...In this paper, we apply a scaling analysis of the maximum of the probability density function(pdf) of velocity increments, i.e., max() = max()up p u, for a velocity field of turbulent Rayleigh-Bénard convection obtained at the Taylor-microscale Reynolds number Re60. The scaling exponent is comparable with that of the first-order velocity structure function, (1), in which the large-scale effect might be constrained, showing the background fluctuations of the velocity field. It is found that the integral time T(x/ D) scales as T(x/ D)(x/ D), with a scaling exponent =0.25 0.01, suggesting the large-scale inhomogeneity of the flow. Moreover, the pdf scaling exponent (x, z) is strongly inhomogeneous in the x(horizontal) direction. The vertical-direction-averaged pdf scaling exponent (x) obeys a logarithm law with respect to x, the distance from the cell sidewall, with a scaling exponent 0.22 within the velocity boundary layer and 0.28 near the cell sidewall. In the cell's central region, (x, z) fluctuates around 0.37, which agrees well with (1) obtained in high-Reynolds-number turbulent flows, implying the same intermittent correction. Moreover, the length of the inertial range represented in decade()IT x is found to be linearly increasing with the wall distance x with an exponent 0.65 0.05.展开更多
We study the uncertainties of quantum mechanical observables, quantified by the standard deviation(square root of variance) in Haar-distributed random pure states. We derive analytically the probability density functi...We study the uncertainties of quantum mechanical observables, quantified by the standard deviation(square root of variance) in Haar-distributed random pure states. We derive analytically the probability density functions(PDFs) of the uncertainties of arbitrary qubit observables.Based on these PDFs, the uncertainty regions of the observables are characterized by the support of the PDFs. The state-independent uncertainty relations are then transformed into the optimization problems over uncertainty regions, which opens a new vista for studying stateindependent uncertainty relations. Our results may be generalized to multiple observable cases in higher dimensional spaces.展开更多
基金supported by the National Natural Science Foundation of China(Grant Nos.42175099,42027804,42075073)the Innovative Project of Postgraduates in Jiangsu Province in 2023(Grant No.KYCX23_1319)+3 种基金supported by the National Natural Science Foundation of China(Grant No.42205080)the Natural Science Foundation of Sichuan(Grant No.2023YFS0442)the Research Fund of Civil Aviation Flight University of China(Grant No.J2022-037)supported by the National Key Scientific and Technological Infrastructure project“Earth System Science Numerical Simulator Facility”(Earth Lab)。
文摘The process of entrainment-mixing between cumulus clouds and the ambient air is important for the development of cumulus clouds.Accurately obtaining the entrainment rate(λ)is particularly important for its parameterization within the overall cumulus parameterization scheme.In this study,an improved bulk-plume method is proposed by solving the equations of two conserved variables simultaneously to calculateλof cumulus clouds in a large-eddy simulation.The results demonstrate that the improved bulk-plume method is more reliable than the traditional bulk-plume method,becauseλ,as calculated from the improved method,falls within the range ofλvalues obtained from the traditional method using different conserved variables.The probability density functions ofλfor all data,different times,and different heights can be well-fitted by a log-normal distribution,which supports the assumed stochastic entrainment process in previous studies.Further analysis demonstrate that the relationship betweenλand the vertical velocity is better than other thermodynamic/dynamical properties;thus,the vertical velocity is recommended as the primary influencing factor for the parameterization ofλin the future.The results of this study enhance the theoretical understanding ofλand its influencing factors and shed new light on the development ofλparameterization.
基金supported by the National Natural Science Foundation General Program of China(No.61201146)the National Basic Research Program of China(2013CB329003)the Fundamental Research Funds for the Central Universities(HIT.NSRIF.2015022)
文摘Recently a Hybrid Carrier (HC) scheme based on Weighted-type Fractional Fourier Transform (WFRFT) was proposed and developed, which contains Single Carrier (SC) and Multi-Carrier (MC) synergetie transmission. The wide interest is primarily due to its appealing characteristics, such as the robust performances in different types of selective fading channels and a great deal of potential for secure communications. According to the literatures, the HC signal and SC or MC signal probability distributions are different. In particular, some benefits of this HC scheme are brought by the quasi-Gaussian distribution of WFRFT signals. However, until now researchers have only presented statistic properties through computer simulations, and the accurate expressions of signals are not derived yet. In this paper, we derive the accu- rate and rigorously established closed-form expressions of Probability Density Function (PDF) of WFRFT signal real and imaginary parts with a large number of QPSK subcarriers, and this PDF can describe the behavior of data modulated by WFRFT, avoiding the complex computation for extensive computer simulations. Furthermore, the components of PDF expression are described and analyzed, and it is revealed that the tendency of signal quasi-Gaussian changes with the increasing of the parameter a (a in (0,1]). To validate the analytical results, extensive simulations have been conducted, showing a very good match between the analytical results and the real situations. The contribution of this paper may be useful to deduce the closed form expressions of Bit Error Ratio (BER), the Complementary Cumulative Distribution Function (CCDF) of Peak to Average Power Ratio (PAPR), and other analytical studies which adopt the PDF.
基金supported by the National Natural Science Fundation of China(61273127)the Specialized Research Fund of the Doctoral Program in Higher Education(20106118110009+2 种基金20116118110008)the Scientific Research Plan Projects of Shaanxi Education Department(12JK0524)the Young Teachers Scientific Research Fund of Xi’an University of Posts and Telecommunications(1100434)
文摘A novel strategy of probability density function (PDF) shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.
文摘Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important information about the spatial distribution of the phase points in the reconstructed attractor. To the best of our knowledge, it is the first time that the PDF method is put forward for the analysis of the reconstructed attractor structure. Numerical simulations demonstrate that the cardiac systems of healthy old men are about 6-6.5 dimensional complex dynamical systems. It is found that PDF is not symmetrically distributed when time delay is small, while PDF satisfies Gaussian distribution when time delay is big enough. A cluster effect mechanism is presented to explain this phenomenon. By studying the shape of PDFs, that the roles played by time delay are more important than embedding dimension in the reconstruction is clearly indicated. Results have demonstrated that the PDF method represents a promising numerical approach for the observation of the reconstructed attractor structure and may provide more information and new diagnostic potential of the analyzed cardiac system.
基金the National Natural Science Foundation of Chinafor Innovative Research Groups Under Grant No.50621062the National Natural Science Foundation of China forYoung Scholars Under Grant No.10402030
文摘The joint probability density fimction (PDF) of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution method, which is successfully developed to capture the instantaneous PDF of an arbitrary single response of interest, is extended to evaluate the joint PDF of any two responses. A two-dimensional partial differential equation in terms of the joint PDF is established. The strategy of selecting representative points via the number theoretical method and sieved by a hyper-ellipsoid is outlined. A two-dimensional difference scheme is developed. The free vibration of an SDOF system is examined to verify the proposed method, and a flame structure exhibiting hysteresis subjected to stochastic ground motion is investigated. It is pointed out that the correlation of different responses results from the fact that randomness of different responses comes from the same set of basic random parameters involved. In other words, the essence of the probabilistic correlation is a physical correlation.
文摘This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.
基金Project supported by the Korean Research Foundation of the Korea Government (MEST) (Grant No. 2009-0073081)
文摘We investigate the possibility for two-mode probability density function (PDF) to have a non-zero flux steady state solution. We take the large volume limit so that the space of modes becomes continuous. It is shown that in this limit all the steady-state twoor higher-mode PDFs are the product of one-mode PDFs. The flux of this steady-state solution turns out to be zero for any finite mode PDF.
基金Project supported by the National Natural Science Foundation of China (Key Program) (No.10332030)the Natural Science Foundation of Guangdong Province of China (No.04011640)
文摘The principal resonance of Duffing random external excitation was investigated. oscillator to combined deterministic and The random excitation was taken to be white noise or harmonic with separable random amplitude and phase. The method of multiple scales was used to determine the equations of modulation of amplitude and phase. The one peak probability density function of each of the two stable stationary solutions was calculated by the linearization method. These two one-peak-density functions were combined using the probability of realization of the two stable stationary solutions to obtain the double peak probability density function. The theoretical analysis are verified by numerical results.
文摘Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in GIS does not obey the normal distribution but the p-norm distribution with a determinate parameter. Assuming that the error is random and has the same statistical properties, the probability density function of the normal distribution, Laplace distribution and p-norm distribution are derived based on the arithmetic mean axiom, median axiom and p-median axiom, which means that the normal distribution is only one of these distributions but not the least one. Based on this ideal distribution fitness tests such as Skewness and Kurtosis coefficient test, Pearson chi-square chi(2) test and Kolmogorov test for digitized data are conducted. The results show that the error in map digitization obeys the p-norm distribution whose parameter is close to 1.60. A least p-norm estimation and the least square estimation of digitized data are further analyzed, showing that the least p-norm adjustment is better than the least square adjustment for digitized data processing in GIS.
基金supported by the National Natural Science Foundation of China(No.51390493)
文摘Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function (PDF). Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the particle PDF transport equations are di- rectly solved either using a finite-difference method for two-dimensional (2D) problems or using a Monte-Carlo (MC) method for three-dimensional (3D) problems. The proposed differential stress model together with the PDF (DSM-PDF) is used to simulate turbulent swirling gas-particle flows. The simulation results are compared with the experimental results and the second-order moment (SOM) two-phase modeling results. All of these simulation results are in agreement with the experimental results, implying that the PDF approach validates the SOM two-phase turbulence modeling. The PDF model with the SOM-MC method is used to simulate evaporating gas-droplet flows, and the simulation results are in good agreement with the experimental results.
基金sponsored by King Abdullah University of Science and Technology(KAUST)the National Natural Science Foundation of China(Grant No.91841302)。
文摘We propose a new flame index for the transported probability density function(PDF) method. The flame index uses mixing flux projections of Lagrangian particles on mixture fraction and progress variable directions as the metrics to identify the combustion mode, with the Burke-Schumann solution as a reference. A priori validation of the flame index is conducted with a series of constructed turbulent partially premixed reactors. It indicates that the proposed flame index is able to identify the combustion mode based on the subgrid mixing information. The flame index is then applied the large eddy simulation/PDF datasets of turbulent partially premixed jet flames. Results show that the flame index separate different combustion modes and extinction correctly. The proposed flame index provides a promising tool to analyze and model the partially premixed flames adaptively.
基金National Science and Technology Major Project of China(No.2016ZX04003001)。
文摘The probability distributions of small sample data are difficult to determine,while a large proportion of samples occur in the early failure period,so it is particularly important to make full use of these data in the statistical analysis.Based on gamma distribution,four methods of probability density function(PDF)reconstruction with early failure data are proposed,and then the mean time between failures(MTBF)evaluation expressions are concluded from the reconstructed PDFs.Both theory analysis and an example show that method 2 is the best evaluation method in dealing with early-failure-small-sample data.The reconstruction methods of PDF also have certain guiding significance for other distribution types.
基金Supported by the National Natural Science Foundation of China(61374044)Shanghai Science Technology Commission(12510709400)+1 种基金Shanghai Municipal Education Commission(14ZZ088)Shanghai Talent Development Plan
文摘This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.
基金the National Natural Science Foundation of China(Nos.52088102,51875540)。
文摘Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equations numerically for homoclinic and heteroclinic ship rolling under random waves described as periodic and Gaussian white noise excitations.The transient joint probability density functions(PDFs)and marginal PDFs of the rolling responses are also obtained.The effects of stimulation strength on ship rolling are further investigated from a probabilistic standpoint.The homoclinic ship rolling has two rolling states,the connection between the two peaks of the PDF is observed when the periodic excitation amplitude or the noise intensity is large,and the PDF is remarkably distributed in phase space.These phenomena increase the possibility of a random jump in ship motion states and the uncertainty of ship rolling,and the ship may lose stability due to unforeseeable facts or conditions.Meanwhile,only one rolling state is observed when the ship is in heteroclinic rolling.As the periodic excitation amplitude grows,the PDF concentration increases and drifts away from the beginning location,suggesting that the ship rolling substantially changes in a cycle and its stability is low.The PDF becomes increasingly uniform and covers a large region as the noise intensity increases,reducing the certainty of ship rolling and navigation safety.The current numerical solutions and analyses may be applied to evaluate the stability of a rolling ship in irregular waves and capsize mechanisms.
基金supported by the National Natural Science Foundation of China (Grant Nos. 50906098 and 91016028)
文摘A hybrid LES (Large Eddy Simulation)/assumed sub-grid PDF (Probability Density Function) closure model has been devel-oped for supersonic turbulent combustion. Scalar transport equations for all species in a given chemical kinetic mechanism were solved, which are necessary in the supersonic combustion where the non-equilibrium chemistry is essentially involved. The clipped Gaussian PDF of temperature and multivariate ? PDF of composition were used to close the sub-grid chemical sources that appear in the conservation equations. The sub-grid variances of temperature and composition were constructed based on scale similarity approach. A semi-implicit approach based on the PDF model was proposed to tackle the resulting numerical stiffness associated with finite rate chemistry. The model was applied to simulate a supersonic, coaxial H2-air burner, where both the mean and rms (root mean square) results were compared with the experimental data. In general, good agree-ments were achieved, which indicated that the present sub-grid PDF method could work well in simulating supersonic turbu-lent combustion. Moreover, the calculation showed that the sub-grid fluctuations of temperature and major species in the combustion region were of the order of 10%-20% of their rms, while the sub-grid fluctuation of hydroxyl might be as high as 40%-50% of its rms.
基金the National Natural Science Foundation of China(No.61273127)the Specialized Research Fund for the Doctoral Program of Higher Education of China(No.20116118110008)the Scientific Research Plan Projects of Shaanxi Education Department(No.12JK0524)
文摘The shape control of probability density function(PDF) of the system state is an important topic in stochastic systems. In this paper, we propose a control technique for PDF shape of the state variable in nonlinear stochastic systems. Firstly, we derive and prove the form of the controller by investigating the Fokker-PlanckKolmogorov(FPK) equation arising from the stochastic system. Secondly, an approach for getting approximate solution of the FPK equation is provided. A special function including some parameters is taken as the approximate stationary solution of the FPK equation. We use nonlinear least square method to solve the parameters in the function, and capture the approximate solution of the FPK equation. Substituting the approximate solution into the form of the controller, we can acquire the PDF shape controller. Lastly, some example simulations are conducted to verify the algorithm.
基金supported by the National Natural Science Foundation of China (Grant No. 51008211)
文摘The stationary probability density function (PDF) solution to nonlinear ship roll motion excited by Poisson white noise is analyzed. Subjected to such random excitation, the joint PDF solution to the roll angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the exponential-polynomial closure (EPC) method is adopted. With the EPC method, the PDF solution is assumed to be an exponential-polynomial function of state variables. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. The problem of determining the unknown parameters in the approximate PDF finally results in solving simultaneous nonlinear algebraic equations. Both slight and high nonlinearities are considered in the illustrative examples. The analysis shows that when a second-order polynomial is taken, the result of the EPC method is the same as the one given by the equivalent linearization (EQL) method. The EQL results differ significantly from the simulated results in the case of high nonlinearity. When a fourth-order or sixth-order polynomial is taken, the results of the EPC method agree well with the simulated ones, especially in the tail regions of the PDF. This agreement is observed in the cases of both slight and high nonlinearities.
基金supported in part by the National Natural Science Foundation of China (Nos. 61303003,41374113,and 41375102)the National High-Tech Research and Development (863) Program of China (Nos. 2011AA01A203 and 2013AA01A208)the National Key Basic Research and Development (973) Program of China (No. 2014CB347800)
文摘The Gaussian Copula Probability Density Function (PDF) plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating the Gaussian Copula PDF are all computationally-demanding and generally the most time-consuming part in the corresponding applications. In this paper, we propose an FPGA-based design to accelerate the computation of the Gaussian Copula PDF. Specifically, the evaluation of the Gaussian Copula PDF is mapped into a fully-pipelined FPGA dataflow engine by using three optimization steps: transforming the calculation pattern, eliminating constant computations from hardware logic, and extending calculations to multiple pipelines. In the experiments on 10 typical large-scale data sets, our FPGA-based solution shows a maximum of 1870 times speedup over a well-tuned single- core CPU-based solution, and 610 times speedup over a well-optimized parallel quad-core CPU-based solution when processing two-dimensional data.
基金supported by the Natural Science Foundation of China(Grant Nos.11102114,11202122 and 11222222)the Innovation Program of Shanghai Municipal Education Commission(Grant No.13YZ008,13YZ124)+1 种基金the Shanghai Shuguang Project(Grant No.13SG40)the Program for New Century Excellent Talents in University(Grant No.NCET-13-0)
文摘In this paper, we apply a scaling analysis of the maximum of the probability density function(pdf) of velocity increments, i.e., max() = max()up p u, for a velocity field of turbulent Rayleigh-Bénard convection obtained at the Taylor-microscale Reynolds number Re60. The scaling exponent is comparable with that of the first-order velocity structure function, (1), in which the large-scale effect might be constrained, showing the background fluctuations of the velocity field. It is found that the integral time T(x/ D) scales as T(x/ D)(x/ D), with a scaling exponent =0.25 0.01, suggesting the large-scale inhomogeneity of the flow. Moreover, the pdf scaling exponent (x, z) is strongly inhomogeneous in the x(horizontal) direction. The vertical-direction-averaged pdf scaling exponent (x) obeys a logarithm law with respect to x, the distance from the cell sidewall, with a scaling exponent 0.22 within the velocity boundary layer and 0.28 near the cell sidewall. In the cell's central region, (x, z) fluctuates around 0.37, which agrees well with (1) obtained in high-Reynolds-number turbulent flows, implying the same intermittent correction. Moreover, the length of the inertial range represented in decade()IT x is found to be linearly increasing with the wall distance x with an exponent 0.65 0.05.
基金supported by the NSF of China under Grant Nos.11971140,12075159,and 12171044Beijing Natural Science Foundation(Z190005)+1 种基金the Academician Innovation Platform of Hainan Province,and Academy for Multidisciplinary Studies,Capital Normal Universityfunded by Natural Science Foundations of Hubei Province Grant No.2020CFB538。
文摘We study the uncertainties of quantum mechanical observables, quantified by the standard deviation(square root of variance) in Haar-distributed random pure states. We derive analytically the probability density functions(PDFs) of the uncertainties of arbitrary qubit observables.Based on these PDFs, the uncertainty regions of the observables are characterized by the support of the PDFs. The state-independent uncertainty relations are then transformed into the optimization problems over uncertainty regions, which opens a new vista for studying stateindependent uncertainty relations. Our results may be generalized to multiple observable cases in higher dimensional spaces.