Linearized Controller Design for the Output Probability Density Functions of Non-Gaussian Stochastic Systems

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.

ON DOUBLE PEAK PROBABILITY DENSITY FUNCTIONS OF DUFFING OSCILLATOR TO COMBINED DETERMINISTIC AND RANDOM EXCITATIONS

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.

The Probability Density Function Related to Shallow Cumulus Entrainment Rate and Its Influencing Factors in a Large-Eddy Simulation

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.

Probability Density Analysis of Nonlinear Random Ship Rolling

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.

Probability density functions of quantum mechanical observable uncertainties

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.

On the Probability Density Function of the Real and Imaginary Parts in WFRFT Signals

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.

Shape control on probability density function in stochastic systems

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.

Probability Density Function Method for Observing Reconstructed Attractor Structure

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.

Joint probability density function of the stochastic responses of nonlinear structures

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.

Steady-state probability density function in wave turbulence under large volume limit

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.

Probability density function and estimation for error of digitized map coordinates in GIS

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.

Developing theory of probability density function for stochastic modeling of turbulent gas-particle flows

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.

Reconstruction of Probability Density Function for Gamma Distribution

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.

A Lagrangian-based flame index for the transported probability density function method

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.

Probability density analysis of SINR in massive MIMO systems with matched filter beamformer

This paper derives an approximate formula for probability density function(PDF) of received signal-to-interference-and-noise ratio(SINR) at user terminal when matched filter(MF) is adopted at a base station(BS).This distribution of SINR can be used to make an analysis of average sum-rate,outage probability,and symbol error rate of massive MIMO downlink with MF at BS.From simulation,it is found that the derived approximate analytical expression for PDF of SINR is consistent with the simulated exact PDF from the definition of SINR in medium-scale and large-scale MIMO systems.

Auxiliary error and probability density function based neuro-fuzzy model and its application in batch processes

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.

A probability theory for filtered ghost imaging

Based on probability density functions,we present a theoretical model to explain filtered ghost imaging(FGI)we first proposed and experimentally demonstrated in 2017[Opt.Lett.425290(2017)].An analytic expression for the joint intensity probability density functions of filtered random speckle fields is derived according to their probability distributions.Moreover,the normalized second-order intensity correlation functions are calculated for the three cases of low-pass,bandpass and high-pass filterings to study the resolution and visibility in the FGI system.Numerical simulations show that the resolution and visibility predicted by our model agree well with the experimental results,which also explains why FGI can achieve a super-resolution image and better visibility than traditional ghost imaging.

A deep learning method based on prior knowledge with dual training for solving FPK equation

The evolution of the probability density function of a stochastic dynamical system over time can be described by a Fokker–Planck–Kolmogorov(FPK) equation, the solution of which determines the distribution of macroscopic variables in the stochastic dynamic system. Traditional methods for solving these equations often struggle with computational efficiency and scalability, particularly in high-dimensional contexts. To address these challenges, this paper proposes a novel deep learning method based on prior knowledge with dual training to solve the stationary FPK equations. Initially, the neural network is pre-trained through the prior knowledge obtained by Monte Carlo simulation(MCS). Subsequently, the second training phase incorporates the FPK differential operator into the loss function, while a supervisory term consisting of local maximum points is specifically included to mitigate the generation of zero solutions. This dual-training strategy not only expedites convergence but also enhances computational efficiency, making the method well-suited for high-dimensional systems. Numerical examples, including two different two-dimensional(2D), six-dimensional(6D), and eight-dimensional(8D) systems, are conducted to assess the efficacy of the proposed method. The results demonstrate robust performance in terms of both computational speed and accuracy for solving FPK equations in the first three systems. While the method is also applicable to high-dimensional systems, such as 8D, it should be noted that computational efficiency may be marginally compromised due to data volume constraints.

Change of probability density distributions of summer temperatures in different climate zones

Extreme events have become increasingly frequent worldwide which are reflected in diverse changes in the shape of the temperature probability density function.However,few studies have paid attention to the heterogeneity of temperature at the scale of climate zones.Here,we use the ERA5-land data set to explore interdecadal summer temperature changes and the distribution across different climate zones from 1981 to 2019.Comparing the minimum(Tmin)and maximum(Tmax)temperature of 1982–1991 and 2010–2019,the results imply that Tmin and Tmax in summer maintained a notable upward trend over the past 40 years,especially Tmin.The effects of a simple shift toward a warmer climate contributed most to all climate zones,while the standard deviation,skewness and kurtosis had minor effects on extreme temperature except for tropics.Quantile analysis shows that the probability of extreme events in all climate zones is increasing in frequency and intensity,especially Tmin and Tmax in temperate climate zone.Understanding diverse reasons for climate change can assist us with taking different measures to address extreme climate in distinct climate zones.

A New Maximum Entropy Probability Function for the Surface Elevation of Nonlinear Sea Waves

Based on the maximum entropy principle a new probability density function （PDF） f（x） for the surface elevation of nonlinear sea waves, X, is derived through performing a coordinate transform of X and solving a variation problem subject to three constraint conditions of f（ x ）. Compared with the maximum entropy PDFs presented previously, the new PDF has the following merits： （1） it has four parameters to be determined and hence can give more refined fit to observed data and has wider suitability for nonlinear waves in different conditions; （2） these parameters are expressed in terms of distribution moments of X in a relatively simple form and hence are easy to be determined from observed data; （3） the PDF is free of the restriction of weak nonlinearity and possible to be used for sea waves in complicated conditions, such as those in shallow waters with complicated topography; and （4） the PDF is simple in form and hence convenient for theoretical and practical uses. l.aboratory wind-wave experiments have been conducted to test the competence of the new PDF for the surface elevation of nonlinear waves. The experimental results manifest that the new PDF gives somewhat better fit to the laboratory wind-wave data than the well-known Gram-Charlier PDF and beta PDF.