Search results for "Gaussia"
showing 10 items of 653 documents
Path Integral Method for Nonlinear Systems Under Levy White Noise
2017
In this paper, the probabilistic response of nonlinear systems driven by alpha-stable Lévy white noises is considered. The path integral solution is adopted for determining the evolution of the probability density function of nonlinear oscillators. Specifically, based on the properties of alpha-stable random variables and processes, the path integral solution is extended to deal with Lévy white noises input with any value of the stability index alpha. It is shown that at the limit when the time increments tend to zero, the Einstein–Smoluchowsky equation, governing the evolution of the response probability density function, is fully restored. Application to linear and nonlinear systems under…
Approximate solution of the Fokker-Planck-Kolmogorov equation
2002
The aim of this paper is to present a thorough investigation of approximate techniques for estimating the stationary and non-stationary probability density function (PDF) of the response of nonlinear systems subjected to (additive and/or multiplicative) Gaussian white noise excitations. Attention is focused on the general scheme of weighted residuals for the approximate solution of the Fokker-Planck-Kolmogorov (FPK) equation. It is shown that the main drawbacks of closure schemes, such as negative values of the PDF in some regions, may be overcome by rewriting the FPK equation in terms of log-probability density function (log-PDF). The criteria for selecting the set of weighting functions i…
EXACT SOLUTIONS FOR A CLASS OF FRACTAL TIME RANDOM WALKS
1995
Fractal time random walks with generalized Mittag-Leffler functions as waiting time densities are studied. This class of fractal time processes is characterized by a dynamical critical exponent 0<ω≤1, and is equivalently described by a fractional master equation with time derivative of noninteger order ω. Exact Greens functions corresponding to fractional diffusion are obtained using Mellin transform techniques. The Greens functions are expressible in terms of general H-functions. For ω<1 they are singular at the origin and exhibit a stretched Gaussian form at infinity. Changing the order ω interpolates smoothly between ordinary diffusion ω=1 and completely localized behavior in the …
[Cr(dpa)(ox)2]–: a new bis-oxalato building block for the design of heteropolymetallic systems. Crystal structures and magnetic properties of PPh4[Cr…
2001
[EN] The new complexes of formulae PPh4[Cr(dpa)(ox)(2)] (1), AsPh4[Cr(dpa)(OX)(2)] (2), Hdpa[Cr(dpa)(ox)(2)]-4H(2)O (3), Rad[Cr(dpa)(ox)(2)] . H2O (4) and Sr[Cr(dpa)(ox)(2)](2) . 8H(2)O (5) [PPh4 = tetraphenylphosphonium cation; AsPh4 = tetraphenylarsoniurn cation; dpa = 2,T-dipyridylamine; ox = oxalate dianion; Rad = 2-(4-N-methylpyridinium)4,4,5,5-tetramethyl-4,5-dihydro-1H-imidazol-a-oxyl-3-N-oxide] have been prepared and characterised by single-crystal X-ray diffraction. The structures of 1-4 consist of discrete [Cr(dpa)(ox)(2)](-) anions, tetraphenylphosphonium. (1), tetraphenylarsonium (2), monoprotonated Hdpa (3) and univalent radical (4) cations and uncoordinated water molecules (2-…
Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
2023
A local version of spatio-temporal log-Gaussian Cox processes is proposed by using Local Indicators of Spatio-Temporal Association (LISTA) functions plugged into the minimum contrast procedure, to obtain space as well as time-varying parameters. The new procedure resorts to the joint minimum contrast fitting method to estimate the set of second-order parameters. This approach has the advantage of being suitable in both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. Simulation studies to assess the performance of the proposed fitting procedure are presented, and an application to seismic spatio-temporal point pattern…
Analytical design of 160 Gbits/s densely dispersion-managed optical fiber transmission systems using Gaussian and raised cosine RZ ansätze
2004
We present an easy and efficient analytical method to design 160 Gbits/s densely dispersion-managed optical fiber transmission systems using Gaussian and raised cosine RZ ansatze.
Influence of Whole-Body Dynamics on 15N PISEMA NMR Spectra of Membrane Proteins: A Theoretical Analysis
2009
AbstractMembrane proteins and peptides exhibit a preferred orientation in the lipid bilayer while fluctuating in an anisotropic manner. Both the orientation and the dynamics have direct functional implications, but motions are usually not accessible, and structural descriptions are generally static. Using simulated data, we analyze systematically the impact of whole-body motions on the peptide orientations calculated from two-dimensional polarization inversion spin exchange at the magic angle (PISEMA) NMR. Fluctuations are found to have a significant effect on the observed spectra. Nevertheless, wheel-like patterns are still preserved, and it is possible to determine the average peptide til…
Study of elution behaviour with gradient voltage in CEC using methacrylate monolithic columns.
2010
A theoretical study on the retention behaviour and chromatographic performance of neutral solutes using a lauryl methacrylate-based monolithic column under voltage gradient mode in CEC was carried out. Through a flexible mathematical function based on a modified Gaussian model, the peak shape of compounds was firstly fitted under constant and gradient voltage. Using the peak shape parameters and retention time, the estimation of global chromatographic performance, efficiency and peak capacity under several voltage conditions was performed. The influence of voltage gradient on the separation efficiency is discussed and simple equations are presented to calculate retention and peak widths und…
Information Dynamics Analysis: A new approach based on Sparse Identification of Linear Parametric Models*
2020
The framework of information dynamics allows to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of a complex network. The information transfer from one process to another can be quantified through Transfer Entropy, and under the assumption of joint Gaussian variables it is strictly related to the concept of Granger Causality (GC). According to the most recent developments in the field, the computation of GC entails representing the processes through a Vector Autoregressive (VAR) model and a state space (SS) model typically identified by means of the Ordinary Least Squares (OLS). In this work, we propose a new identification …
On the use of adaptive spatial weight matrices from disease mapping multivariate analyses
2020
Conditional autoregressive distributions are commonly used to model spatial dependence between nearby geographic units in disease mapping studies. These distributions induce spatial dependence by means of a spatial weights matrix that quantifies the strength of dependence between any two neighboring spatial units. The most common procedure for defining that spatial weights matrix is using an adjacency criterion. In that case, all pairs of spatial units with adjacent borders are given the same weight (typically 1) and the remaining non-adjacent units are assigned a weight of 0. However, assuming all spatial neighbors in a model to be equally influential could be possibly a too rigid or inapp…