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Under ideal conditions, the probability density function (PDF) of a random variable, such as a sensor measurement, would be well known and amenable to computation and communication tasks. However, this is often not the case, so the user…

Statistics Theory · Mathematics 2022-07-29 Shane Lubold , Clark N. Taylor

Turbulence is a mysterious phenomenon in physical systems and plays a critical role in the interstellar medium (ISM). Previous simulations and observations have shown that the probability density functions (PDFs) of gas densities in…

Astrophysics of Galaxies · Physics 2025-03-26 Xunchuan Liu

We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…

Chaotic Dynamics · Physics 2017-06-02 Han Kyul Joo , Mustafa A. Mohamad , Themistoklis P. Sapsis

A method to approximate continuous multi-dimensional probability density functions (PDFs) using their projections and correlations is described. The method is particularly useful for event classification when estimates of systematic…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Dean Karlen

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

In probability density function (PDF) methods a transport equation is solved numerically to compute the time and space dependent probability distribution of several flow variables in a turbulent flow. The joint PDF of the velocity…

Fluid Dynamics · Physics 2010-06-04 J. Bakosi , P. Franzese , Z. Boybeyi

Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…

Fluid Dynamics · Physics 2010-03-24 J. Bakosi , P. Franzese , Z. Boybeyi

We investigate the single-point velocity probability density function (PDF) in three-dimensional fully developed homogeneous isotropic turbulence within the framework of PDF equations focussing on deviations from Gaussianity. A joint…

Fluid Dynamics · Physics 2011-02-18 Michael Wilczek , Anton Daitche , Rudolf Friedrich

Container ships encounter large roll angles and high acceleration, and container loss remains a problem. This study proposes a method for calculating the probability density function~(PDF) of roll angular and cargo lateral accelerations.…

Dynamical Systems · Mathematics 2022-09-27 Yuuki Maruyama , Atsuo Maki , Leo Dostal , Naoya Umeda

We analytically derive an expression for a speckle field's intensity probability density function (PDF) in a nonlinear medium. The analytically driven results are in good agreement with the numerical outcomes. In a focusing nonlinear…

A probabilistic description is essential for understanding growth processes far from equilibrium. In this paper, we compute time-dependent Probability Density Functions (PDFs) in order to investigate stochastic logistic and Gompertz models,…

Adaptation and Self-Organizing Systems · Physics 2017-12-08 Lucille-Marie Tenkès , Rainer Hollerbach , Eun-jin Kim

In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…

Statistical Mechanics · Physics 2017-03-22 Mohsen Ghasemi Nezhadhaghighi , Abbas Nakhlband

A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…

General Finance · Quantitative Finance 2015-05-20 Xavier Calbet , Jose-Luis Lopez , Ricardo Lopez-Ruiz

The column density probability distribution function (N-PDF) of GMCs has been used as a diagnostic of star formation. Simulations and analytic predictions have suggested the N-PDF is composed of a low density lognormal component and a high…

Astrophysics of Galaxies · Physics 2018-09-27 Hope Chen , Blakesley Burkhart , Alyssa A. Goodman , David C. Collins

In this paper we investigate, using theory and Direct Numerical Simulations (DNS), the Forward In Time (FIT) and Backward In Time (BIT) Probability Density Functions (PDFs) of the separation of inertial particle-pairs in isotropic…

Fluid Dynamics · Physics 2017-11-22 Andrew D. Bragg

In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Kundan Kumar , Shovan Bhaumik

Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…

Data Analysis, Statistics and Probability · Physics 2018-06-29 F. Sattin

We investigate the form of the one-point probability distribution function (pdf) for the density field of the interstellar medium using numerical simulations that successively reduce the number of physical processes included.…

Astrophysics · Physics 2014-10-13 J. Scalo , E. Vazquez-Semadeni , D. Chappell , T. Passot

We use the spherical evolution approximation to investigate nonlinear evolution from the non-Gaussian initial conditions characteristic of the local f_nl model. We provide an analytic formula for the nonlinearly evolved probability…

Astrophysics · Physics 2009-11-13 Tsz Yan Lam , Ravi K. Sheth

The probability distribution function of column density (PDF) has become the tool of choice for cloud structure analysis and star formation studies. Its simplicity is attractive, and the PDF could offer access to cloud physical parameters…

Astrophysics of Galaxies · Physics 2017-10-11 João Alves , Marco Lombardi , Charles Lada