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The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

Numerical Analysis · Mathematics 2021-01-25 Giacomo Capodaglio , Max Gunzburger , Henry P. Wynn

This article explores the generalized analysis-of-variance or ANOVA dimensional decomposition (ADD) for multivariate functions of dependent random variables. Two notable properties, stemming from weakened annihilating conditions, reveal…

Numerical Analysis · Mathematics 2014-08-05 Sharif Rahman

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

Parton distribution functions (PDFs) form an essential part of particle physics calculations. Currently, the most precise predictions for these non-perturbative functions are generated through fits to global data. A problem that several PDF…

High Energy Physics - Phenomenology · Physics 2025-09-04 Mengshi Yan , Tie-Jiun Hou , Zhao Li , Kirtimaan Mohan , C. -P. Yuan

In this paper we demonstrate that multi-modal Probability Distribution Functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integrations by Monte-Carlo methods. This algorithm can be used to…

Computational Physics · Physics 2009-10-31 K. J. Abraham , L. M. Haines

Both observational and theoretical research over the past decade has demonstrated that the probability distribution function (PDF) of the gas density in turbulent molecular clouds is a key ingredient for understanding star formation. It has…

Astrophysics of Galaxies · Physics 2018-11-28 Bastian Körtgen , Christoph Federrath , Robi Banerjee

We present a numerical study of the order-parameter probability density function (PDF) of the square Ising model for lattices with linear sizes $L=80-140$. A recent efficient entropic sampling scheme, combining the Wang-Landau and broad…

Statistical Mechanics · Physics 2008-09-16 Anastasios Malakis , Nikolaos G. Fytas

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

Probability theory has become the predominant framework for quantifying uncertainty across scientific and engineering disciplines, with a particular focus on measurement and control systems. However, the widespread reliance on simple…

The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…

Methodology · Statistics 2021-06-22 Cira E. G. Otiniano , Roberto Vila , Pedro C. Brom , Marcelo Bourguignon

We report on probability-density-functions (PDF) of the mass density in numerical simulations of highly compressible hydrodynamic flows and the corresponding structure formation of Lagrangian particles advected by the flows. Numerical…

Fluid Dynamics · Physics 2009-11-13 Christoph Beetz , Christian Schwarz , Jürgen Dreher , Rainer Grauer

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

Theoretical investigations into the deflection angle caused by microlenses offer a direct path to uncovering principles of the cosmological microlensing effect. This work specifically concentrates on the the probability density function…

Astrophysics of Galaxies · Physics 2023-08-30 Wenwen Zheng , Hou-Zun Chen , Xuechun Chen , Guoliang Li

The probability density function (PDF) of accelerations in turbulence is derived analytically with the help of the multifractal analysis based on generalized entropy, i.e., the Tsallis or the R\'{e}nyi entropy. It is shown that the derived…

Statistical Mechanics · Physics 2007-05-23 T. Arimitsu , N. Arimitsu

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

Quantum Physics · Physics 2007-05-23 Ferenc Balázs , Sándor Imre

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

Let $\mathbf{H}=(h_{ij})$ and $\mathbf{G}=(g_{ij})$ be two $m\times n$, $m\leq n$, random matrices, each with i.i.d complex zero-mean unit-variance Gaussian entries, with correlation between any two elements given by…

Probability · Mathematics 2007-05-23 Shuangquan Wang , Ali Abdi

We consider random transverse-field Ising spin chains and study the magnetization and the energy-density profiles by numerically exact calculations in rather large finite systems ($L\le 128$). Using different boundary conditions (free,…

Condensed Matter · Physics 2009-10-28 F. Igloi , H. Rieger

The probability density function (PDF) of velocity fluctuations is studied experimentally for grid turbulence in a systematical manner. At small distances from the grid, where the turbulence is still developing, the PDF is sub-Gaussian. At…

Fluid Dynamics · Physics 2009-11-07 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

The vortex contribution to the probability density function of longitudinal magnetization fluctuations is examined in finite 2D XY systems close to the Kosterlitz-Thouless-Berezinskii transition temperature. Within the temperature range…

Statistical Mechanics · Physics 2009-11-07 Peter Holdsworth , Mauro Sellitto