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Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

The formula for probability density functions (PDFs) has been extended to include PDF for energy dissipation rates in addition to other PDFs such as for velocity fluctuations, velocity derivatives, fluid particle accelerations, energy…

Statistical Mechanics · Physics 2009-11-11 T. Arimitsu , N. Arimitsu

A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

Data Analysis, Statistics and Probability · Physics 2007-05-30 R. Labbé

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

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

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

Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…

Statistics Theory · Mathematics 2020-08-24 T Tin Nguyen , Hien D Nguyen , Faicel Chamroukhi , Geoffrey J McLachlan

We introduce a method for calculating the probability density function (PDF) of a turbulent density field in three dimensions using only information contained in the projected two-dimensional column density field. We test the method by…

Astrophysics of Galaxies · Physics 2015-05-18 Christopher M. Brunt , Christoph Federrath , Daniel J. Price

The joint probability density function (PDF) of turbulent velocity and concentration of a passive scalar in an urban street canyon is computed using a newly developed particle-in-cell Monte Carlo method. Compared to moment closures, the PDF…

Geophysics · Physics 2010-03-25 J. Bakosi , P. Franzese , Z. Boybeyi

This paper investigates probability density functions (PDFs) that are continuous everywhere, nearly uniform around the mode of distribution, and adaptable to a variety of distribution shapes ranging from bell-shaped to rectangular. From the…

Machine Learning · Computer Science 2022-04-01 Osamu Fujita

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

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 purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear…

Mathematical Physics · Physics 2021-07-08 Jiawei Li , Zhongmin Qian , Mingrui Zhou

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

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

We study the probability distribution function (PDF) of the mass density in simulations of supersonic turbulence with properties appropriate for molecular clouds. For this study we use Athena, a new higher-order Godunov code. We find there…

Astrophysics · Physics 2008-09-23 M. Nicole Lemaster , James M. Stone

In this work, we use ML techniques to develop presumed PDF models for large eddy simulations of reacting flows. The joint sub-filter PDF of mixture fraction and progress variable is modeled using various ML algorithms and commonly used…

Computational Physics · Physics 2019-09-04 Marc T. Henry de Frahan , Shashank Yellapantula , Ryan King , Marc S. Day , Ray W. Grout

If two probability density functions (PDFs) have values for their first $n$ moments which are quite close to each other (upper bounds of their differences are known), can it be expected that the PDFs themselves are very similar? Shown below…

Statistics Theory · Mathematics 2018-08-16 Pranava Chaitanya Jayanti , Konstantina Trivisa

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 derive a multifractal model for the velocity probability density distribution function (PDF), which is valid from the inertial range to the viscous range. The model gives a continuous evolution of velocity PDFs from large to small…

chao-dyn · Physics 2008-02-03 Jens Eggers , Z. Jane Wang
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