We investigate the coupling between the two components of a Large Eddy Simulation / Probability Density Function (LES/PDF) algorithm for the simulation of turbulent reacting flows. In such an algorithm, the Large Eddy Simulation (LES) component provides a solution to the hydrodynamic equations, whereas the Lagrangian Monte Carlo Probability Density Function (PDF) component solves for the PDF of...

Context . Statistical properties of the cosmic density fields are to a large extent encoded in shape one-point probability distribution functions (PDF) as measured surveys. In order successfully exploit such observables, detailed functional form covariance matrix PDF is needed. Aims The objectives model this for general stochastic and that reproduce expected cosmology. accuracy proposed forms e...

Minimum output mutual information is regarded as a natural criterion for independent component analysis (ICA) and is used as the performance measure in many ICA algorithms. Two common approaches in information-theoretic ICA algorithms are minimum mutual information and maximum output entropy approaches. In the former approach, we substitute some form of probability density function (pdf) estima...

A continuous case of new density function called harmonic probability density function (HPDF) is structured using mathematical method. The mean and variance of this probability function is presented using both the definition and moment generating function. A discussion has started on many other connections that may exist between this new model and its applications in geometry, probability, and ...

The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production principle (MEPP). Asymptotic convergence of pdf provides new justification of MEPP while convergence of differential entropy is important in asymptotic analysis of ...

Probability density functions (pdfs) are employed to evaluate the distribution of velocities in the global ocean. This study computes pdfs of ocean surface velocity using altimetric data from the TOPEX/Poseidon satellite. Results show that the shape of the observed pdfs changes with the size of the domain over which they are calculated: if data are drawn from a small region of the ocean, the pd...

This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of European-style options. It sets up a monte carlo test to evaluate alternative techniques’ ability to recover simulated distributions based on Heston’s (1993) stochastic volatility model. The paper tests both for the accuracy and stability of the estimated summary statistics fro...

In order to numerically invert Laplace transforms to calculate probability density functions (pdf’s) and cumulative distribution functions (cdf’s) in queueing and related models, we need to be able to calculate the Laplace transform values. In many cases the desired Laplace transform values (e.g., of a waiting-time cdf) can be computed when the Laplace transform values of component pdf’s (e.g.,...

The present document describes an approach for deriving a model of the power spectral density (PSD) for the fluctuating pressure in a turbulent flow. Ultimately, a model for compressible, transitional and fully turbulent pressure fluctuation loading to calculate a random vibration pressure field on an RB/RV during reentry conditions is sought. Both a power spectral density (PSD) as well as a pr...

The probability density function (PDF) of a random variable associated with the solution partial differential equation (PDE) parameters is approximated using truncated series expansion. PDE solved two stochastic finite element methods, Monte Carlo sampling and Galerkin method global polynomials. functional PDE, such as average over physical domain. are obtained considering number terms in Gram-...