scholarly journals Return time statistics of extreme events in discrete nonlinear lattices

2017 ◽  
Vol 15 (1) ◽  
pp. 35-44
Author(s):  
Ana Mancic ◽  
Aleksandra Maluckov

Time statistics of extreme events (EEs) in one-dimensional discrete Salerno lattices is investigated numerically. We show that the dependence of the mean return time of EEs on the amplitude threshold can be used as a criterion to differentiate between various dynamical regimes of the extreme events. Also, we found that dispersion of points on the time probability distribution curve can be an indicator of the appearance of EEs in the system, but it has to be complemented with other statistical measures. The results obtained here can be used to distinguish between different dynamical regimes and as identifiers of the EEs existence in the lattice system.

2003 ◽  
Vol 10 (04) ◽  
pp. 311-320
Author(s):  
Matt Davison ◽  
C. Essex ◽  
J. S. Shiner

When the dynamics of an epidemic are chaotic, detailed prediction is effectively impossible, except perhaps in the short term. However, a probability distribution underlying the motion does allow for the long term prediction of statistical measures such as the mean or the standard deviation. Even this weaker long term predictability might be lost if distinct populations with chaotic dynamics are coupled. We show that such coupling can result in a phenomenon we call “sensitive dependence on neglected dynamics”. In light of this phenomenon, it is somewhat surprising that when two logistic maps are coupled, the long term predictability of the mean and standard deviation is maintained. This is true even though the probability distribution describing the time series depends on the coupling strength. The coupling-strength dependence does reveal itself in the loss of predictability of higher order moments such as skewness and kurtosis.


In this paper we have considered a finite discrete Markov chain and derived a recurrence relation for the calculating the return time probability distribution. The mean recurrence time is also calculated. Return time distribution helps to identify the most frequently visited states. Return time distribution plays a vital role in the classification of Markov chain. These concepts are illustrated through an example.


Fractals ◽  
2002 ◽  
Vol 10 (03) ◽  
pp. 285-290 ◽  
Author(s):  
F. SCHMITT ◽  
C. NICOLIS

Rainfall is a highly intermittent field over a wide range of time and space scales. We study a high resolution rainfall time series exhibiting large intensity fluctuations and localized events. We consider the return times of a given intensity, and show that the time series composed of these return times is itself also very intermittent, obeying to a hyperbolic probability density, entailing that the mean return time diverges. This is an unexpected property since mean return times are often introduced in meteorology, especially for the study of risk associated to extreme events. It suggests that the intermittency of first return times of extreme events should be taken into account when making statistical predictions.


1966 ◽  
Vol 25 ◽  
pp. 46-48 ◽  
Author(s):  
M. Lecar

“Dynamical mixing”, i.e. relaxation of a stellar phase space distribution through interaction with the mean gravitational field, is numerically investigated for a one-dimensional self-gravitating stellar gas. Qualitative results are presented in the form of a motion picture of the flow of phase points (representing homogeneous slabs of stars) in two-dimensional phase space.


2010 ◽  
Vol 35 (4) ◽  
pp. 543-550 ◽  
Author(s):  
Wojciech Batko ◽  
Bartosz Przysucha

AbstractAssessment of several noise indicators are determined by the logarithmic mean <img src="/fulltext-image.asp?format=htmlnonpaginated&src=P42524002G141TV8_html\05_paper.gif" alt=""/>, from the sum of independent random resultsL1;L2; : : : ;Lnof the sound level, being under testing. The estimation of uncertainty of such averaging requires knowledge of probability distribution of the function form of their calculations. The developed solution, leading to the recurrent determination of the probability distribution function for the estimation of the mean value of noise levels and its variance, is shown in this paper.


2021 ◽  
Vol 11 (15) ◽  
pp. 7121
Author(s):  
Shouke Li ◽  
Feipeng Xiao ◽  
Yunfeng Zou ◽  
Shouying Li ◽  
Shucheng Yang ◽  
...  

Wind tunnel tests are carried out for the Commonwealth Advisory Aeronautical Research Council (CAARC) high-rise building with a scale of 1:400 in exposure categories D. The distribution law of extreme pressure coefficients under different conditions is studied. Probability distribution fitting is performed on the measured area-averaged extreme pressure coefficients. The general extreme value (GEV) distribution is preferred for probability distribution fitting of extreme pressure coefficients. From the comparison between the area-averaged coefficients and the value from GB50009-2012, it is indicated that the wind load coefficients from GB50009-2012 may be non-conservative for the CAARC building. The area reduction effect on the extreme wind pressure is smaller than that on the mean wind pressure from the code. The recommended formula of the area reduction factor for the extreme pressure coefficient is proposed in this study. It is found that the mean and the coefficient of variation (COV) for the directionality factors are 0.85 and 0.04, respectively, when the orientation of the building is given. If the uniform distribution is given for the building’s orientation, the mean value of the directionality factors is 0.88, which is close to the directionality factor of 0.90 given in the Chinese specifications.


2018 ◽  
Vol 29 (10) ◽  
pp. 1850098 ◽  
Author(s):  
R. F. S. Andrade ◽  
A. M. C. Souza

Properties of one-dimensional discrete-time quantum walks (DTQWs) are sensitive to the presence of inhomogeneities in the substrate, which can be generated by defining position-dependent coin operators. Deterministic aperiodic sequences of two or more symbols provide ideal environments where these properties can be explored in a controlled way. Based on an exhaustive numerical study, this work discusses a two-coin model resulting from the construction rules that lead to the usual fractal Cantor set. Although the fraction of the less frequent coin [Formula: see text] as the size of the chain is increased, it leaves peculiar properties in the walker dynamics. They are characterized by the wave function, from which results for the probability distribution and its variance, as well as the entanglement entropy, were obtained. A number of results for different choices of the two coins are presented. The entanglement entropy has shown to be very sensitive to uncovering subtle quantum effects present in the model.


2018 ◽  
Vol 2018 ◽  
pp. 1-12 ◽  
Author(s):  
Feng Chu ◽  
Lu Wang ◽  
Xin Liu ◽  
Chengbin Chu ◽  
Yang Sui

Ambulance location problem is a key issue in Emergency Medical Service (EMS) system, which is to determine where to locate ambulances such that the emergency calls can be responded efficiently. Most related researches focus on deterministic problems or assume that the probability distribution of demand can be estimated. In practice, however, it is difficult to obtain perfect information on probability distribution. This paper investigates the ambulance location problem with partial demand information; i.e., only the mean and covariance matrix of the demands are known. The problem consists of determining base locations and the employment of ambulances, to minimize the total cost. A new distribution-free chance constrained model is proposed. Then two approximated mixed integer programming (MIP) formulations are developed to solve it. Finally, numerical experiments on benchmarks (Nickel et al., 2016) and 120 randomly generated instances are conducted, and computational results show that our proposed two formulations can ensure a high service level in a short time. Specifically, the second formulation takes less cost while guaranteeing an appropriate service level.


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