2020
1.
Pfefferlé, David; Abarzhi, Snezhana I.
Whittle Maximum Likelihood Estimate of Spectral Properties of Rayleigh-Taylor Interfacial Mixing Using Hot-Wire Anemometry Experimental Data Journal Article
In: Physical Review E, vol. 102, no. 5, pp. 053107, 2020.
Abstract | Links | BibTeX | Tags: data analysis, data fitting, exponential decay, hypothesis testing, maximum likelihood, parameter estimation, power-law, rayleigh-taylor, spectrum
@article{pfefferleWhittleMaximumLikelihood2020,
title = {Whittle Maximum Likelihood Estimate of Spectral Properties of Rayleigh-Taylor Interfacial Mixing Using Hot-Wire Anemometry Experimental Data},
author = {David Pfefferl\'{e} and Snezhana I. Abarzhi},
doi = {10.1103/PhysRevE.102.053107},
year = {2020},
date = {2020-11-01},
urldate = {2020-11-01},
journal = {Physical Review E},
volume = {102},
number = {5},
pages = {053107},
publisher = {American Physical Society},
abstract = {Investigating the power density spectrum of fluctuations in Rayleigh-Taylor (RT) interfacial mixing is a means of studying characteristic length, timescales, anisotropies, and anomalous processes. Guided by group theory, analyzing the invariance-based properties of the fluctuations, our paper examines raw time series from hot-wire anemometry measurements in the experiment by Akula et al. [J. Fluid Mech. 816, 619 (2017)]. The results suggest that the power density spectrum can be modeled as a compound function presented as the product of a power law and an exponential. The data analysis is based on Whittle's approximation of the power density spectrum for independent zero-mean near-Gaussian signals to construct a maximum likelihood estimator of the parameters. Those that maximize the log-likelihood are computed numerically through Newton-Raphson iteration. The Hessian of the log-likelihood is used to evaluate the Fisher information matrix and provide an estimate of the statistical error on the obtained parameters. The Kolmogorov-Smirnov test is applied to analyze the goodness of fit, by verifying the hypothesis that the ratio between the observed periodogram and the estimated power density spectrum follows a $chi$2 probability distribution. The dependence of the parameters of the compound function is investigated on the range of mode numbers over which the fit is performed. In the domain where the relative errors of the power-law exponent and the exponential decay rate are small and the goodness of fit is excellent, the parameters of the compound function are clearly defined, in agreement with the theory developed in the paper. The study of the power-law spectra in RT mixing data suggests that rigorous physics-based statistical methods can help researchers to see beyond visual inspection.},
keywords = {data analysis, data fitting, exponential decay, hypothesis testing, maximum likelihood, parameter estimation, power-law, rayleigh-taylor, spectrum},
pubstate = {published},
tppubtype = {article}
}
Investigating the power density spectrum of fluctuations in Rayleigh-Taylor (RT) interfacial mixing is a means of studying characteristic length, timescales, anisotropies, and anomalous processes. Guided by group theory, analyzing the invariance-based properties of the fluctuations, our paper examines raw time series from hot-wire anemometry measurements in the experiment by Akula et al. [J. Fluid Mech. 816, 619 (2017)]. The results suggest that the power density spectrum can be modeled as a compound function presented as the product of a power law and an exponential. The data analysis is based on Whittle's approximation of the power density spectrum for independent zero-mean near-Gaussian signals to construct a maximum likelihood estimator of the parameters. Those that maximize the log-likelihood are computed numerically through Newton-Raphson iteration. The Hessian of the log-likelihood is used to evaluate the Fisher information matrix and provide an estimate of the statistical error on the obtained parameters. The Kolmogorov-Smirnov test is applied to analyze the goodness of fit, by verifying the hypothesis that the ratio between the observed periodogram and the estimated power density spectrum follows a $chi$2 probability distribution. The dependence of the parameters of the compound function is investigated on the range of mode numbers over which the fit is performed. In the domain where the relative errors of the power-law exponent and the exponential decay rate are small and the goodness of fit is excellent, the parameters of the compound function are clearly defined, in agreement with the theory developed in the paper. The study of the power-law spectra in RT mixing data suggests that rigorous physics-based statistical methods can help researchers to see beyond visual inspection.