Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

An Optically recombined laser interferometer for gravitational wave detection

Kilometer scale interferometers for the detection of gravitational waves are currently under construction by the LIGO (Laser Interferometer Gravitational-wave Observatory) and VIRGO projects. These interferometers will consist of two Fabry-Perot cavities illuminated by a laser beam which is split in half by a beam splitter. A recycling mirror between the laser and the beam splitter will reflect the light returning from the beam splitter towards the laser back into the interferometer. The positions of the optical components in these interferometers must be controlled to a small fraction of a wavelength of the laser light. Schemes to extract signals necessary to control these optical components have been developed and demonstrated on the tabletop. In the large scale gravitational wave detectors the optical components must be suspended from vibration isolation platforms to achieve the necessary isolation from seismic motion. These suspended components present a new class of problems in controlling the interferometer, but also provide more exacting test of interferometer signal and noise models.

This thesis discusses the first operation of a suspended-mass Fabry-Perot-Michelson interferometer, in which signals carried by the optically recombined beams are used to detect and control all important mirror displacements. This interferometer uses an optical configuration and signal extraction scheme that is planned for the full scale LIGO interferometers with the simplification of the removal of the recycling mirror. A theoretical analysis of the performance that is expected from such an interferometer is presented and the experimental results are shown to be in generally good agreement.