Operation of a high frequency piezoelectric ultrasound array with an application specific integrated circuit

Integration of a piezoelectric high frequency ultrasound (HFUS) array with a microfabricated application specific integrated circuit (ASIC) performing a range of functions has several advantages for ultrasound imaging. The number of signal cables between the array/electronics and the data acquisition / imaging system can be reduced, cutting costs and increasing functionality. Electrical impedance matching is also simplified and the same approach can reduce overall system dimensions for applications such as endoscopic ultrasound. The work reported in this paper demonstrates early ASIC operation with a piezocomposite HFUS array operating at approximately 30 MHz. The array was tested in three different modes. Clear signals were seen in catch-mode, with an external transducer as a source of ultrasound, and in pitch-mode with the external transducer as a receiver. Pitch-catch mode was also tested successfully, using sequential excitation on three array elements, and viable signals were detected. However, these were relatively small and affected by interference from mixed-signal sources in the ASIC. Nevertheless, the functionality and compatibility of the two main components of an integrated HFUS - ASIC device have been demonstrated and the means of further optimization are evident.

Forecasting high-frequency futures returns using online langevin dynamics

Forecasting the returns of assets at high frequency is the key challenge for high-frequency algorithmic trading strategies. In this paper, we propose a jump-diffusion model for asset price movements that models price and its trend and allows a momentum strategy to be developed. Conditional on jump times, we derive closed-form transition densities for this model. We show how this allows us to extract a trend from high-frequency finance data by using a Rao-Blackwellized variable rate particle filter to filter incoming price data. Our results show that even in the presence of transaction costs our algorithm can achieve a Sharpe ratio above 1 when applied across a portfolio of 75 futures contracts at high frequency. © 2011 IEEE.

On applications of high-frequency asymptotics in aeroacoustics.

The aim of this paper is to survey a range of applications of high-frequency asymptotic methods in aeroacoustics. Specifically, we are concerned with problems associated with noise generation, propagation and scattering as found in large modern aeroengines. With regard to noise generation, we consider the interaction between high-frequency vortical waves and thin aerofoils, with particular emphasis being placed on the way in which the vortical waves act on the non-uniform mean flow around the aerofoil. A ray-theoretic description of the resulting sound as it propagates along the engine intake is then presented, followed by consideration of the diffraction of these rays by the (possibly asymmetric) intake lip to produce sound in the far field. A range of more detailed possible extensions is also presented.

High Frequency Acousto-electric Single Photon Source

We propose a single optical photon source for quantum cryptography based on the acousto-electric effect. Surface acoustic waves (SAWs) propagating through a quasi-one-dimensional channel have been shown to produce packets of electrons which reside in the SAW minima and travel at the velocity of sound. In our scheme these electron packets are injected into a p-type region, resulting in photon emission. Since the number of electrons in each packet can be controlled down to a single electron, a stream of single (or N) photon states, with a creation time strongly correlated with the driving acoustic field, should be generated.