Efficient use of correlation entropy for analysing time series data

The correlation dimension D 2 and correlation entropy K 2 are both important quantifiers in nonlinear time series analysis. However, use of D 2 has been more common compared to K 2 as a discriminating measure. One reason for this is that D 2 is a static measure and can be easily evaluated from a time series. However, in many cases, especially those involving coloured noise, K 2 is regarded as a more useful measure. Here we present an efficient algorithmic scheme to compute K 2 directly from a time series data and show that K 2 can be used as a more effective measure compared to D 2 for analysing practical time series involving coloured noise.

Influence of non-stoichiometric defects on nonlinear absorption and refraction in Nd:Zn co-doped lithium niobate

Nonlinear absorption and refraction phenomena in stoichiometric lithium niobate (SLN) pure and co-doped with Zn and Nd, and congruent lithium niobate (CLN) were investigated using Z-scan technique. Femtosecond laser pulses from Ti:Sapphire laser (800 nm, 110 fs pulse width and 1 kHz repetition rate) were utilized for the experiment. The process responsible for nonlinear behavior of the samples was identified to be three photon absorption (3PA). This is in agreement with the band gap energies of the samples obtained from the linear absorption cut off and the slope of the plot of Ln(1 − TOA) vs. Ln(I0) using Sutherland’s theory (s = 2.1, for 3PA). The nonlinear refractive index (n2) of Zn doped samples was found to be lower than that of pure samples. Our experiments show that there exists a correlation between the nonlinear properties and the stoichiometry of the samples. The values of n2 fall into the same range as those obtained for the materials of similar band gap.

A comment on the consistency of truncated nonlinear integral equation based theories of freezing

We report the results of two studies of aspects of the consistency of truncated nonlinear integral equation based theories of freezing: (i) We show that the self-consistent solutions to these nonlinear equations are unfortunately sensitive to the level of truncation. For the hard sphere system, if the Wertheim–Thiele representation of the pair direct correlation function is used, the inclusion of part but not all of the triplet direct correlation function contribution, as has been common, worsens the predictions considerably. We also show that the convergence of the solutions found, with respect to number of reciprocal lattice vectors kept in the Fourier expansion of the crystal singlet density, is slow. These conclusions imply great sensitivity to the quality of the pair direct correlation function employed in the theory. (ii) We show the direct correlation function based and the pair correlation function based theories of freezing can be cast into a form which requires solution of isomorphous nonlinear integral equations. However, in the pair correlation function theory the usual neglect of the influence of inhomogeneity of the density distribution on the pair correlation function is shown to be inconsistent to the lowest order in the change of density on freezing, and to lead to erroneous predictions. The Journal of Chemical Physics is copyrighted by The American Institute of Physics.

A comment on the consistency of truncated nonlinear integral equation based theories of freezing

We report the results of two studies of aspects of the consistency of truncated nonlinear integral equation based theories of freezing: (i) We show that the self-consistent solutions to these nonlinear equations are unfortunately sensitive to the level of truncation. For the hard sphere system, if the Wertheim–Thiele representation of the pair direct correlation function is used, the inclusion of part but not all of the triplet direct correlation function contribution, as has been common, worsens the predictions considerably. We also show that the convergence of the solutions found, with respect to number of reciprocal lattice vectors kept in the Fourier expansion of the crystal singlet density, is slow. These conclusions imply great sensitivity to the quality of the pair direct correlation function employed in the theory. (ii) We show the direct correlation function based and the pair correlation function based theories of freezing can be cast into a form which requires solution of isomorphous nonlinear integral equations. However, in the pair correlation function theory the usual neglect of the influence of inhomogeneity of the density distribution on the pair correlation function is shown to be inconsistent to the lowest order in the change of density on freezing, and to lead to erroneous predictions. The Journal of Chemical Physics is copyrighted by The American Institute of Physics.

Convergence analysis of the Newton algorithm and a pseudo-time marching scheme for diffuse correlation tomography

We propose a self-regularized pseudo-time marching scheme to solve the ill-posed, nonlinear inverse problem associated with diffuse propagation of coherent light in a tissuelike object. In particular, in the context of diffuse correlation tomography (DCT), we consider the recovery of mechanical property distributions from partial and noisy boundary measurements of light intensity autocorrelation. We prove the existence of a minimizer for the Newton algorithm after establishing the existence of weak solutions for the forward equation of light amplitude autocorrelation and its Frechet derivative and adjoint. The asymptotic stability of the solution of the ordinary differential equation obtained through the introduction of the pseudo-time is also analyzed. We show that the asymptotic solution obtained through the pseudo-time marching converges to that optimal solution provided the Hessian of the forward equation is positive definite in the neighborhood of optimal solution. The superior noise tolerance and regularization-insensitive nature of pseudo-dynamic strategy are proved through numerical simulations in the context of both DCT and diffuse optical tomography. (C) 2010 Optical Society of America.

Laser damage studies in nonlinear optical crystal sodium p-nitrophenolate dihydrate

We report the surface laser damage threshold in sodium p-nitrophenolate dihydrate, a nonlinear optical crystal. The experiment is performed with a pulsed Nd:YAG laser in TEM00 mode. The single shot damage thresholds are 11.16 +/- 0.28GWcm(-2) and 1.25 +/- 0.02GWcm(-2) for 1064 nm and 532 nm laser wavelengths respectively. A close correlation between the laser damage threshold and mechanical hardness is observed. A possible mechanism of laser damage is discussed.

Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

Studies on nonlinear optical materials: structure of diphenylmethyl (Z)-1-(1-methylthio-2-nitrovinyl)tetrahydropyrrole-2-carboxylate

C21H22N2045, M r = 398.5, orthorhombic, P212~21, a = 9.799 (1), b = 11.853 (1), c = 17.316(2)/~, V=2011.4A 3, Z=4, Dm=l.320, Dx=1.314Mgm -3, CuKa, A=1.5418A, Iz= 1.63 ram-1, F(000) = 840.0, T = 293 K, R = 0.055 for 1735 significant reflections. In the 1-methylthio-2- nitrovinyl moiety the C--C bond, 1.368 (7)A, is significantly longer than in ethylene, 1.336 (2)/~. The second harmonic generation (SHG) efficiency of this compound is only 0.25 of the urea standard. The correlation between the molecular packing and SHG is discussed.

Nonlinear hydrodynamics of a hard-sphere fluid near the glass transition

We conduct a numerical study of the dynamic behavior of a dense hard-sphere fluid by deriving and integrating a set of Langevin equations. The statics of the system is described by a free-energy functional of the Ramakrishnan-Yussouff form. We find that the system exhibits glassy behavior as evidenced through a stretched exponential decay and a two-stage relaxation of the density correlation function. The characteristic times grow with increasing density according to the Vogel-Fulcher law. The wave-number dependence of the kinetics is extensively explored. The connection of our results with experiment, mode-coupling theory, and molecular-dynamics results is discussed.

Physical characterization of the organic nonlinear optical crystal � 3-methoxy 4-hydroxy benzaldehyde

We highlight our recent experimental work on an efficient molecular nonlinear optical crystal, 3-methoxy 4-hydroxy benzaldehyde (MHBA). Optical quality single crystals of MHBA were grown from mixtures of solvents and from melt. The overall absorption and transparency window were improved by growing them in a mixture of chloroform and acetone. The grown crystals were characterized for their optical transmission, mechanical hardness and laser damage. We have observed a strong correlation between mechanical properties and laser induced damage.

Perturbative growth of cosmological clustering .2. The two-point correlation

We use the BBGKY hierarchy equations to calculate, perturbatively, the lowest order nonlinear correction to the two-point correlation and the pair velocity for Gaussian initial conditions in a critical density matter-dominated cosmological model. We compare our results with the results obtained using the hydrodynamic equations that neglect pressure and find that the two match, indicating that there are no effects of multistreaming at this order of perturbation. We analytically study the effect of small scales on the large scales by calculating the nonlinear correction for a Dirac delta function initial two-point correlation. We find that the induced two-point correlation has a x(-6) behavior at large separations. We have considered a class of initial conditions where the initial power spectrum at small k has the form k(n) with 0 < n less than or equal to 3 and have numerically calculated the nonlinear correction to the two-point correlation, its average over a sphere and the pair velocity over a large dynamical range. We find that at small separations the effect of the nonlinear term is to enhance the clustering, whereas at intermediate scales it can act to either increase or decrease the clustering. At large scales we find a simple formula that gives a very good fit for the nonlinear correction in terms of the initial function. This formula explicitly exhibits the influence of small scales on large scales and because of this coupling the perturbative treatment breaks down at large scales much before one would expect it to if the nonlinearity were local in real space. We physically interpret this formula in terms of a simple diffusion process. We have also investigated the case n = 0, and we find that it differs from the other cases in certain respects. We investigate a recently proposed scaling property of gravitational clustering, and we find that the lowest order nonlinear terms cause deviations from the scaling relations that are strictly valid in the linear regime. The approximate validity of these relations in the nonlinear regime in l(T)-body simulations cannot be understood at this order of evolution.

Fluctuation-dissipation relation for nonlinear Langevin equations

It is shown that the fluctuation-dissipation theorem is satisfied by the solutions of a general set of nonlinear Langevin equations with a quadratic free-energy functional (constant susceptibility) and field-dependent kinetic coefficients, provided the kinetic coefficients satisfy the Onsager reciprocal relations for the irreversible terms and the antisymmetry relations for the reversible terms. The analysis employs a perturbation expansion of the nonlinear terms, and a functional integral calculation of the correlation and response functions, and it is shown that the fluctuation-dissipation relation is satisfied at each order in the expansion.

Artifact-free reconstruction from off-axis digital holograms through nonlinear filtering

We present experimental investigation of a new reconstruction method for off-axis digital holographic microscopy (DHM). This method effectively suppresses the object auto-correlation, commonly called the zero-order term, from holographic measurements, thereby suppressing the artifacts generated by the intensities of the two beams employed for interference from complex wavefield reconstruction. The algorithm is based on non-linear filtering, and can be applied to standard DHM setups, with realistic recording conditions. We study the applicability of the technique under different experimental configurations, such as topographic images of microscopic specimens or speckle holograms.

Nonlinear measures of respiration: Respiratory irregularity and increased chaos of respiration in patients with panic disorder

Background. Respiratory irregularity has been previously reported in patients with panic disorder using time domain measures. However, the respiratory signal is not entirely linear and a few previous studies used approximate entropy (APEN), a measure of regularity of time series. We have been studying APEN and other nonlinear measures including a measure of chaos, the largest Lyapunov exponent (LLE) of heart rate time series, in some detail. In this study, we used these measures of respiration to compare normal controls (n = 18) and patients with panic disorder (n = 22) in addition to the traditional time domain measures of respiratory rate and tidal volume. Methods: Respiratory signal was obtained by the Respitrace system using a thoracic and an abdominal belt, which was digitized at 500 Hz. Later, the time series were constructed at 4 Hz, as the highest frequency in this signal is limited to 0.5 Hz. We used 256 s of data (1,024 points) during supine and standing postures under normal breathing and controlled breathing at 12 breaths/min. Results: APEN was significantly higher in patients in standing posture during normal as well as controlled breathing (p = 0.002 and 0.02, respectively). LLE was also significantly higher in standing posture during normal breathing (p = 0.009). Similarly, the time domain measures of standard deviations and the coefficient of variation (COV) of tidal volume (TV) were significantly higher in the patient group (p = 0.02 and 0.004, respectively). The frequency of sighs was also higher in the patient group in standing posture (p = 0.02). In standing posture, LLE (p < 0.05) as well as APEN (p < 0.01) contributed significantly toward the separation of the two groups over and beyond the linear measure, i.e. the COV of TV. Conclusion: These findings support the previously described respiratory irregularity in patients with panic disorder and also illustrate the utility of nonlinear measures such as APEN and LLE as additional measures toward a better understanding of the abnormalities of respiratory physiology in similar patient populations as the correlation between LLE, APEN and some of the time domain measures only explained up to 50-60% of the variation. Copyright (C) 2002 S. Karger AG, Basel.

Effect of screening of intermicellar interactions on the linear and nonlinear rheology of a viscoelastic gel

We report our studies of the linear and nonlinear rheology of aqueous solutions of the surfactant cetyl trimethylammonium tosylate (CTAT) with varying amounts of sodium chloride (NaCl). The CTAT concentration is fixed at 42 mM, and the salt concentration is varied between 0 and 120 mM. On increasing the salt (NaCl) concentration, we see three distinct regimes in the zero-shear viscosity and the high-frequency plateau modulus data. In regime 1, the zero-shear viscosity shows a weak increase with salt concentration due to enhanced micellar growth. The decrease in the zero-shear viscosities with salt concentration in regimes II and III can be explained in terms of intermicellar branching. The most intriguing feature of our data, however, is the anomalous behavior of the high-frequency plateau modulus in regime II (0.12 less than or equal to [NaCl]/[CTAT] less than or equal to 1.42). In this regime, the plateau modulus increases with an increase in NaCl concentration. This is highly interesting, since the correlation length of concentration fluctuations and hence the plateau modulus G(0) are not expected to change appreciably in the semidilute regime. We propose to explain the changes in regime II in terms of a possible unbinding of the organic counterions (tosylate) from the CTA(+) surfaces on the addition of NaCl. In the nonlinear flow curves of the samples with high salt content, significant deviations from the predictions of the Giesekus model for entangled micelles are observed.