Linear and nonlinear propagation of localised plasmon in metallic nanostructures

A major challenge in modern photonics and nano-optics is the diffraction limit of light which does not allow field localisation into regions with dimensions smaller than half the wavelength. Localisation of light into nanoscale regions (beyond its diffraction limit) has applications ranging from the design of optical sensors and measurement techniques with resolutions as high as a few nanometres, to the effective delivery of optical energy into targeted nanoscale regions such as quantum dots, nano-electronic and nano-optical devices. This field has become a major research direction over the last decade. The use of strongly localised surface plasmons in metallic nanostructures is one of the most promising approaches to overcome this problem. Therefore, the aim of this thesis is to investigate the linear and non-linear propagation of surface plasmons in metallic nanostructures. This thesis will focus on two main areas of plasmonic research –– plasmon nanofocusing and plasmon nanoguiding. Plasmon nanofocusing – The main aim of plasmon nanofocusing research is to focus plasmon energy into nanoscale regions using metallic nanostructures and at the same time achieve strong local field enhancement. Various structures for nanofocusing purposes have been proposed and analysed such as sharp metal wedges, tapered metal films on dielectric substrates, tapered metal rods, and dielectric V-grooves in metals. However, a number of important practical issues related to nanofocusing in these structures still remain unclear. Therefore, one of the main aims of this thesis is to address two of the most important of issues which are the coupling efficiency and heating effects of surface plasmons in metallic nanostructures. The method of analysis developed throughout this thesis is a general treatment that can be applied to a diversity of nanofocusing structures, with results shown here for the specific case of sharp metal wedges. Based on the geometrical optics approximation, it is demonstrated that the coupling efficiency from plasmons generated with a metal grating into the nanofocused symmetric or quasi-symmetric modes may vary between ~50% to ~100% depending on the structural parameters. Optimal conditions for nanofocusing with the view to minimise coupling and dissipative losses are also determined and discussed. It is shown that the temperature near the tip of a metal wedge heated by nanosecond plasmonic pulses can increase by several hundred degrees Celsius. This temperature increase is expected to lead to nonlinear effects, self-influence of the focused plasmon, and ultimately self-destruction of the metal tip. This thesis also investigates a different type of nanofocusing structure which consists of a tapered high-index dielectric layer resting on a metal surface. It is shown that the nanofocusing mechanism that occurs in this structure is somewhat different from other structures that have been considered thus far. For example, the surface plasmon experiences significant backreflection and mode transformation at a cut-off thickness. In addition, the reflected plasmon shows negative refraction properties that have not been observed in other nanofocusing structures considered to date. Plasmon nanoguiding – Guiding surface plasmons using metallic nanostructures is important for the development of highly integrated optical components and circuits which are expected to have a superior performance compared to their electronicbased counterparts. A number of different plasmonic waveguides have been considered over the last decade including the recently considered gap and trench plasmon waveguides. The gap and trench plasmon waveguides have proven to be difficult to fabricate. Therefore, this thesis will propose and analyse four different modified gap and trench plasmon waveguides that are expected to be easier to fabricate, and at the same time acquire improved propagation characteristics of the guided mode. In particular, it is demonstrated that the guided modes are significantly screened by the extended metal at the bottom of the structure. This is important for the design of highly integrated optics as it provides the opportunity to place two waveguides close together without significant cross-talk. This thesis also investigates the use of plasmonic nanowires to construct a Fabry-Pérot resonator/interferometer. It is shown that the resonance effect can be achieved with the appropriate resonator length and gap width. Typical quality factors of the Fabry- Pérot cavity are determined and explained in terms of radiative and dissipative losses. The possibility of using a nanowire resonator for the design of plasmonic filters with close to ~100% transmission is also demonstrated. It is expected that the results obtained in this thesis will play a vital role in the development of high resolution near field microscopy and spectroscopy, new measurement techniques and devices for single molecule detection, highly integrated optical devices, and nanobiotechnology devices for diagnostics of living cells.

An analytical tool that quantifies cellular morphology changes from three-dimensional fluorescence images

The most common software analysis tools available for measuring fluorescence images are for two-dimensional (2D) data that rely on manual settings for inclusion and exclusion of data points, and computer-aided pattern recognition to support the interpretation and findings of the analysis. It has become increasingly important to be able to measure fluorescence images constructed from three-dimensional (3D) datasets in order to be able to capture the complexity of cellular dynamics and understand the basis of cellular plasticity within biological systems. Sophisticated microscopy instruments have permitted the visualization of 3D fluorescence images through the acquisition of multispectral fluorescence images and powerful analytical software that reconstructs the images from confocal stacks that then provide a 3D representation of the collected 2D images. Advanced design-based stereology methods have progressed from the approximation and assumptions of the original model-based stereology(1) even in complex tissue sections(2). Despite these scientific advances in microscopy, a need remains for an automated analytic method that fully exploits the intrinsic 3D data to allow for the analysis and quantification of the complex changes in cell morphology, protein localization and receptor trafficking. Current techniques available to quantify fluorescence images include Meta-Morph (Molecular Devices, Sunnyvale, CA) and Image J (NIH) which provide manual analysis. Imaris (Andor Technology, Belfast, Northern Ireland) software provides the feature MeasurementPro, which allows the manual creation of measurement points that can be placed in a volume image or drawn on a series of 2D slices to create a 3D object. This method is useful for single-click point measurements to measure a line distance between two objects or to create a polygon that encloses a region of interest, but it is difficult to apply to complex cellular network structures. Filament Tracer (Andor) allows automatic detection of the 3D neuronal filament-like however, this module has been developed to measure defined structures such as neurons, which are comprised of dendrites, axons and spines (tree-like structure). This module has been ingeniously utilized to make morphological measurements to non-neuronal cells(3), however, the output data provide information of an extended cellular network by using a software that depends on a defined cell shape rather than being an amorphous-shaped cellular model. To overcome the issue of analyzing amorphous-shaped cells and making the software more suitable to a biological application, Imaris developed Imaris Cell. This was a scientific project with the Eidgenössische Technische Hochschule, which has been developed to calculate the relationship between cells and organelles. While the software enables the detection of biological constraints, by forcing one nucleus per cell and using cell membranes to segment cells, it cannot be utilized to analyze fluorescence data that are not continuous because ideally it builds cell surface without void spaces. To our knowledge, at present no user-modifiable automated approach that provides morphometric information from 3D fluorescence images has been developed that achieves cellular spatial information of an undefined shape (Figure 1). We have developed an analytical platform using the Imaris core software module and Imaris XT interfaced to MATLAB (Mat Works, Inc.). These tools allow the 3D measurement of cells without a pre-defined shape and with inconsistent fluorescence network components. Furthermore, this method will allow researchers who have extended expertise in biological systems, but not familiarity to computer applications, to perform quantification of morphological changes in cell dynamics.

Practical stability of approximating discrete-time filters with respect to model mismatch

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

The benefits of tree-based models for stock selection

The identification of the primary drivers of stock returns has been of great interest to both financial practitioners and academics alike for many decades. Influenced by classical financial theories such as the CAPM (Sharp, 1964; Lintner, 1965) and APT (Ross, 1976), a linear relationship is conventionally assumed between company characteristics as derived from their financial accounts and forward returns. Whilst this assumption may be a fair approximation to the underlying structural relationship, it is often adopted for the purpose of convenience. It is actually quite rare that the assumptions of distributional normality and a linear relationship are explicitly assessed in advance even though this information would help to inform the appropriate choice of modelling technique. Non-linear models have nevertheless been applied successfully to the task of stock selection in the past (Sorensen et al, 2000). However, their take-up by the investment community has been limited despite the fact that researchers in other fields have found them to be a useful way to express knowledge and aid decision-making...

A variable-stepsize Jacobian-free exponential integrator for simulating transport in heterogeneous porous media : application to wood drying

A Jacobian-free variable-stepsize method is developed for the numerical integration of the large, stiff systems of differential equations encountered when simulating transport in heterogeneous porous media. Our method utilises the exponential Rosenbrock-Euler method, which is explicit in nature and requires a matrix-vector product involving the exponential of the Jacobian matrix at each step of the integration process. These products can be approximated using Krylov subspace methods, which permit a large integration stepsize to be utilised without having to precondition the iterations. This means that our method is truly "Jacobian-free" - the Jacobian need never be formed or factored during the simulation. We assess the performance of the new algorithm for simulating the drying of softwood. Numerical experiments conducted for both low and high temperature drying demonstrates that the new approach outperforms (in terms of accuracy and efficiency) existing simulation codes that utilise the backward Euler method via a preconditioned Newton-Krylov strategy.

Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation

Motor unit number estimation (MUNE) is a method which aims to provide a quantitative indicator of progression of diseases that lead to loss of motor units, such as motor neurone disease. However the development of a reliable, repeatable and fast real-time MUNE method has proved elusive hitherto. Ridall et al. (2007) implement a reversible jump Markov chain Monte Carlo (RJMCMC) algorithm to produce a posterior distribution for the number of motor units using a Bayesian hierarchical model that takes into account biological information about motor unit activation. However we find that the approach can be unreliable for some datasets since it can suffer from poor cross-dimensional mixing. Here we focus on improved inference by marginalising over latent variables to create the likelihood. In particular we explore how this can improve the RJMCMC mixing and investigate alternative approaches that utilise the likelihood (e.g. DIC (Spiegelhalter et al., 2002)). For this model the marginalisation is over latent variables which, for a larger number of motor units, is an intractable summation over all combinations of a set of latent binary variables whose joint sample space increases exponentially with the number of motor units. We provide a tractable and accurate approximation for this quantity and also investigate simulation approaches incorporated into RJMCMC using results of Andrieu and Roberts (2009).

Solving tri-diagonal linear systems using field programmable gate arrays

In this paper, we present the outcomes of a project on the exploration of the use of Field Programmable Gate Arrays(FPGAs) as co-processors for scientific computation. We designed a custom circuit for the pipelined solving of multiple tri-diagonal linear systems. The design is well suited for applications that require many independent tri diagonal system solves, such as finite difference methods for solving PDEs or applications utilising cubic spline interpolation. The selected solver algorithm was the Tri Diagonal Matrix Algorithm (TDMA or Thomas Algorithm). Our solver supports user specified precision thought the use of a custom floating point VHDL library supporting addition, subtraction, multiplication and division. The variable precision TDMA solver was tested for correctness in simulation mode. The TDMA pipeline was tested successfully in hardware using a simplified solver model. The details of implementation, the limitations, and future work are also discussed.

The clay-size fraction of CI chondrites Alais and Orgueil : an AEM study

CI chondrites are used pervasively in the meteorite literature as a cosmochemical reference point for bulk compositions[1], isotope analyses[2] and, within certain models of meteorite evolution, as an important component of an alteration sequence within the carbonaceous chondrite subset[3]. More recently, the chemical variablity of CI chondrite matrices (which comprise >80% of the meteorite), has been cited in discussions about the "chondritic" nature of spectroscopic data from P/comet Halley missions[4] and of chemical data from related materials such as interplanetary dust particles[5]. Most CI chondrites have been studied as bulk samples(e.g. major and trace element abundances)and considerable effort has also been focussed on accessory phases such as magnetites, olivine, sulphates and carbonates [6-8]. A number of early studies showed that the primary constituents of CI matrices are layer silicates and the most definitive structural study on powdered samples identified two minerals: montmorillonite and serpentine[9]. In many cases, as with the study by Bass[9],the relative scarcity of most CI chondrites restricts such bulk analyses to the Orgueil meteorite. The electron microprobe/SEM has been used on petrographic sections to more precisely define the "bulk" composition of at least four CI matrices[3], and as recently summarised by McSween[3], these data define a compositional trend quite different to that obtained for CM chondrite matrices. These "defocussed-beam" microprobe analyses average major element compositions over matrix regions ~lOOµm in diameter and provide only an approximation to silicate mineral composition(s) because their grain sizes are much less than the diameter of the beam. In order to (a) more precisely define the major element compositions of individual mineral grains within CI matrices, and (b)complement previous TEM studies [11,12], we have undertaken an analytical electron microscopy (AEM) study of Alais and Orgueil matrices.

Solving tri-diagonal linear systems using field programmable gate arrays

In this paper, we present the outcomes of a project on the exploration of the use of Field Programmable Gate Arrays (FPGAs) as co-processors for scientific computation. We designed a custom circuit for the pipelined solving of multiple tri-diagonal linear systems. The design is well suited for applications that require many independent tri-diagonal system solves, such as finite difference methods for solving PDEs or applications utilising cubic spline interpolation. The selected solver algorithm was the Tri-Diagonal Matrix Algorithm (TDMA or Thomas Algorithm). Our solver supports user specified precision thought the use of a custom floating point VHDL library supporting addition, subtraction, multiplication and division. The variable precision TDMA solver was tested for correctness in simulation mode. The TDMA pipeline was tested successfully in hardware using a simplified solver model. The details of implementation, the limitations, and future work are also discussed.

Finite volume approach of natural convection in a triangular enclosure with localized heating from below

In this study, natural convection heat transfer and buoyancy driven flows have been investigated in a right angled triangular enclosure. The heater located on the bottom wall while the inclined wall is colder and the remaining walls are maintained as adiabatic. Governing equations of natural convection are solved through the finite volume approach, in which buoyancy is modeled via the Boussinesq approximation. Effects of different parameters such as Rayleigh number, aspect ratio, prantdl number and heater location are considered. Results show that heat transfer increases when the heater is moved toward the right corner of the enclosure. It is also revealed that increasing the Rayleigh number, increases the strength of free convection regime and consequently increases the value of heat transfer rate. Moreover, larger aspect ratio enclosure has larger Nusselt number value. In order to have better insight, streamline and isotherms are shown.

Conduction-radiation effect on natural convection flow in a fluid-saturated non-Darcy porous medium enclosed by non-isothermal walls

The effect of conduction-convection-radiation on natural convection flow of Newtonian optically thick gray fluid, confined in a non-Darcian porous media square cavity is numerically studied. For the gray fluid consideration is given to Rosseland diffusion approximation. Further assuming that (i) the temperature of the left vertical wall is varying linearly with height, (ii) cooled right vertical and top walls and (iii) the bottom wall is uniformly-heated. The governing equations are solved using the Alternate Direct Implicit method together with the Successive Over Relaxation technique. The investigation of the effect of governing parameters namely the Forschheimer resistance (Γ), the Planck constant (Rd), and the temperature difference (Δ), on flow pattern and heat transfer characteristics has been carried out. It was seen that the reduction of flow and heat transfer occurs as the Forschheimer resistance is increased. On the other hand both the strength of flow and heat transfer increases as the temperature ratio, Δ, is increased.

On the probability density function of the product of Rayleigh distributed random variables

In this paper we investigate the distribution of the product of Rayleigh distributed random variables. Considering the Mellin-Barnes inversion formula and using the saddle point approach we obtain an upper bound for the product distribution. The accuracy of this tail-approximation increases as the number of random variables in the product increase.

Analytical Solution of a Walters’ Liquid B Flow Over a Linear Stretching Sheet in a Porous Medium

This chapter represents the analytical solution of two-dimensional linear stretching sheet problem involving a non-Newtonian liquid and suction by (a) invoking the boundary layer approximation and (b) using this result to solve the stretching sheet problem without using boundary layer approximation. The basic boundary layer equations for momentum, which are non-linear partial differential equations, are converted into non-linear ordinary differential equations by means of similarity transformation. The results reveal a new analytical procedure for solving the boundary layer equations arising in a linear stretching sheet problem involving a non-Newtonian liquid (Walters’ liquid B). The present study throws light on the analytical solution of a class of boundary layer equations arising in the stretching sheet problem.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

Exponential asymptotics of free surface flow due to a line source

The steady problem of free surface flow due to a submerged line source is revisited for the case in which the fluid depth is finite and there is a stagnation point on the free surface directly above the source. Both the strength of the source and the fluid speed in the far field are measured by a dimensionless parameter, the Froude number. By applying techniques in exponential asymptotics, it is shown that there is a train of periodic waves on the surface of the fluid with an amplitude which is exponentially small in the limit that the Froude number vanishes. This study clarifies that periodic waves do form for flows due to a source, contrary to a suggestion by Chapman & Vanden-Broeck (2006, J. Fluid Mech., 567, 299--326). The exponentially small nature of the waves means they appear beyond all orders of the original power series expansion; this result explains why attempts at describing these flows using a finite number of terms in an algebraic power series incorrectly predict a flat free surface in the far field.