Simultaneous interrogation of fiber Bragg grating sensors using an acoustooptic tunable filter

We describe a novel technique to provide demultiplexing of fiber Bragg grating sensors, interrogated using interferometric wavelength shift detection. Amplitude modulation of multiple radio frequency driving signals allows an acoustooptic tunable filter to provide wavelength demultiplexing. We demonstrated a noise limited strain resolution of 150 nanostrain/v(Hz) and a crosstalk better than -50 dB.

Simultaneous refractive index and temperature measurement using cascaded long-period grating in double-cladding fibre

A compact scheme for simultaneous temperature and surrounding refractive index (SRI) measurement using two long-period gratings (LPGs) of different periods inscribed side-by-side in a single piece of a double-cladding fibre is presented. One of the LPGs is sensitive to both SRI and temperature, whilst the second is sensitive to temperature only.

Drop and insert multiplexing with simultaneous clock recovery using an electroabsorption modulator

A three-node optical time-division multiplexing (OTDM) network is demonstrated that utilizes electroabsorption (EA) modulators as the core elements. Each node is self contained and performs its own clock recovery and synchronization. “Drop and insert” functionality is demonstrated for the first time with an EA modulator by completely removing a 10-Gb/s channel from a 40-Gb/s OTDM data stream. A different 10-Gb/s channel was subsequently inserted into the vacant time slot. Clock recovery is achieved by using an EA modulator in a novel bidirectional configuration. Bit-error-rate (BER) measurements are presented for each of the 10-Gb/s OTDM channels.

Simultaneous demultiplexing and clock recovery using a single electroabsorption modulator in a novel bi-directional configuration

A single electroabsorption modulator was used to demultiplex a 10 Gbit/s channel from a 40 Gbit/s OTDM data stream, whilst simultaneously recovering the 10 GHz electrical clock. This was achieved using a new bi-directional operation of the EA modulator, combined with a simple phase-locked loop feedback circuit. Excellent system performance was achieved, indicating that operation up to and beyond 100 Gbit/s is possible using current technology.

Simultaneous clock recovery and data regeneration using a nonlinear optical loop mirror as an all-optical mixer

High-speed optical clock recovery, demultiplexing and data regeneration will be integral parts of any future photonic network based on high bit-rate OTDM. Much research has been conducted on devices that perform these functions, however to date each process has been demonstrated independently. A very promising method of all-optical switching is that of a semiconductor optical amplifier-based nonlinear optical loop mirror (SOA-NOLM). This has various advantages compared with the standard fiber NOLM, most notably low switching power, compact size and stability. We use the SOA-NOLM as an all-optical mixer in a classical phase-locked loop arrangement to achieve optical clock recovery, while at the same time achieving data regeneration in a single compact device

Interdependence of international equity market volatility

This paper investigates whether equity market volatility in one major market is related to volatility elsewhere. This paper models the daily conditional volatility of equity market wide returns as a GARCH-(1,1) process. Such a model will capture the changing nature of the conditional variance through time. It is found that the correlation between the conditional variances of major equity markets has increased substantially over the last two decades. This supports work which has been undertaken on conditional mean returns which indicates there has been an increase in equity market integration.

Conditional volatility and firm size:an empirical analysis of UK equity portfolios

The techniques and insights from two distinct areas of financial economic modelling are combined to provide evidence of the influence of firm size on the volatility of stock portfolio returns. Portfolio returns are characterized by positive serial correlation induced by the varying levels of non-synchronous trading among the component stocks. This serial correlation is greatest for portfolios of small firms. The conditional volatility of stock returns has been shown to be well represented by the GARCH family of statistical processes. Using a GARCH model of the variance of capitalization-based portfolio returns, conditioned on the autocorrelation structure in the conditional mean, striking differences related to firm size are uncovered.

Exchange controls and the transmission of equity market volatility:the case of the UK

The paper investigates the impact that the relaxation of UK exchange controls in October 1979, had on the transmission of equity market volatility from the UK to other major equity markets. It is suggested that the existence of exchange controls in the UK was an important source of market segmentation which disturbed the transmission of shocks from one country to another, even when shocks contained global information. It is found that when a spillover GARCH(1,1) model is estimated for the five years before and after the removal of exchange controls, volatility shocks spill over from the UK to other markets much more strongly after the removal of exchange controls. This appears to suggest that volatility as well as returns have become more closely related since the UK removed exchange controls.

Volatility transmission in the UK equity market

We provide evidence of the nature of the transmission of volatility within the UK stock market. We find a distinct asymmetry in that shocks to the return volatility of a portfolio of relatively large firms influence the future volatility of a portfolio of relatively small firms, but find that the reverse is not the case. The characteristics of the volatility process suggest that this result is not caused by thin trading.

Simultaneous estimation of global background synaptic inhibition and excitation from membrane potential fluctuations in layer III neurons of the rat entorhinal cortex in vitro

It is becoming clear that the detection and integration of synaptic input and its conversion into an output signal in cortical neurons are strongly influenced by background synaptic activity or "noise." The majority of this noise results from the spontaneous release of synaptic transmitters, interacting with ligand-gated ion channels in the postsynaptic neuron [Berretta N, Jones RSG (1996); A comparison of spontaneous synaptic EPSCs in layer V and layer II neurones in the rat entorhinal cortex in vitro. J Neurophysiol 76:1089-1110; Jones RSG, Woodhall GL (2005) Background synaptic activity in rat entorhinal cortical neurons: differential control of transmitter release by presynaptic receptors. J Physiol 562:107-120; LoTurco JJ, Mody I, Kriegstein AR (1990) Differential activation of glutamate receptors by spontaneously released transmitter in slices of neocortex. Neurosci Lett 114:265-271; Otis TS, Staley KJ, Mody I (1991) Perpetual inhibitory activity in mammalian brain slices generated by spontaneous GABA release. Brain Res 545:142-150; Ropert N, Miles R, Korn H (1990) Characteristics of miniature inhibitory postsynaptic currents in CA1 pyramidal neurones of rat hippocampus. J Physiol 428:707-722; Salin PA, Prince DA (1996) Spontaneous GABAA receptor-mediated inhibitory currents in adult rat somatosensory cortex. J Neurophysiol 75:1573-1588; Staley KJ (1999) Quantal GABA release: noise or not? Nat Neurosci 2:494-495; Woodhall GL, Bailey SJ, Thompson SE, Evans DIP, Stacey AE, Jones RSG (2005) Fundamental differences in spontaneous synaptic inhibition between deep and superficial layers of the rat entorhinal cortex. Hippocampus 15:232-245]. The function of synaptic noise has been the subject of debate for some years, but there is increasing evidence that it modifies or controls neuronal excitability and, thus, the integrative properties of cortical neurons. In the present study we have investigated a novel approach [Rudolph M, Piwkowska Z, Badoual M, Bal T, Destexhe A (2004) A method to estimate synaptic conductances from membrane potential fluctuations. J Neurophysiol 91:2884-2896] to simultaneously quantify synaptic inhibitory and excitatory synaptic noise, together with postsynaptic excitability, in rat entorhinal cortical neurons in vitro. The results suggest that this is a viable and useful approach to the study of the function of synaptic noise in cortical networks. © 2007 IBRO.

Simultaneous temperature and strain measurement with enhanced resolution up to 20 times by using a compact hybrid optical waveguide Bragg grating

A hybrid waveguide Bragg grating in optical fiber was fabricated and characterized, showing thermal responsivity of 211pm/°C. Proposed being used in fiber sensor, it demonstrates enhanced resolution by 20x and 2x for temperature and strain.

Simultaneous refractive index and temperature measurement using a cascaded long-period grating device

We present a compact scheme for simultaneous temperature and surrounding refractive index (SRI) measurement using two long period gratings (LPGs) of different periods inscribed side-by-side in a single piece of a double-cladding fibre. One of the LPGs is sensitive to both SRI and temperature changes whilst the second is SRI-insensitive but shows spectral shift with temperature changes. In addition, we show that a resonance peak of the SRI-insensitive LPG can be designed to appear in the EDFA wavelength region with potential use for gain flattening applications.

Simultaneous grouping in cochlear implant listeners:can abrupt changes in level be used to segregate components from a complex tone?

A sudden increase in the amplitude of a component often causes its segregation from a complex tone, and shorter rise times enhance this effect. We explored whether this also occurs in implant listeners (n?=?8). Condition 1 used a 3.5-s “complex tone” comprising concurrent stimulation on five electrodes distributed across the array of the Nucleus CI24 implant. For each listener, the baseline stimulus level on each electrode was set at 50% of the dynamic range (DR). Two 1-s increments of 12.5%, 25%, or 50% DR were introduced in succession on adjacent electrodes within the “inner” three of those activated. Both increments had rise and fall times of 30 and 970 ms or vice versa. Listeners reported which increment was higher in pitch. Some listeners performed above chance for all increment sizes, but only for 50% increments did all listeners perform above chance. No significant effect of rise time was found. Condition 2 replaced amplitude increments with decrements. Only three listeners performed above chance even for 50% decrements. One exceptional listener performed well for 50% decrements with fall and rise times of 970 and 30 ms but around chance for fall and rise times of 30 and 970 ms, indicating successful discrimination based on a sudden rise back to baseline stimulation. Overall, the results suggest that implant listeners can use amplitude changes against a constant background to pick out components from a complex, but generally these must be large compared with those required in normal hearing. For increments, performance depended mainly on above-baseline stimulation of the target electrodes, not rise time. With one exception, performance for decrements was typically very poor.

Effectively simultaneous temperature and strain measurement utilising a dual-grating sensor formed by type IA and type IIA FBGs

In this paper, we report a systematic investigation of the dependence of both temperature and strain sensitivities on the jiber Bragg grating (FBG) type, including the wellknown Type I, Type IIA, and a new type which we have designated Type 1.4, using both hydrogen-Ji-ee and hydrogenated B/Ge codoped jibers. We have identijed distinct sensitivity characteristics for each grating type, and we have utilised them to implement a novel dual-grating, duul-parameter sensor device. Three dual-grating sensing schemes with different combinations of gruting types have been constructed and compared. The Type IA-Type IIA combination exhibits the best pe$ormance and is superior to that of previously reported gruting-based structures. The characteristics of the measurement errors in such dualgrating sensor systems is also presented in detail.