Kerr nonlinear switching in a hybrid silicasilicon microspherical resonator

A hybrid silicon-core, silica-clad microspherical resonator has been fabricated from the semiconductor core fiber platform. Linear and nonlinear characterization of the resonator properties have shown it to exhibit advantageous properties associated with both materials, with the low loss cladding supporting high quality (Q) factor whispering gallery modes which can be tuned through the nonlinear response of the crystalline core. By exploiting the large wavelength shift associated with the Kerr nonlinearity, we have demonstrated all-optical modulation of a weak probe on the timescale of the femtosecond pump pulse. This novel geometry offers a route to ultra-low loss, high-Q silica-based resonators with enhanced functionality.

Switching among pulse-generation regimes in passively mode-locked fibre laser by adaptive filtering

We show both numerically and experimentally that dispersion management can be realized by manipulating the dispersion of a filter in a passively mode-locked fibre laser. A programmable filter the dispersion of which can be software configured is employed in the laser. Solitons, stretched-pulses, and dissipative solitons can be targeted reliably by controlling the filter transmission function only, while the length of fibres is fixed in the laser. This technique shows remarkable advantages in controlling operation regimes in ultrafast fibre lasers, in contrast to the traditional technique in which dispersion management is achieved by optimizing the relative length of fibres with opposite-sign dispersion. Our versatile ultrafast fibre laser will be attractive for applications requiring different pulse profiles such as in optical signal processing and optical communications.

Using observation ageing to improve Markovian model learning in QoS engineering

Markovian models are widely used to analyse quality-of-service properties of both system designs and deployed systems. Thanks to the emergence of probabilistic model checkers, this analysis can be performed with high accuracy. However, its usefulness is heavily dependent on how well the model captures the actual behaviour of the analysed system. Our work addresses this problem for a class of Markovian models termed discrete-time Markov chains (DTMCs). We propose a new Bayesian technique for learning the state transition probabilities of DTMCs based on observations of the modelled system. Unlike existing approaches, our technique weighs observations based on their age, to account for the fact that older observations are less relevant than more recent ones. A case study from the area of bioinformatics workflows demonstrates the effectiveness of the technique in scenarios where the model parameters change over time.

Optimised phase disposition pulse-width modulation strategy for hybrid-clamped multilevel inverters using switching state sequences

This study describes an optimised modulation strategy based on switching state sequences for the hybrid-clamped multilevel converter. Two key control variables defined as 'phase shift angle' and 'switching state change' for a five-level hybrid-clamped inverter are proposed to improve all switches' operation, and by changing their values, different control methods can be obtained for modulation optimisation purposes. Two example methods can solve the voltage imbalance problem of the dc-link capacitors and furthermore avoid two switches' simultaneous switching transitions and improve the inverter's performance as compared with the traditional phase disposition pulse-width modulation strategy. A 6 kW prototype inverter is developed and a range of simulation and experiments are carried out for validation. It is found that simulation and experimental results are in a good agreement and the proposed modulation strategy is verified in terms of low-order harmonic reduction.

A Markov switching unobserved component analysis of the CDX index term premium

Using a Markov switching unobserved component model we decompose the term premium of the North American CDX index into a permanent and a stationary component. We establish that the inversion of the CDX term premium is induced by sudden changes in the unobserved stationary component, which represents the evolution of the fundamentals underpinning the probability of default in the economy. We find evidence that the monetary policy response from the Fed during the crisis period was effective in reducing the volatility of the term premium. We also show that equity returns make a substantial contribution to the term premium over the entire sample period.