A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

Stochasticity, periodicity and localized light structures in partially mode-locked fibre lasers

Physical systems with co-existence and interplay of processes featuring distinct spatio-temporal scales are found in various research areas ranging from studies of brain activity to astrophysics. The complexity of such systems makes their theoretical and experimental analysis technically and conceptually challenging. Here, we discovered that while radiation of partially mode-locked fibre lasers is stochastic and intermittent on a short time scale, it exhibits non-trivial periodicity and long-scale correlations over slow evolution from one round-trip to another. A new technique for evolution mapping of intensity autocorrelation function has enabled us to reveal a variety of localized spatio-temporal structures and to experimentally study their symbiotic co-existence with stochastic radiation. Real-time characterization of dynamical spatio-temporal regimes of laser operation is set to bring new insights into rich underlying nonlinear physics of practical active- and passive-cavity photonic systems.

Conical refraction healing after partially blocking the input beam

In conical refraction, when a focused Gaussian beam passes along one of the optic axes of a biaxial crystal, it is transformed into a pair of concentric bright rings at the focal plane. We demonstrate both theoretically and experimentally that this transformation is hardly affected by partially blocking the Gaussian input beam with an obstacle. We analyze the influence of the size of the obstruction both on the transverse intensity pattern of the beam and on its state of polarization, which is shown to be very robust.

Statistical properties of partially coherent CW fiber lasers

A detailed quantitative numerical analysis of partially coherent quasi-CW fiber laser is performed on the example of high-Q cavity Raman fiber laser. The key role of precise spectral performances of fiber Bragg gratings forming the laser cavity is clarified. It is shown that cross phase modulation between the pump and Stokes waves does not affect the generation. Amplitudes of different longitudinal modes strongly fluctuate obeying the Gaussian distribution. As intensity statistics is noticeably non-exponential, longitudinal modes should be correlated. © 2011 SPIE.