18 resultados para Random matrix theory

em Aston University Research Archive


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We analyze the stochastic creation of a single bound state (BS) in a random potential with a compact support. We study both the Hermitian Schrödinger equation and non-Hermitian Zakharov-Shabat systems. These problems are of special interest in the inverse scattering method for Korteveg–de-Vries and the nonlinear Schrödinger equations since soliton solutions of these two equations correspond to the BSs of the two aforementioned linear eigenvalue problems. Analytical expressions for the average width of the potential required for the creation of the first BS are given in the approximation of delta-correlated Gaussian potential and additionally different scenarios of eigenvalue creation are discussed for the non-Hermitian case.

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A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

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In this paper we review recent theoretical approaches for analysing the dynamics of on-line learning in multilayer neural networks using methods adopted from statistical physics. The analysis is based on monitoring a set of macroscopic variables from which the generalisation error can be calculated. A closed set of dynamical equations for the macroscopic variables is derived analytically and solved numerically. The theoretical framework is then employed for defining optimal learning parameters and for analysing the incorporation of second order information into the learning process using natural gradient descent and matrix-momentum based methods. We will also briefly explain an extension of the original framework for analysing the case where training examples are sampled with repetition.

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Properties of computing Boolean circuits composed of noisy logical gates are studied using the statistical physics methodology. A formula-growth model that gives rise to random Boolean functions is mapped onto a spin system, which facilitates the study of their typical behavior in the presence of noise. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding macroscopic phase transitions. The framework is employed for deriving results on error-rates at various function-depths and function sensitivity, and their dependence on the gate-type and noise model used. These are difficult to obtain via the traditional methods used in this field.

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Random Boolean formulae, generated by a growth process of noisy logical gates are analyzed using the generating functional methodology of statistical physics. We study the type of functions generated for different input distributions, their robustness for a given level of gate error and its dependence on the formulae depth and complexity and the gates used. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding typical-case phase transitions. Results for error-rates, function-depth and sensitivity of the generated functions are obtained for various gate-type and noise models. © 2010 IOP Publishing Ltd.

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We study phenomenological scaling theories of the polymer dynamics in random media, employing the existing scaling theories of polymer chains and the percolation statistics. We investigate both the Rouse and the Zimm model for Brownian dynamics and estimate the diffusion constant of the center-of-mass of the chain in such disordered media. For internal dynamics of the chain, we estimate the dynamic exponents. We propose similar scaling theory for the reptation dynamics of the chain in the framework of Flory theory for the disordered medium. The modifications in the case of correlated disorders are also discussed. .

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The concept of random lasers exploiting multiple scattering of photons in an amplifying disordered medium in order to generate coherent light without a traditional laser resonator has attracted a great deal of attention in recent years. This research area lies at the interface of the fundamental theory of disordered systems and laser science. The idea was originally proposed in the context of astrophysics in the 1960s by V.S. Letokhov, who studied scattering with "negative absorption" of the interstellar molecular clouds. Research on random lasers has since developed into a mature experimental and theoretical field. A simple design of such lasers would be promising for potential applications. However, in traditional random lasers the properties of the output radiation are typically characterized by complex features in the spatial, spectral and time domains, making them less attractive than standard laser systems in terms of practical applications. Recently, an interesting and novel type of one-dimensional random laser that operates in a conventional telecommunication fibre without any pre-designed resonator mirrors-random distributed feedback fibre laser-was demonstrated. The positive feedback required for laser generation in random fibre lasers is provided by the Rayleigh scattering from the inhomogeneities of the refractive index that are naturally present in silica glass. In the proposed laser concept, the randomly backscattered light is amplified through the Raman effect, providing distributed gain over distances up to 100km. Although an effective reflection due to the Rayleigh scattering is extremely small (~0.1%), the lasing threshold may be exceeded when a sufficiently large distributed Raman gain is provided. Such a random distributed feedback fibre laser has a number of interesting and attractive features. The fibre waveguide geometry provides transverse confinement, and effectively one-dimensional random distributed feedback leads to the generation of a stationary near-Gaussian beam with a narrow spectrum. A random distributed feedback fibre laser has efficiency and performance that are comparable to and even exceed those of similar conventional fibre lasers. The key features of the generated radiation of random distributed feedback fibre lasers include: a stationary narrow-band continuous modeless spectrum that is free of mode competition, nonlinear power broadening, and an output beam with a Gaussian profile in the fundamental transverse mode (generated both in single mode and multi-mode fibres).This review presents the current status of research in the field of random fibre lasers and shows their potential and perspectives. We start with an introductory overview of conventional distributed feedback lasers and traditional random lasers to set the stage for discussion of random fibre lasers. We then present a theoretical analysis and experimental studies of various random fibre laser configurations, including widely tunable, multi-wavelength, narrow-band generation, and random fibre lasers operating in different spectral bands in the 1-1.6μm range. Then we discuss existing and future applications of random fibre lasers, including telecommunication and distributed long reach sensor systems. A theoretical description of random lasers is very challenging and is strongly linked with the theory of disordered systems and kinetic theory. We outline two key models governing the generation of random fibre lasers: the average power balance model and the nonlinear Schrödinger equation based model. Recently invented random distributed feedback fibre lasers represent a new and exciting field of research that brings together such diverse areas of science as laser physics, the theory of disordered systems, fibre optics and nonlinear science. Stable random generation in optical fibre opens up new possibilities for research on wave transport and localization in disordered media. We hope that this review will provide background information for research in various fields and will stimulate cross-disciplinary collaborations on random fibre lasers. © 2014 Elsevier B.V.

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We experimentally and theoretically describe formation of random fiber laser's optical spectrum. We propose a new concept of active cycled wave kinetics from which we derive first ever nonlinear kinetic theory describing laser spectrum. © OSA 2015.

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We study noisy computation in randomly generated k-ary Boolean formulas. We establish bounds on the noise level above which the results of computation by random formulas are not reliable. This bound is saturated by formulas constructed from a single majority-like gate. We show that these gates can be used to compute any Boolean function reliably below the noise bound.

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Traditional wave kinetics describes the slow evolution of systems with many degrees of freedom to equilibrium via numerous weak non-linear interactions and fails for very important class of dissipative (active) optical systems with cyclic gain and losses, such as lasers with non-linear intracavity dynamics. Here we introduce a conceptually new class of cyclic wave systems, characterized by non-uniform double-scale dynamics with strong periodic changes of the energy spectrum and slow evolution from cycle to cycle to a statistically steady state. Taking a practically important example—random fibre laser—we show that a model describing such a system is close to integrable non-linear Schrödinger equation and needs a new formalism of wave kinetics, developed here. We derive a non-linear kinetic theory of the laser spectrum, generalizing the seminal linear model of Schawlow and Townes. Experimental results agree with our theory. The work has implications for describing kinetics of cyclical systems beyond photonics.

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A range of physical and engineering systems exhibit an irregular complex dynamics featuring alternation of quiet and burst time intervals called the intermittency. The intermittent dynamics most popular in laser science is the on-off intermittency [1]. The on-off intermittency can be understood as a conversion of the noise in a system close to an instability threshold into effective time-dependent fluctuations which result in the alternation of stable and unstable periods. The on-off intermittency has been recently demonstrated in semiconductor, Erbium doped and Raman lasers [2-5]. Recently demonstrated random distributed feedback (random DFB) fiber laser has an irregular dynamics near the generation threshold [6,7]. Here we show the intermittency in the cascaded random DFB fiber laser. We study intensity fluctuations in a random DFB fiber laser based on nitrogen doped fiber. The laser generates first and second Stokes components 1120 nm and 1180 nm respectively under an appropriate pumping. We study the intermittency in the radiation of the second Stokes wave. The typical time trace near the generation threshold of the second Stokes wave (Pth) is shown at Fig. 1a. From the number of long enough time-traces we calculate statistical distribution between major spikes in time dynamics, Fig. 1b. To eliminate contribution of high frequency components of spikes we use a low pass filter along with the reference value of the output power. Experimental data is fitted by power law, ~(P-Pth)y, where is a mean time between pikes. There are two different intermittency regimes. Just above Pth, the mean time is approximated by the -3/2 power law. The -3/2 power law is typical to the on-off intermittency with hopping between two states (first and second Stokes waves in our case) [7]. At higher power, the mean time is approximated by -4 power law, that indicates a change in intermittency type to multistate. Multistable dynamics is observed in erbium-doped fiber lasers [8]. The origin of multiples states in our system could be probably connected with polarization hopping or other reasons and should be further investigated. We have presented a first experimental statistical characterisation of the on-off and multistate intermittencies that occur in the generation of the second Stokes wave in nitrogen doped random DFB fiber laser. References [1] H. Fujisaka and T. Yamada, “A New Intermittency in Coupled Dynamical Systems,” Prog. Theor. Phys. 74, 918 (1985). [2] S. Osborne, A. Amann, D. Bitauld, and S. O’Brien, “On-off intermittency in an optically injected semiconductor laser,” Phys. Rev. E 85, 056204 (2012). [3] S. Sergeyev, K. O'Mahoney, S. Popov, and A. T. Friberg, “Coherence and anticoherence resonance in high-concentration erbium-doped fiber laser,” Opt. Lett. 35, 3736 (2010). [4] A.E. El-Taher, S.V. Sergeyev, E.G. Turitsyna, P. Harper, and S. K. Turitsyn, “Intermittent Self-Pulsing in a Fiber Raman Laser”, In proc. Conf. Nonlin. Photon., paper ID 1367139, Colorado Springs, USA, 2012 [5] S.K. Turitsyn, S.A. Babin, A.E. El-Taher, P. Harper, D.V. Churkin, S.I. Kablukov, J.D. Ania-Castañón, V. Karalekas, and E.V. Podivilov, “Random distributed feedback fibre laser”, Nat. Photon..4, 231 (2010). [6] I. D. Vatnik, D. V. Churkin, S. A. Babin, and S. K. Turitsyn, "Cascaded random distributed feedback Raman fiber laser operating at 1.2 μm," Opt. Express 19, 18486 (2011). [7] W. Feller, An introduction to probability theory and its applications, Vol. 1, 3rd ed. (Wiley, New-York, 1968). [8] G. Huerta-Cuellar, A.N. Pisarchik, and Y.O. Barmenkov, “Experimental characterization of hopping dynamics in a multistable fiber laser,” Phys. Rev. E 78, 035202(R) (2008).

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Since the development of large scale power grid interconnections and power markets, research on available transfer capability (ATC) has attracted great attention. The challenges for accurate assessment of ATC originate from the numerous uncertainties in electricity generation, transmission, distribution and utilization sectors. Power system uncertainties can be mainly described as two types: randomness and fuzziness. However, the traditional transmission reliability margin (TRM) approach only considers randomness. Based on credibility theory, this paper firstly built models of generators, transmission lines and loads according to their features of both randomness and fuzziness. Then a random fuzzy simulation is applied, along with a novel method proposed for ATC assessment, in which both randomness and fuzziness are considered. The bootstrap method and multi-core parallel computing technique are introduced to enhance the processing speed. By implementing simulation for the IEEE-30-bus system and a real-life system located in Northwest China, the viability of the models and the proposed method is verified.

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Random fiber lasers blend together attractive features of traditional random lasers, such as low cost and simplicity of fabrication, with high-performance characteristics of conventional fiber lasers, such as good directionality and high efficiency. Low coherence of random lasers is important for speckle-free imaging applications. The random fiber laser with distributed feedback proposed in 2010 led to a quickly developing class of light sources that utilize inherent optical fiber disorder in the form of the Rayleigh scattering and distributed Raman gain. The random fiber laser is an interesting and practically important example of a photonic device based on exploitation of optical medium disorder. We provide an overview of recent advances in this field, including high-power and high-efficiency generation, spectral and statistical properties of random fiber lasers, nonlinear kinetic theory of such systems, and emerging applications in telecommunications and distributed sensing.

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We present a review of the latest developments in one-dimensional (1D) optical wave turbulence (OWT). Based on an original experimental setup that allows for the implementation of 1D OWT, we are able to show that an inverse cascade occurs through the spontaneous evolution of the nonlinear field up to the point when modulational instability leads to soliton formation. After solitons are formed, further interaction of the solitons among themselves and with incoherent waves leads to a final condensate state dominated by a single strong soliton. Motivated by the observations, we develop a theoretical description, showing that the inverse cascade develops through six-wave interaction, and that this is the basic mechanism of nonlinear wave coupling for 1D OWT. We describe theory, numerics and experimental observations while trying to incorporate all the different aspects into a consistent context. The experimental system is described by two coupled nonlinear equations, which we explore within two wave limits allowing for the expression of the evolution of the complex amplitude in a single dynamical equation. The long-wave limit corresponds to waves with wave numbers smaller than the electrical coherence length of the liquid crystal, and the opposite limit, when wave numbers are larger. We show that both of these systems are of a dual cascade type, analogous to two-dimensional (2D) turbulence, which can be described by wave turbulence (WT) theory, and conclude that the cascades are induced by a six-wave resonant interaction process. WT theory predicts several stationary solutions (non-equilibrium and thermodynamic) to both the long- and short-wave systems, and we investigate the necessary conditions required for their realization. Interestingly, the long-wave system is close to the integrable 1D nonlinear Schrödinger equation (NLSE) (which contains exact nonlinear soliton solutions), and as a result during the inverse cascade, nonlinearity of the system at low wave numbers becomes strong. Subsequently, due to the focusing nature of the nonlinearity, this leads to modulational instability (MI) of the condensate and the formation of solitons. Finally, with the aid of the probability density function (PDF) description of WT theory, we explain the coexistence and mutual interactions between solitons and the weakly nonlinear random wave background in the form of a wave turbulence life cycle (WTLC).

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Light localisation in one-dimensional (1D) randomly disordered medium is usually characterized by randomly distributed resonances with fluctuating transmission values, instead of selectively distributed resonances with close-to-unity transmission values that are needed in real application fields. By a resonance tuning scheme developed recently, opening of favorable resonances or closing of unfavorable resonances are achieved by disorder micro-modification, both on the layered medium and the fibre Bragg grating (FBG) array. And furthermore, it is shown that those disorder-induced resonances are independently tunable. Therefore, selected resonances and arranged light localisation can be achieved via artificial disorder, and thus meet the demand of various application fields.