Design of a compact polarizing beam splitter based on a photonic crystal ring resonator with a triangular lattice

We propose and simulate a new kind of compact polarizing beam splitter (PBS) based on a photonic crystal ring resonator (PCRR) with complete photonic bandgaps. The two polarized states are separated far enough by resonant and nonresonant coupling between the waveguide modes and the microring modes. Some defect holes are utilized to control the beam propagation. The simulated results obtained by the finite-difference time-domain method show that high transmission (over 95%) is obtained and the polarization separation is realized with a length as short as 3.1 mu m. The design of the proposed PBS can be flexible, thanks to the advantages of PCRRs.

Design of a compact polarization beam splitter based on a deformed photonic crystal directional coupler

In this paper a compact polarization beam splitter based on a deformed photonic crystal directional coupler is designed and simulated. The transverse-electric (TE) guided mode and transverse-magnetic (TM) guided mode are split due to different guiding mechanisms. The effect of the shape deformation of the air holes on the coupler is studied. It discovered that the coupling strength of the coupled waveguides is strongly enhanced by introducing elliptical airholes, which reduce the device length to less than 18.5 mu m. A finite-difference time-domain simulation is performed to evaluate the performance of the device, and the extinction ratios for both TE and TM polarized light are higher than 20 dB.

Resonant cavity based compact efficient antireflection structures for photonic crystals

We propose an effective admittance ( EA) method to design antireflection structures for two-dimensional photonic crystals (PCs). We demonstrate that a compact and efficient antireflection structure, which is difficult to obtain by the conventional admittance matching method, can be readily designed by the EA method. The antireflection structure consists of an air slot resonant cavity that is constructed only with the materials that constitute the PC. Compared with a bare PC, the reflection from a PC with an antireflection structure is reduced by two orders of magnitude over a wide bandwidth. To confirm the presented EA method, finite-difference time-domain (FDTD) simulations are performed, and the results from the FDTD and the EA method are in good agreement.

Impact of difference accuracy on computational properties of vertical grids for a nonhydrostatic model

Starting from nonhydrostatic Boussinesq approximation equations, a general method is introduced to deduce the dispersion relationships. A comparative investigation is performed on inertia-gravity wave with horizontal lengths of 100, 10 and 1 km. These are examined using the second-order central difference scheme and the fourth-order compact difference scheme on vertical grids that are currently available from the perspectives of frequency, horizontal and vertical component of group velocity. These findings are compared to analytical solutions. The obtained results suggest that whether for the second-order central difference scheme or for the fourth-order compact difference scheme, Charny-Phillips and Lorenz ( L) grids are suitable for studying waves at the above-mentioned horizontal scales; the Lorenz time-staggered and Charny-Phillips time staggered (CPTS) grids are applicable only to the horizontal scales of less than 10 km, and N grid ( unstaggered grid) is unsuitable for simulating waves at any horizontal scale. Furthermore, by using fourth-order compact difference scheme with higher difference precision, the errors of frequency and group velocity in horizontal and vertical directions produced on all vertical grids in describing the waves with horizontal lengths of 1, 10 and 100 km cannot inevitably be decreased. So in developing a numerical model, the higher-order finite difference scheme, like fourth-order compact difference scheme, should be avoided as much as possible, typically on L and CPTS grids, since it will not only take many efforts to design program but also make the calculated group velocity in horizontal and vertical directions even worse in accuracy.

Nonlinear Acoustics in Underwater and Biomedical Applications: Array Performance Degradation and Time Reversal Invariance

This dissertation describes a model for acoustic propagation in inhomogeneous flu- ids, and explores the focusing by arrays onto targets under various conditions. The work explores the use of arrays, in particular the time reversal array, for underwater and biomedical applications. Aspects of propagation and phasing which can lead to reduced focusing effectiveness are described. An acoustic wave equation was derived for the propagation of finite-amplitude waves in lossy time-varying inhomogeneous fluid media. The equation was solved numerically in both Cartesian and cylindrical geometries using the finite-difference time-domain (FDTD) method. It was found that time reversal arrays are sensitive to several debilitating factors. Focusing ability was determined to be adequate in the presence of temporal jitter in the time reversed signal only up to about one-sixth of a period. Thermoviscous absorption also had a debilitating effect on focal pressure for both linear and nonlinear propagation. It was also found that nonlinearity leads to degradation of focal pressure through amplification of the received signal at the array, and enhanced absorption in the shocked waveforms. This dissertation also examined the heating effects of focused ultrasound in a tissue-like medium. The application considered is therapeutic heating for hyperther- mia. The acoustic model and a thermal model for tissue were coupled to solve for transient and steady temperature profiles in tissue-like media. The Pennes bioheat equation was solved using the FDTD method to calculate the temperature fields in tissue-like media from focused acoustic sources. It was found that the temperature-dependence of the medium's background prop- erties can play an important role in the temperature predictions. Finite-amplitude effects contributed excess heat when source conditions were provided for nonlinear ef- fects to manifest themselves. The effect of medium heterogeneity was also found to be important in redistributing the acoustic and temperature fields, creating regions with hotter and colder temperatures than the mean by local scattering and lensing action. These temperature excursions from the mean were found to increase monotonically with increasing contrast in the medium's properties.

Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Room acoustics simulation using 3-D compact explicit FDTD schemes

This paper presents methods for simulating room acoustics using the finite-difference time-domain (FDTD) technique, focusing on boundary and medium modeling. A family of nonstaggered 3-D compact explicit FDTD schemes is analyzed in terms of stability, accuracy, and computational efficiency, and the most accurate and isotropic schemes based on a rectilinear grid are identified. A frequency-dependent boundary model that is consistent with locally reacting surface theory is also presented, in which the wall impedance is represented with a digital filter. For boundaries, accuracy in numerical reflection is analyzed and a stability proof is provided. The results indicate that the proposed 3-D interpolated wideband and isotropic schemes outperform directly related techniques based on Yee's staggered grid and standard digital waveguide mesh, and that the boundary formulations generally have properties that are similar to that of the basic scheme used.

On the numerical solution of the 2d wave equation with compact fdtd schemes

This paper discusses compact-stencil finite difference time domain (FDTD) schemes for approximating the 2D wave equation in the context of digital audio. Stability, accuracy, and efficiency are investigated and new ways of viewing and interpreting the results are discussed. It is shown that if a tight accuracy constraint is applied, implicit schemes outperform explicit schemes. The paper also discusses the relevance to digital waveguide mesh modelling, and highlights the optimally efficient explicit scheme.

INVESTIGATIONS ON SLOT-LOADED SQUARE MICROSTRIP PATCH ANTENNAS FOR COMPACT DUAL FREQUENCY DUAL POLARIZED OPERATIONS

The thesis is the outcome of the experimental and theoretical investigations carried out on a novel slotted microstrip antenna.The antenna excites two resonance frequencies and provides orthogonal polarization. The radiation characteristics of the antenna are studied in detail. The antenna design is optimized using IE3D electromagnetic simulation tool. The frequency-Difference Time-Domain (FDTD) method is employed for the analysis of the antenna.The antenna can be used for personal and satellite communication applications.

Studies on Some Aspects of Light Beam Propagation Through Certain Nonlinear Media

This thesis deals with the study of light beam propagation through different nonlinear media. Analytical and numerical methods are used to show the formation of solitonS in these media. Basic experiments have also been performed to show the formation of a self-written waveguide in a photopolymer. The variational method is used for the analytical analysis throughout the thesis. Numerical method based on the finite-difference forms of the original partial differential equation is used for the numerical analysis.In Chapter 2, we have studied two kinds of solitons, the (2 + 1) D spatial solitons and the (3 + l)D spatio-temporal solitons in a cubic-quintic medium in the presence of multiphoton ionization.In Chapter 3, we have studied the evolution of light beam through a different kind of nonlinear media, the photorcfractive polymer. We study modulational instability and beam propagation through a photorefractive polymer in the presence of absorption losses. The one dimensional beam propagation through the nonlinear medium is studied using variational and numerical methods. Stable soliton propagation is observed both analytically and numerically.Chapter 4 deals with the study of modulational instability in a photorefractive crystal in the presence of wave mixing effects. Modulational instability in a photorefractive medium is studied in the presence of two wave mixing. We then propose and derive a model for forward four wave mixing in the photorefractive medium and investigate the modulational instability induced by four wave mixing effects. By using the standard linear stability analysis the instability gain is obtained.Chapter 5 deals with the study of self-written waveguides. Besides the usual analytical analysis, basic experiments were done showing the formation of self-written waveguide in a photopolymer system. The formation of a directional coupler in a photopolymer system is studied theoretically in Chapter 6. We propose and study, using the variational approximation as well as numerical simulation, the evolution of a probe beam through a directional coupler formed in a photopolymer system.

Development and Analysis of a Compact Dual-Band Coplanar Antenna

The coplanar wave guide is an attractive device in microwave integrated circuits due to its uniplanar nature, ease of fabrication and low production cost. Several attempts are already done to explore the radiating modes in coplanar wave guide transmission lines. Usually coplanar wave guides are excited by an SMA connector with its centre conductor connected to the exact middle of the centre strip and the outer ground conductor to the two ground strips. The mode excited on it is purely a bound mode. The E-field distribution in the two slots are out of phase and there for cancels at the far field. This thesis addresses an attempt to excite an in phase E-field distribution in the two slots of the co planar wave guide by employing a feed asymmetry, in order to get radiation from the two large slot discontinuities of the coplanar waveguide. The omni directional distribution of the radiating energy can be achieved by widening the centre strip.The first part of the thesis deals with the investigations on the resonance phenomena of conventional coplanar waveguides at higher frequency bands. Then an offset fed open circuited coplanar waveguide supporting resonance/radiation phenomena is analyzed. Finally, a novel compact co planar antenna geometry with dual band characteristics, suitable for mobile terminal applications is designed and characterized using the inferences from the above study.

Avaliação de métodos numéricos para precificação de derivativos: aplicação ao mercado brasileiro

Os objetivos deste trabalho foram (i) rever métodos numéricos para precificação de derivativos; e (ii) comparar os métodos assumindo que os preços de mercado refletem àqueles obtidos pela fórmula de Black Scholes para precificação de opções do tipo européia. Aplicamos estes métodos para precificar opções de compra da ações Telebrás. Os critérios de acurácia e de custo computacional foram utilizados para comparar os seguintes modelos binomial, Monte Carlo, e diferenças finitas. Os resultados indicam que o modelo binomial possui boa acurácia e custo baixo, seguido pelo Monte Carlo e diferenças finitas. Entretanto, o método Monte Carlo poderia ser usado quando o derivativo depende de mais de dois ativos-objetos. É recomendável usar o método de diferenças finitas quando se obtém uma equação diferencial parcial cuja solução é o valor do derivativo.

Finite-well potential in the 3D nonlinear Schrodinger equation: application to Bose-Einstein condensation

Using variational and numerical solutions we show that stationary negative-energy localized (normalizable) bound states can appear in the three-dimensional nonlinear Schrodinger equation with a finite square-well potential for a range of nonlinearity parameters. Below a critical attractive nonlinearity, the system becomes unstable and experiences collapse. Above a limiting repulsive nonlinearity, the system becomes highly repulsive and cannot be bound. The system also allows nonnormalizable states of infinite norm at positive energies in the continuum. The normalizable negative-energy bound states could be created in BECs and studied in the laboratory with present knowhow.

Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model