Quantifying simulator discrepancy in discrete-time dynamical simulators

When making predictions with complex simulators it can be important to quantify the various sources of uncertainty. Errors in the structural specification of the simulator, for example due to missing processes or incorrect mathematical specification, can be a major source of uncertainty, but are often ignored. We introduce a methodology for inferring the discrepancy between the simulator and the system in discrete-time dynamical simulators. We assume a structural form for the discrepancy function, and show how to infer the maximum-likelihood parameter estimates using a particle filter embedded within a Monte Carlo expectation maximization (MCEM) algorithm. We illustrate the method on a conceptual rainfall-runoff simulator (logSPM) used to model the Abercrombie catchment in Australia. We assess the simulator and discrepancy model on the basis of their predictive performance using proper scoring rules. This article has supplementary material online. © 2011 International Biometric Society.

Fibre laser torsion sensor system using an excessively tilted fibre grating and low-cost time domain demodulation

In this paper, we report a simple fibre laser torsion sensor system using an intracavity tilted fibre grating as a torsion encoded loss filter. When the grating is subjected to twist, it induces loss to the cavity, thus affecting the laser oscillation build-up time. By measuring the build-up time, both twist direction and angle on the grating can be monitored. Using a low-cost photodiode and a two-channel digital oscilloscope, we have characterised the torsion sensing capability of this fibre laser system and obtained a torsion sensitivity of ~412µs/(rad/m) in the dynamic range from -150° to +150°.

Time domain all-optical nonlinear signal processing to enhance the performance of a RZ receiver

We have proposed a new technique of all-optical nonlinear pulse processing for use at a RZ optical receiver, which is based on an AM or any device with a similar function of temporal gating/slicing enhanced by the effect of Kerr nonlinearity in a NDF. The efficiency of the technique has been demonstrated by application to timing jitter and noise-limited RZ transmission at 40 Gbit/s. Substantial suppression of the signal timing jitter and overall improvement of the receiver performance has been demonstrated using the proposed method.

Time domain all-optical signal processing at a RZ optical receiver

We propose a new all-optical signal processing technique to enhance the performance of a return-to-zero optical receiver, which is based on nonlinear temporal pulse broadening and flattening in a normal dispersion fiber and subsequent slicing of the pulse temporal waveform. The potential of the method is demonstrated by application to timing jitter-and noise-limited transmission at 40 Gbit/s. © 2005 Optical Society of America.

Models of Alternating Renewal Process at Discrete Time

We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Fibre laser torsion sensor system using an excessively tilted fibre grating and low-cost time domain demodulation

In this paper, we report a simple fibre laser torsion sensor system using an intracavity tilted fibre grating as a torsion encoded loss filter. When the grating is subjected to twist, it induces loss to the cavity, thus affecting the laser oscillation build-up time. By measuring the build-up time, both twist direction and angle on the grating can be monitored. Using a low-cost photodiode and a two-channel digital oscilloscope, we have characterised the torsion sensing capability of this fibre laser system and obtained a torsion sensitivity of ~412µs/(rad/m) in the dynamic range from -150° to +150°.

Notes on the Solution of Dynamic Optimization Problems with Explicit Controls in Discrete-Time Economic Models

Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.

Long-range and high-resolution correlation optical time-domain reflectometry utilizing an all optical chaotic source

A high resolution optical time domain reflectometry (OTDR) based on an all-fiber chaotic source is demonstrated. We analyze the key factors limiting the operational range of such an OTDR, e.g., integral Rayleigh backscattering and the fiber loss, which degrade the optical signal to noise ratio at the receiver side, and then the guideline for counter-act such signal fading is discussed. The experimentally demonstrated correlation OTDR presents ability of 100km sensing range and 8.2cm spatial resolution (1.2 million resolved points), as a verification of the theoretical analysis. To the best of our knowledge, this is the first time that correlation OTDR measurement is performed over such a long distance with such high precision.

High resolution optical time-domain reflectometry based on correlation utilizing an all-fiber chaotic source

We propose a high-resolution optical time domain reflectometry (OTDR) based on an all-fiber supercontinuum source. The source simply consists of a laser with moderate power and a section of fiber which has a zero dispersion wavelength near the laser's central wavelength. Spectrum and time domain properties of the source are investigated, showing that the source has great capability in nonlinear optics, such as correlation OTDR. We analyze one of the key factors limiting the operational range of such an OTDR, i.e., sampling time. Finally, we experimentally demonstrate a correlation OTDR with 25km sensing range and 5.3cm spatial resolution, as a verification of theoretical analysis.

An edge-based matching kernel through discrete-time quantum walks

In this paper, we propose a new edge-based matching kernel for graphs by using discrete-time quantum walks. To this end, we commence by transforming a graph into a directed line graph. The reasons of using the line graph structure are twofold. First, for a graph, its directed line graph is a dual representation and each vertex of the line graph represents a corresponding edge in the original graph. Second, we show that the discrete-time quantum walk can be seen as a walk on the line graph and the state space of the walk is the vertex set of the line graph, i.e., the state space of the walk is the edges of the original graph. As a result, the directed line graph provides an elegant way of developing new edge-based matching kernel based on discrete-time quantum walks. For a pair of graphs, we compute the h-layer depth-based representation for each vertex of their directed line graphs by computing entropic signatures (computed from discrete-time quantum walks on the line graphs) on the family of K-layer expansion subgraphs rooted at the vertex, i.e., we compute the depth-based representations for edges of the original graphs through their directed line graphs. Based on the new representations, we define an edge-based matching method for the pair of graphs by aligning the h-layer depth-based representations computed through the directed line graphs. The new edge-based matching kernel is thus computed by counting the number of matched vertices identified by the matching method on the directed line graphs. Experiments on standard graph datasets demonstrate the effectiveness of our new kernel.

A quantum Jensen-Shannon graph kernel using discrete-time quantum walks

In this paper, we develop a new graph kernel by using the quantum Jensen-Shannon divergence and the discrete-time quantum walk. To this end, we commence by performing a discrete-time quantum walk to compute a density matrix over each graph being compared. For a pair of graphs, we compare the mixed quantum states represented by their density matrices using the quantum Jensen-Shannon divergence. With the density matrices for a pair of graphs to hand, the quantum graph kernel between the pair of graphs is defined by exponentiating the negative quantum Jensen-Shannon divergence between the graph density matrices. We evaluate the performance of our kernel on several standard graph datasets, and demonstrate the effectiveness of the new kernel.

Discrete Time Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

A Computational Approach for the Statistical Estimation of Discrete Time Branching Processes with Immigration

2010 Mathematics Subject Classification: 60J80.

Long-range and high-precision correlation optical time-domain reflectometry utilizing an all-fiber chaotic source

We propose a long range, high precision optical time domain reflectometry (OTDR) based on an all-fiber supercontinuum source. The source simply consists of a CW pump laser with moderate power and a section of fiber, which has a zero dispersion wavelength near the laser's central wavelength. Spectrum and time domain properties of the source are investigated, showing that the source has great capability in nonlinear optics, such as correlation OTDR due to its ultra-wide-band chaotic behavior, and mm-scale spatial resolution is demonstrated. Then we analyze the key factors limiting the operational range of such an OTDR, e. g., integral Rayleigh backscattering and the fiber loss, which degrades the optical signal to noise ratio at the receiver side, and then the guideline for counter-act such signal fading is discussed. Finally, we experimentally demonstrate a correlation OTDR with 100km sensing range and 8.2cm spatial resolution (1.2 million resolved points), as a verification of theoretical analysis.