Brillouin optical time-domain analysis assisted by second-order Raman amplification

We propose and experimentally demonstrate a new method to extend the range of Brillouin optical time domain analysis (BOTDA) systems. It exploits the virtual transparency created by second-order Raman pumping in optical fibers. The idea is theoretically analyzed and experimentally demonstrated in a 50 km fiber. By working close to transparency, we also show that the measurement length of the BOTDA can be increased up to 100 km with 2 meter resolution. We envisage extensions of this technique to measurement lengths well beyond this value, as long as the issue of relative intensity noise (RIN) of the primary Raman pump can be avoided. © 2010 Optical Society of America.

Discrete time models of the term structure of interest rates and interest rate contingent claims

In this study, discrete time one-factor models of the term structure of interest rates and their application to the pricing of interest rate contingent claims are examined theoretically and empirically. The first chapter provides a discussion of the issues involved in the pricing of interest rate contingent claims and a description of the Ho and Lee (1986), Maloney and Byrne (1989), and Black, Derman, and Toy (1990) discrete time models. In the second chapter, a general discrete time model of the term structure from which the Ho and Lee, Maloney and Byrne, and Black, Derman, and Toy models can all be obtained is presented. The general model also provides for the specification of an additional model, the ExtendedMB model. The third chapter illustrates the application of the discrete time models to the pricing of a variety of interest rate contingent claims. In the final chapter, the performance of the Ho and Lee, Black, Derman, and Toy, and ExtendedMB models in the pricing of Eurodollar futures options is investigated empirically. The results indicate that the Black, Derman, and Toy and ExtendedMB models outperform the Ho and Lee model. Little difference in the performance of the Black, Derman, and Toy and ExtendedMB models is detected. ^

Characterization of ultra wideband antennas for personal communication devices using finite difference time domain technique

The current mobile networks don't offer sufficient data rates to support multimedia intensive applications in development for multifunctional mobile devices. Ultra wideband (UWB) wireless technology is being considered as the solution to overcome data rate bottlenecks in the current mobile networks. UWB is able to achieve such high data transmission rates because it transmits data over a very large chunk of the frequency spectrum. As currently approved by the U.S. Federal Communication Commission it utilizes 7.5 GHz of spectrum between 3.1 GHz and 10.6 GHz. ^ Successful transmission and reception of information data using UWB wireless technology in mobile devices, requires an antenna that has linear phase, low dispersion and a voltage standing wave ratio (VSWR) ≤ 2 throughout the entire frequency band. Compatibility with an integrated circuit requires an unobtrusive and electrically small design. The previous techniques that have been used to optimize the performance of UWB wireless systems, involve proper design of source pulses for optimal UWB performance. The goal of this work is directed towards the designing of antennas for personal communication devices, with optimal UWB bandwidth performance. Several techniques are proposed for optimal UWB bandwidth performance of the UWB antenna designs in this Ph.D. dissertation. ^ This Ph.D. dissertation presents novel UWB antenna designs for personal communication devices that have been characterized and optimized using the finite difference time domain (FDTD) technique. The antenna designs reported in this research are physically compact, planar for low profile use, with sufficient impedance bandwidth (>20%), antenna input impedance of 50-Ω, and an omni-directional (±1.5 dB) radiation pattern in the operating bandwidth. ^

Customization of the design of antenna using genetic algorithm and finite-difference time-domain technique

Antenna design is an iterative process in which structures are analyzed and changed to comply with certain performance parameters required. The classic approach starts with analyzing a "known" structure, obtaining the value of its performance parameter and changing this structure until the "target" value is achieved. This process relies on having an initial structure, which follows some known or "intuitive" patterns already familiar to the designer. The purpose of this research was to develop a method of designing UWB antennas. What is new in this proposal is that the design process is reversed: the designer will start with the target performance parameter and obtain a structure as the result of the design process. This method provided a new way to replicate and optimize existing performance parameters. The base of the method was the use of a Genetic Algorithm (GA) adapted to the format of the chromosome that will be evaluated by the Electromagnetic (EM) solver. For the electromagnetic study we used XFDTD™ program, based in the Finite-Difference Time-Domain technique. The programming portion of the method was created under the MatLab environment, which serves as the interface for converting chromosomes, file formats and transferring of data between the XFDTD™ and GA. A high level of customization had to be written into the code to work with the specific files generated by the XFDTD™ program. Two types of cost functions were evaluated; the first one seeking broadband performance within the UWB band, and the second one searching for curve replication of a reference geometry. The performance of the method was evaluated considering the speed provided by the computer resources used. Balance between accuracy, data file size and speed of execution was achieved by defining parameters in the GA code as well as changing the internal parameters of the XFDTD™ projects. The results showed that the GA produced geometries that were analyzed by the XFDTD™ program and changed following the search criteria until reaching the target value of the cost function. Results also showed how the parameters can change the search criteria and influence the running of the code to provide a variety of geometries.

Characterization and modeling of multi-conductor transmission line using Finite-difference Time-Domain method

A two-dimensional, 2D, finite-difference time-domain (FDTD) method is used to analyze two different models of multi-conductor transmission lines (MTL). The first model is a two-conductor MTL and the second is a threeconductor MTL. Apart from the MTL's, a three-dimensional, 3D, FDTD method is used to analyze a three-patch microstrip parasitic array. While the MTL analysis is entirely in time-domain, the microstrip parasitic array is a study of scattering parameter Sn in the frequency-domain. The results clearly indicate that FDTD is an efficient and accurate tool to model and analyze multiconductor transmission line as well as microstrip antennas and arrays.

Time-domain simulation of wave-induced ship motions by a Rankine panel method

In this thesis, a numerical program has been developed to simulate the wave-induced ship motions in the time domain. Wave-body interactions have been studied for various ships and floating bodies through forced motion and free motion simulations in a wide range of wave frequencies. A three-dimensional Rankine panel method is applied to solve the boundary value problem for the wave-body interactions. The velocity potentials and normal velocities on the boundaries are obtained in the time domain by solving the mixed boundary integral equations in relation to the source and dipole distributions. The hydrodynamic forces are calculated by the integration of the instantaneous hydrodynamic pressures over the body surface. The equations of ship motion are solved simultaneously with the boundary value problem for each time step. The wave elevation is computed by applying the linear free surface conditions. A numerical damping zone is adopted to absorb the outgoing waves in order to satisfy the radiation condition for the truncated free surface. A numerical filter is applied on the free surface for the smoothing of the wave elevation. Good convergence has been reached for both forced motion simulations and free motion simulations. The computed added-mass and damping coefficients, wave exciting forces, and motion responses for ships and floating bodies are in good agreement with the numerical results from other programs and experimental data.

Principal Component Analysis of Results Obtained from Finite-Difference Time-Domain Algorithms

Finite-Differences Time-Domain (FDTD) algorithms are well established tools of computational electromagnetism. Because of their practical implementation as computer codes, they are affected by many numerical artefact and noise. In order to obtain better results we propose using Principal Component Analysis (PCA) based on multivariate statistical techniques. The PCA has been successfully used for the analysis of noise and spatial temporal structure in a sequence of images. It allows a straightforward discrimination between the numerical noise and the actual electromagnetic variables, and the quantitative estimation of their respective contributions. Besides, The GDTD results can be filtered to clean the effect of the noise. In this contribution we will show how the method can be applied to several FDTD simulations: the propagation of a pulse in vacuum, the analysis of two-dimensional photonic crystals. In this last case, PCA has revealed hidden electromagnetic structures related to actual modes of the photonic crystal.

Perturbative discrete-time multivariate fiber channel model with finite memory

We introduce a discrete-time fibre channel model that provides an accurate analytical description of signal-signal and signal-noise interference with memory defined by the interplay of nonlinearity and dispersion. Also the conditional pdf of signal distortion, which captures non-circular complex multivariate symbol interactions, is derived providing the necessary platform for the analysis of channel statistics and capacity estimations in fibre optic links.

Noise resilient discrete-time cross-relation sensor characterisation

In-situ characterisation of thermocouple sensors is a challenging problem. Recently the authors presented a blind characterisation technique based on the cross-relation method of blind identification. The method allows in-situ identification of two thermocouple probes, each with a different dynamic response, using only sampled sensor measurement data. While the technique offers certain advantages over alternative methods, including low estimation variance and the ability to compensate for noise induced bias, the robustness of the method is limited by the multimodal nature of the cost function. In this paper, a normalisation term is proposed which improves the convexity of
the cost function. Further, a normalisation and bias compensation hybrid approach is presented that exploits the advantages of both normalisation and bias compensation. It is found that the optimum of the hybrid cost function is less biased and more stable than when only normalisation is applied. All results were verified by simulation.

Discrete-time positive periodic systems with state and control constraints

The aim of this paper is to provide an efficient control design technique for discrete-time positive periodic systems. In particular, stability, positivity and periodic invariance of such systems are studied. Moreover, the concept of periodic invariance with respect to a collection of boxes is introduced and investigated with connection to stability. It is shown how such concept can be used for deriving a stabilizing state-feedback control that maintains the positivity of the closed-loop system and respects states and control signals constraints. In addition, all the proposed results can be efficiently solved in terms of linear programming.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. 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. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

Decoherence models for discrete-time quantum walks and their application to neutral atom experiments

We discuss decoherence in discrete-time quantum walks in terms of a phenomenological model that distinguishes spin and spatial decoherence. We identify the dominating mechanisms that affect quantum-walk experiments realized with neutral atoms walking in an optical lattice. From the measured spatial distributions, we determine with good precision the amount of decoherence per step, which provides a quantitative indication of the quality of our quantum walks. In particular, we find that spin decoherence is the main mechanism responsible for the loss of coherence in our experiment. We also find that the sole observation of ballistic-instead of diffusive-expansion in position space is not a good indicator of the range of coherent delocalization. We provide further physical insight by distinguishing the effects of short- and long-time spin dephasing mechanisms. We introduce the concept of coherence length in the discrete-time quantum walk, which quantifies the range of spatial coherences. Unexpectedly, we find that quasi-stationary dephasing does not modify the local properties of the quantum walk, but instead affects spatial coherences. For a visual representation of decoherence phenomena in phase space, we have developed a formalism based on a discrete analogue of the Wigner function. We show that the effects of spin and spatial decoherence differ dramatically in momentum space.

Design, construction, and applications of a high-resolution terahertz time-domain spectrometer

This thesis reports on the design, construction, and initial applications of a high-resolution terahertz time-domain ASOPS spectrometer. The instrument employs asynchronous optical sampling (ASOPS) between two Ti:sapphire ultrafast lasers operating at a repetition rate of approximately 80 MHz, and we thus demonstrate a THz frequency resolution approaching the limit of that repetition rate. This is an order of magnitude improvement in resolution over typical THz time-domain spectrometers. The improved resolution is important for our primary effort of collecting THz spectra for far-infrared astronomy. We report on various spectroscopic applications including the THz rotational spectrum of water, where we achieve a mean frequency error, relative to established line centers, of 27.0 MHz. We also demonstrate application of the THz system to the long-duration observation of a coherent magnon mode in a anti-ferromagnetic yttrium iron oxide (YFeO3) crystal. Furthermore, we apply the all-optical virtual delay line of ASOPS to a transient thermoreflectance experiment for quickly measuring the thermal conductivity of semiconductors.