Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Molecular alignment relaxation in polymer optical fibers for sensing applications

A systematic study of annealing behavior of drawn PMMA fibers was performed. Annealing dynamics were investigated under different environmental conditions by fiber longitudinal shrinkage monitoring. The shrinkage process was found to follow a stretched exponential decay function revealing the heterogeneous nature of the underlying molecular dynamics. The complex dependence of the fiber shrinkage on initial degree of molecular alignment in the fiber, annealing time and temperature was investigated and interpreted. Moreover, humidity was shown to have a profound effect on the annealing process, which was not recognized previously. Annealing was also shown to have considerable effect on the fiber mechanical properties associated with the relaxation of molecular alignment in the fiber. The consequences of fiber annealing for the climatic stability of certain polymer optical fiber-based sensors are discussed, emphasizing the importance of fiber controlled pre-annealing with respect to the foreseeable operating conditions.

Furnace chemical vapor deposition (FCVD) method for special optical fibers fabrication

The features of the Furnace Chemical Vapor Deposition (FCVD) method of manufacturing preforms for special optical fibers are considered. It is shown that misalignment of substrate silica tube and furnace hole axes has a negative effect on the quality of fabricated preforms, leading to angular and radial asymmetry of the refractive index profile. Ways of getting rid of this and other disadvantages of the FCVD method are described. Some advantages of the FCVD method over the MCVD method are shown. It was demonstrated that the FCVD method, despite some drawbacks, allows to manufacture high-quality fiber preforms with good symmetry of the refractive index profile, and thus it is promising for fabrication of dispersion, dispersion varying and active fibers. © 2011 Copyright Society of Photo-Optical Instrumentation Engineers (SPIE).

Multi-threaded parallel simulation of non-local non-linear problems in ultrashort laser pulse propagation in the presence of plasma

We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.

Design rules for nonlinear spectral compression in optical fibers

We present comprehensive design rules to optimize the process of spectral compression arising from nonlinear pulse propagation in an optical fiber. Extensive numerical simulations are used to predict the performance characteristics of the process as well as to identify the optimal operational conditions within the space of system parameters. It is shown that the group velocity dispersion of the fiber is not detrimental and, in fact, helps achieve optimum compression. We also demonstrate that near-transform-limited rectangular and parabolic pulses can be generated in the region of optimum compression.

Thermal effects on the photoelastic coefficient of polymer optical fibers

We measure the radial profile of the photoelastic coefficient C(r) in single-mode polymer optical fibers (POFs), and we determine the evolution of C(r) after annealing the fibers at temperatures from 40°C to 80°C. We demonstrate that C(r) in the fibers drawn from a preform without specific thermal pre-treatment changes and converges to values between 1.2 and 1.6×10-12 Pa-1 following annealing at 80°C. The annealed fibers display a smoothened radial profile of C(r) and a lowered residual birefringence. In contrast, the mean value of C(r) of the fiber drawn from a preform that has been pre-annealed remains constant after our annealing process and is significantly higher, i.e., 4×10-12 Pa-1. The annealing process decreases the residual birefringence to a lower extent as well. These measurements indicate the impact of annealing on the thermal stability of the photoelastic coefficient of POFs, which is an essential characteristic in view of developing POF-based thermomechanical sensors.

The non-linear acousto-mechanical and thermodynamic response of spherical absorbers to laser pulses of various temporal profiles

This study is to theoretically investigate shockwave and microbubble formation due to laser absorption by microparticles and nanoparticles. The initial motivation for this research was to understand the underlying physical mechanisms responsible for laser damage to the retina, as well as the predict threshold levels for damage for laser pulses with of progressively shorter durations. The strongest absorbers in the retina are micron size melanosomes, and their absorption of laser light causes them to accrue very high energy density. I theoretically investigate how this absorbed energy is transferred to the surrounding medium. For a wide range of conditions I calculate shockwave generation and bubble growth as a function of the three parameters; fluence, pulse duration and pulse shape. In order to develop a rigorous physical treatment, the governing equations for the behavior of an absorber and for the surrounding medium are derived. Shockwave theory is investigated and the conclusion is that a shock pressure explanation is likely to be the underlying physical cause of retinal damage at threshold fluences for sub-nanosecond pulses. The same effects are also expected for non-biological micro and nano absorbers. ^

A non-linear discrete stochastic optimization model for Advanced Access patient appointment scheduling

Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^

Haematite natural crystals: non-linear initial susceptibility at low temperature

Several works have reported that haematite has non-linear initial susceptibility at room temperature, like pyrrhotite or titanomagnetite, but there is no explanation for the observed behaviours yet. This study sets out to determine which physical property (grain size, foreign cations content and domain walls displacements) controls the initial susceptibility. The performed measurements include microprobe analysis to determine magnetic phases different to haematite; initial susceptibility (300 K); hysteresis loops, SIRM and backfield curves at 77 and 300 K to calculate magnetic parameters and minor loops at 77 K, to analyse initial susceptibility and magnetization behaviours below Morin transition. The magnetic moment study at low temperature is completed with measurements of zero field cooled-field cooled and AC susceptibility in a range from 5 to 300 K. The minor loops show that the non-linearity of initial susceptibility is closely related to Barkhausen jumps. Because of initial magnetic susceptibility is controlled by domain structure it is difficult to establish a mathematical model to separate magnetic subfabrics in haematite-bearing rocks.

Optical properties of chiral thin films and microparticles

In this work I study the optical properties of helical particles and chiral sculptured thin films, using computational modeling (discrete dipole approximation, Berreman calculus), and experimental techniques (glancing angle deposition, ellipsometry, scatterometry, and non-linear optical measurements). The first part of this work focuses on linear optics, namely light scattering from helical microparticles. I study the influence of structural parameters and orientation on the optical properties of particles: circular dichroism (CD) and optical rotation (OR), and show that as a consequence of random orientation, CD and OR can have the opposite sign, compared to that of the oriented particle, potentially resulting in ambiguity of measurement interpretation. Additionally, particles in random orientation scatter light with circular and elliptical polarization states, which implies that in order to study multiple scattering from randomly oriented chiral particles, the polarization state of light cannot be disregarded. To perform experiments and attempt to produce particles, a newly constructed multi stage thin film coating chamber is calibrated. It enables the simultaneous fabrication of multiple sculptured thin film coatings, each with different structure. With it I successfully produce helical thin film coatings with Ti and TiO_{2}. The second part of this work focuses on non-linear optics, with special emphasis on second-harmonic generation. The scientific literature shows extensive experimental and theoretical work on second harmonic generation from chiral thin films. Such films are expected to always show this non-linear effect, due to their lack of inversion symmetry. However no experimental studies report non-linear response of chiral sculptured thin films. In this work I grow films suitable for a second harmonic generation experiment, and report the first measurements of non-linear response.

Two-Path All-pass Based Half-Band Infinite Impulse Response Decimation Filters and the Effects of Their Non-Linear Phase Response on ECG Signal Acquisition

This paper is based on the novel use of a very high fidelity decimation filter chain for Electrocardiogram (ECG) signal acquisition and data conversion. The multiplier-free and multi-stage structure of the proposed filters lower the power dissipation while minimizing the circuit area which are crucial design constraints to the wireless noninvasive wearable health monitoring products due to the scarce operational resources in their electronic implementation. The decimation ratio of the presented filter is 128, working in tandem with a 1-bit 3rd order Sigma Delta (ΣΔ) modulator which achieves 0.04 dB passband ripples and -74 dB stopband attenuation. The work reported here investigates the non-linear phase effects of the proposed decimation filters on the ECG signal by carrying out a comparative study after phase correction. It concludes that the enhanced phase linearity is not crucial for ECG acquisition and data conversion applications since the signal distortion of the acquired signal, due to phase non-linearity, is insignificant for both original and phase compensated filters. To the best of the authors’ knowledge, being free of signal distortion is essential as this might lead to misdiagnosis as stated in the state of the art. This article demonstrates that with their minimal power consumption and minimal signal distortion features, the proposed decimation filters can effectively be employed in biosignal data processing units.

Fabrication, Optical Analysis and Photonic Applications of Certain Metallic Nanostructure-Integrated Dye Doped Polymer Optical Fibers” submitted by Ms. Suneetha Sebastian

Polymer Optical Fibers have occupied historically a place for large core flexible fibers operating in short distances. In addition to their practical passive application in short-haul communication they constitute a potential research field as active devices with organic dopants. Organic dyes are preferred as dopants over organic semiconductors due to their higher optical cross section. Thus organic dyes as gain media in a polymer fiber is used to develop efficient and narrow laser sources with a tunability throughout the visible region or optical amplifier with high gain. Dyes incorporated in fiber form has added advantage over other solid state forms such as films since the pump power required to excite the molecules in the core of the fiber is less thereby utilising the pump power effectively. In 1987, Muto et.al investigated a dye doped step index polymer fiber laser. Afterwards, numerous researches have been carried out in this area demonstrating laser emission from step index, graded index and hollow optical fibers incorporating various dyes. Among various dyes, Rhodamine6G is the most widely and commonly used laser dye for the last four decades. Rhodamine6G has many desirable optical properties which make it preferable over other organic dyes such as Coumarin, Nile Blue, Curcumin etc. The research focus on the implementation of efficient fiber lasers and amplifiers for short fiber distances. Developing efficient plastic lasers with electrical pumping can be a new proposal in this field which demands lowest possible threshold pump energy of the gain medium in the cavity as an important parameter. One way of improving the efficiency of the lasers, through low threshold pump energy, is by modifying the gain of the amplifiers in the resonator/cavity. Success in the field of Radiative Decay Engineering can pave way to this problem. Laser gain media consisting of dye-nanoparticle composites can improve the efficiency by lowering the lasing threshold and enhancing the photostability. The electric field confined near the surface of metal nanoparticles due to Localized Surface Plasmon Resonance can be very effective for the excitation of active centers to impart high optical gain for lasing. Since the Surface Plasmon Resonance of nanoparticles of gold and silver lies in the visible range, it can affect the spectral emission characteristics of organic dyes such as Rhodamine6G through plasmon field generated by the particles. The change in emission of the dye placed near metal nanoparticles depend on plasmon field strength which in turn depends on the type of metal, size of nanoparticle, surface modification of the particle and the wavelength of incident light. Progress in fabrication of different types of nanostructures lead to the advent of nanospheres, nanoalloys, core-shell and nanowires to name a few. The thesis deals with the fabrication and characterisation of polymer optical fibers with various metallic and bimetallic nanostructures incorporated in the gain media for efficient fiber lasers with low threshold and improved photostability.

Design and modeling of optical fibers for spatial division multiplexing using the orbital angular momentum of light

Les besoins toujours croissants en terme de transfert de données numériques poussent au développement de nouvelles technologies pour accroître la capacité des réseaux, notamment en ce qui concerne les réseaux de fibre optique. Parmi ces nouvelles technologies, le multiplexage spatial permet de multiplier la capacité des liens optiques actuels. Nous nous intéressons particulièrement à une forme de multiplexage spatial utilisant le moment cinétique orbital de la lumière comme base orthogonale pour séparer un certain nombre de canaux. Nous présentons d’abord les notions d’électromagnétisme et de physique nécessaires à la compréhension des développements ultérieurs. Les équations de Maxwell sont dérivées afin d’expliquer les modes scalaires et vectoriels de la fibre optique. Nous présentons également d’autres propriétés modales, soit la coupure des modes, et les indices de groupe et de dispersion. La notion de moment cinétique orbital est ensuite introduite, avec plus particulièrement ses applications dans le domaine des télécommunications. Dans une seconde partie, nous proposons la carte modale comme un outil pour aider au design des fibres optiques à quelques modes. Nous développons la solution vectorielle des équations de coupure des modes pour les fibres en anneau, puis nous généralisons ces équations pour tous les profils de fibres à trois couches. Enfin, nous donnons quelques exemples d’application de la carte modale. Dans la troisième partie, nous présentons des designs de fibres pour la transmission des modes avec un moment cinétique orbital. Les outils développés dans la seconde partie sont utilisés pour effectuer ces designs. Un premier design de fibre, caractérisé par un centre creux, est étudié et démontré. Puis un second design, une famille de fibres avec un profil en anneau, est étudié. Des mesures d’indice effectif et d’indice de groupe sont effectuées sur ces fibres. Les outils et les fibres développés auront permis une meilleure compréhension de la transmission dans la fibre optique des modes ayant un moment cinétique orbital. Nous espérons que ces avancements aideront à développer prochainement des systèmes de communications performants utilisant le multiplexage spatial.

A domain decomposition based algorithm for non-linear 2D inverse heat conduction problems

Inverse heat conduction problems (IHCPs) appear in many important scientific and technological fields. Hence analysis, design, implementation and testing of inverse algorithms are also of great scientific and technological interest. The numerical simulation of 2-D and –D inverse (or even direct) problems involves a considerable amount of computation. Therefore, the investigation and exploitation of parallel properties of such algorithms are equally becoming very important. Domain decomposition (DD) methods are widely used to solve large scale engineering problems and to exploit their inherent ability for the solution of such problems.

A Distributed algorithm for 1-D non-linear heat conduction with an unknown point source

Abstract not available