Topics in linear and nonlinear dispersive waves

The various singularities and instabilities which arise in the modulation theory of dispersive wavetrains are studied. Primary interest is in the theory of nonlinear waves, but a study of associated questions in linear theory provides background information and is of independent interest.

The full modulation theory is developed in general terms. In the first approximation for slow modulations, the modulation equations are solved. In both the linear and nonlinear theories, singularities and regions of multivalued modulations are predicted. Higher order effects are considered to evaluate this first order theory. An improved approximation is presented which gives the true behavior in the singular regions. For the linear case, the end result can be interpreted as the overlap of elementary wavetrains. In the nonlinear case, it is found that a sufficiently strong nonlinearity prevents this overlap. Transition zones with a predictable structure replace the singular regions.

For linear problems, exact solutions are found by Fourier integrals and other superposition techniques. These show the true behavior when breaking modulations are predicted.

A numerical study is made for the anharmonic lattice to assess the nonlinear theory. This confirms the theoretical predictions of nonlinear group velocities, group splitting, and wavetrain instability, as well as higher order effects in the singular regions.

New variational principles for systems of partial differential equations

The question of finding variational principles for coupled systems of first order partial differential equations is considered. Using a potential representation for solutions of the first order system a higher order system is obtained. Existence of a variational principle follows if the original system can be transformed to a self-adjoint higher order system. Existence of variational principles for all linear wave equations with constant coefficients having real dispersion relations is established. The method of adjoining some of the equations of the original system to a suitable Lagrangian function by the method of Lagrange multipliers is used to construct new variational principles for a class of linear systems. The equations used as side conditions must satisfy highly-restrictive integrability conditions. In the more difficult nonlinear case the system of two equations in two independent variables can be analyzed completely. For systems determined by two conservation laws the side condition must be a conservation law in addition to satisfying the integrability conditions.

I. Singular perturbation problems involving singular points and turning points. II. On the averaged Lagrangian technique for nonlinear dispersive waves

In Part I a class of linear boundary value problems is considered which is a simple model of boundary layer theory. The effect of zeros and singularities of the coefficients of the equations at the point where the boundary layer occurs is considered. The usual boundary layer techniques are still applicable in some cases and are used to derive uniform asymptotic expansions. In other cases it is shown that the inner and outer expansions do not overlap due to the presence of a turning point outside the boundary layer. The region near the turning point is described by a two-variable expansion. In these cases a related initial value problem is solved and then used to show formally that for the boundary value problem either a solution exists, except for a discrete set of eigenvalues, whose asymptotic behaviour is found, or the solution is non-unique. A proof is given of the validity of the two-variable expansion; in a special case this proof also demonstrates the validity of the inner and outer expansions.

Nonlinear dispersive wave equations which are governed by variational principles are considered in Part II. It is shown that the averaged Lagrangian variational principle is in fact exact. This result is used to construct perturbation schemes to enable higher order terms in the equations for the slowly varying quantities to be calculated. A simple scheme applicable to linear or near-linear equations is first derived. The specific form of the first order correction terms is derived for several examples. The stability of constant solutions to these equations is considered and it is shown that the correction terms lead to the instability cut-off found by Benjamin. A general stability criterion is given which explicitly demonstrates the conditions under which this cut-off occurs. The corrected set of equations are nonlinear dispersive equations and their stationary solutions are investigated. A more sophisticated scheme is developed for fully nonlinear equations by using an extension of the Hamiltonian formalism recently introduced by Whitham. Finally the averaged Lagrangian technique is extended to treat slowly varying multiply-periodic solutions. The adiabatic invariants for a separable mechanical system are derived by this method.

The hydro-kinetic theory of liquid helium II

In Part I the kinetic theory of excitations in flowing liquid He II is developed to a higher order than that carried out previously, by Landau and Khalatnikov, in order to demonstrate the existence of non-equilibrium terms of a new nature in the hydrodynamic equations. It is then shown that these terms can lead to spontaneous destabilization in counter currents when the relative velocity of the normal and super fluids exceeds a critical value that depends on the temperature, but not on geometry. There are no adjustable parameters in the theory. The critical velocities are estimated to be in the 14-20 m/sec range for T ≤ 2.0° K, but tend to zero as T → T_λ. The possibility that these critical velocities may be related to the experimentally observed "intrinsic" critical velocities is discussed.

Part II consists of a semi-classical investigation of rotonquantized vortex line interactions. An essentially classical model is used for the collision and the behavior of the roton in the vortex field is investigated in detail. From this model it is possible to derive the HVBK mutual friction terms that appear in the phenomenalogical equations of motion for rotating liquid He II. Estimates of the Hall and Vinen B and B' coefficients are in good agreement with experiments. The claim is made that the theory does not contain any arbitrary adjustable parameters.

Electron dynamics and harmonics emission spectra due to electron oscillation driven by intense laser pulses

The dynamics and harmonics emission spectra due to electron oscillation driven by intense laser pulses have been investigated considering a single electron model. The spectral and angular distributions of the harmonics radiation are numerically analyzed and demonstrate significantly different characteristics from those of the low-intensity field case. Higher-order harmonic radiation is possible for a sufficiently intense driving laser pulse. A complex shifting and broadening structure of the spectrum is observed and analyzed for different polarization. For a realistic pulsed photon beam, the spectrum of the radiation is redshifted for backward radiation and blueshifted for forward radiation, and spectral broadening is noticed. This is due to the changes in the longitudinal velocity of the electron during the laser pulse. These effects are much more pronounced at higher laser intensities giving rise to even higher-order harmonics that eventually leads to a continuous spectrum. Numerical simulations have further shown that broadening of the high harmonic radiation can be limited by increasing the laser pulse width. The complex shifting and broadening of the spectra can be employed to characterize the ultrashort and ultraintense laser pulses and to study the ultrafast dynamics of the electrons. (c) 2006 American Institute of Physics.

Enhanced dispersive wave generation by using chirped pulses in a microstructured fiber

A theoretical investigation on the nonlinear pulse propagation and dispersive wave generation in the anomalous dispersion region of a microstructured fiber is presented. By simulating the dispersive wave generation under different conditions. it is found that the generation mechanism of the dispersive wave is mainly due to the pulse trapping across the zero-dispersion wavelength. By varying the initial pulse chirp, the output spectrum can be broadened and the intensity of the dispersive wave can be obviously enhanced. In particular, there exists an optimal positive chirp which maximizes the intensity of the dispersive wave. This effect can be explained by the energy transfer from the Raman soliton to the dispersive wave due to the effect of the pulse trapping and the effect of the higher-order dispersion. From the phase aspect, the explanation of this effect is also included. (C) 2004 Elsevier B.V. All rights reserved.

Phase-type quantum-dot-array diffraction grating

A novel phase-type quantum-dot-array diffraction grating (QDADG) is reported. In contrast to an earlier amplitude-type QDADG [C. Wang , Rev. Sci. Instrum. 78, 053503 (2007)], the new phase-type QDADG would remove the zeroth order diffraction at some certain wavelength, as well as suppressing the higher-order diffractions. In this paper, the basic concept, the fabrication, the calibration techniques, and the calibration results are presented. Such a grating can be applied in the research fields of beam splitting, laser probe diagnostics, and so on.

New directions in sparse sampling and estimation for underdetermined systems

A central objective in signal processing is to infer meaningful information from a set of measurements or data. While most signal models have an overdetermined structure (the number of unknowns less than the number of equations), traditionally very few statistical estimation problems have considered a data model which is underdetermined (number of unknowns more than the number of equations). However, in recent times, an explosion of theoretical and computational methods have been developed primarily to study underdetermined systems by imposing sparsity on the unknown variables. This is motivated by the observation that inspite of the huge volume of data that arises in sensor networks, genomics, imaging, particle physics, web search etc., their information content is often much smaller compared to the number of raw measurements. This has given rise to the possibility of reducing the number of measurements by down sampling the data, which automatically gives rise to underdetermined systems.

In this thesis, we provide new directions for estimation in an underdetermined system, both for a class of parameter estimation problems and also for the problem of sparse recovery in compressive sensing. There are two main contributions of the thesis: design of new sampling and statistical estimation algorithms for array processing, and development of improved guarantees for sparse reconstruction by introducing a statistical framework to the recovery problem.

We consider underdetermined observation models in array processing where the number of unknown sources simultaneously received by the array can be considerably larger than the number of physical sensors. We study new sparse spatial sampling schemes (array geometries) as well as propose new recovery algorithms that can exploit priors on the unknown signals and unambiguously identify all the sources. The proposed sampling structure is generic enough to be extended to multiple dimensions as well as to exploit different kinds of priors in the model such as correlation, higher order moments, etc.

Recognizing the role of correlation priors and suitable sampling schemes for underdetermined estimation in array processing, we introduce a correlation aware framework for recovering sparse support in compressive sensing. We show that it is possible to strictly increase the size of the recoverable sparse support using this framework provided the measurement matrix is suitably designed. The proposed nested and coprime arrays are shown to be appropriate candidates in this regard. We also provide new guarantees for convex and greedy formulations of the support recovery problem and demonstrate that it is possible to strictly improve upon existing guarantees.

This new paradigm of underdetermined estimation that explicitly establishes the fundamental interplay between sampling, statistical priors and the underlying sparsity, leads to exciting future research directions in a variety of application areas, and also gives rise to new questions that can lead to stand-alone theoretical results in their own right.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.

Pondermotive shift of photoelectron spectra in intense laser field

In a recent experimental work on the excess photon detachment (EPD) of H- ions [Phys. Rev. Lett. 87 (2001) 243001] it has been found that the ponderomotive shift of each EPD peak increases with the order of the EPD channel. By using a nonperturbative quantum scattering theory, we obtain the kinetic energy spectra for the differential detachment rate along the laser polarization for several laser intensities. It is demonstrated that higher order EPD peaks are produced mainly at relatively higher laser intensities. By calculating the overall EPD spectra with varying laser intensities, it is found that the ponderomotive shift of each EPD peak increases with the order of the EPD channel. Our calculations are in good agreement with the experimental observation. It is found that different EPD channels occur mainly when the laser field reaches some values, thus the intensity distribution of the laser field is responsible for the varying ponderomotive shifts.

Red shift and broadening of backward harmonic radiation from electron oscillations driven by femtosecond laser pulse

The characteristics of backward harmonic radiation due to electron oscillations driven by a linearly polarized fs laser pulse are analysed considering a single electron model. The spectral distributions of the electron's backward harmonic radiation are investigated in detail for different parameters of the driver laser pulse. Higher order harmonic radiations are possible for a sufficiently intense driving laser pulse. We have shown that for a realistic pulsed photon beam, the spectrum of the radiation is red shifted as well as broadened because of changes in the longitudinal velocity of the electrons during the laser pulse. These effects are more pronounced at higher laser intensities giving rise to higher order harmonics that eventually leads to a continuous spectrum. Numerical simulations have further shown that by increasing the laser pulse width the broadening of the high harmonic radiations can be controlled.

Probabilistic robust control : theory and applications

In this work, the development of a probabilistic approach to robust control is motivated by structural control applications in civil engineering. Often in civil structural applications, a system's performance is specified in terms of its reliability. In addition, the model and input uncertainty for the system may be described most appropriately using probabilistic or "soft" bounds on the model and input sets. The probabilistic robust control methodology contrasts with existing H∞/μ robust control methodologies that do not use probability information for the model and input uncertainty sets, yielding only the guaranteed (i.e., "worst-case") system performance, and no information about the system's probable performance which would be of interest to civil engineers.

The design objective for the probabilistic robust controller is to maximize the reliability of the uncertain structure/controller system for a probabilistically-described uncertain excitation. The robust performance is computed for a set of possible models by weighting the conditional performance probability for a particular model by the probability of that model, then integrating over the set of possible models. This integration is accomplished efficiently using an asymptotic approximation. The probable performance can be optimized numerically over the class of allowable controllers to find the optimal controller. Also, if structural response data becomes available from a controlled structure, its probable performance can easily be updated using Bayes's Theorem to update the probability distribution over the set of possible models. An updated optimal controller can then be produced, if desired, by following the original procedure. Thus, the probabilistic framework integrates system identification and robust control in a natural manner.

The probabilistic robust control methodology is applied to two systems in this thesis. The first is a high-fidelity computer model of a benchmark structural control laboratory experiment. For this application, uncertainty in the input model only is considered. The probabilistic control design minimizes the failure probability of the benchmark system while remaining robust with respect to the input model uncertainty. The performance of an optimal low-order controller compares favorably with higher-order controllers for the same benchmark system which are based on other approaches. The second application is to the Caltech Flexible Structure, which is a light-weight aluminum truss structure actuated by three voice coil actuators. A controller is designed to minimize the failure probability for a nominal model of this system. Furthermore, the method for updating the model-based performance calculation given new response data from the system is illustrated.

Spectral distributions of harmonic generation from electron oscillation driven by intense femtosecond laser pulses

The characteristics of harmonic radiation due to electron oscillation driven by an intense femtosecond laser pulse are analyzed considering a single electron model. An interesting modulated structure of the spectrum is observed and analyzed for different polarization. Higher order harmonic radiations are possible for a sufficiently intense driving laser pulse. We have shown that for a realistic pulsed photon beam, the spectrum of the radiation is red shifted as well as broadened because of changes in the longitudinal velocity of the electrons during the laser pulse. These effects are more pronounced at higher laser intensities giving rise to higher order harmonics that eventually leads to a continuous spectrum. Numerical simulations have further shown that by increasing the laser pulse width broadening of the high harmonic radiations can be limited. (C) 2005 Elsevier B.V. All rights reserved.