876 resultados para coalescing random walk
Resumo:
This paper studies the correlation properties of the speckles in the deep Fresnel diffraction region produced by the scattering of rough self-affine fractal surfaces. The autocorrelation function of the speckle intensities is formulated by the combination of the light scattering theory of Kirchhoff approximation and the principles of speckle statistics. We propose a method for extracting the three surface parameters, i.e. the roughness w, the lateral correlation length xi and the roughness exponent alpha, from the autocorrelation functions of speckles. This method is verified by simulating the speckle intensities and calculating the speckle autocorrelation function. We also find the phenomenon that for rough surfaces with alpha = 1, the structure of the speckles resembles that of the surface heights, which results from the effect of the peak and the valley parts of the surface, acting as micro-lenses converging and diverging the light waves.
Resumo:
Based on the rigorous formulation of integral equations for the propagations of light waves at the medium interface, we carry out the numerical solutions of the random light field scattered from self-affine fractal surface samples. The light intensities produced by the same surface samples are also calculated in Kirchhoff's approximation, and their comparisons with the corresponding rigorous results show directly the degree of the accuracy of the approximation. It is indicated that Kirchhoff's approximation is of good accuracy for random surfaces with small roughness value w and large roughness exponent alpha. For random surfaces with larger w and smaller alpha, the approximation results in considerable errors, and detailed calculations show that the inaccuracy comes from the simplification that the transmitted light field is proportional to the incident field and from the neglect of light field derivative at the interface.
Resumo:
A new approach based on the gated integration technique is proposed for the accurate measurement of the autocorrelation function of speckle intensities scattered from a random phase screen. The Boxcar used for this technique in the acquisition of the speckle intensity data integrates the photoelectric signal during its sampling gate open, and it repeats the sampling by a preset number, in. The average analog of the in samplings output by the Boxcar enhances the signal-to-noise ratio by root m, because the repeated sampling and the average make the useful speckle signals stable, while the randomly varied photoelectric noise is suppressed by 1/ root m. In the experiment, we use an analog-to-digital converter module to synchronize all the actions such as the stepped movement of the phase screen, the repeated sampling, the readout of the averaged output of the Boxcar, etc. The experimental results show that speckle signals are better recovered from contaminated signals, and the autocorrelation function with the secondary maximum is obtained, indicating that the accuracy of the measurement of the autocorrelation function is greatly improved by the gated integration technique. (C) 2006 Elsevier Ltd. All rights reserved.
Resumo:
This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.
Resumo:
General Relativity predicts the existence of gravitational waves, which carry information about the physical and dynamical properties of their source. One of the many promising sources of gravitational waves observable by ground-based instruments, such as in LIGO and Virgo, is the coalescence of two compact objects (neutron star or black hole). Black holes and neutron stars sometimes form binaries with short orbital periods, radiating so strongly in gravitational waves that they coalesce on astrophysically short timescales. General Relativity gives precise predictions for the form of the signal emitted by these systems. The most recent searches for theses events used waveform models that neglected the effects of black hole and neutron star spin. However, real astrophysical compact objects, especially black holes, are expected to have large spins. We demonstrate here a data analysis infrastructure which achieves an improved sensitivity to spinning compact binaries by the inclusion of spin effects in the template waveforms. This infrastructure is designed for scalable, low-latency data analysis, ideal for rapid electromagnetic followup of gravitational wave events.
Resumo:
An approximate approach is presented for determining the stationary random response of a general multidegree-of-freedom nonlinear system under stationary Gaussian excitation. This approach relies on defining an equivalent linear system for the nonlinear system. Two particular systems which possess exact solutions have been solved by this approach, and it is concluded that this approach can generate reasonable solutions even for systems with fairly large nonlinearities. The approximate approach has also been applied to two examples for which no exact or approximate solutions were previously available.
Also presented is a matrix algebra approach for determining the stationary random response of a general multidegree-of-freedom linear system. Its derivation involves only matrix algebra and some properties of the instantaneous correlation matricies of a stationary process. It is therefore very direct and straightforward. The application of this matrix algebra approach is in general simpler than that of commonly used approaches.
Resumo:
We report an observation of femtosecond optical fluctuations of transmitted light when a coherent femtosecond pulse propagates through a random medium. They are a result of random interference among scattered waves coming from different trajectories in the time domain. Temporal fluctuations are measured by using cross-correlated frequency optical gating. It is shown that a femtosecond pulse will be broadened and distorted in pulse shape while it is propagating in random medium. The real and imaginary components of transmitted electric field are also distorted severely. The average of the fluctuated transmission pulses yields a smooth profile, probability functions show good agreement with Gaussian distribution. (c) 2007 Elsevier B.V. All rights reserved.
Resumo:
Parametric fluctuations or stochastic signals are introduced into the rectangular pulse sequence to investigate the feasibility of random dynamical decoupling. In a large parameter region, we find that the out-of-order control pulses work as well as the regular pulses for dynamical decoupling and dissipation suppression. Calculations and analysis are enabled by and based on a nonperturbative dynamical decoupling approach allowed by an exact quantum-state-diffusion equation. When the average frequency and duration of the pulse sequence take proper values, the random control sequence is robust, fault-tolerant, and insensitive to pulse strength deviations and interpulse temporal separation in the quasi-periodic sequence. This relaxes the operational requirements placed on quantum control devices to a great deal.