Linear and nonlinear microrheology of dense colloidal suspensions

The length and time scales accessible to optical tweezers make them an ideal tool for the examination of colloidal systems. Embedded high-refractive-index tracer particles in an index-matched hard sphere suspension provide 'handles' within the system to investigate the mechanical behaviour. Passive observations of the motion of a single probe particle give information about the linear response behaviour of the system, which can be linked to the macroscopic frequency-dependent viscous and elastic moduli of the suspension. Separate 'dragging' experiments allow observation of a sample's nonlinear response to an applied stress on a particle-by particle basis. Optical force measurements have given new data about the dynamics of phase transitions and particle interactions; an example in this study is the transition from liquid-like to solid-like behaviour, and the emergence of a yield stress and other effects attributable to nearest-neighbour caging effects. The forces needed to break such cages and the frequency of these cage breaking events are investigated in detail for systems close to the glass transition.

Representation errors and retrievals in linear and nonlinear data assimilation

This article shows how one can formulate the representation problem starting from Bayes’ theorem. The purpose of this article is to raise awareness of the formal solutions,so that approximations can be placed in a proper context. The representation errors appear in the likelihood, and the different possibilities for the representation of reality in model and observations are discussed, including nonlinear representation probability density functions. Specifically, the assumptions needed in the usual procedure to add a representation error covariance to the error covariance of the observations are discussed,and it is shown that, when several sub-grid observations are present, their mean still has a representation error ; socalled ‘superobbing’ does not resolve the issue. Connection is made to the off-line or on-line retrieval problem, providing a new simple proof of the equivalence of assimilating linear retrievals and original observations. Furthermore, it is shown how nonlinear retrievals can be assimilated without loss of information. Finally we discuss how errors in the observation operator model can be treated consistently in the Bayesian framework, connecting to previous work in this area.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Nonlinear methods of heart rate variability analysis in diabetes

Background: The autonomic dysfunction stands out among the complications associated to diabetes mellitus (DM) and may be evaluated through the heart rate variability (HRV), a noninvasive tool to investigate the autonomic nervous system that provides information of health impairments and may be analyzed by using linear and nonlinear methods. Several studies have shown that HRV measured in a linear form is altered in DM. Nevertheless, a few studies investigate the nonlinear behavior of HRV. Therefore, this study aims at gathering information regarding the autonomic changes in subjects with DM identified by nonlinear analysis of HRV.Methods: For that, searches were performed on Medline, SciELO, Lilacs and Cochrane databases using the crossing between the key-words: diabetic autonomic neuropathy, autonomic nervous system, diabetes mellitus and heart rate variability. As inclusion criteria, articles published on a period from 2000 to 2010 with DM type land type II population which assessed the autonomic nervous system by nonlinear indices HRV were considered.Results: The electronic search resulted in a total of 1873 references with the exclusion of 1623 titles and abstracts and from the 250 abstracts remaining, 8 studies were selected to the final analysis that completed the inclusion criteria.Conclusions: In general, the analysis showed that the nonlinear techniques of HRV allowed detecting autonomic changes in DM. The methods of nonlinear analysis are indicated as a possible tool to be used for early diagnosis and prognosis of autonomic dysfunction in DM.

Gap solitons in Bose-Einstein condensates in linear and nonlinear optical lattices

Properties of localized states on array of BEC confined to a potential, representing superposition of linear and nonlinear optical lattices are investigated. For a shallow lattice case the coupled mode system has been derived. We revealed new types of gap solitons and studied their stability. For the first time a moving soliton solution has been found. Analytical predictions are confirmed by numerical simulations of the Gross-Pitaevskii equation with jointly acting linear and nonlinear periodic potentials. (c) 2007 Elsevier B.V. All rights reserved.

Matter-wave two-dimensional solitons in crossed linear and nonlinear optical lattices

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On energy transfer between vibrating systems under linear and nonlinear interactions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On energy transfer between linear and nonlinear oscillators

In this paper energy transfer in a dissipative mechanical system is analysed. Such system is composed of a linear and a nonlinear oscillator with a nonlinearizable cubic stiffness. Depending on initial conditions, we find energy transfer either from linear to nonlinear oscillator (energy pumping) or from nonlinear to linear. Such results are valid for two different potentials. However, under resonance and absence of external excitation, if the mass of the nonlinear oscillator is adequately small then the linear oscillator always loses energy. Our approach uses rigorous Regular Perturbation Theory. Besides, we have included the case of two linear oscillators under linear or cubic interactions. Comparisons with the earlier case are made. (c) 2008 Elsevier Ltd. All rights reserved.

Optimal linear and nonlinear control design for chaotic systems

In this work, the linear and nonlinear feedback control techniques for chaotic systems were been considered. The optimal nonlinear control design problem has been resolved by using Dynamic Programming that reduced this problem to a solution of the Hamilton-Jacobi-Bellman equation. In present work the linear feedback control problem has been reformulated under optimal control theory viewpoint. The formulated Theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations for the Rössler system and the Duffing oscillator are provided to show the effectiveness of this method. Copyright © 2005 by ASME.

Linear and nonlinear measures of fetal heart rate patterns evaluated on very short fetal magnetocardiograms

We analyzed the effectiveness of linear short- and long-term variability time domain parameters, an index of sympatho-vagal balance (SDNN/RMSSD) and entropy in differentiating fetal heart rate patterns (fHRPs) on the fetal heart rate (fHR) series of 5, 3 and 2 min duration reconstructed from 46 fetal magnetocardiograms. Gestational age (GA) varied from 21 to 38 weeks. FHRPs were classified based on the fHR standard deviation. In sleep states, we observed that vagal influence increased with GA, and entropy significantly increased (decreased) with GA (SDNN/RMSSD), demonstrating that a prevalence of vagal activity with autonomous nervous system maturation may be associated with increased sleep state complexity. In active wakefulness, we observed a significant negative (positive) correlation of short-term (long-term) variability parameters with SDNN/RMSSD. ANOVA statistics demonstrated that long-term irregularity and standard deviation of normal-to-normal beat intervals (SDNN) best differentiated among fHRPs. Our results confirm that short-and long-term variability parameters are useful to differentiate between quiet and active states, and that entropy improves the characterization of sleep states. All measures differentiated fHRPs more effectively on very short HR series, as a result of the fMCG high temporal resolution and of the intrinsic timescales of the events that originate the different fHRPs.

Thin films of polythiophene: Linear and nonlinear optical characterization

Wir haben die linearen und nichtlinearen optischen Eigenschaften von dünnen Schichten und planaren Wellenleitern aus mehreren konjugierten Polymeren (MEH-PPV und P3AT) und Polymeren mit -Elektronen Systemen in der Seitenkette (PVK und PS) untersucht und verglichen. PVK und PS haben relativ kleine Werte des nichtlinearen Brechungsindex n2 bei 532 nm, nämlich (1,2 ± 0,5)10-14 cm2/W und (2,6 ± 0,5) 10-14 cm2/W.rnWir haben die linearen optischen Konstanten von mehreren P3ATs untersucht, insbesondere den Einfluss der Regioregularität und Kettenlänge der Alkylsubstituenten. Wir haben das am besten geeignete Polymere für Wellenleiter Anwendungen identifiziert, welches P3BT-ra genannt ist. Wir haben die linearen optischen Eigenschaften dünner Schichten des P3BT-ra untersucht, die mit Spincoating aus verschiedenen Lösungsmitteln mit unterschiedlichen Siedetemperaturen präparieret wurden. Wir haben festgestellt, dass P3BT-ra Filme aus Toluol-Lösungen die am besten geeigneten Wellenleiter für die intensitätsabhängigen Prismen-Kopplungs Experimente sind, weil diese geringe Wellenleiterdämpfungsverluste bei = 1064 nm haben. rnWir haben die Dispersionen des Wellenleiterdämfungsverlustes gw, des nichtlinearen Brechungsindex n2 und des nichtlinearen Absorptionskoeffizienten 2 von Wellenleitern aus P3BT-ra im Bereich von 700 - 1500 nm gemessen. Wir haben große Werte des nichtlinearen Brechungsindex bis 1,5x10-13 cm2/W bei 1150 nm beobachtet. Wir haben gefunden, dass die Gütenkriterien (“figures of merit“) für rein optische Schalter im Wellenlängebereich 1050 - 1200 nm erfüllt sind. Dieser Bereich entspricht dem niederenergetischen Ausläufer der Zwei-Photonen-Absorption. Die Gütekriterien von P3BT-ra gehören zu den besten der bisher bekannten Werte von konjugierten Polymeren.rnWir haben gefunden, dass P3BT-ra ein vielversprechender Kandidat für integriert-optische Schalter ist, weil es eine gute Kombination aus großer Nichtlinearität dritter Ordnung, geringen Wellenleiterdämpfungverlusten und ausreichender Photostabilität zeigt. rnWir haben einen Vergleich der gemessenen Dispersion von gw, n2 und 2 mit der Theorie durchgeführt. Durch Kurvenanpassung der Dispersion von gw haben wir gefunden, dass Rayleigh-Streuung der dominierende Dämpfungsmechanismus in MEH-PPV und P3BT-ra Wellenleitern ist. Ein quantenmechanischer Ansatz wurde zur Berechnung der nichtlinearen Suszeptibilität dritter Ordnung (3) verwendet, um die gemessenen Spektren von n2 und 2 von P3BT-ra und MEH-PPV zu simulieren. Dies kann erklären, dass sättigbare Absorption und Zwei-Photonen Absorption die hauptsächlichen Effekte sind, welche die Dispersion von n2 und 2 verursachen. rn

Uniform approach to linear and nonlinear interrelation patterns in multivariate time series

Currently, a variety of linear and nonlinear measures is in use to investigate spatiotemporal interrelation patterns of multivariate time series. Whereas the former are by definition insensitive to nonlinear effects, the latter detect both nonlinear and linear interrelation. In the present contribution we employ a uniform surrogate-based approach, which is capable of disentangling interrelations that significantly exceed random effects and interrelations that significantly exceed linear correlation. The bivariate version of the proposed framework is explored using a simple model allowing for separate tuning of coupling and nonlinearity of interrelation. To demonstrate applicability of the approach to multivariate real-world time series we investigate resting state functional magnetic resonance imaging (rsfMRI) data of two healthy subjects as well as intracranial electroencephalograms (iEEG) of two epilepsy patients with focal onset seizures. The main findings are that for our rsfMRI data interrelations can be described by linear cross-correlation. Rejection of the null hypothesis of linear iEEG interrelation occurs predominantly for epileptogenic tissue as well as during epileptic seizures.