Linear Sparse Differential Resultant Formulas

Let P be a system of n linear nonhomogeneous ordinary differential polynomials in a set U of n-1 differential indeterminates. Differential resultant formulas are presented to eliminate the differential indeterminates in U from P. These formulas are determinants of coefficient matrices of appropriate sets of derivatives of the differential polynomials in P, or in a linear perturbation Pe of P. In particular, the formula dfres(P) is the determinant of a matrix M(P) having no zero columns if the system P is ``super essential". As an application, if the system PP is sparse generic, such formulas can be used to compute the differential resultant dres(PP) introduced by Li, Gao and Yuan.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V-structures in the predictor sub-graph, we are also able to prove that this family of polynomials does in- deed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure and we compare these bounds to the ones obtained using Vapnik-Chervonenkis dimension.

Optical signal impairment study of cascaded optical filters in 40 Gbps DQPSK and 100 Gbps PM-DQPSK systems

Optical filters are crucial elements in optical communications. The influence of cascaded filters in the optical signal will affect the communications quality seriously. In this paper we will study and simulate the optical signal impairment caused by different kinds of filters which include Butterworth, Bessel, Fiber Bragg Grating (FBG) and Fabry-Perot (FP). Optical signal impairment is analyzed from an Eye Opening Penalty (EOP) and optical spectrum point of view. The simulation results show that when the center frequency of all filters aligns with the laser’s frequency, the Butterworth has the smallest influence to the signal while the F-P has the biggest. With a -1dB EOP, the amount of cascaded Butterworth optical filters with a bandwidth of 50 GHz is 18 in 40 Gbps NRZ-DQPSK systems and 12 in 100 Gbps PMNRZ- DQPSK systems. The value is reduced to 9 and 6 respectively for Febry-Perot optical filters. In the situation of frequency misalignment, the impairment caused by filters is more serious. Our research shows that with a frequency deviation of 5 GHz, only 12 and 9 Butterworth optical filters can be cascaded in 40 Gbps NRZ-DQPSK and 100 Gbps PM-NRZ-DQPSK systems respectively. We also study the signal impairment caused by different orders of the Butterworth filter model. Our study shows that although the higher-order has a smaller clipping effect in the transmission spectrum, it will introduce a more serious phase ripple which seriously affects the signal. Simulation result shows that the 2nd order Butterworth filter has the best performance.

Analysis of signal impairment and crosstalk penalty induced by different types of optical filters in 100 Gbps PM-DQPSK based systems

Optical filters are crucial elements in optical communication networks. Their influence toward the optical signal will affect the communication quality seriously. In this paper we will study and simulate the optical signal impairment and crosstalk penalty caused by different kinds of filters, which include Butterworth, Bessel, Fiber Bragg Grating (FBG) and Fabry-Perot (F-P). Signal impairment from filter concatenation effect and crosstalk penalty from out-band and in-band are analyzed from Q-penalty, eye opening penalty (EOP) and optical spectrum. The simulation results show that signal impairment and crosstalk penalty induced by the Butterworth filter is the minimum among these four types of filters. Signal impairment caused by filter concatenation effect shows that when center frequency of all filters is aligned perfectly with the laser's frequency, 12 50-GHz Butterworth filters can be cascaded, with 1-dB EOP. This value is reduced to 9 when the center frequency is misaligned with 5 GHz. In the 50-GHz channel spacing DWDM networks, total Q-penalty induced by a pair of Butterworth filters based demultiplexer and multiplexer is lower than 0.5 dB when the filter bandwidth is in the range of 42-46 GHz.

Design and optimization of optical, fiber based PSK demodulators for high-bit-rate optical networks

El objetivo principal de esta tesis ha sido el diseño y la optimización de receptores implementados con fibra óptica, para ser usados en redes ópticas de alta velocidad que empleen formatos de modulación de fase. En los últimos años, los formatos de modulación de fase (Phase Shift keying, PSK) han captado gran atención debido a la mejora de sus prestaciones respecto a los formatos de modulación convencionales. Principalmente, presentan una mejora de la eficiencia espectral y una mayor tolerancia a la degradación de la señal causada por la dispersión cromática, la dispersión por modo de polarización y los efectos no-lineales en la fibra óptica. En este trabajo, se analizan en detalle los formatos PSK, incluyendo sus variantes de modulación de fase diferencial (Differential Phase Shift Keying, DPSK), en cuadratura (Differential Quadrature Phase Shift Keying, DQPSK) y multiplexación en polarización (Polarization Multiplexing Differential Quadrature Phase Shift Keying, PM-DQPSK), con la finalidad de diseñar y optimizar los receptores que permita su demodulación. Para ello, se han analizado y desarrollado nuevas estructuras que ofrecen una mejora en las prestaciones del receptor y una reducción de coste comparadas con las actualmente disponibles. Para la demodulación de señales DPSK, en esta tesis, se proponen dos nuevos receptores basados en un interferómetro en línea Mach-Zehnder (MZI) implementado con tecnología todo-fibra. El principio de funcionamiento de los MZI todo-fibra propuestos se asienta en la interferencia modal que se produce en una fibra multimodo (MMF) cuando se situada entre dos monomodo (SMF). Este tipo de configuración (monomodo-multimodo-monomodo, SMS) presenta un buen ratio de extinción interferente si la potencia acoplada en la fibra multimodo se reparte, principal y equitativamente, entre dos modos dominantes. Con este objetivo, se han estudiado y demostrado tanto teórica como experimentalmente dos nuevas estructuras SMS que mejoran el ratio de extinción. Una de las propuestas se basa en emplear una fibra multimodo de índice gradual cuyo perfil del índice de refracción presenta un hundimiento en su zona central. La otra consiste en una estructura SMS con las fibras desalineadas y donde la fibra multimodo es una fibra de índice gradual convencional. Para las dos estructuras, mediante el análisis teórico desarrollado, se ha demostrado que el 80 – 90% de la potencia de entrada se acopla a los dos modos dominantes de la fibra multimodo y se consigue una diferencia inferior al 10% entre ellos. También se ha demostrado experimentalmente que se puede obtener un ratio de extinción de al menos 12 dB. Con el objeto de demostrar la capacidad de estas estructuras para ser empleadas como demoduladores de señales DPSK, se han realizado numerosas simulaciones de un sistema de transmisión óptico completo y se ha analizado la calidad del receptor bajo diferentes perspectivas, tales como la sensibilidad, la tolerancia a un filtrado óptico severo o la tolerancia a las dispersiones cromática y por modo de polarización. En todos los casos se ha concluido que los receptores propuestos presentan rendimientos comparables a los obtenidos con receptores convencionales. En esta tesis, también se presenta un diseño alternativo para la implementación de un receptor DQPSK, basado en el uso de una fibra mantenedora de la polarización (PMF). A través del análisi teórico y del desarrollo de simulaciones numéricas, se ha demostrado que el receptor DQPSK propuesto presenta prestaciones similares a los convencionales. Para complementar el trabajo realizado sobre el receptor DQPSK basado en PMF, se ha extendido el estudio de su principio de demodulación con el objeto de demodular señales PM-DQPSK, obteniendo como resultado la propuesta de una nueva estructura de demodulación. El receptor PM-DQPSK propuesto se basa en la estructura conjunta de una única línea de retardo junto con un rotador de polarización. Se ha analizado la calidad de los receptores DQPSK y PM-DQPSK bajo diferentes perspectivas, tales como la sensibilidad, la tolerancia a un filtrado óptico severo, la tolerancia a las dispersiones cromática y por modo de polarización o su comportamiento bajo condiciones no-ideales. En comparación con los receptores convencionales, nuestra propuesta exhibe prestaciones similares y además permite un diseño más simple que redunda en un coste potencialmente menor. En las redes de comunicaciones ópticas actuales se utiliza la tecnología de multimplexación en longitud de onda (WDM) que obliga al uso de filtros ópticos con bandas de paso lo más estrechas posibles y a emplear una serie de dispositivos que incorporan filtros en su arquitectura, tales como los multiplexores, demultiplexores, ROADMs, conmutadores y OXCs. Todos estos dispositivos conectados entre sí son equivalentes a una cadena de filtros cuyo ancho de banda se va haciendo cada vez más estrecho, llegando a distorsionar la forma de onda de las señales. Por esto, además de analizar el impacto del filtrado óptico en las señales de 40 Gbps DQPSK y 100 Gbps PM-DQPSK, este trabajo de tesis se completa estudiando qué tipo de filtro óptico minimiza las degradaciones causadas en la señal y analizando el número máximo de filtros concatenados que permiten mantener la calidad requerida al sistema. Se han estudiado y simulado cuatro tipos de filtros ópticos;Butterworth, Bessel, FBG y F-P. ABSTRACT The objective of this thesis is the design and optimization of optical fiber-based phase shift keying (PSK) demodulators for high-bit-rate optical networks. PSK modulation formats have attracted significant attention in recent years, because of the better performance with respect to conventional modulation formats. Principally, PSK signals can improve spectrum efficiency and tolerate more signal degradation caused by chromatic dispersion, polarization mode dispersion and nonlinearities in the fiber. In this work, many PSK formats were analyzed in detail, including the variants of differential phase modulation (Differential Phase Shift Keying, DPSK), in quadrature (Differential Quadrature Phase Shift Keying, DQPSK) and polarization multiplexing (Polarization Multiplexing Differential Quadrature Phase Shift Keying, PM-DQPSK), in order to design and optimize receivers enabling demodulations. Therefore, novel structures, which offer good receiver performances and a reduction in cost compared to the current structures, have been analyzed and developed. Two novel receivers based on an all-fiber in-line Mach-Zehnder interferometer (MZI) were proposed for DPSK signal demodulation in this thesis. The operating principle of the all-fiber MZI is based on the modal interference that occurs in a multimode fiber (MMF) when it is located between two single-mode fibers (SMFs). This type of configuration (Single-mode-multimode-single-mode, SMS) can provide a good extinction ratio if the incoming power from the SMF could be coupled equally into two dominant modes excited in the MMF. In order to improve the interference extinction ratio, two novel SMS structures have been studied and demonstrated, theoretically and experimentally. One of the two proposed MZIs is based on a graded-index multimode fiber (MMF) with a central dip in the index profile, located between two single-mode fibers (SMFs). The other one is based on a conventional graded-index MMF mismatch spliced between two SMFs. Theoretical analysis has shown that, in these two schemes, 80 – 90% of the incoming power can be coupled into the two dominant modes exited in the MMF, and the power difference between them is only ~10%. Experimental results show that interference extinction ratio of 12 dB could be obtained. In order to demonstrate the capacity of these two structures for use as DPSK signal demodulators, numerical simulations in a completed optical transmission system have been carried out, and the receiver quality has been analyzed under different perspectives, such as sensitivity, tolerance to severe optical filtering or tolerance to chromatic and polarization mode dispersion. In all cases, from the simulation results we can conclude that the two proposed receivers can provide performances comparable to conventional ones. In this thesis, an alternative design for the implementation of a DQPSK receiver, which is based on a polarization maintaining fiber (PMF), was also presented. To complement the work made for the PMF-based DQPSK receiver, the study of the demodulation principle has been extended to demodulate PM-DQPSK signals, resulting in the proposal of a novel demodulation structure. The proposed PM-DQPSK receiver is based on only one delay line and a polarization rotator. The quality of the proposed DQPSK and PM-DQPSK receivers under different perspectives, such as sensitivity, tolerance to severe optical filtering, tolerance to chromatic dispersion and polarization mode dispersion, or behavior under non-ideal conditions. Compared with the conventional receivers, our proposals exhibit similar performances but allow a simpler design which can potentially reduce the cost. The wavelength division multiplexing (WDM) technology used in current optical communications networks requires the use of optical filters with a passband as narrow as possible, and the use of a series of devices that incorporate filters in their architecture, such as multiplexers, demultiplexers, switches, reconfigurable add-drop multiplexers (ROADMs) and optical cross-connects (OXCs). All these devices connected together are equivalent to a chain of filters whose bandwidth becomes increasingly narrow, resulting in distortion to the waveform of the signals. Therefore, in addition to analyzing the impact of optical filtering on signal of 40 Gbps DQPSK and 100 Gbps PM-DQPSK, we study which kind of optical filter minimizes the signal degradation and analyze the maximum number of concatenated filters for maintaining the required quality of the system. Four types of optical filters, including Butterworth, Bessel, FBG and FP, have studied and simulated.

Modal liquid crystal microaxicon array

A novel tunable liquid crystal microaxicon array is proposed and experimentally demonstrated. The proposed structure is capable of generating tunable axicons (thousands of elements) of micrometric size, with simple control (four control voltages) and low voltage, and is totally reconfigurable. Depending on the applied voltages, control over the diameter, as well as the effective wedge angle, can be achieved. Controls over the diameter ranging from 107 to 77 μm have been demonstrated. In addition, a control over the phase profile tunability, from 12π to 24π radians, has been demonstrated. This result modifies the effective cone angle. The diameter tunability, as well the effective cone angle, results in a control over the nondiffractive Bessel beam distance. The RMS wavefront deviation from the ideal axicon is only λ∕3. The proposed device has several advantages over the existing microaxicon arrays, including being simple having a low cost. The device could contribute to developing new applications and to reducing the fabrication costs of current devices.

A framework for implementing outsourcing schemes

En esta tesis se aborda el problema de la externalización segura de servicios de datos y computación. El escenario de interés es aquel en el que el usuario posee datos y quiere subcontratar un servidor en la nube (“Cloud”). Además, el usuario puede querer también delegar el cálculo de un subconjunto de sus datos al servidor. Se presentan dos aspectos de seguridad relacionados con este escenario, en concreto, la integridad y la privacidad y se analizan las posibles soluciones a dichas cuestiones, aprovechando herramientas criptográficas avanzadas, como el Autentificador de Mensajes Homomórfico (“Homomorphic Message Authenticators”) y el Cifrado Totalmente Homomórfico (“Fully Homomorphic Encryption”). La contribución de este trabajo es tanto teórica como práctica. Desde el punto de vista de la contribución teórica, se define un nuevo esquema de externalización (en lo siguiente, denominado con su término inglés Outsourcing), usando como punto de partida los artículos de [3] y [12], con el objetivo de realizar un modelo muy genérico y flexible que podría emplearse para representar varios esquemas de ”outsourcing” seguro. Dicho modelo puede utilizarse para representar esquemas de “outsourcing” seguro proporcionando únicamente integridad, únicamente privacidad o, curiosamente, integridad con privacidad. Utilizando este nuevo modelo también se redefine un esquema altamente eficiente, construido en [12] y que se ha denominado Outsourcinglin. Este esquema permite calcular polinomios multivariados de grado 1 sobre el anillo Z2k . Desde el punto de vista de la contribución práctica, se ha construido una infraestructura marco (“Framework”) para aplicar el esquema de “outsourcing”. Seguidamente, se ha testado dicho “Framework” con varias implementaciones, en concreto la implementación del criptosistema Joye-Libert ([18]) y la implementación del esquema propio Outsourcinglin. En el contexto de este trabajo práctico, la tesis también ha dado lugar a algunas contribuciones innovadoras: el diseño y la implementación de un nuevo algoritmo de descifrado para el esquema de cifrado Joye-Libert, en colaboración con Darío Fiore. Presenta un mejor comportamiento frente a los algoritmos propuestos por los autores de [18];la implementación de la función eficiente pseudo-aleatoria de forma amortizada cerrada (“amortized-closed-form efficient pseudorandom function”) de [12]. Esta función no se había implementado con anterioridad y no supone un problema trivial, por lo que este trabajo puede llegar a ser útil en otros contextos. Finalmente se han usado las implementaciones durante varias pruebas para medir tiempos de ejecución de los principales algoritmos.---ABSTRACT---In this thesis we tackle the problem of secure outsourcing of data and computation. The scenario we are interested in is that in which a user owns some data and wants to “outsource” it to a Cloud server. Furthermore, the user may want also to delegate the computation over a subset of its data to the server. We present the security issues related to this scenario, namely integrity and privacy and we analyse some possible solutions to these two issues, exploiting advanced cryptographic tools, such as Homomorphic Message Authenticators and Fully Homomorphic Encryption. Our contribution is both theoretical and practical. Considering our theoretical contribution, using as starting points the articles of [3] and [12], we introduce a new cryptographic primitive, called Outsourcing with the aim of realizing a very generic and flexible model that might be employed to represent several secure outsourcing schemes. Such model can be used to represent secure outsourcing schemes that provide only integrity, only privacy or, interestingly, integrity with privacy. Using our new model we also re-define an highly efficient scheme constructed in [12], that we called Outsourcinglin and that is a scheme for computing multi-variate polynomials of degree 1 over the ring Z2k. Considering our practical contribution, we build a Framework to implement the Outsourcing scheme. Then, we test such Framework to realize several implementations, specifically the implementation of the Joye-Libert cryptosystem ([18]) and the implementation of our Outsourcinglin scheme. In the context of this practical work, the thesis also led to some novel contributions: the design and the implementation, in collaboration with Dario Fiore, of a new decryption algorithm for the Joye-Libert encryption scheme, that performs better than the algorithms proposed by the authors in [18]; the implementation of the amortized-closed-form efficient pseudorandom function of [12]. There was no prior implementation of this function and it represented a non trivial work, which can become useful in other contexts. Finally we test the implementations to execute several experiments for measuring the timing performances of the main algorithms.

Differential elimination by differential specialization of Sylvester style matrices

Differential resultant formulas are defined, for a system $\cP$ of $n$ ordinary Laurent differential polynomials in $n-1$ differential variables. These are determinants of coefficient matrices of an extended system of polynomials obtained from $\cP$ through derivations and multiplications by Laurent monomials. To start, through derivations, a system $\ps(\cP)$ of $L$ polynomials in $L-1$ algebraic variables is obtained, which is non sparse in the order of derivation. This enables the use of existing formulas for the computation of algebraic resultants, of the multivariate sparse algebraic polynomials in $\ps(\cP)$, to obtain polynomials in the differential elimination ideal generated by $\cP$. The formulas obtained are multiples of the sparse differential resultant defined by Li, Yuan and Gao, and provide order and degree bounds in terms of mixed volumes in the generic case.

Calibración geométrica de cámaras no métricas. Estudio de metodologías y modelos matemáticos de distorsión

La Fotogrametría, como ciencia y técnica de obtención de información tridimensional del espacio objeto a partir de imágenes bidimensionales, requiere de medidas de precisión y en ese contexto, la calibración geométrica de cámaras ocupa un lugar importante. El conocimiento de la geometría interna de la cámara es fundamental para lograr mayor precisión en las medidas realizadas. En Fotogrametría Aérea se utilizan cámaras métricas (fabricadas exclusivamente para aplicaciones cartográficas), que incluyen objetivos fotográficos con sistemas de lentes complejos y de alta calidad. Pero en Fotogrametría de Objeto Cercano se está trabajando cada vez con más asiduidad con cámaras no métricas, con ópticas de peor calidad que exigen una calibración geométrica antes o después de cada trabajo. El proceso de calibración encierra tres conceptos fundamentales: modelo de cámara, modelo de distorsión y método de calibración. El modelo de cámara es un modelo matemático que aproxima la transformación proyectiva original a la realidad física de las lentes. Ese modelo matemático incluye una serie de parámetros entre los que se encuentran los correspondientes al modelo de distorsión, que se encarga de corregir los errores sistemáticos de la imagen. Finalmente, el método de calibración propone el método de estimación de los parámetros del modelo matemático y la técnica de optimización a emplear. En esta Tesis se propone la utilización de un patrón de calibración bidimensional que se desplaza en la dirección del eje óptico de la cámara, ofreciendo así tridimensionalidad a la escena fotografiada. El patrón incluye un número elevado de marcas, lo que permite realizar ensayos con distintas configuraciones geométricas. Tomando el modelo de proyección perspectiva (o pinhole) como modelo de cámara, se realizan ensayos con tres modelos de distorsión diferentes, el clásico de distorsión radial y tangencial propuesto por D.C. Brown, una aproximación por polinomios de Legendre y una interpolación bicúbica. De la combinación de diferentes configuraciones geométricas y del modelo de distorsión más adecuado, se llega al establecimiento de una metodología de calibración óptima. Para ayudar a la elección se realiza un estudio de las precisiones obtenidas en los distintos ensayos y un control estereoscópico de un panel test construido al efecto. ABSTRACT Photogrammetry, as science and technique for obtaining three-dimensional information of the space object from two-dimensional images, requires measurements of precision and in that context, the geometric camera calibration occupies an important place. The knowledge of the internal geometry of the camera is fundamental to achieve greater precision in measurements made. Metric cameras (manufactured exclusively for cartographic applications), including photographic lenses with complex lenses and high quality systems are used in Aerial Photogrammetry. But in Close Range Photogrammetry is working increasingly more frequently with non-metric cameras, worst quality optical components which require a geometric calibration before or after each job. The calibration process contains three fundamental concepts: camera model, distortion model and method of calibration. The camera model is a mathematical model that approximates the original projective transformation to the physical reality of the lenses. The mathematical model includes a series of parameters which include the correspondents to the model of distortion, which is in charge of correcting the systematic errors of the image. Finally, the calibration method proposes the method of estimation of the parameters of the mathematical modeling and optimization technique to employ. This Thesis is proposing the use of a pattern of two dimensional calibration that moves in the direction of the optical axis of the camera, thus offering three-dimensionality to the photographed scene. The pattern includes a large number of marks, which allows testing with different geometric configurations. Taking the projection model perspective (or pinhole) as a model of camera, tests are performed with three different models of distortion, the classical of distortion radial and tangential proposed by D.C. Brown, an approximation by Legendre polynomials and bicubic interpolation. From the combination of different geometric configurations and the most suitable distortion model, brings the establishment of a methodology for optimal calibration. To help the election, a study of the information obtained in the various tests and a purpose built test panel stereoscopic control is performed.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V -structures in the predictor sub-graph, we are also able to prove that this family of polynomials does indeed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure.

On the classification of binary shifts of finite commutant index

We provide a complete classification up to conjugacy of the binary shifts of finite commutant index on the hyperfinite II1, factor. There is a natural correspondence between the conjugacy classes of these shifts and polynomials over GF(2) satisfying a certain duality condition.

Do cyanobacteria swim using traveling surface waves?

Bacteria that swim without the benefit of flagella might do so by generating longitudinal or transverse surface waves. For example, swimming speeds of order 25 microns/s are expected for a spherical cell propagating longitudinal waves of 0.2 micron length, 0.02 micron amplitude, and 160 microns/s speed. This problem was solved earlier by mathematicians who were interested in the locomotion of ciliates and who considered the undulations of the envelope swept out by ciliary tips. A new solution is given for spheres propagating sinusoidal waveforms rather than Legendre polynomials. The earlier work is reviewed and possible experimental tests are suggested.

Método da propagação de feixe de ângulo largo para análise de guias de ondas ópticos não-lineares

Este trabalho propõe uma extensão do método de propagação de feixe (BPM - Beam Propagation Method) para a análise de guias de ondas ópticos e acopladores baseados em materiais não-lineares do tipo Kerr. Este método se destina à investigação de estruturas onde a utilização da equação escalar de Helmholtz (EEH) em seu limite paraxial não mais se aplica. Os métodos desenvolvidos para este fim são denominados na literatura como métodos de propagação de feixe de ângulo largo. O formalismo aqui desenvolvido é baseado na técnica das diferenças finitas e nos esquemas de Crank-Nicholson (CN) e Douglas generalizado (GD). Estes esquemas apresentam como característica o fato de apresentarem um erro de truncamento em relação ao passo de discretização transversal, Δx, proporcional a O(Δx2) para o primeiro e O(Δx4). A convergência do método em ambos esquemas é otimizada pela utilização de um algoritmo interativo para a correção do campo no meio não-linear. O formalismo de ângulo largo é obtido pela expansão da EEH para os esquemas CN e GD em termos de polinômios aproximantes de Padé de ordem (1,0) e (1,1) para CN e GD, e (2,2) e (3,3) para CN. Os aproximantes de ordem superior a (1,1) apresentam sérios problemas de estabilidade. Este problema é eliminado pela rotação dos aproximantes no plano complexo. Duas condições de contorno nos extremos da janela computacional são também investigadas: 1) (TBC - Transparent Boundary Condition) e 2) condição de contorno absorvente (TAB - Transparent Absorbing Boundary). Estas condições de contorno possuem a facilidade de evitar que reflexões indesejáveis sejam transmitidas para dentro da janela computacional. Um estudo comparativo da influência destas condições de contorno na solução de guias de ondas ópticos não-lineares é também abordada neste trabalho.

Modelos de mapas simpléticos para o movimento de deriva elétrica com efeitos de raio de Larmor finito

Mapas simpléticos têm sido amplamente utilizados para modelar o transporte caótico em plasmas e fluidos. Neste trabalho, propomos três tipos de mapas simpléticos que descrevem o movimento de deriva elétrica em plasmas magnetizados. Efeitos de raio de Larmor finito são incluídos em cada um dos mapas. No limite do raio de Larmor tendendo a zero, o mapa com frequência monotônica se reduz ao mapa de Chirikov-Taylor, e, nos casos com frequência não-monotônica, os mapas se reduzem ao mapa padrão não-twist. Mostramos como o raio de Larmor finito pode levar à supressão de caos, modificar a topologia do espaço de fases e a robustez de barreiras de transporte. Um método baseado na contagem dos tempos de recorrência é proposto para analisar a influência do raio de Larmor sobre os parâmetros críticos que definem a quebra de barreiras de transporte. Também estudamos um modelo para um sistema de partículas onde a deriva elétrica é descrita pelo mapa de frequência monotônica, e o raio de Larmor é uma variável aleatória que assume valores específicos para cada partícula do sistema. A função densidade de probabilidade para o raio de Larmor é obtida a partir da distribuição de Maxwell-Boltzmann, que caracteriza plasmas na condição de equilíbrio térmico. Um importante parâmetro neste modelo é a variável aleatória gama, definida pelo valor da função de Bessel de ordem zero avaliada no raio de Larmor da partícula. Resultados analíticos e numéricos descrevendo as principais propriedades estatísticas do parâmetro gama são apresentados. Tais resultados são então aplicados no estudo de duas medidas de transporte: a taxa de escape e a taxa de aprisionamento por ilhas de período um.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.