A time-domain test for some types of nonlinearity

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null hypothesis of linearity. An advantage of the third-order moment is that its values in any subset of joint lags can be used in the test, whereas when using the bispectrum the entire (or truncated) third-order moment is required to construct the Fourier transform. In this paper, we propose a test for nonlinearity based upon the estimated third-order moment. We use the phase scrambling bootstrap method to give a nonparametric estimate of the variance of our test statistic under the null hypothesis. Using a simulation study, we demonstrate that the test obtains its target significance level, with large power, when compared to an existing standard parametric test that uses the bispectrum. Further we show how the proposed test can be used to identify the source of nonlinearity due to interactions at specific frequencies. We also investigate implications for heuristic diagnosis of nonstationarity.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

Image reconstruction in full-field Fourier-domain optical coherence tomography

Full-field Fourier-domain optical coherence tomography (3F-OCT) is a full-field version of spectral domain/swept source optical coherence tomography. A set of two-dimensional Fourier holograms is recorded at discrete wavenumbers spanning the swept source tuning range. The resultant three-dimensional data cube contains comprehensive information on the three-dimensional spatial properties of the sample, including its morphological layout and optical scatter. The morphological layout can be reconstructed in software via three-dimensional discrete Fourier transformation. The spatial resolution of the 3F-OCT reconstructed image, however, is degraded due to the presence of a phase cross-term, whose origin and effects are addressed in this paper. We present a theoretical and experimental study of the imaging performance of 3F-OCT, with particular emphasis on elimination of the deleterious effects of the phase cross-term.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Independent component analysis for domain independent watermarking

A new principled domain independent watermarking framework is presented. The new approach is based on embedding the message in statistically independent sources of the covertext to mimimise covertext distortion, maximise the information embedding rate and improve the method's robustness against various attacks. Experiments comparing the performance of the new approach, on several standard attacks show the current proposed approach to be competitive with other state of the art domain-specific methods.

Grayscale and colour image Codec based on matching pursuit in the spatio-frequency domain

This report presents and evaluates a novel idea for scalable lossy colour image coding with Matching Pursuit (MP) performed in a transform domain. The benefits of the idea of MP performed in the transform domain are analysed in detail. The main contribution of this work is extending MP with wavelets to colour coding and proposing a coding method. We exploit correlations between image subbands after wavelet transformation in RGB colour space. Then, a new and simple quantisation and coding scheme of colour MP decomposition based on Run Length Encoding (RLE), inspired by the idea of coding indexes in relational databases, is applied. As a final coding step arithmetic coding is used assuming uniform distributions of MP atom parameters. The target application is compression at low and medium bit-rates. Coding performance is compared to JPEG 2000 showing the potential to outperform the latter with more sophisticated than uniform data models for arithmetic coder. The results are presented for grayscale and colour coding of 12 standard test images.

Time domain all-optical nonlinear signal processing to enhance the performance of a RZ receiver

We have proposed a new technique of all-optical nonlinear pulse processing for use at a RZ optical receiver, which is based on an AM or any device with a similar function of temporal gating/slicing enhanced by the effect of Kerr nonlinearity in a NDF. The efficiency of the technique has been demonstrated by application to timing jitter and noise-limited RZ transmission at 40 Gbit/s. Substantial suppression of the signal timing jitter and overall improvement of the receiver performance has been demonstrated using the proposed method.

A method of fundamental solutions for two-dimensional heat conduction

We investigate an application of the method of fundamental solutions (MFS) to heat conduction in two-dimensional bodies, where the thermal diffusivity is piecewise constant. We extend the MFS proposed in Johansson and Lesnic [A method of fundamental solutions for transient heat conduction, Eng. Anal. Bound. Elem. 32 (2008), pp. 697–703] for one-dimensional heat conduction with the sources placed outside the space domain of interest, to the two-dimensional setting. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate results can be obtained efficiently with small computational cost.

A method of fundamental solutions for the one-dimensional inverse Stefan problem

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional inverse Stefan problem for the heat equation by extending the MFS proposed in [5] for the one-dimensional direct Stefan problem. The sources are placed outside the space domain of interest and in the time interval (-T, T). Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate and stable results can be obtained efficiently with small computational cost.

A method of fundamental solutions for transient heat conduction

In this paper we investigate an application of the method of fundamental solutions (MFS) to transient heat conduction. In almost all of the previously proposed MFS for time-dependent heat conduction the fictitious sources are located outside the time-interval of interest. In our case, however, these sources are instead placed outside the space domain of interest in the same manner as is done for stationary heat conduction. A denseness result for this method is discussed and the method is numerically tested showing that accurate numerical results can be obtained. Furthermore, a test example with boundary singularities shows that it is advisable to remove such singularities before applying the MFS.

A comparative study on applying the method of fundamental solutions to the backward heat conduction problem

We investigate an application of the method of fundamental solutions (MFS) to the backward heat conduction problem (BHCP). We extend the MFS in Johansson and Lesnic (2008) [5] and Johansson et al. (in press) [6] proposed for one and two-dimensional direct heat conduction problems, respectively, with the sources placed outside the space domain of interest. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate and stable results can be obtained efficiently with small computational cost.

A variational method and approximations of a Cauchy problem for elliptic equations

A Cauchy problem for general elliptic second-order linear partial differential equations in which the Dirichlet data in H½(?1 ? ?3) is assumed available on a larger part of the boundary ? of the bounded domain O than the boundary portion ?1 on which the Neumann data is prescribed, is investigated using a conjugate gradient method. We obtain an approximation to the solution of the Cauchy problem by minimizing a certain discrete functional and interpolating using the finite diference or boundary element method. The minimization involves solving equations obtained by discretising mixed boundary value problems for the same operator and its adjoint. It is proved that the solution of the discretised optimization problem converges to the continuous one, as the mesh size tends to zero. Numerical results are presented and discussed.

A method of fundamental solutions for transient heat conduction in layered materials

In this paper we investigate an application of the method of fundamental solutions (MFS) to transient heat conduction in layered materials, where the thermal diffusivity is piecewise constant. Recently, in Johansson and Lesnic [A method of fundamental solutions for transient heat conduction. Eng Anal Boundary Elem 2008;32:697–703], a MFS was proposed with the sources placed outside the space domain of interest, and we extend that technique to numerically approximate the heat flow in layered materials. Theoretical properties of the method, as well as numerical investigations are included.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

Recovering boundary data in planar heat conduction using boundary integral equation method

We consider a Cauchy problem for the heat equation, where the temperature field is to be reconstructed from the temperature and heat flux given on a part of the boundary of the solution domain. We employ a Landweber type method proposed in [2], where a sequence of mixed well-posed problems are solved at each iteration step to obtain a stable approximation to the original Cauchy problem. We develop an efficient boundary integral equation method for the numerical solution of these mixed problems, based on the method of Rothe. Numerical examples are presented both with exact and noisy data, showing the efficiency and stability of the proposed procedure and approximations.