A probabilistic treatment of uncertainty in nonlinear dynamical systems

In this work, computationally efficient approximate methods are developed for analyzing uncertain dynamical systems. Uncertainties in both the excitation and the modeling are considered and examples are presented illustrating the accuracy of the proposed approximations.

For nonlinear systems under uncertain excitation, methods are developed to approximate the stationary probability density function and statistical quantities of interest. The methods are based on approximating solutions to the Fokker-Planck equation for the system and differ from traditional methods in which approximate solutions to stochastic differential equations are found. The new methods require little computational effort and examples are presented for which the accuracy of the proposed approximations compare favorably to results obtained by existing methods. The most significant improvements are made in approximating quantities related to the extreme values of the response, such as expected outcrossing rates, which are crucial for evaluating the reliability of the system.

Laplace's method of asymptotic approximation is applied to approximate the probability integrals which arise when analyzing systems with modeling uncertainty. The asymptotic approximation reduces the problem of evaluating a multidimensional integral to solving a minimization problem and the results become asymptotically exact as the uncertainty in the modeling goes to zero. The method is found to provide good approximations for the moments and outcrossing rates for systems with uncertain parameters under stochastic excitation, even when there is a large amount of uncertainty in the parameters. The method is also applied to classical reliability integrals, providing approximations in both the transformed (independently, normally distributed) variables and the original variables. In the transformed variables, the asymptotic approximation yields a very simple formula for approximating the value of SORM integrals. In many cases, it may be computationally expensive to transform the variables, and an approximation is also developed in the original variables. Examples are presented illustrating the accuracy of the approximations and results are compared with existing approximations.

Degenerated optical parametric chirped-pulse amplification with cesium lithium borate

A gain amplifier for degenerated optical parametric chirped-pulse amplification (OPCPA) with lithium triborate and cesium lithium borate (CLBO) crystals was demonstrated in a near-collinear configuration, The signal gain of the final energy amplifier with CLBO was similar to 6. After compression, the 123 fs pulse duration was obtained. Compared with potassium dihydrogen phosphate, it is confirmed that CLBO is more effective as a nonlinear crystal in a final power amplifier for terawatt or petawatt OPCPA systems. To our knowledge, this is the first demonstration of OPCPA with CLBO. (c) 2006 Optical Society of America.

Nonlinear X-wave formation and conical emission at different powers of a femtosecond laser pulse in water

Nonlinear X-wave formation at different pulse powers in water is simulated using the standard model of nonlinear Schrodinger equation (NLSE). It is shown that in near field X-shape originally emerges from the interplay between radial diffraction and optical Kerr effect. At relatively low power group-velocity dispersion (GVD) arrests the collapse and leads to pulse splitting on axis. With high enough power, multi-photon ionization (NIPI) and multi-photon absorption (MPA) play great importance in arresting the collapse. The tailing part of pulse is first defocused by MPI and then refocuses. Pulse splitting on axis is a manifestation of this process. Double X-wave forms when the split sub-pulses are self-focusing. In the far field, the character of the central X structure of conical emission (CE) is directly related to the single or double X-shape in the near field. (c) 2007 Elsevier B.V. All rights reserved.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

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.

超连续谱干涉方法测量古依相移

利用两束超连续光干涉得到的信号,测量了透镜焦点附近飞秒激光脉冲的古依(Gouy)相移。根据得到的光谱干涉信号,利用傅里叶变换得到相对相位值。激光光束在聚焦透镜后的束腰半径可以由成像方法测得。根据测量得到的激光光束束腰半径,用非线性拟合的方法得到了古依相移曲线,拟合曲线与实验结果符合得非常好。给出了古依相位在焦点前后1 mm区域内的移动量。

超分辨远场生物荧光成像——突破光学衍射极限

长期以来,远场光学荧光显微镜凭借其非接触、无损伤、可探测样品内部等优点,一直是生命科学中最常用的观测工具。但由于衍射极限的存在,使传统的宽场光学显微镜横向和纵向的分辨率分别仅约为230 nm和1000 nm。为了揭示细胞内分子尺度的动态和结构特征,提高光学显微镜分辨率成为生命科学发展的迫切要求,在远场荧光显微镜的基础上,科学家们已经发展出许多实用的提高分辨率甚至超越分辨率极限的成像技术。例如,采用横向结构光照明提高横向分辨率到约100 nm,利用纵向驻波干涉效应将纵向分辨率提高5~10倍。然而,直到在光学荧光显微镜中引入非线性效应后,衍射极限才被真正突破,如受激荧光损耗显微镜利用非线性效应实现了30~50 nm的三维分辨率。另外应用荧光分子之间能量转移共振原理以及单荧光分子定位技术也可以突破衍射极限,甚至可以将分子定位精度提高到几个纳米的量级。

Aperiodic structures in optics and integrated optics and the transverse Bragg reflector laser

The first part of this work describes the uses of aperiodic structures in optics and integrated optics. In particular, devices are designed, fabricated, tested and analyzed which make use of a chirped grating corrugation on the surface of a dielectric waveguide. These structures can be used as input-output couplers, multiplexers and demultiplexers, and broad band filters.

Next, a theoretical analysis is made of the effects of a random statistical variation in the thicknesses of layers in a dielectric mirror on its reflectivity properties. Unlike the intentional aperiodicity introduced in the chirped gratings, the aperiodicity in the Bragg reflector mirrors is unintentional and is present to some extent in all devices made. The analysis involved in studying these problems relies heavily on the coupled mode formalism. The results are compared with computer experiments, as well as tests of actual mirrors.

The second part of this work describes a novel method for confining light in the transverse direction in an injection laser. These so-called transverse Bragg reflector lasers confine light normal to the junction plane in the active region, through reflection from an adjacent layered medium. Thus, in principle, it is possible to guide light in a dielectric layer whose index is lower than that of the surrounding material. The design, theory and testing of these diode lasers are discussed.

Nonlinear propagation of ultraslow pulses in media with electromagnetically induced transparency

The nonlinear behavior of a probe pulse propagating in a medium with electromagnetically induced transparency is studied both numerically and analytically. A new type of nonlinear wave equation is proposed in which the noninstantaneous response of nonlinear polarization is treated properly. The resulting nonlinear behavior of the propagating probe pulse is shown to be fundamentally different from that predicted by the simple nonlinear Schrodinger-like wave equation that considers only instantaneous Kerr nonlinearity. (c) 2005 Optical Society of America.