Continuous stochastic processes

A general review of stochastic processes is given in the introduction; definitions, properties and a rough classification are presented together with the position and scope of the author's work as it fits into the general scheme.

The first section presents a brief summary of the pertinent analytical properties of continuous stochastic processes and their probability-theoretic foundations which are used in the sequel.

The remaining two sections (II and III), comprising the body of the work, are the author's contribution to the theory. It turns out that a very inclusive class of continuous stochastic processes are characterized by a fundamental partial differential equation and its adjoint (the Fokker-Planck equations). The coefficients appearing in those equations assimilate, in a most concise way, all the salient properties of the process, freed from boundary value considerations. The writer’s work consists in characterizing the processes through these coefficients without recourse to solving the partial differential equations.

First, a class of coefficients leading to a unique, continuous process is presented, and several facts are proven to show why this class is restricted. Then, in terms of the coefficients, the unconditional statistics are deduced, these being the mean, variance and covariance. The most general class of coefficients leading to the Gaussian distribution is deduced, and a complete characterization of these processes is presented. By specializing the coefficients, all the known stochastic processes may be readily studied, and some examples of these are presented; viz. the Einstein process, Bachelier process, Ornstein-Uhlenbeck process, etc. The calculations are effectively reduced down to ordinary first order differential equations, and in addition to giving a comprehensive characterization, the derivations are materially simplified over the solution to the original partial differential equations.

In the last section the properties of the integral process are presented. After an expository section on the definition, meaning, and importance of the integral process, a particular example is carried through starting from basic definition. This illustrates the fundamental properties, and an inherent paradox. Next the basic coefficients of the integral process are studied in terms of the original coefficients, and the integral process is uniquely characterized. It is shown that the integral process, with a slight modification, is a continuous Markoff process.

The elementary statistics of the integral process are deduced: means, variances, and covariances, in terms of the original coefficients. It is shown that an integral process is never temporally homogeneous in a non-degenerate process.

Finally, in terms of the original class of admissible coefficients, the statistics of the integral process are explicitly presented, and the integral process of all known continuous processes are specified.

Local thermal fixing of a photorefractive LiNbO3 hologram by use of a CO2 laser

A real-time, in situ fixing method by use of heating with a CO2 laser beam is suggested for thermal fixing of a small local hologram in the bulk of a Fe:LiNbO3 photorefractive crystal. For heating up to 100 degrees C-200 degrees C a volume with a shape similar to that of the laser beam a heat-guiding technique is developed. On the basis of the heat-transfer equations, different heating modes with or without metal absorbers for heat guiding-obtained by use of a continuous or pulsed laser beam are analyzed. The optimal mode may be pulsed heating with absorbers. On this basis experiments have been designed and demonstrated. It is seen that the fixing process with CO2 laser beam is short compared with the process by use of an oven, and the fixing efficiency is quite high. (C) 1998 Optical Society of America.

Spectral narrowing of negatively chirped femtosecond pulse by cross-phase modulation in a single-mode optical fiber

We demonstrate theoretically that the negatively chirped femtosecond laser pulse can be spectrally narrowed by cross-phase modulation. The new view is well Supported by numerical simulation. The negative chirp method in fibers might be useful in all optical wavelength switching applications. (c) 2005 Elsevier B.V. All rights reserved.

Transmission matrices and lumped parameter models for continuous systems

The use of transmission matrices and lumped parameter models for describing continuous systems is the subject of this study. Non-uniform continuous systems which play important roles in practical vibration problems, e.g., torsional oscillations in bars, transverse bending vibrations of beams, etc., are of primary importance.

A new approach for deriving closed form transmission matrices is applied to several classes of non-uniform continuous segments of one dimensional and beam systems. A power series expansion method is presented for determining approximate transmission matrices of any order for segments of non-uniform systems whose solutions cannot be found in closed form. This direct series method is shown to give results comparable to those of the improved lumped parameter models for one dimensional systems.

Four types of lumped parameter models are evaluated on the basis of the uniform continuous one dimensional system by comparing the behavior of the frequency root errors. The lumped parameter models which are based upon a close fit to the low frequency approximation of the exact transmission matrix, at the segment level, are shown to be superior. On this basis an improved lumped parameter model is recommended for approximating non-uniform segments. This new model is compared to a uniform segment approximation and error curves are presented for systems whose areas very quadratically and linearly. The effect of varying segment lengths is investigated for one dimensional systems and results indicate very little improvement in comparison to the use of equal length segments. For purposes of completeness, a brief summary of various lumped parameter models and other techniques which have previously been used to approximate the uniform Bernoulli-Euler beam is a given.

Intensity-modulating characteristics of a laser diode subjected to optical injection

We have found that the optical power of a laser diode (LD) does not change with the injected light intensity that is modulated when its injection current is at some specific values. The amplitude of optical power change of the LD varies periodically with the increase of the injection current. It is made clear through theoretical analysis that these phenomena are caused by gain compression and interband carrier absorption of the LD that depend on longitudinal mode competition, bandgap-shrinkage effects, thermal conduction, and so on. Our experimental results make it easy to eliminate optical power change of LDs. We only need to choose a proper value of the injection current. (c) 2005 Optical Society of America.

On the transport properties of fluid-particle flow

The hydrodynamic forces acting on a solid particle in a viscous, incompressible fluid medium at low Reynolds number flow is investigated mathematically as a prerequisite to the understanding of transport processes in two-phase flow involving solid particles and fluid. Viscous interaction between a small number of spherical particles and continuous solid boundaries as well as fluid interface are analyzed under a “point-force” approximation. Non-spherical and elastic spherical particles in a simple shear flow area are then considered. Non-steady motion of a spherical particle is briefly touched upon to illustrate the transient effect of particle motion.

A macroscopic continuum description of particle-fluid flow is formulated in terms of spatial averages yielding a set of particle continuum and bulk fluid equations. Phenomenological formulas describing the transport processes in a fluid medium are extended to cases where the volume concentration of solid particles is sufficiently high to exert an important influence. Hydrodynamic forces acting on a spherical solid particle in such a system, e.g. drag, torque, rotational coupling force, and viscous collision force between streams of different sized particles moving relative to each other are obtained. Phenomenological constants, such as the shear viscosity coefficient, and the diffusion coefficient of the bulk fluid, are found as a function of the material properties of the constituents of the two-phase system and the volume concentration of solid. For transient heat conduction phenomena, it is found that the introduction of a complex conductivity for the bulk fluid permits a simple mathematical description of this otherwise complicated process. The rate of heat transfer between particle continuum and bulk fluid is also investigated by means of an Oseen-type approximation to the energy equation.

Simple ABCD matrix method for evaluating optical coupling system of laser diode to single-mode fiber with a lensed-tip

In this paper, we present a simple technique to determine the coupling efficiency between a laser diode and a lensed-tip based on the ABCD transformation matrix method. We have compared our analysis technique to that of previous work and have found that the presented method is reliable in predicting the coupling efficiency of lensed-tip and has the advantage of simplicity of coupling efficiency calculation even by a pocket calculator. The results can be useful for designing coupling optics. (c) 2005 Elsevier GmbH. All rights reserved.

Transverse superresolution with the radial continuous transmittance filter

The radial continuous transmittance filter is presented to realize transverse superresolution. It consists of two parallel polarizers and a radial birefringent element sandwiched between of them. By adjusting the angle between optical axis of the radial birefringent element and the polarization direction of the polarizers, transverse superresolution can be realized. But transverse superresolution is obtained at the cost of the axial resolution and the increase of the side-lobes in strength. So we then mend such filter, with it not only enhance the transverse resolution but also suppress the influence of the side-lobes and the reduction of the axial resolution. At the same time, the Strehl ratio increases. The advantage of such a filter used in superresolution technique is that it is easy to fabricate because its fabrication does not deal with the variation of the phase. (c) 2005 Elsevier GmbH. All rights reserved.

Spontaneous and stimulated light emission due to radiative recombination in forward biased lead telluride P-N junctions

Since the discovery in 1962 of laser action in semiconductor diodes made from GaAs, the study of spontaneous and stimulated light emission from semiconductors has become an exciting new field of semiconductor physics and quantum electronics combined. Included in the limited number of direct-gap semiconductor materials suitable for laser action are the members of the lead salt family, i.e . PbS, PbSe and PbTe. The material used for the experiments described herein is PbTe . The semiconductor PbTe is a narrow band- gap material (E_g = 0.19 electron volt at a temperature of 4.2°K). Therefore, the radiative recombination of electron-hole pairs between the conduction and valence bands produces photons whose wavelength is in the infrared (λ ≈ 6.5 microns in air).

The p-n junction diode is a convenient device in which the spontaneous and stimulated emission of light can be achieved via current flow in the forward-bias direction. Consequently, the experimental devices consist of a group of PbTe p-n junction diodes made from p –type single crystal bulk material. The p - n junctions were formed by an n-type vapor- phase diffusion perpendicular to the (100) plane, with a junction depth of approximately 75 microns. Opposite ends of the diode structure were cleaved to give parallel reflectors, thereby forming the Fabry-Perot cavity needed for a laser oscillator. Since the emission of light originates from the recombination of injected current carriers, the nature of the radiation depends on the injection mechanism.

The total intensity of the light emitted from the PbTe diodes was observed over a current range of three to four orders of magnitude. At the low current levels, the light intensity data were correlated with data obtained on the electrical characteristics of the diodes. In the low current region (region A), the light intensity, current-voltage and capacitance-voltage data are consistent with the model for photon-assisted tunneling. As the current is increased, the light intensity data indicate the occurrence of a change in the current injection mechanism from photon-assisted tunneling (region A) to thermionic emission (region B). With the further increase of the injection level, the photon-field due to light emission in the diode builds up to the point where stimulated emission (oscillation) occurs. The threshold current at which oscillation begins marks the beginning of a region (region C) where the total light intensity increases very rapidly with the increase in current. This rapid increase in intensity is accompanied by an increase in the number of narrow-band oscillating modes. As the photon density in the cavity continues to increase with the injection level, the intensity gradually enters a region of linear dependence on current (region D), i.e. a region of constant (differential) quantum efficiency.

Data obtained from measurements of the stimulated-mode light-intensity profile and the far-field diffraction pattern (both in the direction perpendicular to the junction-plane) indicate that the active region of high gain (i.e. the region where a population inversion exists) extends to approximately a diffusion length on both sides of the junction. The data also indicate that the confinement of the oscillating modes within the diode cavity is due to a variation in the real part of the dielectric constant, caused by the gain in the medium. A value of τ ≈ 10^-9 second for the minority- carrier recombination lifetime (at a diode temperature of 20.4°K) is obtained from the above measurements. This value for τ is consistent with other data obtained independently for PbTe crystals.

Data on the threshold current for stimulated emission (for a diode temperature of 20. 4°K) as a function of the reciprocal cavity length were obtained. These data yield a value of J’_th = (400 ± 80) amp/cm² for the threshold current in the limit of an infinitely long diode-cavity. A value of α = (30 ± 15) cm^-1 is obtained for the total (bulk) cavity loss constant, in general agreement with independent measurements of free- carrier absorption in PbTe. In addition, the data provide a value of n_s ≈ 10% for the internal spontaneous quantum efficiency. The above value for n_s yields values of t_b ≈ τ ≈ 10^-9 second and t_s ≈ 10^-8 second for the nonradiative and the spontaneous (radiative) lifetimes, respectively.

The external quantum efficiency (n_d) for stimulated emission from diode J-2 (at 20.4° K) was calculated by using the total light intensity vs. diode current data, plus accepted values for the material parameters of the mercury- doped germanium detector used for the measurements. The resulting value is n_d ≈ 10%-20% for emission from both ends of the cavity. The corresponding radiative power output (at λ = 6.5 micron) is 120-240 milliwatts for a diode current of 6 amps.