319 resultados para NONLINEARITIES
Resumo:
The work described in this thesis was performed at the Laboratory for Intense Lasers (L2I) of Instituto Superior Técnico, University of Lisbon (IST-UL). Its main contribution consists in the feasibility study of the broadband dispersive stages for an optical parametric chirped pulse amplifier based on the nonlinear crystal yttrium calcium oxi-borate (YCOB). In particular, the main goal of this work consisted in the characterization and implementation of the several optical devices involved in pulse expansion and compression of the amplified pulses to durations of the order of a few optical cycles (20 fs). This type of laser systems find application in fields such as medicine, telecommunications and machining, which require high energy, ultrashort (sub-100 fs) pulses. The main challenges consisted in the preliminary study of the performance of the broadband amplifier, which is essential for successfully handling pulses with bandwidths exceeding 100 nm when amplified from the μJ to 20 mJ per pulse. In general, the control, manipulation and characterization of optical phenomena on the scale of a few tens of fs and powers that can reach the PW level are extremely difficult and challenging due to the complexity of the phenomena of radiation-matter interaction and their nonlinearities, observed at this time scale and power level. For this purpose the main dispersive components were characterized in detail, specifically addressing the demonstration of pulse expansion and compression. The tested bandwidths are narrower than the final ones, in order to confirm the parameters of these elements and predict the performance for the broadband pulses. The work performed led to additional tasks such as a detailed characterization of laser oscillator seeding the laser chain and the detection and cancelling of additional sources of dispersion.
Resumo:
We review several results concerning the long time asymptotics of nonlinear diffusion models based on entropy and mass transport methods. Semidiscretization of these nonlinear diffusion models are proposed and their numerical properties analysed. We demonstrate the long time asymptotic results by numerical simulation and we discuss several open problems based on these numerical results. We show that for general nonlinear diffusion equations the long-time asymptotics can be characterized in terms of fixed points of certain maps which are contractions for the euclidean Wasserstein distance. In fact, we propose a new scaling for which we can prove that this family of fixed points converges to the Barenblatt solution for perturbations of homogeneous nonlinearities for values close to zero.
Resumo:
We consider multidimensional backward stochastic differential equations (BSDEs). We prove the existence and uniqueness of solutions when the coefficient grow super-linearly, and moreover, can be neither locally Lipschitz in the variable y nor in the variable z. This is done with super-linear growth coefficient and a p-integrable terminal condition (p & 1). As application, we establish the existence and uniqueness of solutions to degenerate semilinear PDEs with superlinear growth generator and an Lp-terminal data, p & 1. Our result cover, for instance, the case of PDEs with logarithmic nonlinearities.
Resumo:
One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models
Resumo:
We consider nonlinear elliptic problems involving a nonlocal operator: the square root of the Laplacian in a bounded domain with zero Dirichlet boundary conditions. For positive solutions to problems with power nonlinearities, we establish existence and regularity results, as well as a priori estimates of Gidas-Spruck type. In addition, among other results, we prove a symmetry theorem of Gidas-Ni-Nirenberg type.
Resumo:
The current study investigates a new model of barrel cortex activation using stimulation of the infraorbital branch of the trigeminal nerve. A robust and reproducible activation of the rat barrel cortex was obtained following trigeminal nerve stimulation. Blood oxygen level-dependent (BOLD) effects were obtained in the primary somatosensory barrel cortex (S1BF), the secondary somatosensory cortex (S2) and the motor cortex. These cortical areas were reached from afferent pathways from the trigeminal ganglion, the trigeminal nuclei and thalamic nuclei from which neurons project their axons upon whisker stimulation. The maximum BOLD responses were obtained for a stimulus frequency of 1 Hz, a stimulus pulse width of 100 μs and for current intensities between 1.5 and 3 mA. The BOLD response was nonlinear as a function of frequency and current intensity. Additionally, modeling BOLD responses in the rat barrel cortex from separate cerebral blood flow (CBF) and cerebral metabolic rate of oxygen (CMRO(2)) measurements showed good agreement with the shape and amplitude of measured BOLD responses as a function of stimulus frequency and will potentially allow to identify the sources of BOLD nonlinearities. Activation of the rat barrel cortex using trigeminal nerve stimulation will contribute to the interpretation of the BOLD signals from functional magnetic resonance imaging studies.
Resumo:
The analysis of multi-modal and multi-sensor images is nowadays of paramount importance for Earth Observation (EO) applications. There exist a variety of methods that aim at fusing the different sources of information to obtain a compact representation of such datasets. However, for change detection existing methods are often unable to deal with heterogeneous image sources and very few consider possible nonlinearities in the data. Additionally, the availability of labeled information is very limited in change detection applications. For these reasons, we present the use of a semi-supervised kernel-based feature extraction technique. It incorporates a manifold regularization accounting for the geometric distribution and jointly addressing the small sample problem. An exhaustive example using Landsat 5 data illustrates the potential of the method for multi-sensor change detection.
Resumo:
Linear and nonlinear optical properties of silicon suboxide SiOx films deposited by plasma-enhanced chemical-vapor deposition have been studied for different Si excesses up to 24¿at.¿%. The layers have been fully characterized with respect to their atomic composition and the structure of the Si precipitates. Linear refractive index and extinction coefficient have been determined in the whole visible range, enabling to estimate the optical bandgap as a function of the Si nanocrystal size. Nonlinear optical properties have been evaluated by the z-scan technique for two different excitations: at 0.80¿eV in the nanosecond regime and at 1.50¿eV in the femtosecond regime. Under nanosecond excitation conditions, the nonlinear process is ruled by thermal effects, showing large values of both nonlinear refractive index (n2 ~ ¿10¿8¿cm2/W) and nonlinear absorption coefficient (ß ~ 10¿6¿cm/W). Under femtosecond excitation conditions, a smaller nonlinear refractive index is found (n2 ~ 10¿12¿cm2/W), typical of nonlinearities arising from electronic response. The contribution per nanocrystal to the electronic third-order nonlinear susceptibility increases as the size of the Si nanoparticles is reduced, due to the appearance of electronic transitions between discrete levels induced by quantum confinement.
Resumo:
Low-cost tin oxide gas sensors are inherently nonspecific. In addition, they have several undesirable characteristics such as slow response, nonlinearities, and long-term drifts. This paper shows that the combination of a gas-sensor array together with self-organizing maps (SOM's) permit success in gas classification problems. The system is able to determine the gas present in an atmosphere with error rates lower than 3%. Correction of the sensor's drift with an adaptive SOM has also been investigated
Resumo:
Gas sensing systems based on low-cost chemical sensor arrays are gaining interest for the analysis of multicomponent gas mixtures. These sensors show different problems, e.g., nonlinearities and slow time-response, which can be partially solved by digital signal processing. Our approach is based on building a nonlinear inverse dynamic system. Results for different identification techniques, including artificial neural networks and Wiener series, are compared in terms of measurement accuracy.
Resumo:
We study steady-state correlation functions of nonlinear stochastic processes driven by external colored noise. We present a methodology that provides explicit expressions of correlation functions approximating simultaneously short- and long-time regimes. The non-Markov nature is reduced to an effective Markovian formulation, and the nonlinearities are treated systematically by means of double expansions in high and low frequencies. We also derive some exact expressions for the coefficients of these expansions for arbitrary noise by means of a generalization of projection-operator techniques.
Resumo:
The highway departments of all fifty states were contacted to find the extent of application of integral abutment bridges, to survey the different guidelines used for analysis and design of integral abutment bridges, and to assess the performance of such bridges through the years. The variation in design assumptions and length limitations among the various states in their approach to the use of integral abutments is discussed. The problems associated with lateral displacements at the abutment, and the solutions developed by the different states for most of the ill effects of abutment movements are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure was developed and used to study piling stresses and pile-soil interaction in integral abutment bridges. The finite element idealization consists of beam-column elements with geometric and material nonlinearities for the pile and nonlinear springs for the soil. An idealized soil model (modified Ramberg-Osgood model) was introduced in this investigation to obtain the tangent stiffness of the nonlinear spring elements. Several numerical examples are presented in order to establish the reliability of the finite element model and the computer software developed. Three problems with analytical solutions were first solved and compared with theoretical solutions. A 40 ft H pile (HP 10 X 42) in six typical Iowa soils was then analyzed by first applying a horizontal displacement (to simulate bridge motion) and no rotation at the top and then applying a vertical load V incrementally until failure occurred. Based on the numerical results, the failure mechanisms were generalized to be of two types: (a) lateral type failure and (b) vertical type failure. It appears that most piles in Iowa soils (sand, soft clay and stiff clay) failed when the applied vertical load reached the ultimate soil frictional resistance (vertical type failure). In very stiff clays, however, the lateral type failure occurs before vertical type failure because the soil is sufficiently stiff to force a plastic hinge to form in the pile as the specified lateral displacement is applied. Preliminary results from this investigation showed that the vertical load-carrying capacity of H piles is not significantly affected by lateral displacements of 2 inches in soft clay, stiff clay, loose sand, medium sand and dense sand. However, in very stiff clay (average blow count of 50 from standard penetration tests), it was found that the vertical load carrying capacity of the H pile is reduced by about 50 percent for 2 inches of lateral displacement and by about 20 percent for lateral displacement of 1 inch. On the basis of the preliminary results of this investigation, the 265-feet length limitation in Iowa for integral abutment concrete bridges appears to be very conservative.
Resumo:
Here we describe a method for measuring tonotopic maps and estimating bandwidth for voxels in human primary auditory cortex (PAC) using a modification of the population Receptive Field (pRF) model, developed for retinotopic mapping in visual cortex by Dumoulin and Wandell (2008). The pRF method reliably estimates tonotopic maps in the presence of acoustic scanner noise, and has two advantages over phase-encoding techniques. First, the stimulus design is flexible and need not be a frequency progression, thereby reducing biases due to habituation, expectation, and estimation artifacts, as well as reducing the effects of spatio-temporal BOLD nonlinearities. Second, the pRF method can provide estimates of bandwidth as a function of frequency. We find that bandwidth estimates are narrower for voxels within the PAC than in surrounding auditory responsive regions (non-PAC).
Resumo:
This work describes a simulation tool being developed at UPC to predict the microwave nonlinear behavior of planar superconducting structures with very few restrictions on the geometry of the planar layout. The software is intended to be applicable to most structures used in planar HTS circuits, including line, patch, and quasi-lumped microstrip resonators. The tool combines Method of Moments (MoM) algorithms for general electromagnetic simulation with Harmonic Balance algorithms to take into account the nonlinearities in the HTS material. The Method of Moments code is based on discretization of the Electric Field Integral Equation in Rao, Wilton and Glisson Basis Functions. The multilayer dyadic Green's function is used with Sommerfeld integral formulation. The Harmonic Balance algorithm has been adapted to this application where the nonlinearity is distributed and where compatibility with the MoM algorithm is required. Tests of the algorithm in TM010 disk resonators agree with closed-form equations for both the fundamental and third-order intermodulation currents. Simulations of hairpin resonators show good qualitative agreement with previously published results, but it is found that a finer meshing would be necessary to get correct quantitative results. Possible improvements are suggested.
Resumo:
Diplomityön tavoitteena oli tutkia miten ilman turbulenttisuus vaikuttaa tasaisesti liikkuvan rainan tilaan. Yhtenä sovelluskohteena teollisuudessa voidaan mainita esimerkiksi leiju-kuivain. Tiedetään, että konenopeuksien kasvu ja siitä johtuva ilmavirran nopeuden kasvu aiheuttaa voimavaikutuksia rainaan ja voi aiheuttaa lepatusta. Lepatus johtaa dynaamiseen epästabiilisuuteen, joka voidaan havaita, kun lineaarinen systeemi tulee epävakaaksi ja joh-taa epälineaariseen, rajoitettuun värähtelyyn. Lepatus huonontaa tuotteiden laatua ja voi johtaa ratakatkoihin. Työssä on esitetty tietoa ilman ja rainan vuorovaikutuksesta, jota hyödyntämällä voidaan kehittää yksinkertaistettu malli, jonka avulla liikkuvaa rainaa voidaan simuloida kuivaimes-sa. Kaasufaasin virtausyhtälöt on ratkaistu eri turbulenttimalleja käyttäen. Myös viskoelas-tisen rainan muodonmuutosta on tarkasteltu. Koska rainalle ei ole kirjallisuudesta saatavilla tarkkoja fysikaalisia ja mekaanisia arvoja, näitä ominaisuuksia testattiin eri arvoilla, jotta rainan käyttäytymistä jännityksen alaisena voidaan tarkastella. Näiden ominaisuuksien tun-teminen on ensiarvoisen tärkeää määritettäessä rainan aeroviskoelastista käyttäytymistä. Virtaussimulointi on kallista ja aikaa vievää. Tämä tarkoittaa uusien tutkimusmenetelmien omaksumista. Tässä työssä vaihtoehtoisena lähestymistapana on esitetty yksinkertaistettu malli, joka sisältää ilman ja rainan vuorovaikutusta kuvaavat ominaisuudet. Mallin avulla saadaan tietoa epälineaarisuuden ja turbulenssin vaikutuksesta sekä monimutkaisesta yh-teydestä stabiilisuuden ja ulkoisesti aikaansaadun värähtelyn sekä itse aiheutetun värähtelyn välillä. Työn lopussa on esitetty havainnollinen esimerkki, jolla voidaan kuvata olosuhteita, jossa rainan tasainen liike muuttuu epävakaaksi. Kun turbulenttisuudesta johtuva painevaih-telu ylittää tietyn rajan, rainan värähtely kasvaa muuttuen satunnaisesta järjestäytyneeksi. Saaduttulokset osoittavat, että turbulenttisuudella on suuri vaikutus eikä sitä voi jättää huomioimatta. Myös rainan viskoelastiset ominaisuudet tulee huomioida, jotta rainan käyt-täytymistä voidaan kuvata tarkasti.