Violations of Bell's inequality for Gaussian states with homodyne detection and nonlinear interactions

We show that homodyne measurements can be used to demonstrate violations of Bell's inequality with Gaussian states, when the local rotations used for these types of tests are implemented using nonlinear unitary operations. We reveal that the local structure of the Gaussian state under scrutiny is crucial in the performance of the test. The effects of finite detection efficiency are thoroughly studied and shown to only mildly affect the revelation of Bell violations. We speculate that our approach may be extended to other applications such as entanglement distillation where local operations are necessary elements besides quantum entanglement.

Nonlinear frequency coupling in dual radio-frequency driven atmospheric pressure plasmas

Plasma ionization, and associated mode transitions, in dual radio-frequency driven atmospheric pressure plasmas are governed through nonlinear frequency coupling in the dynamics of the plasma boundary sheath. Ionization in low-power mode is determined by the nonlinear coupling of electron heating and the momentary local plasma density. Ionization in high-power mode is driven by electron avalanches during phases of transient high electric fields within the boundary sheath. The transition between these distinctly different modes is controlled by the total voltage of both frequency components.

Two-stage mixed discrete-continuous identification of radial basis function (RBF) neural models for nonlinear systems

The identification of nonlinear dynamic systems using radial basis function (RBF) neural models is studied in this paper. Given a model selection criterion, the main objective is to effectively and efficiently build a parsimonious compact neural model that generalizes well over unseen data. This is achieved by simultaneous model structure selection and optimization of the parameters over the continuous parameter space. It is a mixed-integer hard problem, and a unified analytic framework is proposed to enable an effective and efficient two-stage mixed discrete-continuous; identification procedure. This novel framework combines the advantages of an iterative discrete two-stage subset selection technique for model structure determination and the calculus-based continuous optimization of the model parameters. Computational complexity analysis and simulation studies confirm the efficacy of the proposed algorithm.

Moving window kernel PCA for adaptive monitoring of nonlinear processes

This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.

On the treatment of singularities of the Watson Hamiltonian for nonlinear molecules

The applicability of the Watson Hamiltonian for the description of nonlinear molecules—especially triatomic ones—has always been questioned, as the Jacobian of the transformation that leads to the Watson Hamiltonian, vanishes at the linear configuration. This results in singular behavior of the Watson Hamiltonian, giving rise to serious numerical problems in the computation of vibrational spectra, with unphysical, spurious vibrational states appearing among the physical vibrations, especially in the region of highly excited states. In this work, we analyze the problem and propose a simple way to confine the nuclear wavefunction in such a way that the spurious solutions are eliminated. We study the water molecule and observe an improvement compared with previous results. We also apply the method to the van der Walls molecule XeHe2.

Quantum efficiency in GaAs Schottky photodetectors with enhancement due to surface plasmon excitations

The overall quantum efficiency in surface plasmon (SP) enhanced Schottky barrier photodetectors is examined by considering both the external and internal yield. The external yield is considered through calculations of absorption and transmission of light in a configuration that allows reflectance minimization due to SP excitation. Following a Monte Carlo method, a procedure is presented to estimate the internal yield while taking into account the effect of elastic and inelastic scattering processes on excited carriers subsequent to photon absorption. The relative importance of internal photoemission and band-to-band contributions to the internal yield is highlighted along with the variation of the yield as a function of wavelength, metal thickness and other salient parameters of the detector. (C) 2002 Elsevier Science Ltd. All rights reserved.

Detection of improper installation from the sensor signal of vortex flowmeters

Effects of inappropriate installation can bias the measurements of flowmeters. For vortex flowmeters, a method is proposed to detect inappropriate installation of the flowmeter from the oscillatory signal of the vortex sensor. The method is based on assuming the process of vortex generation to be a generic, noisy, nonlinear oscillation, describable by a noisy Stuart-Landau equation, with a corresponding sensor signal that also contains higher harmonic excitations. By making use of the scaling properties of the Navier-Stokes Equation, the method was designed to be robust with respect to uncertainties in the fluid properties. The diagnostic functionality is demonstrated on measurement data. In the experiments, installation effects that lead to more than 0.5% error in the output of the flowmeter could clearly be detected. (C) 2003 Elsevier Ltd. All rights reserved.

Three-dimensional pattern formation, multiple homogeneous soft modes, and nonlinear dielectric electroconvection

Patterns forming spontaneously in extended, three-dimensional, dissipative systems are likely to excite several homogeneous soft modes (approximate to hydrodynamic modes) of the underlying physical system, much more than quasi-one- (1D) and two-dimensional (2D) patterns are. The reason is the lack of damping boundaries. This paper compares two analytic techniques to derive the pattern dynamics from hydrodynamics, which are usually equivalent but lead to different results when applied to multiple homogeneous soft modes. Dielectric electroconvection in nematic liquid crystals is introduced as a model for 3D pattern formation. The 3D pattern dynamics including soft modes are derived. For slabs of large but finite thickness the description is reduced further to a 2D one. It is argued that the range of validity of 2D descriptions is limited to a very small region above threshold. The transition from 2D to 3D pattern dynamics is discussed. Experimentally testable predictions for the stable range of ideal patterns and the electric Nusselt numbers are made. For most results analytic approximations in terms of material parameters are given. [S1063-651X(00)09512-X].

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.