Random input problem for the nonlinear Schrödinger equation

We consider the random input problem for a nonlinear system modeled by the integrable one-dimensional self-focusing nonlinear Schrödinger equation (NLSE). We concentrate on the properties obtained from the direct scattering problem associated with the NLSE. We discuss some general issues regarding soliton creation from random input. We also study the averaged spectral density of random quasilinear waves generated in the NLSE channel for two models of the disordered input field profile. The first model is symmetric complex Gaussian white noise and the second one is a real dichotomous (telegraph) process. For the former model, the closed-form expression for the averaged spectral density is obtained, while for the dichotomous real input we present the small noise perturbative expansion for the same quantity. In the case of the dichotomous input, we also obtain the distribution of minimal pulse width required for a soliton generation. The obtained results can be applied to a multitude of problems including random nonlinear Fraunhoffer diffraction, transmission properties of randomly apodized long period Fiber Bragg gratings, and the propagation of incoherent pulses in optical fibers.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques

We consider the problem of stable determination of a harmonic function from knowledge of the solution and its normal derivative on a part of the boundary of the (bounded) solution domain. The alternating method is a procedure to generate an approximation to the harmonic function from such Cauchy data and we investigate a numerical implementation of this procedure based on Fredholm integral equations and Nyström discretization schemes, which makes it possible to perform a large number of iterations (millions) with minor computational cost (seconds) and high accuracy. Moreover, the original problem is rewritten as a fixed point equation on the boundary, and various other direct regularization techniques are discussed to solve that equation. We also discuss how knowledge of the smoothness of the data can be used to further improve the accuracy. Numerical examples are presented showing that accurate approximations of both the solution and its normal derivative can be obtained with much less computational time than in previous works.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in a quadrant

We study the Cauchy problem for the Laplace equation in a quadrant (quarter-plane) containing a bounded inclusion. Given the values of the solution and its derivative on the edges of the quadrant the solution is reconstructed on the boundary of the inclusion. This is achieved using an alternating iterative method where at each iteration step mixed boundary value problems are being solved. A numerical method is also proposed and investigated for the direct mixed problems reducing these to integral equations over the inclusion. Numerical examples verify the efficiency of the proposed scheme.