Titration of chaos with added noise

Deterministic chaos has been implicated in numerous natural and man-made complex phenomena ranging from quantum to astronomical scales and in disciplines as diverse as meteorology, physiology, ecology, and economics. However, the lack of a definitive test of chaos vs. random noise in experimental time series has led to considerable controversy in many fields. Here we propose a numerical titration procedure as a simple “litmus test” for highly sensitive, specific, and robust detection of chaos in short noisy data without the need for intensive surrogate data testing. We show that the controlled addition of white or colored noise to a signal with a preexisting noise floor results in a titration index that: (i) faithfully tracks the onset of deterministic chaos in all standard bifurcation routes to chaos; and (ii) gives a relative measure of chaos intensity. Such reliable detection and quantification of chaos under severe conditions of relatively low signal-to-noise ratio is of great interest, as it may open potential practical ways of identifying, forecasting, and controlling complex behaviors in a wide variety of physical, biomedical, and socioeconomic systems.

Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum

All signals that appear to be periodic have some sort of variability from period to period regardless of how stable they appear to be in a data plot. A true sinusoidal time series is a deterministic function of time that never changes and thus has zero bandwidth around the sinusoid's frequency. A zero bandwidth is impossible in nature since all signals have some intrinsic variability over time. Deterministic sinusoids are used to model cycles as a mathematical convenience. Hinich [IEEE J. Oceanic Eng. 25 (2) (2000) 256-261] introduced a parametric statistical model, called the randomly modulated periodicity (RMP) that allows one to capture the intrinsic variability of a cycle. As with a deterministic periodic signal the RMP can have a number of harmonics. The likelihood ratio test for this model when the amplitudes and phases are known is given in [M.J. Hinich, Signal Processing 83 (2003) 1349-13521. A method for detecting a RMP whose amplitudes and phases are unknown random process plus a stationary noise process is addressed in this paper. The only assumption on the additive noise is that it has finite dependence and finite moments. Using simulations based on a simple RMP model we show a case where the new method can detect the signal when the signal is not detectable in a standard waterfall spectrograrn display. (c) 2005 Elsevier B.V. All rights reserved.

Noisy random Boolean formulae:a statistical physics perspective

Properties of computing Boolean circuits composed of noisy logical gates are studied using the statistical physics methodology. A formula-growth model that gives rise to random Boolean functions is mapped onto a spin system, which facilitates the study of their typical behavior in the presence of noise. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding macroscopic phase transitions. The framework is employed for deriving results on error-rates at various function-depths and function sensitivity, and their dependence on the gate-type and noise model used. These are difficult to obtain via the traditional methods used in this field.

On the robustness of random Boolean formulae

Random Boolean formulae, generated by a growth process of noisy logical gates are analyzed using the generating functional methodology of statistical physics. We study the type of functions generated for different input distributions, their robustness for a given level of gate error and its dependence on the formulae depth and complexity and the gates used. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding typical-case phase transitions. Results for error-rates, function-depth and sensitivity of the generated functions are obtained for various gate-type and noise models. © 2010 IOP Publishing Ltd.

Effects of pixel noise and stimulus structure on visual detection performance

This thesis consisted of two major parts, one determining the masking characteristics of pixel noise and the other investigating the properties of the detection filter employed by the visual system. The theoretical cut-off frequency of white pixel noise can be defined from the size of the noise pixel. The empirical cut-off frequency, i.e. the largest size of noise pixels that mimics the effect of white noise in detection, was determined by measuring contrast energy thresholds for grating stimuli in the presence of spatial noise consisting of noise pixels of various sizes and shapes. The critical i.e. minimum number of noise pixels per grating cycle needed to mimic the effect of white noise in detection was found to decrease with the bandwidth of the stimulus. The shape of the noise pixels did not have any effect on the whiteness of pixel noise as long as there was at least the minimum number of noise pixels in all spatial dimensions. Furthermore, the masking power of white pixel noise is best described when the spectral density is calculated by taking into account all the dimensions of noise pixels, i.e. width, height, and duration, even when there is random luminance only in one of these dimensions. The properties of the detection mechanism employed by the visual system were studied by measuring contrast energy thresholds for complex spatial patterns as a function of area in the presence of white pixel noise. Human detection efficiency was obtained by comparing human performance with an ideal detector. The stimuli consisted of band-pass filtered symbols, uniform and patched gratings, and point stimuli with randomised phase spectra. In agreement with the existing literature, the detection performance was found to decline with the increasing amount of detail and contour in the stimulus. A measure of image complexity was developed and successfully applied to the data. The accuracy of the detection mechanism seems to depend on the spatial structure of the stimulus and the spatial spread of contrast energy.

Contrast sensitivity for complex and random gratings

This thesis studied the effect of (i) the number of grating components and (ii) parameter randomisation on root-mean-square (r.m.s.) contrast sensitivity and spatial integration. The effectiveness of spatial integration without external spatial noise depended on the number of equally spaced orientation components in the sum of gratings. The critical area marking the saturation of spatial integration was found to decrease when the number of components increased from 1 to 5-6 but increased again at 8-16 components. The critical area behaved similarly as a function of the number of grating components when stimuli consisted of 3, 6 or 16 components with different orientations and/or phases embedded in spatial noise. Spatial integration seemed to depend on the global Fourier structure of the stimulus. Spatial integration was similar for sums of two vertical cosine or sine gratings with various Michelson contrasts in noise. The critical area for a grating sum was found to be a sum of logarithmic critical areas for the component gratings weighted by their relative Michelson contrasts. The human visual system was modelled as a simple image processor where the visual stimuli is first low-pass filtered by the optical modulation transfer function of the human eye and secondly high-pass filtered, up to the spatial cut-off frequency determined by the lowest neural sampling density, by the neural modulation transfer function of the visual pathways. The internal noise is then added before signal interpretation occurs in the brain. The detection is mediated by a local spatially windowed matched filter. The model was extended to include complex stimuli and its applicability to the data was found to be successful. The shape of spatial integration function was similar for non-randomised and randomised simple and complex gratings. However, orientation and/or phase randomised reduced r.m.s contrast sensitivity by a factor of 2. The effect of parameter randomisation on spatial integration was modelled under the assumption that human observers change the observer strategy from cross-correlation (i.e., a matched filter) to auto-correlation detection when uncertainty is introduced to the task. The model described the data accurately.

From rogue waves to random walks:nonlinear instabilities in supercontinuum generation

The noise properties of supercontinuum generation continue to be a subject of wide interest within both pure and applied physics. Aside from immediate applications in supercontinuum source development, detailed studies of supercontinuum noise mechanisms have attracted interdisciplinary attention because of links with extreme instabilities in other physical systems, especially the infamous and destructive oceanic rogue waves. But the instabilities inherent in supercontinuum generation can also be interpreted in terms of natural links with the general field of random processes, and this raises new possibilities for applications in areas such as random number generation. In this contribution we will describe recent work where we interpret supercontinuum intensity and phase fluctuations in this way.

Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

On reliable computation by noisy random Boolean formulas

We study noisy computation in randomly generated k-ary Boolean formulas. We establish bounds on the noise level above which the results of computation by random formulas are not reliable. This bound is saturated by formulas constructed from a single majority-like gate. We show that these gates can be used to compute any Boolean function reliably below the noise bound.

On-off and multistate intermittencies in cascaded random distributed feedback fibre laser

A range of physical and engineering systems exhibit an irregular complex dynamics featuring alternation of quiet and burst time intervals called the intermittency. The intermittent dynamics most popular in laser science is the on-off intermittency [1]. The on-off intermittency can be understood as a conversion of the noise in a system close to an instability threshold into effective time-dependent fluctuations which result in the alternation of stable and unstable periods. The on-off intermittency has been recently demonstrated in semiconductor, Erbium doped and Raman lasers [2-5]. Recently demonstrated random distributed feedback (random DFB) fiber laser has an irregular dynamics near the generation threshold [6,7]. Here we show the intermittency in the cascaded random DFB fiber laser. We study intensity fluctuations in a random DFB fiber laser based on nitrogen doped fiber. The laser generates first and second Stokes components 1120 nm and 1180 nm respectively under an appropriate pumping. We study the intermittency in the radiation of the second Stokes wave. The typical time trace near the generation threshold of the second Stokes wave (Pth) is shown at Fig. 1a. From the number of long enough time-traces we calculate statistical distribution between major spikes in time dynamics, Fig. 1b. To eliminate contribution of high frequency components of spikes we use a low pass filter along with the reference value of the output power. Experimental data is fitted by power law, ~(P-Pth)y, where is a mean time between pikes. There are two different intermittency regimes. Just above Pth, the mean time is approximated by the -3/2 power law. The -3/2 power law is typical to the on-off intermittency with hopping between two states (first and second Stokes waves in our case) [7]. At higher power, the mean time is approximated by -4 power law, that indicates a change in intermittency type to multistate. Multistable dynamics is observed in erbium-doped fiber lasers [8]. The origin of multiples states in our system could be probably connected with polarization hopping or other reasons and should be further investigated. We have presented a first experimental statistical characterisation of the on-off and multistate intermittencies that occur in the generation of the second Stokes wave in nitrogen doped random DFB fiber laser. References [1] H. Fujisaka and T. Yamada, “A New Intermittency in Coupled Dynamical Systems,” Prog. Theor. Phys. 74, 918 (1985). [2] S. Osborne, A. Amann, D. Bitauld, and S. O’Brien, “On-off intermittency in an optically injected semiconductor laser,” Phys. Rev. E 85, 056204 (2012). [3] S. Sergeyev, K. O'Mahoney, S. Popov, and A. T. Friberg, “Coherence and anticoherence resonance in high-concentration erbium-doped fiber laser,” Opt. Lett. 35, 3736 (2010). [4] A.E. El-Taher, S.V. Sergeyev, E.G. Turitsyna, P. Harper, and S. K. Turitsyn, “Intermittent Self-Pulsing in a Fiber Raman Laser”, In proc. Conf. Nonlin. Photon., paper ID 1367139, Colorado Springs, USA, 2012 [5] S.K. Turitsyn, S.A. Babin, A.E. El-Taher, P. Harper, D.V. Churkin, S.I. Kablukov, J.D. Ania-Castañón, V. Karalekas, and E.V. Podivilov, “Random distributed feedback fibre laser”, Nat. Photon..4, 231 (2010). [6] I. D. Vatnik, D. V. Churkin, S. A. Babin, and S. K. Turitsyn, "Cascaded random distributed feedback Raman fiber laser operating at 1.2 μm," Opt. Express 19, 18486 (2011). [7] W. Feller, An introduction to probability theory and its applications, Vol. 1, 3rd ed. (Wiley, New-York, 1968). [8] G. Huerta-Cuellar, A.N. Pisarchik, and Y.O. Barmenkov, “Experimental characterization of hopping dynamics in a multistable fiber laser,” Phys. Rev. E 78, 035202(R) (2008).

Top-hat random fiber Bragg grating

We examined the possibility of using noise or pseudo-random variations of the refractive index in the design of fiber Bragg gratings (FBGs). We demonstrated theoretically and experimentally that top-hat FBGs may be designed and fabricated using this approach. The reflectivity of the fabricated top-hat FBG matches quite well with that of the designed one. © 2015 Optical Society of America.

Optimisation of random DFB Raman laser amplifier

We numerically optimise 2nd-order random DFB Raman laser amplifiers for transmission for the first time. Optical signal to noise ratio, nonlinear phase shift, signal power variation and the impact of the reflectivity of FBG are investigated in the links from 10 - 120 km.

Characterisation of random DFB Raman laser amplifier for WDM transmission

We perform a full numerical characterisation of half-open cavity random DFB Raman fibre laser amplifier schemes for WDM transmission in terms of signal power variation, noise and nonlinear impairments, showcasing the excellent potential of this scheme to provide amplification for DWDM transmission with very low gain variation.

Concurrent codes:a holographic-type encoding robust against noise and loss

Concurrent coding is an encoding scheme with 'holographic' type properties that are shown here to be robust against a significant amount of noise and signal loss. This single encoding scheme is able to correct for random errors and burst errors simultaneously, but does not rely on cyclic codes. A simple and practical scheme has been tested that displays perfect decoding when the signal to noise ratio is of order -18dB. The same scheme also displays perfect reconstruction when a contiguous block of 40% of the transmission is missing. In addition this scheme is 50% more efficient in terms of transmitted power requirements than equivalent cyclic codes. A simple model is presented that describes the process of decoding and can determine the computational load that would be expected, as well as describing the critical levels of noise and missing data at which false messages begin to be generated.

Transmission performance improvement using random DFB laser based Raman amplification and bidirectional second-order pumping

We demonstrate that a distributed Raman amplification scheme based on random distributed feedback (DFB) fiber laser enables bidirectional second-order Raman pumping without increasing relative intensity noise (RIN) of the signal. This extends the reach of 10 × 116 Gb/s DP-QPSK WDM transmission up to 7915 km, compared with conventional Raman amplification schemes. Moreover, this scheme gives the longest maximum transmission distance among all the Raman amplification schemes presented in this paper, whilst maintaining relatively uniform and symmetric signal power distribution, and is also adjustable in order to be highly compatible with different nonlinearity compensation techniques, including mid-link optical phase conjugation (OPC) and nonlinear Fourier transform (NFT).