Thèses sur le sujet « Nonlinearitie »
Pour voir les autres types de publications sur ce sujet consultez le lien suivant : Nonlinearitie.
Créez une référence correcte selon les styles APA, MLA, Chicago, Harvard et plusieurs autres
Consultez les 50 meilleures thèses pour votre recherche sur le sujet « Nonlinearitie ».
À côté de chaque source dans la liste de références il y a un bouton « Ajouter à la bibliographie ». Cliquez sur ce bouton, et nous générerons automatiquement la référence bibliographique pour la source choisie selon votre style de citation préféré : APA, MLA, Harvard, Vancouver, Chicago, etc.
Vous pouvez aussi télécharger le texte intégral de la publication scolaire au format pdf et consulter son résumé en ligne lorsque ces informations sont inclues dans les métadonnées.
Parcourez les thèses sur diverses disciplines et organisez correctement votre bibliographie.
1
Fiscella, A. « VARIATIONAL PROBLEMS INVOLVING NON-LOCAL ELLIPTIC OPERATORS ». Doctoral thesis, Università degli Studi di Milano, 2014. http://hdl.handle.net/2434/245334.
Texte intégralRésumé :
My thesis deals with nonlinear elliptic problems involving a non-local integrodifferential operator of fractional type. Our main results concern the existence of weak solutions for these problems and they are obtained using variational and topological methods.
2
Craig, Duncan Wilson. « Optical nonlinearities in CdHgTe ». Thesis, Heriot-Watt University, 1987. http://hdl.handle.net/10399/1015.
Texte intégral
3
Markellos, Raphael N. « Nonlinearities and dynamics in finance ». Thesis, Loughborough University, 1999. https://dspace.lboro.ac.uk/2134/27402.
Texte intégralRésumé :
This thesis deals with a set of overlapping problems in finance and econometrics which involve nonlinearities and dynamics: nonlinear co-integration, asset pricing dynamics and nonparametric derivative asset pricing.
4
Darzi, Ayad K. R. « Picosecond studies of optical nonlinearities ». Thesis, Heriot-Watt University, 1991. http://hdl.handle.net/10399/1026.
Texte intégral
5
Milward, Jonathan Ray. « Electronic optical nonlinearities in ZnSe ». Thesis, Heriot-Watt University, 1991. http://hdl.handle.net/10399/858.
Texte intégral
6
Tsiotas, Georgios K. « Nonlinearities in stochastic volatility models ». Thesis, University of Essex, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.394112.
Texte intégral
7
Dixit, Atray (Atray Chitanya). « Methods for bounding genetic nonlinearities ». Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/117897.
Texte intégralRésumé :
Thesis: Ph. D. in Medical Engineering and Medical Physics, Harvard-MIT Program in Health Sciences and Technology, 2018.Cataloged from PDF version of thesis.
Includes bibliographical references.
Complex hierarchical structures are a hallmark of life. Within multicellular organisms, the building blocks of these structures are cells; within cells, they are genes. The interdependence of these building blocks is difficult to measure but is integral to the biological processes of health and disease, which emerge from the dynamism of thousands of interacting genes. This cooperativity manifests in particular mutations which accumulate over the course of cancer progression, gender-specific medical conditions, and transcription factor cocktails used to reprogram differentiated cells into stem cells. However, it is experimentally intractable to test the significance of perturbing every unique combination of genes. Instead, we explore gross features of this interaction space to determine how prevalent these synergies are. We take a top-down approach, creating new methods to measure the effects of removing genes from the full set. In the first, we develop a method to measure the transcriptional response to genetic perturbations across hundreds of thousands of cells revealing opposing classes of transcription factors regulating the immune response of dendritic cells. In the second, we create a method to measure how millions of combinations of genetic perturbations impact the growth rate of cancer cell lines.
by Atray Dixit.
Ph. D. in Medical Engineering and Medical Physics
8
Farah, Petros. « Ultrafast nonlinearities of metal nanostructures ». Thesis, University of Cambridge, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.648176.
Texte intégral
9
Kunde, Jens. « Optical control of ultrafast semiconductor nonlinearities / ». Zürich, 2001. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=13975.
Texte intégral
10
Øyen, Karsten. « Compensation of Loudspeaker Nonlinearities : - DSP implementation ». Thesis, Norwegian University of Science and Technology, Department of Electronics and Telecommunications, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-8839.
Texte intégralRésumé :
Compensation of loudspeaker nonlinearities is investigated. A compensation system, based a loudspeaker model (a computer simulation of the real loudspeaker), is first simulated in matlab and later implemented on DSP for realtime testing. So far it is a pure feedforward system, meaning that no feedback measurement of the loudspeaker is used. Loudspeaker parameters are drifting due to temperature and aging. This reduces the performance of the compensation. To fulfil the system, an online tracking of the loudspeaker linear parameters is needed (also known as parameter identification). Previous investigations (done by Andrew Bright and also Bo R. Pedersen) shows that the loudspeaker linear parameters can be found by calculations based on measurements of the loudspeakers current. This is a subject for further work. Without the parameter identification, the compensation system is briefly tested, with the loudspeaker diaphragm excursion as output measure. The loudspeaker output and the output of the loudspeaker model are both monitored, and the loudspeaker model is manually adjusted to fit the real loudspeaker. This is done by realtime tuning on DSP. The system seems to work for some input frequencies and do not work for others.
11
Kolossovski, Kazimir Mathematics & Statistics Australian Defence Force Academy UNSW. « Parametric solitons due to cubic nonlinearities ». Awarded by:University of New South Wales - Australian Defence Force Academy. School of Mathematics and Statistics, 2001. http://handle.unsw.edu.au/1959.4/38711.
Texte intégralRésumé :
The main subject of this thesis is solitons due to degenerate parametric four-wave mixing. Derivation of the governing equations is carried out for both spatial solitons (slab waveguide) and temporal solitons (optical fibre). Higher-order effects that are ignored in the standard paraxial approximation are discussed and estimated. Detailed analysis of conventional solitons is carried out. This includes discovery of various solitons families, linear stability analysis of fundamental and higher-order solitons, development of theory describing nonlinear dynamics of higher-order solitons. The major findings related to the stationary problem are bifurcation of a two-frequency soliton family from an asymptotic family of infinitely separated one-frequency solitons, jump bifurcation and violation of the bound state principle. Linear stability analysis shows a rich variety of internal modes of the fundamental solitons and existence of a stability window for higher-order solitons. Theory for nonlinear dynamics of higher-order solitons successfully predicts the position and size of the stability window, and various instability scenarios. Equivalence between direct asymptotic approach and invariant based approach is demonstrated. A general analytic approach for description of localised solutions that are in resonance with linear waves (quasi-solitons and embedded solitons) is given. This includes normal form theory and approximation of interacting particles. The main results are an expression for the amplitude of the radiating tail of a quasi-soliton, and a two-fold criterion for existence of embedded solitons. Influence of nonparaxiality on soliton stability is investigated. Stationary instability threshold is derived. The major results are shift and decreasing of the size of the stability window for higher-order solitons. The latter is the first demonstration of the destabilizing influence of nonparaxiality on higher-order solitons. Analysis of different aspects of solitons is based on universal approaches and methods. This includes Hamiltonian formalism, consideration of symmetry properties of the model, development of asymptotic models, construction of perturbation theory, application of general theorems etc. Thus, the results obtained can be extended beyond the particular model of degenerate four-wave mixing. All theoretical predictions are in good agreement with the results of direct numerical modeling.
12
Tsang, Hon Ki. « Optical nonlinearities in quantum well waveguides ». Thesis, University of Cambridge, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.385896.
Texte intégral
13
Hall, Katherine L. (Katherine Lavin). « Femtosecond nonlinearities in InGaAsP diode lasers ». Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12730.
Texte intégralRésumé :
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.Includes bibliographical references (leaves 171-182).
by Katherine Lavin Hall.
Ph.D.
14
Crawshaw, Stuart. « Control of systems with actuator nonlinearities ». Thesis, University of Cambridge, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621960.
Texte intégral
15
Zsurkis, Gabriel Florin. « Essays on Econometrics : Nonlinearities and Nonnormalities ». Doctoral thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/21656.
Texte intégralRésumé :
Doutoramento em Matemática Aplicada à Economia e à GestãoThis Dissertation consists of three independent papers on econometrics, having in common the fact that each of them proposes a new methodology to deal with issues caused by the departure from linearity and gaussianity assumptions. We start by introducing a simple and easy to implement procedure to test for multiple structural changes in persistence. An in-depth Monte Carlo analysis shows that the new procedure performs well under various DGPs with persistence changes. The application of the proposed test to OECD countries inflation reveals relevant statistical evidence of breaks in persistence for all countries. Overall, the persistence was high and non-mean-reverting until the early 80’s and subsequently decreased, which coincides with the beginning of the Great Moderation. Then, the second paper introduce a flexible framework able to capture some aspects of the potential nonlinear causal relationships between economic variables. More precisely, the proposed procedure estimates the expected time (ET) an outcome variable takes to cross a fixed threshold given a starting value and conditional on covariates. An application to the economic activity-yield spread relationship for the U.S. suggests that the yield spread may have an important role in stimulating a faster return to desirable growth rates when the economy is in contraction or faces weak growth. Moreover, negative yield spread values in the presence of positive and high industrial production growth rates leads to a quick return to negative growth rates and may trigger a recession. Finally, the third paper proposes a simple framework that allows us to take into account the magnitude of potential losses incurred throughout the investment horizon, denoted intra-horizon risk, in portfolio optimization. To this end, we introduce a novel nonparametric method to estimate the first passage probability function that only make use of the Markovian property of the returns. An empirical application is provided considering equity, bond and commodity Exchange Traded funds (ETFs). Our results suggest that the proposed framework indicates portfolios with lower expected time to reach the target return than those indicated by the Markowitz’ mean-variance approach with similar levels of intra-horizon risk, which may result in higher expected annualized return if the lower threshold that triggers a stop-loss decision is not crossed.
info:eu-repo/semantics/publishedVersion
16
Wu, Yuan-Yen. « Optical Nonlinearities in Semiconductors for Limiting ». Thesis, University of North Texas, 1990. https://digital.library.unt.edu/ark:/67531/metadc331203/.
Texte intégralRésumé :
I have conducted detailed experimental and theoretical studies of the nonlinear optical properties of semiconductor materials useful for optical limiting. I have constructed optical limiters utilizing two-photon absorption along with photogenerated carrier defocusing as well as the bound electronic nonlinearity using the semiconducting material ZnSe. I have optimized the focusing geometry to achieve a large dynamic range while maintaining a low limiting energy for the device. The ZnSe monolithic optical limiter has achieved a limiting energy as low as 13 nJ (corresponding to 300W peak power) and a dynamic range as large as 105 at 532 nm using psec pulses. Theoretical analysis showed that the ZnSe device has a broad-band response covering the wavelength range from 550 nm to 800 nm. Moreover, I found that existing theoretical models (e.g. the Auston model and the band-resonant model using Boltzmann statistics) adequately describe the photo-generated carriers refractive nonlinearity in ZnSe.
Material nonlinear optical parameters, such as the two-photon absorption coefficient β_2=5.5cm/GW, the refraction per unit carrier density σ_n=-0.8∗10^-21cm^3 and the bound electronic refraction n_2=-4∗10^-11esu, have been measured via time-integrated beam distortion experiments in the near field. A numerical code has been written to simulate the beam distortion in order to extract the previously mentioned material parameters. In addition, I have performed time-resolved distortion measurements that provide an intuitive picture of the carrier generation process via two-photon absorption.
I also characterized the optical nonlinearities in a ZnSe Fabry-Perot thin film structure (an interference filter). I concluded that the nonlinear absorption alone in the thin film is insufficient to build an effective optical limiter, as it did not show a net change in refraction using psec pulses. An innovative numerical program was developed to simulate the nonlinear beam propagation inside the Fabry-Perot structure. For comparison, pump-probe experiments were performed using both thin film and bulk ZnSe. The results showed relatively long carrier lifetimes (>300 psec) in both samples. A numerical code was written to fit the pump-probe experimental results. The fitting yielded that carrier lifetimes (recombination through traps), radiative decay rate, two-photon absorption coefficient as well as the free carrier absorption coefficient for ZnSe bulk material.
17
Tinkler, Lloyd. « Optical nonlinearities in semiconductor polariton waveguides ». Thesis, University of Sheffield, 2015. http://etheses.whiterose.ac.uk/11934/.
Texte intégralRésumé :
Waveguide polaritons are the quasi-particles arising from the strong coupling of quantum well excitons to the photonic mode of a waveguide. These are complimentary to the polaritons observed in semiconductor microcavities which in the two decades following their first observation have been a rich source of interesting physical phenomena such as parametric scattering, condensation, superfluidity and solitons. Whilst waveguide polaritons are a complimentary scheme they do have a number of important advantages over microcavities, firstly the use of total internal reflection to confine the photonic mode in principle affords lower losses and the reduced mode volume increases the coupling to quantum well excitons. Additionally the thin structure more naturally lends the system towards to fabrication of complex polaritonic devices. The waveguide polariton scheme was first investigated in the late 1980s and early 1990s however the lack of direct access to the dispersion hindered progress. Recently however advancements in photonics have led to the development of integrated grating couplers which are used in this thesis to couple light in and out of the waveguide structure. The relationship between the emission angle from these grating couplers and the internal wavevector is exploited in Chapter 3 to make the first unambiguous observations of waveguide polaritons by a direct observation of the characteristic anti-crossing dispersion indicative of the strong coupling regime. In the second half of Chapter 3 the design of the waveguide device was improved by adding further quantum wells to increase the Rabi-splitting and reduce the effect of absorption in the tail of the exciton line. It is then shown that the strong coupling regime is preserved in this device up to 100 K. In Chapter 4 it is shown that the interactions between polaritons inherited from the exciton component leads to an optical nonlinearity which causes the defocusing of high intensity beams travelling through the waveguide. This nonlinearity can be described as a negative nonlinear refractive index which can support the generation of single or pairs of dark-spatial solitons depending on the initial conditions. Finally this nonlinearity is also shown to persist to 100 K suggesting the possibility of future polaritonic devices operating at higher temperatures. In Chapter 5 it is shown that the curvature of the polariton dispersion in the anti-crossing regions gives rise to a massive group velocity dispersion which causes the dilation of injected pulses as they propagate along the waveguide. At high particle densities within the pulse this group velocity can be balanced against the optical nonlinearity arising from inter-particle interactions to form bright temporal solitons. Finally due to the comparable nonlinear-, diffractive- and dispersive-length scales it is shown that this system support the formation of a hereto unobserved hybrid of a spatially-dark and temporally-bright soliton. In this thesis waveguide polaritons are reintroduced as a complimentary system to microcavities and the first observations made of their formation and interactions. This thesis lays the foundation for future studies into waveguide polaritons and showcases their nonlinear properties through the study of spatio-temporal solitons.
18
Sundheimer, Michael Lee. « Cascaded second-order nonlinearities in waveguides ». Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/186881.
Texte intégralRésumé :
The cascaded second-order nonlinearity arising from the second-harmonic generation process in noncentrosymmetric media is a novel approach to achieving the nonlinear phase shifts required for all-optical signal processing. The research presented in this dissertation demonstrated and measured the cascaded second-order nonlinearity for the first time in viable integrated optical waveguide formats. Cascaded self-phase modulation was measured in potassium titanyl phosphate (KTiOPO₄ or KTP) segmented quasi-phasematched waveguides at wavelengths near 855 nm and in the optical fiber telecommunications window near 1.585 μm using picosecond and femtosecond pulses, respectively. Spectral modulation and broadening were observed on the output fundamental spectrum and compared to predictions from pulsed second-harmonic generation theory under conditions of group-velocity mismatch (temporal walk-off) and group-velocity dispersion. Peak cascaded phase shifts of the fundamental of approximately π at 855 nm were inferred with 690 W of peak guided power. Peak cascaded phase shifts of approximately π/2 were inferred at 1.585 μm with 760 W of peak power in the guide. Direct interferometric measurements of the magnitude and sign of the cascaded nonlinear phase shift of the fundamental were performed in temperature-tuned lithium niobate (LiNbO₃) channel waveguides at 1.32 μm. The cascaded phase shift was shown to change sign upon passing through the phasematching condition, as required by theory. Peak cascaded phase shifts of +0.53π and -0.13π were measured for 86 W peak power in these waveguides. A non-uniform temperature profile along the waveguide led to a non-uniform wavevector-mismatch along the guide, resulting in an enhanced positive phase shift and an increased temperature bandwidth for the phase shift. The phase shifts achieved in this research are large enough to be suitable for some all-optical signal processing functions.
19
Brick, Peter. « Coherent optical nonlinearities in semiconductor microstructures ». Diss., The University of Arizona, 2001. http://hdl.handle.net/10150/280073.
Texte intégralRésumé :
This dissertation presents investigations of fundamental optical nonlinearities in semi-conductor microstructures. Two distinct effects are studied. In the first part the excitonic optical Stark effect in InGaAs and GaAs multiple quantum-well structures is investigated by means of pump-probe spectroscopy. For nonresonant excitation below the excitonic transition the direction of the shift of the resonance depends on the polarization of the pump and probe pulses. In particular, for anti-circular polarization a surprising red-shift is observed. For resonant excitation, induced absorption energetically above and below the exciton transition and bleaching of the resonance is found. Experiments using both resonant and nonresonant excitation reveal the importance of bound and unbound two-exciton states in absorption changes of the 1s heavy-hole exciton resonance. It is found that higher-order Coulomb contributions determine the intensity as well as the time dependence of the differential excitonic absorption. In addition, the influence of light-hole excitons is analyzed. It is shown that the direction of the optical Stark shift for nonresonant excitation depends also sensitively on the heavy-hole to light-hole splitting and the detuning of the pump pulse. For very high pump intensities and nonresonant excitation the absorption is split when a circularly polarized pump and a linearly polarized probe beam are used. For co-circular excitation traces of hyper-Raman gain are observed. In the second part of this dissertation, the nonlinear optical response of semiconductor microcavities in the nonperturbative regime is studied in resonant single-beam transmission and pump-probe experiments. In both types of experiment, a pronounced third transmission peak lying spectrally between the two normal modes is observed. Its dependence on the probe intensity, pump intensity, pump-probe delay, exciton-cavity detuning and pump detuning is investigated. For single-beam transmission, the energy of the third peak parallels the position of the cavity resonance. It is more pronounced for circularly polarized excitation and lasts longer than the two normal modes. For pump-probe experiments, the third peak increases with decreasing probe intensity and increasing pump intensity. Its energy is close to the low-energy side of the pump spectrum and virtually unaffected by the cavity-exciton detuning. The appearance of the third peak requires temporal overlap of pump and probe pulses. The origin of this complex nonlinearity is the quantum nature of light, which induces intraband polarizations in the presence of a coherent driving field and a finite carrier density. It is found that the coupling of the intraband polarizations via guided modes to the polarization of the fundamental longitudinal mode is responsible for the third transmission peak. A fully quantized theory reproduces the experimental observations.
20
Sertkaya, Isa. « Nonlinearity Preserving Post-transformations ». Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605183/index.pdf.
Texte intégralRésumé :
Boolean functions are accepted to be cryptographically strong if they satisfy some
common pre-determined criteria. It is expected that any design criteria should remain invariant under
a large group of transformations due to the theory of similarity of secrecy
systems proposed by Shannon. One of the most important design criteria for
cryptographically strong Boolean functions is the nonlinearity criterion. Meier and
Staffelbach studied nonlinearity preserving transformations,
by considering the invertible transformations acting on the arguments of
Boolean functions, namely the pre-transformations. In this thesis, first, the
results obtained by Meier and Staffelbach are presented. Then, the invertible
transformations acting on the truth tables of Boolean functions, namely the post-transformations,
are studied in order to determine whether they keep the nonlinearity
criterion invariant. The equivalent counterparts of Meier and Staffelbach&rsquos results are obtained in terms of the post-transformations. In addition, the existence of nonlinearity preserving post-transformations, which are not equivalent to pre-transformations, is proved. The necessary and sufficient conditions for an affine post-transformation to preserve nonlinearity are proposed and proved. Moreover, the sufficient conditions for an non-affine post-transformation to keep nonlinearity invariant are proposed. Furthermore, it is proved that the smart hill climbing method, which is introduced to improve nonlinearity of Boolean functions by Millan et. al., is equivalent to applying a post-transformation to a single Boolean function. Finally, the necessary and sufficient condition for an affine pre-transformation to preserve the strict avalanche criterion is proposed and proved.
21
Wu, Meng-Chou. « Nonlinearity parameters of polymers ». W&M ScholarWorks, 1989. https://scholarworks.wm.edu/etd/1539623784.
Texte intégralRésumé :
Three types of acoustic nonlinearity parameters for solids are discussed. The results of measurements of these parameters for three polymers--polymethyl methacrylate, Polystyrene, and polysulfone--are presented.;The author has developed a new technique, using piezoelectric transducers directly bonded to the specimens, which allows the measurements of fundamental and second harmonics generated in the solids, and thereby the determination of nonlinearity parameter {dollar}\beta\sb3{dollar}, which is the ratio of a linear combination of second- and third-order elastic coefficients to the second-order elastic coefficient.;The second nonlinearity parameter, B/A can be determined from the temperature and pressure derivatives of the sound velocity. We derive its exact relationship for the case of solids. The results from the two techniques are shown to be consistent.;The pressure derivative of the sound velocity is also related to the Gruneisen parameter, which can be used to describe the anharmonicity of interactions in polymer molecules, especially of interchain vibrations. The interchain specific heat for these polymers is then calculated from the Gruneisen parameters; and the characterization of polymers by using these thermoacoustic parameters is discussed.
22
Dal-Cin, Mauro Mario. « Dealing with nonlinearities in catalytic rate modelling ». Thesis, University of Ottawa (Canada), 1989. http://hdl.handle.net/10393/5620.
Texte intégral
23
Thiery, Florian. « Evaluation of strong nonlinearities in hydropower systems ». Licentiate thesis, Luleå tekniska universitet, Material- och solidmekanik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-26375.
Texte intégralRésumé :
In hydropower systems, it is essential to avoid catastrophic failures that leads to human and economic losses. Unfortunately, the rotor can behave abnormally since several nonlinear effects occur during start-up, shut downs or when running at nominal speed. Weak nonlinear interaction in the tilting pad bearings, electromagnetic interaction between the generator and rotor or fluid-structure interaction in turbines are typical nonlinear effects that appear. Moreover, strong nonlinearities can also occur due to blade contacts and assembly errors. These types of nonlinearities can be strong in case of bad design of the rotor, and it could even lead to catastrophes in the worst case. Due to the complexity of the blade contact nonlinearity, it is first necessary to evaluate the general properties of the system using a simple model such as the Jeffcott rotor. Studies of nonlinearities are performed using common tools such as Poincare sections, bifurcation diagrams, Maximum Lyapunov Exponent, Lyapunov Spectrum and 3-dimensional plots of the Fast Fourier Transform . The results obtained are also compared with an experimental rig to validate the models proposed. The second part of the thesis is dedicated to real hydropower systems with complex geometry. A focus is made on the numerical methods to employ as well as reduction methods to gain computation time. The aim is to verify that the inherent properties of simple bladed are also present in complex systems. Further numerical simulations of the system at nominal speed will be studied as function of unbalance forces and damping properties. In this case, the tools used in simple rotors system can help us evaluate under which conditions a catastrophic failure can be avoided in any hydropower system.Godkänd; 2014; 20140211 (flothi); Nedanstående person kommer att hålla licentiatseminarium för avläggande av teknologie licentiatexamen. Namn: Florian Thiery Ämne: Hållfasthetslära/Solid Mechanics Uppsats: Evaluation of Strong Nonlinearities in Hydropower Systems Examinator: Professor Jan-Olov Aidanpää, Institutionen för teknikvetenskap och matematik, Luleå tekniska universitet Diskutant: Professor Ilmar Santos, Technical University of Denmark, Lyngby, Denmark Tid: Torsdag den 20 mars 2014 kl 09.00 Plats: E243, Luleå tekniska universitet
24
Boskovic, Aleksandra. « Short pulses and optical nonlinearities in fibres ». Thesis, Imperial College London, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.244282.
Texte intégral
25
Chu, Y. C. « Control of systems with repeated scalar nonlinearities ». Thesis, University of Cambridge, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.597669.
Texte intégralRésumé :
A class of discrete-time nonlinear systems is studied which is described by a standard linear state-equation except that each state-component is subject to an identical odd 1-Lipschitz nonlinearity. This may represent a class of recurrent neural networks. The emphasis is on the development of an approach that makes the best use of the fact that the nonlinearity on each state-component is the same. It is shown that the origin of such a system is globally stable, and an upper bound on the ℓ2-ℓ2 induced gain can be deduced, if a quadratic Lyapunov/storage function exists whose Hessian matrix is positive definite diagonally dominant. This reduces to finding such a matrix to satisfy appropriate Linear Matrix Inequalities, which is shown computationally tractable. In synthesis, it is assumed that the controller is also a nonlinear system of this form and has the same nonlinearity as the plant does. With appropriate assumptions on the stabilizability and detectability of the plant, all such controllers that would stabilize the closed-loop are parametrized. A result on performance synthesis is also given. For model reduction, the approach adopted is close to the conventional balanced truncation for stable linear systems, where the global ℓ2-ℓ2 error is the main concern. A model reduction algorithm is proposed based on the theoretical result obtained. The results are shown valid even when the nonlinearity is dynamic rather than static. Furthermore, using block-diagonal positive definite diagonally dominant matrices they can be extended to the more general case that the nonlinearities on different state-components may be partly but not all identical. It is easy to see that such a system is in fact a constant Linear Fractional Transformation of a diagonal odd 1-Lipschitz nonlinear operator, and the treatment given is an attempt to parallel the conventional treatment of an uncertain linear system described by a Linear Fractional Transformation. This is not trivial, however, due to the nonlinear nature. Still, the Linear Fractional Transformation framework of uncertain linear systems expands into the nonlinear systems to a large extent.
26
McLeod, Christopher W. « Effect of nonlinearities on orbit covariance propagation ». Thesis, Monterey, California : Naval Postgraduate School, 2013. http://hdl.handle.net/10945/37675.
Texte intégralRésumé :
Approved for public release; distribution is unlimitedThis thesis will examine the effect of nonlinearities on the propagation of orbit uncertainties in order to gain insight into the accurateness of the estimation of covariance with time. Many real-world applications rely on a first-order approximation of nonlinear equations of motion for propagation of orbit uncertainty. The nonlinear effects that are ignored during the linearization process can greatly influence the accuracy of the solution. A comparative analysis of linear and nonlinear orbit uncertainty propagation is presented in order to attempt to determine when linearized uncertainty becomes non-Gaussian. An examination of performance metrics is then accomplished to compare linearly propagated uncertainty to uncertainty propagated using a second-order approximation. An attempt is then made to develop a performance metric that determines when propagated uncertainty is no longer Gaussian. The results show it is difficult to determine a clear method of defining when the linear approximated uncertainty is no longer Gaussian, but there are metrics that can be implemented given a user-defined threshold of performance.
27
Goodwill, Dominic John. « Optical nonlinearities in III-V semiconductor waveguides ». Thesis, Heriot-Watt University, 1991. http://hdl.handle.net/10399/850.
Texte intégral
28
Caggiano, Giovanni. « Persistence and nonlinearities in macroeconomic time series ». Thesis, University of York, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.434106.
Texte intégral
29
CAVALCANTI, ANDRE ZACCUR UCHOA. « THE AMBROSETTI-PRODI THEOREM FOR LIPSCHITZ NONLINEARITIES ». PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2012. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20304@1.
Texte intégralRésumé :
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROCOORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
FUNDAÇÃO DE APOIO À PESQUISA DO ESTADO DO RIO DE JANEIRO
PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO
O estudo de equaçõe semi-lineares do tipo Ambrosetti-Prodi frequentemente usa regularidade da não linearidade. Nesse texto, consideramos nãoo linearidades Lipschitz. Os argumentos geométricos baseados em teoremas de função implícita são substituidos pelo uso de contrações adequadas.
The study of semi-linear equations of Ambrosetti-Prodi type frequently makes use of some smoothness of the nonlinearity. In this text, we consider Lipschitz nonlinearities. The geometric arguments based on implicit functions thoerems are replaced by appropriate contractive mappings.
30
Hultgren, Charles T. (Charles Timothy). « Femtosecond nonlinearities in AlGaAs diode laser amplifers ». Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/32621.
Texte intégralRésumé :
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.Includes bibliographical references (leaves 141-148).
by Charles Timothy Hultgren.
Ph.D.
31
Somaschi, Niccolo. « Engineering nonlinearities in organic and hybrid microcavities ». Thesis, University of Southampton, 2014. https://eprints.soton.ac.uk/363126/.
Texte intégralRésumé :
Semiconductor microcavities represent a rich playground for the investigation and exploitation of fundamental light{matter interaction as well as opto{electronic devices. Due to strong interaction of confined photons with electronic excitations new quasiparticles are formed, known as exciton{polaritons. These new eigenstates play a key role in a various number of intriguing effects like Bose-Einstein condensation and superfluidity due to their light-matter duality which unifies at the same time small effective mass and strong inter-particles interaction. Meanwhile, research achievements in the study of organic light emitting diodes and organic trasistors combined with strong advancements of the fabrication technologies has propelled the organic photonic and electronic field. In the present thesis the physics of organic microcavities is explored with particular attention at the limiting factors which prevent from the observation of cooperative non-linear phenomena. Such structural and material issues are addressed by following new engineeristic approaches. The inclusion of different organic dyes in the cavity active region is demonstrated to enhance polariton population density by direct intracavity pumping or either provide new efficient channels for particles relaxation. Inspired by a similar design, an hybrid organic{inorganic microcavity which exploits coupling of organic with inorganic quantum well excitons (Frenkel and Wannier{Mott) in a light emitting diode scheme is presented. Within this system, the optical cavity mode simultaneously couples to both excitonic transitions for the formation of mixed polariton states. The new bosonic eigenstates which arise from photon{mediated hybridiazation of Frenkel and Wannier-Mott excitons are predicted to exhibit large radius, small saturation density and large oscillator strength. Results from the optical characterization enlighten the enhancement of nonlinear properties of such hybrid polaritons while observation of strong coupling regime under electrical injection suggests the possibility for an effective exploitation of such unique polaritonic features in a electro-optic device.
32
Free, Jillian Chodak. « Rapid Modelling of Nonlinearities in Heat Transfer ». Diss., Virginia Tech, 2017. http://hdl.handle.net/10919/74885.
Texte intégralRésumé :
Heat transfer systems contain many sources of nonlinearity including temperature dependent
material properties, radiation boundary conditions, and internal source terms. Despite progress in numerical simulations, producing accurate models that can predict these complex behaviors are still encumbered by lengthy processing times. Accurate models can be produced quickly by utilizing projection Reduced Order Modeling (ROM) techniques. For discretized systems, the Singular Value Decomposition technique is the preferred approach but has had limited success on treating nonlinearities. In this research, the treatment of nonlinear temperature dependent material properties was incorporated into a ROM. Additional sources of nonlinearities such as radiation boundary conditions, temperature dependent source heating terms, and complex geometry were also integrated. From the results, low conductivity, highly nonlinear material properties were predicted by the ROM within 1% of full order models, and additional nonlinearities were predicted within 8%. A study was then done to identify initial snapshots for use in developing a ROM that can accurately predict results across a wide range of inputs. From this, a step function was identified as being the most accurate and computationally efficient. The ROM was further investigated by a discretization study to assess computational gains in both 1D and 3D models as a function of mesh density. The lower mesh densities in the 1D and 3D ROMs resulted in moderate computational times (up to 40 times faster). However, highly discretized systems such as 5000 nodes in 1D and 125000 nodes in 3D resulted in computational gains on the order of 2000 to 3000 times faster than the full order model.Ph. D.
33
Andrews, James Herbert. « Third-order optical nonlinearities in organic chromophores ». Case Western Reserve University School of Graduate Studies / OhioLINK, 1995. http://rave.ohiolink.edu/etdc/view?acc_num=case1062765754.
Texte intégral
34
COOMBS, DOUGLAS MORGAN. « DETECTION OF STRUCTURAL NONLINEARITIES USING COMBINED COHERENCE ». University of Cincinnati / OhioLINK, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1065703058.
Texte intégral
35
Roberts, Peter D. « Ultrafast optical nonlinearities in InGaAsP waveguide devices ». Thesis, University of St Andrews, 1996. http://hdl.handle.net/10023/13806.
Texte intégralRésumé :
This thesis presents an investigation of the enhanced intensity-dependent refractive nonlinearity in optical amplifiers biased to transparency. Nonlinearities in an optical amplifier with a bulk active region and in optical amplifiers containing four, eight and sixteen quantum wells were compared using picosecond and femtosecond duration pulses generated using colour-centre lasers. Measurements of nonlinear absorptive and refractive dynamics in the amplifiers were performed using pump-probe and time-division interferometry techniques. A curve fitting function was used to distinguish nonlinearities from the measured dynamics. Carrier-heating, caused predominantly by free-carrier absorption, and virtual effects were found to be the most important nonlinearities in optical amplifiers biased to transparency. A strong correlation of the magnitude of the carrier-heating effect with the thickness of the amplifier active regions was observed. A novel measurement of the intensity dependence of the current required to bias optical amplifiers to transparency was performed using a technique which monitored the opto-electronic voltage across the amplifiers. The measurement showed that the transparency current increased linearly with intensity in the 4 QW and 8 QW amplifiers as a result of carrier-heating. Measurements performed on the 16 QW and bulk amplifiers showed a nonlinear variation of transparency current with intensity. These measurements were supplemented with a pump-probe investigation which revealed a negative trend in the transmission with a time constant in excess of 200 ps. It was suggested that a saturation effect related to the amount of heat added to the carrier distribution through free-carrier absorption was responsible for both of these effects. All-optical switching of picosecond pulses via the investigated enhanced nonlinearity was demonstrated in a polarisation switch, constructed using the bulk amplifier, and a nonlinear directional coupler. The optical powers required to perform optical switching were 1.6 W and 5.8 W respectively.
36
Walsh, Gary F. « Engineering optical nonlinearities in metal nanoparticle arrays ». Thesis, Boston University, 2013. https://hdl.handle.net/2144/12244.
Texte intégralRésumé :
Thesis (Ph.D.)--Boston UniversityMetal nanostructures supporting localized surface plasmon (LSP) resonances are an emerging technology for sensing, optical switching, radiative engineering, and solar energy harvesting, among other applications. The unique property of LSP resonances that enable these technologies is their ability to localize and enhance the optical field near the surface of metal nanoparticles. However, many questions still remain regarding the effects of nanoparticle coupling on the linear and nonlinear optical properties of these structures. In this thesis, I investigate the role of long-range photonic and near-field plasmonic coupling on the linear and nonlinear optical properties of metal nanoparticles in periodic and deterministic aperiodic arrays within a combined experimental and theoretical framework. In particular, I have developed optical characterization techniques to study various properties of planar metal nano-cylinder arrays fabricated by electron beam lithography (EBL). These include the effect of Fano-type coupling between structural grating modes and LSP resonances on linear diffraction and second harmonic generation (SHG), the influence of near-field coupling on the efficiency of plasmon enhanced metal photoluminescence (PL), the dependence of two-photon PL (TPPL) on nanoparticle size, and the multi-polar nature of SHG from planar plasmonic arrays. Experimental results are fully supported by linear scattering theory of the near and far-field properties of particle arrays based on a range of analytical, semi-analytical, and fully numerical techniques. The breadth of computational methods used allows the investigation of a wide range of structures including large aperiodic arrays with hundreds of discrete particles and periodic arrays with realistic particle shapes, substrates, and excitation conditions. The technological potential of engineered plasmonic structures is demonstrated by enhanced vibrational sum frequency generation (VSFG) spectroscopy, a novel nonlinear sensing technique. These studies have revealed design principles for engineering the interplay of photonic and plasmonic coupling for future linear and nonlinear plasmonic devices for sensing, switching, and modulation. The optical characterization techniques developed in this thesis may additionally be used across a wide range of devices in photonics and nano-optics.
37
Odungide, Mfon. « Exploring Optical Nonlinearities in III-V Semiconductors ». Thesis, Université d'Ottawa / University of Ottawa, 2019. http://hdl.handle.net/10393/39947.
Texte intégralRésumé :
This Master’s dissertation focuses on exploring optical nonlinearities in IIIV semiconductors. This work covers a range of III-V materials and a few
devices. To begin with, optical characterization of Aluminium Gallium Arsenide (AlGaAs) waveguides with enhanced nonlinear optical interactions
was carried out. We have experimentally demonstrated wide conversion
ranges andhigh conversion efficiencies for four-wavemixing inAlGaAswaveguides with three different geometries. In addition to that, both linear and
nonlinear losses in each of these geometries were explored.
AlGaAs represents only one compound of the large group of III-V semiconductors. To explore the potentials of other semiconductors compounds of this
group for nonlinear optics, it is imperative to have information about refractive indices of different III-V compounds. This refractive index information
is only available for some binary compounds in isolated spectral windows.
In this thesis, we developed a model capable of predicting the values of the
refractive indices of binary, ternary and quaternary III-V semiconductor compounds from the values of their band-gap energies.
We compared the value predicted by our proposed model with existing experimental data and it was found not only is the predicted values in good
agreement with the known values, but also has a lower error margin when
compared to previously reported models. Finally, in quest for more suitable
material platform for nonlinear photonic integration at different wavelength
ranges, a detailed analysis of other potential III-V compounds not previously
explored for photonic integration is presented.
38
BOSCO, ALESSIO. « All-Optical Processing by Second Order Nonlinearities ». Doctoral thesis, La Sapienza, 2005. http://hdl.handle.net/11573/916893.
Texte intégral
39
Kulig, Gabriel, et Gustav Wallin. « R/2R DAC Nonlinearity Compensation ». Thesis, Linköpings universitet, Elektroniksystem, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-84481.
Texte intégralRésumé :
The resistor ladder (R/2R) digital-to-analogue converter (DAC) architecture is often used in high performance audio solutions due to its low-noise performance. Even high-end R/2R DACs suffer from static nonlinearity distortions. It was suspected that compensating for these nonlinearities would be possible. It was also suspected that this could improve audio quality in audio systems using R/2R DACs for digital-to-analogue (A/D) conversion. Through the use of models of the resistor ladder architecture a way of characterizing and measuring the faults in the R/2R DAC was created. A compensation algorithm was developed in order to compensate for the nonlinearities. The performance of the algorithm was simulated and an implementation of it was evaluated using an audio evaluation instrument. The results presented show that it is possible to increase linearity in R/2R DACs by compensating for static nonlinearity distortions. The increase in linearity can be quite significant and audible for the trained ear.
40
Biswas, Tapan Kanti. « Analysis of semiconductor laser nonlinearity ». Thesis, University of Ottawa (Canada), 1991. http://hdl.handle.net/10393/7648.
Texte intégralRésumé :
In this thesis a theoretical model of laser nonlinearity is analysed and the intermodulation noise is calculated. The large-signal-model of the laser rate equations is used in the analysis. An output-to-input approach is used to obtain a general system equation for the laser and then Volterra series expansion is applied to the system equation to obtain system transfer functions. First, the nth-order Volterra transfer functions, $G\sb{n}$($w\sb1$, ...,$w\sb{n}$), from output to input are calculated. Then, based on harmonic balance the forward Volterra transfer functions, $F\sb{n}$($w\sb1$, ...,$w\sb{n}$), are calculated from $G\sb{n}$($w\sb1$, ...,$w\sb{n}$), and these $F\sb{n}$($w\sb1$, ...,$w\sb{n}$), are used to model the frequency dependent form input-to-output nonlinearities of the laser. The theoretical models for second harmonic (2HD), third harmonic (3HD) and third-order intermodulation (IMD) distortions are expressed in terms of signal frequency, optical modulation depth and laser parameters. Using the Mircea-Sinnreich equations, intermodulation spectra are computed. Harmonic distortions and third-order intermodulation distortion for various carrier (C) levels have been computed and variations of 2HD/C, 3HD/C and IMD/C with frequency and D.C. bias are shown graphically. This system analysis are compared with previously published results and a good agreement is found. (Abstract shortened by UMI.)
41
Xiong, Chunle. « Nonlinearity in photonic crystal fibres ». Thesis, University of Bath, 2008. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.512286.
Texte intégralRésumé :
This thesis introduces the linear and nonlinear properties of photonic crystal fibre (PCF), describes the fabrication and characterisation of different PCFs, and demonstrates their applications to supercontinuum (SC) generation and single-photon sources. The linear properties of PCF include endlessly single-mode transmission, highly controllable dispersion and birefringence. These unique properties have made PCFs the best media to demonstrate all kinds of nonlinear effects such as self-phase modulation (SPM), cross-phase modulation (XPM), Raman effects, four-wave mixing and modulation instability (FWM and MI), and soliton effects. The combination of these nonlinear effects has led to impressive spectral broadening known as SC generation in PCFs. The intrinsic correlation of signal and idler photons from FWM has brought PCF to the application of single-photon generation. Four projects about SC generation were demonstrated. The first was visible continuum generation in a monolithic PCF device, which gave a compact, bright (-20 dBm/nm), flat and single-mode visible continuum source extending to short wavelength at 400 nm. The second was polarised SC generation in a highly bire-fringent PCF. A well linearly polarised continuum source spanning 450-1750 nm was achieved with >99% power kept in a single linear polarisation. This polarised continuum source was then applied to tuneable visible/UV generation in a BIBO crystal. The third was residual pump peak removal for SC generation in PCFs. The fourth was to design an all-fibre dual-wavelength pumping for spectrally localised continuum generation. Two projects about photon pair generation using FWM were then demonstrated. One was an all-fibre photon pair source designed in the telecom band for quantum communication. This source achieved >50% heralding efficiency which is the highest in fibre photon pair sources reported so far. Another one was to design birefringent PCFs for naturally narrow band photon pair generation in the Si SPAD high detection efficiency range. 0.122 nm bandwidth signal photons at 596.8 nm were generated through cross polarisation phase matched FWM in a weakly birefringent PCF pumped by a picosecond Ti:Sapphire laser at 705 nm in the normal dispersion regime.
42
Ye, Yufeng S. M. Massachusetts Institute of Technology. « Nonlinearity engineering with the Quarton ». Thesis, Massachusetts Institute of Technology, 2020. https://hdl.handle.net/1721.1/127318.
Texte intégralRésumé :
Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, May, 2020Cataloged from the official PDF of thesis.
Includes bibliographical references (pages 59-62).
In this thesis, we show the principles and applications of a new technique we call "nonlinearity engineering" using a recent superconducting qubit, the Quarton. In traditional nonlinear optics, nonlinear effects are usually weak perturbations to linear interactions. Similarly, microwave quantum optics with superconducting circuits relies on the Josephson junction for a negative Kerr nonlinearity that is much weaker than its associated linear energy. Recently, a new superconducting qubit known as the "Quarton" can offer non-perturbatively strong nonlinearity. Here, we demonstrate the general principle of using the Quarton's positive Kerr and zero linear energy to perform nonlinearity engineering, i.e. the selective design of the nonlinear properties of microwave artificial atoms, metamaterials, and photons in a manner that (to the best of our knowledge) has no optical analog. We show that for Quarton mediated light-matter coupling, the Quarton can erase or amplify the nonlinearity of artificial atoms and metamaterials. Without nonlinearity, matter behaves light-like and we find (to our best knowledge) the first theoretical demonstration of cross-Kerr between linear microwave photon modes. We extend these fundamental results and provide a practical application by designing a Josephson traveling wave photon detector
by Yufeng Ye.
S.M.
S.M. Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science
43
Bai, Jing. « Optimization of Optical Nonlinearities in Quantum Cascade Lasers ». Diss., Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/19797.
Texte intégralRésumé :
Nonlinearities in quantum cascade lasers (QCL¡¯s) have wide applications in wavelength tunability and ultra-short pulse generation. In this thesis, optical nonlinearities in InGaAs/AlInAs-based mid-infrared (MIR) QCL¡¯s with quadruple resonant levels are investigated. Design optimization for the second-harmonic generation (SHG) of the device is presented. Performance characteristics associated with the third-order nonlinearities are also analyzed.
The design optimization for SHG efficiency is obtained utilizing techniques from supersymmetric quantum mechanics (SUSYQM) with both material-dependent effective mass and band nonparabolicity. Current flow and power output of the structure are analyzed by self-consistently solving rate equations for the carriers and photons. Nonunity pumping efficiency from one period of the QCL to the next is taken into account by including all relevant electron-electron (e-e) and longitudinal (LO) phonon scattering mechanisms between the injector/collector and active regions. Two-photon absorption processes are analyzed for the resonant cascading triple levels designed for enhancing SHG. Both sequential and simultaneous two-photon absorption processes are included in the rate-equation model. The current output characteristics for both the original and optimized structures are analyzed and compared. Stronger resonant tunneling in the optimized structure is manifested by enhanced negative differential resistance. Current-dependent linear optical output power is derived based on the steady-state photon populations in the active region. The second-harmonic (SH) power is derived from the Maxwell equations with the phase mismatch included. Due to stronger coupling between lasing levels, the optimized structure has both higher linear and nonlinear output powers. Phase mismatch effects are significant for both structures leading to a substantial reduction of the linear-to-nonlinear conversion efficiency. The optimized structure can be fabricated through digitally grading the submonolayer alloys by molecular beam epitaxy (MBE).
In addition to the second-order nonlinearity, performance characteristics brought by the third-order nonlinearities are also discussed, which include third-harmonic generation (THG) and intensity dependent (Kerr) refractive index. Linear to third-harmonic (TH) conversion efficiency is evaluated based on the phase-mismatched condition. The enhanced self-mode-locking (SML) effect over a typical three-level laser is predicted, which will stimulate further investigations of pulse duration shortening by structures with multiple harmonic levels.
44
Åsbrink, Stefan E. « Nonlinearities and regime shifts in financial time series ». Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-866.
Texte intégralRésumé :
This volume contains four essays on various topics in the field of financial econometrics. All four discuss the properties of high frequency financial data and its implications on the model choice when an estimate of the capital asset return volatility is in focus. The interest lies both in characterizing "stylized facts" in such series with time series models and in predicting volatility. The first essay, entitled A Survey of Recent Papers Considering the Standard & Poor 500 Composite Stock Index, presents recent empirical findings and stylized facts in the financial market from 1987 to 1996 and gives a brief introduction to the research field of capital asset return volatitlity models and properties of high frequency financial data. As the title indicates, the survey is restricted to research on the well known Standard & Poor 500 index. The second essay, with the title, Stylized Facts of Daily Return Series and the Hidden Markov Model, investigates the properties of the hidden Markov Model, HMM, and its capability of reproducing stylized facts of financial high frequency data. The third essay, Modelling the Conditional Mean and Conditional Variance: A combined Smooth Transition and Hidden Markov Approach with an Application to High Frequency Series, investigates the consequences of combining a nonlinear parameterized conditional mean with an HMM for the conditional variance when characterization of stylized facts is considered. Finally, the fourth essay entitled, Volatility Forecasting for Option Pricing on Exchange Rates and Stock Prices, investigates the volatility forecasting performance of some of the most frequently used capital asset return volatility models such as the GARCH with normal and t-distributed errors, the EGARCH and the HMM. The prediction error minimization approach is also investigated. Each essay is self-contained and could, in principle, be read in any order chosen by the reader. This, however, requires a working knowledge of the properties of the HMM. For readers less familiar with the research field the first essay may serve as an helpful introduction to the following three essays.Diss. Stockholm : Handelshögsk.
45
Hatzinakos, Dimitrios. « Effects of amplifier nonlinearities on multilevel PAM schemes ». Thesis, University of Ottawa (Canada), 1986. http://hdl.handle.net/10393/5031.
Texte intégral
46
Åsbrink, Stefan E. « Nonlinearities and regime shifts in financial time series / ». Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/439.htm.
Texte intégral
47
McKearney, James F. « Analysis of nonlinearities in a voltage-controlled oscillator ». Master's thesis, This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-01122010-020048/.
Texte intégral
48
Smith, Euan Christopher. « Ultrafast third-order nonlinearities in novel zwitterionic molecules ». Thesis, Heriot-Watt University, 1998. http://hdl.handle.net/10399/599.
Texte intégral
49
Neilson, David Thomas. « Optical nonlinearities and switching in InGaAs quantum wells ». Thesis, Heriot-Watt University, 1993. http://hdl.handle.net/10399/1515.
Texte intégral
50
Dye, S. P. « Compensation techniques for Mach Zehnder intensity modulator nonlinearities ». Thesis, University of Kent, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308829.
Texte intégral