Optical Heterodyne Simulation-Experiments on First-Order Correlation Measurements of Fluctuating Laser Beam

1978 ◽  
Vol 17 (8) ◽  
pp. 1377-1381 ◽  
Author(s):  
Yoshihiro Ohtsuka
Keyword(s):  
Laser Beam ◽  
Optical Heterodyne ◽  
Simulation Experiments ◽  
First Order

scholarly journals Excitation of Atomic Hydrogen by Proton Impact in the Presence of a Resonant Laser Field Using the First Order Magnus Approximation

1992 ◽  
Vol 45 (1) ◽  
pp. 47 ◽  
Author(s):  
Bhupat Sharma ◽  
Man Mohan
Keyword(s):  
Laser Beam ◽  
Computer Time ◽  
Dipole Approximation ◽  
Collision Dynamics ◽  
Hydrogen Atoms ◽  
Close Coupling ◽  
First Order ◽  
Resonant Laser ◽  
Atom Interaction ◽  
Transverse Polarisation

We consider proton collisions from hydrogen atoms in the presence of a laser beam (taken in the electric dipole approximation) that resonantly (or nearly resonantly) excites the hydrogen atoms from the Is to the 2p state. The laser beam is linearly polarised with polarisation either parallel (longitudinal) or perpendicular (transverse) to the direction of incidence of the proton. A non-perturbative quasi-energy approach is used to describe the laser-atom interaction, while the first-order Magnus approximation is used to describe the collision dynamics in the presence of the nearly resonant laser beam. We have calculated the integrated cross section o-(2s} for the excitation of the 2s state. It is found that 0-(2s} is small for longitudinal polarisation, as compared with transverse polarisation. We have also compared our field-free results obtained by using the first-order Magnus approximation to that obtained by the close-coupling approximation. Although both methods give excellent results, the former method is quite demanding in terms of computer time.

PHOTONIC PATTERN FABRICATION IN FUSED SILICA, BK7, ANDGe-DOPED BOROPHOSPHOSILICA GLASS BY A FEMTOSECOND LASER

2005 ◽  
Vol 14 (03) ◽  
pp. 305-309
Author(s):  
G. J. LEE ◽  
Y. H. JEONG ◽  
J. J. LEE ◽  
C. H. OH ◽  
E. K. KIM ◽  
...  
Keyword(s):  
Laser Beam ◽  
Defect Formation ◽  
Fused Silica ◽  
Photon Absorption ◽  
Circular Cavity ◽  
Absorption Process ◽  
First Order ◽  
Fs Laser ◽  
Refractive Index Grating ◽  
Made In

Photonic patterns were fabricated in fused silica, BK7, and Ge -doped borophosphosilica glass ( Ge -BPSG) using a focused femtosecond (fs)-laser beam. By focusing tens to hundreds of μJ fs-laser beam with a 10x microscope objective, we inscribed the semi-circular cavity patterns on the fused silica and the BK7. The inscribed hole diameters are 28 μm (fused silica) and 11 μm (BK7) at an input fluence of 71 J/cm2. This circular-cavity patterning is ascribed to the ablation via the multi-photon absorption process. For the application to functional devices, the surface relief gratings (SRGs) were made in fused silica and BK7 by focusing the fs-laser beam on the glass surface with a cylindrical lens and by translating the sample in the direction perpendicular to the focus line. The first-order diffraction efficiencies of the prepared SRGs are 34% (fused silica) and 14% (BK7). A refractive-index grating was also fabricated in the Ge -BPSG by using the two-beam interference method. The maximum index modulation of 2.5 × 10-3was obtained for 20,000 laser shots of 73 mJ/cm2per pulse. It is thought that the index modification occurs through the defect formation by the fs-laser irradiation.

Correlated Simulation Experiments in First-Order Response Surface Design

1987 ◽  
Vol 35 (5) ◽  
pp. 744-758 ◽  
Author(s):  
James R. Hussey ◽  
Raymond H. Myers ◽  
Ernest C. Houck
Keyword(s):  
Response Surface ◽  
Response Surface Design ◽  
Simulation Experiments ◽  
Surface Design ◽  
First Order

scholarly journals An Exploration of a Balanced Up-downwind Scheme for Solving Heston Volatility Model Equations on Variable Grids

2018 ◽  
Author(s):  
Chong Sun ◽  
Qin Sheng
Keyword(s):  
Finite Difference ◽  
Stochastic Volatility ◽  
Numerical Stability ◽  
Two Dimensional ◽  
Pricing Model ◽  
Simulation Experiments ◽  
First Order ◽  
Volatility Model ◽  
Option Pricing Model ◽  
Model Equations

This paper studies an effective finite difference scheme for solving two-dimensional Heston stochastic volatility option pricing model problems. A dynamically balanced up-downwind strategy for approximating the cross-derivative is implemented and analyzed. Semi-discretized and spatially nonuniform platforms are utilized. The numerical method comprised is simple, straightforward with reliable first order overall approximations. The spectral norm is used throughout the investigation and numerical stability is proven. Simulation experiments are given to illustrate our results.

scholarly journals Estimation Methods for a Flexible INAR(1) COM-Poisson Time Series Model

2018 ◽  
Vol 14 (1) ◽  
pp. 57-82 ◽  
Author(s):  
Y. Sunecher ◽  
N. Mamode Khan ◽  
V. Jowaheer
Keyword(s):  
Time Series ◽  
Real Life ◽  
Estimation Methods ◽  
Unknown Parameters ◽  
Simulation Experiments ◽  
Time Series Of Counts ◽  
First Order ◽  
Life Data ◽  
Data Application ◽  
Real Life Data

Abstract Time series of counts occur in many real-life situations where they exhibit various forms of dispersion. To facilitate the modeling of such time series, this paper introduces a flexible first-order integer-valued non-stationary autoregressive (INAR(1)) process where the innovation terms follow a Conway-Maxwell Poisson distribution (COM-Poisson). To estimate the unknown parameters in this model, different estimation approaches based on likelihood and quasi-likelihood formulations are considered. From simulation experiments and a real-life data application, the Generalized Quasi-Likelihood (GQL) approach yields estimates with lower bias than the other estimation approaches.

scholarly journals An Exploration of a Balanced Up-Downwind Scheme for Solving Heston Volatility Model Equations on Variable Grids

Algorithms ◽  
2019 ◽  
Vol 12 (2) ◽  
pp. 30 ◽  
Author(s):  
Chong Sun ◽  
Qin Sheng
Keyword(s):  
Finite Difference ◽  
Stochastic Volatility ◽  
Numerical Stability ◽  
Two Dimensional ◽  
Pricing Model ◽  
Simulation Experiments ◽  
First Order ◽  
Volatility Model ◽  
Option Pricing Model ◽  
Model Equations

This paper studies an effective finite difference scheme for solving two-dimensional Heston stochastic volatility option-pricing model problems. A dynamically balanced up-downwind strategy for approximating the cross-derivative is implemented and analyzed. Semi-discretized and spatially nonuniform platforms are utilized. The numerical method comprised is simple and straightforward, with reliable first order overall approximations. The spectral norm is used throughout the investigation, and numerical stability is proven. Simulation experiments are given to illustrate our results.

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