The Cross-Entropy Method for Continuous Multi-Extremal Optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.      

Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback

We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.     

A diffractive optical element for shaping arbitrary beams

A design method is presented for an optical element that shapes an arbitrary collimated beam. The optical element consists of a pair of diffractive optical elements (DOEs). The outgoing beam is also collimated, and can have any desired intensity profile. The phase functions of the DOEs are computed by minimizing an appropriate cost function under an energy conservation constraint.     

Characteristic functional equations of polynomials and the morera-carleman theorem

Several characteristic functional equations satisfied by classes of polynomials of bounded degree are examined in connection with certain generalizations of the Morera-Carleman Theorem. Certain functional equations which have nonanalytic polynomial solutions are also considered.