Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage) stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and future research is described. Bibliography: 49 titles. __________ Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129.     

Periodic Integrable Systems with Delta-Potentials

In this paper we study root system generalizations of the quantum Bose-gas on the circle with pair-wise delta-function interactions. The underlying symmetry structures are shown to be governed by the associated graded algebra of Cherednik's (suitably filtered) degenerate double affine Hecke algebra, acting by Dunkl-type differential-reflection operators. We use Gutkin's generalization of the equivalence between the impenetrable Bose-gas and the free Fermi-gas to derive the Bethe ansatz equations and the Bethe ansatz eigenfunctions.     

Chaos and hyperchaos in a gyrotron

We study oscillation in a gyrotron with allowance for reflections from an output horn. Regions with different system behaviors, such as stationary oscillation, self-modulation, and complex-dynamics regimes are found in the parameter plane. The scenarios of appearance of chaotic oscillations are considered. It is shown that they can emerge via either a sequence of period-doubling bifurcations or destruction of quasiperiodic motion. For chaotic attractors, Lyapunov exponents are calculated and their dimensions are estimated on the basis of the Kaplan-Yorke formula. The dimension values turn out to be anomalously large, which is stipulated by the presence of a large number of high-Q eigenmodes in the gyrotron cavity due to operation near the cutoff frequency of an electrodynamic system. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 49, No. 10, pp. 887–899, October 2006.     

Performance engineering and topological design of metro WDM opticalnetworks using computer simulation

This paper demonstrates the use of computer simulation for topological design and performance engineering of transparent wavelength-division multiplexing metropolitan-area networks. Engineering of these networks involves the study of various transport-layer impairments such as amplifier noise, component ripple, chirp/dispersion, optical crosstalk, waveform distortion due to filter concatenation, fiber nonlinearities, and polarization effects. A computer simulation methodology composed of three main simulation steps is derived and implemented. This methodology obtains performance estimations by applying efficient wavelength-domain simulations on the entire network topology, followed by time-/frequency-domain simulations on selected paths of the network and finally Q-budgeting on an identified worst case path. The above technique provides an efficient tool for topological design and network performance engineering. Accurate simulation models are presented for each of the performance impairments, and the computer simulation methodology is used for the design and engineering of a number of actual metro network architectures     

Study of hydrogen diffusion in boron/germanium codoped optical fiber

Presents a novel technique for studying the dynamics of hydrogen diffusion in optical fiber. It shows that the hydrogen contributes directly to the effective refractive index of the fiber by its dielectric susceptibility. It provides a simple theory that relates the refractive index change to the total hydrogen concentration in the fiber core. It also deduces that there is a small contribution of less than 5% to the refractive index through the photoelastic effect. A low-finesse fiber Bragg grating Fabry-Perot interferometer allows the determination of the evolution of the hydrogen concentration in situ. The experimental results obtained for isothermal and isobaric diffusion between 45/spl deg/C and 90/spl deg/C yielded values for the parameters of Arrhenius-type expressions for the diffusivity, permeability, and solubility of hydrogen in germanium/boron codoped single-mode fiber. In addition, least squares curve-fits for outdiffusion yielded the gas-phase mass-transfer coefficient as a function of temperature.     

Systematic characterization of Cl2 reactive ion etchingfor improved ohmics in AlGaN/GaN HEMTs

Pre-metal-deposition reactive ion etching (RIE) was performed on an Al_0.3Ga_0.7N/AlN/GaN heterostructure in order to improve the metal-to-semiconductor contact resistance. An optimum AlGaN thickness for minimizing contact resistance was determined. An initial decrease in contact resistance with etching time was explained in terms of removal of an oxide surface layer and/or by an increase in tunnelling current with the decrease of the AlGaN thickness. The presence of a dissimilar surface layer was confirmed by an initial nonuniform etch depth rate. An increase in contact resistance for deeper etches was experienced. The increase was related to depletion of the two-dimensional (2-D) electron gas (2-DEG) under the ohmics. Etch depths were measured by atomic force microscopy (AFM). The contact resistance decreased from about 0.45 Ωmm for unetched ohmics to a minimum of 0.27 Ωmm for 70 Å etched ohmics. The initial thickness of the AlGaN layer was 250 Å. The decrease in contact resistance, without excessive complications on device processing, supports RIE etching as a viable solution to improve ohmic contact resistance in AlGaN/GaN HEMTs     

A concise process technology for 3-D suspended radio frequency micro-inductors on silicon substrate

In this letter, a concise process technology is proposed for the first time to enable the fabrication of good quality three-dimensional (3-D) suspended radio frequency (RF) micro-inductors on bulk silicon, without utilizing the lithography process on sidewall and trench-bottom patterning. Samples were fabricated to demonstrate the applicability of the proposed process technology.     

New insights in polarity-dependent oxide breakdown for ultrathin gate oxide

In this work, a quantitative analysis is applied to resolve the newly reported polarity-dependent charge-to-breakdown (Q/sub BD/) data from thick oxides of 6.8 nm down to ultrathin oxides of 1.9 nm. Three independent sets of Q/sub BD/ data, i.e., n/sup +/poly/NFET stressed under inversion and accumulation, and p/sup +/ poly/PFET under accumulation are carefully investigated. The Q/sub BD/ degradation observed for p-type anodes, either poly-Si or Si-substrate, can be nicely understood with the framework of maximum energy released by injected electrons. Thus, this work provides a universal and quantitative account for a variety of experimental observations in the time-to-breakdown (T/sub BD/) and Q/sub BD/ polarity-dependence of oxide breakdown.     

Reduced and differential parallel interference cancellation forCDMA systems

Since code division multiple access systems in multipath environments suffer from multiple access interference (MAI), multiuser detection schemes should be used in the receivers. Parallel interference cancellation (PIC) is a promising method to combat MAI due to its relatively low computational complexity and good performance. It is shown that the complexity of PIC is still high for realistic scenarios in terms of the symbol rate, the number of users, spreading gain, and multipath components. However, two novel methods are introduced to reduce significantly the complexity without sacrificing performance. The first approach, called reduced PIC, takes advantage of the composition of the interference to concentrate interference cancellation only on significant terms. The second approach, called differential PIC, exploits the multistage character of PIC to avoid unnecessary double calculations of certain terms in consecutive stages. It is shown that a combination of both approaches leads to a performance very close to the single-user bound whereas the complexity can be kept on the order of the conventional RAKE receiver     

A comparison between different PMD compensation techniques

We quantify the benefits of using different techniques for compensation of polarization mode dispersion (PMD) in fiber-optic communication systems by means of numerical simulations. This is done both with respect to PMD-induced pulse broadening and in terms of system outage probability for different data formats [nonreturn-to-zero (NRZ) and return-to-zero (RZ)]. Attention is focused on simple and relevant single- and double-stage post-transmission compensators with a few degrees of freedom (DOF). It is generally believed that a PMD compensator with a polarization controller and a variable delay line can only compensate the PMD to the first order. We show, from analytical results, the counterintuitive fact that this scheme can also partially compensate for higher order PMD. We also investigate the benefit of using a polarizer as compensation element where the optical average power can be used as a feedback signal