Search results for "Quadrature"
showing 10 items of 50 documents
Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
2010
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral transform of Wiener-Hopf type into the equation governing the characteristic function. Once this equation is rewritten as partial integro-differential equation, it is then solved by applying the method of convolution quadrature originally proposed by Lubich, here extended to deal with this particular integral transform. The proposed approach is relevant for two reasons: 1) Statistics of systems with several different drift terms can be handled in an efficie…
The problem of analytical calculation of barrier crossing characteristics for Levy flights
2008
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.
Characterization of dual-polarization analogue radio over fiber fronthaul for LTE C-RAN architecture
2016
En este artículo se presentan los resultados de la medición ampliada de la radio analógica de doble polarización (DP) sobre fibra (RoF) en una arquitectura de red de acceso radio en la nube (C-RAN) de evolución a largo plazo (LTE). Esta técnica se propone para las conexiones de fibra entre las oficinas centrales y las estaciones base remotas. Se investigan varias longitudes de fibra óptica para determinar el mejor rendimiento del sistema en términos de magnitud de vector de error (EVM) y tasa de error de bit. La distancia máxima alcanzada para el caso de un ancho de banda LTE de 20 MHz es de 50 km, mostrando un valor de EVM admisible del 8,5% a la frecuencia de radio de 2,6 GHz cuando se ut…
On the Correlation and Ergodic Properties of the Squared Envelope of SOC Rayleigh Fading Channel Simulators
2012
Published version of an article in the journal: Wireless Personal Communications. Also available from the publisher at: http://dx.doi.org/10.1007/s11277-011-0493-2 In this paper, we investigate the correlation and ergodic properties of the squared envelope of a class of autocorrelation-ergodic (AE) sum-of-cisoids (SOC) simulation models for mobile Rayleigh fading channels. Novel closed-form expressions are presented for both the ensemble and the time autocorrelation functions (ACFs) of the SOC simulation model’s squared envelope. These expressions have been derived by assuming that the SOC model’s inphase and quadrature (IQ) components have arbitrary autocorrelation and cross-correlation pr…
An adaptive method for Volterra–Fredholm integral equations on the half line
2009
AbstractIn this paper we develop a direct quadrature method for solving Volterra–Fredholm integral equations on an unbounded spatial domain. These problems, when related to some important physical and biological phenomena, are characterized by kernels that present variable peaks along space. The method we propose is adaptive in the sense that the number of spatial nodes of the quadrature formula varies with the position of the peaks. The convergence of the method is studied and its performances are illustrated by means of a few significative examples. The parallel algorithm which implements the method and its performances are described.
Gaussian quadrature rule for arbitrary weight function and interval
2005
Abstract A program for calculating abscissas and weights of Gaussian quadrature rules for arbitrary weight functions and intervals is reported. The program is written in Mathematica. The only requirement is that the moments of the weight function can be evaluated analytically in Mathematica. The result is a FORTRAN subroutine ready to be utilized for quadrature. Program summary Title of program: AWGQ Catalogue identifier:ADVB Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADVB Program obtained from: CPC Program Library, Queens University, Belfast, N. Ireland Computer for which the program is designed and others on which it has been tested: Computers: Pentium IV 1.7 GHz processor Ins…
Quadrature domains for the Helmholtz equation with applications to non-scattering phenomena
2022
In this paper, we introduce quadrature domains for the Helmholtz equation. We show existence results for such domains and implement the so-called partial balayage procedure. We also give an application to inverse scattering problems, and show that there are non-scattering domains for the Helmholtz equation at any positive frequency that have inward cusps.
Noiseless Quantum Measurement and Squeezing of Microwave Fields Utilizing Mechanical Vibrations
2017
A process which strongly amplifies both quadrature amplitudes of an oscillatory signal necessarily adds noise. Alternatively, if the information in one quadrature is lost in phase-sensitive amplification, it is possible to completely reconstruct the other quadrature. Here we demonstrate such a nearly perfect phase-sensitive measurement using a cavity optomechanical scheme, characterized by an extremely small noise less than 0.2 quanta. We also observe microwave radiation strongly squeezed by 8 dB below vacuum. A source of bright squeezed microwaves opens up applications in manipulations of quantum systems, and noiseless amplification can be used even at modest cryogenic temperatures.
On the evaluation of an optical OFDM radio over FSO system with IM-DD for high-speed indoor communications
2017
En aquest article es proposa un nou sistema híbrid de ràdio sobre fibra (RoF) i òptica d’espai lliure (FSO) basat en la transmissió de senyals òptics OFDM (OOFDM) per proporcionar enllaços de comunicació sense fils òptics d’alta capacitat. Es proposa un esquema de transmissió de baix cost basat en IM-DD per simplificar i reutilitzar la infraestructura existent per desplegar un enllaç FSO d’alt ample de banda. Aquest article mostra els resultats experimentals basats en la implementació de l'esquema proposat sota una transmissió digital OOFDM de 16 QAM a través de 10 km de fibra monomode (SMF) i enllaç FSO de 300 mm. Els resultats mostren la viabilitat de desplegar un sistema de comunicació d…
Iterative Methods for Pricing American Options under the Bates Model
2013
We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…