A Path-Based Method for Simulating Large Deviations and Rare Events in Nonlinear Lightwave Systems

J. Li*, W. L. Kath

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Errors in nonlinear lightwave systems are often associated with rare, noise-induced, large deviations of the signal. We present a method to determine the most probable manner in which such rare events occur by solving a sequence of constrained optimization problems. These results then guide importance-sampled Monte Carlo simulations to determine the events' probabilities. The method applies to a general class of intensity-based optical detectors and to arbitrarily shaped and multiple pulses.

Original languageEnglish (US)
Pages (from-to)159-173
Number of pages15
JournalStudies in Applied Mathematics
Volume137
Issue number2
DOIs
StatePublished - Aug 1 2016

ASJC Scopus subject areas

  • Applied Mathematics

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