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

J. Li; W. L. Kath

doi:10.1111/sapm.12122

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

Engineering Sciences and Applied Mathematics

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	159-173
Number of pages	15
Journal	Studies in Applied Mathematics
Volume	137
Issue number	2
DOIs	https://doi.org/10.1111/sapm.12122
State	Published - Aug 1 2016

Funding

This work was supported by National Science Foundation grants DMS‐0709070 and DMS‐1211912.

ASJC Scopus subject areas

Applied Mathematics

Access to Document

10.1111/sapm.12122

Cite this

@article{d33bbdc975f84c95b11e41ac7d7690dc,

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

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.",

author = "J. Li and Kath, {W. L.}",

note = "Publisher Copyright: {\textcopyright} 2016 Wiley Periodicals, Inc., A Wiley Company",

year = "2016",

month = aug,

day = "1",

doi = "10.1111/sapm.12122",

language = "English (US)",

volume = "137",

pages = "159--173",

journal = "Studies in Applied Mathematics",

issn = "0022-2526",

publisher = "John Wiley & Sons Inc.",

number = "2",

}

TY - JOUR

T1 - A Path-Based Method for Simulating Large Deviations and Rare Events in Nonlinear Lightwave Systems

AU - Li, J.

AU - Kath, W. L.

PY - 2016/8/1

Y1 - 2016/8/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84964345762&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84964345762&partnerID=8YFLogxK

U2 - 10.1111/sapm.12122

DO - 10.1111/sapm.12122

M3 - Article

AN - SCOPUS:84964345762

SN - 0022-2526

VL - 137

SP - 159

EP - 173

JO - Studies in Applied Mathematics

JF - Studies in Applied Mathematics

IS - 2

ER -

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

Abstract

Funding

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this