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Computational Science Seminar |
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| Category: | Seminar | |
| Date & Time: |
Wednesday, 12/05/2012 from 04:30 PM to 05:30 PM |
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| Location: | LArts Room 218 | |
| Admission: | Free! | |
| Sponsored by: | Provost's Math Seminar, SIAM Chapter | |
| Contact: |
Alfa Heryudono aheryudono@umassd.edu 508-999-8516 |
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| Description: |
Speaker: Daniel Cargill (ICERM)
Title: Importance sampling for rare events in light-wave systems Abstract: This talk is concerned with the application of importance sampling for numerical simula- tions of large noise-induced optical pulse perturbations in soliton based light-wave systems, e.g., optical communication systems and mode-locked lasers. Importance sampling allows one to concentrate Monte Carlo simulations around those noise realizations that are most likely to produce large pulse deformations, resulting in computational efficiently improvements of several orders of magnitude over the standard Monte Carlo scheme when simulating rare error/failure events. The main challenge in implementing importance sampling is selecting a suitable biasing distribution. This is done here using a low-dimensional reduction for the pulse dynamics. I will demonstrate the method by using it to calculate the probability density functions associated with pulse amplitude, frequency, timing, and phase fluctuations |
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| Additional Info: | UMass Dartmouth Scientific Computing Group | |
