Novel theoretical formulations and efficient simulation methods for polarization-mode dispersion (PMD) and polarization-dependent loss (PDL) that are directly applicable to optical network design are developed. In particular, a formalism based upon the Magnus expansion is advanced for the determination of the frequency evolution of the Mueller matrix in terms of increasing orders of PMD and PDL. Several previous models of polarization evolution are shown to be specializations of this more general formalism. A least-squares algorithm that extracts PMD and PDL coefficients from repeated measurements of the output Stokes vector of an optical system for a random set of input polarization states is introduced and subsequently applied to the rapid experimental determination of the probability density of the differential group delay of a fiber-squeezer based PMD emulator. The applicability of Clifford algebra and Pade-approximant techniques to the efficient simulation of the wavelength dependence of PMD and PDL is also discussed.

One of the most important problems in statistical mechanics is the measurement of free energies, these being the quantities that determine the direction of chemical reactions and--the concern of this thesis--the location of phase transitions. While Monte Carlo (MC) computer simulation is a well-established and invaluable aid in statistical mechanical calculations, it is well known that, in its most commonly-practised form (where samples are generated from the Boltzmann distribution), it fails if applied directly to the free energy problem. This failure occurs because the measurement of free energies requires a much more extensive exploration of the system's configuration space than do most statistical mechanical calculations: configurations which have a very low Boltzmann probability make a substantial contribution to the free energy, and the important regions of configuration space may be separated by potential barriers. We begin the thesis with an introduction, and then give a review of the very substantial literature that the problem of the MC measurement of free energy has produced, explaining and classifying the various different approaches that have been adopted. We then proceed to present the results of our own investigations. First, we investigate methods in which the configurations of the system are sampled from a distribution other than the Boltzmann distribution, concentrating in particular on a recently developed technique known as the multicanonical ensemble. The principal difficulty in using the multicanonical ensemble is the difficulty of constructing it: implicit in it is at least partial knowledge of the very free energy that we are trying to measure, and so to produce it requires an iterative process. Therefore we study this iterative process, using Bayesian inference to extend the usual method of MC data analysis, and introducing a new MC method in which inferences are made based not on the macrostates visited by the simulation but on the transitions made between them. We present a detailed comparison between the multicanonical ensemble and the traditional method of free energy measurement, thermodynamic integration, and use the former to make a high-accuracy investigation of the critical magnetisation distribution of the 2d Ising model from the scaling region all the way to saturation. We also make some comments on the possibility of going beyond the multicanonical ensemble to `optimal' MC sampling. Second, we investigate an isostructural solid-solid phase transition in a system consisting of hard spheres with a square-well attractive potential. Recent work, which we have confirmed, suggests that this transition exists when the range of the attraction is very small (width of attractive potential/ hard core diameter ~ 0.01). First we study this system using a method of free energy measurement in which the square-well potential is smoothly transformed into that of the Einstein solid. This enables a direct comparison of a multicanonical-like method with thermodynamic integration. Then we perform extensive simulations using a different, purely multicanonical approach, which enables the direct connection of the two coexisting phases. It is found that the measurement of transition probabilities is again advantageous for the generation of the multicanonical ensemble, and can even be used to produce the final estimators. Some of the work presented in this thesis has been published or accepted for publication: the references are G. R. Smith & A. D. Bruce, A Study of the Multicanonical Monte Carlo Method, J. Phys. A. 28, 6623 (1995). [reference details doi:10.1088/0305-4470/28/23/015] G. R. Smith & A. D. Bruce, Multicanonical Monte Carlo Study of a Structural Phase Transition, to be published in Europhys. Lett. [reference details Europhys. Lett. 34, 91 (1996) doi:10.1209/epl/i1996-00421-1] G. R. Smith & A. D. Bruce, Multicanonical Monte Carlo Study of Solid-Solid Phase Coexistence in a Model Colloid, to be published in Phys. Rev. E [reference details Phys. Rev. E 53, 6530–6543 (1996) doi:10.1103/PhysRevE.53.6530].

Novel theoretical formulations and efficient simulation methods for polarization-mode dispersion (PMD) and polarization-dependent loss (PDL) that are directly applicable to optical network design are developed. In particular, a formalism based upon the Magnus expansion is advanced for the determination of the frequency evolution of the Mueller matrix in terms of increasing orders of PMD and PDL. Several previous models of polarization evolution are shown to be specializations of this more general formalism. A least-squares algorithm that extracts PMD and PDL coefficients from repeated measurements of the output Stokes vector of an optical system for a random set of input polarization states is introduced and subsequently applied to the rapid experimental determination of the probability density of the differential group delay of a fiber-squeezer based PMD emulator. The applicability of Clifford algebra and Pade-approximant techniques to the efficient simulation of the wavelength dependence of PMD and PDL is also discussed.

Die vorliegende Arbeit befasst sich mit den Gleichgewichtseigenschaften und Phasenübergängen in verdünnten Teilchen- und Polymersystemen, mit einem Fokus auf Teilchenkondensation und Polymeraggregation. Dazu werden sowohl analytische Argumente als auch hochentwickelte Monte Carlo Simulationen verwendet. Um die in dieser Arbeit erreichten Systemgrößen zu simulieren, wurde eine parallele Version der multikanonischen Methode entwickelt. Die Leistungsfähigkeit dieser Erweiterung wird an mehreren relevanten Beispielen demonstriert. Um Teilchenkondensation und Polymeraggregation in finiten Systemen und in geometrisch beschränkten Strukturen besser zu verstehen, wird der Einfluss von verschiedenen Parametern auf die jeweiligen Übergange untersucht. Dies beinhaltet unter anderem die Systemgröße und Dichte, sowie im Speziellen für semiflexible Polymere deren Steifigkeit. Betrachtet werden sowohl kanonische Observablen (Energie, Tropfen- bzw. Aggregatgröße, etc.) mit der dazugehörigen Übergangstemperatur und -breite, als auch eine mikrokanonische Analyse sowie die Barrieren der Freien Energie. Für semiflexible Polymere wird insbesondere der Einfluss von Steifigkeit auf die resultierende Struktur der Aggregate untersucht, die von amorphen Kugeln für flexible Polymere bis hin zu verdrehten Bündeln für steifere Polymere reichen. Ein weiterer Fokus liegt auf der Untersuchung von Übereinstimmungen zwischen den generischen Mechanismen in Kondensation und Aggregation: dem Übergang zwischen einer homogenen Phase und einer inhomogenen (gemischten) Phase. Auf diesem Niveau kann man Polymeraggregation als Kondensation von ausgedehnten Objekten verstehen. Dies zeigt sich vor allem in dem Skalierungsverhalten von kanonischen und mikrokanonischen Observablen, insbesondere an einem unerwarteten aber konsistenten Bereich für mittelgroße (mesoskopische) Systemgrößen.

Two global optimization methods are proposed in this thesis. They are the multicanonical basin hopping (MUBH) method and the basin paving (BP) method. <br /><br /> The MUBH method combines the basin hopping (BH) method, which can be used to efficiently map out an energy landscape associated with local minima, with the multicanonical Monte Carlo (MUCA) method, which encourages the system to move out of energy traps during the computation. It is found to be more efficient than the original BH method when applied to the Lennard-Jones systems containing 150-185 particles. <br /><br /> The asynchronous multicanonical basin hopping (AMUBH) method, a parallelization of the MUBH method, is also implemented using the message passing interface (MPI) to take advantage of the full usage of multiprocessors in either a homogeneous or a heterogeneous computational environment. AMUBH, MUBH and BH are used together to find the global minimum structures for Co nanoclusters with system size <em>N</em>&le;200. <br /><br /> The BP method is based on the BH method and the idea of the energy landscape paving (ELP) strategy. In comparison with the acceptance scheme of the ELP method, moving towards the low energy region is enhanced and no low energy configuration may be missed during the simulation. The applications to both the pentapeptide Met-enkephalin and the villin subdomain HP-36 locate new configurations having energies lower than those determined previously. <br /><br /> The MUBH, BP and BH methods are further employed to search for the global minimum structures of several proteins/peptides using the ECEPP/2 and ECEPP/3 force fields. These two force fields may produce global minima with different structures. The present study indicates that the global minimum determination from ECEPP/3 prefers helical structures. Also discussed in this thesis is the effect of the environment on the formation of beta hairpins.

This thesis examines polarization and polarization mode dispersion (PMD) dynamics in optical fibers as well as the evaluation of probability density functions and bit error rates in a realistic wavelength division multiplexed (WDM) optical communication systems. In the first part of the thesis, experimental studies of the dynamics of polarization in a dispersion compensation module (DCM) are performed in which mechanical shocks are imparted to several different DCMs by dropping a steel ball on the outer casing at different locations and from different heights and the resulting rapid polarization fluctuations are measured. We provide a theoretical model that accounts for the dynamic birefringence generated due to the impact. Next, an experimental technique is proposed to detect the location of temporal polarization activity in WDM systems. It is demonstrated theoretically and in simulations that measurement of both the PMD vector and the Stokes parameters at the WDM frequencies enables the detection of the location of such activity. Different linear prediction procedures are applied to the differential group delay of an optical fiber link assumed to obey the hinge model. The hinges are modeled as polarization rotators with fixed rotation axes and sinusoidally varying rotation angles. Three prediction methods are investigated and consequently compared: an autoregressive model (AR) with Kalman filter, a pattern imitation method and a Taylor expansion technique. The effect of measurement noise on the prediction horizon is also investigated for each prediction method. Using a physically reasonable stochastic model for the hinges, we derive analytical expressions for the temporal autocorrelation functions of the state of polarization (SOP) and the PMD vector. The obtained analytical results are compared to simulations. Finally, we apply the multicanonical method to the probability density function of received symbols and the symbol error ratio (SER) in a dual polarization quadrature phase shift keyed (DP-QPSK) WDM system. We simulate five co propagating channels at a symbol rate of 10.7 GBaud/s and account for PMD and nonlinear effects. We evaluate the performance of the system for two different cases: single mode fibers with full dispersion compensation at the end of the link, effective large area fibers (LEAF) with full dispersion compensation at the end of the link.

Two global optimization methods are proposed in this thesis. They are the multicanonical basin hopping (MUBH) method and the basin paving (BP) method. <br /><br /> The MUBH method combines the basin hopping (BH) method, which can be used to efficiently map out an energy landscape associated with local minima, with the multicanonical Monte Carlo (MUCA) method, which encourages the system to move out of energy traps during the computation. It is found to be more efficient than the original BH method when applied to the Lennard-Jones systems containing 150-185 particles. <br /><br /> The asynchronous multicanonical basin hopping (AMUBH) method, a parallelization of the MUBH method, is also implemented using the message passing interface (MPI) to take advantage of the full usage of multiprocessors in either a homogeneous or a heterogeneous computational environment. AMUBH, MUBH and BH are used together to find the global minimum structures for Co nanoclusters with system size <em>N</em>&le;200. <br /><br /> The BP method is based on the BH method and the idea of the energy landscape paving (ELP) strategy. In comparison with the acceptance scheme of the ELP method, moving towards the low energy region is enhanced and no low energy configuration may be missed during the simulation. The applications to both the pentapeptide Met-enkephalin and the villin subdomain HP-36 locate new configurations having energies lower than those determined previously. <br /><br /> The MUBH, BP and BH methods are further employed to search for the global minimum structures of several proteins/peptides using the ECEPP/2 and ECEPP/3 force fields. These two force fields may produce global minima with different structures. The present study indicates that the global minimum determination from ECEPP/3 prefers helical structures. Also discussed in this thesis is the effect of the environment on the formation of beta hairpins.

I examine two methods for modeling the temporal dynamics of optical communication networks that rapidly and accurately simulate the statistics of unlikely but physically significant system configurations. First, I implement a fiber emulator based upon a random uniform walk over the Poincaré sphere that reproduces the expected polarization temporal autocorrelation statistics with a small number of emulator sections. While easy to implement numerically, the increased computational efficiency afforded by this approach allow simulations of the PMD temporal dynamics to be preferentially biased towards regions of low probability using standard multicanonical methods for the first time. Then, in a subsequent study, I present a general transition matrix formalism that additionally applies to other time-dependent communication systems. I compare the numerical accuracy of several transition matrix sampling techniques and show that straightforward modifications of the acceptance rule can significantly increase computational efficiency if the numerical parameters are chosen to ensure a small self-transition probability within each discretized histogram bin. The general applicability of the transition matrix method is then demonstrated by calculating the outage dynamics associated with the hinge model of polarization evolution and, separately, fading in wireless communication channels. Further, I develop a Magnus expansion formalism for the rapid and accurate estimation of the frequency dynamics of optical polarization that extends the work of Ref.[94] to systems with PMD and PDL. My approach reproduces the power-series expansion and differential equation solution techniques of previous authors while also preserving the required symmetries of the exact solution in every expansion order. This significantly improves the bandwidth of high estimation accuracy, making this method well-suited to the stochastic analysis of PMD and PDL induced system penalty while also yielding physically realizable operator expansions applicable to the joint compensation of PMD and PDL. Finally, I employ high-speed polarimetery to demonstrate experimentally that low-amplitude mechanical excitations of commercially available dispersion compensation modules can excite high-frequency, > 75,000 rotations/s, polarization transients that are nearly invariant between successive measurements. I extend this procedure to measurements of the transient evolution of PMD.

This thesis examines polarization and polarization mode dispersion (PMD) dynamics in optical fibers as well as the evaluation of probability density functions and bit error rates in a realistic wavelength division multiplexed (WDM) optical communication systems. In the first part of the thesis, experimental studies of the dynamics of polarization in a dispersion compensation module (DCM) are performed in which mechanical shocks are imparted to several different DCMs by dropping a steel ball on the outer casing at different locations and from different heights and the resulting rapid polarization fluctuations are measured. We provide a theoretical model that accounts for the dynamic birefringence generated due to the impact. Next, an experimental technique is proposed to detect the location of temporal polarization activity in WDM systems. It is demonstrated theoretically and in simulations that measurement of both the PMD vector and the Stokes parameters at the WDM frequencies enables the detection of the location of such activity. Different linear prediction procedures are applied to the differential group delay of an optical fiber link assumed to obey the hinge model. The hinges are modeled as polarization rotators with fixed rotation axes and sinusoidally varying rotation angles. Three prediction methods are investigated and consequently compared: an autoregressive model (AR) with Kalman filter, a pattern imitation method and a Taylor expansion technique. The effect of measurement noise on the prediction horizon is also investigated for each prediction method. Using a physically reasonable stochastic model for the hinges, we derive analytical expressions for the temporal autocorrelation functions of the state of polarization (SOP) and the PMD vector. The obtained analytical results are compared to simulations. Finally, we apply the multicanonical method to the probability density function of received symbols and the symbol error ratio (SER) in a dual polarization quadrature phase shift keyed (DP-QPSK) WDM system. We simulate five co propagating channels at a symbol rate of 10.7 GBaud/s and account for PMD and nonlinear effects. We evaluate the performance of the system for two different cases: single mode fibers with full dispersion compensation at the end of the link, effective large area fibers (LEAF) with full dispersion compensation at the end of the link.

I examine two methods for modeling the temporal dynamics of optical communication networks that rapidly and accurately simulate the statistics of unlikely but physically significant system configurations. First, I implement a fiber emulator based upon a random uniform walk over the Poincaré sphere that reproduces the expected polarization temporal autocorrelation statistics with a small number of emulator sections. While easy to implement numerically, the increased computational efficiency afforded by this approach allow simulations of the PMD temporal dynamics to be preferentially biased towards regions of low probability using standard multicanonical methods for the first time. Then, in a subsequent study, I present a general transition matrix formalism that additionally applies to other time-dependent communication systems. I compare the numerical accuracy of several transition matrix sampling techniques and show that straightforward modifications of the acceptance rule can significantly increase computational efficiency if the numerical parameters are chosen to ensure a small self-transition probability within each discretized histogram bin. The general applicability of the transition matrix method is then demonstrated by calculating the outage dynamics associated with the hinge model of polarization evolution and, separately, fading in wireless communication channels. Further, I develop a Magnus expansion formalism for the rapid and accurate estimation of the frequency dynamics of optical polarization that extends the work of Ref.[94] to systems with PMD and PDL. My approach reproduces the power-series expansion and differential equation solution techniques of previous authors while also preserving the required symmetries of the exact solution in every expansion order. This significantly improves the bandwidth of high estimation accuracy, making this method well-suited to the stochastic analysis of PMD and PDL induced system penalty while also yielding physically realizable operator expansions applicable to the joint compensation of PMD and PDL. Finally, I employ high-speed polarimetery to demonstrate experimentally that low-amplitude mechanical excitations of commercially available dispersion compensation modules can excite high-frequency, > 75,000 rotations/s, polarization transients that are nearly invariant between successive measurements. I extend this procedure to measurements of the transient evolution of PMD.