Estimating the state of a system from noisy measurements is a problem which arises in a variety of scientific and industrial areas which include signal processing, communications, statistics and econometrics. Recursive filtering is one way to achieve this by incorporating noisy observations as they become available with prior knowledge of the system model. Bayesian methods provide a general framework for dynamic state estimation problems. The central idea behind this recursive Bayesian estimation is computing the probability density function of the state vector of the system conditioned on the measurements. However, the optimal solution to this problem is often intractable because it requires high-dimensional integration. Although we can use the Kalman lter in the case of a linear state space model with Gaussian noise, this method is not optimum for a non-linear and non-Gaussian system model. There are many new methods of filtering for the general case. The main emphasis of this thesis is on one such recently developed filter, the particle lter [2,3,6]. In this thesis, a detailed introduction to particle filters is provided as well as some guidelines for the efficient implementation of the particle lter. The application of particle lters to various communication channels like detection of symbols over the channels, capacity calculation of the channel are discussed.

The problem under consideration in the thesis is a two level atom in a photonic crystal and a pumping laser. The photonic crystal provides an environment for the atom, that modifies the decay of the exited state, especially if the atom frequency is close to the band gap. The population inversion is investigated als well as the emission spectrum. The dynamics is analysed in the context of open quantum systems. Due to the multiple reflections in the photonic crystal, the system has a finite memory that inhibits the Markovian approximation. In the Heisenberg picture the equations of motion for the system variables form a infinite hierarchy of integro-differential equations. To get a closed system, approximations like a weak coupling approximation are needed. The thesis starts with a simple photonic crystal that is amenable to analytic calculations: a one-dimensional photonic crystal, that consists of alternating layers. The Bloch modes inside and the vacuum modes outside a finite crystal are linked with a transformation matrix that is interpreted as a transfer matrix. Formulas for the band structure, the reflection from a semi-infinite crystal, and the local density of states in absorbing crystals are found; defect modes and negative refraction are discussed. The quantum optics section of the work starts with the discussion of three problems, that are related to the full resonance fluorescence problem: a pure dephasing model, the driven atom and resonance fluorescence in free space. In the lowest order of the system-environment coupling, the one-time expectation values for the full problem are calculated analytically and the stationary states are discussed for certain cases. For the calculation of the two time correlation functions and spectra, the additional problem of correlations between the two times appears. In the Markovian case, the quantum regression theorem is valid. In the general case, the fluctuation dissipation theorem can be used instead. The two-time correlation functions are calculated by the two different methods. Within the chosen approximations, both methods deliver the same result. Several plots show the dependence of the spectrum on the parameters. Some examples for squeezing spectra are shown with different approximations. A projection operator method is used to establish two kinds of Markovian expansion with and without time convolution. The lowest order is identical with the lowest order of system environment coupling, but higher orders give different results. / Die Arbeit befasst sich mit der Emission eines 2-Niveau-Atoms in einem photonischen Kristall mit einem treibenden Laser. Der photonische Kristall stellt für das Atom eine Umgebung dar, die seinen Zerfall verändert, insbesondere wenn die Übergangsfrequenz des Atoms nahe an der Bandkante ist. Es werden sowohl die Besetzungen als auch das Emissionsspektrum untersucht. Die Dynamik wird im Kontext offener Quantensysteme analysiert. Durch die vielfachen Reflexionen im photonischen Kristall hat das System ein endliches Gedächtnis, das die Markov-Näherung verhindert. Im Heisenberg-Bild stellen die Bewegungsgleichungen für die Systemvariablen eineunendliche Hierachie von Integro-Differentialgleichungen dar. Um ein geschlossenes System zu erhalten, sind Näherungen wie eine schwache Kopplung nötig. Zunächst wird ein einfacher photonischer Kristall betrachtet.: Der eindimensionale photonische Kristall, der aus wechselnden Lagen besteht. Die Blochmoden innerhalb und die Vakuummoden außerhalb des endlichen photonischen Kristalls sind durch eine Transformationsmatrix, die als Transfermatrix interpretiert werden kann, miteinander verbunden. Einfache Formeln für die Bandstruktur, Reflexion eines halb-unendlichen Kristalls, die lokale Zustandsdichte im absorbierenden Kristall werden gefunden; außerdem werden Defektmoden und negative Brechung diskutiert. Im quantenoptischen Teil der Arbeit werden zu Anfang drei Probleme diskutiert, die im Zusammenhang zum Problem der Resonanzfluoreszenz stehen und die analytisch berechnet werden können: Ein Dephasierungsmodell, das getriebenen Atom und Resonanzfluoreszenz im freien Raum. In der niedrigsten Ordnung der System-Bad-Kopplung werden die Erwartungswerte analytisch berechnet und die stationären Zustände werden für bestimmte Fälle diskutiert. Bei der Berechnung der Zweizeitkorrelationsfunktion und der Spektren taucht das zusätzliche Problem der Korrelationen zwischen den beiden Zeiten auf. Im Markov-Fall gilt das Quantenregressionstheorem. Im allgemeinen Fall kann stattdessen das Fluktuations-Dissipations-Theorem benutzt werden. Die Korrelationsfunktionen werden mit zwei verschiedenen Methoden berechnet. Innerhalb der gewählten Näherungen liefern beide Methoden dasselbe Resultat. Einige Plots zeigen die Abhängigkeit des Spektrums von den verschiedenen Parametern. Mehrere Beispiele für Squeezing-Spektren werden mit den verschiedenen Näherungen gezeigt. Eine Projektions-Operator-Methode wird benutzt, um zwei Arten einer Markov-Entwicklung zu implementieren, mit und ohne Faltungsintegral. Die niedrigste Ordnung ist identisch mit der niedrigsten Ordnung der System-Bad-Kopplung, wohingegen höhere Ordnungen andere Resultate ergeben.

<p>Strong coupling between light and matter has been demonstrated both in classical</p><p>cavity quantum electrodynamics (QED) systems and in more recent circuit-QED</p><p>experiments. This enables the generation of strong nonlinear photon-photon interactions</p><p>at the single-photon level, which is of great interest for the observation</p><p>of quantum nonlinear optical phenomena, the control of light quanta in quantum</p><p>information protocols such as quantum networking, as well as the study of</p><p>strongly correlated quantum many-body systems using light. Recently, strong</p><p>coupling has also been realized in a variety of one-dimensional (1D) waveguide-</p><p>QED experimental systems, which in turn makes them promising candidates for</p><p>quantum information processing. Compared to cavity-QED systems, there are</p><p>two new features in waveguide-QED: the existence of a continuum of states and</p><p>the restricted 1D phase space, which together bring in new physical effects, such</p><p>as the bound-state effects. This thesis consists of two parts: 1) understanding the</p><p>fundamental interaction between local quantum objects, such as two-level systems</p><p>and four-level systems, and photons confined in the waveguide; 2) exploring</p><p>its implications in quantum information processing, in particular photonic</p><p>quantum computation and quantum key distribution.</p><p>First, we demonstrate that by coupling a two-level system (TLS) or three/fourlevel</p><p>system to a 1D continuum, strongly-correlated photons can be generated</p><p>inside the waveguide. Photon-photon bound states, which decay exponentially as a function of the relative coordinates of photons, appear in multiphoton scattering</p><p>processes. As a result, photon bunching and antibunching can be observed</p><p>in the photon-photon correlation function, and nonclassical light source can be</p><p>generated on demand. In the case of an N-type four-level system, we show</p><p>that the effective photon-photon interaction mediated by the four-level system,</p><p>gives rise to a variety of nonlinear optical phenomena, including photon blockade,</p><p>photon-induced tunneling, and creation of single-photon states and photon</p><p>pairs with a high degree of spectral entanglement, all in the absence of a cavity.</p><p>However, to enable greater quantum networking potential using waveguide-</p><p>QED, it is important to study systems having more than just one TLS/qubit.</p><p>We develop a numerical Green function method to study cooperative effects in</p><p>a system of two qubits coupled to a 1D waveguide. Quantum beats emerge in</p><p>photon-photon correlations, and persist to much longer time scales because of</p><p>non-Markovian processes. In addition, this system can be used to generate a</p><p>high-degree of long-distance entanglement when one of the two qubits is driven</p><p>by an on-resonance laser, further paving the way toward waveguide-QED-based</p><p>quantum networks.</p><p>Furthermore, based on our study of light-matter interactions in waveguide-</p><p>QED, we investigate its implications in quantum information processing. First,</p><p>we study quantum key distribution using the sub-Possonian single photon source</p><p>obtained by scattering a coherent state off a two-level system. The rate for key</p><p>generation is found to be twice as large as for other sources. Second, we propose</p><p>a new scheme for scalable quantum computation using flying qubits--propagating</p><p>photons in a one-dimensional waveguide--interacting with matter qubits. Photonphoton</p><p>interactions are mediated by the coupling to a three- or four-level system,</p><p>based on which photon-photon -phase gates (Controlled-NOT) can be implemented for universal quantum computation. We show that high gate fidelity is</p><p>possible given recent dramatic experimental progress in superconducting circuits</p><p>and photonic-crystal waveguides. The proposed system can be an important</p><p>building block for future on-chip quantum networks.</p> / Dissertation

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Esta dissertação desenvolve filtro de informação, algoritmos array para estimador do erro médio mínimo quadrático para sistemas lineares sujeitos a saltos Markovianos e algoritmos array rápidos para filtragem de sistemas singulares convencionais. Exemplos numéricos serão apresentados para mostrarem as vantagens dos algoritmos array deduzidos. Parte dos resultados obtidos nesta pesquisa serão publicados no seguinte artigo: Terra et al. (2007). Terra, M. H., Ishihara, J. Y. and Jesus, G. Q. (2007). Information filtering and array algorithms for discrete-time Markovian jump linear systems. Proceedings of the American Control Conference ACC07. / This dissertation develops information filter and array algorithms for linear minimum mean square error estimator (LMMSE) of discrete-time Markovian jump linear systems (MJLSs) and fast array algorithms for filtering of standard singular systems. Numerical examples to show the advantage of the array algorithms are presented. Some results obtained in this research are published in the following paper: Terra et al. (2007). Terra, M. H., Ishihara, J. Y. and Jesus, G. Q. (2007). Information filtering and array algorithms for discrete-time Markovian jump linear systems. Proceedings of the American Control Conference ACC07.

A presente tese tem como objetivo analisar as relações entre as variáveis educacionais e a desigualdade de renda no Brasil e suas repercussões no que se refere a mobilidade intergeracional educacional e intrageracional de renda. O objetivo específico é o de verificar como a mobilidade intergeracional educacional e intrageracional de renda se diferencia regionalmente e de que modo se distingue entre os migrantes e não migrantes. Os resultados sugerem que a desigualdade de renda e de capital humano têm uma relação positiva não linear. Nas áreas onde o indicador de desigualdade de capital humano é maior, a influência dos pais nos mais baixos estratos educacionais é grande se comparado as regiões onde a desigualdade educacional é mais baixa. De um modo geral, nas regiões e estados mais pobres, os pais menos qualificados têm maior influência sobre a trajetória educacional de seus filhos. Em paralelo na região onde os estados têm os mais altos indicadores de desigualdade educacional apresenta a menor mobilidade de renda dentre as regiões analisadas. Os pais migrantes com baixa escolaridade têm uma influência menor sobre a educação dos seus filhos que seus equivalentes nas áreas de origem. E por último, os migrantes têm uma mobilidade de renda maior que a população de suas áreas de origem o que sugere uma seletividade positiva destes. / This thesis aims to analyze the relationship between educational variables and income inequality in Brazil and its repercussion related to educational and income mobility. The specific goal is to verify how the income mobility and human capital accumulation behave considering the regional differences in Brazil and migrant and native population. The results show a non-linear and positive relationship between income and human capital inequality. In the areas where the human capital inequality is higher, parents with no schooling have more influence than in the places where educational inequality is lower. At same time, the income mobility is higher in the Center and Southeast regions e lower in Northeast. The migrant parents with low schooling have less influence over the child schooling in comparison with the equivalents in their origin region. population has higher income mobility than non-migrant.

Nowadays there has been a growing interest in anomalous diffusion: the super difusive and sub-difusive processes. The problem about normal diffusion already well established whereas many problems still exist in anomalous diffusion. Several mathematical models and computational techniques have been developed to model such processes. In this work we studied a non-Markovian Random Walk (RW), in one dimension in which the development of the process is governed by decisions taken in the distant past. We used as tool of analysis, analytical and numerical procedures (Monte Carlo method). In this problem, the walker takes its decisions (go right or left) at a given time t, based on the decisions taken in the past, namely in a fraction f of the total time. As far as the decision making process is considered only the distant past is taken into account. This loss of recent memory leads the probability density function of the position to change from Gaussian to non-Gaussian and leads to the emergence of log-periodic oscillations in position, besides producing a change in the behavior of non-persistent to persistent, causing anomalous diffusion. This change is characterized by the Hurst exponent, and is found, surprisingly, in a region where there is negative feedback. The diagram of phases depending on the parameters f and p (fraction of old memory and feedback), shows the following phases: classical non persistence, classical persistence, log-periodic non persistence, log-periodic persistence, Gaussian and non Gaussian with respect to the position of the walker. / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Atualmente tem crescido o interesse por processos de difusão anômala, i.e., os super difusivos e sub-difusivos. O problema voltado para difusão normal já é bem conhecido, enquanto para difusões anômalas ainda existem vários problemas em abertos. Várias técnicas computacionais e modelos matemáticos têm sido desenvolvidos para modelar tais processos. Estudamos neste trabalho uma caminhada aleatória, não Markoviana em uma dimensão, em que o desenvolvimento do processo é regido por decisões tomadas em relação ao passado distante. Utilizamos como ferramenta de análise uma abordagem analítica e numérica (via método de Monte Carlo). Nesse problema, o caminhante toma suas decisões (entre ir para a direita ou para a esquerda), num determinado tempo t, com base nas decisões tomadas no passado, numa fração f do tempo transcorrido. Quando f<1 o passado recente é esquecido e apenas o passado distante é considerado. Essa perda de memória recente induz a função densidade de probabilidade da posição a passar de um regime Gaussiano para não Gaussiano e leva ao surgimento de oscilações log-periódicas na posição, além de produzir uma mudança no comportamento, de não persistente para persistente, ocasionando difusão anômala. Essa mudança é caracterizada pelo expoente de Hurst e ocorre também, surpreendentemente, numa região de feedback negativo. O diagrama de fases em função dos parâmetros f e p (fração de memória antiga e feedback), mostra as seguintes regiões: não persistência clássica; persistência clássica; não persistência log-periódica e persistência log-periódica; região Gaussiana e não Gaussiana da posição.

Conselho Nacional de Desenvolvimento Científico e Tecnológico / É conhecido que derivações microscópicas obtidas através de métodos de teoria quântica de campos (TQC) podem conduzir a complicadas equações de movimento (EdM) que possuem um termo dissipativo com memória e um termo de ruído colorido. Um caso particularmente interessante é o modelo que escreve a interação entre um sistema e um banho térmico a temperatura T. Motivado por isso, usamos uma prescrição que nos permite reescrever EdMs não-markovianas semelhantes as obtidas em TQC em termos de um sistema de equações locais, para então confrontarmos a solução desse sistema com a solução aproximada usada correntemente na literatura, a chamada aproximação markoviana. A pergunta chave a qual se pretende responder aqui é: dado um conjunto de parâmetros que descrevem o modelo, a aproximação markoviana é suficientemente boa para descrever a dinâmica do sistema se comparada a dinâmica obtida atravéS da EdM não-markoviana? Além disso, consideramos uma versão linear da ELG de forma que pudéssemos determinar o nível de confiança da nossa metodologia numérica, procedimento este realizado comparando-se a solução analítica com a solução numérica. Como exemplo de aplicação prática do tema discutido aqui, comparamos a evolução não-markoviana do inflaton com a evolução markoviana do mesmo num modelo de universo primordial denominado inflação não-isentrópica (warm inflation). / It is known that microscopic derivations based on quantum field theory (QFT)methods can lead to quite complicated equations of motion (EoM) with a dissipation term with memory and a colored noise term. A very interesting particular case is the model that describes the interaction between a system and a thermal bath at some temperature T. Motivated by this, we use a prescription that allow us to rewrite similar non-Markovian EoMs to that obtained in QFT in terms of a set of local equations, so that we can contrast the solution of this system of equations with the approximated solution currently used in the literatury, the so-called Markovian approximation. The key question we want to address here is: given a set of parameters that characterizes the system and the bath, is the Markovian approximation good enough to represent the system's dynamics? We also have considered a linear version of the non-Markovian equation in order to check the confiability of our numerical approach. For that, we have compared the analytical solution with the numerical one. As an example of practical application of the theme discussed here, we contrast the non-Markovian and the Markovian evolution of the inflaton field in an early universe model called warm in inflation.

Made available in DSpace on 2016-06-02T20:16:53Z (GMT). No. of bitstreams: 1 6362.pdf: 1897034 bytes, checksum: c83efb3252adeb24e85652c3a2f8240c (MD5) Previous issue date: 2014-08-26 / Universidade Federal de Sao Carlos / We are interested in understanding the process of Markovian thermalization in quantum systems when we have one or two qubits interacting with a quantum electromagnetic field mode, using the Rabi model, in situations where there is interaction with a reservoir modeling the environment surrounding the system. This analysis of the thermalization is based on the calculation of the eigenvalues of the Liouvillian of the Markovian master equation. We will focus mainly on situations where there is interaction with independent and collective reservoirs, for cases where the subsystems interact with reservoirs at T=0K and T >0K. We investigate situations where there is no thermalization of the system and how this may influence interesting physical properties, such as the statistical properties of the field in the ultra strong scheme using the theory of input-output and quantum correlations between qubits collectively interacting with Markovian reservoirs. / Estamos interessados em entender o processo de termalização em sistemas quânticos markovianos, quando temos um ou dois qubits interagindo com um modo quântico do campo eletromagnético, utilizando o modelo de Rabi, em situações onde há interação com estruturas de reservatório que modelam o ambiente que cerca o sistema. Essa análise da termalização é baseada no cálculo dos autovalores do liouvilliano da equação mestra markoviana. Iremos focar principalmente nas situações onde há interação com reservatórios independentes e coletivos, para casos onde o subsistema interage com reservatórios a T=0K e T >0K. Investigamos situações onde há termalização ou não do sistema e como esse fator pode influenciar nas propriedades físicas interessantes, como, por exemplo, a estatística de detecção de fótons no regime ultra forte utilizando a teoria de entrada e saída e correlações quânticas entre os qubits interagindo com reservatórios markovianos.

A presente tese tem como objetivo analisar as relações entre as variáveis educacionais e a desigualdade de renda no Brasil e suas repercussões no que se refere a mobilidade intergeracional educacional e intrageracional de renda. O objetivo específico é o de verificar como a mobilidade intergeracional educacional e intrageracional de renda se diferencia regionalmente e de que modo se distingue entre os migrantes e não migrantes. Os resultados sugerem que a desigualdade de renda e de capital humano têm uma relação positiva não linear. Nas áreas onde o indicador de desigualdade de capital humano é maior, a influência dos pais nos mais baixos estratos educacionais é grande se comparado as regiões onde a desigualdade educacional é mais baixa. De um modo geral, nas regiões e estados mais pobres, os pais menos qualificados têm maior influência sobre a trajetória educacional de seus filhos. Em paralelo na região onde os estados têm os mais altos indicadores de desigualdade educacional apresenta a menor mobilidade de renda dentre as regiões analisadas. Os pais migrantes com baixa escolaridade têm uma influência menor sobre a educação dos seus filhos que seus equivalentes nas áreas de origem. E por último, os migrantes têm uma mobilidade de renda maior que a população de suas áreas de origem o que sugere uma seletividade positiva destes. / This thesis aims to analyze the relationship between educational variables and income inequality in Brazil and its repercussion related to educational and income mobility. The specific goal is to verify how the income mobility and human capital accumulation behave considering the regional differences in Brazil and migrant and native population. The results show a non-linear and positive relationship between income and human capital inequality. In the areas where the human capital inequality is higher, parents with no schooling have more influence than in the places where educational inequality is lower. At same time, the income mobility is higher in the Center and Southeast regions e lower in Northeast. The migrant parents with low schooling have less influence over the child schooling in comparison with the equivalents in their origin region. population has higher income mobility than non-migrant.