Esta dissertação de mestrado investiga os formatos de modulação óptica alternativos ao tradicional formato binário de intensidade (NRZ - Non-return-to-zero), ditos avançados, como tecnologia chave para atender às exigências do mercado atual de telecomunicações por transporte de grande volume de dados e alta largura de banda, associados com a redução do custo da informação transmitida por bit. Os formatos avançados de modulação óptica fazem parte das tecnologias que estão sendo investigadas intensamente com o objetivo de superar os desafios impostos pela nova geração de sistemas ópticos com taxas a partir de 40 Gb/s. Este trabalho focaliza o estudo dessa tecnologia, apresentando uma visão geral dos formatos mais discutidos atualmente, suas características e tecnologias de implementação. Foram realizadas simulações utilizando o software comercial Optisystem versão 7.0 da empresa canadense Optiwave Systems Inc., para analisar o desempenho de alguns formatos de modulação de intensidade e de fase com respeito à sensibilidade do receptor, resistência ao cascateamento de filtragem óptica e a efeitos dispersivos e não-lineares. Procurou-se avaliar os formatos em enlaces reais, com características necessárias à sua possível utilização. Também é feita uma breve consideração dos custos associados aos formatos de modulação analisados neste trabalho. Dentre os formatos analisados, os RZ (Return-to zero) apresentaram maior sensibilidade do receptor e melhor tolerância aos efeitos não-lineares que os seus equivalentes NRZ, porém baixa tolerância aos efeitos dispersivos e ao cascateamento de filtragem óptica. O formato duobinário mostrou fraco desempenho de sensibilidade, mas provou ser o mais tolerante à dispersão cromática e à concatenação de filtragem óptica. Os formatos de modulação de fase mostraram ser bem resistentes aos efeitos não-lineares e aos efeitos dispersivos. / This MSc thesis investigates optical modulation formats as an alternative to the use of the traditional intensity binary format NRZ (Non-return-to-zero). Those formats, classified as advanced, represent one of the key technologies aimed to enable the high data volume and broadband, demanded by the present telecommunication market, with cost reduction of transmitted information per bit. Those technologies have been intensevely studied with purpose of overcoming the challenges imposed by the new generation of optical systems, with bit rates from 40 Gb/s. This work focuses on the study of modulation formats most discussed currently, presenting an overview of their main characteristics and implementation techniques. The performance of some intensity and phase formats, in terms of receiver sensitivity, optical filtering cascading, dispersion and nonlinear effects robustness, have been theoretically analyzed from simulations carried out with the commercial software Optisystem v. 7.0, of the Canadian company Optiwave Systems Inc. The analysis has been applied to real optical links, with characteristics that, potentially, demand their use. A cost analysis, based on estimated values associated to devices required for implementing the formats investigated in this work, is also presented. Among the formats studied, those based on RZ (Return-to zero) presented the highest receiver sensitivity and best tolerance to nonlinear effects, in comparison to their equivalent formats, based on NRZ. However, they are less tolerant to dispersive effects and optical filtering cascading. The duobinary format (DB) has shown a weak performance in terms of sensitivity, though has been proved to be the most tolerant to chromatic dispersion and filtering cascading effects. Among all formats, the phase modulation ones presented the highest resistance against nonlinear and dispersive effects.

The main topic of this diploma thesis is the modeling of nonlinear effects in ultrasonic fields. The work deals with application of finite difference method (FDTD) on the Westervelt equation and the subsequent creation of the model of ultrasonic fields in MATLAB. This thesis also includes theoretical analysis of ultra-acoustic and technical aspects of diagnostic ultrasonography. In addition, this document includes verification of theoretical assumptions by using created model.

Le contexte de ce travail repose sur l'étude des instabilités de combustion au sein des moteurs-fusées à propergols liquides. Cette étude se concentre sur les effets des champs acoustiques transverses de haute amplitude sur l'injection coaxiale en conditions non-réactives. La réponse acoustique du système d'injection est dépendante des propriétés locales du champ acoustique dans la cavité d'injection. La modification du processus d'atomisation, induit par le champ acoustique, a été analysée dans des configurations simples et multiinjection. Des expériences ont été menées pour des régimes d'atomisation de faibles et hauts nombres de Weber. Trois phénomènes ont été observés: un aplatissement du jet, une amélioration du processus d'atomisation et la déviation du système liquide. La combinaison de ces trois phénomènes en configuration multi-injection résulte en un phénomène de regroupement de gouttes. En présence de combustion, un tel regroupement pourraitmener à un dégagement de chaleur non-uniforme susceptible de déclencher ou d'entretenir des instabilités de combustion. Un modèle théorique basé sur les équations d'acoustique non-linéaire a été développé pour donner les expressions générales de pression de radiation et de forces de radiations résultantes appliqué aux objets sphériques et cylindriques en champ stationnaire ou progressif. Le modèle a été utilisé pour interpréter et quantifier les observations expérimentales en configurations liquide/gaz, trans-critique/super-critique et gaz/gaz, et a permis de montrer que le nombre de Helmholtz qui caractérise le champ acoustique, et le rapport de densité qui caractérise les deux milieux, sont deux paramètres cruciaux. Les principales conclusions montrent que le phénomène observé peut être interprété comme résultant de l'acoustique non-linéaire, dont le paramètre clé étant le ratio de densité. Cela exige que la couche séparant les deux milieux, vue comme une interface, ne doive pas être réduite uniquement à une interface liquide/gaz. / The context of this work relies to high frequency combustion instabilities in Liquid Rocket Engines (LRE). The present research focuses on the effects of high amplitude transverse acoustic fields on non-reactive coaxial injection. The acoustic response of injection domes is found to be dependent on the local properties of the acoustic field in the injection cavity. The modification of the atomization process, induced by the acoustic field, has been analyzed in single and multi-injection configurations. Experiments were performed from low to high Weber number atomization regimes. Three phenomena are observed: jet flattening, improvement of the atomization process and deviation. The combination of these phenomena in multi-injection configurations leads to a droplet clustering phenomenon. In the presence of combustion, such a clustering could lead to non-uniform heat release rate which can trigger or sustain combustion instabilities. A theoretical model based on non-linear acoustics has been developed, providing general expressions of radiation pressure and resulting radiation force, for spherical and cylindrical objects in standing and progressive wave field. The model has been successfully used to interpret and quantify experimental observations in liquid/gas, trans-critical/super-critical and gas/gas configurations and showed that the Helmholtz number α characterizing the acoustic field and the density ratio η characterizing the two media are two parameters of importance. The major conclusions are that the observed phenomena can be interpreted as resulting from non-linear acoustics, the key feature being the density ratio. It is claimed that the layer separating the two media, seen as an interface, does not need to be restricted only to a liquid/gas interface.

Cette étude vise à mettre en lumière les différences et similarités existant entre les principales crises économiques et financières ayant frappé un échantillon de 21 pays avancés depuis 1981. Nous analyserons plus particulièrement la crise des subprimes que nous rapprocherons avec des épisodes antérieurs. Nous étudierons à la fois les années du déclenchement des turbulences (analyse typologique) ainsi que celles les précédant (prévision). Cette analyse sera fondée sur l’utilisation de la méthode CART (Classification And Regression Trees). Cette technique non linéaire et non paramétrique permet de prendre en compte les effets de seuil et les interactions entre variables explicatives de façon à révéler plusieurs contextes distincts explicatifs d’un même événement. Dans le cadre d‘un modèle de prévision, l’analyse des années précédant les crises nous indique que les variables à surveiller sont : la variation et la volatilité du cours de l’once d’or, le déficit du compte courant en pourcentage du PIB et la variation de l’openness ratio et enfin la variation et la volatilité du taux de change. Dans le cadre de l’analyse typologique, l’étude des différentes variétés de crise (année du déclenchement de la crise) nous permettra d’identifier deux principaux types de turbulence d’un point de vue empirique. En premier lieu, nous retiendrons les crises globales caractérisées par un fort ralentissement ou une baisse de l’activité aux Etats-Unis et une faible croissance du PIB dans les pays touchés. D’autre part, nous mettrons en évidence des crises idiosyncratiques propres à un pays donné et caractérisées par une inflation et une volatilité du taux de change élevées. / The aim of this thesis is to analyze, from an empirical point of view, both the different varieties of economic and financial crises (typological analysis) and the context’s characteristics, which could be associated with a likely occurrence of such events. Consequently, we analyze both: years seeing a crisis occurring and years preceding such events (leading contexts analysis, forecasting). This study contributes to the empirical literature by focusing exclusively on the crises in advanced economies over the last 30 years, by considering several theoretical types of crises and by taking into account a large number of both economic and financial explanatory variables. As part of this research, we also analyze stylized facts related to the 2007/2008 subprimes turmoil and our ability to foresee crises from an epistemological perspective. Our empirical results are based on the use of binary classification trees through CART (Classification And Regression Trees) methodology. This nonparametric and nonlinear statistical technique allows us to manage large data set and is suitable to identify threshold effects and complex interactions among variables. Furthermore, this methodology leads to characterize crises (or context preceding a crisis) by several distinct sets of independent variables. Thus, we identify as leading indicators of economic and financial crises: variation and volatility of both gold prices and nominal exchange rates, as well as current account balance (as % of GDP) and change in openness ratio. Regarding the typological analysis, we figure out two main different empirical varieties of crises. First, we highlight « global type » crises characterized by a slowdown in US economic activity (stressing the role and influence of the USA in global economic conditions) and low GDP growth in the countries affected by the turmoil. Second, we find that country-specific high level of both inflation and exchange rates volatility could be considered as evidence of « idiosyncratic type » crises.

Les systèmes de communications optiques jouent un role important pour satisfaire la demande incessante de trafics de données. Cette demande, induite par des applications gourmandes en termes de bande passante et débit, necéssite une augmentation de la capacité des réseaux optiques d’accès et par conséquent une augmentation des capacités de réseaux de transports métropolitains et longues distances. La prochaine génération de systèmes WDM longue distance devrait opérée à des débits de 400Gbps ou 1Tbps. Cette montée en débit s’appuiera sur des nouvelles formes d’ondes avancées de type mono-porteuse (Nyquist-WDM) ou multi-porteuse (OFDM multi-bande). Ces approches sont basées sur le multipléxage de plusieurs porteuses espacées par des intervalles de garde réduits. D’autre part, pour générer ces très haut débits, des modulations multi-états sont utilisées pour chaque porteuse grâce à leur efficacité spectrale élevée. Ces types de systèmes, qui combinent à la fois les approches multi-bande et les modulations multi-états, sont extrêmement vulnérables aux effets nonlinéaires de la fibre optique. En fait, les effets nonlinéaires sont dépendants de la puissance de transmission et inversement proportionels à l’intervalle de garde. Cela rend leur compensation indispensable pour maintenir des bonnes performances des systèmes en terme de distance de transmission. Grâce à l’emploi de récepteurs à détection cohérente, des techniques de traitement du signal numérique sont utlisées pour combattre les effets nonlinéaires. Dans cette thèse, nous avons proposé des nouvelles techniques basées sur les séries de Volterra et les égaliseurs à retour de decision pour compenser respectivement les effets nonlinéaires intrabande et les interférences nonlinéaires inter-bande. / Optical communication systems have evolved since their deployment to meet the growing demand for high-speed communications. Over the past decades, the global demand for communication capacity has increased exponentially and the most of the growth has occurred in the last few years when data started dominating network traffic. In order to meet the increase of traffic demands fueled by the growth of internet services, an increase of access network capacity and consequently metro and long-haul network capacities is required. Next generation of long-haul WDM transmission systems is expected to operate at 400Gbps or 1Tbps bit rate. Superchannel approaches, such as Nyquist WDM and multi-band OFDM, allow both high spectral efficiency and small guardband which makes them promising candidates to generate these high bit rates in combination with multi-level modulations formats. Such transmission systems are strongly disturbed by fiber nonlinear effects which increase with the data rate and the small guard band. Therefore, fiber nonlinearities compensation is required to get the desired performance in terms of transmission reach. DSP based approaches such as digital back propagation and third-order Volterra based nonlinear equalizer have been already proposed to deal with intra-channel or intra-band nonlinear effects. In the context of superchannel systems, we have proposed two new compensation techniques to deal with fiber nonlinear effects. The first one, called fifth-order inverse Volterra based nonlinear equalizer, compensate for intra-band nonlinear effects. The second approach, which is the interband/ subcarrier nonlinear interference canceler, is proposed to combat the nonlinear interference insuperchannel systems.