[grads] [Sem-coll] Applied Mathematics Colloquium on Monday, Feb 19.

[George Skontos]

Please join us for the Applied Mathematics Colloquium on Monday, Feb 19.
Refreshments will be served 10 minutes before the talk.

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AM Colloquium: Monday, Feb 19 4:40pm, E1 106

Speaker: William L. Kath (Northwestern University)
Title: Methods for simulating rare events in soliton-based lightwave systems

Abstract:
Lightwave communication systems are used to transmit information at high
data rates. In the process, various physical effects distort the
propagating signal and can lead to errors. Systems are designed with the
intent of making error probabilities extremely small, and thus overall
system performance is determined by rare events. In this talk the
application of importance sampling (one member of a general family of
variance reduction techniques) to the numerical simulation of
transmission impairments induced by amplified spontaneous emission noise
in soliton-based optical transmission systems will be discussed. The
method, which is based upon the soliton structure of the equations,
allows numerical simulations to be concentrated on the noise
realizations that are most likely to result in transmission errors,
leading to speedups of several orders of magnitude over standard Monte
Carlo methods. In addition, connections between this method and
classical exit time problems of sto
chastic differential equations will be noted.
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