A path-based method for simulating large deviations and rare events in nonlinear lightwave systems

Jinglai Li, W. L. Kath

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

Errors in nonlinear lightwave systems are often associated with rare, noise‐induced, large deviations of the signal. We present a method to determine the most probable manner in which such rare events occur by solving a sequence of constrained optimization problems. These results then guide importance‐sampled Monte Carlo simulations to determine the events' probabilities. The method applies to a general class of intensity‐based optical detectors and to arbitrarily shaped and multiple pulses.
Original languageEnglish
Pages (from-to)159-173
JournalStudies in Applied Mathematics
Volume137
Issue number2
Early online date19 Apr 2016
DOIs
Publication statusPublished - Aug 2016

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