Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so in the small ensemble size limit. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with resepct to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz '63 and '96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise

Electronic Mach-Zehnder interferometer as a tool to probe fractional statistics

We study transport through an electronic Mach-Zehnder interferometer recently devised at the Weizmann Institute. We show that this device can be used to probe statistics of quasiparticles in the fractional quantum Hall regime. We calculate the tunneling current through the interferometer as the function of the Aharonov-Bohm flux, temperature and voltage bias, and demonstrate that its flux-dependent component is strongly sensitive to the statistics of tunneling quasiparticles. More specifically, the flux-dependent and flux-independent contributions to the current are related by a power law, the exponent being a function of the quasiparticle statistics.Comment: 22 pages; 8 figure

Device-independent bounds for Hardy's experiment

In this Letter we compute an analogue of Tsirelson's bound for Hardy's test of nonlocality, that is, the maximum violation of locality constraints allowed by the quantum formalism, irrespective of the dimension of the system. The value is found to be the same as the one achievable already with two-qubit systems, and we show that only a very specific class of states can lead to such maximal value, thus highlighting Hardy's test as a device-independent self-test protocol for such states. By considering realistic constraints in Hardy's test, we also compute device-independent upper bounds on this violation and show that these bounds are saturated by two-qubit systems, thus showing that there is no advantage in using higher-dimensional systems in experimental implementations of such test.Comment: 4 pages, 2 figure

Analysis and interpretation of high transverse entanglement in optical parametric down conversion

Quantum entanglement associated with transverse wave vectors of down conversion photons is investigated based on the Schmidt decomposition method. We show that transverse entanglement involves two variables: orbital angular momentum and transverse frequency. We show that in the monochromatic limit high values of entanglement are closely controlled by a single parameter resulting from the competition between (transverse) momentum conservation and longitudinal phase matching. We examine the features of the Schmidt eigenmodes, and indicate how entanglement can be enhanced by suitable mode selection methods.Comment: 4 pages, 4 figure

Wave attenuation and dispersion due to floating ice covers

Experiments investigating the attenuation and dispersion of surface waves in a variety of ice covers are performed using a refrigerated wave flume. The ice conditions tested in the experiments cover naturally occurring combinations of continuous, fragmented, pancake and grease ice. Attenuation rates are shown to be a function of ice thickness, wave frequency, and the general rigidity of the ice cover. Dispersion changes were minor except for large wavelength increases when continuous covers were tested. Results are verified and compared with existing literature to show the extended range of investigation in terms of incident wave frequency and ice conditions

Generating entangled photon pairs from a cavity-QED system

We propose a scheme for the controlled generation of Einstein-Podosky-Rosen (EPR) entangled photon pairs from an atom coupled to a high Q optical cavity, extending the prototype system as a source for deterministic single photons. A thorough theoretical analysis confirms the promising operating conditions of our scheme as afforded by currently available experimental setups. Our result demonstrates the cavity QED system as an efficient and effective source for entangled photon pairs, and shines new light on its important role in quantum information science.Comment: It has recently come to our attention that the experiment by T. Wilk, S. C. Webster, A. Kuhn and G. Rempe, published in Science 317, 488 (2007), exactly realizes what we proposed in this article, which is published in Phy. Rev. A 040302(R) (2005