Achievable information rates estimation for 100-nm ramana amplified optical transmission system

The achievable information rates of optical communication systems using ultra-wide bandwidth 100-nm distributed Raman amplification have been investigated for each individual subchannels, based on the first-order perturbative analysis of nonlinear distortions

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

Effect of high-temperature annealing on the residual strain and bending of freestanding GaN films grown by hydride vapor phase epitaxy

The effect of high-temperature high-pressure annealing on the residual strain, bending, and point defect redistribution of freestanding hydride vapor phase epitaxial GaN films was studied. The bending was found to be determined by the difference in the in-plane lattice parameters in the two faces of the films. The results showed a tendency of equalizing the lattice parameters in the two faces with increasing annealing temperature, leading to uniform strain distribution across the film thickness. A nonmonotonic behavior of structural parameters with increasing annealing temperature was revealed and related to the change in the point defect content under the high-temperature treatment.Peer reviewe

Anisotropic strain and phonon deformation potentials in GaN

We report optical phonon frequency studies in anisotropically strained c-plane- and a-plane-oriented GaN films by generalized infrared spectroscopic ellipsometry and Raman scattering spectroscopy. The anisotropic strain in the films is obtained from high-resolution x-ray diffraction measurements. Experimental evidence for splitting of the GaN E1(TO), E1(LO), and E2 phonons under anisotropic strain in the basal plane is presented, and their phonon deformation potentials cE1(TO) , cE1(LO) , and cE2 are determined. A distinct correlation between anisotropic strain and the A1(TO) and E1(LO) frequencies of a-plane GaN films reveals theaA1TO, bA1TO, aE1LO, andbE1LO phonon deformation potentials. The aA1TO and bA1TOaA1TO and aE1LO phonon deformation potentials agree well with recently reported theoretical estimations [J.-M. Wagner and F. Bechstedt, Phys. Rev. B 66, 115202 (2002)], while bA1TO and bE1LO are found to be significantly larger than the theoretical values. A discussion of the observed differences is presented