Sharif Digital Repository

Risk management is one of the most important topics in banking. Risk management in banking is divided to several categories including credit risk. Credit risk is also divided to individual credit risk and portfolio credit risk. In Iran many of banks have worked on individual credit risk models, but few of them have worked on portfolio models because these models have developed only in recent years. In our project we present three categories of credit risk models and then analyze the data of a private bank in Iran with CreditPortfolioView model. In CreditPortfolioView model, macroeconomic parameters are used to analyze the correlated behavior of individuals as a benchmark in different... 

In this dissertation, Martin Heidegger and Andrew Feenberg's views on the current technological atmosphere and their approaches to escaping from this atmosphere will be considered. Critical Theory of Technology is the title that Feenberg refers to it as his own thoughts upshot regarding technology. This title explicitly indicates Feenberg's background in Frankfurt School Critical Theory. In Critical Theory of Technology the problems of the current technological atmosphere are revealed by concerning values in technical designs. Feenberg not only focuses on undesirable consequences of the current technological development, but also considers emancipation from the current technological... 

In this thesis, equations governing the pulse propagation in fiber optics are investigated and methods for numerical solution of these equations are modified or extended to more general cases. First, the extraction of these equations from Maxwell's equations is explained and then the numerical methods are discussed. For extracting the equations, we assume the fiber medium as a longitudinally inhomogeneous medium, so the coupling between the forward and backward waves is taken into account. In addition, the effect of birefringence in fiber is included in the analysis and its modeling as a stochastic process is explained in detail. Two numerical methods based on operator splitting technique... 

Semi-analytical solutions for the nonlinear, one dimensional wave equation have been investigated. The aim of this procedure is to deliver fast and yet accurate approaches for solving the abovementioned equasions. These solutions make a good alternative for full-numerical methods, which are usually time consuming and combersome. Therefore the proposed methods may find complete priority, considering design goals. Lack of a fast numerical method for solving the nonlinear, steady state cases, make the proposed approaches relevant, dealing theses problems. By employing the presented methods, It is possible to effieciently simulate the behavior of the space-wave packet, incident on the nonlinear... 

In this thesis an approximate method is proposed for analysis of two dimensional photonic crystal waveguides. In this method an equivalent impedance is assigned to photonic crystal regions and the waveguide region is modeled with a transmission line. Waveguide’s loss is also analysed and computed by this method. In other words the proposed method is able to determine the complex propagation constant of guided modes without computing any complex roots for dispersion equation. Although like any other approximate method, the accuracy of this method is dependent to some special conditions but it’s advantage over other numerical methods is its simplicity and its capability for waveguide designs.... 

Ring and disk resonator are studied in this thesis. First, the complex resonance frequencies of two-dimensional homogeneous ring and disk resonators are extracted by following the standard approach and then a novel method is proposed to extract the complex eigen-frequencies of two-dimensional inhomogeneous ring and disk resonators. The inhomogeneity of the refractive index is arbitrary along the radial direction. The proposed method is shown to be more efficient than the standard approach based on the stair-case approximation. It is therefore appropriate for resonator design and is thus employed for systematic study of the opposing trends of geometrical parameters in maximization of... 

Potential of plasmonic waveguide structures to confine light in sub-wavelength scales attracted many attentions in recent years. Among these structures planar metal-insulator-metal waveguide and plasmonic slot waveguide are more promising. That is because of their easy fabrication process along with their various reported applications. However, there are some obstacles in the path of developing plasmonic integrated circuits, among whichhigh propagation loss can be named as the most important. To solve this issue, photonic waveguides can be used as the lossless interconnections between small footprint plasmonic components on optical chips. Therefore, application of plasmonic slot waveguide... 

The existing transmission line models of plasmonic nanostructures are modified in this thesis to study the electromagnetic characteristics of nano-plasmonic structures in a more efficeint yet accurate enough fashion. First, rectangular plasmonic cavities made by carving dielectric rectangles within a metallic region are modeled by trasnmission lines of finite length being appropriately terminated at their both ends. The resonance conditon in the proposed model yeilds the resonance frequencies, quality factors, and mode profiles of its correspondig plasmonic resonator. The accuracy of the proposed model is assessed by using the fully numerical finite-difference time-domain method (FDTD)... 

Full numerical methods are usually used for the analysis of periodic structures such as photonic crystals and diffraction gratings. The main drawback of these methods is that they are time-consuming and thus are not appropriate for the design process. In this thesis, approximate and fast methods, based on transmission line models, for the analysis of periodic structures are proposed. To this end, in the first part of the thesis, we investigate one-dimensionally periodic metallic gratings. Longitudinally homogenous metallic gratings, enhanced reflection phenomenon and longitudinally inhomogenous metallic gratings are examined, and simple, and efficient transmission line models for these cases... 

The existing transmission line models of plasmonic nanostructures are modified in this thesis to study the electromagnetic characteristics of nano-plasmonic structures in a more efficeint yet accurate enough fashion. First, rectangular plasmonic cavities made by carving dielectric rectangles within a metallic region are modeled by trasnmission lines of finite length being appropriately terminated at their both ends. The resonance conditon in the proposed model yeilds the resonance frequencies, quality factors, and mode profiles of its correspondig plasmonic resonator. The accuracy of the proposed model is assessed by using the fully numerical finite-difference time-domain method (FDTD)... 

Due to the growing need for plasmonic wavs in microwave and terahertz spectra, a periodic arrangement of one-dimensional cut-through slits is investigated and an equivalent model based on the effective medium theory is derived. In contrast to the all previous attempts that were successful in mimicking only the zeroth-order diffracted waves, the proposed effective medium is capable of mimicking all diffraction orders. The parameters of the equivalent model are established by comparing the scattered waves of the semi-homogeneous medium and those of the main structure obtained by invoking the rigorous mode matching approach based on the single mode approximation inside the slits. This medium is... 

Thus far numerous components and devices have been designed and realized based on plasmonics. Hereon, we focus on PlasMOStor which is probably the first and most important CMOS compatible plasmonic modulator. It resembles to its electronic counterpart MOS transistor in geometry, unless, it has a plasmonic waveguide instead of the regular channel to modulate optical signals . By applying voltage to the gate and inset of charge carrier accumulation, optical properties of the channel changes and plasMOStor turns off. In this thesis, we carry out a through investigation of plasMOStor’s operation. We show that the proposed theoretical description of plasMOStor is fallacious. Subsequently,... 

In this thesis, while a comprehensive study of different methods for the characterization of the optical fibers is done, a unique and effective method is being introduced for the characterization of the dispersion coefficient of Highly Nonlinear Fibers (HNLFs). The proposed method is based on the Brillouin Optical Time Domain Analysis (BOTDA) of a wave generated by the Four Wave Mixing (FWM) interaction. The current method, which includes an experimental scheme and an algorithm for solving the inverse problem, offers high sensitivity and experimental accuracy at the longitudinal resolution of 1 meter. The noise level has been considerably reduced by understanding different sources of the... 

In this thesis we study the possibility of unidirectional transmission of light using reciprocal and nonreciprocal elements. Unidirectional transmission will allow us to separate the coupling of light into and out of resonators and design unidirectional waveguides. We start by studying the effects of one-sided modulations of dielectric constant of reciprocal structures. One-sided modulation will satisfy the phase matching condition for the coupling of two waves only in one direction. Using coupled mode theory, we study one sided modulation in layered media. Next, we find the exact solution to such strucures using transfer matrix method and analyze one-sided modulation in waveguide... 

In this thesis we investigate the use of periodic array of metallic structures which mimics the propagation of the surface plasmon-polaritons waves. The TEM modes supported by these structured surfaces are referred to as the spoof surface plasmon-polaritons. They have many properties in common with the electron plasma and can be described by a plasma-like effective permittivity, when the structure is on a scale much smaller than the wavelength. In this thesis we extend this concept to include different kinds of structured surfaces like cut through metallic slits array and square array of rectangular metallic pillars which support TEM modes. We show that although these structured surfaces... 

Reservoir Computing is a novel computing paradigm that uses a nonlinear recurrent dynamical system to carry out information processing. Recent electronic and optoelectronic Reservoir Computers based on an architecture with a single nonlinear node and a delay loop have shown performance on standardized tasks comparable to state-of-the-art digital implementations. Here we report an all-optical implementation of a Reservoir Computer, made of off-the-shelf components for optical telecommunications. It uses a semiconductor optical amplifier as nonlinearity, and a Fabry-Perot Resonator as a key element to establish the virtual nodes, connecting them and consequently, build the virtual neural... 

In this thesis we focus on the extraction of resonance modes in photonic crystal resonators. This work could be divided in two different parts: in the first part we apply the Galerkin’s method effectively to the two and three dimensional structures, in the second part that constitutes the main part of this thesis we derive transmission line models for these structures. Fist we derive transmission line models for resonators based on the point defect and line defect in two-dimensional photonic crystals. Then we generalize this model to the three-dimensional photonic crystals. Finally we apply the same approach to the coupled resonators and analyze the coupled resonator optical waveguide. In... 

The Bragg reflection mechanism is in this thesis employed to design optical fibers with specific characteristics. First, optical Bragg fibers (BF) with radial periodicity are considered and optimized to have the minimum leakage loss by introduction of a new parameter referred to as the point-wise wave-number. In this fashion, the optical effects of geometrical factors of the to-be-designed fiber are brought together in the point-wise wave-number and the sought-after parameters of the fiber are thus analytically found. Despite a few approximations made in extraction of optimum parameters, rigorous numerical analysis of the here-proposed optical BF clearly demonstrates that it outperforms... 

The focus of this thesis is on reduction of power leakage from bent structures formed by three-dimensional plasmonic waveguides. Since plasmonic waveguides should meet certain conditions to be appropriate for future plasmonic integrated circuits, bunch of hitherto reported plasmonic waveguides are considered and only two of them, viz. plasmonic slot and square coaxial, are selected as suitable candidates for further studies.
Transmission efficiency of sharp bend and dead-end formed in structures based on plasmonic slot waveguides are significantly improved by introducing easy-to-fabricate defects that eliminate in- and out-of-plane power leakage. Afterward, the plasmonic square coaxial...