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Application of the Fokker-Planck equation and importance sampling techniques to modeling soliton jitter phenomena

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Abstract

We give a tutorial on applying the Fokker-Planck equation and importance sampling techniques to calculating probability density functions for parameters of a soliton-like solution to a stochastic nonlinear partial differential equation. Amplitude and phase jitters in soliton transmission systems are considered as examples to illustrate the applications.

© 2003 Optical Society of America

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