Vector financial rogue waves

The coupled nonlinear volatility and option pricing model presented recently by Ivancevic is investigated, which generates a leverage effect, i.e., stock volatility is (negatively) correlated to stock returns, and can be regarded as a coupled nonlinear wave alternative of the Black-Scholes option pricing model. In this Letter, we analytically propose vector financial rogue waves of the coupled nonlinear volatility and option pricing model without an embedded w-learning. Moreover, we exhibit their dynamical behaviors for chosen different parameters. The vector financial rogue wave (rogon) solutions may be used to describe the possible physical mechanisms for the rogue wave phenomena and to further excite the possibility of relative researches and potential applications of vector rogue waves in the financial markets and other related fields.     

Financial Rogue Waves

We analytically give the financial rogue waves in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These rogue wave solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.     

非自治物质畸形波的传播操控

研究了(1+1)维的变系数Gross-Pitaevskii方程, 获得了该方程的精确畸形波解. 基于该精确畸形波解, 深入研究了非自治物质畸形波在随时间指数变化的相互作用下的传播动力学行为, 发现非自治畸形波除具有“来无影、去无踪”的不可预测特性外, 也可实现完全激发、抑制激发以及维持激发等操控. 研究表明, 畸形波操控的关键是对累积时间的最大值T_max 与峰值位置T₀ (或T_I,T_II)值大小关系的调节. 当T_max > T₀ (或T_I,T_II)时畸形波被快速地完全激发, 热原子团中的原子增加到凝聚体中. 当T_max = T₀ (或T_I,T_II) 时畸形波激发到最大振幅, 可以维持相当长的时间而不消失, 热原子团中的原子增加到凝聚体中. 当T_max < T₀ (或T_I,T_II)时畸形波没有充足的时间来激发而被抑制甚至消失, 凝聚体中的原子减少. 这些结果在理论和实际应用上具有启迪意义.     

New Bilinear Bäcklund Transformation and Higher Order Rogue Waves with Controllable Center of a Generalized (3+1)-Dimensional Nonlinear Wave Equation

In this paper, we first obtain a bilinear form with small perturbation u_0 for a generalized(3+1)-dimensional nonlinear wave equation in liquid with gas bubbles. Based on that, a new bilinear B?cklund transformation which consists of four bilinear equations and involves seven arbitrary parameters is constructed. After that, by applying a new symbolic computation method, we construct the higher order rogue waves with controllable center to the generalized(3+1)-dimensional nonlinear wave equation. The rogue waves present new structure, which contain two free parametersα and β. The dynamic properties of the higher order rogue waves are demonstrated graphically. The graphs tell that the parameters α and β can control the center of the rogue waves.     

Spatiotemporal Rogue Waves for the Variable-Coefficient (3+1)-Dimensional Nonlinear Schrödinger Equation

With the help of the similarity transformation connected the variable-coefficient (3+1)-dimensional nonlinear Schrödinger equation with the standard nonlinear Schrödinger equation, we firstly obtain first-order and second-order rogue wave solutions. Then, we investigate the controllable behaviors of these rogue waves in the hyperbolic dispersion decreasing profile. Our results indicate that the integral relation between the accumulated time T and the real time t is the basis to realize the control and manipulation of propagation behaviors of rogue waves, such as sustainment and restraint. We can modulate the value T₀ to achieve the sustained and restrained spatiotemporal rogue waves. Moreover, the controllability for position of sustainment and restraint for spatiotemporal rogue waves can also be realized by setting different values of X₀.     

Multi-crack imaging using nonclassical nonlinear acoustic method

Solid materials with cracks exhibit the nonclassical nonlinear acoustical behavior. The micro-defects in solid materials can be detected by nonlinear elastic wave spectroscopy （NEWS） method with a time-reversal （TR） mirror. While defects lie in viscoelastic solid material with different distances from one another, the nonlinear and hysteretic stress-strain relation is established with Preisach-Mayergoyz （PM） model in crack zone. Pulse inversion （PI） and TR methods are used in numerical simulation and defect locations can be determined from images obtained by the maximum value. Since false-positive defects might appear and degrade the imaging when the defects are located quite closely, the maximum value imaging with a time window is introduced to analyze how defects affect each other and how the fake one occurs. Furthermore, NEWS-TR- NEWS method is put forward to improve NEWS-TR scheme, with another forward propagation （NEWS） added to the existing phases （NEWS and TR）. In the added phase, scanner locations are determined by locations of all defects imaged in previous phases, so that whether an imaged defect is real can be deduced. NEWS-TR-NEWS method is proved to be effective to distinguish real defects from the false-positive ones. Moreover, it is also helpful to detect the crack that is weaker than others during imaging procedure.     

N-Soliton Solutions of General Nonlinear Schrodinger Equation with Derivative

The bilinear equation of the genera/nonlinear Schrodinger equation with derivative （GDNLSE） and the N-soliton solutions are obtained through the dependent variable transformation and the Hirota method, respectively. The bilinear equation of the nonlinear Schrodinger equation with derivative （DNLSE） and its multisoliton solutions are given by reduction.     

Higher-Order Rogue Wave Pairs in the Coupled Cubic-Quintic Nonlinear Schrödinger Equations

We study some novel patterns of rogue wave in the coupled cubic-quintic nonlinear Schrödinger equations. Utilizing the generalized Darboux transformation, the higher-order rogue wave pairs of the coupled system are generated. Especially, the first-and second-order rogue wave pairs are discussed in detail. It demonstrates that two classical fundamental rogue waves can be emerged from the first-order case and four or six classical fundamental rogue waves from the second-order case. In the second-order rogue wave solution, the distribution structures can be in triangle, quadrilateral and ring shapes by fixing appropriate values of the free parameters. In contrast to single-component systems, there are always more abundant rogue wave structures in multi-component ones. It is shown that the two higher-order nonlinear coefficients ρ₁ and ρ₂ make some skews of the rogue waves.     

Memristance controlling approach based on modification of linear M–q curve

The memristor has broad application prospects in many fields, while in many cases, those fields require accurate impedance control. The nonlinear model is of great importance for realizing memristance control accurately, but the im- plementing complexity caused by iteration has limited the actual application of this model. Considering the approximate linear characteristics at the middle region of the memristance-charge （M-q） curve of the nonlinear model, this paper pro- poses a memristance controlling approach, which is achieved by linearizing the middle region of the M-q curve of the nonlinear memristor, and establishes the linear relationship between memristances M and input excitations so that it can realize impedance control precisely by only adjusting input signals briefly. First, it analyzes the feasibility for linearizing the middle part of the M-q curve of the memristor with a nonlinear model from the qualitative perspective. Then, the lin- earization equations of the middle region of the M-q curve is constructed by using the shift method, and under a sinusoidal excitation case, the analytical relation between the memristance M and the charge time t is derived through the Taylor series expansions. At last, the performance of the proposed approach is demonstrated, including the linearizing capability for the middle part of the M-q curve of the nonlinear model memristor, the controlling ability for memristance M, and the influence of input excitation on linearization errors.     

Invariant Sets and Exact Solutions to Nonlinear Diffusion Equations with x-Dependent Convection and Absorption

In this paper, we introduce a new invariant set Eo={u：ux=f＇（x）F（u）＋ε[g＇（x）-f＇（x）g（x）]F（u）×exp（-∫^u1/F（z）dz）}where f and g are some smooth functions of x, ε is a constant, and F is a smooth function to be determined. The invariant sets and exact sohltions to nonlinear diffusion equation ut = （ D（u）ux）x ＋ Q（x, u）ux ＋ P（x, u）, are discussed. It is shown that there exist several classes of solutions to the equation that belong to the invariant set Eo.     

Solitons in Bose-Einstein Condensates with Time-Dependent Atomic Scattering Length in a Harmonic Trap

We obtain the integrable relation for the one-dimensional nonlinear Schrodinger equations which describes the dynamics of a Bos-Einstein Condensates with time-dependent scattering length in a harmonic potential. The exact one- and two-soliton solutions are constructed analytically by using the Hirota method. Then we further discuss the dynamics of the one soliton and the interactions between two solitons in currently experimental conditions.     

A novel hierarchy of differential integral equations and their generalized bi-Hamiltonian structures

With the aid of the zero-curvature equation, a novel integrable hierarchy of nonlinear evolution equations associated with a 3 x 3 matrix spectral problem is proposed. By using the trace identity, the bi-Hamiltonian structures of the hierarchy are established with two skew-symmetric operators. Based on two linear spectral problems, we obtain the infinite many conservation laws of the first member in the hierarchy.     

Nonlinear polarization rotation-induced pulse shaping in a stretched-pulse ytterbium-doped fiber laser

We report on controllable pulse shaping in a Yb-doped stretched-pulse fiber laser followed by a high-power chirped pulse amplifier. We demonstrate that the pulses after an extra-cavity grating pair change their intensity profile from Lorentz to Gaussian and then to sech2 shapes by adjusting the intra-cavity polarization through a quarter-wave plate inside the fiber laser cavity. The laser pulses with different pulse shapes exhibit pulse-to-pulse amplitude fluctuation of -- 1.02%, while the sech2-shaped pulse train is provided with a more stable free-running repetition rate as a result of the stronger self-phase modulation in the fiber laser cavity than Lorentz- and Gaussian-shaped pulse trains.     

A New Algebraic Method and Its Application to Nonlinear Klein-Gordon Equation

In terms of the solutions of the generalized Riccati equation, a new algebraic method, which contains the terms of radical expression of functions f（ξ）, is constructed to explore the new exact solutions for nonlinear evolution equations. Being concise and straightforward, the method is applied to nonlinear Klein-Gordon equation, and some new exact solutions of the system are obtained. The method is of important significance in exploring exact solutions for other nonlinear evolution equations.     

Soliton Solutions and Bilinear B/icklund Transformation for Generalized Nonlinear Schr6dinger Equation with Radial Symmetry

Investigated in this paper is the generalized nonlinear Schrodinger equation with radial symmetry. With the help of symbolic computation, the one-, two-, and N-soliton solutions are obtained through the bilinear method. B~cklund transformation in the bilinear form is presented, through which a new solution is constructed. Graphically, we have found that the solitons are symmetric about x = O, while the soliton pulse width and amplitude will change along with the distance and time during the propagation.     

Optimal design of a 7 T highly homogeneous superconducting magnet for a Penning trap

A Penning trap system called Lanzhou Penning Trap（LPT） is now being developed for precise mass measurements at the Institute of Modern Physics（IMP）.One of the key components is a 7 T actively shielded superconducting magnet with a clear warm bore of 156 mm.The required field homogeneity is 3 × 10-7 over two 1 cubic centimeter volumes lying 220 mm apart along the magnet axis.We introduce a two-step method which combines linear programming and a nonlinear optimization algorithm for designing the multi-section superconducting magnet.This method is fast and flexible for handling arbitrary shaped homogeneous volumes and coils.With the help of this method an optimal design for the LPT superconducting magnet has been obtained.     

Synchronization of the fractional-order generalized augmented Lii system and its circuit implementation

In this paper, the synchronization of the fractional-order generalized augmented Lti system is investigated. Based on the predictor--corrector method, we obtain phase portraits, bifurcation diagrams, Lyapunov exponent spectra, and Poincar6 maps of the fractional-order system and find that a four-wing chaotic attractor exists in the system when the system pa- rameters change within certain ranges. Further, by varying the system parameters, rich dynamical behaviors occur in the 2.7-order system. According to the stability theory of a fractional-order linear system, and adopting the linearization by feedback method, we have designed a nonlinear feedback controller in our theoretical analysis to implement the synchro- nization of the drive system with the response system. In addition, the synchronization is also shown by an electronic circuit implementation for the 2.7-order system. The obtained experiment results accord with the theoretical analyses, which further demonstrate the feasibility and effectiveness of the proposed synchronization scheme.     

Inclined periodic homoclinic breather and rogue waves for the (1+1)-dimensional Boussinesq equation

A new method, homoclinic (heteroclinic) breather limit method (HBLM), for seeking rogue wave solution to nonlinear evolution equation (NEE) is proposed. (1+1)-dimensional Boussinesq equation is used as an example to illustrate the effectiveness of the suggested method. Rational homoclinic wave solution, a new family of two-wave solution, is obtained by inclined periodic homoclinic breather wave solution and is just a rogue wave solution. This result shows that rogue wave originates by the extreme behaviour of homoclinic breather wave in (1+1)-dimensional nonlinear wave fields.     

Nonlinear Landau damping of high frequency waves in non-Maxwellian plasmas

Space plasmas often possess non-Maxwellian distribution functions which have a significant effect on the plasma waves.When a laser or electron beam passes through a dense plasma,hot low density electron populations can be generated to alter the wave damping/growth rate.In this paper,we present theoretical analysis of the nonlinear Landau damping for Langmuir waves in a plasma where two electron populations are found.The results show a marked difference between the Maxwellian and non-Maxwellian instantaneous damping rates when we employ a non-Maxwellian distribution function called the generalized(r,q)distribution function,which is the generalized form of the kappa and Maxwellian distribution functions.In the limiting case of r=0 and q→∞,it reduces to the classical Maxwellian distribution function,and when r=0 and q→κ+1,it reduces to the kappa distribution function.