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1.
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.  相似文献   

2.
The non‐linear propagation of ion acoustic (IA) waves, which is governed by the non‐linear Schrödinger equation, in multi‐pair plasmas (MPPs) containing adiabatic positive and negative ion fluids as well as non‐extensive (q‐distributed) electrons and positrons is theoretically investigated. It is observed that the MPP under consideration supports two types of modes, namely fast and slow IA modes, and the modulationally stable and unstable parametric regimes for the fast and slow IA modes are determined by the sign of the ratio of the dispersive coefficient to the non‐linear one. It is also found that the modulationally unstable regime generates highly energetic IA rogue waves (IARWs), and the amplitude as well as the width of the IARWs decreases with increase in the value of q (for both q > 0 and q < 0 limits). These new striking features of the IARWs are found to be applicable in the space (i.e., D‐region [], and F‐region [H+, H?] of the Earth's ionosphere) and laboratory MPPs (i.e., fullerene [C+, C?]).  相似文献   

3.
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.  相似文献   

4.
The modulational instability of ion-acoustic wave in a collisionless, unmagnetized plasma consisting ofwarm ions, hot isothermal electrons, and relativistic electron beam is studied. A modified nonlinear Schrodinger equationincluding one additional term that comes from the effect of relativistic electron beam is derived. It is found that theinclusion of a relativistic electron beam would modify the modulational instability of the wave packet and could notadmit any stationary soliton waves.  相似文献   

5.
In this paper, we investigate a (2+1)-dimensional generalized Konopelchenko-Dubrovsky-Kaup-Ku-pershmidt equation. The lump waves, lumpoff waves, and rogue waves are presented based on the Hirota bilinear form of this equation. It is worth noting that the moving path as well as the appearance time and place of the lump waves are given. Moreover, the special rogue waves are considered when lump solution is swallowed by double solitons. Finally, the corresponding characteristics of the dynamical behavior are displayed.  相似文献   

6.
The nonlinear propagation of ion-acoustic (IA) shock waves (SHWs) in a nonextensive multi-ion plasma system (consisting of inertial positive light ions as well as negative heavy ions, noninertial nonextensive electrons and positrons) has been studied. The reductive perturbation technique has been employed to derive the Burgers equation. The basic properties (polarity, amplitude, width, etc.) of the IA SHWs are found to be significantly modified by the effects of nonextensivity of electrons and positrons, ion kinematic viscosity, temperature ratio of electrons and positrons, etc. It has been observed that SHWs with positive and negative potential are formed depending on the plasma parameters. The findings of our results obtained from this theoretical investigation may be useful in understanding the characteristics of IA SHWs both in laboratory and space plasmas.  相似文献   

7.
During the last two decades, revealing mechanisms of origin waves with anomalous amplitude (rogue waves) have been in the focus of researchers from different fields ranging from oceanography to laser physics. Mode‐locked lasers, as a test bed system, provide a unique opportunity to collect more data on rogue waves in the form of random pulses (soliton rain) and to clarify the mechanisms of rogue‐wave emergence caused by soliton–soliton and soliton–dispersive wave interactions. Here, for the first time, for an Er‐doped mode‐locked laser, a new type of vector rogue waves is demonstrated experimentally and theoretically, which is driven by desynchronization of the orthogonal linear states of polarization, so leading to output power oscillations in the form of anomalous spikes‐dips (bright‐dark rogue waves). The results can pave the way to unlocking the universal nature of the origin of rogue waves and thus can be of interest to the broad scientific community.  相似文献   

8.
Under investigation in this work is the general coupled nonlinear Schrödinger (gCNLS) equation, which can be used to describe a wide variety of physical processes. By using Darboux transformation, the new higher-order rogue wave solutions of the equation are well constructed. These solutions exhibit rogue waves on a multi-soliton background. Moreover, the dynamics of these solutions is graphically discussed. Our results would be of much importance in enriching and predicting rogue wave phenomena arising in nonlinear and complex systems.  相似文献   

9.
The modulational instability (MI) criteria of dust-ion-acoustic (DIA) waves (DIAWs) have been investigated in a four-component pair-ion plasma having inertial pair ions, inertialess non-thermal non-extensive electrons, and immobile negatively charged massive dust grains. A nonlinear Schrödinger equation (NLSE) is derived by using reductive perturbation method. The nonlinear and dispersive coefficients of the NLSE can predict the modulationally stable and unstable parametric regimes of DIAWs and associated first and second-order DIA rogue waves (DIARWs). The MI growth rate and the configuration of the DIARWs are examined, and it is found that the MI growth rate increases (decreases) with increasing the number density of the negatively charged dust grains in the presence (absence) of the negative ions. It is also observed that the amplitude and width of the DIARWs increase (decrease) with the negative (positive) ion mass. The implications of the results to laboratory and space plasmas are briefly discussed.  相似文献   

10.
Rogue waters   总被引:1,自引:0,他引:1  
  相似文献   

11.
The nonlinear propagation of ion-acoustic(IA) shock waves(SHWs) in a nonextensive multi-ion plasma system(consisting of inertial positive light ions as well as negative heavy ions, noninertial nonextensive electrons and positrons) has been studied. The reductive perturbation technique has been employed to derive the Burgers equation.The basic properties(polarity, amplitude, width, etc.) of the IA SHWs are found to be significantly modified by the effects of nonextensivity of electrons and positrons, ion kinematic viscosity, temperature ratio of electrons and positrons, etc.It has been observed that SHWs with positive and negative potential are formed depending on the plasma parameters.The findings of our results obtained from this theoretical investigation may be useful in understanding the characteristics of IA SHWs both in laboratory and space plasmas.  相似文献   

12.
We analytically study optical rogue waves in the presence of quintic nonlinearity and nonlinear dispersion effects. Dynamics of the rogue waves are investigated through the precise expressions of their peak, valley, trajectory, and width. Based on this, the properties of a few specific rogue waves are demonstrated in detail, and the dynamical evolution of rogue waves can be well controlled under different nonlinearity management. It shows that the peak reaches its maximum and the valley becomes minimized when the width evolves to the minimum value. Moreover, we find that the higher-order effects here achieve balance due to the integrability, and they only influence the rogue waves' trajectory.  相似文献   

13.
Nonlinear ion-acoustic waves, which in the absence of collisions are moderately stable in the long wave length limit, become modulationally unstable due to presence of collisions. These waves are unstable in the wave number range kmin < k < kmax.  相似文献   

14.
Non-linear heavy ion-acoustic waves (HIAWs) are studied in a homogeneous magnetized four-component multi-ion plasma composed of inertial heavy negative ions, light positive ions, and inertia-less non-extensive electrons and positrons. The non-linear Schrödinger equation is derived in this model using the perturbation method. The criteria for modulational instability of HIAWs and the basic features of finite-amplitude heavy ion acoustic rogue waves (HIARWs) are investigated. The presence of the magnetic field was found to reduce the amplitude of HIARWs and enhances the stability. It is interesting to note that increasing positive ion mass causes decreases in the amplitude and width of rogue waves, which is opposite behaviour to that demonstrated in the previous study of these waves in an unmagnetized plasma. Furthermore, it is also shown that striking parameters, such as the non-extensive parameter, the positron number density, the electron number density, the electron temperature, and the magnetic field parameter, play an undeniable role on the stability of waves packets. The findings of the present investigation may be of wide relevance to some plasma environments, such as active galactic nuclei, pulsar magnetospheres, and other magnetic confinement systems.  相似文献   

15.
In this study, we investigate the oblique collision of two ion-acoustic waves (IAWs) in a three-species plasma composed of electrons, positrons, and ions. We use the extended Poincare-Lighthill-Kuo (PLK) method to derive the two-sided Korteweg-de-Vries (KdV) equations and Hirota’s method for soliton solutions. The effects of the ratio (δ) of electron temperature to positron temperature and the ratio (p) of the number density of positrons to that of electrons on the phase shift are studied. It is observed that the phase shift is significantly influenced by the parameters mentioned above. It is also observed that for some time interval during oblique collision, one practically motionless composite structure is formed, i.e., when two ion-acoustic waves with the same amplitude interact obliquely, a new non-linear wave is formed during their collision, which means that ahead of the colliding ion-acoustic solitary waves, both the amplitude and width are greater that those of the colliding solitary waves. As a result, the nonlinear wave formed after collision is a new one and is delayed. The oblique collision of solitary waves in a two-dimensional geometry is more realistic in high-energy astrophysical pair plasmas such as the magnetosphere of neutron stars and black holes.  相似文献   

16.
By using the perturbation technique, a Kortewege-de-Vries (K-dV) equation for a multicomponent plasma with negative ions and isothermal electrons has been derived. We have discussed the stationary solutions of K-dV equation and it has shown that in the presece of multiple ions, the amplitude of solitons exhibits interesting behaviour, especiallY when the negative ions are present.  相似文献   

17.
以耦合非线性薛定谔方程为理论模型,数值研究了两个一阶暗怪波在正常色散单模光纤中的相互作用.基于一阶暗怪波精确解,采用分步傅里叶数值模拟法,从间距、相位差和振幅系数比方面讨论相邻两个一阶暗怪波之间的相互作用.基于二阶暗怪波精确解,讨论了两个一阶暗怪波的非线性相互作用.研究结果表明:同相位情况下,间距参数T1为0、5、20时,相邻两个一阶暗怪波相互作用激发产生“扭结型”暗怪波.相比较于单个暗怪波发生能量的弥散,“扭结型”暗怪波分裂形成多个次暗怪波.反相位情况下,间距参数T1为2、7、12时,相邻两个一阶暗怪波相互作用也可以激发产生“扭结型”暗怪波.并且“扭结型”暗怪波初始激发的空间位置偏离原始单个暗怪波的位置5.振幅系数比越大,该空间位置越接近5.二阶暗怪波可以看作是两个一阶暗怪波的非线性叠加,复合型和三组分型二阶暗怪波与相邻两个一阶暗怪波的相互作用略有相似.  相似文献   

18.
Nonlinear optics plays a central role in the advancement of optical science and laser‐based technologies. The second‐order rogue‐wave solutions and modulation instability for the coherently coupled nonlinear Schrödinger equations with the positive coherent coupling in nonlinear optics are reported in this paper. Generalized Darboux transformations for such coupled equations are derived, with which the second‐order rational solutions for the purpose of modelling the rogue waves are obtained. With respect to the slowly‐varying complex amplitudes of two interacting optical modes, it is observed that 1) number of valleys of the second‐order rogue waves increases and peak value of the second‐order rogue wave decreases first and then increases; 2) single‐hump second‐order rogue wave turns into the double‐hump second‐order rogue wave; 3) single‐hump bright second‐order rogue wave turns into the dark second‐order rogue wave and finally becomes the three‐hump bright second‐order rogue wave. Meanwhile, baseband modulation instability through the linear stability analysis is seen.  相似文献   

19.
We present a study on the gyroresonant interaction particles in multi-ion (H^+, He^+, and O^+) plasmas between electromagnetic ion cyclotron waves and ring current We provide a first evaluation of the bounce-averaged pitch angle diffusion coefficient 〈Dαα〉 for three typical energies of 50, 100 and 150keV at L ≈ 3.5, the heart of the symmetrical ring current. We show that in the H^+-band and He^+-band, 〈Dαα〉 can approach - 10^-4 s^-1 for ion H^+, and - 5 × 10^-5 s^-1 /or ion He^+; meanwhile, in the O^+-band, 〈Dαα〉 can reach - 10^-5 s^-1 for ions He^+ and O^+. The results above show that the EMIC wave can efficiently produce precipitation loss of energetic (- 100 keV) ions (H^+, He^+ and even O^+), and such a wave tends to be a serious candidate responsible for the ring current decay.  相似文献   

20.
张丽萍  张玺君 《发光学报》2010,31(5):697-700
从理论上研究了非热离子、外部磁场、碰撞对非均匀热尘埃等离子体中三维非线性尘埃声孤波的影响。运用约化摄动法得到描述三维非线性尘埃声孤波的非标准的变系数Korteweg-de Vries(KdV)方程。然后把非标准KdV方程变为标准的变系数KdV方程,并且得到了标准的变系数KdV方程的近似解析解。由此解析解可以看出,非热离子的数目、碰撞、非均匀性、波的斜向传播、尘埃颗粒和非热离子的温度对三维非线性尘埃声孤波的振幅和宽度有很大的影响。外部磁场对三维非线性尘埃声孤波的宽度有影响,而对其振幅没有影响。此外,波的相速度与非热离子、波的斜向传播、尘埃颗粒的温度和非均匀性有关。  相似文献   

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