Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

线性塞曼劈裂对自旋-轨道耦合玻色-爱因斯坦凝聚体中亮孤子动力学的影响

利用变分近似及基于Gross-Pitaevskii方程的直接数值模拟方法,研究了自旋-轨道耦合玻色-爱因斯坦凝聚体中线性塞曼劈裂对亮孤子动力学的影响,发现线性塞曼劈裂将导致体系具有两个携带有限动量的静态孤子,以及它们在微扰下存在一个零能的Goldstone激发模和一个频率与线性塞曼劈裂有关的谐振激发模.同时给出了描述孤子运动的质心坐标表达式,发现线性塞曼劈裂明显影响孤子的运动速度和振荡周期.     

Stable embedded solitons

Stable embedded solitons are discovered in the generalized third-order nonlinear Schr?dinger equation. When this equation can be reduced to a perturbed complex modified Korteweg-de Vries equation, we developed a soliton perturbation theory which shows that a continuous family of sech-shaped embedded solitons exist and are nonlinearly stable. These analytical results are confirmed by our numerical simulations. These results establish that, contrary to previous beliefs, embedded solitons can be robust despite being in resonance with the linear spectrum.     

Parametric and nonparametric Granger causality testing: Linkages between international stock markets

This study investigates long-term linear and nonlinear causal linkages among eleven stock markets, six industrialized markets and five emerging markets of South-East Asia. We cover the period 1987-2006, taking into account the on-set of the Asian financial crisis of 1997. We first apply a test for the presence of general nonlinearity in vector time series. Substantial differences exist between the pre- and post-crisis period in terms of the total number of significant nonlinear relationships. We then examine both periods, using a new nonparametric test for Granger noncausality and the conventional parametric Granger noncausality test. One major finding is that the Asian stock markets have become more internationally integrated after the Asian financial crisis. An exception is the Sri Lankan market with almost no significant long-term linear and nonlinear causal linkages with other markets. To ensure that any causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VAR filtered residuals and VAR filtered squared residuals for the post-crisis sample. We find quite a few remaining significant bi- and uni-directional causal nonlinear relationships in these series. Finally, after filtering the VAR-residuals with GARCH-BEKK models, we show that the nonparametric test statistics are substantially smaller in both magnitude and statistical significance than those before filtering. This indicates that nonlinear causality can, to a large extent, be explained by simple volatility effects.     

New type of breathers near Fermi resonance of optical oscillations in crystals

It has been shown that in crystals, near the Fermi resonance of optical excitons, in addition to the solitons discovered before, such as multi-exciton bound complexes of cusp-, crater-, and dark-type possessing a single carrier frequency, amplitude, and envelope, there are nonlinear soliton excitations of a crucially new, breather-type. Such periodic soliton oscillations exhibit slowly pulsing amplitudes of high-frequency oscillations, with the carrier frequency being a multiple of the frequency of pulsations. In accordance with the multiplicity, the depth of pulsations defines a series of the carrier frequencies, which are condensed near the basic frequency of optical oscillations. The spatial dependence of the two envelopes of new solitons of the cusp type is determined. With the increase in multiplicity, the sharpness of the space envelope of a soliton decreases, while the localization radius increases. Some other features of the solitons of new type are listed.     

Multicolor lattice solitons

We report on the existence of multicolor solitons supported by periodic lattices made from quadratic nonlinear media. Such lattice solitons bridge the gap between continuous solitons in uniform media and discrete solitons in strongly localized systems and exhibit a wealth of new features. We discovered that, in contrast to uniform media, multipeaked lattice solitons are stable. Thus they open new opportunities for all-optical switching based on soliton packets.     

Solitons in nonlinear media with an infinite range of nonlocality: first observation of coherent elliptic solitons and of vortex-ring solitons

We present an experimental study on wave propagation in highly nonlocal optically nonlinear media, for which far-away boundary conditions significantly affect the evolution of localized beams. As an example, we set the boundary conditions to be anisotropic and demonstrate the first experimental observation of coherent elliptic solitons. Furthermore, exploiting the natural ability of such nonlinearities to eliminate azimuthal instabilities, we perform the first observation of stable vortex-ring solitons. These features of highly nonlocal nonlinearities affected by far-away boundary conditions open new directions in nonlinear science by facilitating remote control over soliton propagation.     

Optical similaritons in nonlinear waveguides

We discover analytically an extensive family of optical similaritons, propagating inside graded-index nonlinear waveguide amplifiers. We show that there exists a one-to-one correspondence between these novel similaritons and standard solitons of the homogeneous nonlinear Schr?dinger equation. We demonstrate that for certain inhomogeneity and gain profiles, the newly discovered similaritons turn into solitons over sufficiently long propagation distances.     

Short Envelope Solitons. Isotropic and Anisotropic Media

Within the framework of the third-order approximation of the nonlinear wave dispersion theory, we find new classes of short scalar and vector solitons of lengths about several wavelengths. Short scalar solitons are found within the framework of a third-order nonlinear Schrödinger equation (NSE-3) including both the nonlinear dispersion terms and the third-order linear dispersion term. The interaction of such solitons is studied, and the soliton stability is proved. Short vector solitons are found within the framework of a coupled third-order nonlinear Schröodinger equation (CNSE-3). Interaction and stability of such solitons are studied.     

Breathers and solitons on two different backgrounds in a generalized coupled Hirota system with four wave mixing

We study breathers and solitons on different backgrounds in optical fiber system, which is governed by generalized coupled Hirota equations with four wave mixing effect. On plane wave background, a transformation between different types of solitons is discovered. Then, on periodic wave background, we find breather-like nonlinear localized waves of which formation mechanism are related to the energy conversion between two components. The energy conversion results from four wave mixing. Furthermore, we prove that this energy conversion is controlled by amplitude and period of backgrounds. Finally, solitons on periodic wave background are also exhibited. These results would enrich our knowledge of nonlinear localized waves' excitation in coupled system with four wave mixing effect.     

Quantum Solitons and Localized Modes in a One-Dimensional Lattice Chain with Nonlinear Substrate Potential

In the classical lattice theory, solitons and localized modes can exist in many one-dimensional nonlinear lattice chains, however, in the quantum lattice theory, whether quantum solitons and localized modes can exist or not in the one-dimensional lattice chains is an interesting problem. By using the number state method and the Hartree approximation combined with the method of multiple scales, we investigate quantum solitons and localized modes in a one-dimensional lattice chain with the nonlinear substrate potential. It is shown that quantum solitons do exist in this nonlinear lattice chain, and at the boundary of the phonon Brillouin zone, quantum solitons become quantum localized modes, phonons are pinned to the lattice of the vicinity at the central position j=j₀.     

Multisolitons in a two-dimensional Skyrme model

The Skyrme model can be generalised to a situation where static fields are maps from one Riemannian manifold to another. Here we study a Skyrme model where physical space is two-dimensional euclidean space and the target space is the two-sphere with its standard metric. The model has topological soliton solutions which are exponentially localised. We describe a superposition procedure for solitons in our model and derive an expression for the interaction potential of two solitons which only involves the solitons' asymptotic fields. If the solitons have topological degree 1 or 2 there are simple formulae for their interaction potentials which we use to prove the existence of solitons of higher degree. We explicitly compute the fields and energy distributions for solitons of degrees between one and six and discuss their geometrical shapes and binding energies.     

Linear and Nonlinear Effects in Connectedness Structure: Comparison between European Stock Markets

The purpose of this research is to compare the risk transfer structure in Central and Eastern European and Western European stock markets during the 2007–2009 financial crisis and the COVID-19 pandemic. Similar to the global financial crisis (GFC), the spread of coronavirus (COVID-19) created a significant level of risk, causing investors to suffer losses in a very short period of time. We use a variety of methods, including nonstandard like mutual information and transfer entropy. The results that we obtained indicate that there are significant nonlinear correlations in the capital markets that can be practically applied for investment portfolio optimization. From an investor perspective, our findings suggest that in the wake of global crisis and pandemic outbreak, the benefits of diversification will be limited by the transfer of funds between developed and developing country markets. Our study provides an insight into the risk transfer theory in developed and emerging markets as well as a cutting-edge methodology designed for analyzing the connectedness of markets. We contribute to the studies which have examined the different stock markets’ response to different turbulences. The study confirms that specific market effects can still play a significant role because of the interconnection of different sectors of the global economy.     

Explicit Exact Solutions for Some Nonlinear Partial Differential Equations with Nonlinear Terms of Any Order

In this paper, by introducing some appropriate transformation and with the help of symbolic computation, we study exact travelling wave solutions for the high-order modified Boussinesq equation, a single nonlinear reaction-diffusion equation and a generalized nonlinear Schrödinger equation with nonlinear terms of any order by use of the extended-tanh method. Thus, some new exact travelling-wave solutions, which contain kink-shaped solitons, bell-shaped solitons, periodic solutions, combined formal solitons, rational solutions and singular solitons for these equations, are obtained.     

Soliton solutions,travelling wave solutions and conserved quantities for a three-dimensional soliton equation in plasma physics

Many physical systems can be successfully modelled using equations that admit the soliton solutions. In addition, equations with soliton solutions have a significant mathematical structure. In this paper, we study and analyze a three-dimensional soliton equation, which has applications in plasma physics and other nonlinear sciences such as fluid mechanics, atomic physics, biophysics, nonlinear optics, classical and quantum fields theories. Indeed, solitons and solitary waves have been observed in numerous situations and often dominate long-time behaviour. We perform symmetry reductions of the equation via the use of Lie group theory and then obtain analytic solutions through this technique for the very first time. Direct integration of the resulting ordinary differential equation is done which gives new analytic travelling wave solutions that consist of rational function, elliptic functions, elementary trigonometric and hyperbolic functions solutions of the equation. Besides, various solitonic solutions are secured with the use of a polynomial complete discriminant system and elementary integral technique. These solutions comprise dark soliton, doubly-periodic soliton, trigonometric soliton, explosive/blowup and singular solitons. We further exhibit the dynamics of the solutions with pictorial representations and discuss them. In conclusion, we contemplate conserved quantities for the equation under study via the standard multiplier approach in conjunction with the homotopy integral formula. We state here categorically and emphatically that all results found in this study as far as we know have not been earlier obtained and so are new.     

向列相液晶中强非局域空间光孤子的实验观察

通过实验对向列相液晶中的非局域空间光孤子的传输进行了研究。理论上基于非线性的液晶孤子传输方程,采用高斯形式的试探解,得到了孤子传输的解析解,以及对液晶中的非局域孤子和Snyder等提出的强非局域孤子模型的结果进行了比较。实验上,观察了空间光孤子在向列相液晶中的传输,找到了不同束宽下空间光孤子的临界功率。比如束宽为2μm时临界功率为2.0mW。观察了向列相液晶中空间光孤子的弛豫过程,并注意到液晶分子的响应时间长达几秒钟,液晶中的孤子形成速度较慢。     

有偏压的光伏光折变晶体中的空间灰孤子

修正和完善了有偏压的光伏光折变晶体中空间孤子的非线性波动方程的理论.当光伏效应可忽略时,它转化为屏蔽孤子的非线性波动方程;当外电场为零时,它转化为闭路和开路光伏孤子的非线性波动方程.证明了有偏压的光伏光折变晶体中存在着空间灰孤子.它起源于对外电场的非均匀空间屏蔽和光伏效应.当光伏效应可忽略时,它转化为屏蔽灰孤子;当外电场为零闭路时,它预言了在光伏光折变晶体中存在着光伏灰孤子.     

热非局域非线性高阶界面孤子的多种孤子解

讨论了是光束在(1+1)维的热致非局域介质中的传输, 此介质在中心处被分为两部分, 两部分的线性折射率是不同的. 发现在中心处的界面附近存在多阶稳定的界面孤子. 本文研究的是五阶和六阶界面孤子, 它们都存在三种不同的孤子解. 三种孤子解的波形、束宽、光束重心、存在和稳定区间都是不相同的. 五阶孤子的三种解都存在稳定区间, 并且其中两个解存在共同稳定区域. 然而六阶孤子只有其中一种解存在稳定区间.     

Stability analysis of embedded solitons in the generalized third-order nonlinear Schrodinger equation

We study the generalized third-order nonlinear Schrodinger (NLS) equation which admits a one-parameter family of single-hump embedded solitons. Analyzing the spectrum of the linearization operator near the embedded soliton, we show that there exists a resonance pole in the left half-plane of the spectral parameter, which explains linear stability, rather than nonlinear semistability, of embedded solitons. Using exponentially weighted spaces, we approximate the resonance pole both analytically and numerically. We confirm in a near-integrable asymptotic limit that the resonance pole gives precisely the linear decay rate of parameters of the embedded soliton. Using conserved quantities, we qualitatively characterize the stable dynamics of embedded solitons.     

Spatial optical (2+1)‐dimensional scalar‐ and vector‐solitons in saturable nonlinear media

(2+1)‐dimensional optical spatial solitons have become a major field of research in nonlinear physics throughout the last decade due to their potential in adaptive optical communication technologies. With the help of photorefractive crystals that supply the required type of nonlinearity for soliton generation, we are able to demonstrate experimentally the formation, the dynamic properties, and especially the interaction of solitary waves, which were so far only known from general soliton theory. Among the complex interaction scenarios of scalar solitons, we reveal a distinct behavior denoted as anomalous interaction, which is unique in soliton‐supporting systems. Further on, we realize highly parallel, light‐induced waveguide configurations based on photorefractive screening solitons that give rise to technical applications towards waveguide couplers and dividers as well as all‐optical information processing devices where light is controlled by light itself. Finally, we demonstrate the generation, stability and propagation dynamics of multi‐component or vector solitons, multipole transverse optical structures bearing a complex geometry. In analogy to the particle‐light dualism of scalar solitons, various types of vector solitons can ‐ in a broader sense ‐ be interpreted as molecules of light.