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.     

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.     

Symmetry-breaking instabilities of generalized elliptical solitons

Elliptical solitons in 2D nonlinear Sch?dinger equations are studied numerically with a more-generalized formulation. New families of solitons, vortices, and soliton rings with elliptical symmetry are found and investigated. With a suitable symmetry-breaking parameter, we show that perturbed elliptical solitons tend to move transversely owing to the existences of dipole excitation modes, which are totally suppressed in circularly symmetric solitons. Furthermore, by numerical evolutions we demonstrate that elliptical vortices and soliton rings collapse into a pair of stripes and clusters, respectively, revealing the experimental observations in the literature.     

Generation of phase nuclei by solitons of the new “undulator” type in martensitic phase transitions of crystalline materials

The microdynamics of large-amplitude nonlinear lattice vibrations of plutonium and uranium materials has been investigated at high reactor temperatures in the ranges of martensitic phase transitions. Topologically new large-amplitude solitons of the “undulator” type have been revealed. Transverse and longitudinal “undulator” solitons in crystals with hexagonal and cubic symmetry, depending on the direction of motion, have different kinematic and amplitude characteristics, which differ from the characteristics of the previously known solitons. The transverse “undulator” solitons, like electrons in undulators, are observed with periodic atomic displacements orthogonal to the direction of soliton propagation. The longitudinal “undulator” solitons with displacements of atoms in the direction of soliton propagation are characterized by periodic delays with two-step velocities on the trajectory in a certain analogy with two-period engineering undulator devices. It has been shown that, at high energies, such “undulator” solitons of two types generate nuclei of a new phase in early stages of structural phase transitions.     

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.     

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.     

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.     

Clusters of three-dimensional laser solitons and their collisions

A new class of clusters of three-dimensional dissipative inphase-and antiphase-coupled solitons is numerically found in a laser system with a saturable absorber. The orientation of clusters and their motion depend on the symmetry of spatiotemporal characteristic of the system and on the symmetry of arrangement of solitons in the cluster. An example of a nonplanar (spiral-like) trajectory of the center of a seven-soliton cluster possessing no symmetry elements is demonstrated. Collisions of moving soliton clusters, including those accompanied by exchange of solitons between clusters, are studied. Experimentally, three-dimensional dissipative optical solitons can be realized in a laser amplifier with a saturable absorber or in an extended resonator filled with a medium with nonlinear gain and absorption.     

Vector valley Hall edge solitons in the photonic lattice with type-II Dirac cones

Topological edge solitons represent a significant research topic in the nonlinear topological photonics. They maintain their profiles during propagation, due to the joint action of lattice potential and nonlinearity, and at the same time are immune to defects or disorders, thanks to the topological protection. In the past few years topological edge solitons were reported in systems composed of helical waveguide arrays, in which the time-reversal symmetry is effectively broken. Very recently, topological valley Hall edge solitons have been demonstrated in straight waveguide arrays with the time-reversal symmetry preserved. However, these were scalar solitary structures. Here, for the first time, we report vector valley Hall edge solitons in straight waveguide arrays arranged according to the photonic lattice with innate type-II Dirac cones, which is different from the traditional photonic lattices with type-I Dirac cones such as honeycomb lattice. This comes about because the valley Hall edge state can possess both negative and positive dispersions, which allows the mixing of two different edge states into a vector soliton. Our results not only provide a novel avenue for manipulating topological edge states in the nonlinear regime, but also enlighten relevant research based on the lattices with type-II Dirac cones.     

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.     

Two-dimensional dissipative solitons supported by localized gain

We show that the balance between localized gain and nonlinear cubic dissipation in the two-dimensional nonlinear Schr?dinger equation allows for the existence of stable localized modes that we identify as solitons. Such modes exist only when the gain is strong enough and the energy flow exceeds certain threshold value. Above the critical value of the gain, symmetry breaking occurs and asymmetric dissipative solitons emerge.     

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.     

第一类Poschl-Teller势的非线性代数结构

在形变李代数理论的基础上,利用哈密顿算符和自然算符,构造出第一类Poschl-Teller势的非线性谱生成代数。该非线性代数能够完全确定势场的能量本征态集合和本征值谱,在适当的非线性算符变换下可以化为谐振子代数,显示了该系统具有新的对称性。     

Lie Symmetry and Nonlinear Instability in Computation of KdV Solitons

The soliton calculation method put forward by Zabusky and Kruskal has played an important role in the development of soliton theory, however numerous numerical results show that even though the parameters satisfy the linear stability condition, nonlinear instability will also occur. We notice an exception in the numerical calculation of soliton, gain the linear stability condition of the second order Leap-frog scheme constructed by Zabusky and Kruskal, and then draw the perturbed equation with the finite difference method. Also, we solve the symmetry group of the KdV equation with the knowledge of the invariance of Lie symmetry group and then discuss whether the perturbed equation and the conservation law keep the corresponding symmetry. The conservation law of KdV equation satisfies the scaling transformation, while the perturbed equation does not satisfy the Galilean invariance condition and the scaling invariance condition. It is demonstrated that the numerical simulation destroy some physical characteristics of the original KdV equation. The nonlinear instability in the calculation of solitons is related to the breaking of symmetry.