Askery Canabarro

Interplay of XPM and nonlinear response time in the modulational instability of copropagating optical pulses

We investigate the modulational instability induced by cross-phase modulation (XPM) of two incoherently coupled optical pulses copropagating in a lossless fiber with a finite nonlinear response time. The non-instantaneous character of the nonlinear response is introduced through a Debye relaxation process. We analytically obtain the exact dispersion relation for weak harmonic perturbations over the stationary solution. We show that the instability spectrum, present in both normal and anomalous dispersive regimes in instantaneously responding Kerr media, develops a double peak structure whose relative strength and typical frequency range depend on the response time. Further, we reveal that there are two unstable modes in the entire frequency spectrum. We report the dependence of the maximum gain and central frequency within each unstable mode as a function of the group velocity mismatch and response time, showing the crossover between the regimes of fast and slow nonlinear responses.

A molecular dynamics study of ferroelectric nanoparticles immersed in a nematic liquid crystal

A large number of interesting phenomena related to the insertion of colloidal particles in liquid crystals (LC) have recently been reported. Here, we investigate effects caused by the addition of spherically shaped ferroelectric nanoparticles to a nematic liquid crystal. Using molecular dynamics (MD) simulations, the density of LC molecules, the orientational order parameter, and the polar and azimuthal angle profiles are calculated as functions of the distance to the center of the immersed nanoparticle for different temperatures of the system. We observe that the assembly of ferroelectric nanoparticles enhances the nematic order in the LC medium changing many properties of its host above the nematic-isotropic transition temperature T*NI .

Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets

Forecasting extreme volatility is a central issue in financial risk management. We present a large volatility predicting method based on the distribution of recurrence intervals between successive volatilities exceeding a certain threshold Q, which has a one-to-one correspondence with the expected recurrence time . We find that the recurrence intervals with large are well approximated by the stretched exponential distribution for all stocks. Thus, an analytical formula for determining the hazard probability that a volatility above Q will occur within a short interval if the last volatility exceeding Q happened t periods ago can be directly derived from the stretched exponential distribution, which is found to be in good agreement with the empirical hazard probability from real stock data. Using these results, we adopt a decision-making algorithm for triggering the alarm of the occurrence of the next volatility above Q based on the hazard probability. Using the ‘receiver operator characteristic’ analysis, we find that this prediction method efficiently forecasts the occurrence of large volatility events in real stock data. Our analysis may help us better understand reoccurring large volatilities and quantify more accurately financial risks in stock markets.

How a single particle simultaneously modifies the physical reality of two distant others: a quantum nonlocality and weak value study

The concept of wave-particle duality, which is a key element of quantum theory, has been remarkably found to manifest itself in several experimental realizations as in the famous double-slit experiment. In this specific case, a single particle seems to travel through two separated slits simultaneously. Nevertheless, it is never possible to measure it in both slits, which naturally appears as a manifestation of the collapse postulate. In this respect, one could as well ask if it is possible to “perceive” the presence of the particle at the two slits simultaneously, once its collapse could be avoided. In this article, we use the recently proposed entanglement mediation protocol to provide a positive answer to this question. It is shown that a photon which behaves like a wave, i.e., which seems to be present in two distant locations at the same time, can modify two existing physical realities in these locations. Calculations of the “weak trace” left by such photon also enforce the validity of the present argumentation.

Singular optical lattice generation using light beams with orbital angular momentum

In this Letter we numerically and experimentally demonstrated that a lattice with an optical vortex distributed over the entire lattice can be generated in the Fourier space using three higher-order Laguerre-Gauss beams placed at the vertices of an equilateral triangle in real space. In this scheme the optical vortices lattice presents a topological defect in its central region. Probing the net topological charge of the whole lattice, we found that it corresponds to the topological charge associated with the orbital angular momentum of each beam in real space.

Stochastic noise amplification in noninstantaneous Kerr media

Considering noninstantaneous Kerr nonlinearity, the propagation of a partially coherent optical beam is theoretically investigated by using extensions of the nonlinear Schrodinger equation (NLSE). In order to account for the partial coherence of the beam, a phase-diffusion model is used for the laser beam. To introduce the finite response time of the medium, a time-dependent nonlinear response is incorporated in the system of the NLSE using the Debye relaxation model. We analytically deduce the dispersion relation and numerically compute the gain spectra along with relevant second-order statistical quantities. A detailed study of how these statistical properties are influenced by the group velocity dispersion regime as well as by the delayed nonlinear response of the material is presented. The distinct features for slow and fast delayed nonlinear response are also emphasized.

Short term prediction of extreme returns based on the recurrence interval analysis

Being able to predict the occurrence of extreme returns is important in financial risk management. Using the distribution of recurrence intervals—the waiting time between consecutive extremes—we show that these extreme returns are predictable in the short term. Examining a range of different types of returns and thresholds we find that recurrence intervals follow a q-exponential distribution, which we then use to theoretically derive the hazard probability . Maximizing the usefulness of extreme forecasts to define an optimized hazard threshold, we indicate a financial extreme occurring within the next day when the hazard probability is greater than the optimized threshold. Both in-sample tests and out-of-sample predictions indicate that these forecasts are more accurate than a benchmark that ignores the predictive signals. This recurrence interval finding deepens our understanding of reoccurring extreme returns and can be applied to forecast extremes in risk management.

A nonlinear delayed model for the immune response in the presence of viral mutation

Abstract We consider a delayed nonlinear model of the dynamics of the immune system against a viral infection that contains a wild-type virus and a mutant. We consider the finite response time of the immune system and find sustained oscillatory behavior as well as chaotic behavior triggered by the presence of delays. We present a numeric analysis and some analytical results.