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Ultraflat, broadband, and highly coherent supercontinuum generation in all-solid microstructured optical fibers with all-normal dispersion 被引量:4
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作者 CHUNLEI HUANG MEISONG LIAO +8 位作者 WANJUN BI XIA LI LILI HU LONG ZHANG LONGFEI WANG GUANSHI QIN TIANFENG XUE DANPING CHEN weiqing gao 《Photonics Research》 SCIE EI 2018年第6期601-608,共8页
High flatness, wide bandwidth, and high-coherence properties of supercontinuum(SC) generation in fibers are crucial in many applications. It is challenging to achieve SC spectra in a combination of the properties, sin... High flatness, wide bandwidth, and high-coherence properties of supercontinuum(SC) generation in fibers are crucial in many applications. It is challenging to achieve SC spectra in a combination of the properties, since special dispersion profiles are required, especially when pump pulses with duration over 100 fs are employed. We propose an all-solid microstructured fiber composed only of hexagonal glass elements. The optimized fiber possesses an ultraflat all-normal dispersion profile, covering a wide wavelength interval of approximately 1.55 μm. An SC spectrum spanning from approximately 1030 to 2030 nm(corresponding to nearly one octave) with flatness<3 dB is numerically generated in the fiber with 200 fs pump pulses at 1.55 μm. The results indicate that the broadband ultraflat SC sources can be all-fiber and miniaturized due to commercially achievable 200-fs fiber lasers. Moreover, the SC pulses feature high coherence and a single pulse in the time domain, which can be compressed to 13.9-fs pulses with high quality even for simple linear chirp compensation. The Fourier-limited pulse duration of the spectrum is 3.19 fs, corresponding to only 0.62 optical cycles. 展开更多
关键词 Fiber design and fabrication Photonic crystal fibers Nonlinear optics fibers Pulse compression Femtosecond phenomena Supercontinuum generation
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金融高频高维数据的波动率矩阵估计:基于GARCH-Ito分组因子模型
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作者 高维清 吴奔 张波 《中国科学:数学》 CSCD 北大核心 2022年第11期1333-1360,共28页
在高频金融数据分析中,高维波动率矩阵的估计和预测十分具有挑战性,当金融资产存在自然的分组结构时,此问题尤为突出.为此,本文提出一种新的GARCH-Ito分组因子模型,将对数价格序列表示为共同因子、分组因子以及异质项,并通过将离散的广... 在高频金融数据分析中,高维波动率矩阵的估计和预测十分具有挑战性,当金融资产存在自然的分组结构时,此问题尤为突出.为此,本文提出一种新的GARCH-Ito分组因子模型,将对数价格序列表示为共同因子、分组因子以及异质项,并通过将离散的广义自回归条件异方差(generalized autoregressive conditional heteroskedasticity,GARCH)结构嵌入特征值过程的波动率中,实现刻画数据波动率动态的目的.本文利用伪极大似然法得到模型的参数估计,建立极限理论,模拟研究表明其良好的有限样本性质.在实证研究中,利用上海证券交易所主板及深圳证券交易所创业板的股票高频价格数据,对比了不分组的模型及波动率矩阵的非参数多尺度已实现波动率(multi-scale realized volatility,MSRV)估计,对比结果显示本文模型具有更好的波动率预测效果. 展开更多
关键词 高维波动率矩阵 高频数据 混频模型 分组因子模型
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Stimulated Brillouin scattering by the interaction between different-order optical and acoustical modes in an As2Se3 photonic crystal fiber 被引量:2
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作者 weiqing gao Liang Chen +9 位作者 Wenhui Jiang Zhengxiong Zhang Xiu Zhang Panyun gao Kang Xie Wei Zhang Yong Zhou Meisong Liao Takenobu Suzuki Yasutake Ohishi 《Chinese Optics Letters》 SCIE EI CAS CSCD 2020年第1期12-17,共6页
Brillouin gain spectra(BGS)in an As2Se3 photonic crystal fiber(PCF)are investigated numerically.The profiles of the BGS are simulated by calculating the characteristics of different-order optical and acoustic waves in... Brillouin gain spectra(BGS)in an As2Se3 photonic crystal fiber(PCF)are investigated numerically.The profiles of the BGS are simulated by calculating the characteristics of different-order optical and acoustic waves in the PCFs with different core diameters.For the small-core PCF,there are two peaks in BGS,but there is only one peak for the large-core PCF.We also reveal that in the small-core PCF,the difference of Brillouin frequency shift between the LP01 and LP11 modes is obvious,while it is not obvious in the large-core PCF.The Brillouin threshold increases with the core diameter increasing. 展开更多
关键词 stimulated BRILLOUIN scattering OPTICAL MODE acoustic MODE CHALCOGENIDE FIBER photonic crystal FIBER
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Switchable multi-wavelength erbium-doped fiber laser based on a four-mode FBG 被引量:2
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作者 Yong Zhou Panyun gao +3 位作者 Xiu Zhang Peng Wang Liang Chen weiqing gao 《Chinese Optics Letters》 SCIE EI CAS CSCD 2019年第1期26-29,共4页
We propose a switchable multi-wavelength erbium-doped fiber laser based on a four-mode fiber Bragg grating(FBG). The four-mode FBG is fabricated in a hydrogen pre-loaded fiber by the phase mask method, which can suppo... We propose a switchable multi-wavelength erbium-doped fiber laser based on a four-mode fiber Bragg grating(FBG). The four-mode FBG is fabricated in a hydrogen pre-loaded fiber by the phase mask method, which can support four linearly polarized modes around 1550 nm. The five operation wavelengths are at 1547.5, 1546.8,1546.0, 1545.1, and 1544.2 nm, respectively. Through adjusting the polarization state and the lateral offset coupling in cavity, the laser can be switched into the operation state of single, dual, or triple wavelengths. The proposed laser has the advantages of simple configuration, stable operation, and easy adjustment. 展开更多
关键词 LENGTH SWITCHABLE FBG
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