Mathematical and numerical modelling of dispersion-managed solitons, autosolitons and self-similar optical pulses

This thesis presents theoretical investigation of three topics concerned with nonlinear optical pulse propagation in optical fibres. The techniques used are mathematical analysis and numerical modelling. Firstly, dispersion-managed (DM) solitons in fibre lines employing a weak dispersion map are analysed by means of a perturbation approach. In the case of small dispersion map strengths the average pulse dynamics is described by a perturbation approach (NLS) equation. Applying a perturbation theory, based on the Inverse Scattering Transform method, an analytic expression for the envelope of the DM soliton is derived. This expression correctly predicts the power enhancement arising from the dispersion management.Secondly, autosoliton transmission in DM fibre systems with periodical in-line deployment of nonlinear optical loop mirrors (NOLMs) is investigated. The use of in-line NOLMs is addressed as a general technique for all-optical passive 2R regeneration of return-to-zero data in high speed transmission system with strong dispersion management. By system optimisation, the feasibility of ultra-long single-channel and wavelength-division multiplexed data transmission at bit-rates ³ 40 Gbit s-1 in standard fibre-based systems is demonstrated. The tolerance limits of the results are defined.Thirdly, solutions of the NLS equation with gain and normal dispersion, that describes optical pulse propagation in an amplifying medium, are examined. A self-similar parabolic solution in the energy-containing core of the pulse is matched through Painlevé functions to the linear low-amplitude tails. The analysis provides a full description of the features of high-power pulses generated in an amplifying medium.

Ultra high-speed transmission using dispersion managed solitons

This thesis presents the results of numerical modelling of ultra high-speed transmission using DM solitons. The theory of propagation in optical fibres is presented with specific reference to optical communication systems. This theory is then expanded to. incorporate dispersion-managed transmission and the dispersion managed soliton. The first part of this work focuses on ultra high-speed dispersion managed soliton propagation in short period dispersion maps. Initially, the cbaracteristics .of dispersion managed soliton propagation in short period dispersion maps are contrasted to those of the more conventional dispersion managed regime. These properties are then utilised to investigate transmission at single channel data rates of 80 Gbit/s, 160 Gbit/s and 320 Gbit/s. For all three data rates, the tolerable limits for transmission over 1000 km, 3000 km and·transoceanic distances are defined. A major limitation of these higher bjt rate systems arises from the problem of noise-induced interactions, which is where the.accumulation of timing jitter causes neighbouring dispersion-managed solitons to interact. In addition, the systems become more sensitive to initial conditions as the data rate increases, .. The second part of the work focuses on contrasting the performance of a range of propagation regimes, from quasi-linear through to soliton-like propagation at 40 Gbit/s for both single channel and WDM dispersion managed transmission. The results indicated that whilst the optimal single channel performance was achieved for soliton-like propagation, the optimal WDM performance was achieved for propagation regime that lay between quasi-linear and soliton-like.

40Gbit/s dispersion managed soliton transmission

This thesis contains the results of experimental and numerical simulations of optical transmission systems using dispersion managed transmission techniques. Theoretical background is given on the propagation of pulses in optical fibres before extending the arguments to optical solitons, their applications and uses in communications. Dispersion management for transmission systems is introduced and then a brief explanation of quasi-linear pulse propagation is given. Techniques for performing laboratory transmission experiments are divulged and focus on the construction and operation of a recirculating loop. Laser sources and modulators for 40Gbit/s transmission rates are discussed and techniques for acquiring information from the resultant eye are explained.The operation of optically time division demultiplexing with a nonlinear elecro-absorption modulator is considered and then is replaced by the used of a linear electro-optic modulator and Dispersion unbalanced loop mirror (DILM). The use of nonlinearity as a positive effect for the use of processing and regenerating optical data is approached with an insight into the operation interferometers. Successful experimental results are given for the characterisation of the DILM and 40Gbit/ to l0Gbit/s demultiplexing is demonstrated.Modelling of a terrestrial style system is performed and the methods for computer simulation are discussed. The simulations model single channel 40Gbit/s transmission, 16 x 40Gbit/s WDM transmission and WDM transmission with varying channel separation. Three modulation formats are examined over the single mode fibre span. It is found that the dispersion managed soliton is not suitable for terrestrial style systems and that return-to-zero was the optimum format for the considered system.

40Gbit/s single channel dispersion managed pulse propagation in standard fibre over 509km

Error free propagation of a single polarisation optical time division multiplexed 40Gbit/s dispersion managed pulse data stream over 509km has been achieved in standard (non-dispersion shifted) fibre. Dispersion compensating fibre was used after each amplifier to reduce the high local dispersion of the standard fibre. © IEE 1999.

40 Gbit/s soliton transmission over dispersion managed standard fibre links

Error free transmission of a single polarisation optical time division multiplexed 40 Gbit/s dispersion managed pulse data stream over 1009 km has been achieved in a dispersion compensated standard (non-dispersion shifted) fibre. This distance is twice the previous record at this data rate, and was acheived through techniques developed for dispersion managed soliton transmission.

1000 Km transmission of 40 Gbit/s single channel RZ data over dispersion managed standard (non-dispersion shifted) fibre

Error-free transmission of a single polarization optical time division multiplexed 40 Gbit/s dispersion managed pulse data stream over 1009 km has been achieved in dispersion-compensated standard (non-dispersion shifted) fibre. This distance is twice the previous record at this data rate.

10Gbit/s dispersion managed soliton transmission over 16,500km in standard fibre by reduction of soliton interactions

We show experimentally and numerically that in high-speed strongly dispersion-managed standard fiber soliton systems nonlinear interactions limit the propagation distance. We present results that show that the effect of these interactions can be significantly reduced by appropriate location of the amplifier within the dispersion map. Using this technique, we have been able to extend the propagation distance of 10-Gbit/s 231–1pseudorandom binary sequence soliton data to 16, 500km over standard fiber by use of dispersion compensation. To our knowledge this distance is the farthest transmission over standard fiber without active control ever reported, and it was achieved with the amplifier placed after the dispersion-compensating fiber in a recirculating loop.

40Gb/s dispersion managed soliton transmission over 1160km in standard fibre with a 75 km span length

It is shown that in strongly dispersion managed high bit rate systems it is important to correctly choose the pulse launch position. Using this technique error free transmission has been achieved of a 40 Gbit/s 231-1 nonlinear RZ PRBS over 1160 km in a dispersion compensated standard fibre propagation experiment with a 75 km standard fibre span

Transmission of non-uniform OTDM channels in nonlinearly-guided dispersion-managed fibre system

The effects of channel inequality on nonlinear signal switching in a nonlinear optical fiber loop mirror (NOLM) were investigated. It was found that the channel-to-channel amplitude differences in optical time division multiplexing (OTDM) have strong impact on swiching behavior of individual channels in a 2R regenerator. The optical pulses in different channels face either suppression of the amplitude noise or increase in noise, depending on the inter-channel amplitude difference. It was stated that appropriate control of the channel uniformity in the OTDM transmitters is required to support stable long-haul transmission in 2R regenerated systems.

The adverse selection component of exchange traded funds

The aim of our paper is to examine whether Exchange Traded Funds (ETFs) diversify away the private information of informed traders. We apply the spread decomposition models of Glosten and Harris (1998) and Madhavan, Richardson and Roomans (1997) to a sample of ETFs and their control securities. Our results indicate that ETFs have significantly lower adverse selection costs than their control securities. This suggests that private information is diversified away for these securities. Our results therefore offer one explanation for the rapid growth in the ETF market.

Exchange-traded funds and information asymmetry

This thesis focuses on three main questions. The first uses ExchangeTraded Funds (ETFs) to evaluate estimated adverse selection costs obtained spread decomposition models. The second compares the Probability of Informed Trading (PIN) in Exchange-Traded Funds to control securities. The third examines the intra-day ETF trading patterns. These spread decomposition models evaluated are Glosten and Harris (1988); George, Kaul, and Nimalendran (1991); Lin, Sanger, and Booth (1995); Madhavan, Richardson, and Roomans (1997); Huang and Stoll (1997). Using the characteristics of ETFs it is shown that only the Glosten and Harris (1988) and Madhavan, et al (1997) models provide theoretically consistent results. When the PIN measure is employed ETFs are shown to have greater PINs than control securities. The investigation of the intra-day trading patterns shows that return volatility and trading volume have a U-shaped intra-day pattern. A study of trading systems shows that ETFs on the American Stock Exchange (AMEX) have a U-shaped intra-day pattern of bid-ask spreads, while ETFs on NASDAQ do not. Specifically, ETFs on NASDAQ have higher bid-ask spreads at the market opening, then the lowest bid-ask spread in the middle of the day. At the close of the market, the bid-ask spread of ETFs on NASDAQ slightly elevated when compared to mid-day.

Dissipative dispersion-managed solitons in mode-locked lasers

We extend the theory of dispersion-managed solitons to dissipative systems with a focus on mode-locked fiber lasers. Dissipative structures exist at high map strengths, leading to the generation of stable, short pulses with high energy. Two types of intramap pulse evolution are observed depending on the net cavity dispersion. These are characterized by a reduced model, and semianalytical solutions are obtained.

Dissipative nonlinear structures in optical fiber systems I : dissipative dispersion managed solitons in mode-locked lasers

In this first talk on dissipative structures in fiber applications, we extend theory of dispersion-managed solitons to dissipative systems with a focus on mode-locked fibre lasers. Dissipative structures exist at high map strengths leading to the generation of stable, short pulses with high energy. Two types of intra-map pulse evolutions are observed depending on the net cavity dispersion. These are characterized by a reduced model and semi-analytical solutions are obtained.