Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. In 11 cases, the exchange rate returns are accurately described by compounding a NIID series with a multifractal time-deformation process. There is no evidence of long memory.

Direct femtosecond laser inscription in transparent dielectrics

Since 1996 direct femtosecond inscription in transparent dielectrics has become the subject of intensive research. This enabling technology significantly expands the technological boundaries for direct fabrication of 3D structures in a wide variety of materials. It allows modification of non-photosensitive materials, which opens the door to numerous practical applications. In this work we explored the direct femtosecond inscription of waveguides and demonstrated at least one order of magnitude enhancement in the most critical parameter - the induced contrast of the refractive index in a standard borosilicate optical glass. A record high induced refractive contrast of 2.5×10-2 is demonstrated. The waveguides fabricated possess one of the lowest losses, approaching level of Fresnel reflection losses at the glassair interface. High refractive index contrast allows the fabrication of curvilinear waveguides with low bend losses. We also demonstrated the optimisation of the inscription regimes in BK7 glass over a broad range of experimental parameters and observed a counter-intuitive increase of the induced refractive index contrast with increasing translation speed of a sample. Examples of inscription in a number of transparent dielectrics hosts using high repetition rate fs laser system (both glasses and crystals) are also presented. Sub-wavelength scale periodic inscription inside any material often demands supercritical propagation regimes, when pulse peak power is more than the critical power for selffocusing, sometimes several times higher than the critical power. For a sub-critical regime, when the pulse peak power is less than the critical power for self-focusing, we derive analytic expressions for Gaussian beam focusing in the presence of Kerr non-linearity as well as for a number of other beam shapes commonly used in experiments, including astigmatic and ring-shaped ones. In the part devoted to the fabrication of periodic structures, we report on recent development of our point-by-point method, demonstrating the shortest periodic perturbation created in the bulk of a pure fused silica sample, by using third harmonics (? =267 nm) of fundamental laser frequency (? =800 nm) and 1 kHz femtosecond laser system. To overcome the fundamental limitations of the point-by-point method we suggested and experimentally demonstrated the micro-holographic inscription method, which is based on using the combination of a diffractive optical element and standard micro-objectives. Sub-500 nm periodic structures with a much higher aspect ratio were demonstrated. From the applications point of view, we demonstrate examples of photonics devices by direct femtosecond fabrication method, including various vectorial bend-sensors fabricated in standard optical fibres, as well as a highly birefringent long-period gratings by direct modulation method. To address the intrinsic limitations of femtosecond inscription at very shallow depths we suggested the hybrid mask-less lithography method. The method is based on precision ablation of a thin metal layer deposited on the surface of the sample to create a mask. After that an ion-exchange process in the melt of Ag-containing salts allows quick and low-cost fabrication of shallow waveguides and other components of integrated optics. This approach covers the gap in direct fs inscription of shallow waveguide. Perspectives and future developments of direct femtosecond micro-fabrication are also discussed.

An Investigation of the destruction of ion exchange resins

Ion exchange resins are used for many purposes in various areas of science and commerce. One example is the use of cation exchange resins in the nuclear industry for the clean up of radioactively contaminated water (for example the removal of 137Cs). However, during removal of radionuclides, the resin itself becomes radioactively contaminated, and must be treated as Intermediate Level Waste. This radioactive contamination of the resin creates a disposal problem. Conventionally, there are two main avenues of disposal for industrial wastes, landfill burial or incineration. However, these are regarded as inappropriate for the disposal of the cation exchange resin involved in this project. Thus, a method involving the use of Fenton's Reagent (Hydrogen Peroxide/soluble Iron catalyst) to destroy the resin by wet oxidation has been developed. This process converts 95% of the solid resin to gaseous CO2, thus greatly reducing the volume of radioactive waste that has to be disposed of. However, hydrogen peroxide is an expensive reagent, and is a major component of the cost of any potential plant for the destruction of ion exchange resin. The aim of my project has been to discover a way of improving the efficiency of the destruction of the resin thus reducing the cost involved in the use of hydrogen peroxide. The work on this problem has been concentrated in two main areas:-1) Use of analytical techniques such as NMR and IR to follow the process of the hydrogen peroxide destruction of both resin beads and model systems such as water soluble calixarenes. 2) Use of various physical and chemical techniques in an attempt to improve the overall efficiency of hydrogen peroxide utilization. Examples of these techniques include UV irradiation, both with and without a photocatalyst, oxygen carrying molecules and various stirring regimes.

All-fiber passively mode-locked Tm-doped NOLM-based oscillator operating at 2-μm in both soliton and noisy-pulse regimes

A self-starting all-fiber passively mode-locked Tm-doped fiber laser based on nonlinear loop mirror (NOLM) is demonstrated. Stable soliton pulses centered at 2017.33 nm with 1.56 nm FWHM were produced at a repetition rate of 1.514 MHz with pulse duration of 2.8 ps and pulse energy of 83.8 pJ. As increased pump power, the oscillator can also operate at noise-like (NL) regime. Stable NL pulses with coherence spike width of 341 fs and pulse energy of up to 249.32 nJ was achieved at a center wavelength of 2017.24 nm with 21.33 nm FWHM. To the best of our knowledge, this is the first 2 μm region NOLM-based mode-locked fiber laser operating at two regimes with the highest single pulse energy for NL pulses. © 2014 Optical Society of America.

Long-range, high bit-rate secure key distribution link utilizing Raman Ultra-long fiber laser (UFL)

The distribution of the secret key is the weakest link of many data encryption systems. Quantum key distribution (QKD) schemes provide attractive solutions [1], however their implementation remains challenging and their range and bit-rate are limited. Moreover, practical QKD systems, employ real-life components and are, therefore, vulnerable to diverse attack schemes [2]. Ultra-Long fiber lasers (UFLs) have been drawing much attention recently because of their fundamentally different properties compared to conventional lasers as well as their unique applications [3]. Here, we demonstrate a 100Bps, practically secure key distribution, over a 500km link, employing Raman gain UFL. Fig. 1(a) depicts a schematic of the UFL system. Each user has an identical set of two wavelength selective mirrors centered at l0 and l 1. In order to exchange a key-bit, each user independently choose one of these mirrors and introduces it as a laser reflector at their end. If both users choose identical mirrors, a clear signal develops and the bits in these cases are discarded. However if they choose complementary mirrors, (1, 0 or 0, 1 states), the UFL remains below lasing threshold and no signal evolves. In these cases, an eavesdropper can only detect noise and is unable to determine the mirror choice of the users, where the choice of mirrors represent a single key bit (e.g. Alice's choice of mirror is the key-bit). These bits are kept and added to the key. The absence of signal in the secure states faxilitates fast measurements to distinguish between the non-secure and the secure states and to determine the key-bit in the later case, Sequentially reapeating the single bit exchange protocol generate the entire keys of any desirable length. © 2013 IEEE.

Temporal and spatio-temporal regimes of generation of Raman fibre lasers

Temporal dynamics of Raman fibre lasers tend to have very complex nature, owing to great cavity lengths and high nonlinearity, being stochastic on short time scales and quasi-continuous on longer time scales. Generally fibre laser intensity dynamics is represented by one-dimensional time-series, which in case of quasi-continuous wave generation in Raman fibre lasers gives little insight into the processes underlying the operation of a laser. New methods of analysis and data representation could help to uncover the underlying physical processes, understand the dynamics or improve the performance of the system. Using intrinsic periodicity of laser radiation, one dimensional intensity time series of a Raman fibre laser was analysed over fast and slow variation time. This allowed to experimentally observe various spatio-temporal regimes of generation, such as laminar, turbulent, partial mode-lock, as well as transitions between them and identify the mechanisms responsible for the transitions. Great cavity length and high nonlinearity also make it difficult to achieve stable high repetition rate mode-locking in Raman fibre lasers. Using Faraday parametric instability in extremely simple linear cavity experimental configuration, a very high order harmonic mode-locking was achieved in ò.ò kmlong Raman fibre laser. The maximum achieved pulse repetition rate was 12 GHz, with 7.3 ps long Gaussian shaped pulses. There is a new type of random lasers – random distributed feedback Raman fibre laser, which temporal properties cannot be controlled by conventionalmode-locking or Q-switch techniques and mechanisms. By adjusting the pump configuration, a very stable pulsed operation of random distributed feedback Raman fibre laser was achieved. Pulse duration varied in the range from 50 to 200 μs depending on the pump power and the cavity length. Pulse repetition rate scaling on the parameters of the system was experimentally identified.