We explore in this chapter questions of existence and uniqueness for solutions to stochastic differential equations and offer a study of their properties. This endeavor is really a study of diffusion processes. Loosely speaking, the term diffusion is attributed to a Markov process which has continuous sample paths and can be characterized in terms of its infinitesimal generator.

Stochastic Differential Equations

In recent years, notions drawn from non-Hermitian physics and parity–time (PT) symmetry have attracted considerable attention. In particular, the realization that the interplay between gain and loss can lead to entirely new and unexpected features has initiated an intense research effort to explore non-Hermitian systems both theoretically and experimentally. Here we review recent progress in this emerging field, and provide an outlook to future directions and developments. This Review Article outlines the exploration of the interplay between parity–time symmetry and non-Hermitian physics in optics, plasmonics and optomechanics.

Non-Hermitian physics and PT symmetry

BACKGROUND Singularities are critical points for which the behavior of a mathematical model governing a physical system is of a fundamentally different nature compared to the neighboring points. Exceptional points are spectral singularities in the parameter space of a system in which two or more eigenvalues, and their corresponding eigenvectors, simultaneously coalesce. Such degeneracies are peculiar features of nonconservative systems that exchange energy with their surrounding environment. In the past two decades, there has been a growing interest in investigating such nonconservative systems, particularly in connection with the quantum mechanics notions of parity-time symmetry, after the realization that some non-Hermitian Hamiltonians exhibit entirely real spectra. Lately, non-Hermitian systems have raised considerable attention in photonics, given that optical gain and loss can be integrated as nonconservative ingredients to create artificial materials and structures with altogether new optical properties. ADVANCES As we introduce gain and loss in a nanophotonic system, the emergence of exceptional point singularities dramatically alters the overall response, leading to a range of exotic functionalities associated with abrupt phase transitions in the eigenvalue spectrum. Even though such a peculiar effect has been known theoretically for several years, its controllable realization has not been made possible until recently and with advances in exploiting gain and loss in guided-wave photonic systems. As shown in a range of recent theoretical and experimental works, this property creates opportunities for ultrasensitive measurements and for manipulating the modal content of multimode lasers. In addition, adiabatic parametric evolution around exceptional points provides interesting schemes for topological energy transfer and designing mode and polarization converters in photonics. Lately, non-Hermitian degeneracies have also been exploited for the design of laser systems, new nonlinear optics phenomena, and exotic scattering features in open systems. OUTLOOK Thus far, non-Hermitian systems have been largely disregarded owing to the dominance of the Hermitian theories in most areas of physics. Recent advances in the theory of non-Hermitian systems in connection with exceptional point singularities has revolutionized our understanding of such complex systems. In the context of optics and photonics, in particular, this topic is highly important because of the ubiquity of nonconservative elements of gain and loss. In this regard, the theoretical developments in the field of non-Hermitian physics have allowed us to revisit some of the well-established platforms with a new angle of utilizing gain and loss as new degrees of freedom, in stark contrast with the traditional approach of avoiding these elements. On the experimental front, progress in fabrication technologies has allowed for harnessing gain and loss in chip-scale photonic systems. These theoretical and experimental developments have put forward new schemes for controlling the functionality of micro- and nanophotonic devices. This is mainly based on the anomalous parameter dependence in the response of non-Hermitian systems when operating around exceptional point singularities. Such effects can have important ramifications in controlling light in new nanophotonic device designs, which are fundamentally based on engineering the interplay of coupling and dissipation and amplification mechanisms in multimode systems. Potential applications of such designs reside in coupled-cavity laser sources with better coherence properties, coupled nonlinear resonators with engineered dispersion, compact polarization and spatial mode converters, and highly efficient reconfigurable diffraction surfaces. In addition, the notion of the exceptional point provides opportunities to take advantage of the inevitable dissipation in environments such as plasmonic and semiconductor materials, which play a key role in optoelectronics. Finally, emerging platforms such as optomechanical cavities provide opportunities to investigate exceptional points and their associated phenomena in multiphysics systems.

Exceptional points in optics and photonics.

Have you ever felt that the very title, Progress in Optics, conjured an image in your mind? Don’t you see a row of handsomely printed books, bearing the editorial stamp of one of the most brilliant members of the optics community, and chronicling the field of optics since the invention of the laser? If so, you are certain to move the bookend to make room for Volume 16, the latest of this series. It contains seven chapters on widely diverging topics, written by well-known authorities in their fields. These are: 1) Laser Selective Photophysics and Photochemistry by V. S. Letokhov, 2) Recent Advances in Phase Profiles (sic) Generation by J. J. Clair and C. I. Abitbol, 3 ) Computer-Generated Holograms: Techniques and Applications by W.-H. Lee, 4) Speckle Interferometry by A. E. Ennos, 5 ) Deformation  Invariant, Space-Variant Optical  Pattern Recognition by D. Casasent and D. Psaltis, 6) Light Emission from High-Current Surface-Spark Discharges by R. E. Beverly, and 7) Semiclassical Radiation  Theory within a  QuantumMechanical Framework by I. R. Senitzkt. The  breadth of topic  matter  spanned  by  these  chapters makes it impossible, for this reviewer at least, to pass judgement on the comprehensiveness, relevance, and completeness of every chapter. With an editorial board as prominent as that of Progress in Optics, however, it seems hardly likely that such comments should be necessary. It should certainly be possible to take the authority of each author as credible. The only remaining judgment to be  made on these chapters is their readability. In short, what are they like to read? The first sentence of the first chapter greets the eye with an obvious typographical error: “The creation of coherent laser light source, that have tunable radiation, opened the . . . .” Two pages later we find: “When two types of atoms or molecules of different isotopic composition ( A and B ) have even one spectral line that does not overlap with others, it is pos-

Progress in optics

Exploiting the interplay between gain, loss and the coupling strength between different optical components creates a variety of new opportunities in photonics to generate, control and transmit light. Inspired by the discovery of real eigenfrequencies for non-Hermitian Hamiltonians obeying parity–time (PT) symmetry, many counterintuitive aspects are being explored, particularly close to the associated degeneracies also known as ‘exceptional points’. This Review explains the underlying physical principles and discusses the progress in the experimental investigation of PT-symmetric photonic systems. We highlight the role of PT symmetry and non-Hermitian dynamics for synthesizing and controlling the flow of light in optical structures and provide a roadmap for future studies and potential applications. This Review discusses recent developments in the area of non-Hermitian physics, and more specifically the special case of non-Hermitian optical systems with parity–time symmetry.

Parity-time symmetry and exceptional points in photonics.

The concept of parity-time symmetric systems is rooted in non-Hermitian quantum mechanics where complex potentials obeying this symmetry could exhibit real spectra. The concept has applications in many fields of physics, e.g., in optics, metamaterials, acoustics, Bose-Einstein condensation, electronic circuitry, etc. The inclusion of nonlinearity has led to a number of new phenomena for which no counterparts exist in traditional dissipative systems. Several examples of nonlinear parity-time symmetric systems in different physical disciplines are presented and their implications discussed.

Nonlinear waves in PT -symmetric systems

General high-order rogue waves in the nonlinear Schrodinger equation are derived by the bilinear method. These rogue waves are given in terms of determinants whose matrix elements have simple algebraic expressions. It is shown that the general N -th order rogue waves contain N −1 free irreducible complex parameters. In addition, the specific rogue waves obtained by Akhmediev et al. (Akhmediev et al. 2009 Phys. Rev. E 80 , 026601 (doi:10.1103/PhysRevE.80.026601)) correspond to special choices of these free parameters, and they have the highest peak amplitudes among all rogue waves of the same order. If other values of these free parameters are taken, however, these general rogue waves can exhibit other solution dynamics such as arrays of fundamental rogue waves arising at different times and spatial positions and forming interesting patterns.

https://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2011.0640

General high-order rogue waves and their dynamics in the nonlinear Schrödinger equation

In this paper, a general integrable coupled nonlinear Schrodinger system is investigated. In this system, the coefficients of the self-phase modulation, cross-phase modulation, and four-wave mixing terms are more general while still maintaining integrability. The N-soliton solutions in this system are obtained by the Riemann–Hilbert method. The collision dynamics between two solitons is also analyzed. It is shown that this collision exhibits some new phenomena (such as soliton reflection) which have not been seen before in integrable systems. In addition, the recursion operator and conservation laws for this system are also derived.

/pdf/integrable-properties-of-the-general-coupled-nonlinear-wvkislf4rs.pdf

Integrable properties of the general coupled nonlinear Schrödinger equations

General rogue waves in the Davey-Stewartson-I equation are derived by the bilinear method. It is shown that the simplest (fundamental) rogue waves are line rogue waves which arise from the constant background with a line profile and then disappear into the constant background again. It is also shown that multirogue waves describe the interaction of several fundamental rogue waves. These multirogue waves also arise from the constant background and then decay back to it, but in the intermediate times, interesting curvy wave patterns appear. However, higher-order rogue waves exhibit different dynamics. Specifically, only part of the wave structure in the higher-order rogue waves rises from the constant background and then retreats back to it, and this transient wave possesses patterns such as parabolas. But the other part of the wave structure comes from the far distance as a localized lump, which decelerates to the near field and interacts with the transient rogue wave, and is then reflected back and accelerates to the large distance again.

Rogue waves in the Davey-Stewartson I equation.

Stability of solitons in parity-time (PT)-symmetric periodic potentials (optical lattices) is analyzed in both one- and two-dimensional systems First we show analytically that when the strength of the gain-loss component in the PT lattice rises above a certain threshold (phase transition point), an infinite number of linear Bloch bands turn complex simultaneously Second, we show that while stable families of solitons can exist in PT lattices, increasing the gain-loss component has an overall destabilizing effect on soliton propagation Specifically, when the gain-loss component increases, the parameter range of stable solitons shrinks as new regions of instability appear Third, we investigate the nonlinear evolution of unstable PT solitons under perturbations, and show that the energy of perturbed solitons can grow unbounded even though the PT lattice is below the phase transition point

Jianke Yang

Papers

Nonlinear waves in PT -symmetric systems

General high-order rogue waves and their dynamics in the nonlinear Schrödinger equation

Integrable properties of the general coupled nonlinear Schrödinger equations

Rogue waves in the Davey-Stewartson I equation.

Stability analysis for solitons in PT-symmetric optical lattices