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Abstract—In this paper, numerical methods are suggested to where X̂(λ) and X̃(λj ) are continuous and discrete spectra
compute the discrete and the continuous spectrum of a signal at the input of the channel, Ŷ (λ) and Ỹ (λj ) are spectra at
arXiv:1204.0830v2 [cs.IT] 7 Oct 2014
II. T HE N ONLINEAR F OURIER T RANSFORM Having identified a basis for the subspace Eλ , we can
Details of the nonlinear Fourier transform can be found in project any other eigenvector v 2 on this basis according to
[Part I]. Here we briefly recall a few essential ingredients re- v 2 (t, λ) = a(λ)ṽ 1 (t, λ) + b(λ)v 1 (t, λ). (4)
quired in the numerical computation of the forward transform.
As noted earlier, we illustrate numerical methods in the context Following Assumption 1(b), a particular choice for v 2 is made
of the Zakharov-Shabat system, which is a Lax operator for by solving the system
the nonlinear Schrödinger equation.
−jλ q(t) 1 −jλT1
For later use, we recall that the slowly-varying complex vt = v, v(T1 , λ) = e , (5)
−q ∗ (t) jλ 0
envelope q(t, z) of a narrow-band small-amplitude signal
propagating in a dispersive weakly-nonlinear medium, such in which we dropped the superscript 2 in v 2 for convenience.
as an optical fiber, satisfies the cubic nonlinear Schrödinger By solving (5) in the interval [T1 , T2 ] for a given λ and
equation. By proper scaling, the equation can be normalized obtaining v(T2 , λ), the nonlinear Fourier coefficients a(λ) and
to the following dimensionless form in 1 + 1 dimensions: b(λ) can be obtained by considering (4) at t = T2 . The
resulting coefficients obtained in this manner are
jqz = qtt + 2|q|2 q. (1)
a(λ) = v1 (T2 )ejλT2 , (6a)
Here t denotes retarded time, and z is distance.
The NFT for an integrable evolution equation starts by b(λ) = v2 (T2 )e−jλT2 . (6b)
finding a Lax pair of operators L and M such that the The NFT of a signal q(t) consists of a continuous spectral
evolution equation arises as the compatibility condition Lz = function defined on the real axis λ ∈ R
[M, L] = M L − LM . For the NLS equation, we may take
b(λ)
operator L as q̂(λ) = , λ ∈ R, (7)
a(λ)
∂
∂t −q(t, z)
L=j . (2) and a discrete spectral function defined on the upper half
−q ∗ (t, z) ∂
− ∂t
complex plane C+ = {λ : ℑ(λ) > 0}
(The corresponding M operator can be found in [Part I].)
b(λj )
The NFT is defined via the spectral analysis of the L q̃(λj ) = , j = 1, · · · , N,
da(λ)/dλ|λ=λj
operator, given in this paper by (2). The spectrum of L is
found by solving the eigenproblem Lv = λv, where λ is where λj are eigenvalues and correspond to the (isolated) zeros
an eigenvalue of L and v is its associated eigenvector. It of a(λ) in C+ , i.e., a(λj ) = 0.
can be shown that the operator L in (2) has the isospectral From the discussions made, in order to compute the nonlin-
flow property, i.e., its spectrum is invariant even as q evolves ear spectrum of q(t), the system of differential equations (5)
according to the NLS equation. needs to be solved in the interval [T1 , T2 ]. Except for special
The eigenproblem Lv = λv can be simplified to cases, (5) needs to be solved numerically.
−jλ q(t)
Numerical methods for the calculation of the forward non-
vt = v. (3) linear Fourier transform are divided into two classes in this
−q ∗ (t) jλ
article:
Note that the z-dependence of q is suppressed in (3) (and 1) Methods which estimate the continuous spectrum by
throughout this paper), as this variable comes into play only directly integrating the Zakharov-Shabat system; see
in the propagation of the signal, not in the definition and Section III.
computation of the NFT. 2) Methods which find the (discrete) eigenvalues. Two
Assumption 1. Throughout this paper we assume that (a) approaches are suggested in this paper for this purpose.
q ∈ L1 (R), and (b) q(t) is supported in the finite interval Similar to the continuous spectrum estimation, we can
[T1 , T2 ]. integrate the Zakharov-Shabat system numerically and
obtain a(λ). To find zeros of a(λ), the scheme is often
The set of eigenvectors v associated with eigenvalue λ in supplemented with a search method to locate eigenvalues
(3) is a two-dimensional subspace Eλ of the continuously in the upper half complex plane. One can also discretize
differentiable functions. We define the adjoint of a vector and rewrite the Zakharov-Shabat eigenproblem Lv = λv
v = [v1 (t), v2 (t)]T as ṽ = [v2∗ (t), −v1∗ (t)]T . If v(t, λ∗ ) is in the interval [T1 , T2 ] as a (large) matrix eigenvalue
an element of Eλ∗ , then ṽ(t, λ∗ ) is an element of Eλ . It can problem; see Section IV.
be shown that any pair of eigenvectors v(t, λ) and ṽ(t, λ∗ )
We begin by discussing methods which estimate the con-
forms a basis for Eλ [Part I]. Using Assumption 1(b), we can
tinuous spectrum.
select an eigenvector v 1 (t, λ) to be a solution of (3) with the
boundary condition
III. N UMERICAL M ETHODS FOR C OMPUTING THE
0 jλT2 C ONTINUOUS S PECTRUM
v 1 (T2 , λ) = e .
1
In this section, we assume that λ ∈ R is given and provide
The basis eigenvectors v 1 and ṽ 1 are called canonical eigen- algorithms for calculating the nonlinear Fourier coefficients
vectors. a(λ) and b(λ). The continuous spectral function is then easily
YOUSEFI AND KSCHISCHANG 3
computed from (7). This process can be repeated to compute y[k] coefficients in the small (rectangular) region [T1 +kǫ, T1 +
the spectral amplitudes for any desired finite set of continuous kǫ + ǫ). The iterations of the layer-peeling method read
frequencies λ.
(a[k + 1], b[k + 1]) = (a[k], b[k]) ◦ (x[k], y[k]), (10)
A. Forward and Central Discretizations (a[0], b[0]) = (1, 0),
The most obvious method to attempt to solve (5) is the where the ◦ operation is defined as in [1]
first-order Euler method or one of its variations [3].
Recall that the signal q(t) is supported in the finite time in- a[k + 1] = a[k]x[k] − b[k]ȳ[k],
terval [T1 , T2 ], and partition this interval uniformly according b[k + 1] = a[k]y[k] + b[k]x̄[k],
to the mesh T1 < T1 + ǫ < · · · < T1 + N ǫ = T2 with size N ,
∆
i.e., with ǫ = (T2 − T1 )/N . Let q[k] = q(T1 + kǫ) and let in which
∆ −jλ q[k] λ
P [k] = . (8) x[k] = cos(Dǫ) − j sin(Dǫ) ejλ(t[k]−t[k−1]) ,
−q ∗ [k] jλ D
−q ∗ [k]
Integrating both sides of (5) from kǫ to (k + 1)ǫ and assuming y[k] = sin(Dǫ)e−jλ(t[k]+t[k−1]) , (11)
that the right hand side is constant over this interval, we get D
and x̄[k](λ) = x∗ [k](λ∗ ), ȳ[k](λ) = y ∗ [k](λ∗ ), D =
v[k + 1] = Af [k]v[k], k = 0, . . . , N, p
λ2 + |q[k]|2 . The desired coefficients are obtained as a :=
1 −jλT1 a[N ] and b := b[N ]. Note that the exponential factors in x[k]
v[0] = e , (9)
0 and y[k] enter (11) in a telescopic manner. As a result, for the
where Af [k] = I2 + ǫP [k] and I2 is the identity matrix. numerical implementation, it is faster to drop these factors
Equation (9) is iterated from k = 0 to k = N to find v[N ]. and just scale the resulting a[N ] and b[N ] coefficients by
The resulting vector is subsequently substituted in (6a)–(6b) exp(jλ(T2 − T1 )) and exp(−jλ(T2 + T1 )), respectively. This,
to obtain a(λ) and b(λ). however, reduces the accuracy as it involves the product of
We have implemented the Euler method for the calculation large and small numbers.
of the nonlinear Fourier transform of a number of pulse shapes. We are motivated by [6] in which the layer-peeling identity
Unfortunately, the one-step Euler method does not produce (10) is mentioned as a property of the nonlinear Fourier
satisfactory results for affordable small step sizes ǫ. transform. An equivalent presentation of this method is given
One can improve upon the basic Euler method by consid- in [7] as well.
ering the central-difference iteration [3], Note further that a different numerical method, but with
the same name (layer-peeling), exists in geophysics and fiber
v[k + 1] = v[k − 1] + 2ǫP [k]v[k]. Bragg design [8]; however this method is not directly related
This makes the discretization second-order, i.e., the error to the forward NFT problem considered here.
v(T1 + kǫ) − v[k] is of order O(ǫ2 ). Here an additional initial We shall see in Section VI that the layer-peeling method
condition is required too, which can be obtained, e.g., by gives remarkably accurate results in estimating the nonlinear
performing one step of the regular forward difference (9). Fourier transform.
E. The Ablowitz-Ladik Discretization that after doing so we are led to an M operator resulting in
the following discrete integrable NLS equation [9], [10]
Ablowitz-Ladik (AL) discretization is an integrable dis-
cretization of the NLS equation in time domain [9]. In this dq[k] q[k + 1] − 2q[k] + q[k − 1]
j =
section, we suggest using the Lax pairs of the Ablowitz-Ladik dz ǫ2
discretization of the NLS equation for solving the Zakharov- + |q[k]|2 (q[k + 1] + q[k − 1]). (16)
Shabat eigenproblem in the spectral domain.
Discretization sometimes breaks symmetries, making the Here the space derivative remains intact and the signal q[k]
discrete version of an integrable equation no longer inte- is discretized in time, in such a way that the nonlinearity
grable. A consequence of symmetry-breaking is that quantities is somewhat averaged among three time samples. In the
which are conserved in the continuous model may no longer continuum limit ǫ → 0, (16) approaches the continuous NLS
be invariant in the discrete model. A completely integrable equation and its merits lie in the fact that it is integrable for any
Hamiltonian system with an infinite number of conserved ǫ, not just in the limit ǫ → 0. For example, soliton signals can
quantities might have a discretized version with no, or few, be observed in this model for any ǫ. The equation has its own
conserved quantities. The discrete equation therefore does not infinite number constants of motion, approaching integrals of
quite mimic the essential features of the original equation if motion in the continuum limit. The operator M which leads
the step size is not small enough. to (16), and the details of the nonlinear Fourier transform for
(16) can be found in [9], [10].
However, for some integrable equations, discretizations ex-
We conclude that the Ablowitz-Ladik discretization can be
ist which are themselves completely integrable Hamiltonian
systems, i.e., they possess an infinite number of conserved used not only as a means to discretize the NLS equation in the
time domain [11], but also as a means to solve the continuous-
quantities and are linearizable by a Lax pair, and therefore
time Zakharov-Shabat system in the spectral domain. This is
are solvable by the nonlinear Fourier transform. Such de-
velopments exist for the NLS and Korteweg-de Vries (KdV) a non-finite-difference discretization, capable of dealing with
oscillations exp(±jλt) in the Zakharov-Shabat system, which
equations.
greatly enhances the accuracy of the one-step finite-difference
For the NLS equation, the integrable discrete version was
methods.
introduced by Ablowitz and Ladik [9]. To illustrate the general
Following Tao and Thiele’s approach [6] and [4], we can
idea, let us replace 1±jλǫ for small ǫ with e±jλǫ in the forward
also normalize the Aal [k] matrix
discretization method (9) (the opposite of what is usually done
in practice). Let z = e−jλǫ represent the discrete eigenvalue, 1 z Q[k]
v[k + 1] = p ∗ v[k]. (17)
Q[k] = q[k]ǫ, and 1 + |Q[k]|2 −Q[k] z −1
z Q[k] The scale factor does not change the spectrum significantly,
Aal [k] = . (12)
−Q∗ [k] z −1 since it is canceled out in the ratios q̂ = b/a and q̃ = b/a′ , and
also its effects are second-order in ǫ. However, numerically,
The Ablowitz-Ladik iteration is normalization may help in reducing the numerical error. In
1 −jλT1 subsequent sections, we refer to (13) as the Ablowitz-Ladik
v[k + 1] = Aal [k]v[k], v[0] = e . (13) method (AL1) and to (17) as the modified Ablowitz-Ladik
0
method (AL2).
Under the z transformation, the upper half complex plane in
λ domain is mapped to the exterior of the unit circle in the IV. M ETHODS FOR C ALCULATING THE D ISCRETE
z domain. The continuous spectrum therefore lies on the unit S PECTRUM
circle |z| = 1, while the discrete spectrum lies outside of the
unit circle |z| > 1. In order to compute the discrete spectrum, the zeros of
One can rewrite the R-equation (12) in the eigenvalue form a(λ) in the upper half complex plane must be found. One
Lv[k] = zv[k], with the following L operator way to visualize this is to assume a two-dimensional mesh in
C+ and determine a at all mesh points. Discrete eigenvalues
Z −Q[k] are then easily identified by looking at the graph of |a(λ)|;
L= , (14)
−Q∗ [k − 1] α[k − 1]Z −1 in many cases they correspond to deep and narrow “wells”
corresponding to the zeros of the magnitude of a.
where α[k] = 1 + |Q[k]|2 , and Z is the shift operator, i.e., As noted earlier, two types of methods are suggested to
Z −1 x[k] = x[k − 1], k ∈ Z. To the first order in ǫ, α[k] ≈ 1 calculate the point spectrum.
and (14) can be simplified to 1) One can use the integration-based algorithms mentioned
in Section III which calculate nonlinear Fourier coeffi-
Z −Q[k]
L= . (15) cients, and search for eigenvalues using a root finding
−Q∗ [k] Z −1
method, such as the Newton-Raphson method. Such
Given the L operator (15), one can consider the M operator methods require good initial points and one needs to
of the continuous NLS equation and modify its elements such be careful about convergence [3].
that the compatibility equation Lz = [M, L] represents a 2) It is also possible to rewrite the spectral problem for
discretized version of the NLS equation. It is not hard to verify an operator as a (large) matrix eigenvalue problem. The
YOUSEFI AND KSCHISCHANG 5
matrix. The similarity transformation can be found using, e.g., Let us assume that
the QR factorization or the Householder transformation [12]. M
M
2 2
Unfortunately, most of the useful statements about com-
X αk j2kπt X j2kπt
v(t) = e T , q(t) = γk e T ,
putations using Hermitian matrices cannot usually be gen- M
β k
k=− 2 k=− M
2
eralized to non-Hermitian matrices. As a result, the eigen-
values of a non-Hermitian matrix (corresponding to a non- where T = T2 − T1 and M + 1 is the maximum number of
self-adjoint operator) are markedly difficult to calculate [12], frequencies in all variables. Then the Zakharov-Shabat system
[13]. Running a general-purpose eigenvalue calculation routine is
on (22) may therefore not be the most efficient way to M
2
get eigenvalues (O(N 3 )). One can study the general-purpose 2πk X
−αk −j γk−m βm = λαk ,
numerical eigenvalue algorithms in [12] and tailor them to the T M
m=− 2
discrete Zakharov-Shabat spectral problems in this paper. Note M
that matrix D is (almost) tridiagonal. Thus the eigenproblem X 2
2πk
∗
Ax = λx for (22), or equivalently discretization of (27) gives −j γ−k+m αm + βk = λβk .
T
a second-order recursive equation zn+2 = α(λ)zn+1 +β(λ)zn . m=− M
2
One can then obtain polynomial a(λ) := zN (λ) recursively in Thus we obtain
O(N 2 ) operations and proceed to find its roots. Alternatively,
det(λI − A) can be calculated recursively. Ω Γ α α
=λ ,
2) Ablowitz-Ladik Eigenproblem: We can also rewrite the −ΓH −Ω β β
Ablowitz-Ladik discretization as a matrix eigenvalue problem. where α = [α− M , . . . , α M ]T , β = [β− M , . . . , β M ]T , Ω =
Using the L operator (14), we obtain 2 2 2 2
− 2π M M
T diag(− 2 , . . . , 2 ) and Γ is a (M +1)×(M +1) Toeplitz
v1 [k + 1] − Q[k]v2 [k] = zv1 [k], (23a) matrix with the first row
∗
−Q [k − 1]v1 [k] + α[k − 1]v2 [k − 1] = zv2 [k], (23b) −j γ0 γ−1 · · · γ− M2 0 · · · 0 ,
| {z }
M
which consequently takes the form and the first column 2
T
U1 − diag(Q[k]) −j γ0 γ1 · · · γ M2 0 · · · 0 .
v = zv,
− diag(Q∗ [k − 1]) U2T | {z }
M
2
component as T2 → ∞ (i.e., kv[k]k → ∞). One can, however, i.e., it occurs if the initial signal q(t, 0) is chosen to be close
normalize v1 and v2 according to to the homoclinic orbit of the equation. It disappears only if
the step size is made sufficiently small, which can be smaller
u1 = v1 ejλt , than what is desired in practice.
u2 = v2 e−jλt , It is shown in [15] that the Ablowitz-Ladik discretization
of the NLS equation (in time) has the desirable property that
and transform (5) to
chaos and numerical instability, which are sometimes present
0 q(t)e2jλt 1 in finite-difference discretizations of the NLS equation, do
ut = u, u(T1 , λ) = . (24)
−q ∗ (t)e−2jλt 0 0 not appear at all. Though these results are for the original
time-domain equations, the issue can occur in the spectral
The desired coefficients are simply a(λ) = u1 (T2 ) and
eigenvalue problem (5) as well, if the signal q[k] is close to
b(λ) = u2 (T2 ). Consequently, if one is interested in obtaining
a certain family of functions (related to sin ωt and cos ωt).
eigenvectors v[k] in addition to the coefficients a(λ) and b(λ),
Therefore, among discretizations studied, the Ablowitz-Ladik
the discretization of the normalized system (24) has better
discretization of the Zakharov-Shabat system is immune to
numerical properties:
chaos and numerical instability. This is particularly important
a[k + 1] 1 Q[k]z −2k a[k] in the presence of amplifier noise, where chaos can be more
= , (25)
b[k + 1] −Q∗ [k]z 2k 1 b[k] problematic.
a[0] 1
= . VI. T ESTING AND C OMPARING N UMERICAL
b[0] 0 THE
M ETHODS
The nonlinear Fourier coefficients are obtained as a := a[N ]
and b := b[N ]. The discrete nonlinear Fourier transform In this section, we test and compare the ability of the
mentioned in [6] is thus the forward discretization of the suggested numerical schemes to estimate the nonlinear Fourier
normalized Zakharov-Shabat system (24). transform (with respect to the Zakharov-Shabat system) of var-
We are interested in the convergence of v[k] (or a(λ) and ious signals. Numerical results are compared against analytical
b(λ)) as a function of N for fixed values of T1 and T2 . That is formulae, in a few cases where such expressions exist. Our aim
to say, we require that the error e = kv(T1 + kǫ) − v[k]k → 0 is to compare the speed and the precision of these schemes
as N → ∞ (for fixed T1 and T2 ). The (global) error in all for various pulse shapes in order to determine which ones are
methods described in this paper is at least O(ǫ), and therefore best suited for subsequent simulation studies.
all these methods are convergent. To derive the analytical formulae, recall that the continuous
Some of these methods are, however, not stable. This spectral function can be written as q̂(λ) = lim y(t, λ), in
t→∞
is partially because the Zakharov-Shabat system can have which y(t, λ) satisfies [1]
unbounded solutions for λ ∈ C+ , i.e., kv(t)k → ∞ as
dy(t, λ)
t → ∞. Errors can potentially be amplified by the system + q(t)e2jλt y 2 (t, λ) + q ∗ (t)e−2jλt = 0,
dt (26)
unstable dynamics. One should be cautious about the normal- y(−∞, λ) = 0.
ized system (24) as well. For example, forward discretization
of the normalized system (25) gives a first-order iteration Similarly, one can solve the second-order differential equation
2
x[k + 1] = Af n [k]x[k]. The eigenvalues of the matrix Af n [k] d z(t, λ) qt dz(t, λ)
in this method are
− 2jλ + + |q|2 z(t, λ) = 0,
dt2 q dt
(27)
z(−∞, λ) = 1, dz(−∞, λ) = 0,
s1,2 = 1 ± jǫ|q[k]|.
dt
It follows that the forward discretization of (24) gives rise
and obtain a(λ) = lim z(t, λ). The zeros of a(λ) form the
to eigenvalues outside of the unit disk, |s| > 1. As a result, t→∞
first-order discretization of (24) are also unstable. In cases discrete spectrum.
where |s| > 1, we can In the following, the discrete spectrum is found and com-
p consider normalizing the iterations by pared using the following matrix-based schemes:
dividing Af n [k] by det p Af n [k] (in the case of (25), dividing
the right-hand side by 1 + |Q[k]|2 ). The resulting iteration 1) central-difference method;
has eigenvalues inside the unit disk. For ǫ ≪ 1 the effect 2) spectral method;
is only second order in ǫ, however it helps in managing the 3) Ablowitz-Ladik discretization with no normalization
numerical error if larger values of ǫ are chosen. (AL1);
An issue pertinent to numerical methods is chaos. Chaos 4) Ablowitz-Ladik discretization with normalization (AL2).
and numerical instability of finite-difference discretizations has In the matrix-based schemes, the entire point spectrum is
been observed in [14] for the sine-Gordon equation, which found at once by solving a matrix eigenvalue problem.
is also integrable and shares a number of basic properties The complete spectrum is found using search-based meth-
with the NLS equation. In [15], the authors conclude that ods:
the standard discretizations of the cubic nonlinear Schrödinger 1) forward discretization method;
equation may lead to spurious numerical behavior. This insta- 2) fourth-order Runge-Kutta scheme;
bility is related to the homoclinic orbits of the NLS equation, 3) layer-peeling methods;
YOUSEFI AND KSCHISCHANG 9
2 2 CD 10−1
1 AL1 10−3
AL2
1 1 SP
CD
ℑ(λ)
ℑ(λ)
0 0 10−1 AL1
e
AL2
e
SP
-1 -1 10−2
10−12
-2 -2 10−14
10−3
-100 -50 0 50 100 -100 -50 0 50 100 0 200 400 0 200 400
ℜ(λ) ℜ(λ) N N
(a) (b) (a) (b)
2 2
Fig. 2. Error in estimating (a) the smallest eigenvalue and (b) the largest
1 1 eigenvalue of the Satsuma-Yajima signal q(t) = 2.7 sech(t) as a function
of the number of sample points N using matrix eigenvalue methods. The
ℑ(λ)
ℑ(λ)
FD LP 2 2
CD AL1
e
RK AL2
1 1
10−1
ℑ(λ)
ℑ(λ)
10−2 0 0
10−3 -1 -1
10−4
-2 -2
10−5
-100 -50 0 50 100 -100 -50 0 50 100
0 200 400 ℜ(λ) ℜ(λ)
N (a) (b)
ℑ(λ)
ℑ(λ)
0 0
-1 -1
spectrum as well. Here we use the Newton method with
-2 -2
random initial points to locate eigenvalues in C+ . Naturally,
we limit ourselves to a rectangular region in the complex -100 -50 0 50 100 -100 -50 0 50 100
ℜ(λ) ℜ(λ)
plan, slightly above the real axis to avoid potential spurious (c) (d)
eigenvalues. Since the number of eigenvalues is not known a
priori, the continuous spectrum is found first so as to give Fig. 4. Discrete spectrum of the rectangular pulse (28) with A = 2,
an estimate of the energy of the discrete spectrum. It is T2 = −T1 = 1 using (a) spectral method, (b) central-difference method,
(c) Ablowitz-Ladik scheme, (d) modified Ablowitz-Ladik scheme.
essential that the continuous spectrum is estimated accurately
so that a good estimate of the energy of the discrete spectrum
can be obtained. Once this energy is known, and a suitable
spurious eigenvalues in the AL schemes move from left to
(rectangular) search region in C+ is chosen, the Newton
right or vice versa. The spectral and finite-difference schemes
method is often able to locate all of the discrete eigenvalues
are relatively immune to these additional spurious eigenvalues.
using just a few iterations.
Normalization of the AL method sometimes produces slightly
Fig. 3 shows the accuracy of the searched-based meth- fewer spurious eigenvalues across the real axis, as can be seen
ods in estimating the largest eigenvalue of the signal in Figs. 1(c)–(d).
q(t) = 2.7 sech(t). The Runge-Kutta, layer-peeling and Crank-
Nicolson methods have about the same accuracy, followed
B. Rectangular Pulse
closely by forward discretization. Since this is the largest
eigenvalue, the AL schemes are not quite as accurate. As noted Consider the rectangular pulse
above, comparison at smaller values of N is not illustrative, as (
A, t ∈ [T1 , T2 ],
the AL estimate quickly deviates from λmax of the continuous q(t) = (28)
signal. 0, otherwise.
The Runge-Kutta method, at the accuracies shown in the It can be shown that the continuous spectrum is given by [1]
above graphs, is of course very slow, and is not a practical −1
method to implement. The running time for the other schemes A∗ −2jλT2 D
q̂(λ) = e 1− cot(D(T2 − T1 )) ,
is approximately the same. Search-based methods take an or- jλ jλ
der of magnitude more time than matrix-based methods when p
where D = λ2 + |A|2 . To calculate the discrete spectrum,
N is small. These methods fail when N becomes too small the equation (27) is reduced to a simple constant coefficient
(N < 200), since the large error in estimating the energy terms second-order ordinary differential equation
of the continuous spectrum negatively influences the stopping
criteria and consequently degrades the Newton increments. d2 z dz
2
− 2jλ + |A|2 z = 0, z(T1 ) = 1, z ′ (T1 ) = 0.
For large N , on the other hand, the QR factorization, which dt dt
takes O(N 3 ) operations in calculating the eigenvalues of a It is easy to verify that the eigenvalues are the solutions of
matrix, becomes quite slow and restricts the use of matrix- √ p
2j(T2 −T1 ) λ2 +|A|2 λ + λ2 + |A|2
based methods. e = p . (29)
The same conclusions are observed for various choices of λ − λ2 + |A|2
real or complex parameter A. As |A| is increased, as before, Following the causality and the layer-peeling property of
the spectral and finite-difference schemes produce the correct the NFT, one can generalize the above result to piece-wise
eigenvalues, and the AL methods generate the same eigenval- constant pulses. This is the basis of the layer-peeling method
ues plus an additional vertical strip of spurious eigenvalues. of Section III-C.
The range of the spurious eigenvalues across the real axis Figs. 4(a)–(d) show the results of numerically computing
remains about the same. As the phase of A is increased, the discrete spectrum of a rectangular pulse with parameters
the true (non-spurious) eigenvalues remain the same in all A = 2, T2 = −T1 = 1, denoted hereafter by q(t) =
methods (as expected analytically), while some of the vertical 2 rect(t). The exact eigenvalue is found to be λ = 1.5713j,
YOUSEFI AND KSCHISCHANG 11
CD FD LP 0.6 0.6
AL1 10−1 RK CN
10 −2 SP AL1 0.4 0.4
10−2 0.2 0.2
e
ℑ(λ)
ℑ(λ)
10−3 0 0
e
10−3 10−4 -0.2 -0.2
10−5 -0.4 -0.4
10−4 -0.6 -0.6
0 200 400 0 200 400 -60 -40 -20 0 20 40 60 -60 -40 -20 0 20 40 60
N N ℜ(λ) ℜ(λ)
(a) (b)
(a) (b)
0.6 0.6
Fig. 5. Error in estimating the largest eigenvalue of the rectangular pulse
q(t) = 2 rect(t) as a function of the number of sample points N using (a) 0.4 0.4
matrix-based methods and (b) search-based methods. 0.2 0.2
ℑ(λ)
ℑ(λ)
0 0
4.2 1.8 -0.2 -0.2
4
-0.4 -0.4
1.2
|q̂(λ)|
FD 0.6
3.2 RK ℜ(λ) ℜ(λ)
CN (c) (d)
LP
2.8 AL1 0
0 400 800 1200 -15 -10 -5 0 5 10 15 Fig. 8. Discrete spectrum of the 4-soliton signal with spectrum (30) using
N λ (a) Fourier method, (b) central-difference method, (c) Ablowitz-Ladik scheme,
(a) (b) (d) modified Ablowitz-Ladik scheme.
Fig. 6. (a) Convergence of the discrete spectral amplitude for the rectangular
pulse q(t) = 2 rect(t) as a function of the number of sample points N . Factor 2 rect(t). It can be seen that convergence does not occur until
−j is not shown in the figure. (b) Continuous spectrum.
N > 1000. Fig. 6(b) shows the continuous spectrum for the
same function. All methods produced essentially the same
continuous spectrum, except for some very slight variations
by numerically finding the roots of (29) using the Newton-
near zero frequency.
Raphson method. No other eigenvalue is found under a large
As |A| is increased, more eigenvalues appear on the imagi-
number of random initial conditions. All methods generate the
nary axis. The distance between these eigenvalues becomes
desired eigenvalue together with a large number of spurious
smaller as |λ| is increased. All methods produce similar
eigenvalues across the real axis. The central-difference scheme
results, with the Ablowitz-Ladik methods reproducing the
visibly generates fewer spurious eigenvalues. The Ablowitz-
purely imaginary eigenvalues at spurious locations with large
Ladik schemes produce two more eigenvalues with a large
real part. Phase addition has no influence on any of these
negative real part.
methods, as expected analytically.
Fig. 5 compares the precision of various methods in estimat-
ing the nonlinear spectrum of q(t) = 2 rect(t). The modified
AL scheme performed the same as the basic AL scheme, C. N-Soliton Signals
and hence we do not include the modified AL scheme in the We consider a 4-soliton signal with discrete spectrum
graphs.
Convergence to the discrete spectral amplitudes, if it occurs q̃(−1 + 0.25j) = 1, q̃(1 + 0.25j) = −j,
at all, is generally very slow compared with the convergence q̃(−1 + 0.5j) = −1, q̃(1 + 0.5j) = j. (30)
of eigenvalues. Fig. 6(a) shows the precision of various meth-
The 4-soliton is generated by solving the Riemann-Hilbert
ods in estimating the discrete spectral amplitude of q(t) =
linear system of equations with zero continuous spectrum [1]
and can be seen in Fig. 7(a). Figs. 8(a)–(d) show the discrete
CD
spectrum of the signal using various matrix-based methods.
2.5 10−1 AL1
SP The relative accuracy of these schemes in estimating the
2 10−2 eigenvalue λ = 1 + 0.5j is shown in Fig. 7(b). A very similar
|q(t)|
1.5 10−3 graph is obtained for other eigenvalues. Iterative methods fare
e
1 10 FD 3 20
FD
RK RK
10 −1 LP 1 LP 15
CN CN 2
AL1 AL1
ℑ(λ)
ℑ(λ)
10−2 10−1 10
e
e
1
10−3 10−2 5
10−4 10−3 0 0
0 400 800 1200 0 400 800 1200 -4 -2 0 2 4 -4 -2 0 2 4
N N ℜ(λ) ℜ(λ)
(a) (b) (a) (b)
Fig. 9. (a) Error in estimating the eigenvalue λ = −1 + 0.25j in a Fig. 11. Locus of eigenvalues of the sinc function under amplitude
4-soliton using search-based methods. (b) Error in estimating the discrete modulation: (a) A = 0 to A = 5, (b) A = 0 to A = 20.
spectral amplitude |q̃| = 1.
2
1.2 2
1 3 1
ℑ(λ)
ℑ(λ)
1
q̂(λ)
q̂(λ)
0 0 0 0
0.8
ℜ(λ) ℜ(λ)
|q̂(λ)|
|q̂(λ)|
−1 0 1 2 −1 0 1
6
0.6 -2
-2
0.4 1
0.2 -4 -2 0 2 4 -4 -2 0 2 4
0 0 λ λ
-4 -2 0 2 4 -4 -2 0 2 4 (a) (b)
λ λ
(a) (b)
Fig. 12. Phase of the continuous spectrum of a sinc function when: (a)
20 1
ℑ(λ)
30 A = 4 (b) A = 4j.
ℑ(λ)
1
15 0 0
ℜ(λ)
|q̂(λ)|
|q̂(λ)|
−1 0 1 20 −1 0 1
10 ℜ(λ) VII. N ONLINEAR F OURIER T RANSFORM OF S IGNALS IN
10 DATA C OMMUNICATIONS
5
In this section, we use the numerical methods discussed
0 0
-4 -2 0 2 4 -8 -4 0 4 8 in Section II to compute the nonlinear Fourier transform
λ λ of signals typically used in optical fiber transmission. The
(c) (d)
emphasis is on sinc functions as they constitute signal degrees-
of-freedom, but we also consider raised-cosine, sech(ωt) and
Fig. 10. Nonlinear Fourier transform of a sinc function with amplitude a)
A = 1, b) A = 2, c) A = 3, d) A = 4. Gaussian signals. In particular, we study the effect of the
amplitude and phase modulation on the structure of the non-
linear spectra. We will also discuss the spectrum of wavetrains
formed by sinc functions.
to the location of eigenvalues and even slight changes in
Since the layer-peeling and the spectral methods give accu-
eigenvalues lead to radically different estimates for the spectral
rate results in estimating the nonlinear spectra, they are chosen
amplitudes. In fact, as the energy of the signal is increased
for subsequent simulations.
by having eigenvalues with large |ℑ(λ)|, the Riemann-Hilbert
system becomes ill-conditioned. Therefore the discrete spectral
amplitudes cannot generally be obtained using the methods A. Spectra of the Nyquist Functions
discussed in this paper. It is illustrative to see the surface of 1) Amplitude and Phase Modulation of Sinc Functions:
|a(λ)| in Fig. 21. The eigenvalues sometimes correspond to Fig. 10 shows the spectrum of q(t) = A sinc(2t) under the
deep and narrow wells in the surface of |a(λ)|, and sometimes amplitude modulation. Note that this function does not satisfy
they correspond to flat minima. In cases that they correspond the Assumption 1(a) since q(t) ∈/ L1 (R). We therefore assume
to narrow wells, the derivative a′ (λ) is sensitive to the location that the signal is truncated in a sufficiently large finite time
of eigenvalues, leading to sensitivities in q̃(λj ). interval. It can be seen that the nonlinear Fourier transform
Note that q̃(λj ) do not appear in the trace formula, and in of q(t) is all dispersive as A is increased from zero, until
particular they do not contribute to the signal energy. This part about A = π where a new eigenvalue emerges from the origin.
of the NFT controls the time center of the signal and influences Starting from A = 0, the continuous spectrum is a rectangle,
the signal phase and shape too. Due to dependency on the time resembling the ordinary Fourier transform −F (q ∗ (t))(2λ). As
center of the signal and the fact that time center can hardly A is increased, the continuous spectral function is narrowed
be used for digital transmission, the values of |q̃(λj )| in the until A = π, where it looks like a delta function and
Riemann-Hilbert approach appear to be numerically chaotic its energy starts to deviate from the energy of the time-
and cannot carry much information. For this reason, we do domain signal. As A > π is further increased, the dominant
not discuss these quantities in detail. eigenvalue on the jω axis moves up until A = 1.27π, where
YOUSEFI AND KSCHISCHANG 13
3 3
ℑ(λ)
|q̂(λ)|
|q̂(λ)|
2 2
3
1 1 2
1
0 0 0
-5 0 5 -5 0 5 -6 -4 -2 0 2 4 6
λ λ ℜ(λ)
(a) (b) (c)
Fig. 13. (a) Amplitude of the continuous spectrum with no carrier. (b) Amplitude of the continuous spectrum with carrier frequency ω = 5. The phase graph
is also shifted similarly with no other change (∆λ = 2.5). (c) Locus of the eigenvalues of a sinc function with amplitude A = 8 as the carrier frequency ω
in exp(−jωt) varies.
ℑ(λ)
ℑ(λ)
transiting from A = π to A = 1.27π, numerical algorithms 1 0.2
have difficulties in determining whether these small emerging
eigenvalues are part of the spectrum or not. Here it appears
that for π < A ≤ 1.27π there is just one dominant purely 0 0
-4 -2 0 2 4 -20 0 20
imaginary eigenvalue moving upward. At A = 1.27π, λ23 ℜ(λ) ℜ(λ)
emerge and move up in the complex plane as A is increased. (a) (b)
An important observation is that the sinc function appears to
have not only purely imaginary eigenvalues, but also a pair of 10 10
symmetric eigenvalues with nonzero real part emerging at high
ℑ(λ)
ℑ(λ)
values of A; see Fig. 11(b). This means that, for example, a
5 5
sinc function (viewed in the time domain) contains a stationary
“central component” plus two small “side components” which
travel to the left and right if the sinc function is subject to 0 0
the NLS flow. The locus of the eigenvalues of the function -2 -1 0 1 2 -4 -2 0 2 4
ℜ(λ) ℜ(λ)
A sinc(2t) as a result of variations in A is given in Fig. 11.
(c) (d)
It follows that the (truncated) sinc function is a simple
2
example of a real symmetric signal whose eigenvalues are not Fig. 14. Eigenvalues of Aejωt sinc(2t): (a) locus of eigenvalues for A = 4
necessarily purely imaginary, as conjectured for a long time and 0.5 ≤ ω ≤ 50, (b) eigenvalues for A = 4 and ω = 15, (c) locus of
eigenvalues for A = 12 and 0 ≤ ω ≤ 50, (d) eigenvalues for A = 12 and
[17]. However if q(t) is real, non-negative, and “single-lobe”, ω = 0.50.
||q||
then there are exactly N = ⌊ 12 + πL1 − ǫ⌋ eigenvalues, all
purely imaginary [17].
Remark 1. It appears that the (truncated) sinc function has changes. The effect of linear chirp, of the form exp(jωt), is
a large number of eigenvalues distributed around the real shown in picture Fig. 13. Linear chirp results in just a shift of
axis. Since these eigenvalues have small imaginary parts and the discrete and continuous spectrum to the left or the right,
there are too many of them, sometimes it is hard to tell depending on the sign of the chirp.
if they are spurious or part of the spectrum. This portion It is interesting to observe the effect of a quadratic chirp.
of the spectrum can be sensitive to the number of signal The locus of eigenvalues that result due to changes in the
samples N and the truncation window as well. One should quadratic phase q exp(jωt2 ) has been studied in [17] for
thus make sure that N is large enough and eigenvalues are Gaussian pulses. In our sinc function example, in the case that
computed and compared using both search and matrix-based there is one discrete eigenvalue in the chirp-free case (such as
methods. Generally speaking, only dominant eigenvalues with when A = 4), increasing ω will move the eigenvalue on the
large enough imaginary parts can be trusted. The continuous jω axis upward, but then the eigenvalue moves down again
spectrum also appears somewhat oscillatory. As a result, sinc and is absorbed in the real axis; see Figs. 14(a)–(b). Note that
functions do not appear to have desirable nonlinear spectrum. the eigenvalues off the jω axis with small imaginary parts
Under phase modulation, in the form of introducing a are considered to be spurious; their number increases as the
constant phase term to the signal, the eigenvalues and the number of sample points is increased.
magnitude of the continuous spectrum remained unchanged. A more interesting behavior is observed when A = 12.
Vertical (negative) shift in the phase of the continuous spec- Here, there are two eigenvalues on the jω axis: λ1 ≈ 10.05j,
trum as a result of phase modulation can be seen in Fig. 12. λ2 = 5.55j, together with λ3,4 = ±3.1 + 0.18j (Fig 14(d)).
We may also examine the effect of time-dependent phase As ω is increased from zero, λ1 and λ2 move down and a fifth
14 IEEE TRANSACTIONS ON INFORMATION THEORY
ω=0 A = 1, ω = 10 A = 1, ω = 30
0.8 ω = 10 4 4
ω = 30 2 2
|q̂(λ)|
q̂(λ)
q̂(λ)
0.4 0 0
-2 -2
6
0 -4 -4
-40 -20 0 20 40 -20 0 20 -20 0 20
λ λ λ
(a) (b) (c)
2
Fig. 15. (a) Nonlinear spectral broadening as a result of quadratic phase modulation Aejωt sinc(2t) with A = 1 and ω = 0, 10 and 30. (b) Phase of the
continuous spectrum when A = 1 and ω = 10. (c) Phase of the continuous spectrum when A = 1 and ω = 30.
1 1 6 a = 0.06 a=1
a = 0.1 2 a=2
0.5 0.5 a = 0.3 a=3
|q̂(λ)|
4
|q̂(λ)|
ℑ(λ)
ℑ(λ)
0 0 1
2
-0.5 -0.5
0 0
-1 -1 -0.5 0 0.5 -4 -2 0 2 4
-1 -0.5 0 0.5 1 -0.5 0 0.5
ℜ(λ) ℜ(λ) λ λ
(a) (b)
(a) (b)
1 1
Fig. 17. Bandwidth expansion in sinc(at) for (a) a = 0.06, a = 0.1,
0.5 0.5 a = 0.3 (b) a = 1, a = 2, a = 3.
ℑ(λ)
ℑ(λ)
0 0
2
ℑ(λ)
ℑ(λ)
ℑ(λ)
ℑ(λ)
0.2 3
0.2 2 0.5
0.1 1
0 0 0 0
-5 0 5 -4 -2 0 2 4 -4 -2 0 2 4 -4 -2 0 2 4
ℜ(λ) ℜ(λ) ℜ(λ) ℜ(λ)
(a) (b) (a) (b)
5 5
4 4 Fig. 19. (a) The locus of the discrete spectrum of q(t) = 4 sinc(2t + 2τ ) +
4 sinc(2t − 2τ ) as a function of 0 ≤ τ ≤ 5. (b) The locus of the discrete
3 3 spectrum of q(t) = 2 sinc(2t + 2τ ) + 2 sinc(2t − 2τ ) as a function of
ℑ(λ)
ℑ(λ)
0 ≤ τ ≤ 5.
2 2
1 1
4
0 0
-4 -2 0 2 4 -4 -2 0 2 4
ℑ(λ)
ℜ(λ) ℜ(λ)
(c) (d) 2
Fig. 20. Effect of the bandwidth constraint on the location of the eigenvalues
and at about τ = 0.2, where λ1 = 4.27j, the eigenvalues of a sinc wavetrain containing 16 pulses with random amplitudes.
with non-zero real parts are absorbed into the real axis at
ℜλ = −3. As τ is further increased, λ1 decreases further,
until τ = 0.4 where λ1 = 2.12j and two new eigenvalues spectrum of all sinc wavetrains with 16 signals. All 16 signal
emerge at locations ℜλ = ±1.5 going up and towards the degrees-of-freedom in the bandlimited signal are modulated
jω axis. There are also a large number of eigenvalues with here. The effect of the bandwidth constraint in the nonlinear
small imaginary parts which arise from the real axis but return, spectral domain can seen in this picture.
before reaching the jω axis, to be absorbed into the real axis,
while new similar eigenvalues are generated again from the
B. Preservation of the Spectrum
real axis. At τ = 0.7 eigenvalues are λ = 2j, ±1 + j. At
some point, the newly created eigenvalues are not absorbed It is crucial to ensure that the spectrum found by the
into the real axis, but they reach the jω axis and collide. numerical methods, such as those discussed in the previous
For instance, at τ = 1 the two eigenvalues off the jω axis sections, is in fact correct. While it proved difficult to do so
rapidly travel towards the jω axis and collide at τ = 1.05. consistently and efficiently, there are various tests to increase
One of these eigenvalues goes down to be absorbed into the one’s confidence in the truth of the output of the numerical
origin, and the other one, interestingly, goes up to be united methods. Taking the inverse nonlinear Fourier transform in the
with the maximum eigenvalue on the jω axis (i.e., to create continuous-time domain and comparing the resulting function
one eigenvalue with multiplicity two). Increasing the distance in time with the original signal is generally quite cumbersome
further does not change the location of this eigenvalue, which and not always feasible. One quick test is to examine a time
from now is fixed at λ = 1.4j, but just changes the pattern frequency identity, such as the trace formula for n = 1, 2, 3, . . .
of lower level eigenvalues. At this point (τ = 5), the two sinc as used in this paper. The first few conserved quantities in
functions are separated in time. The collision does not occur this identity can be written explicitly. One should allow higher
when the amplitudes of the signals are smaller; see Fig. 19 tolerance values in the trace formula for large n, as the discrete
(b) for the locus of the eigenvalues when the amplitude of the terms in this identity involve λn and thus are increasingly
two sinc functions is 2. more sensitive to the eigenvalues. Another test is to subject the
signal to the flow of an integrable equation, such as the NLS
Remark 2. When eigenvalues seem to collide or unite together, equation, and check that the discrete spectrum is preserved
the continuous spectrum develops delta-like spikes in its and the spectral amplitudes are scaled appropriately according
graph. This singularity (ill-conditioned eigenproblem) makes to that equation. In this section, we let the signal propagate
it difficult to determine eigenvalues accurately. according to the NLS equation and compare the spectra at
For wavetrains with a larger number of signals, the number z = 0 and z = L for various L.
of eigenvalues increases proportionally. We generate these Fig. 21 shows examples of the spectra of a number of signals
wavetrains randomly and examine the region to which the at z = 0 and z = L evolving according to the NLS equation
spectrum is confined. Fig. 20 shows the locus of the discrete (1). The distances mentioned in the graphs in km correspond
16 IEEE TRANSACTIONS ON INFORMATION THEORY
z = 0 km
z = 1000 km z = 0 km 1
z = 5000 km z = 1000 km
ℑ(λ)
3 z = 5000 km
0
-1 0 1
2 3 ℜ(λ) 1
|q̂(λ)|
|q(t)|
|a(λ)|
0.5
1 1.5 0
10
5
5 0
ℑ(λ) 0 −5 ℜ(λ)
0
-15 15 -2 -1 0 1 2
t λ
2
z=0 km z=0 km
ℑ(λ)
z = 1000 km z = 1000 km
z = 2000 km z = 2000 km
z = 3000 km z = 3000 km
3 15 0
-1 0 1
|q(t)|
1
q̂(λ)|
ℜ(λ)
2
|a(λ)|
0.5
7.5
1 0
4
5
2 0
ℑ(λ) 0 −5 ℜ(λ)
0
-4 -2 0 2 4 -1 0 1
t λ
4
z=0 km
ℑ(λ)
z=1000 km 2
6z = 0 z=2000 km
km z=4000 km
z = 1000 km
z = 2000 km 0
z = 4000 km -1 0 1
4 ℜ(λ)
|q(t)|
10 1
|q̂(λ)|
|a(λ)|
0.5
2
5 0
10
5
5 0
ℑ(λ) 0 −5 ℜ(λ)
0
-30 -20 -10 0 10 20 30 -10 -5 0 5 10
t λ
1
ℑ(λ)
2 0
z=0 km
z=0 km z=500 km
z = 500 km z=1000 km
z = 1000 km z=2000 km
z = 2000 km -1 0 1
2 1
1 ℜ(λ)
|q̂(λ)|
|a(λ)|
0.5
|q(t)|
1 0
4
5
2 0
ℑ(λ) 0 −5 ℜ(λ)
0
-20 -10 0 10 20 -4 -2 0 2 4
t λ
Fig. 21. Propagation of signals along an optical fiber in the time domain (left), in the nonlinear Fourier transform domain (middle), and showing the surface
of |a(λ)| (right). The signals are (a) Gaussian signal, (b) Satsuma-Yajima signal, (c) raised-cosine function, (d) sinc function. The zeros of |a(λ)| correspond
to eigenvalues in C+ .
YOUSEFI AND KSCHISCHANG 17
TABLE I
F IBER PARAMETERS In general, amplitude variations result in variations in the
location of the eigenvalues and the shape of the continuous
D 17 ps/(nm − km) Dispersion parameter spectrum. Eigenvalues follow particular trajectories in the
γ 1.27 W−1 km−1 nonlinearity parameter
complex plane. Phase variations, on the other hand, influ-
ence only the phase of the spectrum, not the location of
the eigenvalues. One important observation, which may be
to a standard optical fiber with parameters in Table I. Note beneficial for the design of data communication systems, is
that in all these examples the discrete spectrum is completely that the nonlinear spectrum of bandlimited signals appears to
preserved, and the continuous spectral amplitudes undergo a be confined to a vertical strip in the complex plane with a
phase change properly. Compared to Gaussian and raised- width proportion to the signal bandwidth.
cosine examples, whose nonlinear Fourier transform can be This paper has only scratched the surface of a poten-
found easily, the discrete spectrum of sinc functions is much tially rich research area. The development of efficient and
more challenging to find. This is because the non-dominant robust numerical techniques suitable for various engineering
eigenvalues off the jω axis have small imaginary parts for applications of the nonlinear Fourier transform will require
typical parameters and are not sufficiently distinguished. They significant additional effort. A problem of particular interest
also have large real parts, increasing the search region. Sinc is the development of a “fast” nonlinear Fourier transform
functions are thus not the best examples to illustrate the method that would be the analog of the FFT.
application of the NFT in optical fibers. We studied these ideal
signals primarily because of their fundamental utility in linear
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