Phase synchronization in the forced Lorenz system

Extreme events in the Higgs oscillator: A dynamical study and forecasting approach

Many dynamical systems exhibit unexpected large amplitude excursions in the chronological progression of a state variable. In the present work, we consider the dynamics associated with the one-dimensional Higgs oscillator, which is realized through gnomonic projection of a harmonic oscillator defined on a spherical space of constant curvature onto a Euclidean plane, which is tangent to the spherical space. While studying the dynamics of such a Higgs oscillator subjected to damping and an external forcing, various bifurcation phenomena, such as symmetry breaking, period doubling, and intermittency crises are encountered. As the driven parameter increases, the route to chaos takes place via intermittency crisis, and we also identify the occurrence of extreme events due to the interior crisis. The study of probability distribution also confirms the occurrence of extreme events. Finally, we train the long short-term memory neural network model with the time-series data to forecast extreme events.

Multiscale measures of phase-space trajectories

Characterizing the multiscale nature of fluctuations from nonlinear and nonstationary time series is one of the most intensively studied contemporary problems in nonlinear sciences. In this work, we address this problem by combining two established concepts-empirical mode decomposition (EMD) and generalized fractal dimensions-into a unified analysis framework. Specifically, we demonstrate that the intrinsic mode functions derived by EMD can be used as a source of local (in terms of scales) information about the properties of the phase-space trajectory of the system under study, allowing us to derive multiscale measures when looking at the behavior of the generalized fractal dimensions at different scales. This formalism is applied to three well-known low-dimensional deterministic dynamical systems (the Hénon map, the Lorenz '63 system, and the standard map), three realizations of fractional Brownian motion with different Hurst exponents, and two somewhat higher-dimensional deterministic dynamical systems (the Lorenz '96 model and the on-off intermittency model). These examples allow us to assess the performance of our formalism with respect to practically relevant aspects like additive noise, different initial conditions, the length of the time series under study, low- vs high-dimensional dynamics, and bursting effects. Finally, by taking advantage of two real-world systems whose multiscale features have been widely investigated (a marine stack record providing a proxy of the global ice volume variability of the past 5×10⁶ years and the SYM-H geomagnetic index), we also illustrate the applicability of this formalism to real-world time series.

Extreme events in the forced Liénard system

We observe extremely large amplitude intermittent spikings in a dynamical variable of a periodically forced Liénard-type oscillator and characterize them as extreme events, which are rare, but recurrent and larger in amplitude than a threshold. The extreme events occur via two processes, an interior crisis and intermittency. The probability of occurrence of the events shows a long-tail distribution in both the cases. We provide evidence of the extreme events in an experiment using an electronic analog circuit of the Liénard oscillator that shows good agreement with our numerical results.

Function projective synchronization between integer-order and stochastic fractional-order nonlinear systems

In this paper, the function projective synchronization between integer-order and stochastic fractional-order nonlinear systems is investigated. Firstly, according to the stability theory of fractional-order systems and tracking control, a controller is designed. At the same time, based on the orthogonal polynomial approximation, the method of transforming stochastic error system into an equivalent deterministic system is given. Thus, the stability of the stochastic error system can be analyzed through its equivalent deterministic one. Finally, to demonstrate the effectiveness of the proposed scheme, the function projective synchronization between integer-order Lorenz system and stochastic fractional-order Chen system is studied.

Clustering versus non-clustering phase synchronizations

Clustering phase synchronization (CPS) is a common scenario to the global phase synchronization of coupled dynamical systems. In this work, a novel scenario, the non-clustering phase synchronization (NPS), is reported. It is found that coupled systems do not transit to the global synchronization until a certain sufficiently large coupling is attained, and there is no clustering prior to the global synchronization. To reveal the relationship between CPS and NPS, we further analyze the noise effect on coupled phase oscillators and find that the coupled oscillator system can change from CPS to NPS with the increase of noise intensity or system disorder. These findings are expected to shed light on the mechanism of various intriguing self-organized behaviors in coupled systems.

Extreme events in excitable systems and mechanisms of their generation

We study deterministic systems, composed of excitable units of FitzHugh-Nagumo type, that are capable of self-generating and self-terminating strong deviations from their regular dynamics without the influence of noise or parameter change. These deviations are rare, short-lasting, and recurrent and can therefore be regarded as extreme events. Employing a range of methods we analyze dynamical properties of the systems, identifying features in the systems' dynamics that may qualify as precursors to extreme events. We investigate these features and elucidate mechanisms that may be responsible for the generation of the extreme events.

Modeling brain resonance phenomena using a neural mass model

Stimulation with rhythmic light flicker (photic driving) plays an important role in the diagnosis of schizophrenia, mood disorder, migraine, and epilepsy. In particular, the adjustment of spontaneous brain rhythms to the stimulus frequency (entrainment) is used to assess the functional flexibility of the brain. We aim to gain deeper understanding of the mechanisms underlying this technique and to predict the effects of stimulus frequency and intensity. For this purpose, a modified Jansen and Rit neural mass model (NMM) of a cortical circuit is used. This mean field model has been designed to strike a balance between mathematical simplicity and biological plausibility. We reproduced the entrainment phenomenon observed in EEG during a photic driving experiment. More generally, we demonstrate that such a single area model can already yield very complex dynamics, including chaos, for biologically plausible parameter ranges. We chart the entire parameter space by means of characteristic Lyapunov spectra and Kaplan-Yorke dimension as well as time series and power spectra. Rhythmic and chaotic brain states were found virtually next to each other, such that small parameter changes can give rise to switching from one to another. Strikingly, this characteristic pattern of unpredictability generated by the model was matched to the experimental data with reasonable accuracy. These findings confirm that the NMM is a useful model of brain dynamics during photic driving. In this context, it can be used to study the mechanisms of, for example, perception and epileptic seizure generation. In particular, it enabled us to make predictions regarding the stimulus amplitude in further experiments for improving the entrainment effect.

Neuroscience aims to understand the enormously complex function of the normal and diseased brain. This, in turn, is the key to explaining human behavior and to developing novel diagnostic and therapeutic procedures. We develop and use models of mean activity in a single brain area, which provide a balance between tractability and plausibility. We use such a model to explain the resonance phenomenon in a photic driving experiment, which is routinely applied in the diagnosis of various diseases including epilepsy, migraine, schizophrenia and depression. Based on the model, we make predictions on the outcome of similar resonance experiments with periodic stimulation of the patients or participants. Our results are important for researchers and clinicians analyzing brain or behavioral data following periodic input.

Relaying phase synchrony in chaotic oscillator chains

We study the manner in which the effect of an external drive is transmitted through mutually coupled response systems by examining the phase synchrony between the drive and the response. Two different coupling schemes are used. Homogeneous couplings are via the same variables while heterogeneous couplings are through different variables. With the latter scenario, synchronization regimes are truncated with an increasing number of mutually coupled oscillators in contrast to homogeneous coupling schemes. Our results are illustrated for systems of coupled chaotic Rössler oscillators.

Phase detection of chaos

A technique, first introduced in the context of pseudoperiodic sound waves, is here applied to the problem of detecting the phase of phase coherent and also phase noncoherent chaotic oscillators. The approach is based on finding sinusoidal fits to segments of the signal, therefore obtaining, for each segment, an appropriate frequency from which a phase can be derived. Central to the method is a judicious choice for the size of a sliding window and for the frequency range, as well as for the window advancing step. The approach is robust against moderate noise levels and three cases are presented for demonstrating the applicability of the method.

Synchronized states in chaotic systems coupled indirectly through a dynamic environment

We consider synchronization of chaotic systems coupled indirectly through common environment where the environment has an intrinsic dynamics of its own modulated via feedback from the systems. We find that a rich variety of synchronization behavior, such as in-phase, antiphase, complete, and antisynchronization, is possible. We present an approximate stability analysis for the different synchronization behaviors. The transitions to different states of synchronous behavior are analyzed in the parameter plane of coupling strengths by numerical studies for specific cases such as Rössler and Lorenz systems and are characterized using various indices such as correlation, average phase difference, and Lyapunov exponents. The threshold condition obtained from numerical analysis is found to agree with that from the stability analysis.

Hidden imperfect synchronization of wall turbulence

Instantaneous amplitude and phase concept emerging from analytical signal formulation is applied to the wavelet coefficients of streamwise velocity fluctuations in the buffer layer of a near wall turbulent flow. Experiments and direct numerical simulations show both the existence of long periods of inert zones wherein the local phase is constant. These regions are separated by random phase jumps. The local amplitude is globally highly intermittent, but not in the phase locked regions wherein it varies smoothly. These behaviors are reminiscent of phase synchronization phenomena observed in stochastic chaotic systems. The lengths of the constant phase inert (laminar) zones reveal a type I intermittency behavior, in concordance with saddle-node bifurcation, and the periodic orbits of saddle nature recently identified in Couette turbulence. The imperfect synchronization is related to the footprint of coherent Reynolds shear stress producing eddies convecting in the low buffer.

Quasiperiodic forcing of coupled chaotic systems

We study the manner in which the effect of quasiperiodic modulation is transmitted in a coupled nonlinear dynamical system. A system of Rössler oscillators is considered, one of which is subject to driving, and the dynamics of other oscillators which are, in effect, indirectly forced is observed. Strange nonchaotic dynamics is known to arise only in quasiperiodically driven systems, and thus the transmitted effect is apparent when such motion is seen in subsystems that are not directly modulated. We also find instances of imperfect phase synchronization with forcing, where the system transits from one phase synchronized state to another, with arbitrary phase slips. The stability of phase synchrony for arbitrary initial conditions with identical forcing is observed as a general property of strange nonchaotic motion.

Understanding dynamics of the system using Hilbert phases: an application to study neonatal and fetal brain signals

The Hilbert phase phi(t) of a signal x(t) exhibits slips when the magnitude of their successive phase difference |phi(t(i+1))-phi(t(i))| exceeds pi. By applying this approach to periodic, uncorrelated, and long-range correlated data, we show that the standard deviation of the time difference between the successive phase slips Deltatau normalized by the percentage of slips in the data is characteristic of the correlation in the data. We consider a 50x50 square lattice and model each lattice point by a second-order autoregressive (AR2) process. Further, we model a subregion of the lattice using a different set of AR2 parameters compared to the rest. By applying the proposed approach to the lattice model, we show that the two distinct parameter regions introduced in the lattice are clearly distinguishable. Finally, we demonstrate the application of this approach to spatiotemporal neonatal and fetal magnetoencephalography signals recorded using 151 superconducting quantum interference device sensors to identify the sensors containing the neonatal and fetal brain signals and discuss the improved performance of this approach over the traditionally used spectral approach.

Phase synchronization analysis by assessment of the phase difference gradient

Phase synchronization is an important phenomenon of nonlinear dynamics and has recently received much scientific attention. In this work a method for identifying phase synchronization epochs is described which focuses on estimating the gradient of segments of the generalized phase differences between phase slips in an experimental time series. In phase synchronized systems, there should be a zero gradient of the generalized phase differences even if the systems are contaminated by noise. A method which tests if the gradient of the generalized phase difference is statistically different from zero is reported. The method has been validated by numerical studies on model systems and by comparing the results to those published previously. The method is applied to cardiorespiratory time series from a human volunteer measured in clinical settings and compared to synchrogram analysis for the same data. Potential problems with synchrogram analysis of experimental data are discussed.

Intraburst versus interburst locking in networks of driven nonidentical oscillators

We investigate the effect of common periodic drive applied to mean-field coupled oscillators and observe a specific realization of synchronization for particular ranges of drive frequency. This synchronization occurs when the phase difference variability between a pair of oscillators on a given cycle is larger than that between consecutive cycles. This synchrony may have implications for neural systems, in which case the apparent locking between neurons based on the magnitude of their interspike intervals may not be consistent with their dynamical locking.

Property change of unstable fixed point and phase synchronization in controlling spatiotemporal chaos by a periodic signal

Mechanisms for the suppression of spatiotemporal chaos (STC) in one-dimensional driven drift-wave system to a spatially regular state by a periodic signal are investigated. In the driving wave coordinate, by transforming the system to a set of coupled oscillators (modes) moving in a periodic potential, it is found that the modes can be enslaved one by one through phase synchronization (PS) by the control signal; for some modes frequency-locking occurs while the other modes display multilooping PS without frequency-locking. Further study of the linear behavior of the modes shows that the saddle point embedded in the STC is changed to an unstable focus, which makes it possible for the imperfect PS to change to a perfect functional one, leading to the suppression of the STC.

Synchronization of spontaneous bursting in a CO2 laser

We present experimental and numerical evidence of synchronization of burst events in two different modulated CO2 lasers. Bursts appear randomly in each laser as trains of large amplitude spikes intercalated by a small amplitude chaotic regime. Experimental data and model show the frequency locking of bursts in a suitable interval of coupling strength. We explain the mechanism of this phenomenon and demonstrate the inhibitory properties of the implemented coupling.

Analysis of phase synchronization of coupled chaotic oscillators with empirical mode decomposition

Empirical mode decomposition is investigated as a tool to determine the phase and frequency and to study phase synchronization between complex chaotic oscillators. Within this approach, the oscillator is characterized by a spectrum of frequencies corresponding to the empirical modes. First, the phase and frequency of the oscillators resulting from two well-known methods, based on modified variables and the Poincaré surface of section, are compared with those obtained using empirical mode decomposition. Next, for both parametrically and essentially different chaotic oscillators coupled as a drive-response system, transition to phase synchronization between corresponding empirical modes is investigated, defined as an adjustment of the mode frequencies of the response oscillator to those of the drive oscillator as the coupling is increased. In particular, anomalous and imperfect phase synchronization between modes is observed.

Chaos suppression in the parametrically driven Lorenz system

We predict theoretically and verify experimentally the suppression of chaos in the Lorenz system driven by a high-frequency periodic or stochastic parametric force. We derive the theoretical criteria for chaos suppression and verify that they are in a good agreement with the results of numerical simulations and the experimental data obtained for an analog electronic circuit.

Can the shape of attractor forbid chaotic phase synchronization?

We address the question, which properties of a chaotic oscillator are crucial for its ability/inability to synchronize with external force or other similar oscillators. The decisive role is played by temporal coherency whereas the shape of the attractor is less important. We discuss the role of coordinate-dependent reparameterizations of time which preserve the attractor geometry but greatly influence the coherency. An appropriate reparameterization enables phase synchronization in coupled multiscroll attractors. In contrast, the ability to synchronize phases for nearly isochronous oscillators can be destroyed by a reparameterization which washes out the characteristic time scale.

Quantitative analysis of chaotic synchronization by means of coherence

We use an index of chaotic synchronization based on the averaged coherence function for the quantitative analysis of the process of the complete synchronization loss in unidirectionally coupled oscillators and maps. We demonstrate that this value manifests different stages of the synchronization breaking. It is invariant to time delay and insensitive to small noise and distortions, which can influence the accessible signals at measurements. Peculiarities of the synchronization destruction in maps and oscillators are investigated.

Phase synchronization between two essentially different chaotic systems

In this paper, we numerically investigate phase synchronization between two coupled essentially different chaotic oscillators in drive-response configuration. It is shown that phase synchronization can be observed between two coupled systems despite the difference and the large frequency detuning between them. Moreover, the relation between phase synchronization and generalized synchronization is compared with that in coupled parametrically different systems. In the systems studied, it is found that phase synchronization occurs after generalized synchronization in coupled essentially different chaotic systems.

On-off collective imperfect phase synchronization and bursts in wave energy in a turbulent state

A new type of synchronization, on-off collective imperfect phase synchronization, is found in a turbulent state. In the driver frame the nonlinear wave system can be transformed to a set of coupled oscillators moving in a potential related to the unstable steady wave. In "on" stages the oscillators in different spatial scales adjust themselves to collective imperfect phase synchronization, inducing strong bursts in the wave energy. The interspike intervals display a power-law distribution. In addition to the embedded saddle point, it is emphasized that the delocalization of the master mode also plays an important role in developing the on-off synchronization.

Controlling oscillator coherence by delayed feedback

We demonstrate that the coherence of a noisy or chaotic self-sustained oscillator can be efficiently controlled by the delayed feedback. We develop a theory of this effect, considering noisy systems in the Gaussian approximation. We obtain a closed equation system for the phase diffusion constant and the mean frequency of oscillation. For weak feedback and strong noise, the theory is in good agreement with the numerics. We discuss possible applications of the effect for the synchronization control.

Phase synchronization in the perturbed Chua circuit

We show experimental and numerical results of phase synchronization between the chaotic Chua circuit and a small sinusoidal perturbation. Experimental real-time phase synchronized states can be detected with oscilloscope visualization of the attractor, using specific sampling rates. Arnold tongues demonstrate robust phase synchronized states for perturbation frequencies close to the characteristic frequency of the unperturbed Chua.

Stochastic phase synchronization in the crayfish mechanoreceptor/photoreceptor system

The two light-sensitive neurons in the crayfish's abdominal sixth ganglion ("caudal photoreceptors," or CPRs), are both primary light sensors and secondary neurons in a mechanosensory pathway. Pei et al. (1996) demonstrated that light enhances the transduction of weak, periodic hydrodynamic stimuli (measured as an increase in the signal-to-noise ratio at the stimulus frequency in the power spectrum of the recorded neural spikes). This has been interpreted as a stochastic resonance effect, in which added light increases the noise intensity of the input to the photoreceptor (possibly through fluctuations in membrane potential), leading to an enhancement of the signal-to-noise ratio (SNR). Here, we discuss the recent demonstration (Bahar et al., 2002) of the correlation between a stochastic-resonance-like effect and an increase in stochastic phase synchronization between the neural response and a periodic mechanical stimulus. We also discuss a novel effect (Bahar et al., 2002) in which light increases the SNR of the second higher harmonic of a periodic input signal, effectively rectifying the input signal. This "second harmonic effect" can also be interpreted in terms of stochastic phase synchronization (Bahar et al., 2002). We review other recent results on the role of stochastic phase synchronization in mediating sensory responses in the crayfish nervous system.

Phase synchronization in bidirectionally coupled optothermal devices

We present the experimental observation of phase synchronization transitions in the bidirectional coupling of chaotic and nonchaotic oscillators. A variety of transitions are characterized and compared to numerical simulations of a time delayed model. The characteristic 2pi phase jumps usually appear during the transitions, specially in those clearly associated with a saddle-node bifurcation. The study is done with pairs of optothermal oscillators linearly coupled by heat transfer.

Self-induced slow-fast dynamics and swept bifurcation diagrams in weakly desynchronized systems

In systems close to the state of phase synchronization, the fast timescale of oscillations interacts with the slow timescale of the phase drift. As a result, "fast" dynamics is subjected to a slow modulation, due to which an autonomous system under fixed parameter values can imitate repeated bifurcational transitions. We demonstrate the action of this general mechanism for a set of two coupled autonomous chaotic oscillators and for a chaotic system perturbed by a periodic external force. In both cases, the Poincaré sections of phase portraits resemble bifurcation diagram of a logistic mapping with time-dependent parameter.

Surrogate analysis of coherent multichannel data

We present a method for generating surrogate data for multichannel time series. By preserving both the power spectra and the cross spectrum of the original data, we can determine if a given statistical test (such as the synchronization index) is being biased by the presence of coherence due to linear superposition of the separate measurements. Current methods based on phase randomization techniques are unsuitable for this particular task. This method is demonstrated on various canonical systems and numerical models. We will show that this algorithm is capable of properly preserving the power spectra and coherence function of the original data, and furthermore, that with the help of surrogate analysis the synchronization index measure is capable of distinguishing between coupled nonlinear oscillators and coherent superpositions of independent chaotic oscillators.

Transforming chaos to periodic oscillations

We demonstrate that the dynamics of an autonomous chaotic class C laser can be controlled to a periodic state via external modulation of the pump. In the absence of modulation, above the chaos threshold, the laser exhibits Lorenz-like chaotic pulsations. The average amplitude and frequency of these pulsations depend on the pump power. We find that there exist parameter windows where modulation of the pump power extinguishes the chaos in favor of simpler periodic behavior. Moreover we find a number of locking ratios between the pump and laser output follow the Farey sequence.

Phase synchronization of chaotic systems with small phase diffusion

The geometric theory of phase locking between periodic oscillators is extended to phase coherent chaotic systems. This approach explains the qualitative features of phase locked chaotic systems and provides an analytical tool for a quantitative description of the phase locked states. Moreover, this geometric viewpoint allows us to identify obstructions to phase locking even in systems with negligible phase diffusion, and to provide sufficient conditions for phase locking to occur. We apply these techniques to the Rössler system and a phase coherent electronic circuit and find that numerical results and experiments agree well with theoretical predictions.

Multivalued mappings in generalized chaos synchronization

The onset of generalized synchronization of chaos in directionally coupled systems corresponds to the formation of a continuous mapping that enables one to persistently define the state of the response system from the trajectory of the drive system. A recently developed theory of generalized synchronization of chaos deals only with the case where this synchronization mapping is a single-valued function. In this paper, we explore generalized synchronization in a regime where the synchronization mapping can become a multivalued function. Specifically, we study the properties of the multivalued mapping that occurs between the drive and response systems when the systems are synchronized with a frequency ratio other than one-to-one, and address the issues of the existence and continuity of such mappings. The basic theoretical framework underlying the considered synchronization regimes is then developed.

Synchronization of homoclinic chaos

Homoclinic chaos is characterized by regular geometric orbits occurring at erratic times. Phase synchronization at the average repetition frequency is achieved by a tiny periodic modulation of a control parameter. An experiment has been carried on a CO(2) laser with feedback, set in a parameter range where homoclinic chaos occurs. Any offset of the modulation frequency from the average induces phase slips over long times. Perfect phase synchronization is recovered by slow changes of the modulation frequency based upon the sign and amplitude of the slip rate. Satellite synchronization regimes are also realized, with variable numbers of homoclinic spikes per period of the modulation.