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Aguilar-Hernández AI, Serrano-Solis DM, Ríos-Herrera WA, Zapata-Berruecos JF, Vilaclara G, Martínez-Mekler G, Müller MF. Fourier phase index for extracting signatures of determinism and nonlinear features in time series. CHAOS (WOODBURY, N.Y.) 2024; 34:013103. [PMID: 38190371 DOI: 10.1063/5.0160555] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/02/2023] [Accepted: 11/28/2023] [Indexed: 01/10/2024]
Abstract
Detecting determinism and nonlinear properties from empirical time series is highly nontrivial. Traditionally, nonlinear time series analysis is based on an error-prone phase space reconstruction that is only applicable for stationary, largely noise-free data from a low-dimensional system and requires the nontrivial adjustment of various parameters. We present a data-driven index based on Fourier phases that detects determinism at a well-defined significance level, without using Fourier transform surrogate data. It extracts nonlinear features, is robust to noise, provides time-frequency resolution by a double running window approach, and potentially distinguishes regular and chaotic dynamics. We test this method on data derived from dynamical models as well as on real-world data, namely, intracranial recordings of an epileptic patient and a series of density related variations of sediments of a paleolake in Tlaxcala, Mexico.
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Affiliation(s)
- Alberto Isaac Aguilar-Hernández
- Instituto de Ciencias Básicas y Aplicadas, Universidad Autónoma del Estado de Morelos, Avenida Universidad 1001 Edificio 43, Cuernavaca, Morelos 62209, México
- Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México, Avenida Universidad S/N, Cuernavaca, Morelos 62210, México
| | - David Michel Serrano-Solis
- Centro de Ciencias de la Complejidad C3, Universidad Nacional Autónoma de México, Ciudad Universitaria S/N, 04510 Ciudad de México, México
| | - Wady A Ríos-Herrera
- Facultad de Psicología, Universidad Nacional Autónoma de México, Circuito Ciudad Universitaria Avenida, C.U., 04510 Ciudad de México, México
| | - José Fernando Zapata-Berruecos
- Unidad de Neurofisiología Clinica, Instituto Neurológico de Colombia, Calle 55 46-36, Medellín 04510, Antioquia, Colombia
- Escuela de Graduados Universidad CES, Calle 10a 22, Medellín 050021, Antioquia, Colombia
| | - Gloria Vilaclara
- Limnología Tropical, División de Investigación y Posgrado, Facultad de Estudios Superiores, Iztacala, Universidad Nacional Autónoma de México, 54090 Ciudad de México, México
| | - Gustavo Martínez-Mekler
- Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México, Avenida Universidad S/N, Cuernavaca, Morelos 62210, México
- Centro de Ciencias de la Complejidad C3, Universidad Nacional Autónoma de México, Ciudad Universitaria S/N, 04510 Ciudad de México, México
- Centro Internacional de Ciencias A.C., Avenida Universidad 1001, Cuernavaca, Morelos 62210, México
| | - Markus F Müller
- Centro de Ciencias de la Complejidad C3, Universidad Nacional Autónoma de México, Ciudad Universitaria S/N, 04510 Ciudad de México, México
- Centro Internacional de Ciencias A.C., Avenida Universidad 1001, Cuernavaca, Morelos 62210, México
- Centro de Investigación en Ciencias, Universidad Autónoma del Estado de Morelos, Avenida Universidad 1001, Cuernavaca, Morelos 62209, México
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2
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Munch SB, Rogers TL, Johnson BJ, Bhat U, Tsai CH. Rethinking the Prevalence and Relevance of Chaos in Ecology. ANNUAL REVIEW OF ECOLOGY, EVOLUTION, AND SYSTEMATICS 2022. [DOI: 10.1146/annurev-ecolsys-111320-052920] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
Chaos was proposed in the 1970s as an alternative explanation for apparently noisy fluctuations in population size. Although readily demonstrated in models, the search for chaos in nature proved challenging and led many to conclude that chaos is either rare or nigh impossible to detect. However, in the intervening half-century, it has become clear that ecosystems are replete with the enabling conditions for chaos. Chaos has been repeatedly demonstrated under laboratory conditions and has been found in field data using updated detection methods. Together, these developments indicate that the apparent rarity of chaos was an artifact of data limitations and overreliance on low-dimensional population models. We invite readers to reevaluate the relevance of chaos in ecology, and we suggest that chaos is not as rare or undetectable as previously believed.
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Affiliation(s)
- Stephan B. Munch
- Department of Applied Mathematics, University of California, Santa Cruz, California, USA
- Southwest Fisheries Science Center, National Marine Fisheries Service, National Oceanic and Atmospheric Administration, Santa Cruz, California, USA
| | - Tanya L. Rogers
- Southwest Fisheries Science Center, National Marine Fisheries Service, National Oceanic and Atmospheric Administration, Santa Cruz, California, USA
| | - Bethany J. Johnson
- Department of Applied Mathematics, University of California, Santa Cruz, California, USA
| | - Uttam Bhat
- Institute of Marine Sciences, University of California, Santa Cruz, California, USA
| | - Cheng-Han Tsai
- Department of Applied Mathematics, University of California, Santa Cruz, California, USA
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3
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Analysis of Air Mean Temperature Anomalies by Using Horizontal Visibility Graphs. ENTROPY 2021; 23:e23020207. [PMID: 33567715 PMCID: PMC7915483 DOI: 10.3390/e23020207] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Received: 01/21/2021] [Revised: 02/04/2021] [Accepted: 02/04/2021] [Indexed: 11/29/2022]
Abstract
The last decades have been successively warmer at the Earth’s surface. An increasing interest in climate variability is appearing, and many research works have investigated the main effects on different climate variables. Some of them apply complex networks approaches to explore the spatial relation between distinct grid points or stations. In this work, the authors investigate whether topological properties change over several years. To this aim, we explore the application of the horizontal visibility graph (HVG) approach which maps a time series into a complex network. Data used in this study include a 60-year period of daily mean temperature anomalies in several stations over the Iberian Peninsula (Spain). Average degree, degree distribution exponent, and global clustering coefficient were analyzed. Interestingly, results show that they agree on a lack of significant trends, unlike annual mean values of anomalies, which present a characteristic upward trend. The main conclusions obtained are that complex networks structures and nonlinear features, such as weak correlations, appear not to be affected by rising temperatures derived from global climate conditions. Furthermore, different locations present a similar behavior and the intrinsic nature of these signals seems to be well described by network parameters.
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4
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Borra F, Baldovin M. Using machine-learning modeling to understand macroscopic dynamics in a system of coupled maps. CHAOS (WOODBURY, N.Y.) 2021; 31:023102. [PMID: 33653056 DOI: 10.1063/5.0036809] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/08/2020] [Accepted: 01/13/2021] [Indexed: 06/12/2023]
Abstract
Machine-learning techniques not only offer efficient tools for modeling dynamical systems from data but can also be employed as frontline investigative instruments for the underlying physics. Nontrivial information about the original dynamics, which would otherwise require sophisticated ad hoc techniques, can be obtained by a careful usage of such methods. To illustrate this point, we consider as a case study the macroscopic motion emerging from a system of globally coupled maps. We build a coarse-grained Markov process for the macroscopic dynamics both with a machine-learning approach and with a direct numerical computation of the transition probability of the coarse-grained process, and we compare the outcomes of the two analyses. Our purpose is twofold: on the one hand, we want to test the ability of the stochastic machine-learning approach to describe nontrivial evolution laws as the one considered in our study. On the other hand, we aim to gain some insight into the physics of the macroscopic dynamics. By modulating the information available to the network, we are able to infer important information about the effective dimension of the attractor, the persistence of memory effects, and the multiscale structure of the dynamics.
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Affiliation(s)
- Francesco Borra
- Dipartimento di Fisica, Sapienza Università di Roma, p.le A. Moro 5, I-00185 Rome, Italy
| | - Marco Baldovin
- Dipartimento di Fisica, Sapienza Università di Roma, p.le A. Moro 5, I-00185 Rome, Italy
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5
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Mukhopadhyay S, Banerjee S. Learning dynamical systems in noise using convolutional neural networks. CHAOS (WOODBURY, N.Y.) 2020; 30:103125. [PMID: 33138462 DOI: 10.1063/5.0009326] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/09/2023]
Abstract
The problem of distinguishing deterministic chaos from non-chaotic dynamics has been an area of active research in time series analysis. Since noise contamination is unavoidable, it renders deterministic chaotic dynamics corrupted by noise to appear in close resemblance to stochastic dynamics. As a result, the problem of distinguishing noise-corrupted chaotic dynamics from randomness based on observations without access to the measurements of the state variables is difficult. We propose a new angle to tackle this problem by formulating it as a multi-class classification task. The task of classification involves allocating the observations/measurements to the unknown state variables in order to find the nature of these unobserved internal state variables. We employ signal and image processing based methods to characterize the different system dynamics. A deep learning technique using a state-of-the-art image classifier known as the Convolutional Neural Network (CNN) is designed to learn the dynamics. The time series are transformed into textured images of spectrogram and unthresholded recurrence plot (UTRP) for learning stochastic and deterministic chaotic dynamical systems in noise. We have designed a CNN that learns the dynamics of systems from the joint representation of the textured patterns from these images, thereby solving the problem as a pattern recognition task. The robustness and scalability of our approach is evaluated at different noise levels. Our approach demonstrates the advantage of applying the dynamical properties of chaotic systems in the form of joint representation of UTRP images along with spectrogram to improve learning dynamical systems in colored noise.
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Affiliation(s)
- Sumona Mukhopadhyay
- Electrical Engineering and Computer Science, York University, 4700 Keele St, Toronto M3J 1P3, Canada
| | - Santo Banerjee
- Department of Mathematical Sciences, Politecnico di Torino, Corso Duca degli Abruzzi, 24, Torino 10129, Italy
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6
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Critique of pure free energy principle. Phys Life Rev 2018; 24:52-55. [DOI: 10.1016/j.plrev.2017.10.003] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/13/2017] [Accepted: 10/13/2017] [Indexed: 11/22/2022]
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7
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Kasuya H, Gotoda H, Yoshida S, Tachibana S. Dynamic behavior of combustion instability in a cylindrical combustor with an off-center installed coaxial injector. CHAOS (WOODBURY, N.Y.) 2018; 28:033111. [PMID: 29604630 DOI: 10.1063/1.5025480] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/08/2023]
Abstract
We have intensively studied the dynamic behavior of combustion instability in a cylindrical combustor with an off-center installed coaxial injector. The most interesting discovery in this study is the appearance of a deterministic chaos in a transition from a dynamically stable state to well-developed high-frequency thermoacoustic combustion oscillations with increasing the volume flow rate of nitrogen with which oxygen is diluted. The presence of deterministic chaos is reasonably identified by considering an extended version of the Sugihara-May algorithm [G. Sugihara and R. May, Nature 344, 734 (1990)] as a local predictor and the multiscale complexity-entropy causality plane based on statistical complexity.
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Affiliation(s)
- Haruki Kasuya
- Department of Mechanical Engineering, Tokyo University of Science, 6-3-1 Niijuku, Katsushika-ku, Tokyo 125-8585, Japan
| | - Hiroshi Gotoda
- Department of Mechanical Engineering, Tokyo University of Science, 6-3-1 Niijuku, Katsushika-ku, Tokyo 125-8585, Japan
| | - Seiji Yoshida
- Japan Aerospace Exploration Agency, 7-44-1 Jindaiji-Higashimachi, Chofu-shi, Tokyo 182-8522, Japan
| | - Shigeru Tachibana
- Japan Aerospace Exploration Agency, 7-44-1 Jindaiji-Higashimachi, Chofu-shi, Tokyo 182-8522, Japan
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8
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Zhang W, Liu P, Guo H, Wang J. Detecting the chaotic nature in a transitional boundary layer using symbolic information-theory quantifiers. Phys Rev E 2018; 96:052215. [PMID: 29347703 DOI: 10.1103/physreve.96.052215] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/30/2017] [Indexed: 11/07/2022]
Abstract
The permutation entropy and the statistical complexity are employed to study the boundary-layer transition induced by the surface roughness. The velocity signals measured in the transition process are analyzed with these symbolic quantifiers, as well as the complexity-entropy causality plane, and the chaotic nature of the instability fluctuations is identified. The frequency of the dominant fluctuations has been found according to the time scales corresponding to the extreme values of the symbolic quantifiers. The laminar-turbulent transition process is accompanied by the evolution in the degree of organization of the complex eddy motions, which is also characterized with the growing smaller and flatter circles in the complexity-entropy causality plane. With the help of the permutation entropy and the statistical complexity, the differences between the chaotic fluctuations detected in the experiments and the classical Tollmien-Schlichting wave are shown and discussed. It is also found that the chaotic features of the instability fluctuations can be approximated with a number of regular sine waves superimposed on the fluctuations of the undisturbed laminar boundary layer. This result is related to the physical mechanism in the generation of the instability fluctuations, which is the noise-induced chaos.
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Affiliation(s)
- Wen Zhang
- Key Laboratory of Aero-Acoustics (Beihang University), Ministry of Industry and Information Technology and Key Laboratory of Fluid Mechanics (Beihang University), Ministry of Education, Beijing 100083, People's Republic of China
| | - Peiqing Liu
- Key Laboratory of Aero-Acoustics (Beihang University), Ministry of Industry and Information Technology and Key Laboratory of Fluid Mechanics (Beihang University), Ministry of Education, Beijing 100083, People's Republic of China
| | - Hao Guo
- Key Laboratory of Aero-Acoustics (Beihang University), Ministry of Industry and Information Technology and Key Laboratory of Fluid Mechanics (Beihang University), Ministry of Education, Beijing 100083, People's Republic of China
| | - Jinjun Wang
- Key Laboratory of Aero-Acoustics (Beihang University), Ministry of Industry and Information Technology and Key Laboratory of Fluid Mechanics (Beihang University), Ministry of Education, Beijing 100083, People's Republic of China
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9
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Mateos DM, Riveaud LE, Lamberti PW. Detecting dynamical changes in time series by using the Jensen Shannon divergence. CHAOS (WOODBURY, N.Y.) 2017; 27:083118. [PMID: 28863485 DOI: 10.1063/1.4999613] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/07/2023]
Abstract
Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.
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Affiliation(s)
- D M Mateos
- Neuroscience and Mental Health Programme, Division of Neurology, Hospital for Sick Children, Institute of Medical Science and Department of Paediatrics, University of Toronto, Toronto, Ontario M5G 0A4, Canada
| | - L E Riveaud
- Facultad de Matemática, Astronomía, Física y Computación (FaMAF), Universidad Nacional de Córdoba, CONICET, Córdoba, Argentina
| | - P W Lamberti
- Facultad de Matemática, Astronomía, Física y Computación (FaMAF), Universidad Nacional de Córdoba, CONICET, Córdoba, Argentina
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10
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Gotoda H, Kobayashi H, Hayashi K. Chaotic dynamics of a swirling flame front instability generated by a change in gravitational orientation. Phys Rev E 2017; 95:022201. [PMID: 28297884 DOI: 10.1103/physreve.95.022201] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/18/2016] [Indexed: 06/06/2023]
Abstract
We have intensively examined the dynamic behavior of flame front instability in a lean swirling premixed flame generated by a change in gravitational orientation [H. Gotoda, T. Miyano, and I. G. Shepherd, Phys. Rev. E 81, 026211 (2010)PLEEE81539-375510.1103/PhysRevE.81.026211] from the viewpoints of complex networks, symbolic dynamics, and statistical complexity. Here, we considered the permutation entropy in combination with the surrogate data method, the permutation spectrum test, and the multiscale complexity-entropy causality plane incorporating a scale-dependent approach, none of which have been considered in the study of flame front instabilities. Our results clearly show the possible presence of chaos in flame front dynamics induced by the coupling of swirl-buoyancy interaction in inverted gravity. The flame front dynamics also possesses a scale-free structure, which is reasonably shown by the probability distribution of the degree in ε-recurrence networks.
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Affiliation(s)
- Hiroshi Gotoda
- Department of Mechanical Engineering, Tokyo University of Science, 6-3-1 Niijuku, Katsushika-ku, Tokyo 125-8585, Japan
| | - Hiroaki Kobayashi
- Department of Mechanical Engineering, Tokyo University of Science, 6-3-1 Niijuku, Katsushika-ku, Tokyo 125-8585, Japan
| | - Kenta Hayashi
- Department of Mechanical Engineering, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu, Shiga 525-8577, Japan
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11
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Subramaniyam NP, Donges JF, Hyttinen J. Signatures of chaotic and stochastic dynamics uncovered with
ε
-recurrence networks. Proc Math Phys Eng Sci 2015. [DOI: 10.1098/rspa.2015.0349] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022] Open
Abstract
An old and important problem in the field of nonlinear time-series analysis entails the distinction between chaotic and stochastic dynamics. Recently,
ε
-recurrence networks have been proposed as a tool to analyse the structural properties of a time series. In this paper, we propose the applicability of local and global
ε
-recurrence network measures to distinguish between chaotic and stochastic dynamics using paradigmatic model systems such as the Lorenz system, and the chaotic and hyper-chaotic Rössler system. We also demonstrate the effect of increasing levels of noise on these network measures and provide a real-world application of analysing electroencephalographic data comprising epileptic seizures. Our results show that both local and global
ε
-recurrence network measures are sensitive to the presence of unstable periodic orbits and other structural features associated with chaotic dynamics that are otherwise absent in stochastic dynamics. These network measures are still robust at high noise levels and short data lengths. Furthermore,
ε
-recurrence network analysis of the real-world epileptic data revealed the capability of these network measures in capturing dynamical transitions using short window sizes.
ε
-recurrence network analysis is a powerful method in uncovering the signatures of chaotic and stochastic dynamics based on the geometrical properties of time series.
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Affiliation(s)
- N. P. Subramaniyam
- Department of Electronics and Communications Engineering, Tampere University of Technology, Tampere, Finland
- BioMediTech, Tampere, Finland
| | - J. F. Donges
- Earth System Analysis, Potsdam Institute for Climate Impact Research, Potsdam, Germany
- Planetary Boundary Research Lab, Stockholm University, Stockholm, Sweden
| | - J. Hyttinen
- Department of Electronics and Communications Engineering, Tampere University of Technology, Tampere, Finland
- BioMediTech, Tampere, Finland
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12
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Bradley E, Kantz H. Nonlinear time-series analysis revisited. CHAOS (WOODBURY, N.Y.) 2015; 25:097610. [PMID: 26428563 DOI: 10.1063/1.4917289] [Citation(s) in RCA: 101] [Impact Index Per Article: 11.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/09/2023]
Abstract
In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data-typically univariate-via dynamical systems theory. Based on the concept of state-space reconstruction, this set of methods allows us to compute characteristic quantities such as Lyapunov exponents and fractal dimensions, to predict the future course of the time series, and even to reconstruct the equations of motion in some cases. In practice, however, there are a number of issues that restrict the power of this approach: whether the signal accurately and thoroughly samples the dynamics, for instance, and whether it contains noise. Moreover, the numerical algorithms that we use to instantiate these ideas are not perfect; they involve approximations, scale parameters, and finite-precision arithmetic, among other things. Even so, nonlinear time-series analysis has been used to great advantage on thousands of real and synthetic data sets from a wide variety of systems ranging from roulette wheels to lasers to the human heart. Even in cases where the data do not meet the mathematical or algorithmic requirements to assure full topological conjugacy, the results of nonlinear time-series analysis can be helpful in understanding, characterizing, and predicting dynamical systems.
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Affiliation(s)
- Elizabeth Bradley
- Department of Computer Science, University of Colorado, Boulder, Colorado 80309-0430, USA and Santa Fe Institute, Santa Fe, New Mexico 87501, USA
| | - Holger Kantz
- Max Planck Institute for the Physics of Complex Systems, Noethnitzer Str. 38 D, 01187 Dresden, Germany
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13
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Harvesting entropy and quantifying the transition from noise to chaos in a photon-counting feedback loop. Proc Natl Acad Sci U S A 2015; 112:9258-63. [PMID: 26175023 DOI: 10.1073/pnas.1506600112] [Citation(s) in RCA: 20] [Impact Index Per Article: 2.2] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022] Open
Abstract
Many physical processes, including the intensity fluctuations of a chaotic laser, the detection of single photons, and the Brownian motion of a microscopic particle in a fluid are unpredictable, at least on long timescales. This unpredictability can be due to a variety of physical mechanisms, but it is quantified by an entropy rate. This rate, which describes how quickly a system produces new and random information, is fundamentally important in statistical mechanics and practically important for random number generation. We experimentally study entropy generation and the emergence of deterministic chaotic dynamics from discrete noise in a system that applies feedback to a weak optical signal at the single-photon level. We show that the dynamics transition from shot noise to chaos as the photon rate increases and that the entropy rate can reflect either the deterministic or noisy aspects of the system depending on the sampling rate and resolution.
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14
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Cohen SD. Structured scale dependence in the Lyapunov exponent of a Boolean chaotic map. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:042917. [PMID: 25974572 DOI: 10.1103/physreve.91.042917] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/02/2014] [Indexed: 06/04/2023]
Abstract
We report on structures in a scale-dependent Lyapunov exponent of an experimental chaotic map that arise due to discontinuities in the map. The chaos is realized in an autonomous Boolean network, which is constructed using asynchronous logic gates to form a map operator that outputs an unclocked pulse-train of varying widths. The map operator executes pulse-width stretching and folding and the operator's output is fed back to its input to continuously iterate the map. Using a simple model, we show that the structured scale-dependence in the system's Lyapunov exponent is the result of the discrete logic elements in the map operator's stretching function.
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Affiliation(s)
- Seth D Cohen
- Miltec Corporation, A Ducommun Company, 678 Discovery Drive, Huntsville, Alabama 35806, USA
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15
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Andrzejak RG, Mormann F, Kreuz T. Detecting determinism from point processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:062906. [PMID: 25615163 DOI: 10.1103/physreve.90.062906] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/09/2014] [Indexed: 06/04/2023]
Abstract
The detection of a nonrandom structure from experimental data can be crucial for the classification, understanding, and interpretation of the generating process. We here introduce a rank-based nonlinear predictability score to detect determinism from point process data. Thanks to its modular nature, this approach can be adapted to whatever signature in the data one considers indicative of deterministic structure. After validating our approach using point process signals from deterministic and stochastic model dynamics, we show an application to neuronal spike trains recorded in the brain of an epilepsy patient. While we illustrate our approach in the context of temporal point processes, it can be readily applied to spatial point processes as well.
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Affiliation(s)
- Ralph G Andrzejak
- Universitat Pompeu Fabra, Department of Information and Communication Technologies, E-08018 Barcelona, Spain
| | - Florian Mormann
- Department of Epileptology, University of Bonn, D-53105 Bonn, Germany
| | - Thomas Kreuz
- Institute for Complex Systems, CNR, I-50119 Sesto Fiorentino, Italy
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16
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Hesse J, Gross T. Self-organized criticality as a fundamental property of neural systems. Front Syst Neurosci 2014; 8:166. [PMID: 25294989 PMCID: PMC4171833 DOI: 10.3389/fnsys.2014.00166] [Citation(s) in RCA: 198] [Impact Index Per Article: 19.8] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/23/2014] [Accepted: 08/25/2014] [Indexed: 11/19/2022] Open
Abstract
The neural criticality hypothesis states that the brain may be poised in a critical state at a boundary between different types of dynamics. Theoretical and experimental studies show that critical systems often exhibit optimal computational properties, suggesting the possibility that criticality has been evolutionarily selected as a useful trait for our nervous system. Evidence for criticality has been found in cell cultures, brain slices, and anesthetized animals. Yet, inconsistent results were reported for recordings in awake animals and humans, and current results point to open questions about the exact nature and mechanism of criticality, as well as its functional role. Therefore, the criticality hypothesis has remained a controversial proposition. Here, we provide an account of the mathematical and physical foundations of criticality. In the light of this conceptual framework, we then review and discuss recent experimental studies with the aim of identifying important next steps to be taken and connections to other fields that should be explored.
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Affiliation(s)
- Janina Hesse
- Computational Neurophysiology Group, Institute for Theoretical Biology, Humboldt Universität zu Berlin Berlin, Germany ; Bernstein Center for Computational Neuroscience Berlin Berlin, Germany ; École Normale Supérieure Paris, France
| | - Thilo Gross
- Department of Engineering Mathematics, Merchant Venturers School of Engineering, University of Bristol Bristol, UK
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17
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Ravetti MG, Carpi LC, Gonçalves BA, Frery AC, Rosso OA. Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph. PLoS One 2014; 9:e108004. [PMID: 25247303 PMCID: PMC4172653 DOI: 10.1371/journal.pone.0108004] [Citation(s) in RCA: 27] [Impact Index Per Article: 2.7] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/18/2013] [Accepted: 08/11/2014] [Indexed: 12/03/2022] Open
Abstract
A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form [Formula: see text], in which [Formula: see text] is the node degree and [Formula: see text] is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to [Formula: see text] chaotic maps, 2 chaotic flows and [Formula: see text] different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.
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Affiliation(s)
- Martín Gómez Ravetti
- Departamento de Engenharia de Produção, Universidade Federal de Minas Gerais, Belo Horizonte, Minas Gerais, Brazil
- Departament de Física Fonamental, Universitat de Barcelona, Barcelona, Spain
| | - Laura C. Carpi
- Laboratório de Computação Científica e Análise Numérica (LaCCAN), Universidade Federal de Alagoas, Maceió, Alagoas, Brazil
| | - Bruna Amin Gonçalves
- Departamento de Engenharia de Produção, Universidade Federal de Minas Gerais, Belo Horizonte, Minas Gerais, Brazil
- Instituto Politécnico. Centro Universitário UNA, Belo Horizonte, Minas Gerais, Brazil
| | - Alejandro C. Frery
- Laboratório de Computação Científica e Análise Numérica (LaCCAN), Universidade Federal de Alagoas, Maceió, Alagoas, Brazil
| | - Osvaldo A. Rosso
- Instituto de Física, Universidade Federal de Alagoas, Maceió, Alagoas – Brazil
- Instituto Tecnológico de Buenos Aires (ITBA), Ciudad Autónoma de Buenos Aires, Argentina
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18
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Minati L. Experimental dynamical characterization of five autonomous chaotic oscillators with tunable series resistance. CHAOS (WOODBURY, N.Y.) 2014; 24:033110. [PMID: 25273190 DOI: 10.1063/1.4890530] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/25/2023]
Abstract
In this paper, an experimental characterization of the dynamical properties of five autonomous chaotic oscillators, based on bipolar-junction transistors and obtained de-novo through a genetic algorithm in a previous study, is presented. In these circuits, a variable resistor connected in series to the DC voltage source acts as control parameter, for a range of which the largest Lyapunov exponent, correlation dimension, approximate entropy, and amplitude variance asymmetry are calculated, alongside bifurcation diagrams and spectrograms. Numerical simulations are compared to experimental measurements. The oscillators can generate a considerable variety of regular and chaotic sine-like and spike-like signals.
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Affiliation(s)
- Ludovico Minati
- MR-Lab, Center for Mind/Brain Science, University of Trento, Trento, Italy and Scientific Department, Fondazione IRCCS Istituto Neurologico Carlo Besta, Milan, Italy
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19
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Zhao Y, Weng T, Ye S. Geometrical invariability of transformation between a time series and a complex network. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:012804. [PMID: 25122339 DOI: 10.1103/physreve.90.012804] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/07/2013] [Indexed: 06/03/2023]
Abstract
We present a dynamically equivalent transformation between time series and complex networks based on coarse geometry theory. In terms of quasi-isometric maps, we characterize how the underlying geometrical characters of complex systems are preserved during transformations. Fractal dimensions are shown to be the same for time series (or complex network) and its transformed counterpart. Results from the Rössler system, fractional Brownian motion, synthetic networks, and real networks support our findings. This work gives theoretical evidences for an equivalent transformation between time series and networks.
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Affiliation(s)
- Yi Zhao
- Shenzhen Graduate School, Harbin Institute of Technology, Shenzhen, China
| | - Tongfeng Weng
- Shenzhen Graduate School, Harbin Institute of Technology, Shenzhen, China
| | - Shengkui Ye
- Mathematics and Physics Centre, Xi'an Jiaotong-Liverpool University, Suzhou, China and Mathematical Institute, University of Oxford, Oxford, United Kingdom
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20
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Distinguishing intrinsic limit cycles from forced oscillations in ecological time series. THEOR ECOL-NETH 2014. [DOI: 10.1007/s12080-014-0225-9] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
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21
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Nonlinearly-enhanced energy transport in many dimensional quantum chaos. Sci Rep 2013; 3:2359. [PMID: 23912934 PMCID: PMC3733059 DOI: 10.1038/srep02359] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/28/2013] [Accepted: 07/19/2013] [Indexed: 12/03/2022] Open
Abstract
By employing a nonlinear quantum kicked rotor model, we investigate the transport of energy in multidimensional quantum chaos. This problem has profound implications in many fields of science ranging from Anderson localization to time reversal of classical and quantum waves. We begin our analysis with a series of parallel numerical simulations, whose results show an unexpected and anomalous behavior. We tackle the problem by a fully analytical approach characterized by Lie groups and solitons theory, demonstrating the existence of a universal, nonlinearly-enhanced diffusion of the energy in the system, which is entirely sustained by soliton waves. Numerical simulations, performed with different models, show a perfect agreement with universal predictions. A realistic experiment is discussed in two dimensional dipolar Bose-Einstein-Condensates (BEC). Besides the obvious implications at the fundamental level, our results show that solitons can form the building block for the realization of new systems for the enhanced transport of matter.
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22
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Abstract
We describe a method to infer signatures of determinism and stochasticity in the sequence of apparently random intensity dropouts emitted by a semiconductor laser with optical feedback. The method uses ordinal time-series analysis to classify experimental data of inter-dropout-intervals (IDIs) in two categories that display statistically significant different features. Despite the apparent randomness of the dropout events, one IDI category is consistent with waiting times in a resting state until noise triggers a dropout, and the other is consistent with dropouts occurring during the return to the resting state, which have a clear deterministic component. The method we describe can be a powerful tool for inferring signatures of determinism in the dynamics of complex systems in noisy environments, at an event-level description of their dynamics.
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23
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Zunino L, Soriano MC, Rosso OA. Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:046210. [PMID: 23214666 DOI: 10.1103/physreve.86.046210] [Citation(s) in RCA: 78] [Impact Index Per Article: 6.5] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/03/2012] [Revised: 08/16/2012] [Indexed: 06/01/2023]
Abstract
In this paper we introduce a multiscale symbolic information-theory approach for discriminating nonlinear deterministic and stochastic dynamics from time series associated with complex systems. More precisely, we show that the multiscale complexity-entropy causality plane is a useful representation space to identify the range of scales at which deterministic or noisy behaviors dominate the system's dynamics. Numerical simulations obtained from the well-known and widely used Mackey-Glass oscillator operating in a high-dimensional chaotic regime were used as test beds. The effect of an increased amount of observational white noise was carefully examined. The results obtained were contrasted with those derived from correlated stochastic processes and continuous stochastic limit cycles. Finally, several experimental and natural time series were analyzed in order to show the applicability of this scale-dependent symbolic approach in practical situations.
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Affiliation(s)
- L Zunino
- Centro de Investigaciones Ópticas (CONICET La Plata-CIC), C.C. 3, 1897 Gonnet, Argentina.
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24
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Bertin E. How far can stochastic and deterministic views be reconciled? PROGRESS IN BIOPHYSICS AND MOLECULAR BIOLOGY 2012; 110:11-6. [DOI: 10.1016/j.pbiomolbio.2012.04.006] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/27/2011] [Accepted: 04/08/2012] [Indexed: 11/15/2022]
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25
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Lei J, Mackey MC. Deterministic Brownian motion generated from differential delay equations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:041105. [PMID: 22181085 DOI: 10.1103/physreve.84.041105] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/09/2011] [Indexed: 05/31/2023]
Abstract
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.
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Affiliation(s)
- Jinzhi Lei
- Zhou Pei-Yuan Center for Applied Mathematics, Tsinghua University, Beijing 100084, China
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26
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Romero-Bastida M, Reyes-Martínez AY. Efficient time-series detection of the strong stochasticity threshold in Fermi-Pasta-Ulam oscillator lattices. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 83:016213. [PMID: 21405766 DOI: 10.1103/physreve.83.016213] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/06/2010] [Indexed: 05/30/2023]
Abstract
In this work we study the possibility of detecting the so-called strong stochasticity threshold (i.e., the transition between weak and strong chaos as the energy density of the system is increased) in anharmonic oscillator chains by means of the 0-1 test for chaos. We compare the result of the aforementioned methodology with the scaling behavior of the largest Lyapunov exponent computed by means of tangent space dynamics, which has, so far, been the most reliable method available to detect the strong stochasticity threshold. We find that indeed the 0-1 test can perform the detection in the range of energy density values studied. Furthermore, we determined that conventional nonlinear time series analysis methods fail to properly compute the largest Lyapounov exponent even for very large data sets, whereas the computational effort of the 0-1 test remains the same in the whole range of values of the energy density considered with moderate size time series. Therefore, our results show that, for a qualitative probing of phase space, the 0-1 test can be an effective tool if its limitations are properly taken into account.
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Affiliation(s)
- M Romero-Bastida
- SEPI ESIME-Culhuacán, Instituto Politécnico Nacional, Avenida Santa Ana No. 1000, Colonia San Francisco Culhuacán, Delegación Coyoacan, Distrito Federal 04430, Mexico.
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27
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Chu Y, Gao C, Liu X. Multiscale dynamic analysis of blast furnace system based on intensive signal processing. CHAOS (WOODBURY, N.Y.) 2010; 20:033102. [PMID: 20887042 DOI: 10.1063/1.3458899] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/29/2023]
Abstract
In this paper, the Hilbert-Huang transform method and time delay embedding method are applied to multiscale dynamic analysis on the time series of silicon content in hot metal collected from a medium-sized blast furnace with the inner volume of 2500 m3. The results provide clear evidence of multiscale features in blast furnace ironmaking process. Ten intrinsic mode functions (IMFs) are decomposed from the silicon content time series; the presence of noninteger fractal dimension, positive finite Kolmogorov entropy, and positive finite maximum Lyapunov exponent are found in some IMF components. In addition, the coupling of subscale structures of blast furnace system is studied using the dimension of interaction dynamics and a robust algorithm for detecting interdependence. It is found that IMF(3) is the main driver in the coupling system IMF(2) and IMF(3) while for the coupling system IMF(3) and IMF(4) neither subsystem can act as the driver. All these provide a guideline for studying blast furnace ironmaking process with multiscale theory and methods, and may open way for more candidate tools to model and control blast furnace system in the future.
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Affiliation(s)
- Yanxu Chu
- Department of Mathematics, Zhejiang University, Hangzhou 310027, China
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28
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Lacasa L, Toral R. Description of stochastic and chaotic series using visibility graphs. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 82:036120. [PMID: 21230152 DOI: 10.1103/physreve.82.036120] [Citation(s) in RCA: 34] [Impact Index Per Article: 2.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/28/2010] [Indexed: 05/30/2023]
Abstract
Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In the last years, some methods mapping time series to network representations have been proposed. The purpose is to investigate on the properties of the series through graph theoretical tools recently developed in the core of the celebrated complex network theory. Among some other methods, the so-called visibility algorithm has received much attention, since it has been shown that series correlations are captured by the algorithm and translated in the associated graph, opening the possibility of building fruitful connections between time series analysis, nonlinear dynamics, and graph theory. Here we use the horizontal visibility algorithm to characterize and distinguish between correlated stochastic, uncorrelated and chaotic processes. We show that in every case the series maps into a graph with exponential degree distribution P(k)∼exp(-λk), where the value of λ characterizes the specific process. The frontier between chaotic and correlated stochastic processes, λ=ln(3/2) , can be calculated exactly, and some other analytical developments confirm the results provided by extensive numerical simulations and (short) experimental time series.
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Affiliation(s)
- Lucas Lacasa
- Instituto de Física Interdisciplinar y Sistemas Complejos (IFISC), CSIC-UIB, Campus UIB, 07122-Palma de Mallorca, Spain.
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29
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de Wijn AS, Fasolino A. Relating chaos to deterministic diffusion of a molecule adsorbed on a surface. JOURNAL OF PHYSICS. CONDENSED MATTER : AN INSTITUTE OF PHYSICS JOURNAL 2009; 21:264002. [PMID: 21828450 DOI: 10.1088/0953-8984/21/26/264002] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/31/2023]
Abstract
Chaotic internal degrees of freedom of a molecule can act as noise and affect the diffusion of the molecule on a substrate. A separation of timescales between the fast internal dynamics and the slow motion of the centre of mass on the substrate makes it possible to directly link chaos to diffusion. We discuss the conditions under which this is possible, and show that in simple atomistic models with pair-wise harmonic potentials, strong chaos can arise through the geometry. Using molecular dynamics simulations, we demonstrate that a realistic model of benzene is indeed chaotic, and that the internal chaos affects the diffusion on a graphite substrate.
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Affiliation(s)
- Astrid S de Wijn
- Institute for Molecules and Materials, Radboud University Nijmegen, Heyendaalseweg 135, 6525AJ Nijmegen, The Netherlands
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30
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Baillie RT, Cecen AA, Erkal C. Normal heartbeat series are nonchaotic, nonlinear, and multifractal: new evidence from semiparametric and parametric tests. CHAOS (WOODBURY, N.Y.) 2009; 19:028503. [PMID: 19566278 DOI: 10.1063/1.3152006] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/28/2023]
Abstract
We present new evidence that normal heartbeat series are nonchaotic, nonlinear, and multifractal. In addition to considering the largest Lyapunov exponent and the correlation dimension, the results of the parametric and semiparametric estimation of the long memory parameter (long-range dependence) unambiguously reveal that the underlying process is nonstationary, multifractal, and has strong nonlinearity.
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Affiliation(s)
- Richard T Baillie
- Departments of Economics and Finance, Michigan State University, East Lansing, Michigan 48824, USA
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31
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Hu J, Gao J, Tung WW. Characterizing heart rate variability by scale-dependent Lyapunov exponent. CHAOS (WOODBURY, N.Y.) 2009; 19:028506. [PMID: 19566281 DOI: 10.1063/1.3152007] [Citation(s) in RCA: 27] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/28/2023]
Abstract
Previous studies on heart rate variability (HRV) using chaos theory, fractal scaling analysis, and many other methods, while fruitful in many aspects, have produced much confusion in the literature. Especially the issue of whether normal HRV is chaotic or stochastic remains highly controversial. Here, we employ a new multiscale complexity measure, the scale-dependent Lyapunov exponent (SDLE), to characterize HRV. SDLE has been shown to readily characterize major models of complex time series including deterministic chaos, noisy chaos, stochastic oscillations, random 1/f processes, random Levy processes, and complex time series with multiple scaling behaviors. Here we use SDLE to characterize the relative importance of nonlinear, chaotic, and stochastic dynamics in HRV of healthy, congestive heart failure, and atrial fibrillation subjects. We show that while HRV data of all these three types are mostly stochastic, the stochasticity is different among the three groups.
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Affiliation(s)
- Jing Hu
- PMB Intelligence LLC, P.O. Box 2077, West Lafayette, Indiana 47996, USA
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32
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Freitas US, Letellier C, Aguirre LA. Failure in distinguishing colored noise from chaos using the "noise titration" technique. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 79:035201. [PMID: 19392006 DOI: 10.1103/physreve.79.035201] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/11/2008] [Indexed: 05/27/2023]
Abstract
Identifying chaos in experimental data-noisy data-remains a challenging problem for which conclusive arguments are still very difficult to provide. In order to avoid problems usually encountered with techniques based on geometrical invariants (dimensions, Lyapunov exponent, etc.), Poon and Barahona introduced a numerical titration procedure which compares one-step-ahead predictions of linear and nonlinear models [Proc. Natl. Acad. Sci. U.S.A. 98, 7107 (2001)]. We investigate the aformentioned technique in the context of colored noise or other types of nonchaotic behaviors. The main conclusion is that in several examples noise titration fails to distinguish such nonchaotic signals from low-dimensional deterministic chaos.
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Affiliation(s)
- Ubiratan S Freitas
- CORIA UMR 6614, Université de Rouen, Avenue de l'Université, BP 12, F-76801 Saint-Etienne du Rouvray cedex, France
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33
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Gao JB, Hu J, Tung WW, Cao YH. Distinguishing chaos from noise by scale-dependent Lyapunov exponent. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 74:066204. [PMID: 17280136 DOI: 10.1103/physreve.74.066204] [Citation(s) in RCA: 49] [Impact Index Per Article: 2.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/27/2006] [Revised: 07/31/2006] [Indexed: 05/13/2023]
Abstract
Time series from complex systems with interacting nonlinear and stochastic subsystems and hierarchical regulations are often multiscaled. In devising measures characterizing such complex time series, it is most desirable to incorporate explicitly the concept of scale in the measures. While excellent scale-dependent measures such as epsilon entropy and the finite size Lyapunov exponent (FSLE) have been proposed, simple algorithms have not been developed to reliably compute them from short noisy time series. To promote widespread application of these concepts, we propose an efficient algorithm to compute a variant of the FSLE, the scale-dependent Lyapunov exponent (SDLE). We show that with our algorithm, the SDLE can be accurately computed from short noisy time series and readily classify various types of motions, including truly low-dimensional chaos, noisy chaos, noise-induced chaos, random 1/f alpha and alpha-stable Levy processes, stochastic oscillations, and complex motions with chaotic behavior on small scales but diffusive behavior on large scales. To our knowledge, no other measures are able to accurately characterize all these different types of motions. Based on the distinctive behaviors of the SDLE for different types of motions, we propose a scheme to distinguish chaos from noise.
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Affiliation(s)
- J B Gao
- Department of Electrical and Computer Engineering, University of Florida, Gainesville, Florida 32611, USA.
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34
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Kleppe IC, Robinson HPC. Correlation entropy of synaptic input-output dynamics. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 74:041909. [PMID: 17155098 DOI: 10.1103/physreve.74.041909] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/08/2004] [Revised: 06/23/2006] [Indexed: 05/12/2023]
Abstract
The responses of synapses in the neocortex show highly stochastic and nonlinear behavior. The microscopic dynamics underlying this behavior, and its computational consequences during natural patterns of synaptic input, are not explained by conventional macroscopic models of deterministic ensemble mean dynamics. Here, we introduce the correlation entropy of the synaptic input-output map as a measure of synaptic reliability which explicitly includes the microscopic dynamics. Applying this to experimental data, we find that cortical synapses show a low-dimensional chaos driven by the natural input pattern.
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Affiliation(s)
- Ingo C Kleppe
- Department of Physiology, University of Cambridge, Downing Street, Cambridge, CB2 3EG, United Kingdom
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35
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Baba N, Just W, Kantz H, Riegert A. Accuracy and efficiency of reduced stochastic models for chaotic Hamiltonian systems with time-scale separation. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:066228. [PMID: 16906967 DOI: 10.1103/physreve.73.066228] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/02/2006] [Indexed: 05/11/2023]
Abstract
The study of the long time behavior of systems with time-scale separation is considerably facilitated if the fast degrees of freedom can be eliminated without affecting the slow dynamics. We investigate a technique in which the fluctuations due to a fast chaotic subsystem are replaced by a suitable stochastic process so that a Fokker-Planck equation for the slow variables results. The accuracy and efficiency of this technique is verified by the detailed numerical investigation of several coupled systems. The asymptotic behavior as well as transients turn out to be well modeled by the reduced dynamics. We concentrate on low-dimensional problems and cover different types of coupling schemes as well as different chaotic subsystems. As a physical application we discuss the classical dynamics of a hydrogen atom in a strong magnetic field.
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Affiliation(s)
- Nilüfer Baba
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Str. 38, D 01187 Dresden, Germany.
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36
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Hu J, Tung WW, Gao J, Cao Y. Reliability of the 0-1 test for chaos. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 72:056207. [PMID: 16383727 DOI: 10.1103/physreve.72.056207] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/01/2005] [Indexed: 05/05/2023]
Abstract
In time series analysis, it has been considered of key importance to determine whether a complex time series measured from the system is regular, deterministically chaotic, or random. Recently, Gottwald and Melbourne have proposed an interesting test for chaos in deterministic systems. Their analyses suggest that the test may be universally applicable to any deterministic dynamical system. In order to fruitfully apply their test to complex experimental data, it is important to understand the mechanism for the test to work, and how it behaves when it is employed to analyze various types of data, including those not from clean deterministic systems. We find that the essence of their test can be described as to first constructing a random walklike process from the data, then examining how the variance of the random walk scales with time. By applying the test to three sets of data, corresponding to (i) 1/falpha noise with long-range correlations, (ii) edge of chaos, and (iii) weak chaos, we show that the test mis-classifies (i) both deterministic and weakly stochastic edge of chaos and weak chaos as regular motions, and (ii) strongly stochastic edge of chaos and weak chaos, as well as 1/falpha noise as deterministic chaos. Our results suggest that, while the test may be effective to discriminate regular motion from fully developed deterministic chaos, it is not useful for exploratory purposes, especially for the analysis of experimental data with little a priori knowledge. A few speculative comments on the future of multiscale nonlinear time series analysis are made.
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Affiliation(s)
- Jing Hu
- Department of Electrical and Computer Engineering, University of Florida, Gainesville, Florida 32611, USA
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37
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Ito T, Ito K. Nonlinear dynamics of homeothermic temperature control in skunk cabbage, Symplocarpus foetidus. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 72:051909. [PMID: 16383647 DOI: 10.1103/physreve.72.051909] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/22/2005] [Indexed: 05/05/2023]
Abstract
Certain primitive plants undergo orchestrated temperature control during flowering. Skunk cabbage, Symplocarpus foetidus, has been demonstrated to maintain an internal temperature of around 20 degrees C even when the ambient temperature drops below freezing. However, it is not clear whether a unique algorithm controls the homeothermic behavior of S. foetidus, or whether such an algorithm might exhibit linear or nonlinear thermoregulatory dynamics. Here we report the underlying dynamics of temperature control in S. foetidus using nonlinear forecasting, attractor and correlation dimension analyses. It was shown that thermoregulation in S. foetidus was governed by low-dimensional chaotic dynamics, the geometry of which showed a strange attractor named the "Zazen attractor." Our data suggest that the chaotic thermoregulation in S. foetidus is inherent and that it is an adaptive response to the natural environment.
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Affiliation(s)
- Takanori Ito
- Cryobiosystem Research Center, Faculty of Agriculture, Iwate University, Ueda 3-18-8, Morioka 020-8550, Japan.
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38
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Falcioni M, Palatella L, Pigolotti S, Vulpiani A. Properties making a chaotic system a good pseudo random number generator. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 72:016220. [PMID: 16090079 DOI: 10.1103/physreve.72.016220] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/02/2005] [Indexed: 05/03/2023]
Abstract
We discuss the properties making a deterministic algorithm suitable to generate a pseudo random sequence of numbers: high value of Kolmogorov-Sinai entropy, high dimensionality of the parent dynamical system, and very large period of the generated sequence. We propose the multidimensional Anosov symplectic (cat) map as a pseudo random number generator. We show what chaotic features of this map are useful for generating pseudo random numbers and investigate numerically which of them survive in the discrete state version of the map. Testing and comparisons with other generators are performed.
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Affiliation(s)
- Massimo Falcioni
- Dipartimento di Fisica and Center for Statistical Mechanics and Complexity--INFM, Università di Roma La Sapienza P.le A. Moro 2, Rome 00185, Italy
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Cecconi F, Cencini M, Falcioni M, Vulpiani A. Brownian motion and diffusion: from stochastic processes to chaos and beyond. CHAOS (WOODBURY, N.Y.) 2005; 15:26102. [PMID: 16035904 DOI: 10.1063/1.1832773] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/03/2023]
Abstract
One century after Einstein's work, Brownian motion still remains both a fundamental open issue and a continuous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic approaches proposed in the literature to model the Brownian motion and more general diffusive behaviors. Then, we focus on the problems concerning the determination of the microscopic nature of diffusion by means of data analysis. Finally, we discuss the general conditions required for the onset of large scale diffusive motion.
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Affiliation(s)
- F Cecconi
- Center for Statistical Mechanics and Complexity, INFM Roma-1, Dipartamento di Fisica, Università di Roma La Sapienza, Piazzale Aldo Moro 2, I-00185 Rome, Italy
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Romero-Bastida M, Castañeda D, Braun E. Macroscopic evidence of microscopic dynamics in the Fermi-Pasta-Ulam oscillator chain from nonlinear time-series analysis. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 71:046207. [PMID: 15903770 DOI: 10.1103/physreve.71.046207] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/15/2004] [Indexed: 05/02/2023]
Abstract
The problem of detecting specific features of microscopic dynamics in the macroscopic behavior of a many-degrees-of-freedom system is investigated by analyzing the position and momentum time series of a heavy impurity embedded in a chain of nearest-neighbor anharmonic Fermi-Pasta-Ulam oscillators. Results obtained in a previous work [M. Romero-Bastida, Phys. Rev. E 69, 056204 (2004)] suggest that the impurity does not contribute significantly to the dynamics of the chain and can be considered as a probe for the dynamics of the system to which the impurity is coupled. The (r,tau) entropy, which measures the amount of information generated by unit time at different scales tau of time and r of the observable, is numerically computed by methods of nonlinear time-series analysis using the position and momentum signals of the heavy impurity for various values of the energy density epsilon (energy per degree of freedom) of the system and some values of the impurity mass M. Results obtained from these two time series are compared and discussed.
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Affiliation(s)
- M Romero-Bastida
- Departamento de Física, Universidad Autónoma Metropolitana Iztapalapa, Apartado Postal 55-534, Distrito Federal 09340, México.
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Romero-Bastida M. Macroscopic detection of the strong stochasticity threshold in Fermi-Pasta-Ulam chains of oscillators. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:056204. [PMID: 15244901 DOI: 10.1103/physreve.69.056204] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/18/2003] [Indexed: 05/24/2023]
Abstract
The largest Lyapunov exponent of a system composed by a heavy impurity embedded in a chain of anharmonic nearest-neighbor Fermi-Pasta-Ulam oscillators is numerically computed for various values of the impurity mass M. A crossover between weak and strong chaos is obtained at the same value epsilon(T) of the energy density epsilon (energy per degree of freedom) for all the considered values of the impurity mass M. The threshold epsilon(T) coincides with the value of the energy density epsilon at which a change of scaling of the relaxation time of the momentum autocorrelation function of the impurity occurs and that was obtained in a previous work [Phys. Rev. E 65, 036228 (2002)]]. The complete Lyapunov spectrum does not depend significantly on the impurity mass M. These results suggest that the impurity does not contribute significantly to the dynamical instability (chaos) of the chain and can be considered as a probe for the dynamics of the system to which the impurity is coupled. Finally, it is shown that the Kolmogorov-Sinai entropy of the chain has a crossover from weak to strong chaos at the same value of the energy density as the crossover value epsilon(T) of largest Lyapunov exponent. Implications of this result are discussed.
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Affiliation(s)
- M Romero-Bastida
- Departmento de Física, Universidad Autónoma Metropolitana Iztapalapa, Apartado Postal 55-534, Distrito Federal 09340, Mexico.
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Taniguchi T, Morriss GP. Localized behavior in the Lyapunov vectors for quasi-one-dimensional many-hard-disk systems. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2003; 68:046203. [PMID: 14683031 DOI: 10.1103/physreve.68.046203] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/14/2003] [Indexed: 05/24/2023]
Abstract
We introduce a definition of a "localization width" whose logarithm is given by the entropy of the distribution of particle component amplitudes in the Lyapunov vector. Different types of localization widths are observed, for example, a minimum localization width where the components of only two particles are dominant. We can distinguish a delocalization associated with a random distribution of particle contributions, a delocalization associated with a uniform distribution, and a delocalization associated with a wavelike structure in the Lyapunov vector. Using the localization width we show that in quasi-one-dimensional systems of many hard disks there are two kinds of dependence of the localization width on the Lyapunov exponent index for the larger exponents: one is exponential and the other is linear. Differences due to these kinds of localizations also appear in the shapes of the localized peaks of the Lyapunov vectors, the Lyapunov spectra, and the angle between the spatial and momentum parts of the Lyapunov vectors. We show that the Krylov relation for the largest Lyapunov exponent lambda approximately -rho ln rho as a function of the density rho is satisfied (apart from a factor) in the same density region as the linear dependence of the localization widths is observed. It is also shown that there are asymmetries in the spatial and momentum parts of the Lyapunov vectors, as well as in their x and y components.
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Affiliation(s)
- Tooru Taniguchi
- School of Physics, University of New South Wales, Sydney, New South Wales 2052, Australia
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Getz WM. Correlative coherence analysis: variation from intrinsic and extrinsic sources in competing populations. Theor Popul Biol 2003; 64:89-99. [PMID: 12804874 DOI: 10.1016/s0040-5809(03)00026-1] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
Abstract
The concept of the correlation between two signals is generalized to the correlative coherence of a set of n signals by introducing a Shannon-Weaver-type measure of the entropy of the normalized eigenvalues of the n-dimensional correlation matrix associated with the set of signals. Properties of this measure are stated for canonical cases. The measure is then used to evaluate which subsets of a particular set of n signals are more or less coherent. This set of signals comprises extrinsic, stochastic resource inputs and the population trajectories obtained from simulations of a discrete time model of competing biological populations driven by these resource inputs. The analysis reveals that, at low levels of competition, the correlative coherence of the combined system of intrinsic population and extrinsic resource variables is relatively low, but increases with increasing variation in the resources. Further, at intermediate and high competition levels, the correlative coherence depends more strongly on competition than entrainment of stochasticity in the extrinsic resource variables. Density dependence has the effect of amplifying variation in noise only when this variation is relatively large. Also, chaotic systems appear to be entrained by sufficiently noisy environmental inputs.
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Affiliation(s)
- Wayne M Getz
- Department of Environmental Science, Policy and Management, University of California, 201 Wellman Hall, Berkeley, CA 94720-3112, USA.
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Falcioni M, Vulpiani A, Mantica G, Pigolotti S. Coarse-grained probabilistic automata mimicking chaotic systems. PHYSICAL REVIEW LETTERS 2003; 91:044101. [PMID: 12906663 DOI: 10.1103/physrevlett.91.044101] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/01/2002] [Indexed: 05/24/2023]
Abstract
Discretization of phase space usually nullifies chaos in dynamical systems. We show that if randomness is associated with discretization dynamical chaos may survive and be indistinguishable from that of the original chaotic system, when an entropic, coarse-grained analysis is performed. Relevance of this phenomenon to the problem of quantum chaos is discussed.
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Affiliation(s)
- Massimo Falcioni
- Dipartimento di Fisica, Università di Roma La Sapienza, INFM, Unità di Roma1 and SMC Center, Piazzale Aldo Moro 2, 00185 Roma, Italy
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Urbanowicz K, Hołyst JA. Noise-level estimation of time series using coarse-grained entropy. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2003; 67:046218. [PMID: 12786471 DOI: 10.1103/physreve.67.046218] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/29/2003] [Indexed: 05/24/2023]
Abstract
We present a method of noise-level estimation that is valid even for high noise levels. The method makes use of the functional dependence of coarse-grained correlation entropy K2(epsilon ) on the threshold parameter epsilon. We show that the function K2(epsilon ) depends, in a characteristic way, on the noise standard deviation sigma. It follows that observing K2 (epsilon ) one can estimate the noise level sigma. Although the theory has been developed for the Gaussian noise added to the observed variable we have checked numerically that the method is also valid for the uniform noise distribution and for the case of Langevin equation corresponding to the dynamical noise. We have verified the validity of our method by applying it to estimate the noise level in several chaotic systems and in the Chua electronic circuit contaminated by noise.
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Affiliation(s)
- Krzysztof Urbanowicz
- Faculty of Physics and Center of Excellence for Complex Systems Research, Warsaw University of Technology, Koszykowa 75, PL-00-662 Warsaw, Poland.
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Casartelli M. Intermittency from Collatz's itineraries and complexity indicators. JOURNAL OF PHYSICS A: MATHEMATICAL AND GENERAL 2002; 35:4501-4514. [DOI: 10.1088/0305-4470/35/21/301] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 09/02/2023]
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Ortega GJ, Degli Esposti Boschi C, Louis E. Detecting determinism in high-dimensional chaotic systems. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2002; 65:016208. [PMID: 11800769 DOI: 10.1103/physreve.65.016208] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/25/2001] [Revised: 07/11/2001] [Indexed: 05/23/2023]
Abstract
A method based upon the statistical evaluation of the differentiability of the measure along the trajectory is used to identify determinism in high-dimensional systems. The results show that the method is suitable for discriminating stochastic from deterministic systems even if the dimension of the latter is as high as 13. The method is shown to succeed in identifying determinism in electroencephalogram signals simulated by means of a high-dimensional system.
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Affiliation(s)
- G J Ortega
- Centro de Estudios e Investigaciones and Consejo Nacional de Investigaciones Cientificas y Técnicas, Universidad Nacional de Quilmes, R. S. Peña 180, 1876, Bernal, Argentina
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