Multifractality, stickiness, and recurrence-time statistics

An investigation of escape and scaling properties of a billiard system

We investigate some statistical properties of escaping particles in a billiard system whose boundary is described by two control parameters with a hole on its boundary. Initially, we analyze the survival probability for different hole positions and sizes. We notice that the survival probability follows an exponential decay with a characteristic power-law tail when the hole is positioned partially or entirely over large stability islands in phase space. We find that the survival probability exhibits scaling invariance with respect to the hole size. In contrast, the survival probability for holes placed in predominantly chaotic regions deviates from the exponential decay. We introduce two holes simultaneously and investigate the complexity of the escape basins for different hole sizes and control parameters by means of the basin entropy and the basin boundary entropy. We find a non-trivial relation between these entropies and the system's parameters and show that the basin entropy exhibits scaling invariance for a specific control parameter interval.

Recurrence microstates for machine learning classification

Recurrence microstates are obtained from the cross recurrence of two sequences of values embedded in a time series, being the generalization of the concept of recurrence of a given state in phase space. The probability of occurrence of each microstate constitutes a recurrence quantifier. The set of probabilities of all microstates are capable of detecting even small changes in the data pattern. This creates an ideal tool for generating features in machine learning algorithms. Thanks to the sensitivity of the set of probabilities of occurrence of microstates, it can be used to feed a deep neural network, namely, a microstate multi-layer perceptron (MMLP) to classify parameters of chaotic systems. Additionally, we show that with more microstates, the accuracy of the MMLP increases, showing that the increasing size and number of microstates insert new and independent information into the analysis. We also explore potential applications of the proposed method when adapted to different contexts.

The Iris billiard: Critical geometries for global chaos

We introduce the Iris billiard that consists of a point particle enclosed by a unit circle around a central scattering ellipse of fixed elongation (defined as the ratio of the semi-major to the semi-minor axes). When the ellipse degenerates to a circle, the system is integrable; otherwise, it displays mixed dynamics. Poincaré sections are presented for different elongations. Recurrence plots are then applied to the long-term chaotic dynamics of trajectories launched from the unstable period-2 orbit along the semi-major axis, i.e., one that initially alternately collides with the ellipse and the circle. We obtain numerical evidence of a set of critical elongations at which the system undergoes a transition to global chaos. The transition is characterized by an endogenous escape event, E, which is the first time a trajectory launched from the unstable period-2 orbit misses the ellipse. The angle of escape, θ_esc, and the distance of the closest approach, d_min, of the escape event are studied and are shown to be exquisitely sensitive to the elongation. The survival probability that E has not occurred after n collisions is shown to follow an exponential distribution.

Stickiness in generic low-dimensional Hamiltonian systems: A recurrence-time statistics approach

We analyze the structure and stickiness in the chaotic components of generic Hamiltonian systems with divided phase space. Following the method proposed recently in Lozej and Robnik [Phys. Rev. E 98, 022220 (2018)2470-004510.1103/PhysRevE.98.022220], the sticky regions are identified using the statistics of recurrence times of a single chaotic orbit into cells dividing the phase space into a grid. We perform extensive numerical studies of three example systems: the Chirikov standard map, the family of Robnik billiards, and the family of lemon billiards. The filling of the cells is compared to the random model of chaotic diffusion, introduced in Robnik et al. [J. Phys. A: Math. Gen. 30, L803 (1997)JPHAC50305-447010.1088/0305-4470/30/23/003] for the description of transport in the phase spaces of ergodic systems. The model is based on the assumption of completely uncorrelated cell visits because of the strongly chaotic dynamics of the orbit and the distribution of recurrence times is exponential. In generic systems the stickiness induces correlations in the cell visits. The distribution of recurrence times exhibits a separation of timescales because of the dynamical trapping. We model the recurrence time distributions to cells inside sticky areas as a mixture of exponential distributions with different decay times. We introduce the variable S, which is the ratio between the standard deviation and the mean of the recurrence times as a measure of stickiness. We use S to globally assess the distributions of recurrence times. We find that in the bulk of the chaotic sea S=1, while S>1 in areas of stickiness. We present the results in the form of animated grayscale plots of the variable S in the largest chaotic component for the three example systems, included as supplemental material to this paper.

Time Recurrence Analysis of a Near Singular Billiard

Billiards exhibit rich dynamical behavior, typical of Hamiltonian systems. In the present study, we investigate the classical dynamics of particles in the eccentric annular billiard, which has a mixed phase space, in the limit that the scatterer is point-like. We call this configuration the near singular, in which a single initial condition (IC) densely fills the phase space with straight lines. To characterize the orbits, two techniques were applied: (i) Finite-time Lyapunov exponent (FTLE) and (ii) time recurrence. The largest Lyapunov exponent λ was calculated using the FTLE method, which for conservative systems, λ > 0 indicates chaotic behavior and λ = 0 indicates regularity. The recurrence of orbits in the phase space was investigated through recurrence plots. Chaotic orbits show many different return times and, according to Slater’s theorem, quasi-periodic orbits have at most three different return times, the bigger one being the sum of the other two. We show that during the transition to the near singular limit, a typical orbit in the billiard exhibits a sharp drop in the value of λ, suggesting some change in the dynamical behavior of the system. Many different recurrence times are observed in the near singular limit, also indicating that the orbit is chaotic. The patterns in the recurrence plot reveal that this chaotic orbit is composed of quasi-periodic segments. We also conclude that reducing the magnitude of the nonlinear part of the system did not prevent chaotic behavior.

Using rotation number to detect sticky orbits in Hamiltonian systems

In Hamiltonian systems, depending on the control parameter, orbits can stay for very long times around islands, the so-called stickiness effect caused by a temporary trapping mechanism. Different methods have been used to identify sticky orbits, such as recurrence analysis, recurrence time statistics, and finite-time Lyapunov exponent. However, these methods require a large number of map iterations and to know the island positions in the phase space. Here, we show how to use the small divergence of bursts in the rotation number calculation as a tool to identify stickiness without knowing the island positions. This new procedure is applied to the standard map, a map that has been used to describe the dynamic behavior of several nonlinear systems. Moreover, our procedure uses a small number of map iterations and is proper to identify the presence of stickiness phenomenon for different values of the control parameter.

Stickiness in double-curl Beltrami magnetic fields

The double-curl Beltrami magnetic field in the presence of a uniform mean field is considered for investigating the nonlinear dynamical behavior of magnetic field lines. The solutions of the double-curl Beltrami equation being non-force-free in nature belong to a large class of physically interesting magnetic fields. A particular choice of solution for the double-curl equation in three dimensions leads to a wholly chaotic phase space. In the presence of a strong mean field, the phase space is a combination of closed magnetic surfaces and weakly chaotic regions that slowly tends to global randomness with a decreasing mean field. Stickiness is an important feature of the mixed phase space that describes the dynamical trapping of a chaotic trajectory at the border of regular regions. The global behavior of such trajectories is understood by computing the recurrence length statistics showing a long-tail distribution in contrast to a wholly chaotic phase space that supports a distribution which decays rapidly. Also, the transport characteristics of the field lines are analyzed in connection with their nonlinear dynamical properties.

Structure, size, and statistical properties of chaotic components in a mixed-type Hamiltonian system

We perform a detailed study of the chaotic component in mixed-type Hamiltonian systems on the example of a family of billiards [introduced by Robnik in J. Phys. A: Math. Gen. 16, 3971 (1983)JPHAC50305-447010.1088/0305-4470/16/17/014]. The phase space is divided into a grid of cells and a chaotic orbit is iterated a large number of times. The structure of the chaotic component is discerned from the cells visited by the chaotic orbit. The fractal dimension of the border of the chaotic component for various values of the billiard shape parameter is determined with the box-counting method. The cell-filling dynamics is compared to a model of uncorrelated motion, the so-called random model [Robnik et al. J. Phys. A: Math. Gen. 30, L803 (1997)JPHAC50305-447010.1088/0305-4470/30/23/003], and deviations attributed to sticky objects in the phase space are found. The statistics of the number of orbit visits to the cells is analyzed and found to be in agreement with the random model in the long run. The stickiness of the various structures in the phase space is quantified in terms of the cell recurrence times. The recurrence time distributions in a few selected cells as well as the mean and standard deviation of recurrence times for all cells are analyzed. The standard deviation of cell recurrence time is found to be a good quantifier of stickiness on a global scale. Three methods for determining the measure of the chaotic component are compared and the measure is calculated for various values of the billiard shape parameter. Lastly, the decay of correlations and the diffusion of momenta is analyzed.

Hierarchical structure in sharply divided phase space for the piecewise linear map

We have studied a two-dimensional piecewise linear map to examine how the hierarchical structure of stable regions affects the slow dynamics in Hamiltonian systems. In the phase space there are infinitely many stable regions, each of which is polygonal-shaped, and the rest is occupied by chaotic orbits. By using symbolic representation of stable regions, a procedure to compute the edges of the polygons is presented. The stable regions are hierarchically distributed in phase space and the edges of the stable regions show the marginal instability. The cumulative distribution of the recurrence time obeys a power law as ∼t^{-2}, the same as the one for the system with phase space, which is composed of a single stable region and chaotic components. By studying the symbol sequence of recurrence trajectories, we show that the hierarchical structure of stable regions has no significant effect on the power-law exponent and that only the marginal instability on the boundary of stable regions is responsible for determining the exponent. We also discuss the relevance of the hierarchical structure to those in more generic chaotic systems.

Anomalous dynamics and the choice of Poincaré recurrence set

We investigate the dependence of Poincaré recurrence-time statistics on the choice of recurrence set by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct relation between the shape of a recurrence set and the values of its return probability distribution in arbitrary phase-space dimensions. Such a procedure, which is shown to be quite effective in the detection of tiny regions of regular motion, allows us to explain why similar recurrence sets have very different distributions and how to modify them in order to enhance their return probabilities. Applied to data, this enables us to understand the coexistence of extremely long, transient powerlike decays whose anomalous exponent depends on the chosen recurrence set.

Thirty years of turnstiles and transport

To characterize transport in a deterministic dynamical system is to compute exit time distributions from regions or transition time distributions between regions in phase space. This paper surveys the considerable progress on this problem over the past thirty years. Primary measures of transport for volume-preserving maps include the exiting and incoming fluxes to a region. For area-preserving maps, transport is impeded by curves formed from invariant manifolds that form partial barriers, e.g., stable and unstable manifolds bounding a resonance zone or cantori, the remnants of destroyed invariant tori. When the map is exact volume preserving, a Lagrangian differential form can be used to reduce the computation of fluxes to finding a difference between the actions of certain key orbits, such as homoclinic orbits to a saddle or to a cantorus. Given a partition of phase space into regions bounded by partial barriers, a Markov tree model of transport explains key observations, such as the algebraic decay of exit and recurrence distributions.

Recurrence-time statistics in non-Hamiltonian volume-preserving maps and flows

We analyze the recurrence-time statistics (RTS) in three-dimensional non-Hamiltonian volume-preserving systems (VPS): an extended standard map and a fluid model. The extended map is a standard map weakly coupled to an extra dimension which contains a deterministic regular, mixed (regular and chaotic), or chaotic motion. The extra dimension strongly enhances the trapping times inducing plateaus and distinct algebraic and exponential decays in the RTS plots. The combined analysis of the RTS with the classification of ordered and chaotic regimes and scaling properties allows us to describe the intricate way trajectories penetrate the previously impenetrable regular islands from the uncoupled case. Essentially the plateaus found in the RTS are related to trajectories that stay for long times inside trapping tubes, not allowing recurrences, and then penetrate diffusively the islands (from the uncoupled case) by a diffusive motion along such tubes in the extra dimension. All asymptotic exponential decays for the RTS are related to an ordered regime (quasiregular motion), and a mixing dynamics is conjectured for the model. These results are compared to the RTS of the standard map with dissipation or noise, showing the peculiarities obtained by using three-dimensional VPS. We also analyze the RTS for a fluid model and show remarkable similarities to the RTS in the extended standard map problem.

Tunable Fermi acceleration in a nondissipative driven magnetic billiard

We study the effect of a constant magnetic field on the dynamics of a system that may present Fermi acceleration (FA). The model in consideration is the nondissipative annular billiard with breathing boundaries. There is a field threshold, from which the mechanism of FA can be deactivated. The presence of the magnetic field curves the particle trajectories and for some combinations of the parameters FA is totally, and nontrivially, suppressed without considering any kind of dissipation.