Transfer entropy computation using the Perron-Frobenius operator

Estimating fractal dimensions: A comparative review and open source implementations

The fractal dimension is a central quantity in nonlinear dynamics and can be estimated via several different numerical techniques. In this review paper, we present a self-contained and comprehensive introduction to the fractal dimension. We collect and present various numerical estimators and focus on the three most promising ones: generalized entropy, correlation sum, and extreme value theory. We then perform an extensive quantitative evaluation of these estimators, comparing their performance and precision using different datasets and comparing the impact of features like length, noise, embedding dimension, and falsify-ability, among many others. Our analysis shows that for synthetic noiseless data, the correlation sum is the best estimator with extreme value theory following closely. For real experimental data, we found the correlation sum to be more strongly affected by noise vs the entropy and extreme value theory. The recent extreme value theory estimator seems powerful as it has some of the advantages of both alternative methods. However, using four different ways for checking for significance, we found that the method yielded "significant" low-dimensional results for inappropriate data like stock market timeseries. This fact, combined with some ambiguities we found in the literature of the method applications, has implications for both previous and future real-world applications using the extreme value theory approach, as, for example, the argument for small effective dimensionality in the data cannot come from the method itself. All algorithms discussed are implemented as performant and easy to use open source code via the DynamicalSystems.jl library.

Interconnected ordinal pattern complex network for characterizing the spatial coupling behavior of gas-liquid two-phase flow

The complex phase interactions of the two-phase flow are a key factor in understanding the flow pattern evolutional mechanisms, yet these complex flow behaviors have not been well understood. In this paper, we employ a series of gas-liquid two-phase flow multivariate fluctuation signals as observations and propose a novel interconnected ordinal pattern network to investigate the spatial coupling behaviors of the gas-liquid two-phase flow patterns. In addition, we use two network indices, which are the global subnetwork mutual information (I) and the global subnetwork clustering coefficient (C), to quantitatively measure the spatial coupling strength of different gas-liquid flow patterns. The gas-liquid two-phase flow pattern evolutionary behaviors are further characterized by calculating the two proposed coupling indices under different flow conditions. The proposed interconnected ordinal pattern network provides a novel tool for a deeper understanding of the evolutional mechanisms of the multi-phase flow system, and it can also be used to investigate the coupling behaviors of other complex systems with multiple observations.