Exit-time approach to epsilon-entropy

Small- and large-scale characterization and mixing properties in a thermally driven thin liquid film

We study aqueous, freestanding, thin films stabilized by a surfactant with respect to mixing and dynamical systems properties. With this special setup, a two-dimensional fluid can be realized experimentally. The physics of the system involves a complex interplay of thermal convection and interface and gravitational forces. Methodologically, we characterize the system using two classical dynamical systems properties: Lyapunov exponents and entropies. Our experimental setup produces convection with two stable eddies by applying a temperature gradient in one spot that yields weakly turbulent mixing. From dynamical systems theory, one expects a relation of entropies, Lyapunov exponents, a prediction with little experimental support. We can confirm the corresponding statements experimentally, on different scales using different methods. On the small scale the motion and deformation of fluid filaments of equal size (color imaging velocimetry) are used to compute Lyapunov exponents. On the large scale, entropy is computed by tracking the left-right motion of the center fluid jet at the separatrix between the two convection rolls. We thus combine here dynamical systems methods with a concrete application of mixing in a nanoscale freestanding thin film.

Cycles, randomness, and transport from chaotic dynamics to stochastic processes

An overview of advances at the frontier between dynamical systems theory and nonequilibrium statistical mechanics is given. Sensitivity to initial conditions is a mechanism at the origin of dynamical randomness-alias temporal disorder-in deterministic dynamical systems. In spatially extended systems, sustaining transport processes, such as diffusion, relationships can be established between the characteristic quantities of dynamical chaos and the transport coefficients, bringing new insight into the second law of thermodynamics. With methods from dynamical systems theory, the microscopic time-reversal symmetry can be shown to be broken at the statistical level of description in nonequilibrium systems. In this way, the thermodynamic entropy production turns out to be related to temporal disorder and its time asymmetry away from equilibrium.

Signatures of chaos in time series generated by many-spin systems at high temperatures

Extracting reliable indicators of chaos from a single experimental time series is a challenging task, in particular, for systems with many degrees of freedom. The techniques available for this purpose often require unachievably long time series. In this paper, we explore a method of discriminating chaotic from multi-periodic integrable motion in many-particle systems. The applicability of this method is supported by our numerical simulations of the dynamics of classical spin lattices at high temperatures. We compared chaotic and nonchaotic regimes of these lattices and investigated the transition between the two. The method is based on analyzing higher-order time derivatives of the time series of a macroscopic observable-the total magnetization of the spin lattice. We exploit the fact that power spectra of the magnetization time series generated by chaotic spin lattices exhibit exponential high-frequency tails, while, for the integrable spin lattices, the power spectra are terminated in a non-exponential way. We have also demonstrated the applicability limits of the above method by investigating the high-frequency tails of the power spectra generated by quantum spin lattices and by the classical Toda lattice.

Cooperativity at different space and time scales in multiscale protein dynamics

A method proposed by Matsunaga [Phys. Rev. Lett. 99, 238103 (2007)] is applied to simple stochastic models and two model proteins composed of 46 amino beads with three different kinds of residues. The method, which is based on the combination of the principal component analysis and the finite size Lyapunov exponent, characterize the coarse-grained dynamics in different spatiotemporal hierarchies in protein dynamics. The application of the method to model proteins reveals that the low-indexed (large-variance) principal components carry less-divergent, regularized dynamics at the coarse-grained scales on a less-frustrated energy landscape, whereas this less-divergent nature is less pronounced for a protein model with a more frustrated energy landscape. It is also revealed that our technique can differentiate the collective motions on the projected principal component space inherent to the system and the apparent collective behavior which can appear even in high-dimensional stochastic systems.

Inverse statistics of smooth signals: the case of two dimensional turbulence

The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, E(k) approximately k(-alpha), 3< or =alpha<5, is discussed. We show that for these signals, with random phases, exit-distance moments follow a bifractal distribution. We also investigate two dimensional turbulent flows in the direct cascade regime, which display a more complex behavior. We give numerical evidences that the inverse statistics of 2D turbulent flows is described by a multifractal probability distribution; i.e., the statistics of laminar events is not simply captured by the exponent alpha characterizing the spectrum.