QUANTIFYING THE FOLDING MECHANISM IN CHAOTIC DYNAMICS

Size: px
Start display at page:

Download "QUANTIFYING THE FOLDING MECHANISM IN CHAOTIC DYNAMICS"

Transcription

1 QUANTIFYING THE FOLDING MECHANISM IN CHAOTIC DYNAMICS V. BARAN, M. ZUS,2, A. BONASERA 3, A. PATURCA Faculty of Physics, University of Bucharest, 405 Atomiştilor, POB MG-, RO-07725, Bucharest-Măgurele, România 2 Maritime University of Constanţa, RO , Constanţa, România 3 Laboratori Nazionali del Sud, INFN, 9523 Catania, Italy baran@nipne.ro Received September 7, 205 In this work we discuss different measures aimed to characterize the folding mechanism which together with the stretching process determine the chaotic dynamics. We show that from a study of the evolution of the distance between two trajectories beyond the exponential stage until the asymptotic regime is possible to obtain a quantity which provide an insight about this mechanism and its dependence on the control parameter. The asymptotic mean distance d manifests a specific power law dependence at the transition to chaos and is quite complementary to Lyapunov exponent in characterizing the chaotic motion. Then based on the methods of inverse statistics applied to one-dimensional maps we advance an alternative measure able to reflect the folding mechanism on the strange attractors. In the final part we argue briefly that the inverse statistics can be a relevant tool to the study of earthquakes produced in the Vrancea region. Key words: Chaotic dynamics, strange attractors, inverse statistics, earthquakes. PACS: Ac, Pq, Tp.. INTRODUCTION One of the interesting features which emerge when dealing with nonlinear dynamics is the chaotic motion, i.e. an evolution which manifest a sensitive dependence on the initial conditions []. There has been a considerable effort to establish what are the conditions for a system (dissipative or conservative) to display chaos and what are the suitable quantities to describe this regime [2]. The Lyapunov exponent (LE) characterize the mean rate of separation between two adjacent trajectories in phase space. For a chaotic evolution these will diverge exponentially and the LE is greater than zero. The correlation function is related to the memory along one trajectory and decays quickly to zero in this regime. Another interesting feature associated to the dynamics, the power spectrum, changes from a discrete lines distribution specific to a quasi-periodic motion to a broad-band noise-like when chaos sets in. Is worth to mention that at the transition to chaos some of these quantities show an interesting power-law behavior as a function of the control parameter which resemble the behavior observed for various physical quantities (magnetization, densities, susceptibility) as a function of the temperature at the second order phase transition. RJP Rom. 60(Nos. Journ. Phys., 9-0), Vol , Nos. 9-0, (205) P , (c) 205 Bucharest, - v..3a*

2 264 V. Baran et al. 2 The chaotic dynamics is the result of the combination of two mechanisms: the stretching, the best characterized by the Lyapunov exponent and the folding, which keeps the trajectories inside the finite volume of phase-space. A specific quantity for the latter is not yet available however. The aim of this paper is to sought for the possible measures of this mechanism. We shall focus on the one-dimensional maps which in spite of their apparent simplicity are displaying most of the features observed in more complex systems. From the previous discussion is expected that a first insight can be provided by the separation distance between the two trajectories when this is considered beyond the exponential stage. In the asymptotic regime both trajectories are exploring the full available phase-space under the effects of back-folding process. In connection to this idea let us mention that the separation of two nearby fluid elements, or pair dispersion, was introduced by Richardson [4] when investigated the anomalous rise of turbulent diffusivity in the atmosphere dynamics. It proved to be very useful in characterizing the turbulent mixing and transport in the turbulent flows [5]. It is also of practical relevance when is surveyed the volcanic ashes spreading, air pollution, combustion or is investigated the clouds formation [6]. The pair dispersion manifests some peculiarities which are related to the dynamical sub-regime: an exponential time dependence in the dissipation sub-range, for separation distances much less than Kolmogorov length scale is followed by a slower, power-law time dependence over the inertial and diffusive scales [7]. In the second part of this work we employ the inverse statistics approach, previously considered to evidence new features of the turbulence by proposing the distance structure functions defined for a velocity field [8], to the study of one-dimensional maps. Inspired by the new results unveiled by the inverse statistics for the stock markets dynamics [9] we relate the observed asymmetry between the waiting iteration distributions corresponding to positive and negative values of the threshold parameter to another measure for the back-folding property. 2. CONNECTING THE FOLDING MECHANISM TO THE ASYMPTOTIC DISTANCE In the following we investigate the evolution determined by the one-dimensional maps: x n+ = f(x n,r) (2.) which exhibit a chaotic dynamics for certain values of the control parameter r. For an ensemble of N pairs of trajectories, separated initially by a very small distance d 0 we introduce the mean distance between them at the iteration n as: d n = N N i= x n (i) y n (i) (2.2) RJP 60(Nos. 9-0), (205) (c) v..3a*

3 3 Quantifying the folding mechanism in chaotic dynamics 265 where: x (i) n = f n (x (i) 0 ) ; y(i) n = f n (x (i) 0 + d 0) (2.3) The initial starting points x (i) 0 are chosen from an uniform distribution spanning the defining interval of the map. For a small enough initial separation the approximate dependence of the distance d n after n iterations is: d n = e nλ d 0 = e λ d n Λd n (2.4) Here Λ = e λ and λ is the Lyapunov exponent of the map: λ = lim n n ln f (x j ) (2.5) n j=0 The prime indicates the derivative of the function f(x i ) in respect to x i [2]. When n is sufficiently large the equation (2.4) is no longer valid. Actually the action of the map contains two components: the stretching, which leads to the exponential departure of neighboring trajectories, being characterized quantitatively by the LE and the folding process which keeps the trajectories bound. The relation (2.4) can be considered as a first order approximation in d n. Formally, starting from the eq. (2.) the following Taylor expansion is valid in terms of the difference x n : x n+ = k= k! f (k) (x n ) k x n = f (x n )x n + g(x n,x n ) 2 x n (2.6) where the function g(x n,x n ) includes the sum o higher order derivatives of f: g(x n,x n ) = 2! f (2) (x n ) + 3! f (3) (x n )x n +... (2.7) This is a bound function since both x n+ and x n are less than one. Now it is clear that when x n reaches values of the order of unit, the influence of the higher order terms has to be taken into account. For the one-dimensional maps we study in this work, which verify the relation d n < for any n, we consider a second order term correction to the relation (2.4): d n+ = Λd n Γd 2 n F (d n ) (2.8) The asymptotic value of the mean distance between two trajectories is defined as: d = lim The fixed points of (2.8) are d = 0 and: n n d i (2.9) n d 2 = d = Λ Γ RJP 60(Nos. 9-0), (205) (c) v..3a* i=0 (2.0)

4 266 V. Baran et al. 4 Thus the eq. (2.8) describes the irreversible approach of the system towards the equilibrium which corresponds to the fixed points solutions d or d 2. From the stability condition F (d i ) < results that d is a stable point for λ < 0, while d 2 = d is a stable point for 0 < λ < ln(3). An interesting case is associated Fig. (color online) The mean distance between trajectories vs. iteration for different maps. (a) Logistic map with the control parameter r = 4; (b) the same as (a) but for r = 3.77; (c) the triangular map at b = ; (d) the sine map at a = The various curves correspond to different starting values of d 0. The dotted lines are the predictions of the eq. (2.8). to the condition F (d ) = 0 which gives λ = ln(2) as being related to the superstable point of the map F (d n ). This value of the LE is obtained for the tent map f(x n ) = a( 2 2 x n ), 0 a and the logistic map f(x n ) = rx n ( x n ), 0 r 4 at a value of the control parameters corresponding to the fully developed chaos, i.e. b =.0 and r = 4.0 respectively. Therefore the ergodicity of the maps is equivalent to a superstable point of the generalized application (2.8) which describe the evolution of the mean distance between trajectories beyond the exponential separation. The value of Γ can be expressed in terms of λ and d : Γ = eλ d (2.) In Figure we plot d n versus n as obtained numerically for the logistic map, the triangular map and the sine map f(x n ) = x n + bsin(2πx n ), 0 a , for RJP 60(Nos. 9-0), (205) (c) v..3a*

5 5 Quantifying the folding mechanism in chaotic dynamics 267 three different initial values of d 0 and compare with the the predictions of the eq. (2.8) when Γ is given by (2.). The entire evolution of the distance between two trajectories is better approximated by the equation (2.8) which contain an additional parameter Γ. After a fast increase the distance between trajectories saturates at the value d as defined by (2.9), independent on the initial relative distance d 0. The agreement is quite good in all cases, supporting our hypothesis λ r d r Fig. 2 (color online) The Lyapunov exponent as a function of the control parameter r for the logistic map. Fig. 3 (color online) The asymptotic distances between trajectories vs. control parameter r for the logistic map. At the ergodic point, corresponding to fully developed chaos, we can calculate analytically λ and d as an average over the phase space by using the invariant distribution function ρ(x) [2]. For the logistic map ρ(x) = we obtain: π x( x) λ 0.4 d r r Fig. 4 (color online) The Lyapunov exponent as a function of the control parameter r for the tent map. Fig. 5 (color online) The asymptotic distances between trajectories vs. control parameter r for the tent map. RJP 60(Nos. 9-0), (205) (c) v..3a*

6 268 V. Baran et al. 6 λ e = d e = 0 0 ρ(x)ln 4 8x = ln2 (2.2) ρ(x)ρ(y) x y = 4 π 2 (2.3) For the triangular map with ρ(x) = the results are λ e = ln2 and d e = /3, the subscript e stands for ergodic. At other values of the control parameter it is not possible to obtain analytically λ and d. The numerical calculations of these quantities are reported in Figures 2 and 3 for the logistic map and in the Figures 4 and 5 for the tent map. Let us note that at some values of the control parameter d manifests discontinuities which indicate a change in the dynamics. Such jumps, as seen near a = 0.7 for the triangular map, are not present in the behavior of the LE. The sudden increase of d can be associated to the band splitting bifurcation and is evidenced also in the case of logistic map, see Fig. 3. Moreover d has a specific power-law behavior at the transition to chaos. It is well known that for the logistic map at this transition the LE has a power-law dependence on the control parameter [0 2], with the critical exponent β a function only on Feigenbaum universal constant = : λ (r r ) β ; β = ln2 (2.4) ln Here r is the accumulation value for the double period bifurcation cascade corresponding to the Feigenbaum attractor. In Fig. 2 the solid green line is derived from (2.4) and agree very well with the exact value of LE. The analogy with the usual second order phase transitions is more evident by recalling that at the critical point r the correlation function [2]: n C(m,f) = lim y i y i+m (2.5) n n where y i = f i (x 0 ) x av and x av = lim n n i= n x i, decays as a power law in m: C(m,f rc ) m η ; η = 2lnα (2.6) ln2 with a critical exponent η this time related only to the constant α = By employing the Renormalization Group (RG) approach and accounting for the properties of period-doubling operator T [3] is deduced that d (T f) = αd (f) which can be iterated to: d (f) = α n d (T n f). Following the same steps as for the LE is obtained that d has a power-law evolution too at the transition to chaos with a RJP 60(Nos. 9-0), (205) (c) v..3a* i=

7 7 Quantifying the folding mechanism in chaotic dynamics 269 critical exponent ν/2 which depends on both Feigenbaum constants: d (r r ) ν/2 ; ν/2 = lnα (2.7) ln In the Fig. 3 the green line obtained from (2.7) follows closely the behavior of d defining an envelop-like function as in the case of Lyapunov exponent. The three critical exponents satisfies the relation: ν = βη (2.8) which is expected to be valid for the transition to chaos through the double period bifurcation. To better grasp the meaning of the physical quantities discussed above let e+06 e Γ 000 Γ b Fig. 6 (color online) The folding parameter Γ as a function of the control parameter b for the triangular map r Fig. 7 (color online) The folding parameter Γ as a function of the control parameter r for the logistic map. us consider the unbound map: x n+ = 2x n. For this map λ = ln2, and Γ = 0. If instead is considered the bound application i.e. the Bernoulli shift, x n+ = 2x n mod, the LE remains the same while Γ = /d. Thus the LE is only sensitive to the stretching while Γ is sensitive to the folding and stretching mechanisms, eq.(2.). For a positive Lyapunov exponent Γ is greater than zero and consequently the corresponding term in the eq. (2.8) is limiting the exponential growth generated by the first term. Moreover, for a fixed λ, a larger d which indicates not only an enlarged phase space but also a less effective folding, determine a smaller value of Γ. For the tent map Γ exhibit a decreasing trend with the rise of the control parameter, see Fig. 6. It has discontinuities at the chaotic bands merging a feature observed also for the logistic map, Fig INVERSE STATISTICS FOR THE DETERMINISTIC CHAOS The inverse statistics was introduced firstly in studies of the turbulent regime by considering the averaged moments of the distance as a function of velocity difference RJP 60(Nos. 9-0), (205) (c) v..3a*

8 270 V. Baran et al. 8 rather than the moments of velocity differences in terms of the distance. In this way Jensen [8] constructed the distance structure functions which manifest a multiscaling spectrum quite different from that associated to the velocity structure function and which can be employed for the analysis of velocity measurements. This method was latter applied to characterize the stock markets dynamics. Instead of looking for the profit generated by an asset after a fixed time, one is asking about the time needed to appear a variation in price of a fixed value. The obtained waiting times define the investment horizon distribution whose maximum indicates the optimal investment horizon [9]. The comparison between equal positive and negative levels of return e+07 (a) e+07 (b) 6e+06 N 6e e+07 (c) N 6e e+07 (d) 6e Fig. 8 (color online) The dependence of the N on the absolute value of : blue lines refers to positive values while the red lines refers to negative values of. (a) r = 3.60, (b) r = 3.62, (c) r = 3.67, (d) r = prompted an asymmetry reflecting quantitatively the popular observation that the markets reacts faster to negative information and that it takes same time to drive up the prices [3]. Detailed studies within such approaches evidenced a kind of synchronization of the individual markets [4] as well as stronger correlations when the market is falling than in the case of rising markets [5]. In what follows our task is to extend the investigations based on the inverse statistics to the deterministic chaotic dynamics. For the one-dimensional maps this allows us to define another quantity for characterization of the folding mechanism. The waiting iteration (or the first passage iteration) n w () associated to the threshold value can be defined by analogy with the time series case [6]: n w () = inf{k > 0 ; x n+k x n } if > 0 (3.) n w () = inf{k > 0 ; x n+k x n } if < 0 (3.2) RJP 60(Nos. 9-0), (205) (c) v..3a*

9 9 Quantifying the folding mechanism in chaotic dynamics 27 e+07 (a) e+07 (b) 6e+06 N 6e e+07 (c) N 6e e+07 (d) 6e Fig. 9 (color online) The dependence of the N on the absolute value of. The blue lines refers to positive values while the red lines refers to negative values of. (a) r = 3.72; (b) r = 3.77; (c) r = 3.80, for r = 3.82 the black line corresponds to negative while the magenta line to positive ; (d) r = 3.90, the orange line is associated to positive and negative values of for r = where n is spanning the entire set of the N I generated iterations. Numerically, for a fixed value of the control parameter r, a sequence of N I = 0 7 iterations of the logistic map was obtained. The analysis was performed for several values of the threshold parameter = ±0.05,±0.,±0.2,±0.25,±0.3,±0.4,±0.5 which covers from a tenth up to half the size of the largest attractor. The total number of events N when a value n w () was found as one is spanning all the iterations is plotted as a function of abs() in Figures 8 and 9. At a fixed an asymmetry between the the number of returns corresponding to positive and negative respectively, is observed. The inequality N + < N takes place for all values of control parameter except r = 4.00 when they are very similar, see Fig. 9(d). With other words within a sequence of iterations, for a fixed absolute value of the threshold, is more likely to find negative returns rather than positive ones. Therefore we consider this ratio as appropriate to characterize the folding. In Fig. 0 the evolution with of the ratio N /N + is shown at different values of the control parameter r. We notice a rising trend towards larger values of but also a specific dependence on the control parameter r as can be seen in Fig.. Certainly a more detailed analysis on r dependence is required but we already remark a peculiar behavior with some local maxima for some values of which we interpret as a signature of an enhanced folding mechanism. Let us look at the waiting iterations distribution for a fixed threshold value. This is the analogous of the inverse statistics derived in the case of stock markets where now instead of prices the values assumed by the one-dimensional map for a RJP 60(Nos. 9-0), (205) (c) v..3a*

10 272 V. Baran et al N / Ν N / Ν r Fig. 0 (color online) The ratio N /N + as a function of return parameter for r = 3.60, 3.62, 3.67, 3.70, 3.72, 3.77, 3.80, 3.82, 3.90, Fig. (color online) The ratio N /N + as a function of the control parameter r for = 0.05,0.,0.2,0.25,0.3,0.4,0.5. given r are considered. For each ensemble specified by the pairs (r,) we define the P e-05 e P e-05 e n w (a) (b) Fig. 2 (color online) The probability distribution of waiting iterations for r = (a) = 0.05 (blue squares), = 0. (red squares), = 0.2 (maroon squares), = 0.25 (green squares); (b) = 0.3 (blue circles), = 0.4 (red circles) = 0.45 (maroon circles), = 0.5 (green circles), the black solid line corresponds to = distribution of probability for the waiting iterations as: P = n w() N (3.3) With this definition a comparison between different ensembles become possible. Figure 2 shows the distributions obtained in the case of fully developed chaos regime i.e. for r = 4.0. A clear power-law behavior is evidenced for between 0.05 and As is seen in Fig. 2(a) all plots are practically collapsing on the same straight RJP 60(Nos. 9-0), (205) (c) v..3a*

11 Quantifying the folding mechanism in chaotic dynamics 273 line in a log-log representation. The best fit with a parametrization P = An ɛ w () (3.4) is obtained for an exponent ɛ = 2.5. This value is quite close to that which was derived for the probability distribution of the normalized waiting time needed to reach a return level of for the DM against US Dollar in 998 exchange rate data [7]. We also note that a power-law distribution P (τ L ) = A L τ α L with α = 2.4 ± 0. of the waiting time between two successive maxima of the solar flares intensity was also firmly established [8] and interpreted as an analogous of Omori s law which states the time dependence of the frequency of the after-shocks following a major earthquake [9 2]. This behavior suggested the existence in the solar bursts dynamics of nontrivial correlations between successive events whose origin is related to the basic equations describing these processes. From these considerations we consider that an investigation based on inverse statistics can prove quite interesting also in the case of earthquakes produced in a given region. Therefore we shall present some preliminary results of such investigations for the seismic region Vrancea at the end of this section. The Figure 2(b) shows that for larger values of the return parameter deviations from the universal behavior manifests. These can be related to the finite size effects on the ergodic attractor. We also note that the waiting iterations distributions decreases monotonously with n w (), for all values of, at variance with the features observed in the case of financial markets where a well defined maximum was identified as an optimal investment time. The same type of analysis for r = 3.70 is presented in Fig. 3. Unlike the P e-05 e P e-05 e n w (a) (b) Fig. 3 (color online) The same as in Fig. 2 but for r = RJP 60(Nos. 9-0), (205) (c) v..3a*

12 274 V. Baran et al. 2 previous situation important changes for all values of threshold parameter are evidenced. The actual trends is likely to be related to the multi-spikes structure of the strange attractors of the system at values of control parameter below r = 4.00, see Fig. 4 where are represented the invariant distributions of probability for three different values of control parameter: r = 3.70, r = 3.90 and r = Some distributions present splittings for various s which points towards a coexistence of different dynamical regimes. Nevertheless even in these cases a memory of the universal behavior observed for r = 4.0 can be distinguished, at least in some limited domains of n w () values. We also performed a comparison between the waiting iterations 0.0 r=3.70 P r=3.90 P r=4.00 P x Fig. 4 (color online) The invariant density (the probability distribution) for the logistic map at the values of control parameter r = 3.70, 3.90 and distribution for positive and negative returns respectively. Figure 5 shows that the asymmetry is manifested even for r = 4.0 and small values of threshold parameter. In all presented cases a negative return is more likely than a positive for waiting iterations larger that around n w () = 0. Alternations are possible however at small n w () for some values of. Let us mention that accounting for the analogies (and differences) which may exists between qualitatively different physical phenomena such as the deterministic ones, which includes chaos, turbulence and solar flares and the stochastic ones, as stock markets and earthquakes, we were interested in the features of the inverse statistics related to the seismic events in the Vrancea region, Romania. Therefore here we present some preliminary results of these investigation, a more detailed discussion being the argument of a future publication. We selected for the analysis only the earthquakes with a magnitude larger that two, which were register in the period January July 205 at depths below 60 km. Their magnitude distribution is RJP 60(Nos. 9-0), (205) (c) v..3a*

13 3 Quantifying the folding mechanism in chaotic dynamics P e-05 e P e-05 e-06 (a) 0 00 (c) 0 00 n w e-05 e e-05 e-06 (b) 0 00 (d) 0 00 n w Fig. 5 (color online) The probability distribution of waiting iteration for the values of = 0.05,0.,0.2,0.25 at r = The blue (red) points are associated to the positive (negative) values of the return parameter. shown in Figure 6. By applying the same formula (3.3) a power-law distribution of the waiting times is obtained for positive return value of the earthquake magnitude ρ q = 0.25 as Figure 7 display. An analogous dependence is obtained for returns parameters until ρ q =.0 with an exponent γ =.67.7 in P q = A q τ γ q. 000 N(m) 00 0 P(τ) m τ(weeks) Fig. 6 (color online) Earthquakes magnitude distribution for events in the Vrancea region located at depths below 60 km and magnitude larger than two. Fig. 7 (color online) The probability distribution of waiting time needed to reach a return level in magnitude of ρ q = 0.25 for the earthquakes in the Vrancea region. 4. CONCLUSIONS In this work we explored the chaotic dynamics generated by the one-dimensional maps with the purpose to obtain a characterization of the folding mechanism. In the RJP 60(Nos. 9-0), (205) (c) v..3a*

14 276 V. Baran et al. 4 first part we introduced a generalized evolution of the mean distance between two trajectories, valid beyond the exponential stage which reproduces quite well, for various circumstances, the numerical results. We related the parameter which determine the saturation of the average distance to the folding and discussed its dependence on the control parameter. We concluded that an useful quantity to characterize the occurrence of chaos is the asymptotic distance d and is complementary to the Lyapunov exponent. Indeed, for example in the case of triangular map, the chaotic band merging is clearly signaled through jumps of this quantity when the control parameter is varying while the LE keeps a smooth evolution. Moreover at the transition to chaos d has a power-law dependence on control parameter, the exponent being a function of both Feigenbaum constants. In the second part of our work the inverse statistics was extended to the deterministic chaos generated by the logistic map. A power-law behavior for the waiting iteration distribution was identified in the case of fully developed chaos for a certain range of the return parameter. The asymmetry between the distributions corresponding to positive and negative values respectively, of the return parameter was confirmed also for this situation. This leads us to an additional measure of the folding mechanism. Finally we presented preliminary results concerning the inverse statistics applied to the earthquakes produced in the Vrancea region. As for other systems manifesting a stochastic evolution a more detailed investigation may provide additional insights concerning the underlying dynamical mechanisms which generate the observed features. Acknowledgements. The authors warmly thank A. Nicolin and Z. Neda for the useful discussions and suggestions. This work for V. Baran has been supported by the project from the Romanian National Authority for Scientific Research, CNCS-UEFISCDI, project number PN-II-ID-PCE REFERENCES. S.H. Strogatz, Nonlinear Dynamics and Chaos, (Westview Press, 994). 2. B. Mandelbrot, The Fractal Geometry of Nature, (Freeman, San Francisco, 983). J.L. McCauley, Chaos Dynamics and Fractals, (Cambridge Nonlinear Science Series 2, Cambridge University Press 993). E. Ott, Chaos In Dynamical Systems, (Cambridge University Press, England, 993). R.C. Hilborn, Chaos and Nonlinear Dynamics, (Oxford University Press, New York, 994). P.Cvitanovic, Universality in Chaos, (A.Hilger, Bristol,989). J.Froyland, Chaos and Coherence, (IOP, Bristol, 992). M.Tabor, Chaos and Integrability in Nonlinear Dynamics, (J.Wiley and Sons,New York,989). M.Schroeder, Fractals, Chaos, Power Laws, (W.H.Freeman et C.,99). 3. H.G.Schuster, Deterministic Chaos (VCH, New York, 995). 4. L. F. Richardson, Proc. R. Soc. Lond. Ser. A 0, (926) B. Sawford, Annu. Rev. Fluid Mech. 33 (200) 289. RJP 60(Nos. 9-0), (205) (c) v..3a*

15 5 Quantifying the folding mechanism in chaotic dynamics M. Bourgoin, N.I. Quellette, H. Xu, J. Berg, E. Bodenschatz, Science, 3 (2006) J. P. L. C. Salazar, L.R. Collins, Annu. Rev. Fluid Mech. 4 (2009) M.H. Jensen, Phys. Rev. Lett. 83, (999) I. Simonsen, M.H. Jensen and A. Johansen, Eur. Phys. J. B 27, (2002) B.A. Huberman, J. Rudnick, Phys. Rev. Lett. 45 (980) 54.. T. Geisel, J. Nierwetberg, J. Keller, Phys. Lett. 86A (98) J.P. Crutchfield, J.D. Farmer and B.A. Huberman, Phys. Rep. 92 (982) M.H. Jensen, A. Johansen and I. Simonsen, Int. J. Mod. Phys. B 22,23,24, (2003) A. Johansen, I. Simonsen, M.H. Jensen, Physica A 370, (2006) E. Balogh, I. Simonsen, B. Sz. Nagy, Z. Neda, Phys. Rev. E 82, (200) J. V. Siven and J. T. Lins, Phys. Rev. E 80, (2009) M.H. Jensen, A. Johansen, F. Petroni, I. Simonsen, Physica A 340, (2004) P. Giuliani, V. Carbone, P. Veltri, Physica A 280, (2000) F. Omori, J. coll. Sci., Tokyo Imp. Univ., 7, 895 (); Rep. Earth Inv. Commmun. 2, (984) T. Utsu, Y. Ogata, S. Matsu uara, J. Phys. Earth, 43, (995). 2. D.L. Turcotte, Fractals and Chaos in Geology and Geophysics, (Cambridge University Press, 997). RJP 60(Nos. 9-0), (205) (c) v..3a*

Generalized Huberman-Rudnick scaling law and robustness of q-gaussian probability distributions. Abstract

Generalized Huberman-Rudnick scaling law and robustness of q-gaussian probability distributions. Abstract Generalized Huberman-Rudnick scaling law and robustness of q-gaussian probability distributions Ozgur Afsar 1, and Ugur Tirnakli 1,2, 1 Department of Physics, Faculty of Science, Ege University, 35100

More information

Example Chaotic Maps (that you can analyze)

Example Chaotic Maps (that you can analyze) Example Chaotic Maps (that you can analyze) Reading for this lecture: NDAC, Sections.5-.7. Lecture 7: Natural Computation & Self-Organization, Physics 256A (Winter 24); Jim Crutchfield Monday, January

More information

One dimensional Maps

One dimensional Maps Chapter 4 One dimensional Maps The ordinary differential equation studied in chapters 1-3 provide a close link to actual physical systems it is easy to believe these equations provide at least an approximate

More information

RELAXATION AND TRANSIENTS IN A TIME-DEPENDENT LOGISTIC MAP

RELAXATION AND TRANSIENTS IN A TIME-DEPENDENT LOGISTIC MAP International Journal of Bifurcation and Chaos, Vol. 12, No. 7 (2002) 1667 1674 c World Scientific Publishing Company RELAATION AND TRANSIENTS IN A TIME-DEPENDENT LOGISTIC MAP EDSON D. LEONEL, J. KAMPHORST

More information

Introduction to Dynamical Systems Basic Concepts of Dynamics

Introduction to Dynamical Systems Basic Concepts of Dynamics Introduction to Dynamical Systems Basic Concepts of Dynamics A dynamical system: Has a notion of state, which contains all the information upon which the dynamical system acts. A simple set of deterministic

More information

arxiv:chao-dyn/ v1 5 Mar 1996

arxiv:chao-dyn/ v1 5 Mar 1996 Turbulence in Globally Coupled Maps M. G. Cosenza and A. Parravano Centro de Astrofísica Teórica, Facultad de Ciencias, Universidad de Los Andes, A. Postal 26 La Hechicera, Mérida 5251, Venezuela (To appear,

More information

FORECASTING ECONOMIC GROWTH USING CHAOS THEORY

FORECASTING ECONOMIC GROWTH USING CHAOS THEORY Article history: Received 22 April 2016; last revision 30 June 2016; accepted 12 September 2016 FORECASTING ECONOMIC GROWTH USING CHAOS THEORY Mihaela Simionescu Institute for Economic Forecasting of the

More information

Simple approach to the creation of a strange nonchaotic attractor in any chaotic system

Simple approach to the creation of a strange nonchaotic attractor in any chaotic system PHYSICAL REVIEW E VOLUME 59, NUMBER 5 MAY 1999 Simple approach to the creation of a strange nonchaotic attractor in any chaotic system J. W. Shuai 1, * and K. W. Wong 2, 1 Department of Biomedical Engineering,

More information

arxiv:cond-mat/ v1 8 Jan 2004

arxiv:cond-mat/ v1 8 Jan 2004 Multifractality and nonextensivity at the edge of chaos of unimodal maps E. Mayoral and A. Robledo arxiv:cond-mat/0401128 v1 8 Jan 2004 Instituto de Física, Universidad Nacional Autónoma de México, Apartado

More information

arxiv:chao-dyn/ v1 30 Jan 1997

arxiv:chao-dyn/ v1 30 Jan 1997 Universal Scaling Properties in Large Assemblies of Simple Dynamical Units Driven by Long-Wave Random Forcing Yoshiki Kuramoto and Hiroya Nakao arxiv:chao-dyn/9701027v1 30 Jan 1997 Department of Physics,

More information

16 Period doubling route to chaos

16 Period doubling route to chaos 16 Period doubling route to chaos We now study the routes or scenarios towards chaos. We ask: How does the transition from periodic to strange attractor occur? The question is analogous to the study of

More information

Chaos and Liapunov exponents

Chaos and Liapunov exponents PHYS347 INTRODUCTION TO NONLINEAR PHYSICS - 2/22 Chaos and Liapunov exponents Definition of chaos In the lectures we followed Strogatz and defined chaos as aperiodic long-term behaviour in a deterministic

More information

THE PYGMY DIPOLE CONTRIBUTION TO POLARIZABILITY: ISOSPIN AND MASS-DEPENDENCE

THE PYGMY DIPOLE CONTRIBUTION TO POLARIZABILITY: ISOSPIN AND MASS-DEPENDENCE TH PYGMY DIPOL CONTRIBUTION TO POLARIZABILITY: ISOSPIN AND MASS-DPNDNC V. BARAN 1, A.I. NICOLIN 1,2,, D.G. DAVID 1, M. COLONNA 3, R. ZUS 1 1 Faculty of Physics, University of Bucharest, 405 Atomistilor,

More information

K. Pyragas* Semiconductor Physics Institute, LT-2600 Vilnius, Lithuania Received 19 March 1998

K. Pyragas* Semiconductor Physics Institute, LT-2600 Vilnius, Lithuania Received 19 March 1998 PHYSICAL REVIEW E VOLUME 58, NUMBER 3 SEPTEMBER 998 Synchronization of coupled time-delay systems: Analytical estimations K. Pyragas* Semiconductor Physics Institute, LT-26 Vilnius, Lithuania Received

More information

INVERSE FRACTAL STATISTICS IN TURBULENCE AND FINANCE

INVERSE FRACTAL STATISTICS IN TURBULENCE AND FINANCE International Journal of Modern Physics B Vol. 17, Nos. 22, 23 & 24 (2003) 4003 4012 c World Scientific Publishing Company INVERSE FRACTAL STATISTICS IN TURBULENCE AND FINANCE MOGENS H. JENSEN, ANDERS

More information

Control and synchronization of Julia sets of the complex dissipative standard system

Control and synchronization of Julia sets of the complex dissipative standard system Nonlinear Analysis: Modelling and Control, Vol. 21, No. 4, 465 476 ISSN 1392-5113 http://dx.doi.org/10.15388/na.2016.4.3 Control and synchronization of Julia sets of the complex dissipative standard system

More information

Revista Economica 65:6 (2013)

Revista Economica 65:6 (2013) INDICATIONS OF CHAOTIC BEHAVIOUR IN USD/EUR EXCHANGE RATE CIOBANU Dumitru 1, VASILESCU Maria 2 1 Faculty of Economics and Business Administration, University of Craiova, Craiova, Romania 2 Faculty of Economics

More information

From time series to superstatistics

From time series to superstatistics From time series to superstatistics Christian Beck School of Mathematical Sciences, Queen Mary, University of London, Mile End Road, London E 4NS, United Kingdom Ezechiel G. D. Cohen The Rockefeller University,

More information

Quantitative Description of Robot-Environment Interaction Using Chaos Theory 1

Quantitative Description of Robot-Environment Interaction Using Chaos Theory 1 Quantitative Description of Robot-Environment Interaction Using Chaos Theory 1 Ulrich Nehmzow Keith Walker Dept. of Computer Science Department of Physics University of Essex Point Loma Nazarene University

More information

arxiv:chao-dyn/ v1 12 Feb 1996

arxiv:chao-dyn/ v1 12 Feb 1996 Spiral Waves in Chaotic Systems Andrei Goryachev and Raymond Kapral Chemical Physics Theory Group, Department of Chemistry, University of Toronto, Toronto, ON M5S 1A1, Canada arxiv:chao-dyn/96014v1 12

More information

Deterministic Chaos Lab

Deterministic Chaos Lab Deterministic Chaos Lab John Widloski, Robert Hovden, Philip Mathew School of Physics, Georgia Institute of Technology, Atlanta, GA 30332 I. DETERMINISTIC CHAOS LAB This laboratory consists of three major

More information

Quasi-Stationary Simulation: the Subcritical Contact Process

Quasi-Stationary Simulation: the Subcritical Contact Process Brazilian Journal of Physics, vol. 36, no. 3A, September, 6 685 Quasi-Stationary Simulation: the Subcritical Contact Process Marcelo Martins de Oliveira and Ronald Dickman Departamento de Física, ICEx,

More information

arxiv:cond-mat/ v2 [cond-mat.stat-mech] 8 Sep 1999

arxiv:cond-mat/ v2 [cond-mat.stat-mech] 8 Sep 1999 BARI-TH 347/99 arxiv:cond-mat/9907149v2 [cond-mat.stat-mech] 8 Sep 1999 PHASE ORDERING IN CHAOTIC MAP LATTICES WITH CONSERVED DYNAMICS Leonardo Angelini, Mario Pellicoro, and Sebastiano Stramaglia Dipartimento

More information

INTRICATE ASSET PRICE

INTRICATE ASSET PRICE Chapter 1 INTRICATE ASSET PRICE DYNAMICS AND ONE-DIMENSIONAL DISCONTINUOUS MAPS F. Tramontana, L. Gardini and F. Westerhoff * Department of Economics and Quantitative Methods, University of Urbino, Via

More information

Fractals and Multifractals

Fractals and Multifractals Fractals and Multifractals Wiesław M. Macek (1,2) (1) Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Wóycickiego 1/3, 01-938 Warsaw, Poland; (2) Space Research Centre,

More information

Volatility and Returns in Korean Futures Exchange Markets

Volatility and Returns in Korean Futures Exchange Markets Volatility and Returns in Korean Futures Exchange Markets Kyungsik Kim*,, Seong-Min Yoon and Jum Soo Choi Department of Physics, Pukyong National University, Pusan 608-737, Korea Division of Economics,

More information

Nonlinear Dynamics Semi-classical Model of Quantum Spin

Nonlinear Dynamics Semi-classical Model of Quantum Spin 1 Nonlinear Dynamics Semi-classical Model of Quantum Spin Joshua J. Heiner David R. Thayer Department of Physics and Astronomy Department of Physics and Astronomy University of Wyoming University of Wyoming

More information

arxiv: v1 [cond-mat.stat-mech] 6 Mar 2008

arxiv: v1 [cond-mat.stat-mech] 6 Mar 2008 CD2dBS-v2 Convergence dynamics of 2-dimensional isotropic and anisotropic Bak-Sneppen models Burhan Bakar and Ugur Tirnakli Department of Physics, Faculty of Science, Ege University, 35100 Izmir, Turkey

More information

Scale-free network of earthquakes

Scale-free network of earthquakes Scale-free network of earthquakes Sumiyoshi Abe 1 and Norikazu Suzuki 2 1 Institute of Physics, University of Tsukuba, Ibaraki 305-8571, Japan 2 College of Science and Technology, Nihon University, Chiba

More information

Chaos. Dr. Dylan McNamara people.uncw.edu/mcnamarad

Chaos. Dr. Dylan McNamara people.uncw.edu/mcnamarad Chaos Dr. Dylan McNamara people.uncw.edu/mcnamarad Discovery of chaos Discovered in early 1960 s by Edward N. Lorenz (in a 3-D continuous-time model) Popularized in 1976 by Sir Robert M. May as an example

More information

INTRODUCTION TO CHAOS THEORY T.R.RAMAMOHAN C-MMACS BANGALORE

INTRODUCTION TO CHAOS THEORY T.R.RAMAMOHAN C-MMACS BANGALORE INTRODUCTION TO CHAOS THEORY BY T.R.RAMAMOHAN C-MMACS BANGALORE -560037 SOME INTERESTING QUOTATIONS * PERHAPS THE NEXT GREAT ERA OF UNDERSTANDING WILL BE DETERMINING THE QUALITATIVE CONTENT OF EQUATIONS;

More information

PAIRING COHERENCE LENGTH IN NUCLEI

PAIRING COHERENCE LENGTH IN NUCLEI NUCLEAR PHYSICS PAIRING COHERENCE LENGTH IN NUCLEI V.V. BARAN 1,2, D.S. DELION 1,3,4 1 Horia Hulubei National Institute of Physics and Nuclear Engineering, 407 Atomiştilor, POB MG-6, RO-077125, Bucharest-Măgurele,

More information

MOMENTUM OF INERTIA FOR THE 240 Pu ALPHA DECAY

MOMENTUM OF INERTIA FOR THE 240 Pu ALPHA DECAY MOMENTUM OF INERTIA FOR THE 240 Pu ALPHA DECAY M. MIREA Horia Hulubei National Institute for Physics and Nuclear Engineering, Department of Teoretical Physics, Reactorului 30, RO-077125, POB-MG6, Măgurele-Bucharest,

More information

Deterministic chaos and diffusion in maps and billiards

Deterministic chaos and diffusion in maps and billiards Deterministic chaos and diffusion in maps and billiards Rainer Klages Queen Mary University of London, School of Mathematical Sciences Mathematics for the Fluid Earth Newton Institute, Cambridge, 14 November

More information

Pascal (Yang Hui) triangles and power laws in the logistic map

Pascal (Yang Hui) triangles and power laws in the logistic map Journal of Physics: Conference Series PAPER OPEN ACCESS Pascal (Yang Hui) triangles and power laws in the logistic map To cite this article: Carlos Velarde and Alberto Robledo 2015 J. Phys.: Conf. Ser.

More information

Chapter 1. Introduction to Nonlinear Space Plasma Physics

Chapter 1. Introduction to Nonlinear Space Plasma Physics Chapter 1. Introduction to Nonlinear Space Plasma Physics The goal of this course, Nonlinear Space Plasma Physics, is to explore the formation, evolution, propagation, and characteristics of the large

More information

Chapter 4. Transition towards chaos. 4.1 One-dimensional maps

Chapter 4. Transition towards chaos. 4.1 One-dimensional maps Chapter 4 Transition towards chaos In this chapter we will study how successive bifurcations can lead to chaos when a parameter is tuned. It is not an extensive review : there exists a lot of different

More information

PHY411 Lecture notes Part 5

PHY411 Lecture notes Part 5 PHY411 Lecture notes Part 5 Alice Quillen January 27, 2016 Contents 0.1 Introduction.................................... 1 1 Symbolic Dynamics 2 1.1 The Shift map.................................. 3 1.2

More information

Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes

Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes Ellida M. Khazen * 13395 Coppermine Rd. Apartment 410 Herndon VA 20171 USA Abstract

More information

GIANT SUPPRESSION OF THE ACTIVATION RATE IN DYNAMICAL SYSTEMS EXHIBITING CHAOTIC TRANSITIONS

GIANT SUPPRESSION OF THE ACTIVATION RATE IN DYNAMICAL SYSTEMS EXHIBITING CHAOTIC TRANSITIONS Vol. 39 (2008) ACTA PHYSICA POLONICA B No 5 GIANT SUPPRESSION OF THE ACTIVATION RATE IN DYNAMICAL SYSTEMS EXHIBITING CHAOTIC TRANSITIONS Jakub M. Gac, Jan J. Żebrowski Faculty of Physics, Warsaw University

More information

Chapitre 4. Transition to chaos. 4.1 One-dimensional maps

Chapitre 4. Transition to chaos. 4.1 One-dimensional maps Chapitre 4 Transition to chaos In this chapter we will study how successive bifurcations can lead to chaos when a parameter is tuned. It is not an extensive review : there exists a lot of different manners

More information

LYAPUNOV EXPONENT AND DIMENSIONS OF THE ATTRACTOR FOR TWO DIMENSIONAL NEURAL MODEL

LYAPUNOV EXPONENT AND DIMENSIONS OF THE ATTRACTOR FOR TWO DIMENSIONAL NEURAL MODEL Volume 1, No. 7, July 2013 Journal of Global Research in Mathematical Archives RESEARCH PAPER Available online at http://www.jgrma.info LYAPUNOV EXPONENT AND DIMENSIONS OF THE ATTRACTOR FOR TWO DIMENSIONAL

More information

2 One-dimensional models in discrete time

2 One-dimensional models in discrete time 2 One-dimensional models in discrete time So far, we have assumed that demographic events happen continuously over time and can thus be written as rates. For many biological species with overlapping generations

More information

How does a diffusion coefficient depend on size and position of a hole?

How does a diffusion coefficient depend on size and position of a hole? How does a diffusion coefficient depend on size and position of a hole? G. Knight O. Georgiou 2 C.P. Dettmann 3 R. Klages Queen Mary University of London, School of Mathematical Sciences 2 Max-Planck-Institut

More information

Phase Desynchronization as a Mechanism for Transitions to High-Dimensional Chaos

Phase Desynchronization as a Mechanism for Transitions to High-Dimensional Chaos Commun. Theor. Phys. (Beijing, China) 35 (2001) pp. 682 688 c International Academic Publishers Vol. 35, No. 6, June 15, 2001 Phase Desynchronization as a Mechanism for Transitions to High-Dimensional

More information

Finite data-size scaling of clustering in earthquake networks

Finite data-size scaling of clustering in earthquake networks Finite data-size scaling of clustering in earthquake networks Sumiyoshi Abe a,b, Denisse Pastén c and Norikazu Suzuki d a Department of Physical Engineering, Mie University, Mie 514-8507, Japan b Institut

More information

A MINIMAL 2-D QUADRATIC MAP WITH QUASI-PERIODIC ROUTE TO CHAOS

A MINIMAL 2-D QUADRATIC MAP WITH QUASI-PERIODIC ROUTE TO CHAOS International Journal of Bifurcation and Chaos, Vol. 18, No. 5 (2008) 1567 1577 c World Scientific Publishing Company A MINIMAL 2-D QUADRATIC MAP WITH QUASI-PERIODIC ROUTE TO CHAOS ZERAOULIA ELHADJ Department

More information

Chaos in GDP. Abstract

Chaos in GDP. Abstract Chaos in GDP R. Kříž Abstract This paper presents an analysis of GDP and finds chaos in GDP. I tried to find a nonlinear lower-dimensional discrete dynamic macroeconomic model that would characterize GDP.

More information

Igor A. Khovanov,Vadim S. Anishchenko, Astrakhanskaya str. 83, Saratov, Russia

Igor A. Khovanov,Vadim S. Anishchenko, Astrakhanskaya str. 83, Saratov, Russia Noise Induced Escape from Dierent Types of Chaotic Attractor Igor A. Khovanov,Vadim S. Anishchenko, Dmitri G. Luchinsky y,andpeter V.E. McClintock y Department of Physics, Saratov State University, Astrakhanskaya

More information

Generating a Complex Form of Chaotic Pan System and its Behavior

Generating a Complex Form of Chaotic Pan System and its Behavior Appl. Math. Inf. Sci. 9, No. 5, 2553-2557 (2015) 2553 Applied Mathematics & Information Sciences An International Journal http://dx.doi.org/10.12785/amis/090540 Generating a Complex Form of Chaotic Pan

More information

Mechanisms of Chaos: Stable Instability

Mechanisms of Chaos: Stable Instability Mechanisms of Chaos: Stable Instability Reading for this lecture: NDAC, Sec. 2.-2.3, 9.3, and.5. Unpredictability: Orbit complicated: difficult to follow Repeatedly convergent and divergent Net amplification

More information

Reconstruction Deconstruction:

Reconstruction Deconstruction: Reconstruction Deconstruction: A Brief History of Building Models of Nonlinear Dynamical Systems Jim Crutchfield Center for Computational Science & Engineering Physics Department University of California,

More information

THE ANALYTICAL EXPRESSION OF THE CHERNOFF POLARIZATION OF THE WERNER STATE

THE ANALYTICAL EXPRESSION OF THE CHERNOFF POLARIZATION OF THE WERNER STATE THE ANALYTICAL EXPRESSION OF THE CHERNOFF POLARIZATION OF THE WERNER STATE IULIA GHIU 1,*, AURELIAN ISAR 2,3 1 University of Bucharest, Faculty of Physics, Centre for Advanced Quantum Physics, PO Box MG-11,

More information

Multifractal Models for Solar Wind Turbulence

Multifractal Models for Solar Wind Turbulence Multifractal Models for Solar Wind Turbulence Wiesław M. Macek Faculty of Mathematics and Natural Sciences. College of Sciences, Cardinal Stefan Wyszyński University, Dewajtis 5, 01-815 Warsaw, Poland;

More information

Solutions to homework assignment #7 Math 119B UC Davis, Spring for 1 r 4. Furthermore, the derivative of the logistic map is. L r(x) = r(1 2x).

Solutions to homework assignment #7 Math 119B UC Davis, Spring for 1 r 4. Furthermore, the derivative of the logistic map is. L r(x) = r(1 2x). Solutions to homework assignment #7 Math 9B UC Davis, Spring 0. A fixed point x of an interval map T is called superstable if T (x ) = 0. Find the value of 0 < r 4 for which the logistic map L r has a

More information

Construction of four dimensional chaotic finance model and its applications

Construction of four dimensional chaotic finance model and its applications Volume 8 No. 8, 7-87 ISSN: 34-3395 (on-line version) url: http://acadpubl.eu/hub ijpam.eu Construction of four dimensional chaotic finance model and its applications Dharmendra Kumar and Sachin Kumar Department

More information

Generalized Statistical Mechanics at the Onset of Chaos

Generalized Statistical Mechanics at the Onset of Chaos Entropy 2013, 15, 5178-5222; doi:10.3390/e15125178 OPEN ACCESS entropy ISSN 1099-4300 www.mdpi.com/journal/entropy Review Generalized Statistical Mechanics at the Onset of Chaos Alberto Robledo Instituto

More information

Asynchronous and Synchronous Dispersals in Spatially Discrete Population Models

Asynchronous and Synchronous Dispersals in Spatially Discrete Population Models SIAM J. APPLIED DYNAMICAL SYSTEMS Vol. 7, No. 2, pp. 284 310 c 2008 Society for Industrial and Applied Mathematics Asynchronous and Synchronous Dispersals in Spatially Discrete Population Models Abdul-Aziz

More information

Dynamical Systems and Chaos Part I: Theoretical Techniques. Lecture 4: Discrete systems + Chaos. Ilya Potapov Mathematics Department, TUT Room TD325

Dynamical Systems and Chaos Part I: Theoretical Techniques. Lecture 4: Discrete systems + Chaos. Ilya Potapov Mathematics Department, TUT Room TD325 Dynamical Systems and Chaos Part I: Theoretical Techniques Lecture 4: Discrete systems + Chaos Ilya Potapov Mathematics Department, TUT Room TD325 Discrete maps x n+1 = f(x n ) Discrete time steps. x 0

More information

arxiv: v1 [nlin.cd] 22 Feb 2011

arxiv: v1 [nlin.cd] 22 Feb 2011 Generalising the logistic map through the q-product arxiv:1102.4609v1 [nlin.cd] 22 Feb 2011 R W S Pessoa, E P Borges Escola Politécnica, Universidade Federal da Bahia, Rua Aristides Novis 2, Salvador,

More information

Bifurcations in the Quadratic Map

Bifurcations in the Quadratic Map Chapter 14 Bifurcations in the Quadratic Map We will approach the study of the universal period doubling route to chaos by first investigating the details of the quadratic map. This investigation suggests

More information

arxiv:physics/ v1 [physics.flu-dyn] 28 Feb 2003

arxiv:physics/ v1 [physics.flu-dyn] 28 Feb 2003 Experimental Lagrangian Acceleration Probability Density Function Measurement arxiv:physics/0303003v1 [physics.flu-dyn] 28 Feb 2003 N. Mordant, A. M. Crawford and E. Bodenschatz Laboratory of Atomic and

More information

Weak chaos, infinite ergodic theory, and anomalous diffusion

Weak chaos, infinite ergodic theory, and anomalous diffusion Weak chaos, infinite ergodic theory, and anomalous diffusion Rainer Klages Queen Mary University of London, School of Mathematical Sciences Marseille, CCT11, 24 May 2011 Weak chaos, infinite ergodic theory,

More information

Clusters and Percolation

Clusters and Percolation Chapter 6 Clusters and Percolation c 2012 by W. Klein, Harvey Gould, and Jan Tobochnik 5 November 2012 6.1 Introduction In this chapter we continue our investigation of nucleation near the spinodal. We

More information

A Novel Three Dimension Autonomous Chaotic System with a Quadratic Exponential Nonlinear Term

A Novel Three Dimension Autonomous Chaotic System with a Quadratic Exponential Nonlinear Term ETASR - Engineering, Technology & Applied Science Research Vol., o.,, 9-5 9 A Novel Three Dimension Autonomous Chaotic System with a Quadratic Exponential Nonlinear Term Fei Yu College of Information Science

More information

Analysis of Neural Networks with Chaotic Dynamics

Analysis of Neural Networks with Chaotic Dynamics Chaos, Solitonr & Fructals Vol. 3, No. 2, pp. 133-139, 1993 Printed in Great Britain @60-0779/93$6.00 + 40 0 1993 Pergamon Press Ltd Analysis of Neural Networks with Chaotic Dynamics FRANCOIS CHAPEAU-BLONDEAU

More information

Spontaneous recovery in dynamical networks

Spontaneous recovery in dynamical networks Spontaneous recovery in dynamical networks A) Model: Additional Technical Details and Discussion Here we provide a more extensive discussion of the technical details of the model. The model is based on

More information

Google Matrix, dynamical attractors and Ulam networks Dima Shepelyansky (CNRS, Toulouse)

Google Matrix, dynamical attractors and Ulam networks Dima Shepelyansky (CNRS, Toulouse) Google Matrix, dynamical attractors and Ulam networks Dima Shepelyansky (CNRS, Toulouse) wwwquantwareups-tlsefr/dima based on: OGiraud, BGeorgeot, DLS (CNRS, Toulouse) => PRE 8, 267 (29) DLS, OVZhirov

More information

Turbulence models of gravitational clustering

Turbulence models of gravitational clustering Turbulence models of gravitational clustering arxiv:1202.3402v1 [astro-ph.co] 15 Feb 2012 José Gaite IDR, ETSI Aeronáuticos, Universidad Politécnica de Madrid, Pza. Cardenal Cisneros 3, E-28040 Madrid,

More information

Chaotic motion. Phys 750 Lecture 9

Chaotic motion. Phys 750 Lecture 9 Chaotic motion Phys 750 Lecture 9 Finite-difference equations Finite difference equation approximates a differential equation as an iterative map (x n+1,v n+1 )=M[(x n,v n )] Evolution from time t =0to

More information

Non-equilibrium phenomena and fluctuation relations

Non-equilibrium phenomena and fluctuation relations Non-equilibrium phenomena and fluctuation relations Lamberto Rondoni Politecnico di Torino Beijing 16 March 2012 http://www.rarenoise.lnl.infn.it/ Outline 1 Background: Local Thermodyamic Equilibrium 2

More information

arxiv:cond-mat/ v1 29 Dec 1996

arxiv:cond-mat/ v1 29 Dec 1996 Chaotic enhancement of hydrogen atoms excitation in magnetic and microwave fields Giuliano Benenti, Giulio Casati Università di Milano, sede di Como, Via Lucini 3, 22100 Como, Italy arxiv:cond-mat/9612238v1

More information

What is Chaos? Implications of Chaos 4/12/2010

What is Chaos? Implications of Chaos 4/12/2010 Joseph Engler Adaptive Systems Rockwell Collins, Inc & Intelligent Systems Laboratory The University of Iowa When we see irregularity we cling to randomness and disorder for explanations. Why should this

More information

Ordinal Analysis of Time Series

Ordinal Analysis of Time Series Ordinal Analysis of Time Series K. Keller, M. Sinn Mathematical Institute, Wallstraße 0, 2552 Lübeck Abstract In order to develop fast and robust methods for extracting qualitative information from non-linear

More information

arxiv: v1 [cond-mat.stat-mech] 14 Apr 2009

arxiv: v1 [cond-mat.stat-mech] 14 Apr 2009 arxiv:0904.2126v1 [cond-mat.stat-mech] 14 Apr 2009 Critical exponents for Gaussian fixed point of renormalization Witold Haliniak 1 and Wojciech Wislicki 2 1 University of Warsaw, Faculty of Mathematics,

More information

Chaos and Cryptography

Chaos and Cryptography Chaos and Cryptography Vishaal Kapoor December 4, 2003 In his paper on chaos and cryptography, Baptista says It is possible to encrypt a message (a text composed by some alphabet) using the ergodic property

More information

Dynamics and Chaos. Copyright by Melanie Mitchell

Dynamics and Chaos. Copyright by Melanie Mitchell Dynamics and Chaos Copyright by Melanie Mitchell Conference on Complex Systems, September, 2015 Dynamics: The general study of how systems change over time Copyright by Melanie Mitchell Conference on Complex

More information

If we want to analyze experimental or simulated data we might encounter the following tasks:

If we want to analyze experimental or simulated data we might encounter the following tasks: Chapter 1 Introduction If we want to analyze experimental or simulated data we might encounter the following tasks: Characterization of the source of the signal and diagnosis Studying dependencies Prediction

More information

PHY411 Lecture notes Part 4

PHY411 Lecture notes Part 4 PHY411 Lecture notes Part 4 Alice Quillen February 1, 2016 Contents 0.1 Introduction.................................... 2 1 Bifurcations of one-dimensional dynamical systems 2 1.1 Saddle-node bifurcation.............................

More information

Nonsmooth systems: synchronization, sliding and other open problems

Nonsmooth systems: synchronization, sliding and other open problems John Hogan Bristol Centre for Applied Nonlinear Mathematics, University of Bristol, England Nonsmooth systems: synchronization, sliding and other open problems 2 Nonsmooth Systems 3 What is a nonsmooth

More information

Phase Synchronization of Coupled Rossler Oscillators: Amplitude Effect

Phase Synchronization of Coupled Rossler Oscillators: Amplitude Effect Commun. Theor. Phys. (Beijing, China) 47 (2007) pp. 265 269 c International Academic Publishers Vol. 47, No. 2, February 15, 2007 Phase Synchronization of Coupled Rossler Oscillators: Amplitude Effect

More information

NONLINEAR TIME SERIES ANALYSIS, WITH APPLICATIONS TO MEDICINE

NONLINEAR TIME SERIES ANALYSIS, WITH APPLICATIONS TO MEDICINE NONLINEAR TIME SERIES ANALYSIS, WITH APPLICATIONS TO MEDICINE José María Amigó Centro de Investigación Operativa, Universidad Miguel Hernández, Elche (Spain) J.M. Amigó (CIO) Nonlinear time series analysis

More information

More Details Fixed point of mapping is point that maps into itself, i.e., x n+1 = x n.

More Details Fixed point of mapping is point that maps into itself, i.e., x n+1 = x n. More Details Fixed point of mapping is point that maps into itself, i.e., x n+1 = x n. If there are points which, after many iterations of map then fixed point called an attractor. fixed point, If λ

More information

A Persistence Probability Analysis in Major Financial Indices

A Persistence Probability Analysis in Major Financial Indices Journal of the Korean Physical Society, Vol. 50, No. 1, January 2007, pp. 249 253 A Persistence Probability Analysis in Major Financial Indices I-Chun Chen Department of Physics, National Chung Hsing University,

More information

Antimonotonicity in Chua s Canonical Circuit with a Smooth Nonlinearity

Antimonotonicity in Chua s Canonical Circuit with a Smooth Nonlinearity Antimonotonicity in Chua s Canonical Circuit with a Smooth Nonlinearity IOANNIS Μ. KYPRIANIDIS & MARIA Ε. FOTIADOU Physics Department Aristotle University of Thessaloniki Thessaloniki, 54124 GREECE Abstract:

More information

EXACT SOLUTIONS TO THE NAVIER-STOKES EQUATION FOR AN INCOMPRESSIBLE FLOW FROM THE INTERPRETATION OF THE SCHRÖDINGER WAVE FUNCTION

EXACT SOLUTIONS TO THE NAVIER-STOKES EQUATION FOR AN INCOMPRESSIBLE FLOW FROM THE INTERPRETATION OF THE SCHRÖDINGER WAVE FUNCTION EXACT SOLUTIONS TO THE NAVIER-STOKES EQUATION FOR AN INCOMPRESSIBLE FLOW FROM THE INTERPRETATION OF THE SCHRÖDINGER WAVE FUNCTION Vladimir V. KULISH & José L. LAGE School of Mechanical & Aerospace Engineering,

More information

A Two-dimensional Discrete Mapping with C Multifold Chaotic Attractors

A Two-dimensional Discrete Mapping with C Multifold Chaotic Attractors EJTP 5, No. 17 (2008) 111 124 Electronic Journal of Theoretical Physics A Two-dimensional Discrete Mapping with C Multifold Chaotic Attractors Zeraoulia Elhadj a, J. C. Sprott b a Department of Mathematics,

More information

The Sine Map. Jory Griffin. May 1, 2013

The Sine Map. Jory Griffin. May 1, 2013 The Sine Map Jory Griffin May, 23 Introduction Unimodal maps on the unit interval are among the most studied dynamical systems. Perhaps the two most frequently mentioned are the logistic map and the tent

More information

arxiv: v2 [cond-mat.stat-mech] 24 Aug 2014

arxiv: v2 [cond-mat.stat-mech] 24 Aug 2014 Hyperuniformity of critical absorbing states Daniel Hexner and Dov Levine, Department of Physics, Technion, Haifa, Israel Initiative for the Theoretical Sciences - CUNY Graduate Center 65 Fifth Avenue,

More information

Complex Systems Workshop Lecture III: Behavioral Asset Pricing Model with Heterogeneous Beliefs

Complex Systems Workshop Lecture III: Behavioral Asset Pricing Model with Heterogeneous Beliefs Complex Systems Workshop Lecture III: Behavioral Asset Pricing Model with Heterogeneous Beliefs Cars Hommes CeNDEF, UvA CEF 2013, July 9, Vancouver Cars Hommes (CeNDEF, UvA) Complex Systems CEF 2013, Vancouver

More information

On the Asymptotic Convergence. of the Transient and Steady State Fluctuation Theorems. Gary Ayton and Denis J. Evans. Research School Of Chemistry

On the Asymptotic Convergence. of the Transient and Steady State Fluctuation Theorems. Gary Ayton and Denis J. Evans. Research School Of Chemistry 1 On the Asymptotic Convergence of the Transient and Steady State Fluctuation Theorems. Gary Ayton and Denis J. Evans Research School Of Chemistry Australian National University Canberra, ACT 0200 Australia

More information

Statistical Analysis of Fluctuation Characteristics at High- and Low-Field Sides in L-mode SOL Plasmas of JT-60U

Statistical Analysis of Fluctuation Characteristics at High- and Low-Field Sides in L-mode SOL Plasmas of JT-60U 1 EX/P4-18 Statistical Analysis of Fluctuation Characteristics at High- and Low-Field Sides in L-mode SOL Plasmas of JT-60U N. Ohno1), H. Tanaka1), N. Asakura2), Y. Tsuji1), S. Takamura3), Y. Uesugi4)

More information

The application of the theory of dynamical systems in conceptual models of environmental physics The thesis points of the PhD thesis

The application of the theory of dynamical systems in conceptual models of environmental physics The thesis points of the PhD thesis The application of the theory of dynamical systems in conceptual models of environmental physics The thesis points of the PhD thesis Gábor Drótos Supervisor: Tamás Tél PhD School of Physics (leader: László

More information

Chapter 6: Ensemble Forecasting and Atmospheric Predictability. Introduction

Chapter 6: Ensemble Forecasting and Atmospheric Predictability. Introduction Chapter 6: Ensemble Forecasting and Atmospheric Predictability Introduction Deterministic Chaos (what!?) In 1951 Charney indicated that forecast skill would break down, but he attributed it to model errors

More information

144 Brazilian Journal of Physics, vol. 29, no. 1, March, Systems and Generalized Entropy. Departamento de Fsica,

144 Brazilian Journal of Physics, vol. 29, no. 1, March, Systems and Generalized Entropy. Departamento de Fsica, 144 Brazilian Journal of Physics, vol. 29, no. 1, March, 1999 Low-Dimensional Non-Linear Dynamical Systems and Generalized Entropy Crisogono R. da Silva, Heber R. da Cruz and Marcelo L. Lyra Departamento

More information

ONE DIMENSIONAL CHAOTIC DYNAMICAL SYSTEMS

ONE DIMENSIONAL CHAOTIC DYNAMICAL SYSTEMS Journal of Pure and Applied Mathematics: Advances and Applications Volume 0 Number 0 Pages 69-0 ONE DIMENSIONAL CHAOTIC DYNAMICAL SYSTEMS HENA RANI BISWAS Department of Mathematics University of Barisal

More information

Chapter 2 Chaos theory and its relationship to complexity

Chapter 2 Chaos theory and its relationship to complexity Chapter 2 Chaos theory and its relationship to complexity David Kernick This chapter introduces chaos theory and the concept of non-linearity. It highlights the importance of reiteration and the system

More information

Intermittency, Fractals, and β-model

Intermittency, Fractals, and β-model Intermittency, Fractals, and β-model Lecture by Prof. P. H. Diamond, note by Rongjie Hong I. INTRODUCTION An essential assumption of Kolmogorov 1941 theory is that eddies of any generation are space filling

More information

The Role of Asperities in Aftershocks

The Role of Asperities in Aftershocks The Role of Asperities in Aftershocks James B. Silva Boston University April 7, 2016 Collaborators: William Klein, Harvey Gould Kang Liu, Nick Lubbers, Rashi Verma, Tyler Xuan Gu OUTLINE Introduction The

More information

1 Random walks and data

1 Random walks and data Inference, Models and Simulation for Complex Systems CSCI 7-1 Lecture 7 15 September 11 Prof. Aaron Clauset 1 Random walks and data Supposeyou have some time-series data x 1,x,x 3,...,x T and you want

More information