A Method for Detecting Possible Non-determinism in a Time Series

D. D. Dixon; M. Zak; J. P. Zbilut

Home/Archive/arXiv

arXiv · chao-dyn/9402004

A Method for Detecting Possible Non-determinism in a Time Series

D. D. Dixon·M. Zak·J. P. Zbilut

View original source ↗Read source document ↗Export metadata ↓

Abstract

A method for detecting possible non-deterministic dynamics underlying a time series is introduced. Non-deterministic dynamics may arise due to the failure of the Lipschitz condition in the equations of motion. At a singular point, the phase space trajectory of the system may jump from one solution to another. This discontinous change implies divergence of the second derivative of the solution whenever it passes near the singular point. A time series can be examined for such divergences, which may indicate non-determinism in the dynamical system. Examples with both simulated and actual data are given.

Explore related subjects

chao-dyn nlin.CD

Keep this discovery

Explore connections, maps & timelines

BibTeX RIS

D. D. Dixon, M. Zak, J. P. Zbilut. 1994-02-19. A Method for Detecting Possible Non-determinism in a Time Series. https://arxiv.org/abs/chao-dyn/9402004

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2015

The Bogdanov Map: Bifurcations, Mode Locking, and Chaos in a Dissipative System

We investigate the bifurcations and basins of attraction in the Bogdanov map, a planar quadratic map which is conjugate to the Hénon area-preserving map in its conservative limit. It undergoes a Hopf bifurcation as dissipation is added, and exhibits the panoply of mode locking, Arnold tongues, and chaos as an invariant circle grows out, finally to be destroyed in the homoclinic tangency of the manifolds of a remote saddle point. The Bogdanov map is the Euler map of a two-dimensional system of ordinary differential equations first considered by Bogdanov and Arnold in their study of the versal unfolding of the double-zero-eigenvalue singularity, and equivalently of a vector field invariant under rotation of the plane by an angle $2π$. It is a useful system in which to observe the effect of dissipative perturbations on Hamiltonian structure. In addition, we argue that the Bogdanov map provides a good approximation to the dynamics of the Poincaré maps of periodically forced oscillators.

chao-dyn↗

arXiv2012

Passive Scalars and Three-Dimensional Liouvillian Maps

Global aspects of the motion of passive scalars in time-dependent incompressible fluid flows are well described by volume-preserving (Liouvillian) three-dimensional maps. In this paper the possible invariant structures in Liouvillian maps and the two most interesting nearly-integrable cases are investigated. In addition, the fundamental role of invariant lines in organizing the dynamics of this type of system is exposed. Bifurcations involving the destruction of some invariant lines and tubes and the creation of new ones are described in detail.

chao-dyn↗

arXiv2009

Some Studies on Arithmetical Chaos in Classical and Quantum Mechanics

Several aspects of classical and quantum mechanics applied to a class of strongly chaotic systems are studied. These consist of single particles moving without external forces on surfaces of constant negative Gaussian curvature whose corresponding fundamental groups are supplied with an arithmetic structure. It is shown that the arithmetic features of the considered systems lead to exceptional properties of the corresponding spectra of lengths of periodic orbits. The most significant one is an exponential growth of degeneracies in these length spectra. Furthermore, the arithmetical systems are distinguished by a structure that appears as a generalization of geometric symmetries. These pseudosymmetries occur in the quantization of the classical arithmetic systems as Hecke operators, which form an infinite algebra of self-adjoint operators commuting with the Hamiltonian. The statistical properties of quantum energies in the arithmetical have previously been identified as exceptional. They do not fit into the general scheme of random matrix theory. It is shown with the help of a simplified model for the spectral form factor how the spectral statistics in arithmetic quantum chaos can be understood by the properties of the corresponding classical length spectra. A decisive is played by the exponentially increasing multiplicities of lengths. The model developed for the level spacings distribution and for the number variance is compared to the corresponding quantities obtained from quantum energies for a specific arithmetical system.

chao-dyn↗