arXiv subjects

H. Kantz

Publications and source records attributed to H. Kantz.

24 records · Page 2Linked to original sources

arXiv2003

Stochastic analysis of surface roughness

For the characterization of surface height profiles we present a new stochastic approach which is based on the theory of Markov processes. With this analysis we achieve a characterization of the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation, providing the complete stochastic information of multiscale joint probabilities. The method was applied to different road surface profiles which were measured with high resolution. Evidence of Markov properties is shown. Estimations for the parameters of the Fokker-Planck equation are based on pure, parameter free data analysis.

physics.data-an↗

arXiv2000

Chaos or Noise - Difficulties of a Distinction

In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high embedding dimension. These restrictions limit our ability to distinguish between signals generated by different systems, such as regular, chaotic or stochastic ones, when analyzed from a time series point of view. We propose to classify the signal behavior, without referring to any specific model, as stochastic or deterministic on a certain scale of the resolution $ε$, according to the dependence of the $(ε,τ)$-entropy, $h(ε, τ)$, and of the finite size Lyapunov exponent, $λ(ε)$, on $ε$.

nlin.CD↗

arXiv2000

Relation between coupled map lattices and kinetic Ising models

A spatially one dimensional coupled map lattice possessing the same symmetries as the Miller Huse model is introduced. Our model is studied analytically by means of a formal perturbation expansion which uses weak coupling and the vicinity to a symmetry breaking bifurcation point. In parameter space four phases with different ergodic behaviour are observed. Although the coupling in the map lattice is diffusive, antiferromagnetic ordering is predominant. Via coarse graining the deterministic model is mapped to a master equation which establishes an equivalence between our system and a kinetic Ising model. Such an approach sheds some light on the dependence of the transient behaviour on the system size and the nature of the phase transitions.

nlin.CD↗

arXiv1999

Reconstruction of systems with delayed feedback: (II) Application

We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling interval, while an approach based on the peaks of either the autocorrelation function, or the time delayed mutual information would yield systematically larger values. We reconstruct rather accurately the equations of motion and, in turn, estimate the Lyapunov spectrum even for rather high dimensional attractors. By comparing models constructed for different 'embedding dimensions' with the original data, we are able to find the minimal faitfhful model. For short delays, the results of our procedure have been cross-checked using a conventional Takens time-delay embedding. For large delays, the standard analysis is inapplicable since the dynamics becomes hyperchaotic. In such a regime we provide the first experimental evidence that the Lyapunov spectrum, rescaled according to the delay time, is independent of the delay time itself. This is in full analogy with the independence of the system size found in spatially extended systems.

chao-dyn↗

arXiv1998

Nonlinear projective filtering I: Background in chaos theory

We derive a locally projective noise reduction scheme for nonlinear time series using concepts from deterministic dynamical systems, or chaos theory. We will demonstrate its effectiveness with an example with known deterministic dynamics and discuss methods for the verification of the results in the case of an unknown deterministic system.

chao-dyn↗

arXiv1998

Nonlinear projective filtering I: Application to real time series

We discuss applications of nonlinear filtering of time series by locally linear phase space projections. Noise can be reduced whenever the error due to the manifold approximation is smaller than the noise in the system. Examples include the real time extraction of the fetal electrocardiogram from abdominal recordings.

chao-dyn↗