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arXiv1996

Estimating the Fractal Dimension, K_2-entropy, and the Predictability of the Atmosphere

The series of mean daily temperature of air recorded over a period of 215 years is used for analysing the dimensionality and the predictability of the atmospheric system. The total number of data points of the series is 78527. Other 37 versions of the original series are generated, including ``seasonally adjusted'' data, a smoothed series, series without annual course, etc. Modified methods of Grassberger and Procaccia are applied. A procedure for selection of the ``meaningful'' scaling region is proposed. Several scaling regions are revealed in the ln C(r) versus ln r diagram. The first one in the range of larger ln r has a gradual slope and the second one in the range of intermediate ln r has a fast slope. Other two regions are settled in the range of small ln r. The results lead us to claim that the series arises from the activity of at least two subsystems. The first subsystem is low-dimensional (d_f=1.6) and it possesses the potential predictability of several weeks. We suggest that this subsystem is connected with seasonal variability of weather. The second subsystem is high-dimensional (d_f>17) and its error-doubling time is about 4-7 days. It is found that the predictability differs in dependence on season. The predictability time for summer, winter and the entire year (T_2 approx. 4.7 days) is longer than for transition-seasons (T_2 approx. 4.0 days for spring, T_2 approx. 3.6 days for autumn). The role of random noise and the number of data points are discussed. It is shown that a 15-year-long daily temperature series is not sufficient for reliable estimations based on Grassberger and Procaccia algorithms.

comp-gas↗

arXiv1995

Distribution of Eigenvalues for the Modular Group

The two-point correlation function of energy levels for free motion on the modular domain, both with periodic and Dirichlet boundary conditions, are explicitly computed using a generalization of the Hardy-Littlewood method. It is shown that ion the limit of small separations they show an uncorrelated behaviour and agree with the Poisson distribution but they have prominent number-theoretical oscillations at larger scale. The results agree well with numerical simulations.

chao-dyn↗

arXiv1994

Complexity of Trajectories in Rectangular Billiards

Revised version: some minor errors and typos fixed; exposition watered. Abstract: To a trajectory of a billiard in parallelogram we assign its symbolic trajectory - the sequence of numbers of coordinate plane, to which the faces met by the trajectory are parallel. The complexity of the trajectory is the number of different words of length $n$ occurring in it. We prove that for generic trajectories the complexity is well defined and calculate it, confirming the conjecture of Arnoux, Mauduit, Shiokawa and Tamura [AMST].

chao-dyn↗

arXiv1994

Spectral Duality for Planar Billiards

For a bounded open domain $Ω$ with connected complement in ${\bf R}^2$ and piecewise smooth boundary, we consider the Dirichlet Laplacian $-Δ_Ω$ on $Ω$ and the S-matrix on the complement $Ω^c$. We show that the on-shell S-matrices ${\bf S}_k$ have eigenvalues converging to 1 as $k\uparrow k_0$ exactly when $-Δ_Ω$ has an eigenvalue at energy $k_0^2$. This includes multiplicities, and proves a weak form of ``transparency'' at $k=k_0$. We also show that stronger forms of transparency, such as ${\bf S}_{k_0}$ having an eigenvalue 1 are not expected to hold in general.

chao-dyn↗

arXiv1995

High Temperature Expansions and Dynamical Systems

We develop a resummed high-temperature expansion for lattice spin systems with long range interactions, in models where the free energy is not, in general, analytic. We establish uniqueness of the Gibbs state and exponential decay of the correlation functions. Then, we apply this expansion to the Perron-Frobenius operator of weakly coupled map lattices.

chao-dyn↗

arXiv1994

Bifurcations in Globally Coupled Map Lattices

The dynamics of globally coupled map lattices can be described in terms of a nonlinear Frobenius--Perron equation in the limit of large system size. This approach allows for an analytical computation of stationary states and their stability. The complete bifurcation behaviour of coupled tent maps near the chaotic band merging point is presented. Furthermore the time independent states of coupled logistic equations are analyzed. The bifurcation diagram of the uncoupled map carries over to the map lattice. The analytical results are supplemented with numerical simulations.

chao-dyn↗

arXiv1995

Dynamical ensembles in stationary states

We propose as a generalization of an idea of Ruelle to describe turbulent fluid flow a chaotic hypothesis for reversible dissipative many particle systems in nonequilibrium stationary states in general. This implies an extension of the zeroth law of thermodynamics to non equilibrium states and it leads to the identification of a unique distribution $\m$ describing the asymptotic properties of the time evolution of the system for initial data randomly chosen with respect to a uniform distribution on phase space. For conservative systems in thermal equilibrium the chaotic hypothesis implies the ergodic hypothesis. We outline a procedure to obtain the distribution $\m$: it leads to a new unifying point of view for the phase space behavior of dissipative and conservative systems. The chaotic hypothesis is confirmed in a non trivial, parameter--free, way by a recent computer experiment on the entropy production fluctuations in a shearing fluid far from equilibrium. Similar applications to other models are proposed, in particular to a model for the Kolmogorov--Obuchov theory for turbulent flow.

chao-dyn↗

arXiv1995

Guessing probability distributions from small samples

We propose a new method for the calculation of the statistical properties, as e.g. the entropy, of unknown generators of symbolic sequences. The probability distribution $p(k)$ of the elements $k$ of a population can be approximated by the frequencies $f(k)$ of a sample provided the sample is long enough so that each element $k$ occurs many times. Our method yields an approximation if this precondition does not hold. For a given $f(k)$ we recalculate the Zipf--ordered probability distribution by optimization of the parameters of a guessed distribution. We demonstrate that our method yields reliable results.

chao-dyn↗

arXiv1995

Simulating Three-Dimensional Hydrodynamics on a Cellular-Automata Machine

We demonstrate how three-dimensional fluid flow simulations can be carried out on the Cellular Automata Machine 8 (CAM-8), a special-purpose computer for cellular-automata computations. The principal algorithmic innovation is the use of a lattice-gas model with a 16-bit collision operator that is specially adapted to the machine architecture. It is shown how the collision rules can be optimized to obtain a low viscosity of the fluid. Predictions of the viscosity based on a Boltzmann approximation agree well with measurements of the viscosity made on CAM-8. Several test simulations of flows in simple geometries -- channels, pipes, and a cubic array of spheres -- are carried out. Measurements of average flux in these geometries compare well with theoretical predictions.

chao-dyn↗

arXiv1995

Chronotopic Lyapunov Analysis: (I) a Comprehensive Characterization of 1D Systems

Instabilities in 1D spatially extended systems are studied with the aid of both temporal and spatial Lyapunov exponents. A suitable representation of the spectra allows a compact description of all the possible disturbances in tangent space. The analysis is carried out for chaotic and periodic spatiotemporal patterns. Singularities of the spectra and localization properties of the associated Lyapunov vectors are discussed.

chao-dyn↗

arXiv1996

Application of the diffraction trace formula to the three disk scattering system

The diffraction trace formula ({\em Phys. Rev. Lett.} {\bf 73}, 2304 (1994)) and spectral determinant are tested on the open three disk scattering system. The system contains a generic and exponentially growing number of diffraction periodic orbits. In spite of this it is shown that even the scattering resonances with large imaginary part can be reproduced semiclassicaly. The non-trivial interplay of the diffraction periodic orbits with the usual geometrical orbits produces the fine structure of the complicated spectrum of scattering resonances, which are beyond the resolution of the conventional periodic orbit theory.

chao-dyn↗

arXiv1996

Chronotopic Lyapunov Analysis: (II) towards a Unified Approach

From the analyticity properties of the equation governing infinitesimal perturbations, it is shown that all stability properties of spatially extended 1D systems can be derived from a single function that we call entropy potential since it gives directly the Kolmogorov-Sinai entropy density. Such a function allows determining also Lyapunov spectra in reference frames where time-like and space-like axes point in general directions in the space-time plane. The existence of an entropy potential implies that the integrated density of positive exponents is independent of the reference frame.

chao-dyn↗

arXiv1996

Bifractality of the Devil's staircase appearing in the Burgers equation with Brownian initial velocity

It is shown that the inverse Lagrangian map for the solution of the Burgers equation (in the inviscid limit) with Brownian initial velocity presents a bifractality (phase transition) similar to that of the Devil's staircase for the standard triadic Cantor set. Both heuristic and rigorous derivations are given. It is explained why artifacts can easily mask this phenomenon in numerical simulations.

chao-dyn↗

arXiv1997

New approach to the correlation spectrum near intermittency: a quantum mechanical analogy

The correlation spectrum of fully developed one-dimensional mappings are studied near and at a weakly intermittent situation. Using a suitable infinite matrix representation, the eigenvalue equation of the Frobenius-Perron operator is approximately reduced to the radial Schro"dinger equation of the hydrogen atom. Corrections are calculated by quantum mechanical perturbation theory. Analytical expressions for the spectral properties and correlation functions are derived and checked numerically. Compared to our previous works, the accuracy of the present results is significantly higher owing to the controlled and systematic approximation scheme.

chao-dyn↗

arXiv1997

Holder exponents of irregular signals and local fractional derivatives

It has been recognized recently that fractional calculus is useful for handling scaling structures and processes. We begin this survey by pointing out the relevance of the subject to physical situations. Then the essential definitions and formulae from fractional calculus are summarized and their immediate use in the study of scaling in physical systems is given. This is followed by a brief summary of classical results. The main theme of the review rests on the notion of local fractional derivatives. There is a direct connection between local fractional differentiability properties and the dimensions/ local Holder exponents of nowhere differentiable functions. It is argued that local fractional derivatives provide a powerful tool to analyse the pointwise behaviour of irregular signals and functions.

chao-dyn↗

arXiv1998

Effect of noise on coupled chaotic systems

Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by identical noise, show synchronization phenomena where chaotic trajectories exponentially converge towards a single noisy trajectory, independent of the initial conditions. In a random neural network, with infinite range coupling, chaos is suppressed due to noise and the system evolves towards a fixed point. Spatiotemporal stochastic resonance phenomenon has been observed in a square array of coupled threshold devices where a temporal characteristic of the system resonates at a given noise strength. In a chaotically evolving coupled map lattice with logistic map as local dynamics and driven by identical noise at each site, we report that the number of structures (a structure is a group of neighbouring lattice sites for whom values of the variable follow certain predefined pattern) follow a power-law decay with the length of the structure. An interesting phenomenon, which we call stochastic coherence, is also reported in which the abundance and lifetimes of these structures show characteristic peaks at some intermediate noise strength.

chao-dyn↗

arXiv1996

Semiclassical theory for many-body Fermionic systems

We present a treatment of many-body Fermionic systems that facilitates an expression of the well-known quantities in a series expansion of the Planck's constant. The ensuing semiclassical result contains to a leading order of the response function the classical time correlation function of the observable followed by the Weyl-Wigner series, on top of these terms are the periodic-orbit correction terms. The treatment given here starts from linear response assumption of the many-body theory and in its connection with semiclassical theory, it makes no assumption of the integrability of classical dynamics underlying the one-body quantal system. Applications of the framework are also discussed.

cond-mat↗

arXiv1997

Chaotic behavior of confining lattice gauge field configurations

We analyze the leading Lyapunov exponents of SU(2) Yang-Mills field configurations on the lattice which are initialized by quantum Monte Carlo simulations. We find that configurations in the strong coupling phase at finite temperature are substantially more chaotic than in deconfinement.

hep-lat↗