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arXiv1998

The dynamics of a low-order coupled ocean-atmosphere model

A system of five ordinary differential equations is studied which combines the Lorenz-84 model for the atmosphere and a box model for the ocean. The behaviour of this system is studied as a function of the coupling parameters. For most parameter values, the dynamics of the atmosphere model is dominant. For a range of parameter values, competing attractors exist. The Kaplan-Yorke dimension and the correlation dimension of the chaotic attractor are numerically calculated and compared to the values found in the uncoupled Lorenz model. In the transition from periodic behaviour to chaos intermittency is observed. The intermittent behaviour occurs near a Neimark-Sacker bifurcation at which a periodic solution loses its stability. The length of the periodic intervals is governed by the time scale of the ocean component. Thus, in this regime the ocean model has a considerable influence on the dynamics of the coupled system.

chao-dyn↗

arXiv1998

Ray and wave chaos in asymmetric resonant optical cavities

Optical resonators are essential components of lasers and other wavelength-sensitive optical devices. A resonator is characterized by a set of modes, each with a resonant frequency omega and resonance width Delta omega=1/tau, where tau is the lifetime of a photon in the mode. In a cylindrical or spherical dielectric resonator, extremely long-lived resonances are due to `whispering gallery' modes in which light circulates around the perimeter trapped by total internal reflection. These resonators emit light isotropically. Recently, a new category of asymmetric resonant cavities (ARCs) has been proposed in which substantial shape deformation leads to partially chaotic ray dynamics. This has been predicted to give rise to a universal, frequency-independent broadening of the whispering-gallery resonances, and highly anisotropic emission. Here we present solutions of the wave equation for ARCs which confirm many aspects of the earlier ray-optics model, but also reveal interesting frequency-dependent effects characteristic of quantum chaos. For small deformations the lifetime is controlled by evanescent leakage, the optical analogue of quantum tunneling. We find that the lifetime is much shortened by a process known as `chaos-assisted tunneling'. In contrast, for large deformations (~10%) some resonances are found to have longer lifetimes than predicted by the ray chaos model due to `dynamical localization'.

chao-dyn↗

arXiv1999

Microscopic chaos from Brownian motion?

A recent experiment on Brownian motion has been interpreted to exhibit direct evidence for microscopic chaos. In this note we demonstrate that virtually identical results can be obtained numerically using a manifestly microscopically nonchaotic system.

chao-dyn↗

arXiv1997

The lift on a tank-treading ellipsoidal cell in a bounded shear flow

The lift on a strongly non-spherical vesicle in a bounded shear flow, is studied in the case the membrane moves with a velocity, which is a linear function of the coordinates. The magnitude of the induced drift is calculated as a function of the axes lengths, of the distance from the wall, and of the ratio of the cell to the solvent viscosity. It appears that the main mechanism for lift, in the presence of tank-treading motions, is the fixed orientation of the vesicle with respect to the flow. Tank-treading vesicles in suspensions, flowing through narrow gaps under small Reynolds number conditions: $Re=Lv/ν< 1$ (with $L$ the gap width, v the flow velocity and $ν$ the viscosity) migrate away from the walls, with a velocity that is $Ø(Re^{-1})$ larger than predicted by inertia.

chao-dyn↗

arXiv1998

A Scanned Perturbation Technique For Imaging Electromagnetic Standing Wave Patterns of Microwave Cavities

We have developed a method to measure the electric field standing wave distributions in a microwave resonator using a scanned perturbation technique. Fast and reliable solutions to the Helmholtz equation (and to the Schrodinger equation for two dimensional systems) with arbitrarily-shaped boundaries are obtained. We use a pin perturbation to image primarily the microwave electric field amplitude, and we demonstrate the ability to image broken time-reversal symmetry standing wave patterns produced with a magnetized ferrite in the cavity. The whole cavity, including areas very close to the walls, can be imaged using this technique with high spatial resolution over a broad range of frequencies.

chao-dyn↗

arXiv1999

Ornstein-Uhlenbeck-Cauchy Process

We combine earlier investigations of linear systems with Lévy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of Lévy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete construction of the Ornstein-Uhlenbeck-Cauchy process as a fully computable model of an anomalous transport and a paradigm example of Doob's stable noise-supported Ornstein-Uhlenbeck process. Despite the nonexistence of all moments, we determine local characteristics (forward drift) of the process, generators of forward and backward dynamics, relevant (pseudodifferential) evolution equations. Finally we prove that this random dynamics is not only mixing (hence ergodic) but also exact. The induced nonstationary spatial process is proved to be Markovian and quite apart from its inherent discontinuity defines an associated velocity process in a probabilistic sense.

chao-dyn↗

arXiv1999

A Fundamental Limit of Measurement Imposed by the Elementary Interactions

Quantum information theory is closely related to quantum measurement theory because one must perform measurement to obtain information on a quantum system. Among many possible limits of quantum measurement, the simplest ones were derived directly from the uncertainty principles. However, such simple limits are not the only limits. I here suggest a new limit which comes from the forms and the strengths of the elementary interactions. Namely, there are only four types of elementary interactions in nature; their forms are determined by the gauge invariance (and symmetry breaking), and their coupling constants (in the low-energy regime) have definite values. I point out that this leads to a new fundamental limit of quantum measurements. Furthermore, this fundamental limit imposes the fundamental limits of getting information on, preparing, and controlling quantum systems.

quant-ph↗

arXiv1999

Stochastic modelling of nonlinear dynamical systems

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a Markovian diffusion process.

chao-dyn↗

arXiv1993

A Fredholm Determinant for Semi-classical Quantization

We investigate a new type of approximation to quantum determinants, the ``\qFd", and test numerically the conjecture that for Axiom A hyperbolic flows such determinants have a larger domain of analyticity and better convergence than the \qS s derived from the \Gt. The conjecture is supported by numerical investigations of the 3-disk repeller, a normal-form model of a flow, and a model 2-$d$ map.

chao-dyn↗

arXiv1994

Kinks Dynamics in One-Dimensional Coupled Map Lattices

We examine the problem of the dynamics of interfaces in a one-dimensional space-time discrete dynamical system. Two different regimes are studied : the non-propagating and the propagating one. In the first case, after proving the existence of such solutions, we show how they can be described using Taylor expansions. The second situation deals with the assumption of a travelling wave to follow the kink propagation. Then a comparison with the corresponding continuous model is proposed. We find that these methods are useful in simple dynamical situations but their application to complex dynamical behaviour is not yet understood.

chao-dyn↗

arXiv1994

Dynamical systems theory for music dynamics

We show that, when music pieces are cast in the form of time series of pitch variations, the concepts and tools of dynamical systems theory can be applied to the analysis of {\it temporal dynamics} in music. (i) Phase space portraits are constructed from the time series wherefrom the dimensionality is evaluated as a measure of the {\pit global} dynamics of each piece. (ii) Spectral analysis of the time series yields power spectra ($\sim f^{-ν}$) close to {\pit red noise} ($ν\sim 2$) in the low frequency range. (iii) We define an information entropy which provides a measure of the {\pit local} dynamics in the musical piece; the entropy can be interpreted as an evaluation of the degree of {\it complexity} in the music, but there is no evidence of an analytical relation between local and global dynamics. These findings are based on computations performed on eighty sequences sampled in the music literature from the 18th to the 20th century.

chao-dyn↗

arXiv1995

Piecewise Linear Models for the Quasiperiodic Transition to Chaos

We formulate and study analytically and computationally two families of piecewise linear degree one circle maps. These families offer the rare advantage of being non-trivial but essentially solvable models for the phenomenon of mode-locking and the quasi-periodic transition to chaos. For instance, for these families, we obtain complete solutions to several questions still largely unanswered for families of smooth circle maps. Our main results describe (1) the sets of maps in these families having some prescribed rotation interval; (2) the boundaries between zero and positive topological entropy and between zero length and non-zero length rotation interval; and (3) the structure and bifurcations of the attractors in one of these families. We discuss the interpretation of these maps as low-order spline approximations to the classic ``sine-circle'' map and examine more generally the implications of our results for the case of smooth circle maps. We also mention a possible connection to recent experiments on models of a driven Josephson junction.

chao-dyn↗

arXiv1996

Fractional differentiability of nowhere differentiable functions and dimensions

Weierstrass's everywhere continuous but nowhere differentiable function is shown to be locally continuously fractionally differentiable everywhere for all orders below the `critical order' 2-s and not so for orders between 2-s and 1, where s, 1<s<2 is the box dimension of the graph of the function. This observation is consolidated in the general result showing a direct connection between local fractional differentiability and the box dimension/ local Holder exponent. Levy index for one dimensional Levy flights is shown to be the critical order of its characteristic function. Local fractional derivatives of multifractal signals (non-random functions) are shown to provide the local Holder exponent. It is argued that Local fractional derivatives provide a powerful tool to analyze pointwise behavior of irregular signals.

chao-dyn↗

arXiv1998

Remark on the (Non)convergence of Ensemble Densities in Dynamical Systems

We consider a dynamical system with state space $M$, a smooth, compact subset of some ${\Bbb R}^n$, and evolution given by $T_t$, $x_t = T_t x$, $x \in M$; $T_t$ is invertible and the time $t$ may be discrete, $t \in {\Bbb Z}$, $T_t = T^t$, or continuous, $t \in {\Bbb R}$. Here we show that starting with a continuous positive initial probability density $ρ(x,0) > 0$, with respect to $dx$, the smooth volume measure induced on $M$ by Lebesgue measure on ${\Bbb R}^n$, the expectation value of $\log ρ(x,t)$, with respect to any stationary (i.e. time invariant) measure $ν(dx)$, is linear in $t$, $ν(\log ρ(x,t)) = ν(\log ρ(x,0)) + Kt$. $K$ depends only on $ν$ and vanishes when $ν$ is absolutely continuous wrt $dx$.

math-ph↗

arXiv1998

B. B. G. K. Y. Hierarchy Methods for Sums of Lyapunov Exponents for Dilute Gases

We consider a general method for computing the sum of positive Lyapunov exponents for moderately dense gases. This method is based upon hierarchy techniques used previously to derive the generalized Boltzmann equation for the time dependent spatial and velocity distribution functions for such systems. We extend the variables in the generalized Boltzmann equation to include a new set of quantities that describe the separation of trajectories in phase space needed for a calculation of the Lyapunov exponents. The method described here is especially suitable for calculating the sum of all of the positive Lyapunov exponents for the system, and may be applied to equilibrium as well as non-equilibrium situations. For low densities we obtain an extended Boltzmann equation, from which, under a simplifying approximation, we recover the sum of positive Lyapunov exponents for hard disk and hard sphere systems, obtained before by a simpler method. In addition we indicate how to improve these results by avoiding the simplifying approximation. The restriction to hard sphere systems in $d$-dimensions is made to keep the somewhat complicated formalism as clear as possible, but the method can be easily generalized to apply to gases of particles that interact with strong short range forces.

chao-dyn↗

arXiv1998

Design criteria of a chemical reactor based on a chaotic flow

We consider the design criteria of a chemical mixing device based on a chaotic flow, with an emphasis on the steady-state devices. The merit of a reactor, defined as the $Q$-factor, is related to the physical dimension of the device and the molecular diffusivity of the reactants through the local Lyapunov exponents of the flow. The local Lyapunov exponent can be calculated for any given flow field and it can also be measured in experimental situations. Easy-to-compute formulae are provided to estimate the $Q$-factor given either the exact spatial dependence of the local Lyapunov exponent or its probability distribution function. The requirements for optimization are made precise in the context of local Lyapunov exponents.

physics.flu-dyn↗

arXiv1999

Transport in finite size systems: an exit time approach

In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of recirculation zones a description by mean of asymptotic quantities (such as the eddy diffusivity) is not appropriate. The non asymptotic properties of dispersion are characterized by means of the exit time statistics, which shows strong sensitivity on initial conditions. This yields a probability distribution function with long tails, making impossible a characterization in terms of a unique typical exit time.

chao-dyn↗

arXiv1999

Entropy computing via integration over fractal measures

We discuss the properties of invariant measures corresponding to iterated function systems (IFSs) with place-dependent probabilities and compute their Renyi entropies, generalized dimensions, and multifractal spectra. It is shown that with certain dynamical systems one can associate the corresponding IFSs in such a way that their generalized entropies are equal. This provides a new method of computing entropy for some classical and quantum dynamical systems. Numerical techniques are based on integration over the fractal measures.

chao-dyn↗