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About coherent structures in random shell models for passive scalar advection

A study of anomalous scaling in models of passive scalar advection in terms of singular coherent structures is proposed. The stochastic dynamical system considered is a shell model reformulation of Kraichnan model. We extend the method introduced in \cite{DDG99} to the calculation of self-similar instantons and we show how such objects, being the most singular events, are appropriate to capture asymptotic scaling properties of the scalar field. Preliminary results concerning the statistical weight of fluctuations around these optimal configurations are also presented.

chao-dyn↗

Quantum Algorithmic Integrability: The Metaphor of Polygonal Billiards

An elementary application of Algorithmic Complexity Theory to the polygonal approximations of curved billiards-integrable and chaotic-unveils the equivalence of this problem to the procedure of quantization of classical systems: the scaling relations for the average complexity of symbolic trajectories are formally the same as those governing the semi-classical limit of quantum systems. Two cases-the circle, and the stadium-are examined in detail, and are presented as paradigms.

chao-dyn↗

Unstable dimension variability and synchronization of chaotic systems

An aspect of the synchronization dynamics is investigated in this work. We argue analytically and confirm numerically that the chaotic dynamics on the synchronization manifold exhibits unstable dimension variability. Unstable dimension variability is a cause of severe modeling difficulty for physical phenomena, since trajectories obtained from the mathematical model may not be related to trajectories of the actual system. We present and example of unstable dimension variability occurring in a system of two coupled chaotic maps, considering the dynamics in the synchronization manifold and its corresponding transversal direction, where a tongue-like structure is formed. The unstable dimension variability is revealed in the statistical distribution of the finite-time transversal Lyapunov exponent, having both negative and positive values.

chao-dyn↗

Quantum mechanical time-delay matrix in chaotic scattering

We calculate the probability distribution of the matrix Q = -i \hbar S^{-1} dS/dE for a chaotic system with scattering matrix S at energy E. The eigenvalues τ_j of Q are the so-called proper delay times, introduced by E. P. Wigner and F. T. Smith to describe the time-dependence of a scattering process. The distribution of the inverse delay times turns out to be given by the Laguerre ensemble from random-matrix theory.

chao-dyn↗

Semiclassical spectra from periodic-orbit clusters in a mixed phase space

We determine semiclassical quasienergy spectra from periodic orbits for a system with a mixed phase space, the kicked top. Throughout the transition from integrability to well developed chaos the standard error incurred for the quasienergies is a small percentage of their mean spacing. Such fine accuracy does not even require the angular momentum quantum number $j\propto 1/\hbar$ to be large; it already prevails for $j=1,2,3$. To open the way towards a reliable spectrum the conventional trace formula à la Gutzwiller has to be extended by including (i) ghosts, i.e., complex predecessors of bifurcating orbits and the possibility of Stokes transitions undergone by such complex orbits and (ii) collective contributions of clusters of periodic orbits near bifurcations. Even bifurcations of codimension higher than one must be reckoned with by accounting for the clusters involved through the appropriate diffraction integrals.

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Avoided Band Crossings: Tuning Metal-Insulator Transitions in Chaotic Systems

We show that avoided crossings of energy bands may give rise to a variety of phenomena such as transitions from metal to insulator and vice versa, changes in localization lengths, and changes in the fractal dimension of energy spectra. We explain the occurrence of these phenomena in the kicked Harper model under classically chaotic conditions and predict them to occur in other systems.

cond-mat↗

Statistical mechanics of voting

Decision procedures aggregating the preferences of multiple agents can produce cycles and hence outcomes which have been described heuristically as `chaotic'. We make this description precise by constructing an explicit dynamical system from the agents' preferences and a voting rule. The dynamics form a one dimensional statistical mechanics model; this suggests the use of the topological entropy to quantify the complexity of the system. We formulate natural political/social questions about the expected complexity of a voting rule and degree of cohesion/diversity among agents in terms of random matrix models---ensembles of statistical mechanics models---and compute quantitative answers in some representative cases.

cond-mat.stat-mech↗

Excitation spectrum of Andreev billiards with a mixed phase space

We present a semiclassical theory for the excitation spectrum of a ballistic quantum dot weakly coupled to a superconductor, for the generic situation that the classical motion gives rise to a phase space containing islands of regularity in a chaotic sea. The density of low-energy excitations is determined by quantum energy scales that are related in a simple way to the morphology of the mixed phase space. An exact quantum mechanical computation for the annular billiard shows good agreement with the semiclassical predictions, in particular for the reduction of the excitation gap when the coupling to the regular regions is maximal.

cond-mat.mes-hall↗

Better Nonlinear Models from Noisy Data: Attractors with Maximum Likelihood

A new approach to nonlinear modelling is presented which, by incorporating the global behaviour of the model, lifts shortcomings of both least squares and total least squares parameter estimates. Although ubiquitous in practice, a least squares approach is fundamentally flawed in that it assumes independent, normally distributed (IND) forecast errors: nonlinear models will not yield IND errors even if the noise is IND. A new cost function is obtained via the maximum likelihood principle; superior results are illustrated both for small data sets and infinitely long data streams.

chao-dyn↗

Correlations in the Adiabatic Response of Chaotic Systems

Adiabatic variation of the parameters of a chaotic system results in a fluctuating reaction force. In the leading order in the adiabaticity parameter, a dissipative force, that is present in classical mechanics was found to vanish in quantum mechanics. On the time scale t, this force is proportional to I(t), the integral of the force-force correlation function over time t. In order to understand the crossover between the classical and the quantum mechanical behavior we calculated I(t) in random matrix theory. We found that for systems belonging to the Gaussian unitary ensemble this crossover takes place at a characteristic time (proportional to the Heisenberg time) and for longer times I(t) practically vanishes, resulting in vanishing dissipation. For systems belonging to the Gaussian orthogonal ensemble I(t) drops like 1/t and there is no such characteristic time. I(t) is calculated for various models and the relation to experiment is discussed.

chao-dyn↗

Quantized Orbits and Resonant Transport

A tight binding representation of the kicked Harper model is used to obtain an integrable semiclassical Hamiltonian consisting of degenerate "quantized" orbits. New orbits appear when renormalized Harper parameters cross integer multiples of $π/2$. Commensurability relations between the orbit frequencies are shown to correlate with the emergence of accelerator modes in the classical phase space of the original kicked problem. The signature of this resonant transport is seen in both classical and quantum behavior. An important feature of our analysis is the emergence of a natural scaling relating classical and quantum couplings which is necessary for establishing correspondence.

chao-dyn↗

Measurement of Wave Chaotic Eigenfunctions in the Time-Reversal Symmetry-Breaking Crossover Regime

We present experimental results on eigenfunctions of a wave chaotic system in the continuous crossover regime between time-reversal symmetric and time-reversal symmetry-broken states. The statistical properties of the eigenfunctions of a two-dimensional microwave resonator are analyzed as a function of an experimentally determined time-reversal symmetry breaking parameter. We test four theories of one-point eigenfunction statistics and introduce a new theory relating the one-point and two-point statistical properties in the crossover regime. We also find a universal correlation between the one-point and two-point statistical parameters for the crossover eigenfunctions.

chao-dyn↗

Resource Letter TF-1: Turbulence in Fluids

This Resource Letter provides a guide to the literature on fully developed turbulence in fluids. It is restricted to mechanically driven turbulence in an incompressible fluid described by the Navier-Stokes equations of hydrodynamics, and places greatest emphasis on fundamental physical questions. Journal articles and books are cited for the following topics: The Navier-Stokes equations, qualitative aspects of turbulence, the 1941 Kolmogorov theory, intermittency and small scale structure, time correlations and pressure; with brief mention of two-dimensional turbulence, passive scalars in turbulence, and the turbulent boundary layer,

chao-dyn↗

Chaos in the segments from Korean traditional singing and western singing

We investigate the time series of the segments from a Korean traditional song ``Gwansanyungma'' and a western song ``La Mamma Morta'' using chaotic analysis techniques. It is found that the phase portrait in the reconstructed state space of the time series of the segment from the Korean traditional song has a more complex structure in comparison with the segment from the western songs. The segment from the Korean traditional song has the correlation dimension 4.4 and two positive Lyapunov exponents which show that the dynamic related to the Korean traditional song is a high dimensional hyperchaotic process. On the other hand, the segment from the western song with only one positive Lyapunov exponent and the correlation dimension 2.5 exhibits low dimensional chaotic behavior.

chao-dyn↗

Noise-driven Synchronization in Coupled Map Lattices

Synchronization is shown to occur in spatially extended systems under the effect of additive spatio-temporal noise. In analogy to low dimensional systems, synchronized states are observable only if the maximum Lyapunov exponent $Λ$ is negative. However, a sufficiently high noise level can lead, in map with finite domain of definition, to nonlinear propagation of information, even in non chaotic systems. In this latter case the transition to synchronization is ruled by a new ingredient : the propagation velocity of information $V_F$. As a general statement, we can affirm that if $V_F$ is finite the time needed to achieve a synchronized trajectory grows exponentially with the system size $L$, while it increases logarithmically with $L$ when, for sufficiently large noise amplitude, $V_F = 0$ .

chao-dyn↗

An integration scheme for reaction-diffusion models

A detailed description and validation of a recently developed integration scheme is here reported for one- and two-dimensional reaction-diffusion models. As paradigmatic examples of this class of partial differential equations the complex Ginzburg-Landau and the Fitzhugh-Nagumo equations have been analyzed. The novel algorithm has precision and stability comparable to those of pseudo-spectral codes, but it is more convenient to employ for systems with quite large linear extention $L$. As for finite-difference methods, the implementation of the present scheme requires only information about the local enviroment and this allows to treat also system with very complicated boundary conditions.

cond-mat.stat-mech↗

Non-equilibrium coherent vortex states and subharmonic giant Shapiro steps in Josephson junction arrays

This is a review of recent work on the dynamic response of Josephson junction arrays driven by dc and ac currents. The arrays are modeled by the resistively shunted Josephson junction model, appropriate for proximity effect junctions, including self-induced magnetic fields as well as disorder. The relevance of the self-induced fields is measured as a function of a parameter $κ=λ_L/a$, with $λ_L$ the London penetration depth of the arrays, and $a$ the lattice spacing. The transition from Type II ($κ>1$) to Type I ($κ<1$) behavior is studied in detail. We compare the results for models with self, self+nearest-neighbor, and full inductance matrices. In the $κ=\infty$ limit, we find that when the initial state has at least one vortex-antivortex pair, after a characteristic transient time these vortices unbind and {\it radiate} other vortices. These radiated vortices settle into a parity-broken, time-periodic, {\em axisymmetric coherent vortex state} (ACVS), characterized by alternate rows of positive and negative vortices lying along a tilted axis. The ACVS produces subharmonic steps in the current voltage (IV) characteristics, typical of giant Shapiro steps. For finite $κ$ we find that the IV's show subharmonic giant Shapiro steps, even at zero external magnetic field. We find that these subharmonic steps are produced by a whole family of coherent vortex oscillating patterns, with their structure changing as a function of $κ$. In general, we find that these patterns are due to a break down of translational invariance produced, for example, by disorder or antisymmetric edge-fields. The zero field case results are in good qualitative agreement with experiments

cond-mat↗

Synchronization of chaotic systems driven by identical noise

An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving with friction in the time-dependent potential and driven by the identical noise. The threshold values of the parameters for transition from chaotic to nonchaotic behavior are obtained and dependencies of the Lyapunov exponents and power spectral density of the current of the ensemble of particles on the nonlinearity of the systems and intensity of the driven force are analyzed.

chao-dyn↗