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The Toda criterion of the Gaussian curvature is applied to calculate analytically the transition energy from regular to chaotic motion in a schematic model describing the interaction between collective dipole and quadrupole modes in atomic nuclei.
The long-time behavior of the infinite temperature spin correlation functions describing the free induction decay in nuclear magnetic resonance and intermediate structure factors in inelastic neutron scattering is considered. These correlation functions are defined for one-, two- and three-dimensional infinite lattices of interacting spins both classical and quantum. It is shown that, even though the characteristic timescale of the long-time decay of the correlation functions considered is non-Markovian, the generic functional form of this decay is either simple exponential or exponential multiplied by cosine. This work contains (i) summary of the existing experimental and numerical evidence of the above asymptotic behavior; (ii) theoretical explanation of this behavior; and (iii) semi-empirical analysis of various factors discriminating between the monotonic and the oscillatory long-time decays. The theory is based on a fairly strong conjecture that, as a result of chaos generated by the spin dynamics, a Brownian-like Markovian description can be applied to the long-time properties of ensemble average quantities on a non-Markovian timescale. The formalism resulting from that conjecture can be described as ``correlated diffusion in finite volumes.''
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
The critical behavior for intermittency is studied in two coupled one-dimensional (1D) maps. We find two fixed maps of an approximate renormalization operator in the space of coupled maps. Each fixed map has a common relavant eigenvaule associated with the scaling of the control parameter of the uncoupled one-dimensional map. However, the relevant ``coupling eigenvalue'' associated with coupling perturbation varies depending on the fixed maps. These renormalization results are also confirmed for a linearly-coupled case.
In the framework of Nelson stochastic quantization we derive exact non-stationary states for a class of time-dependent potentials. The wave-packets follow a classical motion with constant dispersion. The new states thus define a possible extension of the harmonic-oscillator coherent states to more general potentials. As an explicit example we give a detailed treatement of a sestic oscillator potential.
The chaotic properties of some subshift maps are investigated. These subshifts are the orbit closures of certain non-periodic recurrent points of a shift map. We first provide a review of basic concepts for dynamics of continuous maps in metric spaces. These concepts include nonwandering point, recurrent point, eventually periodic point, scrambled set, sensitive dependence on initial conditions, Robinson chaos, and topological entropy. Next we review the notion of shift maps and subshifts. Then we show that the one-sided subshifts generated by a non-periodic recurrent point are chaotic in the sense of Robinson. Moreover, we show that such a subshift has an infinite scrambled set if it has a periodic point. Finally, we give some examples and discuss the topological entropy of these subshifts, and present two open problems on the dynamics of subshifts.
Phase synchronization is shown to occur between opposite cells of a ring consisting of chaotic Lorenz oscillators coupled unidirectionally through driving. As the coupling strength is diminished, full phase synchronization cannot be achieved due to random generation of phase jumps. The brownian dynamics underlying this process is studied in terms of a stochastic diffusion model of a particle in a one-dimensional medium.
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.
We describe a map-based model which reproduces many of the behaviors seen in partial differential equations (PDE's). Like PDE's, we show that this model can support an infinite number of stationary solutions, traveling solutions, breathing solutions, and elastically colliding solutions. Unlike PDE's, the model can be applied with minimal computational machinery, and few sources of numerical error. Moreover, this model clarifies possible mechanisms by which various coherent solutions are maintained in the face of dispersion.
The paper discusses the use of amplitude equations to describe the spatio-temporal dynamics of a chemical reaction-diffusion system based on an Oregonator model of the Belousov-Zhabotinsky reaction. Sufficiently close to a supercritical Hopf bifurcation the reaction-diffusion equation can be approximated by a complex Ginzburg-Landau equation with parameters determined by the original equation at the point of operation considered. We illustrate the validity of this reduction by comparing numerical spiral wave solutions to the Oregonator reaction-diffusion equation with the corresponding solutions to the complex Ginzburg-Landau equation at finite distances from the bifurcation point. We also compare the solutions at a bifurcation point where the systems develop spatio-temporal chaos. We show that the complex Ginzburg-Landau equation represents the dynamical behavior of the reaction-diffusion equation remarkably well sufficiently far from the bifurcation point for experimental applications to be feasible.
The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a turning point which represents a local minimum or maximum of the trajectory. Following we investigate the highly organized and structured distribution of turning points. The turning point dynamics is discussed and the corresponding turning point map which possesses an appealing asymptotic scaling property is investigated. Strong correlations are shown to exist for the turning point trajectories which contain the information of the fixed points as well as the stability coefficients of the dynamical system. For the more specialized case of symmetric maps which possess a symmetric density we derive universal statistical properties of the corresponding turning point dynamics. Using the turning point concept we finally develop a method for the analysis of (one dimensional) time series.
We consider a model proposed earlier by us for describing a form of plastic instability found in creep experiments . The model consists of three types of dislocations and some transformations between them. The model is known to reproduce a number of experimentally observed features. The mechanism for the phenomenon has been shown to be Hopf bifurcation with respect to physically relevant drive parameters. Here, we present a mathematical analysis of adiabatically eliminating the fast mode and obtaining a Ginzburg-Landau equation for the slow modes associated with the steps on creep curve. The transition to the instability region is found to be one of subcritical bifurcation over most of the interval of one of the parameters while supercritical bifurcation is found in a narrow mid-range of the parameter. This result is consistent with experiments. The dependence of the amplitude and the period of strain jumps on stress and temperature derived from the Ginzburg-Landau equation are also consistent with experiments. On the basis of detailed numerical solution via power series expansion, we show that high order nonlinearities control a large portion of the subcritical domain.
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the outstretched hand of healthy subjects, we compare the results for a linear model that explicitly includes additional observational noise to one that ignores this noise. We discuss problems and possible solutions for nonlinear deterministic as well as nonlinear stochastic processes. Especially we discuss the state space model applicable for modeling noisy stochastic systems and Bock's algorithm capable for modeling noisy deterministic systems.
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.
The dependence of the Lyapunov exponent on the closeness parameter, $ε$, in tangent bifurcation systems is investigated. We study and illustrate two averaging procedures for defining Lyapunov exponents in such systems. First, we develop theoretical expressions for an isolated tangency channel in which the Lyapunov exponent is defined on single channel passes. Numerical simulations were done to compare theory to measurement across a range of $ε$ values. Next, as an illustration of defining the Lyapunov exponent on many channel passes, a simulation of the intermittent transition in the logistic map is described. The modified theory for the channels is explained and a simple model for the gate entrance rates is constructed. An important correction due to the discrete nature of the iterative flow is identified and incorporated in an improved model. Realistic fits to the data were made for the Lyapunov exponents from the logistic gate and from the full simulation. A number of additional corrections which could improve the treatment of the gates are identified and briefly discussed.
We introduce a modified algorithm to perform nonlinear filtering of a time series by locally linear phase space projections. Unlike previous implementations, the algorithm can be used not only for a posteriori processing but includes the possibility to perform real time filtering in a data stream. The data base that represents the phase space structure generated by the data is updated dynamically. This also allows filtering of non-stationary signals and dynamic parameter adjustment. We discuss exemplary applications, including the real time extraction of the fetal electrocardiogram from abdominal recordings.
The structure of spiral waves is investigated in super-excitable reaction-diffusion systems where the local dynamics exhibits multi-looped phase space trajectories. It is shown that such systems support stable spiral waves with broken symmetry and complex temporal dynamics. The main structural features of such waves, synchronization defect lines, are demonstrated to be similar to those of spiral waves in systems with complex-oscillatory dynamics.
We study the spatiotemporal dynamics, in one and two spatial dimensions, of two complex fields which are the two components of a vector field satisfying a vector form of the complex Ginzburg-Landau equation. We find synchronization and generalized synchronization of the spatiotemporally chaotic dynamics. The two kinds of synchronization can coexist simultaneously in different regions of the space, and they are mediated by localized structures. A quantitative characterization of the degree of synchronization is given in terms of mutual information measures.