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From Turing patterns to chimera states in the 2D Brusselator model: The Brusselator has been used as a prototype model for autocatalytic reactions, and in particular for the Belouzov- Zhabotinsky reaction. When coupled at the diffusive limit, the Brusselator undergoes a Turing bifurcation resulting in the formation of classical Turing patterns, such as spots, stripes and spirals in 2 spatial dimensions. In the present study we use generic nonlocally coupled Brusselators and show that in the limit of the coupling range R->1 (diffusive limit), the classical Turing patterns are recovered, while for intermediate coupling ranges and appropriate parameter values chimera states are produced. This study demonstrates how the parameters of a typical nonlinear oscillator can be tuned so that the coupled system passes from spatially stable Turing structures to dynamical spatiotemporal chimera states.
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A new approach to simulating stochastic delayed systems: In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME, we prove that they are equivalent both in distribution, and in sample paths they produce. This allows us to formulate an algorithmic approach to deriving equivalent It\^{o} SDDEs with a smaller number of noise variables, which increases the computational speed of simulating stochastic delayed systems. The new method is illustrated on a simple model of two interacting species, and it shows excellent agreement with the results of direct stochastic simulations, while also demonstrating a much superior speed of performance.
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Experimental and numerical investigation of the reflection coefficient and the distributions of Wigner's reaction matrix for irregular graphs with absorption: We present the results of experimental and numerical study of the distribution of the reflection coefficient P(R) and the distributions of the imaginary P(v) and the real P(u) parts of the Wigner's reaction K matrix for irregular fully connected hexagon networks (graphs) in the presence of strong absorption. In the experiment we used microwave networks, which were built of coaxial cables and attenuators connected by joints. In the numerical calculations experimental networks were described by quantum fully connected hexagon graphs. The presence of absorption introduced by attenuators was modelled by optical potentials. The distribution of the reflection coefficient P(R) and the distributions of the reaction K matrix were obtained from the measurements and numerical calculations of the scattering matrix S of the networks and graphs, respectively. We show that the experimental and numerical results are in good agreement with the exact analytic ones obtained within the framework of random matrix theory (RMT).
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A mechanical mode-stirred reverberation chamber with chaotic geometry: A previous research on multivariate approach to the calculation of reverberation chamber correlation matrices is used to calculate the number of independent positions in a mode-stirred reverberation chamber. Anomalies and counterintuitive behavior are observed in terms of number of correlated matrix elements with respect to increasing frequency. This is ascribed to the regular geometry forming the baseline cavity (screened room) of a reverberation chamber, responsible for localizing energy and preserving regular modes (bouncing ball modes). Smooth wall deformations are introduced in order to create underlying Lyapunov instability of rays and then destroy survived regular modes. Numerical full-wave simulations are performed for a reverberation chamber with corner hemispheres and (off-)center wall spherical caps. Field sampling is performed by moving a mechanical carousel stirrer. It is found that wave-chaos inspired baseline geometries improve chamber performances in terms of lowest usable frequencies and number of independent cavity realizations of mechanical stirrers.
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Solution of linearized Fokker - Planck equation for incompressible fluid: In this work we construct algebraic equation for elements of spectrum of linearized Fokker - Planck differential operator for incompressible fluid. We calculate roots of this equation using simple numeric method. For all these roots real part is positive, that is corresponding solutions are damping. Eigenfunctions of linearized Fokker - Planck differential operator for incompressible fluid are expressed as linear combinations of eigenfunctions of usual Fokker - Planck differential operator. Poisson's equation for pressure is derived from incompressibility condition. It is stated, that the pressure could be totally eliminated from dynamics equations. The Cauchy problem setup and solution method is presented. The role of zero pressure solutions as eigenfunctions for confluent eigenvalues is emphasized.
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Unstable periodic orbits in a chaotic meandering jet flow: We study the origin and bifurcations of typical classes of unstable periodic orbits in a jet flow that was introduced before as a kinematic model of chaotic advection, transport and mixing of passive scalars in meandering oceanic and atmospheric currents. A method to detect and locate the unstable periodic orbits and classify them by the origin and bifurcations is developed. We consider in detail period-1 and period-4 orbits playing an important role in chaotic advection. We introduce five classes of period-4 orbits: western and eastern ballistic ones, whose origin is associated with ballistic resonances of the fourth order, rotational ones, associated with rotational resonances of the second and fourth orders, and rotational-ballistic ones associated with a rotational-ballistic resonance. It is a new kind of nonlinear resonances that may occur in chaotic flow with jets and/or circulation cells. Varying the perturbation amplitude, we track out the origin and bifurcations of the orbits for each class.
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Random Matrix Spectra as a Time Series: Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding possible artifacts introduced by standard unfolding techniques. The fluctuation modes are scale invariant and follow different power laws for Poisson and Gaussian ensembles, which already during the unfolding allows to distinguish the two cases.
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Unified Model, and Novel Reverse Recovery Nonlinearities, of the Driven Diode Resonator: We study the origins of period doubling and chaos in the driven series resistor-inductor-varactor diode (RLD) nonlinear resonant circuit. We find that resonators driven at frequencies much higher than the diode reverse recovery rate do not show period doubling, and that models of chaos based on the nonlinear capacitance of the varactor diode display a reverse-recovery-like effect, and this effect strongly resembles reverse recovery of real diodes. We find for the first time that in addition to the known dependence of the reverse recovery time on past current maxima, there are also important nonlinear dependencies on pulse frequency, duty-cycle, and DC voltage bias. Similar nonlinearities are present in the nonlinear capacitance models of these diodes. We conclude that a history-dependent and nonlinear reverse recovery time is an essential ingredient for chaotic behavior of this circuit, and demonstrate for the first time that all major competing models have this effect, either explicitly or implicitly. Besides unifying the two major models of RLD chaos, our work reveals that the nonlinearities of the reverse recovery time must be included for a complete understanding of period doubling and chaos in this circuit.
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Arnold diffusion of charged particles in ABC magnetic fields: We prove the existence of diffusing solutions in the motion of a charged particle in the presence of an ABC magnetic field. The equations of motion are modeled by a 3DOF Hamiltonian system depending on two parameters. For small values of these parameters, we obtain a normally hyperbolic invariant manifold and we apply the so-called geometric methods for a priori unstable systems developed by A. Delshams, R. de la Llave, and T.M. Seara. We characterize explicitly sufficient conditions for the existence of a transition chain of invariant tori having heteroclinic connections, thus obtaining global instability (Arnold diffusion). We also check the obtained conditions in a computer assisted proof. ABC magnetic fields are the simplest force-free type solutions of the magnetohydrodynamics equations with periodic boundary conditions, so our results are of potential interest in the study of the motion of plasma charged particles in a tokamak.
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Symmetry broken states in an ensemble of globally coupled pendulums: We consider the rotational dynamics in an ensemble of globally coupled identical pendulums. This model is essentially a generalization of the standard Kuramoto model, which takes into account the inertia and the intrinsic nonlinearity of the community elements. There exists the wide variety of in-phase and out-of-phase regimes. Many of these states appear due to broken symmetry. In the case of small dissipation our theoretical analysis allows one to find the boundaries of the instability domain of in-phase rotational mode for ensembles with arbitrary number of pendulums, describe all arising out-of-phase rotation modes and study in detail their stability. For the system of three elements parameter sets corresponding to the unstable in-phase rotations we find a number of out-of-phase regimes and investigate their stability and bifurcations both analytically and numerically. As a result, we obtain a sufficiently detailed picture of the symmetry breaking and existence of various regular and chaotic states.
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A moment-equation-copula-closure method for nonlinear vibrational systems subjected to correlated noise: We develop a moment equation closure minimization method for the inexpensive approximation of the steady state statistical structure of nonlinear systems whose potential functions have bimodal shapes and which are subjected to correlated excitations. Our approach relies on the derivation of moment equations that describe the dynamics governing the two-time statistics. These are combined with a non-Gaussian pdf representation for the joint response-excitation statistics that has i) single time statistical structure consistent with the analytical solutions of the Fokker-Planck equation, and ii) two-time statistical structure with Gaussian characteristics. Through the adopted pdf representation, we derive a closure scheme which we formulate in terms of a consistency condition involving the second order statistics of the response, the closure constraint. A similar condition, the dynamics constraint, is also derived directly through the moment equations. These two constraints are formulated as a low-dimensional minimization problem with respect to unknown parameters of the representation, the minimization of which imposes an interplay between the dynamics and the adopted closure. The new method allows for the semi-analytical representation of the two-time, non-Gaussian structure of the solution as well as the joint statistical structure of the response-excitation over different time instants. We demonstrate its effectiveness through the application on bistable nonlinear single-degree-of-freedom energy harvesters with mechanical and electromagnetic damping, and we show that the results compare favorably with direct Monte-Carlo Simulations.
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A taxonomy for generalized synchronization between flat-coupled systems: Generalized synchronization is plausibly the most complex form of synchronization. Previous studies have revealed the existence of weak or strong forms of generalized synchronization depending on the multi- or mono-valued nature of the mapping between the attractors of two unidirectionally-coupled systems. Generalized synchronization is here obtained by coupling two systems with a flat control law. Here, we demonstrate that the corresponding first-return maps can be topologically conjugate in some cases. Conversely, the response map can foliated while the drive map is not. We describe the corresponding types of generalized synchronization, explicitly focusing on the influence of the coupling strength when significantly different dimensions or dissipation properties characterize the coupled systems. A taxonomy of generalized synchronization based on these properties is proposed.
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Symbolic Synchronization and the Detection of Global Properties of Coupled Dynamics from Local Information: We study coupled dynamics on networks using symbolic dynamics. The symbolic dynamics is defined by dividing the state space into a small number of regions (typically 2), and considering the relative frequencies of the transitions between those regions. It turns out that the global qualitative properties of the coupled dynamics can be classified into three different phases based on the synchronization of the variables and the homogeneity of the symbolic dynamics. Of particular interest is the {\it homogeneous unsynchronized phase} where the coupled dynamics is in a chaotic unsynchronized state, but exhibits (almost) identical symbolic dynamics at all the nodes in the network. We refer to this dynamical behaviour as {\it symbolic synchronization}. In this phase, the local symbolic dynamics of any arbitrarily selected node reflects global properties of the coupled dynamics, such as qualitative behaviour of the largest Lyapunov exponent and phase synchronization. This phase depends mainly on the network architecture, and only to a smaller extent on the local chaotic dynamical function. We present results for two model dynamics, iterations of the one-dimensional logistic map and the two-dimensional H\'enon map, as local dynamical function.
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Chaotic dynamics with Maxima: We present an introduction to the study of chaos in discrete and continuous dynamical systems using the CAS Maxima. These notes are intended to cover the standard topics and techniques: discrete and continuous logistic equation to model growth population, staircase plots, bifurcation diagrams and chaos transition, nonlinear continuous dynamics (Lorentz system and Duffing oscillator), Lyapunov exponents, Poincar\'e sections, fractal dimension and strange attractors. The distinctive feature here is the use of free software with just one ingredient: the CAS Maxima. It is cross-platform and have extensive on-line documentation.
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Accurately Estimating the State of a Geophysical System with Sparse Observations: Predicting the Weather: Utilizing the information in observations of a complex system to make accurate predictions through a quantitative model when observations are completed at time $T$, requires an accurate estimate of the full state of the model at time $T$. When the number of measurements $L$ at each observation time within the observation window is larger than a sufficient minimum value $L_s$, the impediments in the estimation procedure are removed. As the number of available observations is typically such that $L \ll L_s$, additional information from the observations must be presented to the model. We show how, using the time delays of the measurements at each observation time, one can augment the information transferred from the data to the model, removing the impediments to accurate estimation and permitting dependable prediction. We do this in a core geophysical fluid dynamics model, the shallow water equations, at the heart of numerical weather prediction. The method is quite general, however, and can be utilized in the analysis of a broad spectrum of complex systems where measurements are sparse. When the model of the complex system has errors, the method still enables accurate estimation of the state of the model and thus evaluation of the model errors in a manner separated from uncertainties in the data assimilation procedure.
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Chaotic Phenomenon in Nonlinear Gyrotropic Medium: Nonlinear gyrotropic medium is a medium, whose natural optical activity depends on the intensity of the incident light wave. The Kuhn's model is used to study nonlinear gyrotropic medium with great success. The Kuhn's model presents itself a model of nonlinear coupled oscillators. This article is devoted to the study of the Kuhn's nonlinear model. In the first paragraph of the paper we study classical dynamics in case of weak as well as strong nonlinearity. In case of week nonlinearity we have obtained the analytical solutions, which are in good agreement with the numerical solutions. In case of strong nonlinearity we have determined the values of those parameters for which chaos is formed in the system under study. The second paragraph of the paper refers to the question of the Kuhn's model integrability. It is shown, that at the certain values of the interaction potential this model is exactly integrable and under certain conditions it is reduced to so-called universal Hamiltonian. The third paragraph of the paper is devoted to quantum-mechanical consideration. It shows the possibility of stochastic absorption of external field energy by nonlinear gyrotropic medium. The last forth paragraph of the paper is devoted to generalization of the Kuhn's model for infinite chain of interacting oscillators.
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Theory of localization and resonance phenomena in the quantum kicked rotor: We present an analytic theory of quantum interference and Anderson localization in the quantum kicked rotor (QKR). The behavior of the system is known to depend sensitively on the value of its effective Planck's constant $\he$. We here show that for rational values of $\he/(4\pi)=p/q$, it bears similarity to a disordered metallic ring of circumference $q$ and threaded by an Aharonov-Bohm flux. Building on that correspondence, we obtain quantitative results for the time--dependent behavior of the QKR kinetic energy, $E(\tilde t)$ (this is an observable which sensitively probes the system's localization properties). For values of $q$ smaller than the localization length $\xi$, we obtain scaling $E(\tilde t) \sim \Delta \tilde t^2$, where $\Delta=2\pi/q$ is the quasi--energy level spacing on the ring. This scaling is indicative of a long time dynamics that is neither localized nor diffusive. For larger values $q\gg \xi$, the functions $E(\tilde t)\to \xi^2$ saturates (up to exponentially small corrections $\sim\exp(-q/\xi)$), thus reflecting essentially localized behavior.
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Chaos synchronization with coexisting global fields: We investigate the phenomenon of chaos synchronization in systems subject to coexisting autonomous and external global fields by employing a simple model of coupled maps. Two states of chaos synchronization are found: (i) complete synchronization, where the maps synchronize among themselves and to the external field, and (ii) generalized or internal synchronization, where the maps synchronize among themselves but not to the external global field. We show that the stability conditions for both states can be achieved for a system of minimum size of two maps. We consider local maps possessing robust chaos and characterize the synchronization states on the space of parameters of the system. The state of generalized synchronization of chaos arises even the drive and the local maps have the same functional form. This behavior is similar to the process of spontaneous ordering against an external field found in nonequilibrium systems.
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Dynamics of rolling disk: In the paper we present the qualitative analysis of rolling motion without slipping of a homogeneous round disk on a horisontal plane. The problem was studied by S.A. Chaplygin, P. Appel and D. Korteweg who showed its integrability. The behavior of the point of contact on a plane is investigated and conditions under which its trajectory is finit are obtained. The bifurcation diagrams are constructed.
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Low dimensional behavior in three-dimensional coupled map lattices: The analysis of one-, two-, and three-dimensional coupled map lattices is here developed under a statistical and dynamical perspective. We show that the three-dimensional CML exhibits low dimensional behavior with long range correlation and the power spectrum follows $1/f$ noise. This approach leads to an integrated understanding of the most important properties of these universal models of spatiotemporal chaos. We perform a complete time series analysis of the model and investigate the dependence of the signal properties by change of dimension.
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Duffing-type equations: singular points of amplitude profiles and bifurcations: We study the Duffing equation and its generalizations with polynomial nonlinearities. Recently, we have demonstrated that metamorphoses of the amplitude response curves, computed by asymptotic methods in implicit form as $F\left( \Omega ,\ A\right) =0$, permit prediction of qualitative changes of dynamics occurring at singular points of the implicit curve $F\left(\Omega ,\ A\right) =0$. In the present work we determine a global structure of singular points of the amplitude profiles computing bifurcation sets, i.e. sets containing all points in the parameter space for which the amplitude profile has a singular point. We connect our work with independent research on tangential points on amplitude profiles, associated with jump phenomena, characteristic for the Duffing equation. We also show that our techniques can be applied to solutions of form $\Omega _{\pm }=f_{\pm }\left( A\right) $, obtained within other asymptotic approaches.
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Characteristic times for the Fermi-Ulam Model: The mean Poincarr\'e recurrence time as well as the Lyapunov time are measured for the Fermi-Ulam model. We confirm the mean recurrence time is dependent on the size of the window chosen in the phase space to where particles are allowed to recur. The fractal dimension of the region is determined by the slope of the recurrence time against the size of the window and two numerical values were measured: (i) $\mu$ = 1 confirming normal diffusion for chaotic regions far from periodic domains and; (ii) $\mu$ = 2 leading to anomalous diffusion measured near periodic regions, a signature of local trapping of an ensemble of particles. The Lyapunov time is measured over different domains in the phase space through a direct determination of the Lyapunov exponent, indeed being defined as its inverse.
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Generalized Chaotic Synchronizationin Coupled Ginzburg-Landau Equations: Generalized synchronization is analyzed in unidirectionally coupled oscillatory systems exhibiting spatiotemporal chaotic behavior described by Ginzburg-Landau equations. Several types of coupling betweenthe systems are analyzed. The largest spatial Lyapunov exponent is proposed as a new characteristic of the state of a distributed system, and its calculation is described for a distributed oscillatory system. Partial generalized synchronization is introduced as a new type of chaotic synchronization in spatially nonuniform distributed systems. The physical mechanisms responsible for the onset of generalized chaotic synchronization in spatially distributed oscillatory systems are elucidated. It is shown that the onset of generalized chaotic synchronization is described by a modified Ginzburg-Landau equation with additional dissipation irrespective of the type of coupling. The effect of noise on the onset of a generalized synchronization regime in coupled distributed systems is analyzed.
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Naimark-Sacker Bifurcations in Linearly Coupled Quadratic Maps: We report exact analytical expressions locating the $0\to1$, $1\to2$ and $2\to4$ bifurcation curves for a prototypical system of two linearly coupled quadratic maps. Of interest is the precise location of the parameter sets where Naimark-Sacker bifurcations occur, starting from a non-diagonal period-2 orbit. This result is the key to understand the onset of synchronization in networks of quadratic maps.
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Scaling Analysis and Evolution Equation of the North Atlantic Oscillation Index Fluctuations: The North Atlantic Oscillation (NAO) monthly index is studied from 1825 till 2002 in order to identify the scaling ranges of its fluctuations upon different delay times and to find out whether or not it can be regarded as a Markov process. A Hurst rescaled range analysis and a detrended fluctuation analysis both indicate the existence of weakly persistent long range time correlations for the whole scaling range and time span hereby studied. Such correlations are similar to Brownian fluctuations. The Fokker-Planck equation is derived and Kramers-Moyal coefficients estimated from the data. They are interpreted in terms of a drift and a diffusion coefficient as in fluid mechanics. All partial distribution functions of the NAO monthly index fluctuations have a form close to a Gaussian, for all time lags, in agreement with the findings of the scaling analyses. This indicates the lack of predictive power of the present NAO monthly index. Yet there are some deviations for large (and thus rare) events. Whence suggestions for other measurements are made if some improved predictability of the weather/climate in the North Atlantic is of interest. The subsequent Langevin equation of the NAO signal fluctuations is explicitly written in terms of the diffusion and drift parameters, and a characteristic time scale for these is given in appendix.
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Exact geometric theory of dendronized polymer dynamics: Dendronized polymers consist of an elastic backbone with a set of iterated branch structures (dendrimers)attached at every base point of the backbone. The conformations of such molecules depend on the elastic deformation of the backbone and the branches, as well as on nonlocal (e.g., electrostatic, or Lennard-Jones) interactions between the elementary molecular units comprising the dendrimers and/or backbone. We develop a geometrically exact theory for the dynamics of such polymers, taking into account both local (elastic) and nonlocal interactions. The theory is based on applying symmetry reduction of Hamilton's principle for a Lagrangian defined on the tangent bundle of iterated semidirect products of the rotation groups that represent the relative orientations of the dendritic branches of the polymer. The resulting symmetry-reduced equations of motion are written in conservative form.
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Rich dynamics and anticontrol of extinction in a prey-predator system: This paper reveals some new and rich dynamics of a two-dimensional prey-predator system and to anticontrol the extinction of one of the species. For a particular value of the bifurcation parameter, one of the system variable dynamics is going to extinct, while another remains chaotic. To prevent the extinction, a simple anticontrol algorithm is applied so that the system orbits can escape from the vanishing trap. As the bifurcation parameter increases, the system presents quasiperiodic, stable, chaotic and also hyperchaotic orbits. Some of the chaotic attractors are Kaplan-Yorke type, in the sense that the sum of its Lyapunov exponents is positive. Also, atypically for undriven discrete systems, it is numerically found that, for some small parameter ranges, the system seemingly presents strange nonchaotic attractors. It is shown both analytically and by numerical simulations that the original system and the anticontrolled system undergo several Neimark-Sacker bifurcations. Beside the classical numerical tools for analyzing chaotic systems, such as phase portraits, time series and power spectral density, the 0-1 test is used to differentiate regular attractors from chaotic attractors.
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The bifurcations of the critical points and the role of the depth in a symmetric Caldera potential energy surface: In this work, we continue the study of the bifurcations of the critical points in a symmetric Caldera potential energy surface. In particular, we study the influence of the depth of the potential on the trajectory behavior before and after the bifurcations of the critical points. We observe two different types of trajectory behavior: dynamical matching and the non-existence of dynamical matching. Dynamical matching is a phenomenon that limits the way in which a trajectory can exit the Caldera based solely on how it enters the Caldera. Furthermore, we discuss two different types of symmetric Caldera potential energy surface and the transition from the one type to the other through the bifurcations of the critical points.
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Chaotic motion of charged particles in toroidal magnetic configurations: We study the motion of a charged particle in a tokamak magnetic field and discuss its chaotic nature. Contrary to most of recent studies, we do not make any assumption on any constant of the motion and solve numerically the cyclotron gyration using Hamiltonian formalism. We take advantage of a symplectic integrator allowing us to make long-time simulations. First considering an idealized magnetic configuration, we add a non generic perturbation corresponding to a magnetic ripple, breaking one of the invariant of the motion. Chaotic motion is then observed and opens questions about the link between chaos of magnetic field lines and chaos of particle trajectories. Second, we return to a axi-symmetric configuration and tune the safety factor (magnetic configuration) in order to recover chaotic motion. In this last setting with two constants of the motion, the presence of chaos implies that no third global constant exists, we highlight this fact by looking at variations of the first order of the magnetic moment in this chaotic setting. We are facing a mixed phase space with both regular and chaotic regions and point out the difficulties in performing a global reduction such as gyrokinetics.
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Logarithmic periodicities in the bifurcations of type-I intermittent chaos: The critical relations for statistical properties on saddle-node bifurcations are shown to display undulating fine structure, in addition to their known smooth dependence on the control parameter. A piecewise linear map with the type-I intermittency is studied and a log-periodic dependence is numerically obtained for the average time between laminar events, the Lyapunov exponent and attractor moments. The origin of the oscillations is built in the natural probabilistic measure of the map and can be traced back to the existence of logarithmically distributed discrete values of the control parameter giving Markov partition. Reinjection and noise effect dependences are discussed and indications are given on how the oscillations are potentially applicable to complement predictions made with the usual critical exponents, taken from data in critical phenomena.
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Estimation of initial conditions from a scalar time series: We introduce a method to estimate the initial conditions of a mutivariable dynamical system from a scalar signal. The method is based on a modified multidimensional Newton-Raphson method which includes the time evolution of the system. The method can estimate initial conditions of periodic and chaotic systems and the required length of scalar signal is very small. Also, the method works even when the conditional Lyapunov exponent is positive. An important application of our method is that synchronization of two chaotic signals using a scalar signal becomes trivial and instantaneous.
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Pseudo resonance induced quasi-periodic behavior in stochastic threshold dynamics: Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise the signal is irregular and the distribution of threshold crossings is broad, while for a tuned intermediate value of noise intensity the signal becomes quasi-periodic and the distribution of threshold crossings is narrow. The mechanism captured by the model might be relevant for explaining apparent quasi-periodicity of observed climatic variations where no internal or external periodicities can be identified.
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Universality and Hysteresis in Slow Sweeping of Bifurcations: Bifurcations in dynamical systems are often studied experimentally and numerically using a slow parameter sweep. Focusing on the cases of period-doubling and pitchfork bifurcations in maps, we show that the adiabatic approximation always breaks down sufficiently close to the bifurcation, so that the upsweep and downsweep dynamics diverge from one another, disobeying standard bifurcation theory. Nevertheless, we demonstrate universal upsweep and downsweep trajectories for sufficiently slow sweep rates, revealing that the slow trajectories depend essentially on a structural asymmetry parameter, whose effect is negligible for the stationary dynamics. We obtain explicit asymptotic expressions for the universal trajectories, and use them to calculate the area of the hysteresis loop enclosed between the upsweep and downsweep trajectories as a function of the asymmetry parameter and the sweep rate.
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Sampling Chaotic Trajectories Quickly in Parallel: The parallel computational complexity of the quadratic map is studied. A parallel algorithm is described that generates typical pseudotrajectories of length t in a time that scales as log t and increases slowly in the accuracy demanded of the pseudotrajectory. Long pseudotrajectories are created in parallel by putting together many short pseudotrajectories; Monte Carlo procedures are used to eliminate the discontinuities between these short pseudotrajectories and then suitably randomize the resulting long pseudotrajectory. Numerical simulations are presented that show the scaling properties of the parallel algorithm. The existence of the fast parallel algorithm provides a way to formalize the intuitive notion that chaotic systems do not generate complex histories.
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Hiding message in Delay Time: Encryption with Synchronized time-delayed systems: We propose a new communication scheme that uses time-delayed chaotic systems with delay time modulation. In this method, the transmitter encodes a message as an additional modulation of the delay timeand then the receiver decodes the message by tracking the delay time.We demonstrate our communication scheme in a system of coupled logistic maps.Also we discuss the error of the transferred message due to an external noiseand present its correction method.
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Non-Reversible Evolution of Quantum Chaotic System. Kinetic Description: Time dependent dynamics of the chaotic quantum-mechanical system has been studied. Irreversibility of the dynamics is shown. It is shown, that being in the initial moment in pure quantum-mechanical state, system makes irreversible transition into mixed state. Original mechanism of mixed state formation is offered. Quantum kinetic equation is obtained. Growth of the entropy during the evolution process is estimated.
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Classification and stability of simple homoclinic cycles in R^5: The paper presents a complete study of simple homoclinic cycles in R^5. We find all symmetry groups Gamma such that a Gamma-equivariant dynamical system in R^5 can possess a simple homoclinic cycle. We introduce a classification of simple homoclinic cycles in R^n based on the action of the system symmetry group. For systems in R^5, we list all classes of simple homoclinic cycles. For each class, we derive necessary and sufficient conditions for asymptotic stability and fragmentary asymptotic stability in terms of eigenvalues of linearisation near the steady state involved in the cycle. For any action of the groups Gamma which can give rise to a simple homoclinic cycle, we list classes to which the respective homoclinic cycles belong, thus determining conditions for asymptotic stability of these cycles.
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Determination of fractal dimensions of solar radio bursts: We present a dimension analysis of a set of solar type I storms and type IV events with different kind of fine structures, recorded at the Trieste Astronomical Observatory. The signature of such types of solar radio events is highly structured in time. However, periodicities are rather seldom, and linear mode theory can provide only limited interpretation of the data. Therefore, we performed an analysis based on methods of the nonlinear dynamics theory. Additionally to the commonly used correlation dimension, we also calculated local pointwise dimensions. This alternative approach is motivated by the fact that astrophysical time series represent real-world systems, which cannot be kept in a controlled state and which are highly interconnected with their surroundings. In such systems pure determinism is rather unlikely to be realized, and therefore a characterization by invariants of the dynamics might probably be inadequate. In fact, the outcome of the dimension analysis does not give hints for low-dimensional determinism in the data, but we show that, contrary to the correlation dimension method, local dimension estimations can give physical insight into the events even in cases in which pure determinism cannot be established. In particular, in most of the analyzed radio events nonlinearity in the data is detected, and the local dimension analysis provides a basis for a quantitative description of the time series, which can be used to characterize the complexity of the related physical system in a comparative and non-invariant manner.
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Bubbling in delay-coupled lasers: We theoretically study chaos synchronization of two lasers which are delay-coupled via an active or a passive relay. While the lasers are synchronized, their dynamics is identical to a single laser with delayed feedback for a passive relay and identical to two delay-coupled lasers for an active relay. Depending on the coupling parameters the system exhibits bubbling, i.e., noise-induced desynchronization, or on-off intermittency. We associate the desynchronization dynamics in the coherence collapse and low frequency fluctuation regimes with the transverse instability of some of the compound cavity's antimodes. Finally, we demonstrate how, by using an active relay, bubbling can be suppressed.
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Synchronization transitions in globally coupled rotors in presence of noise and inertia: Exact results: We study a generic model of globally coupled rotors that includes the effects of noise, phase shift in the coupling, and distributions of moments of inertia and natural frequencies of oscillation. As particular cases, the setup includes previously studied Sakaguchi-Kuramoto, Hamiltonian and Brownian mean-field, and Tanaka-Lichtenberg-Oishi and Acebr\'on-Bonilla-Spigler models. We derive an exact solution of the self-consistent equations for the order parameter in the stationary state, valid for arbitrary parameters in the dynamics, and demonstrate nontrivial phase transitions to synchrony that include reentrant synchronous regimes.
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Optimal Tree for Both Synchronizability and Converging Time: It has been proved that the spanning tree from a given network has the optimal synchronizability, which means the index $R=\lambda_{N}/\lambda_{2}$ reaches the minimum 1. Although the optimal synchronizability is corresponding to the minimal critical overall coupling strength to reach synchronization, it does not guarantee a shorter converging time from disorder initial configuration to synchronized state. In this letter, we find that it is the depth of the tree that affects the converging time. In addition, we present a simple and universal way to get such an effective oriented tree in a given network to reduce the converging time significantly by minimizing the depth of the tree. The shortest spanning tree has both the maximal synchronizability and efficiency.
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Reply to a Comment by J. Bolte, R. Glaser and S. Keppeler on: Semiclassical theory of spin-orbit interactions using spin coherent states: We reply to a Comment on our recently proposed semiclassical theory for systems with spin-orbit interactions.
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Quantum fluctuations stabilize an inverted pendulum: We explore analytically the quantum dynamics of a point mass pendulum using the Heisenberg equation of motion. Choosing as variables the mean position of the pendulum, a suitably defined generalised variance and a generalised skewness, we set up a dynamical system which reproduces the correct limits of simple harmonic oscillator like and free rotor like behaviour. We then find the unexpected result that the quantum pendulum released from and near the inverted position executes oscillatory motion around the classically unstable position provided the initial wave packet has a variance much greater than the variance of the well known coherent state of the simple harmonic oscillator. The behaviour of the dynamical system for the quantum pendulum is a higher dimensional analogue of the behaviour of the Kapitza pendulum where the point of support is vibrated vertically with a frequency higher than the critical value needed to stabilize the inverted position. A somewhat similar phenomenon has recently been observed in the non equilibrium dynamics of a spin - 1 Bose-Einstein Condensate.
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A Universal Map for Fractal Structures in Weak Solitary Wave Interactions: Fractal scatterings in weak solitary wave interactions is analyzed for generalized nonlinear Schr\"odiger equations (GNLS). Using asymptotic methods, these weak interactions are reduced to a universal second-order map. This map gives the same fractal scattering patterns as those in the GNLS equations both qualitatively and quantitatively. Scaling laws of these fractals are also derived.
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Desynchronization of systems of coupled Hindmarsh-Rose oscillators: It is widely assumed that neural activity related to synchronous rhythms of large portions of neurons in specific locations of the brain is responsible for the pathology manifested in patients' uncontrolled tremor and other similar diseases. To model such systems Hindmarsh-Rose (HR) oscillators are considered as appropriate as they mimic the qualitative behaviour of neuronal firing. Here we consider a large number of identical HR-oscillators interacting through the mean field created by the corresponding components of all oscillators. Introducing additional coupling by feedback of Pyragas type, proportional to the difference between the current value of the mean-field and its value some time in the past, Rosenblum and Pikovsky (Phys. Rev. E 70, 041904, 2004) demonstrated that the desirable desynchronization could be achieved with appropriate set of parameters for the system. Following our experience with stabilization of unstable steady states in dynamical systems, we show that by introducing a variable delay, desynchronization is obtainable for much wider range of parameters and that at the same time it becomes more pronounced.
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On the inadequacy of the logistic map for cryptographic applications: This paper analyzes the use of the logistic map for cryptographic applications. The most important characteristics of the logistic map are shown in order to prove the inconvenience of considering this map in the design of new chaotic cryptosystems.
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Collection of Master-Slave Synchronized Chaotic Systems: In this work the open-plus-closed-loop (OPCL) method of synchronization is used in order to synchronize the systems from the Sprott's collection of the simplest chaotic systems. The method is general and we were looking for the simplest coupling between master and slave system. The interval of parameters were synchronization is achieved are obtained analytically using Routh-Hurwitz conditions. Detailed calculations and numerical simulation are given for the system I from the Sprott's collection. Working in the same manner for non-linear systems based on ordinary differential equations the method can be adopted for the teaching of the topic.
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Drastic facilitation of the onset of global chaos in a periodically driven Hamiltonian system due to an extremum in the dependence of eigenfrequency on energy: The Chirikov resonance-overlap criterion predicts the onset of global chaos if nonlinear resonances overlap in energy, which is conventionally assumed to require a non-small magnitude of perturbation. We show that, for a time-periodic perturbation, the onset of global chaos may occur at unusually {\it small} magnitudes of perturbation if the unperturbed system possesses more than one separatrix. The relevant scenario is the combination of the overlap in the phase space between resonances of the same order and their overlap in energy with chaotic layers associated with separatrices of the unperturbed system. One of the most important manifestations of this effect is a drastic increase of the energy range involved into the unbounded chaotic transport in spatially periodic system driven by a rather {\it weak} time-periodic force, provided the driving frequency approaches the extremal eigenfrequency or its harmonics. We develop the asymptotic theory and verify it in simulations.
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On the detuned 2:4 resonance: We consider families of Hamiltonian systems in two degrees of freedom with an equilibrium in 1:2 resonance. Under detuning, this "Fermi resonance" typically leads to normal modes losing their stability through period-doubling bifurcations. For cubic potentials this concerns the short axial orbits and in galactic dynamics the resulting stable periodic orbits are called "banana" orbits. Galactic potentials are symmetric with respect to the co-ordinate planes whence the potential -- and the normal form -- both have no cubic terms. This $\mathbb{Z}_2 \times \mathbb{Z}_2$-symmetry turns the 1:2 resonance into a higher order resonance and one therefore also speaks of the 2:4 resonance. In this paper we study the 2:4 resonance in its own right, not restricted to natural Hamiltonian systems where $H = T + V$ would consist of kinetic and (positional) potential energy. The short axial orbit then turns out to be dynamically stable everywhere except at a simultaneous bifurcation of banana and "anti-banana" orbits, while it is now the long axial orbit that loses and regains stability through two successive period-doubling bifurcations.
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Anomalous correlators, "ghost" waves and nonlinear standing waves in the $β$-FPUT system: We show that Hamiltonian nonlinear dispersive wave systems with cubic nonlinearity and random initial data develop, during their evolution, anomalous correlators. These are responsible for the appearance of "ghost" excitations, i.e. those characterized by negative frequencies, in addition to the positive ones predicted by the linear dispersion relation. We use generalization of the Wick's decomposition and the wave turbulence theory to explain theoretically the existence of anomalous correlators. We test our theory on the celebrated $\beta$-Fermi-Pasta-Ulam-Tsingou chain and show that numerically measured values of the anomalous correlators agree, in the weakly nonlinear regime, with our analytical predictions. We also predict that similar phenomena will occur in other nonlinear systems dominated by nonlinear interactions, including surface gravity waves. Our results pave the road to study phase correlations in the Fourier space for weakly nonlinear dispersive wave systems.
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A new model of variable-length coupled pendulums: from hyperchaos to superintegrability: This paper studies the dynamics and integrability of a variable-length coupled pendulum system. The complexity of the model is presented by joining various numerical methods, such as the Poincar\'e cross-sections, phase-parametric diagrams, and Lyapunov exponents spectra. We show that the presented model is hyperchaotic, which ensures its nonintegrability. We gave analytical proof of this fact analyzing properties of the differential Galois group of variational equations along certain particular solutions of the system. We employ the Kovacic algorithm and its extension to dimension four to analyze the differential Galois group. Amazingly enough, in the absence of the gravitational potential and for certain values of the parameters, the system can exhibit chaotic, integrable, as well as superintegrable dynamics. To the best of our knowledge, this is the first attempt to use the method of Lyapunov exponents in the systematic search for the first integrals of the system. We show how to effectively apply the Lyapunov exponents as an indicator of integrable dynamics. The explicit forms of integrable and superintegrable systems are given. The article has been published in Nonlinear Dynamics, and the final version is available at this link: https://doi.org/10.1007/s11071-023-09253-5
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Cycle expansions for intermittent maps: In a generic dynamical system chaos and regular motion coexist side by side, in different parts of the phase space. The border between these, where trajectories are neither unstable nor stable but of marginal stability, manifests itself through intermittency, dynamics where long periods of nearly regular motions are interrupted by irregular chaotic bursts. We discuss the Perron-Frobenius operator formalism for such systems, and show by means of a 1-dimensional intermittent map that intermittency induces branch cuts in dynamical zeta functions. Marginality leads to long-time dynamical correlations, in contrast to the exponentially fast decorrelations of purely chaotic dynamics. We apply the periodic orbit theory to quantitative characterization of the associated power-law decays.
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Recovery time after localized perturbations in complex dynamical networks: Maintaining the synchronous motion of dynamical systems interacting on complex networks is often critical to their functionality. However, real-world networked dynamical systems operating synchronously are prone to random perturbations driving the system to arbitrary states within the corresponding basin of attraction, thereby leading to epochs of desynchronized dynamics with a priori unknown durations. Thus, it is highly relevant to have an estimate of the duration of such transient phases before the system returns to synchrony, following a random perturbation to the dynamical state of any particular node of the network. We address this issue here by proposing the framework of \emph{single-node recovery time} (SNRT) which provides an estimate of the relative time scales underlying the transient dynamics of the nodes of a network during its restoration to synchrony. We utilize this in differentiating the particularly \emph{slow} nodes of the network from the relatively \emph{fast} nodes, thus identifying the critical nodes which when perturbed lead to significantly enlarged recovery time of the system before resuming synchronized operation. Further, we reveal explicit relationships between the SNRT values of a network, and its \emph{global relaxation time} when starting all the nodes from random initial conditions. We employ the proposed concept for deducing microscopic relationships between topological features of nodes and their respective SNRT values. The framework of SNRT is further extended to a measure of resilience of the different nodes of a networked dynamical system. We demonstrate the potential of SNRT in networks of R\"{o}ssler oscillators on paradigmatic topologies and a model of the power grid of the United Kingdom with second-order Kuramoto-type nodal dynamics illustrating the conceivable practical applicability of the proposed concept.
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On asymptotic properties of some complex Lorenz-like systems: The classical Lorenz lowest order system of three nonlinear ordinary differential equations, capable of producing chaotic solutions, has been generalized by various authors in two main directions: (i) for number of equations larger than three (Curry1978) and (ii) for the case of complex variables and parameters. Problems of laser physics and geophysical fluid dynamics (baroclinic instability, geodynamic theory, etc. - see the references) can be related to this second aspect of generalization. In this paper we study the asymptotic properties of some complex Lorenz systems, keeping in the mind the physical basis of the model mathematical equations.
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Sensitivity Analysis of Separation Time Along Weak Stability Boundary Transfers: This study analyzes the sensitivity of the dynamics around Weak Stability Boundary Transfers (WSBT) in the elliptical restricted three-body problem. With WSBTs increasing popularity for cislunar transfers, understanding its inherently chaotic dynamics becomes pivotal for guiding and navigating cooperative spacecrafts as well as detecting non-cooperative objects. We introduce the notion of separation time to gauge the deviation of a point near a nominal WSBT from the trajectory's vicinity. Employing the Cauchy-Green tensor to identify stretching directions in position and velocity, the separation time, along with the Finite-Time Lyapunov Exponent are studied within a ball of state uncertainty scaled to typical orbit determination performances.
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Turbulent boundary layer equations: We study a boundary layer problem for the Navier-Stokes-alpha model obtaining a generalization of the Prandtl equations conjectured to represent the averaged flow in a turbulent boundary layer. We solve the equations for the semi-infinite plate, both theoretically and numerically. The latter solutions agree with some experimental data in the turbulent boundary layer.
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On universality of algebraic decays in Hamiltonian systems: Hamiltonian systems with a mixed phase space typically exhibit an algebraic decay of correlations and of Poincare' recurrences, with numerical experiments over finite times showing system-dependent power-law exponents. We conjecture the existence of a universal asymptotic decay based on results for a Markov tree model with random scaling factors for the transition probabilities. Numerical simulations for different Hamiltonian systems support this conjecture and permit the determination of the universal exponent.
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Amplitude death in a ring of nonidentical nonlinear oscillators with unidirectional coupling: We study the collective behaviors in a ring of coupled nonidentical nonlinear oscillators with unidirectional coupling, of which natural frequencies are distributed in a random way. We find the amplitude death phenomena in the case of unidirectional couplings and discuss the differences between the cases of bidirectional and unidirectional couplings. There are three main differences; there exists neither partial amplitude death nor local clustering behavior but oblique line structure which represents directional signal flow on the spatio-temporal patterns in the unidirectional coupling case. The unidirectional coupling has the advantage of easily obtaining global amplitude death in a ring of coupled oscillators with randomly distributed natural frequency. Finally, we explain the results using the eigenvalue analysis of Jacobian matrix at the origin and also discuss the transition of dynamical behavior coming from connection structure as coupling strength increases.
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Cryptanalysis of a chaotic block cipher with external key and its improved version: Recently, Pareek et al. proposed a symmetric key block cipher using multiple one-dimensional chaotic maps. This paper reports some new findings on the security problems of this kind of chaotic cipher: 1) a number of weak keys exists; 2) some important intermediate data of the cipher are not sufficiently random; 3) the whole secret key can be broken by a known-plaintext attack with only 120 consecutive known plain-bytes in one known plaintext. In addition, it is pointed out that an improved version of the chaotic cipher proposed by Wei et al. still suffers from all the same security defects.
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Lagrangian transport through surfaces in volume-preserving flows: Advective transport of scalar quantities through surfaces is of fundamental importance in many scientific applications. From the Eulerian perspective of the surface it can be quantified by the well-known integral of the flux density. The recent development of highly accurate semi-Lagrangian methods for solving scalar conservation laws and of Lagrangian approaches to coherent structures in turbulent (geophysical) fluid flows necessitate a new approach to transport from the (Lagrangian) material perspective. We present a Lagrangian framework for calculating transport of conserved quantities through a given surface in $n$-dimensional, fully aperiodic, volume-preserving flows. Our approach does not involve any dynamical assumptions on the surface or its boundary.
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Big Entropy Fluctuations in Nonequilibrium Steady State: A Simple Model with Gauss Heat Bath: Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a set of fixed trajectory segments) from the average heat entropy absorbed in thermostat were found to be non-Gaussian. Approximately, the fluctuations can be discribed by a two-Gaussian distribution with a crossover independent of the segment length and the number of trajectories ('particles'). The distribution itself does depend on both, approaching the single standard Gaussian distribution as any of those parameters increases. The global time-dependent fluctuations turned out to be qualitatively different in that they have a strict upper bound much less than the average entropy production. Thus, unlike the equilibrium steady state, the recovery of the initial low entropy becomes impossible, after a sufficiently long time, even in the largest fluctuations. However, preliminary numerical experiments and the theoretical estimates in the special case of the critical dynamics with superdiffusion suggest the existence of infinitely many Poincar\'e recurrences to the initial state and beyond. This is a new interesting phenomenon to be farther studied together with some other open questions. Relation of this particular example of nonequilibrium steady state to a long-standing persistent controversy over statistical 'irreversibility', or the notorious 'time arrow', is also discussed. In conclusion, an unsolved problem of the origin of the causality 'principle' is touched upon.
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Detecting Generalized Synchronization Between Chaotic Signals: A Kernel-based Approach: A unified framework for analyzing generalized synchronization in coupled chaotic systems from data is proposed. The key of the proposed approach is the use of the kernel methods recently developed in the field of machine learning. Several successful applications are presented, which show the capability of the kernel-based approach for detecting generalized synchronization. It is also shown that the dynamical change of the coupling coefficient between two chaotic systems can be captured by the proposed approach.
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Entropy production and Lyapunov instability at the onset of turbulent convection: Computer simulations of a compressible fluid, convecting heat in two dimensions, suggest that, within a range of Rayleigh numbers, two distinctly different, but stable, time-dependent flow morphologies are possible. The simpler of the flows has two characteristic frequencies: the rotation frequency of the convecting rolls, and the vertical oscillation frequency of the rolls. Observables, such as the heat flux, have a simple-periodic (harmonic) time dependence. The more complex flow has at least one additional characteristic frequency -- the horizontal frequency of the cold, downward- and the warm, upward-flowing plumes. Observables of this latter flow have a broadband frequency distribution. The two flow morphologies, at the same Rayleigh number, have different rates of entropy production and different Lyapunov exponents. The simpler "harmonic" flow transports more heat (produces entropy at a greater rate), whereas the more complex "chaotic" flow has a larger maximum Lyapunov exponent (corresponding to a larger rate of phase-space information loss). A linear combination of these two rates is invariant for the two flow morphologies over the entire range of Rayleigh numbers for which the flows coexist, suggesting a relation between the two rates near the onset of convective turbulence.
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Timing of Transients: Quantifying Reaching Times and Transient Behavior in Complex Systems: When quantifying the time spent in the transient of a complex dynamical system, the fundamental problem is that for a large class of systems the actual time for reaching an attractor is infinite. Common methods for dealing with this problem usually introduce three additional problems: non-invariance, physical interpretation, and discontinuities, calling for carefully designed methods for quantifying transients. In this article, we discuss how the aforementioned problems emerge and propose two novel metrics, Regularized Reaching Time ($T_{RR}$) and Area under Distance Curve (AUDIC), to solve them, capturing two complementary aspects of the transient dynamics. $T_{RR}$ quantifies the additional time (positive or negative) that a trajectory starting at a chosen initial condition needs to reach the attractor after a reference trajectory has already arrived there. A positive or negative value means that it arrives by this much earlier or later than the reference. Because $T_{RR}$ is an analysis of return times after shocks, it is a systematic approach to the concept of critical slowing down [1]; hence it is naturally an early-warning signal [2] for bifurcations when central statistics over distributions of initial conditions are used. AUDIC is the distance of the trajectory to the attractor integrated over time. Complementary to $T_{RR}$, it measures which trajectories are reluctant, i.e. stay away from the attractor for long, or eager to approach it right away. (... shortened for arxiv listing, full abstract in paper ...) New features in these models can be uncovered, including the surprising regularity of the Roessler system's basin of attraction even in the regime of a chaotic attractor. Additionally, we demonstrate the critical slowing down interpretation by presenting the metrics' sensitivity to prebifurcational change and thus how they act as early-warning signals.
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Intensity distribution of non-linear scattering states: We investigate the interplay between coherent effects characteristic of the propagation of linear waves, the non-linear effects due to interactions, and the quantum manifestations of classical chaos due to geometrical confinement, as they arise in the context of the transport of Bose-Einstein condensates. We specifically show that, extending standard methods for non-interacting systems, the body of the statistical distribution of intensities for scattering states solving the Gross-Pitaevskii equation is very well described by a local Gaussian ansatz with a position-dependent variance. We propose a semiclassical approach based on interfering classical paths to fix the single parameter describing the universal deviations from a global Gaussian distribution. Being tail effects, rare events like rogue waves characteristic of non-linear field equations do not affect our results.
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A Plethora of Strange Nonchaotic Attractors: We show that it is possible to devise a large class of skew--product dynamical systems which have strange nonchaotic attractors (SNAs): the dynamics is asymptotically on fractal attractors and the largest Lyapunov exponent is nonpositive. Furthermore, we show that quasiperiodic forcing, which has been a hallmark of essentially allhitherto known examples of such dynamics is {\it not} necessary for the creation of SNAs.
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Stochastic mean field formulation of the dynamics of diluted neural networks: We consider pulse-coupled Leaky Integrate-and-Fire neural networks with randomly distributed synaptic couplings. This random dilution induces fluctuations in the evolution of the macroscopic variables and deterministic chaos at the microscopic level. Our main aim is to mimic the effect of the dilution as a noise source acting on the dynamics of a globally coupled non-chaotic system. Indeed, the evolution of a diluted neural network can be well approximated as a fully pulse coupled network, where each neuron is driven by a mean synaptic current plus additive noise. These terms represent the average and the fluctuations of the synaptic currents acting on the single neurons in the diluted system. The main microscopic and macroscopic dynamical features can be retrieved with this stochastic approximation. Furthermore, the microscopic stability of the diluted network can be also reproduced, as demonstrated from the almost coincidence of the measured Lyapunov exponents in the deterministic and stochastic cases for an ample range of system sizes. Our results strongly suggest that the fluctuations in the synaptic currents are responsible for the emergence of chaos in this class of pulse coupled networks.
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Unraveling the Chaos-land and its organization in the Rabinovich System: A suite of analytical and computational techniques based on symbolic representations of simple and complex dynamics, is further developed and employed to unravel the global organization of bi-parametric structures that underlie the emergence of chaos in a simplified resonantly coupled wave triplet system, known as the Rabinovich system. Bi-parametric scans reveal the stunning intricacy and intramural connections between homoclinic and heteroclinic connections, and codimension-2 Bykov T-points and saddle structures, which are the prime organizing centers of complexity of the bifurcation unfolding of the given system. This suite includes Deterministic Chaos Prospector (DCP) to sweep and effectively identify regions of simple (Morse-Smale) and chaotic structurally unstable dynamics in the system. Our analysis provides striking new insights into the complex behaviors exhibited by this and similar systems.
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A Non-Equilibrium Defect-Unbinding Transition: Defect Trajectories and Loop Statistics: In a Ginzburg-Landau model for parametrically driven waves a transition between a state of ordered and one of disordered spatio-temporal defect chaos is found. To characterize the two different chaotic states and to get insight into the break-down of the order, the trajectories of the defects are tracked in detail. Since the defects are always created and annihilated in pairs the trajectories form loops in space time. The probability distribution functions for the size of the loops and the number of defects involved in them undergo a transition from exponential decay in the ordered regime to a power-law decay in the disordered regime. These power laws are also found in a simple lattice model of randomly created defect pairs that diffuse and annihilate upon collision.
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Designing two-dimensional limit-cycle oscillators with prescribed trajectories and phase-response characteristics: We propose a method for designing two-dimensional limit-cycle oscillators with prescribed periodic trajectories and phase response properties based on the phase reduction theory, which gives a concise description of weakly-perturbed limit-cycle oscillators and is widely used in the analysis of synchronization dynamics. We develop an algorithm for designing the vector field with a stable limit cycle, which possesses a given shape and also a given phase sensitivity function. The vector field of the limit-cycle oscillator is approximated by polynomials whose coefficients are estimated by convex optimization. Linear stability of the limit cycle is ensured by introducing an upper bound to the Floquet exponent. The validity of the proposed method is verified numerically by designing several types of two-dimensional existing and artificial oscillators. As applications, we first design a limit-cycle oscillator with an artificial star-shaped periodic trajectory and demonstrate global entrainment. We then design a limit-cycle oscillator with an artificial high-harmonic phase sensitivity function and demonstrate multistable entrainment caused by a high-frequency periodic input.
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Statistical and dynamical properties of the quantum triangle map: We study the statistical and dynamical properties of the quantum triangle map, whose classical counterpart can exhibit ergodic and mixing dynamics, but is never chaotic. Numerical results show that ergodicity is a sufficient condition for spectrum and eigenfunctions to follow the prediction of Random Matrix Theory, even though the underlying classical dynamics is not chaotic. On the other hand, dynamical quantities such as the out-of-time-ordered correlator (OTOC) and the number of harmonics, exhibit a growth rate vanishing in the semiclassical limit, in agreement with the fact that classical dynamics has zero Lyapunov exponent. Our finding show that, while spectral statistics can be used to detect ergodicity, OTOC and number of harmonics are diagnostics of chaos.
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Scaling regimes of 2d turbulence with power law stirring: theories versus numerical experiments: We inquire the statistical properties of the pair formed by the Navier-Stokes equation for an incompressible velocity field and the advection-diffusion equation for a scalar field transported in the same flow in two dimensions (2d). The system is in a regime of fully developed turbulence stirred by forcing fields with Gaussian statistics, white-noise in time and self-similar in space. In this setting and if the stirring is concentrated at small spatial scales as if due to thermal fluctuations, it is possible to carry out a first-principle ultra-violet renormalization group analysis of the scaling behavior of the model. Kraichnan's phenomenological theory of two dimensional turbulence upholds the existence of an inertial range characterized by inverse energy transfer at scales larger than the stirring one. For our model Kraichnan's theory, however, implies scaling predictions radically discordant from the renormalization group results. We perform accurate numerical experiments to assess the actual statistical properties of 2d-turbulence with power-law stirring. Our results clearly indicate that an adapted version of Kraichnan's theory is consistent with the observed phenomenology. We also provide some theoretical scenarios to account for the discrepancy between renormalization group analysis and the observed phenomenology.
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Long-time signatures of short-time dynamics in decaying quantum-chaotic systems: We analyze the decay of classically chaotic quantum systems in the presence of fast ballistic escape routes on the Ehrenfest time scale. For a continuous excitation process, the form factor of the decay cross section deviates from the universal random-matrix result on the Heisenberg time scale, i.e. for times much larger than the time for ballistic escape. We derive an exact analytical description and compare our results with numerical simulations for a dynamical model.
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A Phase-Space Approach for Propagating Field-Field Correlation Functions: We show that radiation from complex and inherently random but correlated wave sources can be modelled efficiently by using an approach based on the Wigner distribution function. Our method exploits the connection between correlation functions and theWigner function and admits in its simplest approximation a direct representation in terms of the evolution of ray densities in phase space. We show that next leading order corrections to the ray-tracing approximation lead to Airy-function type phase space propagators. By exploiting the exact Wigner function propagator, inherently wave-like effects such as evanescent decay or radiation from more heterogeneous sources as well as diffraction and reflections can be included and analysed. We discuss in particular the role of evanescent waves in the near-field of non-paraxial sources and give explicit expressions for the growth rate of the correlation length as function of the distance from the source. Furthermore, results for the reflection of partially coherent sources from flat mirrors are given. We focus here on electromagnetic sources at microwave frequencies and modelling efforts in the context of electromagnetic compatibility.
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The dynamical temperature and the standard map: Numerical experiments with the standard map at high values of the stochasticity parameter reveal the existence of simple analytical relations connecting the volume and the dynamical temperature of the chaotic component of the phase space.
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Synchronized bursts following instability of synchronous spiking in chaotic neuronal networks: We report on the origin of synchronized bursting dynamics in various networks of neural spiking oscillators, when a certain threshold in coupling strength is exceeded. These ensembles synchronize at relatively low coupling strength and lose synchronization at stronger coupling via spatio-temporal intermittency. The latter transition triggers multiple-timescale dynamics, which results in synchronized bursting with a fractal-like spatio-temporal pattern of spiking. Implementation of an appropriate technique of separating oscillations on different time-scales allows for quantitative analysis of this phenomenon. We show, that this phenomenon is generic for various network topologies from regular to small-world and scale-free ones and for different types of coupling.
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Excitable systems with noise and delay with applications to control: renewal theory approach: We present an approach for the analytical treatment of excitable systems with noise-induced dynamics in the presence of time delay. An excitable system is modeled as a bistable system with a time delay, while another delay enters as a control term taken after [Pyragas 1992] as a difference between the current system state and its state "tau" time units before. This approach combines the elements of renewal theory to estimate the essential features of the resulting stochastic process as functions of the parameters of the controlling term.
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Noise-enhanced trapping in chaotic scattering: We show that noise enhances the trapping of trajectories in scattering systems. In fully chaotic systems, the decay rate can decrease with increasing noise due to a generic mismatch between the noiseless escape rate and the value predicted by the Liouville measure of the exit set. In Hamiltonian systems with mixed phase space we show that noise leads to a slower algebraic decay due to trajectories performing a random walk inside Kolmogorov-Arnold-Moser islands. We argue that these noise-enhanced trapping mechanisms exist in most scattering systems and are likely to be dominant for small noise intensities, which is confirmed through a detailed investigation in the Henon map. Our results can be tested in fluid experiments, affect the fractal Weyl's law of quantum systems, and modify the estimations of chemical reaction rates based on phase-space transition state theory.
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The paradox of infinitesimal granularity: Chaos and the reversibility of time in Newton's theory of gravity: The fundamental laws of physics are time-symmetric, but our macroscopic experience contradicts this. The time reversibility paradox is partly a consequence of the unpredictability of Newton's equations of motion. We measure the dependence of the fraction of irreversible, gravitational N-body systems on numerical precision and find that it scales as a power law. The stochastic wave packet reduction postulate then introduces fundamental uncertainties in the Cartesian phase space coordinates that propagate through classical three-body dynamics to macroscopic scales within the triple's lifetime. The spontaneous collapse of the wave function then drives the global chaotic behavior of the Universe through the superposition of triple systems (and probably multi-body systems). The paradox of infinitesimal granularity then arises from the superposition principle, which states that any multi-body system is composed of an ensemble of three-body problems.
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Functional renormalization-group approach to decaying turbulence: We reconsider the functional renormalization-group (FRG) approach to decaying Burgers turbulence, and extend it to decaying Navier-Stokes and Surface-Quasi-Geostrophic turbulence. The method is based on a renormalized small-time expansion, equivalent to a loop expansion, and naturally produces a dissipative anomaly and a cascade after a finite time. We explicitly calculate and analyze the one-loop FRG equations in the zero-viscosity limit as a function of the dimension. For Burgers they reproduce the FRG equation obtained in the context of random manifolds, extending previous results of one of us. Breakdown of energy conservation due to shocks and the appearance of a direct energy cascade corresponds to failure of dimensional reduction in the context of disordered systems. For Navier-Stokes in three dimensions, the velocity-velocity correlation function acquires a linear dependence on the distance, zeta_2=1, in the inertial range, instead of Kolmogorov's zeta_2=2/3; however the possibility remains for corrections at two- or higher-loop order. In two dimensions, we obtain a numerical solution which conserves energy and exhibits an inverse cascade, with explicit analytical results both for large and small distances, in agreement with the scaling proposed by Batchelor. In large dimensions, the one-loop FRG equation for Navier-Stokes converges to that of Burgers.
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Stabilisation of long-period periodic orbits using time-delayed feedback control: The Pyragas method of feedback control has attracted much interest as a method of stabilising unstable periodic orbits in a number of situations. We show that a time-delayed feedback control similar to the Pyragas method can be used to stabilise periodic orbits with arbitrarily large period, specifically those resulting from a resonant bifurcation of a heteroclinic cycle. Our analysis reduces the infinite-dimensional delay-equation governing the system with feedback to a three-dimensional map, by making certain assumptions about the form of the solutions. The stability of a fixed point in this map corresponds to the stability of the periodic orbit in the flow, and can be computed analytically. We compare the analytic results to a numerical example and find very good agreement.
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A Mechanical Analog of the Two-bounce Resonance of Solitary Waves: Modeling and Experiment: We describe a simple mechanical system, a ball rolling along a specially-designed landscape, that mimics the dynamics of a well known phenomenon, the two-bounce resonance of solitary wave collisions, that has been seen in countless numerical simulations but never in the laboratory. We provide a brief history of the solitary wave problem, stressing the fundamental role collective-coordinate models played in understanding this phenomenon. We derive the equations governing the motion of a point particle confined to such a surface and then design a surface on which to roll the ball, such that its motion will evolve under the same equations that approximately govern solitary wave collisions. We report on physical experiments, carried out in an undergraduate applied mathematics course, that seem to verify one aspect of chaotic scattering, the so-called two-bounce resonance.
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Simple models of bouncing ball dynamics and their comparison: Nonlinear dynamics of a bouncing ball moving in gravitational field and colliding with a moving limiter is considered. Several simple models of table motion are studied and compared. Dependence of displacement of the table on time, approximating sinusoidal motion and making analytical computations possible, is assumed as quadratic and cubic functions of time, respectively.
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Intermittency effects in Burgers equation driven by thermal noise: For the Burgers equation driven by thermal noise leading asymptotics of pair and high-order correlators of the velocity field are found for finite times and large distances. It is shown that the intermittency takes place: some correlators are much larger than their reducible parts.
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Morphological Image Analysis of Quantum Motion in Billiards: Morphological image analysis is applied to the time evolution of the probability distribution of a quantum particle moving in two and three-dimensional billiards. It is shown that the time-averaged Euler characteristic of the probability density provides a well defined quantity to distinguish between classically integrable and non-integrable billiards. In three dimensions the time-averaged mean breadth of the probability density may also be used for this purpose.
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From quasiperiodicity to high-dimensional chaos without intermediate low-dimensional chaos: We study and characterize a direct route to high-dimensional chaos (i.e. not implying an intermediate low-dimensional attractor) of a system composed out of three coupled Lorenz oscillators. A geometric analysis of this medium-dimensional dynamical system is carried out through a variety of numerical quantitative and qualitative techniques, that ultimately lead to the reconstruction of the route. The main finding is that the transition is organized by a heteroclinic explosion. The observed scenario resembles the classical route to chaos via homoclinic explosion of the Lorenz model.
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On the Implementation of the 0-1 Test for Chaos: In this paper we address practical aspects of the implementation of the 0-1 test for chaos in deterministic systems. In addition, we present a new formulation of the test which significantly increases its sensitivity. The test can be viewed as a method to distill a binary quantity from the power spectrum. The implementation is guided by recent results from the theoretical justification of the test as well as by exploring better statistical methods to determine the binary quantities. We give several examples to illustrate the improvement.
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General mechanism for amplitude death in coupled systems: We introduce a general mechanism for amplitude death in coupled synchronizable dynamical systems. It is known that when two systems are coupled directly, they can synchronize under suitable conditions. When an indirect feedback coupling through an environment or an external system is introduced in them, it is found to induce a tendency for anti-synchronization. We show that, for sufficient strengths, these two competing effects can lead to amplitude death. We provide a general stability analysis that gives the threshold values for onset of amplitude death. We study in detail the nature of the transition to death in several specific cases and find that the transitions can be of two types - continuous and discontinuous. By choosing a variety of dynamics for example, periodic, chaotic, hyper chaotic, and time-delay systems, we illustrate that this mechanism is quite general and works for different types of direct coupling, such as diffusive, replacement, and synaptic couplings and for different damped dynamics of the environment.
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Fluctuation-response relation in turbulent systems: We address the problem of measuring time-properties of Response Functions (Green functions) in Gaussian models (Orszag-McLaughin) and strongly non-Gaussian models (shell models for turbulence). We introduce the concept of {\it halving time statistics} to have a statistically stable tool to quantify the time decay of Response Functions and Generalized Response Functions of high order. We show numerically that in shell models for three dimensional turbulence Response Functions are inertial range quantities. This is a strong indication that the invariant measure describing the shell-velocity fluctuations is characterized by short range interactions between neighboring shells.
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Non-smooth model and numerical analysis of a friction driven structure for piezoelectric motors: In this contribution, typical friction driven structures are summarized and presented considering the mechanical structures and operation principles of different types of piezoelectric motors. A two degree-of-freedom dynamic model with one unilateral frictional contact is built for one of the friction driven structures. Different contact regimes and the transitions between them are identified and analyzed. Numerical simulations are conducted to find out different operation modes of the system concerning the sequence of contact regimes in one steady state period. The influences of parameters on the operation modes and corresponding steady state characteristics are also explored. Some advice are then given in terms of the design of friction driven structures and piezoelectric motors.
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Chaos suppression in the parametrically driven Lorenz system: We predict theoretically and verify experimentally the suppression of chaos in the Lorenz system driven by a high-frequency periodic or stochastic parametric force. We derive the theoretical criteria for chaos suppression and verify that they are in a good agreement with the results of numerical simulations and the experimental data obtained for an analog electronic circuit.
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Coexisting synchronous and asynchronous states in locally coupled array of oscillators by partial self-feedback control: We report the emergence of coexisting synchronous and asynchronous subpopulations of oscillators in one dimensional arrays of identical oscillators by applying a self-feedback control. When a self-feedback is applied to a subpopulation of the array, similar to chimera states, it splits into two/more sub-subpopulations coexisting in coherent and incoherent states for a range of self-feedback strength. By tuning the coupling between the nearest neighbors and the amount of self-feedback in the perturbed subpopulation, the size of the coherent and the incoherent sub-subpopulations in the array can be controlled, although the exact size of them is unpredictable. We present numerical evidence using the Landau-Stuart (LS) system and the Kuramoto-Sakaguchi (KS) phase model.
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Dynamic Phase Transition from Localized to Spatiotemporal Chaos in Coupled Circle Map with Feedback: We investigate coupled circle maps in presence of feedback and explore various dynamical phases observed in this system of coupled high dimensional maps. We observe an interesting transition from localized chaos to spatiotemporal chaos. We study this transition as a dynamic phase transition. We observe that persistence acts as an excellent quantifier to describe this transition. Taking the location of the fixed point of circle map (which does not change with feedback) as a reference point, we compute number of sites which have been greater than (less than) the fixed point till time t. Though local dynamics is high-dimensional in this case this definition of persistence which tracks a single variable is an excellent quantifier for this transition. In most cases, we also obtain a well defined persistence exponent at the critical point and observe conventional scaling as seen in second order phase transitions. This indicates that persistence could work as good order parameter for transitions from fully or partially arrested phase. We also give an explanation of gaps in eigenvalue spectrum of the Jacobian of localized state.
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On WKB Series for the Radial Kepler Problem: We obtain the rigorous WKB expansion to all orders for the radial Kepler problem, using the residue calculus in evaluating the WKB quantization condition in terms of a complex contour integral in the complexified coordinate plane. The procedure yields the exact energy spectrum of this Schr\"odinger eigenvalue problem and thus resolves the controversies around the so-called "Langer correction". The problem is nontrivial also because there are only a few systems for which all orders of the WKB series can be calculated, yielding a convergent series whose sum is equal to the exact result, and thus sheds new light to similar and more difficult problems.
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The reflection-antisymmetric counterpart of the Kármán-Howarth dynamical equation: We study the isotropic, helical component in homogeneous turbulence using statistical objects which have the correct symmetry and parity properties. Using these objects we derive an analogue of the K\'arm\'an-Howarth equation, that arises due to parity violation in isotropic flows. The main equation we obtain is consistent with the results of O. Chkhetiani [JETP, 63, 768, (1996)] and V.S. L'vov et al. [chao-dyn/9705016, (1997)] but is derived using only velocity correlations, with no direct consideration of the vorticity or helicity. This alternative formulation offers an advantage to both experimental and numerical measurements. We also postulate, under the assumption of self-similarity, the existence of a hierarchy of scaling exponents for helical velocity correlation functions of arbitrary order, analogous to the Kolmogorov 1941 prediction for the scaling exponents of velocity structure function.
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Chirikov and Nekhoroshev diffusion estimates: bridging the two sides of the river: We present theoretical and numerical results pointing towards a strong connection between the estimates for the diffusion rate along simple resonances in multidimensional nonlinear Hamiltonian systems that can be obtained using the heuristic theory of Chirikov and a more formal one due to Nekhoroshev. We show that, despite a wide-spread impression, the two theories are complementary rather than antagonist. Indeed, although Chirikov's 1979 review has thousands of citations, almost all of them refer to topics such as the resonance overlap criterion, fast diffusion, the Standard or Whisker Map, and not to the constructive theory providing a formula to measure diffusion along a single resonance. However, as will be demonstrated explicitly below, Chirikov's formula provides values of the diffusion coefficient which are quite well comparable to the numerically computed ones, provided that it is implemented on the so-called optimal normal form derived as in the analytic part of Nekhoroshev's theorem. On the other hand, Chirikov's formula yields unrealistic values of the diffusion coefficient, in particular for very small values of the perturbation, when used in the original Hamiltonian instead of the optimal normal form. In the present paper, we take advantage of this complementarity in order to obtain accurate theoretical predictions for the local value of the diffusion coefficient along a resonance in a specific 3DoF nearly integrable Hamiltonian system. Besides, we compute numerically the diffusion coefficient and a full comparison of all estimates is made for ten values of the perturbation parameter, showing a very satisfactory agreement.
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A study of the double pendulum using polynomial optimization: In dynamical systems governed by differential equations, a guarantee that trajectories emanating from a given set of initial conditions do not enter another given set can be obtained by constructing a barrier function that satisfies certain inequalities on phase space. Often these inequalities amount to nonnegativity of polynomials and can be enforced using sum-of-squares conditions, in which case barrier functions can be constructed computationally using convex optimization over polynomials. To study how well such computations can characterize sets of initial conditions in a chaotic system, we use the undamped double pendulum as an example and ask which stationary initial positions do not lead to flipping of the pendulum within a chosen time window. Computations give semialgebraic sets that are close inner approximations to the fractal set of all such initial positions.
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Defining Chaos: In this paper we propose, discuss and illustrate a computationally feasible definition of chaos which can be applied very generally to situations that are commonly encountered, including attractors, repellers and non-periodically forced systems. This definition is based on an entropy-like quantity, which we call "expansion entropy", and we define chaos as occurring when this quantity is positive. We relate and compare expansion entropy to the well-known concept of topological entropy, to which it is equivalent under appropriate conditions. We also present example illustrations, discuss computational implementations, and point out issues arising from attempts at giving definitions of chaos that are not entropy-based.
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Alpha-modeling strategy for LES of turbulent mixing: The $\alpha$-modeling strategy is followed to derive a new subgrid parameterization of the turbulent stress tensor in large-eddy simulation (LES). The LES-$\alpha$ modeling yields an explicitly filtered subgrid parameterization which contains the filtered nonlinear gradient model as well as a model which represents `Leray-regularization'. The LES-$\alpha$ model is compared with similarity and eddy-viscosity models that also use the dynamic procedure. Numerical simulations of a turbulent mixing layer are performed using both a second order, and a fourth order accurate finite volume discretization. The Leray model emerges as the most accurate, robust and computationally efficient among the three LES-$\alpha$ subgrid parameterizations for the turbulent mixing layer. The evolution of the resolved kinetic energy is analyzed and the various subgrid-model contributions to it are identified. By comparing LES-$\alpha$ at different subgrid resolutions, an impression of finite volume discretization error dynamics is obtained.
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Dynamical complexity as a proxy for the network degree distribution: We explore the relation between the topological relevance of a node in a complex network and the individual dynamics it exhibits. When the system is weakly coupled, the effect of the coupling strength against the dynamical complexity of the nodes is found to be a function of their topological role, with nodes of higher degree displaying lower levels of complexity. We provide several examples of theoretical models of chaotic oscillators, pulse-coupled neurons and experimental networks of nonlinear electronic circuits evidencing such a hierarchical behavior. Importantly, our results imply that it is possible to infer the degree distribution of a network only from individual dynamical measurements.
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