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Nonholonomic Noetherian symmetries and integrals of the Routh sphere and Chaplygin ball: The dynamics of a spherical body with a non-uniform mass distribution rolling on a plane were discussed by Sergey Chaplygin, whose 150th anniversary we celebrate this year. The Chaplygin top is a non-integrable system, with a colourful range of interesting motions. A special case of this system was studied by Edward Routh, who showed that it is integrable. The Routh sphere has centre of mass offset from the geometric centre, but it has an axis of symmetry through both these points, and equal moments of inertia about all axes orthogonal to the symmetry axis. There are three constants of motion: the total energy and two quantities involving the angular momenta. It is straightforward to demonstrate that these quantities, known as the Jellett and Routh constants, are integrals of the motion. However, their physical significance has not been fully understood. In this paper, we show how the integrals of the Routh sphere arise from Emmy Noether's invariance identity. We derive expressions for the infinitesimal symmetry transformations associated with these constants. We find the finite version of these symmetries and provide their geometrical interpretation. As a further demonstration of the power and utility of this method, we find the Noether symmetries and corresponding Noether integrals for a system introduced recently: the Chaplygin ball on a rotating turntable, confirming that the known integrals are directly obtained from Noether's theorem.
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Irreversibility of symbolic time series: a cautionary tale: Many empirical time series are genuinely symbolic: examples range from link activation patterns in network science, DNA coding or firing patterns in neuroscience to cryptography or combinatorics on words. In some other contexts, the underlying time series is actually real-valued, and symbolization is applied subsequently, as in symbolic dynamics of chaotic systems. Among several time series quantifiers, time series irreversibility (the difference between forward and backward statistics in stationary time series) is of great relevance. However, the irreversible character of symbolized time series is not always equivalent to the one of the underlying real-valued signal, leading to some misconceptions and confusion on interpretability. Such confusion is even bigger for binary time series (a classical way to encode chaotic trajectories via symbolic dynamics). In this article we aim to clarify some usual misconceptions and provide theoretical grounding for the practical analysis -- and interpretation -- of time irreversibility in symbolic time series. We outline sources of irreversibility in stationary symbolic sequences coming from frequency asymmetries of non-palindromic pairs which we enumerate, and prove that binary time series cannot show any irreversibility based on words of length m < 4, thus discussing the implications and sources of confusion. We also study irreversibility in the context of symbolic dynamics, and clarify why these can be reversible even when the underlying dynamical system is not, such as the case of the fully chaotic logistic map.
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Driven-Dissipative Dynamics of Atomic Ensembles in a Resonant Cavity II: Quasiperiodic Route to Chaos and Chaotic Synchronization: We analyze the origin and properties of the chaotic dynamics of two atomic ensembles in a driven-dissipative experimental setup, where they are collectively damped by a bad cavity mode and incoherently pumped by a Raman laser. Starting from the mean-field equations, we explain the emergence of chaos by way of quasiperiodicity -- presence of two or more incommensurate frequencies. This is known as the Ruelle-Takens-Newhouse route to chaos. The equations of motion have a $\mathbb{Z}_{2}$-symmetry with respect to the interchange of the two ensembles. However, some of the attractors of these equations spontaneously break this symmetry. To understand the emergence and subsequent properties of various attractors, we concurrently study the mean-field trajectories, Poincar\'{e} sections, maximum and conditional Lyapunov exponents, and power spectra. Using Floquet analysis, we show that quasiperiodicity is born out of non $\mathbb{Z}_{2}$-symmetric oscillations via a supercritical Neimark-Sacker bifurcation. Changing the detuning between the level spacings in the two ensembles and the repump rate results in the synchronization of the two chaotic ensembles. In this regime, the chaotic intensity fluctuations of the light radiated by the two ensembles are identical. Identifying the synchronization manifold, we understand the origin of synchronized chaos as a tangent bifurcation intermittency of the $\mathbb{Z}_{2}$-symmetric oscillations. At its birth, synchronized chaos is unstable. The interaction of this attractor with other attractors causes on-off intermittency until the synchronization manifold becomes sufficiently attractive. We also show coexistence of different phases in small pockets near the boundaries.
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Large deviations in chaotic systems: exact results and dynamical phase transition: Large deviations in chaotic dynamics have potentially significant and dramatic consequences. We study large deviations of series of finite lengths $N$ generated by chaotic maps. The distributions generally display an exponential decay with $N$, associated with large-deviation (rate) functions. We obtain the exact rate functions analytically for the doubling, tent, and logistic maps. For the latter two, the solution is given as a power series whose coefficients can be systematically calculated to any order. We also obtain the rate function for the cat map numerically, uncovering strong evidence for the existence of a remarkable singularity of it that we interpret as a second order dynamical phase transition. Furthermore, we develop a numerical tool for efficiently simulating atypical realizations of sequences if the chaotic map is not invertible, and we apply it to the tent and logistic maps.
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Stochastic heating of a molecular nanomagnet: We study the excitation dynamics of a single molecular nanomagnet by static and pulsed magnetic fields. Based on a stability analysis of the classical magnetization dynamics we identify analytically the fields parameters for which the energy is stochastically pumped into the system in which case the magnetization undergoes diffusively and irreversibly a large angle deflection. An approximate analytical expression for the diffusion constant in terms of the fields parameters is given and assessed by full numerical calculations.
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Information processing by a controlled coupling process: This Letter proposes a controlled coupling process for information processing. The net effect of conventional coupling is isolated from the dynamical system and is analyzed in depth. The stability of the process is studied. We show that the proposed process can locally minimize the smoothness and the fidelity of dynamical data. A digital filter expression of the controlled coupling process is derived and the connection is made to the Hanning filter. The utility and robustness of proposed approach is demonstrated by both the restoration of the contaminated solution of the nonlinear Schr\"{o}dinger equation and the estimation of the trend of a time series.
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Linear differential equations to solve nonlinear mechanical problems: A novel approach: Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differential equations are put into non-linear differential equations and checked whether these solutions are also solutions of the original non-linear differential equation. It is found that many solutions of the linear differential equations are also solutions of the original non-linear differential equation.
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Weakly nonergodic dynamics in the Gross--Pitaevskii lattice: The microcanonical Gross--Pitaevskii (aka semiclassical Bose-Hubbard) lattice model dynamics is characterized by a pair of energy and norm densities. The grand canonical Gibbs distribution fails to describe a part of the density space, due to the boundedness of its kinetic energy spectrum. We define Poincare equilibrium manifolds and compute the statistics of microcanonical excursion times off them. The tails of the distribution functions quantify the proximity of the many-body dynamics to a weakly-nonergodic phase, which occurs when the average excursion time is infinite. We find that a crossover to weakly-nonergodic dynamics takes place inside the nonGibbs phase, being unnoticed by the largest Lyapunov exponent. In the ergodic part of the non-Gibbs phase, the Gibbs distribution should be replaced by an unknown modified one. We relate our findings to the corresponding integrable limit, close to which the actions are interacting through a short range coupling network.
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On the Amplitude of External Perurbation and Chaos via Devil's Staircasein Muthuswamy-Chua System: We recently analyzed the voltage of the memristic circuit proposed by Muthuswamy and Chua by adding an external sinusoidal oscillation $\gamma\omega \cos\omega t$ to the ${\dot y}(t)\simeq {\dot i_L}(t)$, when the ${\dot x}(t)\simeq {\dot v_C}(t)$ is given by $y(t)/C$. When $f_s<f_d$ we have observed that the H\"older exponent of the system with $C=1$ is larger than 1, and that of the system with $C=1.2$ is less than 1. The latter system is unstable, and the route to chaos via the devil's staircase is observed. Above the mode of $f_d=1, f_s=1$ observed at $\omega\simeq 0.5$, we observed a mode of $f_d=1, f_s=2$ at $\omega\simeq 1.15$ and $\simeq 1.05$, in the case of $C=1$ and 1.2, respectively, and a mode of $f_d=2, f_s=3$ at $\omega\simeq 0.85$ and $\simeq 0.78$, in the case of $C=1$ and 1.2, respectively. At high frequency of $f_s$, there is no qualitative difference in the stability of the oscillation for $C=1$ and $C=1.2$
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Suppressing chaos in discontinuous systems of fractional order by active control: In this paper, a chaos control algorithm for a class of piece-wise continuous chaotic systems of fractional order, in the Caputo sense, is proposed. With the aid of Filippov's convex regularization and via differential inclusions, the underlying discontinuous initial value problem is first recast in terms of a set-valued problem and hence it is continuously approximated by using Cellina's Theorem for differential inclusions. For chaos control, an active control technique is implemented so that the unstable equilibria become stable. As example, Shimizu--Morioka's system is considered. Numerical simulations are obtained by means of the Adams-Bashforth-Moulton method for differential equations of fractional-order.
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Periodic orbit quantization of a Hamiltonian map on the sphere: In a previous paper we introduced examples of Hamiltonian mappings with phase space structures resembling circle packings. It was shown that a vast number of periodic orbits can be found using special properties. We now use this information to explore the semiclassical quantization of one of these maps.
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Quadratically damped oscillators with non-linear restoring force: In this paper we qualitatively analyse quadratically damped oscillators with non-linear restoring force. In particular, we obtain Hamiltonian structure and analytical form of the energy functions.
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Search for conformal invariance in compressible two-dimensional turbulence: We present a search for conformal invariance in vorticity isolines of two-dimensional compressible turbulence. The vorticity is measured by tracking the motion of particles that float at the surface of a turbulent tank of water. The three-dimensional turbulence in the tank has a Taylor microscale $Re_\lambda \simeq 160$. The conformal invariance theory being tested here is related to the behavior of equilibrium systems near a critical point. This theory is associated with the work of L\"owner, Schramm and others and is usually referred to as Schramm-L\"owner Evolution (SLE). The system was exposed to several tests of SLE. The results of these tests suggest that zero-vorticity isolines exhibit noticeable departures from this type of conformal invariance.
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Exponential Fermi acceleration in general time-dependent billiards: It is shown, that under very general conditions, a generic time-dependent billiard, for which a phase-space of corresponding static (frozen) billiards is of the mixed type, exhibits the exponential Fermi acceleration in the adiabatic limit. The velocity dynamics in the adiabatic regime is represented as an integral over a path through the abstract space of invariant components of corresponding static billiards, where the paths are generated probabilistically in terms of transition-probability matrices. We study the statistical properties of possible paths and deduce the conditions for the exponential Fermi acceleration. The exponential Fermi acceleration and theoretical concepts presented in the paper are demonstrated numerically in four different time-dependent billiards.
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Connecting period-doubling cascades to chaos: The appearance of infinitely-many period-doubling cascades is one of the most prominent features observed in the study of maps depending on a parameter. They are associated with chaotic behavior, since bifurcation diagrams of a map with a parameter often reveal a complicated intermingling of period-doubling cascades and chaos. Period doubling can be studied at three levels of complexity. The first is an individual period-doubling bifurcation. The second is an infinite collection of period doublings that are connected together by periodic orbits in a pattern called a cascade. It was first described by Myrberg and later in more detail by Feigenbaum. The third involves infinitely many cascades and a parameter value $\mu_2$ of the map at which there is chaos. We show that often virtually all (i.e., all but finitely many) ``regular'' periodic orbits at $\mu_2$ are each connected to exactly one cascade by a path of regular periodic orbits; and virtually all cascades are either paired -- connected to exactly one other cascade, or solitary -- connected to exactly one regular periodic orbit at $\mu_2$. The solitary cascades are robust to large perturbations. Hence the investigation of infinitely many cascades is essentially reduced to studying the regular periodic orbits of $F(\mu_2, \cdot)$. Examples discussed include the forced-damped pendulum and the double-well Duffing equation.
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Statistical properties of $r$-adic processes and their connections to families of popular fractal curves: Results concerning the statists of $r$-adic processes and their fractal properties are reviewed. The connection between singular eigenstates of the statistical evolution of such processes and popular fractal curves is emphasized.
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Characteristics of in-out intermittency in delay-coupled FitzHugh-Nagumo oscillators: We analyze a pair of delay-coupled FitzHugh-Nagumo oscillators exhibiting in-out intermittency as a part of the generating mechanism of extreme events. We study in detail the characteristics of in-out intermittency and identify the invariant subsets involved --- a saddle fixed point and a saddle periodic orbit --- neither of which are chaotic as in the previously reported cases of in-out intermittency. Based on the analysis of a periodic attractor possessing in-out dynamics, we can characterize the approach to the invariant synchronization manifold and the spiralling out to the saddle periodic orbit with subsequent ejection from the manifold. Due to the striking similarities, this analysis of in-out dynamics explains also in-out intermittency.
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Power fluctuations in a driven damped chaotic pendulum: In this paper we investigate the power fluctuations in a driven, dampted pendulum. When the motion of the pendulum is chaotic, the average power supplied by the driving force is equal to the average dissipated power only for an infinite long time period. We measure the fluctuations of the supplied power during a time equal to the period of the driving force. Negative power fluctuations occur and we estimate their probability. In a chaotic state the histogram of the power distribution is broad and continuous although bounded. For a value of the power not too close to the edge of the distribution the Fluctuation Theorem of Gallavotti and Cohen is approximately satisfied.
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Birth and Death of Chimera: Interplay of Delay and Multiplexing: The chimera state with co-existing coherent-incoherent dynamics has recently attracted a lot of attention due to its wide applicability. We investigate non-locally coupled identical chaotic maps with delayed interactions in the multiplex network framework and find that an interplay of delay and multiplexing brings about an enhanced or suppressed appearance of chimera state depending on the distribution as well as the parity of delay values in the layers. Additionally, we report a layer chimera state with an existence of one layer displaying coherent and another layer demonstrating incoherent dynamical evolution. The rich variety of dynamical behavior demonstrated here can be used to gain further insight into the real-world networks which inherently possess such multi-layer architecture with delayed interactions.
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Uniform semiclassical wave function for coherent 2D electron flow: We find a uniform semiclassical (SC) wave function describing coherent branched flow through a two-dimensional electron gas (2DEG), a phenomenon recently discovered by direct imaging of the current using scanned probed microscopy. The formation of branches has been explained by classical arguments, but the SC simulations necessary to account for the coherence are made difficult by the proliferation of catastrophes in the phase space. In this paper, expansion in terms of "replacement manifolds" is used to find a uniform SC wave function for a cusp singularity. The method is then generalized and applied to calculate uniform wave functions for a quantum-map model of coherent flow through a 2DEG. Finally, the quantum-map approximation is dropped and the method is shown to work for a continuous-time model as well.
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Linear response, susceptibility and resonances in chaotic toy models: We consider simple examples illustrating some new features of the linear response theory developed by Ruelle for dissipative and chaotic systems [{\em J. of Stat. Phys.} {\bf 95} (1999) 393]. In this theory the concepts of linear response, susceptibility and resonance, which are familiar to physicists, have been revisited due to the dynamical contraction of the whole phase space onto attractors. In particular the standard framework of the "fluctuation-dissipation" theorem breaks down and new resonances can show up oustside the powerspectrum. In previous papers we proposed and used new numerical methods to demonstrate the presence of the new resonances predicted by Ruelle in a model of chaotic neural network. In this article we deal with simpler models which can be worked out analytically in order to gain more insights into the genesis of the ``stable'' resonances and their consequences on the linear response of the system. We consider a class of 2-dimensional time-discrete maps describing simple rotator models with a contracting radial dynamics onto the unit circle and a chaotic angular dynamics $\theta_{t+1} = 2 \theta_t (\mod 2\pi)$. A generalisation of this system to a network of interconnected rotators is also analysed and related with our previous studies \cite{CS1,CS2}. These models permit us to classify the different types of resonances in the susceptibility and to discuss in particular the relation between the relaxation time of the system to equilibrium with the {\em mixing} time given by the decay of the correlation functions. Also it enables one to propose some general mechanisms responsible for the creation of stable resonances with arbitrary frequencies, widths, and dependency on the pair of perturbed/observed variables.
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Periodic orbit analysis at the onset of the unstable dimension variability and at the blowout bifurcation: Many chaotic dynamical systems of physical interest present a strong form of nonhyperbolicity called unstable dimension variability (UDV), for which the chaotic invariant set contains periodic orbits possessing different numbers of unstable eigendirections. The onset of UDV is usually related to the loss of transversal stability of an unstable fixed point embedded in the chaotic set. In this paper, we present a new mechanism for the onset of UDV, whereby the period of the unstable orbits losing transversal stability tends to infinity as we approach the onset of UDV. This mechanism is unveiled by means of a periodic orbit analysis of the invariant chaotic attractor for two model dynamical systems with phase spaces of low dimensionality, and seems to depend heavily on the chaotic dynamics in the invariant set. We also described, for these systems, the blowout bifurcation (for which the chaotic set as a whole loses transversal stability) and its relation with the situation where the effects of UDV are the most intense. For the latter point, we found that chaotic trajectories off, but very close to, the invariant set exhibit the same scaling characteristic of the so-called on-off intermittency.
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On the Asymptotics of the Hopf Characteristic Function: We study the asymptotic behavior of the Hopf characteristic function of fractals and chaotic dynamical systems in the limit of large argument. The small argument behavior is determined by the moments, since the characteristic function is defined as their generating function. Less well known is that the large argument behavior is related to the fractal dimension. While this relation has been discussed in the literature, there has been very little in the way of explicit calculation. We attempt to fill this gap, with explicit calculations for the generalized Cantor set and the Lorenz attractor. In the case of the generalized Cantor set, we define a parameter characterizing the asymptotics which we show corresponds exactly to the known fractal dimension. The Hopf characteristic function of the Lorenz attractor is computed numerically, obtaining results which are consistent with Hausdorff or correlation dimension, albeit too crude to distinguish between them.
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Transient Chaos Generates Small Chimeras: While the chimera states themselves are usually believed to be chaotic transients, the involvement of chaos behind their self-organization is not properly distinguished or studied. In this work, we demonstrate that small chimeras in the local flux dynamics of an array of magnetically coupled superconducting quantum interference devices (SQUIDs) driven by an external field are born through transiently chaotic dynamics. We deduce analytic expressions for small chimeras and synchronous states which correspond to nonchaotic attractors in the model. We also numerically study the bifurcations underlying the multistability responsible for their generation. Transient chaos manifests itself in the short term flux oscillations with erratically fluctuating amplitudes, exponential escape time distribution and irregular dependence of the escape time to initial conditions. We classify the small chimera states in terms of the position of the non-synchronized member and numerically construct their basin of attraction. The basin is shown to possess an interesting structure consisting of both ordered and fractal parts, which again can be attributed to transient chaos.
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Analytical perturbative approach to periodic orbits in the homogeneous quartic oscillator potential: We present an analytical calculation of periodic orbits in the homogeneous quartic oscillator potential. Exploiting the properties of the periodic Lam{\'e} functions that describe the orbits bifurcated from the fundamental linear orbit in the vicinity of the bifurcation points, we use perturbation theory to obtain their evolution away from the bifurcation points. As an application, we derive an analytical semiclassical trace formula for the density of states in the separable case, using a uniform approximation for the pitchfork bifurcations occurring there, which allows for full semiclassical quantization. For the non-integrable situations, we show that the uniform contribution of the bifurcating period-one orbits to the coarse-grained density of states competes with that of the shortest isolated orbits, but decreases with increasing chaoticity parameter $\alpha$.
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Visualizing Attractors of the Three-Dimensional Generalized Hénon Map: We study dynamics of a generic quadratic diffeomorphism, a 3D generalization of the planar H\'{e}non map. Focusing on the dissipative, orientation preserving case, we give a comprehensive parameter study of codimension-one and two bifurcations. Periodic orbits, born at resonant, Neimark-Sacker bifurcations, give rise to Arnold tongues in parameter space. Aperiodic attractors include invariant circles and chaotic orbits; these are distinguished by rotation number and Lyapunov exponents. Chaotic orbits include H\'{e}non-like and Lorenz-like attractors, which can arise from period-doubling cascades, and those born from the destruction of invariant circles. The latter lie on paraboloids near the local unstable manifold of a fixed point.
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Driven response of time delay coupled limit cycle oscillators: We study the periodic forced response of a system of two limit cycle oscillators that interact with each other via a time delayed coupling. Detailed bifurcation diagrams in the parameter space of the forcing amplitude and forcing frequency are obtained for various interesting limits using numerical and analytical means. In particular, the effects of the coupling strength, the natural frequency spread of the two oscillators and the time delay parameter on the size and nature of the entrainment domain are delineated. The system is found to display a nonlinear response on certain critical contours in the space of the coupling strength and time delay. Time delay offers a novel tuning knob for controlling the system response over a wide range of frequencies and this may have important practical applications.
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Exploring Isomerization Dynamics on a Potential Energy Surface with an Index-2 Saddle using Lagrangian Descriptors: In this paper we explore the phase space structures governing isomerization dynamics on a potential energy surface with four wells and an index-2 saddle. For this model, we analyze the influence that coupling both degrees of freedom of the system and breaking the symmetry of the problem have on the geometrical template of phase space structures that characterizes reaction. To achieve this goal we apply the method of Lagrangian descriptors, a technique with the capability of unveiling the key invariant manifolds that determine transport processes in nonlinear dynamical systems. This approach reveals with extraordinary detail the intricate geometry of the isomerization routes interconnecting the different potential wells, and provides us with valuable information to distinguish between initial conditions that undergo sequential and concerted isomerization.
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Integrable Approximation of Regular Islands: The Iterative Canonical Transformation Method: Generic Hamiltonian systems have a mixed phase space, where classically disjoint regions of regular and chaotic motion coexist. We present an iterative method to construct an integrable approximation, which resembles the regular dynamics of a given mixed system and extends it into the chaotic region. The method is based on the construction of an integrable approximation in action representation which is then improved in phase space by iterative applications of canonical transformations. This method works for strongly perturbed systems and arbitrary degrees of freedom. We apply it to the standard map and the cosine billiard.
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Probability Distribution of the Quality Factor of a Mode-Stirred Reverberation Chamber: We derive a probability distribution, confidence intervals and statistics of the quality (Q) factor of an arbitrarily shaped mode-stirred reverberation chamber, based on ensemble distributions of the idealized random cavity field with assumed perfect stir efficiency. It is shown that Q exhibits a Fisher-Snedecor F-distribution whose degrees of freedom are governed by the number of simultaneously excited cavity modes per stir state. The most probable value of Q is between a fraction 2/9 and 1 of its mean value, and between a fraction 4/9 and 1 of its asymptotic (composite Q) value. The arithmetic mean value is found to always exceed the values of all other theoretical metrics for centrality of Q. For a rectangular cavity, we retrieve the known asymptotic Q in the limit of highly overmoded regime.
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Finite-time synchronization between two different chaotic systems with uncertainties: A new method of virtual unknown parameter is proposed to synchronize two different systems with unknown parameters and disturbance in finite time. Virtual unknown parameters are introduced in order to avoid the unknown parameters from appearing in the controllers and parameters update laws when the adaptive control method is applied. A single virtual unknown parameter is used in the design of adaptive controllers and parameters update laws if the Lipschitz constant on the nonlinear function can be found, while multiple virtual unknown parameters are adopted if the Lipschitz constant cannot be determined. Numerical simulations show that the present method does make the two different chaotic systems synchronize in finite time.
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Uniform approximation of barrier penetration in phase space: A method to approximate transmission probabilities for a nonseparable multidimensional barrier is applied to a waveguide model. The method uses complex barrier-crossing orbits to represent reaction probabilities in phase space and is uniform in the sense that it applies at and above a threshold energy at which classical reaction switches on. Above this threshold the geometry of the classically reacting region of phase space is clearly reflected in the quantum representation. Two versions of the approximation are applied. A harmonic version which uses dynamics linearised around an instanton orbit is valid only near threshold but is easy to use. A more accurate and more widely applicable version using nonlinear dynamics is also described.
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Are generalized synchronization and noise--induced synchronization identical types of synchronous behavior of chaotic oscillators?: This paper deals with two types of synchronous behavior of chaotic oscillators -- generalized synchronization and noise--induced synchronization. It has been shown that both these types of synchronization are caused by similar mechanisms and should be considered as the same type of the chaotic oscillator behavior. The mechanisms resulting in the generalized synchronization are mostly similar to ones taking place in the case of the noise-induced synchronization with biased noise.
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Statistical Theory of Magnetohydrodynamic Turbulence: Recent Results: In this review article we will describe recent developments in statistical theory of magnetohydrodynamic (MHD) turbulence. Kraichnan and Iroshnikov first proposed a phenomenology of MHD turbulence where Alfven time-scale dominates the dynamics, and the energy spectrum E(k) is proportional to k^{-3/2}. In the last decade, many numerical simulations show that spectral index is closer to 5/3, which is Kolmogorov's index for fluid turbulence. We review recent theoretical results based on anisotropy and Renormalization Groups which support Kolmogorov's scaling for MHD turbulence. Energy transfer among Fourier modes, energy flux, and shell-to-shell energy transfers are important quantities in MHD turbulence. We report recent numerical and field-theoretic results in this area. Role of these quantities in magnetic field amplification (dynamo) are also discussed. There are new insights into the role of magnetic helicity in turbulence evolution. Recent interesting results in intermittency, large-eddy simulations, and shell models of magnetohydrodynamics are also covered.
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The analysis of restricted five-body problem within frame of variable mass: In the framework of restricted five bodies problem, the existence and stability of the libration points are explored and analysed numerically, under the effect of non--isotropic mass variation of the fifth body (test particle or infinitesimal body). The evolution of the positions of these points and the possible regions of motion are illustrated, as a function of the perturbation parameter. We perform a systematic investigation in an attempt to understand how the perturbation parameter due to variable mass of the fifth body, affects the positions, movement and stability of the libration points. In addition, we have revealed how the domain of the basins of convergence associated with the libration points are substantially influenced by the perturbation parameter.
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Chaotic advection and targeted mixing: The advection of passive tracers in an oscillating vortex chain is investigated. It is shown that by adding a suitable perturbation to the ideal flow, the induced chaotic advection exhibits two remarkable properties compared with a generic perturbation : Particles remain trapped within a specific domain bounded by two oscillating barriers (suppression of chaotic transport along the channel), and the stochastic sea seems to cover the whole domain (enhancement of mixing within the rolls).
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Chaos Pass Filter: Linear Response of Synchronized Chaotic Systems: The linear response of synchronized time-delayed chaotic systems to small external perturbations, i.e., the phenomenon of chaos pass filter, is investigated for iterated maps. The distribution of distances, i.e., the deviations between two synchronized chaotic units due to external perturbations on the transfered signal, is used as a measure of the linear response. It is calculated numerically and, for some special cases, analytically. Depending on the model parameters this distribution has power law tails in the region of synchronization leading to diverging moments of distances. This is a consequence of multiplicative and additive noise in the corresponding linear equations due to chaos and external perturbations. The linear response can also be quantified by the bit error rate of a transmitted binary message which perturbs the synchronized system. The bit error rate is given by an integral over the distribution of distances and is calculated analytically and numerically. It displays a complex nonmonotonic behavior in the region of synchronization. For special cases the distribution of distances has a fractal structure leading to a devil's staircase for the bit error rate as a function of coupling strength. The response to small harmonic perturbations shows resonances related to coupling and feedback delay times. A bi-directionally coupled chain of three units can completely filtered out the perturbation. Thus the second moment and the bit error rate become zero.
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A Study on the Synchronization Aspect of Star Connected Identical Chua Circuits: This paper provides a study on the synchronization aspect of star connected $N$ identical chua's circuits. Different coupling such as conjugate coupling, diffusive coupling and mean-field coupling have been investigated in star topology. Mathematical interpretation of different coupling aspects have been explained. Simulation results of different coupling mechanism have been studied.
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Adaptive control of the singularly perturbed chaotic systems based on the scale time estimation by keeping chaotic property: In this paper, a new approach to the problem of stabilizing a chaotic system is presented. In this regard, stabilization is done by sustaining chaotic properties of the system. Sustaining the chaotic properties has been mentioned to be of importance in some areas such as biological systems. The problem of stabilizing a chaotic singularly perturbed system will be addressed and a solution will be proposed based on the OGY (Ott, Grebogi and Yorke) methodology. For the OGY control, Poincare section of the system is defined on its slow manifold. The multi-time scale property of the singularly perturbed system is exploited to control the Poincare map with the slow scale time. Slow scale time is adaptively estimated using a parameter estimation technique. Control with slow time scale circumvents the need to observe the states. With this strategy, the system remains chaotic and chaos identification is possible with online calculation of lyapunov exponents. Using this strategy on ecological system improves their control in three aspects. First that for ecological systems sustaining the dynamical property is important to survival of them. Second it removes the necessity of insertion of control action in each sample time. And third it introduces the sufficient time for census.
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Incommensurate standard map: We introduce and study the extension of the Chirikov standard map when the kick potential has two and three incommensurate spatial harmonics. This system is called the incommensurate standard map. At small kick amplitudes the dynamics is bounded by the isolating Kolmogorov-Arnold-Moser surfaces while above a certain kick strength it becomes unbounded and diffusive. The quantum evolution at small quantum kick amplitudes is somewhat similar to the case of Aubru-Andr\'e model studied in mathematics and experiments with cold atoms in a static incommensurate potential. We show that for the quantum map there is also a metal-insulator transition in space while in momentum we have localization similar to the case of 2D Anderson localization. In the case of three incommensurate frequencies of space potential the quantum evolution is characterized by the Anderson transition similar to 3D case of disordered potential. We discuss possible physical systems with such map description including dynamics of comets and dark matter in planetary systems.
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Synchronization of Fractional-order Chaotic Systems with Gaussian fluctuation by Sliding Mode Control: This paper is devoted to the problem of synchronization between fractional-order chaotic systems with Gaussian fluctuation by the method of fractional-order sliding mode control. A fractional integral (FI) sliding surface is proposed for synchronizing the uncertain fractional-order system, and then the sliding mode control technique is carried out to realize the synchronization of the given systems. One theorem about sliding mode controller is presented to prove the proposed controller can make the system synchronize. As a case study, the presented method is applied to the fractional-order Chen-L\"u system as the drive-response dynamical system. Simulation results show a good performance of the proposed control approach in synchronizing the chaotic systems in presence of Gaussian noise.
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Basin entropy as an indicator of a bifurcation in a time-delayed system: The basin entropy is a measure that quantifies, in a system that has two or more attractors, the predictability of a final state, as a function of the initial conditions. While the basin entropy has been demonstrated on a variety of multistable dynamical systems, to the best of our knowledge, it has not yet been tested in systems with a time delay, whose phase space is infinite dimensional because the initial conditions are functions defined in a time interval $[-\tau,0]$, where $\tau$ is the delay time. Here we consider a simple time delayed system consisting of a bistable system with a linear delayed feedback term. We show that the basin entropy captures relevant properties of the basins of attraction of the two coexisting attractors. Moreover, we show that the basin entropy can give an indication of the proximity of a Hopf bifurcation, but fails to capture the proximity of a pitchfork bifurcation. Our results suggest that the basin entropy can yield useful insights into the long-term predictability of time delayed systems, which often have coexisting attractors.
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Boundary Circles of Mixed Phase Space, Hamiltonian Systems: The phase space of an area-preserving map typically contains infinitely many elliptic islands embedded in a chaotic sea. Orbits near the boundary of a chaotic region have been observed to stick for long times, strongly influencing their transport properties. The boundary is composed of invariant circles, called "Boundary circles." We investigate the distribution of rotation numbers of boundary circles for the Henon quadratic map and show that the probability of occurrence of small elements of their continued fraction expansions is larger than would be expected for a number chosen at random. However, large elements occur with probabilities distributed proportionally to the random case. These results have implications for models of transport in mixed phase space.
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Harvesting entropy and quantifying the transition from noise to chaos in a photon-counting feedback loop: Some physical processes, including the intensity fluctuations of a chaotic laser, the detection of single photons, and the Brownian motion of a microscopic particle in a fluid are unpredictable, at least on long timescales. This unpredictability can be due to a variety of physical mechanisms, but it is quantified by an entropy rate. This rate describes how quickly a system produces new and random information, is fundamentally important in statistical mechanics and practically important for random number generation. We experimentally study entropy generation and the emergence of deterministic chaotic dynamics from discrete noise in a system that applies feedback to a weak optical signal at the single-photon level. We show that the dynamics qualitatively change from shot noise to chaos as the photon rate increases, and that the entropy rate can reflect either the deterministic or noisy aspects of the system depending on the sampling rate and resolution.
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Crisis and unstable dimension variability in the bailout embedding map: The dynamics of inertial particles in $2-d$ incompressible flows can be modeled by $4-d$ bailout embedding maps. The density of the inertial particles, relative to the density of the fluid, is a crucial parameter which controls the dynamical behaviour of the particles. We study here the dynamical behaviour of aerosols, i.e. particles heavier than the flow. An attractor widening and merging crisis is seen the phase space in the aerosol case. Crisis induced intermittency is seen in the time series and the laminar length distribution of times before bursts gives rise to a power law with the exponent $\beta=-1/3$. The maximum Lyapunov exponent near the crisis fluctuates around zero indicating unstable dimension variability (UDV) in the system. The presence of unstable dimension variability is confirmed by the behaviour of the probability distributions of the finite time Lyapunov exponents.
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Extreme events in solutions of hydrostatic and non-hydrostatic climate models: Initially this paper reviews the mathematical issues surrounding the hydrostatic (HPE) and non-hydrostatic (NPE) primitive equations that have been used extensively in numerical weather prediction and climate modelling. Cao and Titi (2005, 2007) have provided a new impetus to this by proving existence and uniqueness of solutions of viscous HPE on a cylinder with Neumann-like boundary conditions on the top and bottom. In contrast, the regularity of solutions of NPE remains an open question. With this HPE regularity result in mind, the second issue examined in this paper is whether extreme events are allowed to arise spontaneously in their solutions. Such events could include, for example, the sudden appearance and disappearance of locally intense fronts that do not involve deep convection. Analytical methods are used to show that for viscous HPE, the creation of small-scale structures is allowed locally in space and time at sizes that scale inversely with the Reynolds number.
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Stretching and folding diagnostics in solutions of the three-dimensional Euler and Navier-Stokes equations: Two possible diagnostics of stretching and folding (S&F) in fluid flows are discussed, based on the dynamics of the gradient of potential vorticity ($q = \bom\cdot\nabla\theta$) associated with solutions of the three-dimensional Euler and Navier-Stokes equations. The vector $\bdB = \nabla q \times \nabla\theta$ satisfies the same type of stretching and folding equation as that for the vorticity field $\bom $ in the incompressible Euler equations (Gibbon & Holm, 2010). The quantity $\theta$ may be chosen as the potential temperature for the stratified, rotating Euler/Navier-Stokes equations, or it may play the role of a seeded passive scalar for the Euler equations alone. The first discussion of these S&F-flow diagnostics concerns a numerical test for Euler codes and also includes a connection with the two-dimensional surface quasi-geostrophic equations. The second S&F-flow diagnostic concerns the evolution of the Lamb vector $\bsD = \bom\times\bu$, which is the nonlinearity for Euler's equations apart from the pressure. The curl of the Lamb vector ($\boldsymbol{\varpi} := \bsD$) turns out to possess similar stretching and folding properties to that of the $\bdB$-vector.
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Estimation of System Parameters and Predicting the Flow Function from Time Series of Continuous Dynamical Systems: We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given (original) system. Then the system parameters and the controlling constants are determined by solving a set of nonlinear simultaneous algebraic equations obtained from the relation connecting original and modified systems. Finally, the method is extended to find the form of the evolution equation of the system itself. The major advantage of the method is that it needs only a minimal number of time series data and is applicable to dynamical systems of any dimension. The method also works extremely well even in the presence of noise in the time series. This method is illustrated for the case of Lorenz system.
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Time-delayed model of immune response in plants: In the studies of plant infections, the plant immune response is known to play an essential role. In this paper we derive and analyse a new mathematical model of plant immune response with particular account for post-transcriptional gene silencing (PTGS). Besides biologically accurate representation of the PTGS dynamics, the model explicitly includes two time delays to represent the maturation time of the growing plant tissue and the non-instantaneous nature of the PTGS. Through analytical and numerical analysis of stability of the steady states of the model we identify parameter regions associated with recovery and resistant phenotypes, as well as possible chronic infections. Dynamics of the system in these regimes is illustrated by numerical simulations of the model.
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Renormalization group in the statistical theory of turbulence: Two-loop approximation: The field theoretic renormalization group is applied to the stochastic Navier--Stokes equation that describes fully developed fluid turbulence. The complete two-loop calculation of the renormalization constant, the beta function and the fixed point is performed. The ultraviolet correction exponent, the Kolmogorov constant and the inertial-range skewness factor are derived to second order of the $\epsilon$ expansion.
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Fluctuation of similarity (FLUS) to detect transitions between distinct dynamical regimes in short time series: Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between them in a short time series [1]. Here we present the details of the analytical relationships between the newly introduced measure and the well known concepts of attractor dimensions and Lyapunov exponents. We show that the new measure has linear dependence on the effective dimension of the attractor and it measures the variations in the sum of the Lyapunov spectrum. To illustrate the practical usefulness of the method, we employ it to identify various types of dynamical transitions in different nonlinear models. Also, we present testbed examples for the new method's robustness against the presence of noise and missing values in the time series. Furthermore, we use this method to analyze time series from the field of social dynamics, where we present an analysis of the US crime record's time series from the year 1975 to 1993. Using this method, we have found that dynamical complexity in robberies was influenced by the unemployment rate till late 1980's. We have also observed a dynamical transition in homicide and robbery rates in the late 1980's and early 1990's, leading to increase in the dynamical complexity of these rates.
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Limiter Control of a Chaotic RF Transistor Oscillator: We report experimental control of chaos in an electronic circuit at 43.9 MHz, which is the fastest chaos control reported in the literature to date. Limiter control is used to stabilize a periodic orbit in a tuned collector transistor oscillator modified to exhibit simply folded band chaos. The limiter is implemented using a transistor to enable monitoring the relative magnitude of the control perturbation. A plot of the relative control magnitude vs. limiter level shows a local minimum at period-1 control, thereby providing strong evidence that the controlled state is an unstable periodic orbit (UPO) of the uncontrolled system.
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Nodal domains on quantum graphs: We consider the real eigenfunctions of the Schr\"odinger operator on graphs, and count their nodal domains. The number of nodal domains fluctuates within an interval whose size equals the number of bonds $B$. For well connected graphs, with incommensurate bond lengths, the distribution of the number of nodal domains in the interval mentioned above approaches a Gaussian distribution in the limit when the number of vertices is large. The approach to this limit is not simple, and we discuss it in detail. At the same time we define a random wave model for graphs, and compare the predictions of this model with analytic and numerical computations.
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Oscillation quenching in third order Phase Locked Loop coupled by mean field diffusive coupling: We explore analytically the oscillation quenching phenomena (amplitude death and oscillation death) in a coupled third order phase locked loop (PLL) both in periodic and chaotic mode. The phase locked loops are coupled through mean field diffusive coupling. The lower and upper limits of the quenched state are identified in the parameter space of the coupled PLL using Routh-Hurwitz technique. We further observe that the ability of convergence to the quenched state of coupled PLLs depends on the design parameters. For identical system both the system converges to homogeneous steady state whereas for non-identical parameter values they converge to inhomogeneous steady state. It is also observed that for identical systems the quenched state is wider than non-identical case. When the systems parameters are so chosen that each isolated loops are chaotic in nature, in that case we observe the quenched state is relatively narrow. All these phenomena are also demonstrated through numerical simulations.
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Photoabsorption spectra of the diamagnetic hydrogen atom in the transition regime to chaos: Closed orbit theory with bifurcating orbits: With increasing energy the diamagnetic hydrogen atom undergoes a transition from regular to chaotic classical dynamics, and the closed orbits pass through various cascades of bifurcations. Closed orbit theory allows for the semiclassical calculation of photoabsorption spectra of the diamagnetic hydrogen atom. However, at the bifurcations the closed orbit contributions diverge. The singularities can be removed with the help of uniform semiclassical approximations which are constructed over a wide energy range for different types of codimension one and two catastrophes. Using the uniform approximations and applying the high-resolution harmonic inversion method we calculate fully resolved semiclassical photoabsorption spectra, i.e., individual eigenenergies and transition matrix elements at laboratory magnetic field strengths, and compare them with the results of exact quantum calculations.
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Universal Power-law Decay in Hamiltonian Systems?: The understanding of the asymptotic decay of correlations and of the distribution of Poincar\'e recurrence times $P(t)$ has been a major challenge in the field of Hamiltonian chaos for more than two decades. In a recent Letter, Chirikov and Shepelyansky claimed the universal decay $P(t) \sim t^{-3}$ for Hamiltonian systems. Their reasoning is based on renormalization arguments and numerical findings for the sticking of chaotic trajectories near a critical golden torus in the standard map. We performed extensive numerics and find clear deviations from the predicted asymptotic exponent of the decay of $P(t)$. We thereby demonstrate that even in the supposedly simple case, when a critical golden torus is present, the fundamental question of asymptotic statistics in Hamiltonian systems remains unsolved.
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Planar Visibility Graph Network Algorithm For Two Dimensional Timeseries: In this brief paper, a simple and fast computational method, the Planar Visibility Graph Networks Algorithm was proposed based on the famous Visibility Graph Algorithm, which can fulfill converting two dimensional timeseries into a planar graph. The constructed planar graph inherits several properties of the series in its structure. Thereby, periodic series, random series, and chaotic series convert into quite different networks with different average degree, characteristic path length, diameter, clustering coefficient, different degree distribution, and modularity, etc. By means of this new approach, with such different networks measures, one can characterize two dimensional timeseries from a new viewpoint of complex networks.
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The impact of hydrodynamic interactions on the preferential concentration of inertial particles in turbulence: We consider a dilute gas of inertial particles transported by the turbulent flow. Due to inertia the particles concentrate preferentially outside vortices. The pair-correlation function of the particles' concentration is known to obey at small separations a power-law with a negative exponent, if the hydrodynamic interactions between the particles are neglected. The divergence at zero separation is the signature of the random attractor asymptoted by the particles' trajectories at large times. However the hydrodynamic interactions produce a repulsion between the particles that is non-negligible at small separations. We introduce equations governing the repulsion and show it smoothens the singular attractor near the particles where the pair correlation function saturates. The effect is most essential at the Stokes number of order one, where the correlations decrease by a factor of a few.
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An ergodic averaging method to differentiate covariant Lyapunov vectors: Covariant Lyapunov vectors or CLVs span the expanding and contracting directions of perturbations along trajectories in a chaotic dynamical system. Due to efficient algorithms to compute them that only utilize trajectory information, they have been widely applied across scientific disciplines, principally for sensitivity analysis and predictions under uncertainty. In this paper, we develop a numerical method to compute the directional derivatives of CLVs along their own directions. Similar to the computation of CLVs, the present method for their derivatives is iterative and analogously uses the second-order derivative of the chaotic map along trajectories, in addition to the Jacobian. We validate the new method on a super-contracting Smale-Williams Solenoid attractor. We also demonstrate the algorithm on several other examples including smoothly perturbed Arnold Cat maps, and the Lorenz attractor, obtaining visualizations of the curvature of each attractor. Furthermore, we reveal a fundamental connection of the CLV self-derivatives with a statistical linear response formula.
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Classical dynamics on graphs: We consider the classical evolution of a particle on a graph by using a time-continuous Frobenius-Perron operator which generalizes previous propositions. In this way, the relaxation rates as well as the chaotic properties can be defined for the time-continuous classical dynamics on graphs. These properties are given as the zeros of some periodic-orbit zeta functions. We consider in detail the case of infinite periodic graphs where the particle undergoes a diffusion process. The infinite spatial extension is taken into account by Fourier transforms which decompose the observables and probability densities into sectors corresponding to different values of the wave number. The hydrodynamic modes of diffusion are studied by an eigenvalue problem of a Frobenius-Perron operator corresponding to a given sector. The diffusion coefficient is obtained from the hydrodynamic modes of diffusion and has the Green-Kubo form. Moreover, we study finite but large open graphs which converge to the infinite periodic graph when their size goes to infinity. The lifetime of the particle on the open graph is shown to correspond to the lifetime of a system which undergoes a diffusion process before it escapes.
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Meanders and Reconnection-Collision Sequences in the Standard Nontwist Map: New global periodic orbit collision/separatrix reconnection scenarios in the standard nontwist map in different regions of parameter space are described in detail, including exact methods for determining reconnection thresholds that are implemented numerically. The results are compared to a break-up diagram of shearless invariant curves. The existence of meanders (invariant tori that are not graphs) is demonstrated numerically for both odd and even period reconnection for certain regions in parameter space, and some of the implications on transport are discussed.
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Parametric Generator of Robust Chaos: Circuit Implementation and Simulation Using the Program Product MULTISIM: A scheme is suggested of the parametric generator of chaotic oscillations with attractor represented by a kind of Smale-Williams solenoid that operates under a periodic sequence of pump pulses at two different frequencies. Simulation of chaotic dynamics using the software product Multisim is provided.
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On the relation between reliable computation time, float-point precision and the Lyapunov exponent in chaotic systems: The relation among reliable computation time, Tc, float-point precision, K, and the Lyapunov exponent, {\lambda}, is obtained as Tc= (lnB/{\lambda})K+C, where B is the base of the float-point system and C is a constant dependent only on the chaotic equation. The equation shows good agreement with numerical experimental results, especially the scale factors.
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Phase Synchronization on Spacially Embeded Duplex Networks with Total Cost Constraint: Synchronization on multiplex networks have attracted increasing attention in the past few years. We investigate collective behaviors of Kuramoto oscillators on single layer and duplex spacial networks with total cost restriction, which was introduced by Li et. al [Li G., Reis S. D., Moreira A. A., Havlin S., Stanley H. E. and Jr A. J., {\it Phys. Rev. Lett.} 104, 018701 (2010)] and termed as the Li network afterwards. In the Li network model, with the increase of its spacial exponent, the network's structure will vary from the random type to the small-world one, and finally to the regular lattice.We first explore how the spacial exponent influences the synchronizability of Kuramoto oscillators on single layer Li networks and find that the closer the Li network is to a regular lattice, the more difficult for it to evolve into synchronization. Then we investigate synchronizability of duplex Li networks and find that the existence of inter-layer interaction can greatly enhance inter-layer and global synchronizability. When the inter-layer coupling strength is larger than a certain critical value, whatever the intra-layer coupling strength is, the inter-layer synchronization will always occur. Furthermore, on single layer Li networks, nodes with larger degrees more easily reach global synchronization, while on duplex Li networks, this phenomenon becomes much less obvious. Finally, we study the impact of inter-link density on global synchronization and obtain that sparse inter-links can lead to the emergence of global synchronization for duplex Li networks just as dense inter-links do. In a word, inter-layer interaction plays a vital role in determining synchronizability for duplex spacial networks with total cost constraint.
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Constructing a chaotic system with any number of equilibria: In the chaotic Lorenz system, Chen system and R\"ossler system, their equilibria are unstable and the number of the equilibria are no more than three. This paper shows how to construct some simple chaotic systems that can have any preassigned number of equilibria. First, a chaotic system with no equilibrium is presented and discussed. Then, a methodology is presented by adding symmetry to a new chaotic system with only one stable equilibrium, to show that chaotic systems with any preassigned number of equilibria can be generated. By adjusting the only parameter in these systems, one can further control the stability of their equilibria. This result reveals an intrinsic relationship of the global dynamical behaviors with the number and stability of the equilibria of a chaotic system.
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Spectral statistics in chaotic systems with a point interaction: We consider quantum systems with a chaotic classical limit that are perturbed by a point-like scatterer. The spectral form factor K(tau) for these systems is evaluated semiclassically in terms of periodic and diffractive orbits. It is shown for order tau^2 and tau^3 that off-diagonal contributions to the form factor which involve diffractive orbits cancel exactly the diagonal contributions from diffractive orbits, implying that the perturbation by the scatterer does not change the spectral statistic. We further show that parametric spectral statistics for these systems are universal for small changes of the strength of the scatterer.
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Matrix logistic map: fractal spectral distributions and transfer of chaos: The standard logistic map, $x'=ax(1-x)$, serves as a paradigmatic model to demonstrate how apparently simple non-linear equations lead to complex and chaotic dynamics. In this work we introduce and investigate its matrix analogue defined for an arbitrary matrix $X$ of a given order $N$. We show that for an arbitrary initial ensemble of hermitian random matrices with a continuous level density supported on the interval $[0,1]$, the asymptotic level density converges to the invariant measure of the logistic map. Depending on the parameter $a$ the constructed measure may be either singular, fractal or described by a continuous density. In a broader class of the map multiplication by a scalar logistic parameter $a$ is replaced by transforming $aX(\mathbb{I}-X)$ into $BX(\mathbb{I}-X)B^{\dagger}$, where $A=BB^{\dagger}$ is a fixed positive matrix of order $N$. This approach generalizes the known model of coupled logistic maps, and allows us to study the transition to chaos in complex networks and multidimensional systems. In particular, associating the matrix $B$ with a given graph we demonstrate the gradual transfer of chaos between subsystems corresponding to vertices of a graph and coupled according to its edges.
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Nilpotent normal form for divergence-free vector fields and volume-preserving maps: We study the normal forms for incompressible flows and maps in the neighborhood of an equilibrium or fixed point with a triple eigenvalue. We prove that when a divergence free vector field in $\mathbb{R}^3$ has nilpotent linearization with maximal Jordan block then, to arbitrary degree, coordinates can be chosen so that the nonlinear terms occur as a single function of two variables in the third component. The analogue for volume-preserving diffeomorphisms gives an optimal normal form in which the truncation of the normal form at any degree gives an exactly volume-preserving map whose inverse is also polynomial inverse with the same degree.
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Extensive packet excitations in FPU and Toda lattices: At low energies, the excitation of low frequency packets of normal modes in the Fermi-Pasta-Ulam (FPU) and in the Toda model leads to exponentially localized energy profiles which resemble staircases and are identified by a slope $\sigma$ that depends logarithmically on the specific energy $\varepsilon=E/N$. Such solutions are found to lie on stable lower dimensional tori, named $q$-tori. At higher energies there is a sharp transition of the system's localization profile to a straight-line one, determined by an $N$-dependent slope of the form $\sigma \sim (\varepsilon N)^{-d}$, $d>0$. We find that the energy crossover $\varepsilon_c$ between the two energy regimes decays as $1/N$, which indicates that $q$-tori disappear in the thermodynamic limit. Furthermore, we focus on the times that such localization profiles are practically frozen and we find that these "stickiness times" can rapidly and accurately distinguish between a power-law and a stretched exponential dependence in $1/\varepsilon $.
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Entry and exit sets in the dynamics of area preserving Henon map: In this paper we study dynamical properties of the area preserving Henon map, as a discrete version of open Hamiltonian systems, that can exhibit chaotic scattering. Exploiting its geometric properties we locate the exit and entry sets, i.e. regions through which any forward, respectively backward, unbounded orbit escapes to infinity. In order to get the boundaries of these sets we prove that the right branch of the unstable manifold of the hyperbolic fixed point is the graph of a function, which is the uniform limit of a sequence of functions whose graphs are arcs of the symmetry lines of the Henon map, as a reversible map.
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Quasiperiodicity and suppression of multistability in nonlinear dynamical systems: It has been known that noise can suppress multistability by dynamically connecting coexisting attractors in the system which are otherwise in separate basins of attraction. The purpose of this mini-review is to argue that quasiperiodic driving can play a similar role in suppressing multistability. A concrete physical example is provided where quasiperiodic driving was demonstrated to eliminate multistability completely to generate robust chaos in a semiconductor superlattice system.
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Slow energy relaxation and localization in 1D lattices: We investigate the energy relaxation process produced by thermal baths at zero temperature acting on the boundary atoms of chains of classical anharmonic oscillators. Time-dependent perturbation theory allows us to obtain an explicit solution of the harmonic problem: even in such a simple system nontrivial features emerge from the interplay of the different decay rates of Fourier modes. In particular, a crossover from an exponential to an inverse-square-root law occurs on a time scale proportional to the system size $N$. A further crossover back to an exponential law is observed only at much longer times (of the order $N^3$). In the nonlinear chain, the relaxation process is initially equivalent to the harmonic case over a wide time span, as illustrated by simulations of the $\beta$ Fermi-Pasta-Ulam model. The distinctive feature is that the second crossover is not observed due to the spontaneous appearance of breathers, i.e. space-localized time-periodic solutions, that keep a finite residual energy in the lattice. We discuss the mechanism yielding such solutions and also explain why it crucially depends on the boundary conditions.
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Chaos in Black holes Surrounded by Electromagnetic Fields: In this paper we prove the occurence of chaos for charged particles moving around a Schwarzshild black hole, perturbed by uniform electric and magnetic fields. The appearance of chaos is studied resorting to the Poincare'-Melnikov method.
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Chaos control in the fractional order logistic map via impulses: In this paper the chaos control in the discrete logistic map of fractional order is obtained with an impulsive control algorithm. The underlying discrete initial value problem of fractional order is considered in terms of Caputo delta fractional difference. Every $\Delta$ steps, the state variable is instantly modified with the same impulse value, chosen from a bifurcation diagram versus impulse. It is shown that the solution of the impulsive control is bounded. The numerical results are verified via time series, histograms, and the 0-1 test. Several examples are considered
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Selective amplification of scars in a chaotic optical fiber: In this letter we propose an original mechanism to select scar modes through coherent gain amplification in a multimode D-shaped fiber. More precisely, we numerically demonstrate how scar modes can be amplified by positioning a gain region in the vicinity of specific points of a short periodic orbit known to give rise to scar modes.
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Outliers, Extreme Events and Multiscaling: Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and predictions in such systems are complicated by the fact that on the one hand extreme events may appear as "outliers" whose statistical properties do not seem to conform with the bulk of the data, and on the other hands they dominate the (fat) tails of probability distributions and the scaling of high moments, leading to "abnormal" or "multi"-scaling. We employ a shell model of turbulence to show that it is very useful to examine in detail the dynamics of onset and demise of extreme events. Doing so may reveal dynamical scaling properties of the extreme events that are characteristic to them, and not shared by the bulk of the fluctuations. As the extreme events dominate the tails of the distribution functions, knowledge of their dynamical scaling properties can be turned into a prediction of the functional form of the tails. We show that from the analysis of relatively short time horizons (in which the extreme events appear as outliers) we can predict the tails of the probability distribution functions, in agreement with data collected in very much longer time horizons. The conclusion is that events that may appear unpredictable on relatively short time horizons are actually a consistent part of a multiscaling statistics on longer time horizons.
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The discontinuous dynamics and non-autonomous chaos: A multidimensional chaos is generated by a special initial value problem for the non-autonomous impulsive differential equation. The existence of a chaotic attractor is shown, where density of periodic solutions, sensitivity of solutions and existence of a trajectory dense in the set of all orbits are observed. The chaotic properties of all solutions are discussed. An appropriate example is constructed, where the intermittency phenomenon is indicated. The results of the paper are illustrating that impulsive differential equations may play a special role in the investigation of the complex behavior of dynamical systems, different from that played by continuous dynamics.
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Scaling laws of passive tracer dispersion in the turbulent surface layer: Experimental results for passive tracer dispersion in the turbulent surface layer under stable conditions are presented. In this case, the dispersion of tracer particles is determined by the interplay of three mechanisms: relative dispersion (celebrated Richardson's mechanism), shear dispersion (particle separation due to variation of the mean velocity field) and specific surface-layer dispersion (induced by the gradient of the energy dissipation rate in the turbulent surface layer). The latter mechanism results in the rather slow (ballistic) law for the mean squared particle separation. Based on a simplified Langevin equation for particle separation we found that the ballistic regime always dominates at large times. This conclusion is supported by our extensive atmospheric observations. Exit-time statistics are derived from the experimental dataset and show a reasonable match with the simple dimensional asymptotes for different mechanisms of tracer dispersion, as well as predictions of the multifractal model and experimental data from other sources.
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Delay-induced homoclinic bifurcations in modified gradient bistable systems and their relevance to optimisation: Nonlinear dynamical systems with time delay are abundant in applications, but are notoriously difficult to analyse and predict because delay-induced effects strongly depend on the form of the nonlinearities involved, and on the exact way the delay enters the system. We consider a special class of nonlinear systems with delay obtained by taking a gradient dynamical system with a two-well "potential" function and replacing the argument of the right-hand side function with its delayed version. This choice of the system is motivated by the relative ease of its graphical interpretation, and by its relevance to a recent approach to use delay in finding the global minimum of a multi-well function. Here, the simplest type of such systems is explored, for which we hypothesise and verify the possibility to qualitatively predict the delay-induced effects, such as a chain of homoclinic bifurcations one by one eliminating local attractors and enabling the phase trajectory to spontaneously visit vicinities of all local minima. The key phenomenon here is delay-induced reorganisation of manifolds, which cease to serve as barriers between the local minima after homoclinic bifurcations. Despite the general scenario being quite universal in two-well potentials, the homoclinic bifurcation comes in various versions depending on the fine features of the potential. Our results are a pre-requisite for understanding general highly nonlinear multistable systems with delay. They also reveal the mechanisms behind the possible role of delay in optimisation.
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Cluster synchronization in complex network of coupled chaotic circuits: an experimental study: By a small-size complex network of coupled chaotic Hindmarsh-Rose circuits, we study experimentally the stability of network synchronization to the removal of shortcut links. It is shown that the removal of a single shortcut link may destroy either completely or partially the network synchronization. Interestingly, when the network is partially desynchronized, it is found that the oscillators can be organized into different groups, with oscillators within each group being highly synchronized but are not for oscillators from different groups, showing the intriguing phenomenon of cluster synchronization. The experimental results are analyzed by the method of eigenvalue analysis, which implies that the formation of cluster synchronization is crucially dependent on the network symmetries. Our study demonstrates the observability of cluster synchronization in realistic systems, and indicates the feasibility of controlling network synchronization by adjusting network topology.
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Emerging attractors and the transition from dissipative to conservative dynamics: The topological structure of basin boundaries plays a fundamental role in the sensitivity to the initial conditions in chaotic dynamical systems. Herewith we present a study on the dynamics of dissipative systems close to the Hamiltonian limit, emphasising the increasing number of periodic attractors and on the structural changes in their basin boundaries as the dissipation approaches zero. We show numerically that a power law with nontrivial exponent describes the growth of the total number of periodic attractors as the damping is decreased. We also establish that for small scales the dynamics is governed by \emph{effective} dynamical invariants, whose measure depends not only on the region of the phase space, but also on the scale under consideration. Therefore, our results show that the concept of effective invariants is also relevant for dissipative systems.
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Time dependence of moments of an exactly solvable Verhulst model under random perturbations: Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The asymptotic behavior (for large time) of the moments is described by a single decreasing exponent.
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The conservative cascade of kinetic energy in compressible turbulence: The physical nature of compressible turbulence is of fundamental importance in a variety of astrophysical settings. We present the first direct evidence that mean kinetic energy cascades conservatively beyond a transitional "conversion" scale-range despite not being an invariant of the compressible flow dynamics. We use high-resolution three-dimensional simulations of compressible hydrodynamic turbulence on $512^3$ and $1024^3$ grids. We probe regimes of forced steady-state isothermal flows and of unforced decaying ideal gas flows. The key quantity we measure is pressure dilatation cospectrum, $E^{PD}(k)$, where we provide the first numerical evidence that it decays at a rate faster than $k^{-1}$ as a function of wavenumber. This is sufficient to imply that mean pressure dilatation acts primarily at large-scales and that kinetic and internal energy budgets statistically decouple beyond a transitional scale-range. Our results suggest that an extension of Kolmogorov's inertial-range theory to compressible turbulence is possible.
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Relation of stability and bifurcation properties between continuous and ultradiscrete dynamical systems via discretization with positivity: one dimensional cases: Stability and bifurcation properties of one-dimensional discrete dynamical systems with positivity, which are derived from continuous ones by tropical discretization, are studied. The discretized time interval is introduced as a bifurcation parameter in the discrete dynamical systems, and emergence condition of an additional bifurcation, flip bifurcation, is identified. Correspondence between the discrete dynamical systems with positivity and the ultradiscrete ones derived from them is discussed. It is found that the derived ultradiscrete max-plus dynamical systems can retain the bifurcations of the original continuous ones via tropical discretization and ultradiscretization.
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Stochastic dynamics and control of a driven nonlinear spin chain: the role of Arnold diffusion: We study a chain of non-linear, interacting spins driven by a static and a time-dependent magnetic field. The aim is to identify the conditions for the locally and temporally controlled spin switching. Analytical and full numerical calculations show the possibility of stochastic control if the underlying semi-classical dynamics is chaotic. This is achievable by tuning the external field parameters according to the method described in this paper. We show analytically for a finite spin chain that Arnold diffusion is the underlying mechanism for the present stochastic control. Quantum mechanically we consider the regime where the classical dynamics is regular or chaotic. For the latter we utilize the random matrix theory. The efficiency and the stability of the non-equilibrium quantum spin-states are quantified by the time-dependence of the Bargmann angle related to the geometric phases of the states.
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Semiclassical Quantization by Harmonic Inversion: Comparison of Algorithms: Harmonic inversion techniques have been shown to be a powerful tool for the semiclassical quantization and analysis of quantum spectra of both classically integrable and chaotic dynamical systems. Various computational procedures have been proposed for this purpose. Our aim is to find out which method is numerically most efficient. To this end, we summarize and discuss the different techniques and compare their accuracies by way of two example systems.
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Large-scale lognormality in turbulence modeled by Ornstein-Uhlenbeck process: Lognormality was found experimentally for coarse-grained squared turbulence velocity and velocity increment when the coarsening scale is comparable to the correlation scale of the velocity (Mouri et al. Phys. Fluids 21, 065107, 2009). We investigate this large-scale lognormality by using a simple stochastic process with correlation, the Ornstein-Uhlenbeck (OU) process. It is shown that the OU process has a similar large-scale lognormality, which is studied numerically and analytically.
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Controlling spatiotemporal chaos in oscillatory reaction-diffusion systems by time-delay autosynchronization: Diffusion-induced turbulence in spatially extended oscillatory media near a supercritical Hopf bifurcation can be controlled by applying global time-delay autosynchronization. We consider the complex Ginzburg-Landau equation in the Benjamin-Feir unstable regime and analytically investigate the stability of uniform oscillations depending on the feedback parameters. We show that a noninvasive stabilization of uniform oscillations is not possible in this type of systems. The synchronization diagram in the plane spanned by the feedback parameters is derived. Numerical simulations confirm the analytical results and give additional information on the spatiotemporal dynamics of the system close to complete synchronization.
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Chaos in three coupled rotators: From Anosov dynamics to hyperbolic attractors: Starting from Anosov chaotic dynamics of geodesic flow on a surface of negative curvature, we develop and consider a number of self-oscillatory systems including those with hinged mechanical coupling of three rotators and a system of rotators interacting through a potential function. These results are used to design an electronic circuit for generation of rough (structurally stable) chaos. Results of numerical integration of the model equations of different degree of accuracy are presented and discussed. Also, circuit simulation of the electronic generator is provided using the NI Multisim environment. Portraits of attractors, waveforms of generated oscillations, Lyapunov exponents, and spectra are considered and found to be in good correspondence for the dynamics on the attractive sets of the self-oscillatory systems and for the original Anosov geodesic flow. The hyperbolic nature of the dynamics is tested numerically using a criterion based on statistics of angles of intersection of stable and unstable subspaces of the perturbation vectors at a reference phase trajectory on the attractor.
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A model for shock wave chaos: We propose the following model equation: \[u_{t}+1/2(u^{2}-uu_{s})_{x}=f(x,u_{s}), \] that predicts chaotic shock waves. It is given on the half-line $x<0$ and the shock is located at $x=0$ for any $t\ge0$. Here $u_{s}(t)$ is the shock state and the source term $f$ is assumed to satisfy certain integrability constraints as explained in the main text. We demonstrate that this simple equation reproduces many of the properties of detonations in gaseous mixtures, which one finds by solving the reactive Euler equations: existence of steady traveling-wave solutions and their instability, a cascade of period-doubling bifurcations, onset of chaos, and shock formation in the reaction zone.
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Recursive Tangential-Angular Operator as Analyzer of Synchronized Chaos: A method for the quantitative analysis of the degree and parameters of synchronization of the chaotic oscillations in two coupled oscillators is proposed, which makes it possible to reveal a change in the structure of attractors. The proposed method is tested on a model system of two unidirectionally coupled logistic maps. It is shown that the method is robust with respect to both the presence of a low-intensity noise and a nonlinear distortion of the analyzed signal. Specific features of a rearranged structure of the attractor of a driven subsystem in the example under consideration have been studied.
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A first-principles model of time-dependent variations in transmission through a fluctuating scattering environment: Fading is the time-dependent variation in transmitted signal strength through a complex medium, due to interference or temporally evolving multipath scattering. In this paper we use random matrix theory (RMT) to establish a first-principles model for fading, including both universal and non-universal effects. This model provides a more general understanding of the most common statistical models (Rayleigh fading and Rice fading) and provides a detailed physical basis for their parameters. We also report experimental tests on two ray-chaotic microwave cavities. The results show that our RMT model agrees with the Rayleigh/Rice models in the high loss regime, but there are strong deviations in low-loss systems where the RMT approach describes the data well.
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Near action-degenerate periodic-orbit bunches: A skeleton of chaos: Long periodic orbits of hyperbolic dynamics do not exist as independent individuals but rather come in closely packed bunches. Under weak resolution a bunch looks like a single orbit in configuration space, but close inspection reveals topological orbit-to-orbit differences. The construction principle of bunches involves close self-"encounters" of an orbit wherein two or more stretches stay close. A certain duality of encounters and the intervening "links" reveals an infinite hierarchical structure of orbit bunches. -- The orbit-to-orbit action differences $\Delta S$ within a bunch can be arbitrarily small. Bunches with $\Delta S$ of the order of Planck's constant have constructively interfering Feynman amplitudes for quantum observables, and this is why the classical bunching phenomenon could yield the semiclassical explanation of universal fluctuations in quantum spectra and transport.
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Lie algebras in vortex dynamics and celestial mechanics - IV: The work of A.V. Borisov, A.E. Pavlov, Dynamics and Statics of Vortices on a Plane and a Sphere - I (Reg. & Ch. Dynamics, 1998, Vol. 3, No 1, p.28-39) introduces a naive description of dynamics of point vortices on a plane in terms of variables of distances and areas which generate Lie-Poisson structure. Using this approach a qualitative description of dynamics of point vortices on a plane and a sphere is obtained in the works Dynamics of Three Vortices on a Plane and a Sphere - II. General compact case by A.V. Borisov, V.G. Lebedev (Reg. & Ch. Dynamics, 1998, Vol. 3, No 2, p.99-114), Dynamics of three vortices on a plane and a sphere - III. Noncompact case. Problem of collaps and scattering by A.V. Borisov, V.G. Lebedev (Reg. & Ch. Dynamics, 1998, Vol. 3, No 4, p.76-90). In this paper we consider more formal constructions of the general problem of n vortices on a plane and a sphere. The developed methods of algebraization are also applied to the classical problem of the reduction in the three-body problem.
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Wave chaos in the elastic disc: The relation between the elastic wave equation for plane, isotropic bodies and an underlying classical ray dynamics is investigated. We study in particular the eigenfrequencies of an elastic disc with free boundaries and their connection to periodic rays inside the circular domain. Even though the problem is separable, wave mixing between the shear and pressure component of the wave field at the boundary leads to an effective stochastic part in the ray dynamics. This introduces phenomena typically associated with classical chaos as for example an exponential increase in the number of periodic orbits. Classically, the problem can be decomposed into an integrable part and a simple binary Markov process. Similarly, the wave equation can in the high frequency limit be mapped onto a quantum graph. Implications of this result for the level statistics are discussed. Furthermore, a periodic trace formula is derived from the scattering matrix based on the inside-outside duality between eigen-modes and scattering solutions and periodic orbits are identified by Fourier transforming the spectral density
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Asymptotic properties of the spectrum of neutral delay differential equations: Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived exact stability boundary. The approximate and exact stability borders agree quite well for the large time delay, and the inclusion of a time-delayed velocity feedback improves this agreement for small delays. Theoretical results are complemented by a numerically computed spectrum of the corresponding characteristic equations.
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The hydrogen atom in an electric field: Closed-orbit theory with bifurcating orbits: Closed-orbit theory provides a general approach to the semiclassical description of photo-absorption spectra of arbitrary atoms in external fields, the simplest of which is the hydrogen atom in an electric field. Yet, despite its apparent simplicity, a semiclassical quantization of this system by means of closed-orbit theory has not been achieved so far. It is the aim of this paper to close that gap. We first present a detailed analytic study of the closed classical orbits and their bifurcations. We then derive a simple form of the uniform semiclassical approximation for the bifurcations that is suitable for an inclusion into a closed-orbit summation. By means of a generalized version of the semiclassical quantization by harmonic inversion, we succeed in calculating high-quality semiclassical spectra for the hydrogen atom in an electric field.
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Concurrent formation of nearly synchronous clusters in each intertwined cluster set with parameter mismatches: Cluster synchronization is a phenomenon in which oscillators in a given network are partitioned into synchronous clusters. As recently shown, diverse cluster synchronization patterns can be found using network symmetry when the oscillators are identical. For such symmetry-induced cluster synchronization patterns, subsets called intertwined clusters can exist, in which every cluster in the same subset should synchronize or desynchronize concurrently. In this work, to reflect the existence of noise in real systems, we consider networks composed of nearly identical oscillators. We show that every cluster in the same intertwined cluster set is nearly synchronized concurrently when the nearly synchronous state of the set is stable. We also consider an extreme case where only one cluster of an intertwined cluster set is composed of nearly identical oscillators while every other cluster in the set is composed of identical oscillators. In this case, deviation from the synchronous state of every cluster in the same set increases linearly with the magnitude of parameter mismatch within the cluster of nearly identical oscillators. We confirm these results by numerical simulation.
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Records and occupation time statistics for area-preserving maps: A relevant problem in dynamics is to characterize how deterministic systems may exhibit features typically associated to stochastic processes. A widely studied example is the study of (normal or anomalous) transport properties for deterministic systems on a non-compact phase space. We consider here two examples of area-preserving maps: the Chirikov-Taylor standard map and the Casati-Prosen triangle map, and we investigate transport properties, records' statistics and occupation time statistics. While the standard map, when a chaotic sea is present, always reproduces results expected for simple random walks, the triangle map -- whose analysis still displays many elusive points -- behaves in a wildly different way, some of the features being compatible with a transient (non conservative) nature of the dynamics.
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The topology of chaotic iterations: Chaotic iterations have been introduced on the one hand by Chazan, Mi- ranker [6] and Miellou [10] in a numerical analysis context, and on the other hand by Robert [12] and Pellegrin [11] in the discrete dynamical systems frame- work. In both cases, the objective was to derive conditions of convergence of such iterations to a fixed state. In this paper, a new point of view is presented, the goal here is to derive conditions under which chaotic iterations admit a chaotic behaviour in a rigorous mathematical sense. Contrary to what has been studied in the literature, convergence is not desired. More precisely, we establish in this paper a link between the concept of chaotic iterations on a finite set and the notion of topological chaos [9], [7], [8]. We are motivated by concrete applications of our approach, such as the use of chaotic boolean iterations in the computer security field. Indeed, the concept of chaos is used in many areas of data security without real rigorous theoretical foundations, and without using the fundamental properties that allow chaos. The wish of this paper is to bring a bit more mathematical rigour in this field. This paper is an extension of[3], and a work in progress.
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