On Perturbations of Generalized Landau-Lifshitz Dynamics

We consider deterministic and stochastic perturbations of dynamical systems with conservation laws in ℝ³. The Landau-Lifshitz equation for the magnetization dynamics in ferromagnetics is a special case of our system. The averaging principle is a natural tool in such problems. But bifurcations in the set of invariant measures lead to essential modification in classical averaging. The limiting slow motion in this case, in general, is a stochastic process even if pure deterministic perturbations of a deterministic system are considered. The stochasticity is a result of instabilities in the non-perturbed system as well as of existence of ergodic sets of a positive measure. We effectively describe the limiting slow motion.     

Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states (x,σ)∈Ω×Γ, Ω being a region in ℝ ^d or the d-dimensional torus, Γ being a finite set. The continuous variable x follows a piecewise deterministic dynamics, the discrete variable σ evolves by a stochastic jump dynamics and the two resulting evolutions are fully-coupled. We study stationarity, reversibility and time-reversal symmetries of the process. Increasing the frequency of the σ-jumps, the system behaves asymptotically as deterministic and we investigate the structure of its fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. (Phys. Rev. Lett. 87(4):040601, 2001; J. Stat. Phys. 107(3–4):635–675, 2002; J. Stat. Mech. P07014, 2007; Preprint available online at , 2008), in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti–Cohen-type symmetry relation with involution map different from time-reversal.     

On Noncommutative Multi-Solitons

 We find the moduli space of multi-solitons in noncommutative scalar field theories at large θ, in arbitrary dimension. The existence of a non-trivial moduli space at leading order in 1/θ is a consequence of a Bogomolnyi bound obeyed by the kinetic energy of the θ=∞ solitons. In two spatial dimensions, the parameter space for k solitons is a K?hler de-singularization of the symmetric product (ℝ²) ^k /S _k . We exploit the existence of this moduli space to construct solitons on quotient spaces of the plane: ℝ²/ℤ _k , cylinder, and T ² . However, we show that tori of area less than or equal to 2πθ do not admit stable solitons. In four dimensions the moduli space provides an explicit K?hler resolution of (ℝ⁴) ^k /S _k . In general spatial dimension 2d, we show it is isomorphic to the Hilbert scheme of k points in ℂ ^d , which for d>2 (and k>3) is not smooth and can have multiple branches. Received: 29 May 2001 / Accepted: 16 August 2002 Published online: 7 November 2002 Communicated by R.H. Dijkgraaf     

Hilbert Modules and Stochastic Dilation of a Quantum Dynamical Semigroup on a von Neumann Algebra

A general theory for constructing a weak Markov dilation of a uniformly continuous quantum dynamical semigroup T _t on a von Neumann algebra ? with respect to the Fock filtration is developed with the aid of a coordinate-free quantum stochastic calculus. Starting with the structure of the generator of T _t , existence of canonical structure maps (in the sense of Evans and Hudson) is deduced and a quantum stochastic dilation of T _t is obtained through solving a canonical flow equation for maps on the right Fock module ?⊗Γ(L ²(ℝ₊,k ₀)), where k ₀ is some Hilbert space arising from a representation of ?^′. This gives rise to a *-homomorphism j _t of ?. Moreover, it is shown that every such flow is implemented by a partial isometry-valued process. This leads to a natural construction of a weak Markov process (in the sense of [B-P]) with respect to Fock filtration. Received: 15 June 1998/ Accepted: 4 March 1999     

Phase space quantization as a moment problem

We consider questions related to the following quantization scheme: a classical variable f: Ω → ℝ on a phase space Ω is associated with a unique semispectral measure E ^f , such that the kth moment operator of E ^f is required to coincide with the operator integral L(f ^k , E) of f ^k with respect to a certain fixed phase space semispectral measure E. Mainly, we take the phase space Ω to be a locally compact unimodular group. In the concrete case where Ω = ℝ² and E is a translation covariant semispectral measure, we determine explicitly the relevant operators L(f ^k , E) for certain variables f. In addition, we consider the question under what conditions a positive operator measure is projection valued. The text was submitted by the author in English.     

A Stochastic Perturbation of Inviscid Flows

We prove existence and regularity of the stochastic flows used in the stochastic Lagrangian formulation of the incompressible Navier-Stokes equations (with periodic boundary conditions), and consequently obtain a C ^k,α local existence result for the Navier-Stokes equations. Our estimates are independent of viscosity, allowing us to consider the inviscid limit. We show that as ν → 0, solutions of the stochastic Lagrangian formulation (with periodic boundary conditions) converge to solutions of the Euler equations at the rate of .     

Local theory of solutions for the 0(2k+1) σ-model

We develop a theory of solutionsn for the Euclidean nonlinear 0(2k+1)-model for arbitraryk and for a regionG². We consider a subclass of solutions characterized by a condition which is fulfilled, forG=², by thosen that live on the Riemann sphere S²². We are able to characterize this class completely in terms ofk meromorphic functions, and we give an explicit inductive procedure which allows us to calculate all 0(2k+1) solutions from the trivial 0(1) solutions.     

Nahm Transform for Periodic Monopoles¶and ?=2 Super Yang–Mills Theory

We study Bogomolny equations on ℝ²×?¹. Although they do not admit nontrivial finite-energy solutions, we show that there are interesting infinite-energy solutions with Higgs field growing logarithmically at infinity. We call these solutions periodic monopoles. Using the Nahm transform, we show that periodic monopoles are in one-to-one correspondence with solutions of Hitchin equations on a cylinder with Higgs field growing exponentially at infinity. The moduli spaces of periodic monopoles belong to a novel class of hyperk?hler manifolds and have applications to quantum gauge theory and string theory. For example, we show that the moduli space of k periodic monopoles provides the exact solution of ?=2 super Yang–Mills theory with gauge group SU(k) compactified on a circle of arbitrary radius. Received: 20 July 2000 / Accepted: 29 November 2000     

A new deterministic complex network model with hierarchical structure

We introduce a new simple pseudo tree-like network model, deterministic complex network (DCN). The proposed DCN model may simulate the hierarchical structure nature of real networks appropriately and have the unique property of ‘skipping the levels’, which is ubiquitous in social networks. Our results indicate that the DCN model has a rather small average path length and large clustering coefficient, leading to the small-world effect. Strikingly, our DCN model obeys a discrete power-law degree distribution P(k)∝k^−γ, with exponent γ approaching 1.0. We also discover that the relationship between the clustering coefficient and degree follows the scaling law C(k)∼k⁻¹, which quantitatively determines the DCN's hierarchical structure.     

Lyapunov number for a noisy 2 n cycle

A stochastic one-dimensional map which produces a sequence of period doubling bifurcations is theoretically studied. We obtain analytic expressions, to a second-order approximation, of the local distribution function of fluctuating orbital points and the Lyapunov number for a noisy 2 ⁿ cycle. The expressions satisfy scaling laws and well agree with the results of numerical experiments when the external noise is weak. A scaling factor for the noise level is formulated in terms of the derivatives of a deterministic map. From it, the scaling factor is refined to be 6.6190 .... The Lyapunov number shows that, when the external noise is weaker than some extent, the noisy orbit is more stable rather than the deterministic one.     

Coherence resonance and stochastic synchronization in a nonlinear circuit near a subcritical Hopf bifurcation

We analyze noise-induced phenomena in nonlinear dynamical systems near a subcritical Hopf bifurcation. We investigate qualitative changes of probability distributions (stochastic bifurcations), coherence resonance, and stochastic synchronization. These effects are studied in dynamical systems for which a subcritical Hopf bifurcation occurs. We perform analytical calculations, numerical simulations and experiments on an electronic circuit. For the generalized Van der Pol model we uncover the similarities between the behavior of a self-sustained oscillator characterized by a subcritical Hopf bifurcation and an excitable system. The analogy is manifested through coherence resonance and stochastic synchronization. In particular, we show both experimentally and numerically that stochastic oscillations that appear due to noise in a system with hard excitation, can be partially synchronized even outside the oscillatory regime of the deterministic system.     

Bounding the quality of stochastic oscillations in population models

We analyze general two-species stochastic models, of the kind generally used for the study of population dynamics. Although usually defined a priori, the deterministic version of these models can be obtained as the infinite volume limit of many stochastic models (which are necessarily defined by more parameters than the deterministic one). It is known that damped oscillations in a deterministic model usually correspond to oscillatory-like fluctuations in their deterministic counterparts. The quality of these “oscillations" depends on details of each stochastic model. We show, however, that the parameters of the deterministic system are generally enough to obtain very good bounds for the quality of “oscillations" in any of its stochastic counterparts. These bounds are shown to depend on only one dimensionless parameter.     

Hamiltonian Structures on Coadjoint Orbits of Semidirect Product G = Diff+(S1) ? < C∞(S1, ?)

We consider the semidirect product of diffeomorphisms of the circle D=Diff₊(S ¹) and C (S ¹, ) functions, classify its coadjoint orbits and treat dynamical systems, related to corresponding Lie algebra centrally extended by the Kac-Moody, Virasoro and semidirect product cocycles with arbitrary coefficients. The three-Hamiltonian (in the case of the generalized DWW-type models) and bi-Hamiltonian (for KdV-type models) structures are found and used in the proof of their complete integrability.     

Distribution of Particles Which Produces a “Smart” Material

If A _q(β, α, k) is the scattering amplitude, corresponding to a potential , where D⊂ℝ³ is a bounded domain, and is the incident plane wave, then we call the radiation pattern the function , where the unit vector α, the incident direction, is fixed, β is the unit vector in the direction of the scattered wave, and k>0, the wavenumber, is fixed. It is shown that any function , where S ² is the unit sphere in ℝ³, can be approximated with any desired accuracy by a radiation pattern: , where ∊ >0 is an arbitrary small fixed number. The potential q, corresponding to A(β), depends on f and ∊, and can be calculated analytically. There is a one-to-one correspondence between the above potential and the density of the number of small acoustically soft particles D _m⊂ D, 1≤ m≤ M, distributed in an a priori given bounded domain D⊂ℝ³. The geometrical shape of a small particle D _m is arbitrary, the boundary S _m of D _m is Lipschitz uniformly with respect to m. The wave number k and the direction α of the incident upon D plane wave are fixed. It is shown that a suitable distribution of the above particles in D can produce the scattering amplitude , at a fixed k>0, arbitrarily close in the norm of L ²(S ²× S ²) to an arbitrary given scattering amplitude f(α ', α), corresponding to a real-valued potential q∊ L ²(D), i.e., corresponding to an arbitrary refraction coefficient in D. MSC: 35J05, 35J10, 70F10, 74J25, 81U40, 81V05, 35R30. PACS: 03.04.Kf.     

Universal Scalings in Homoclinic Doubling Cascades

Cascades of period doubling bifurcations are found in one parameter families of differential equations in ℝ³. When varying a second parameter, the periodic orbits in the period doubling cascade can disappear in homoclinic bifurcations. In one of the possible scenarios one finds cascades of homoclinic doubling bifurcations. Relevant aspects of this scenario can be understood from a study of interval maps close to x↦p+r(1 −x ^β)², β∈ (?,1). We study a renormalization operator for such maps. For values of β close to ?, we prove the existence of a fixed point of the renormalization operator, whose linearization at the fixed point has two unstable eigenvalues. This is in marked contrast to renormalization theory for period doubling cascades, where one unstable eigenvalue appears. From the renormalization theory we derive consequences for universal scalings in the bifurcation diagrams in the parameter plane. Received: 16 June 1999 / Accepted: 24 April 2001     

Ballistic annihilation and deterministic surface growth

A model of deterministic surface growth studied by Krug and Spohn, a model of the annihilating reactionA+Binert studied by Elskens and Frisch, a one-dimensional three-color cyclic cellular automaton studied by Fisch, and a particular automaton that has the number 184 in the classification of Wolfram can be studied via a cellular automaton with stochastic initial data called ballistic annihilation. This automaton is defined by the following rules: At timet=0, one particle is put at each integer point of . To each particle, a velocity is assigned in such a way that it may be either +1 or –1 with probabilities 1/2, independent of the velocities of the other particles. As time goes on, each particle moves along at the velocity assigned to it and annihilates when it collides with another particle. In the present paper we compute the distribution of this automaton for each timet . We then use this result to obtain the hydrodynamic limit for the surface profile from the model of deterministic surface growth mentioned above. We also show the relation of this limit process to the process which we call moving local minimum of Brownian motion. The latter is the processB _x ^min ,x , defined byB _x ^min min{B _y ;x–1yx+1} for everyx , whereB _x ,x , is the standard Brownian motion withB ₀=0.     

Quantitative characterization of chaotic instabilities in semiconductors

A method for quantitative characterization of chaotic dynamical systems is discussed. An electronic instrument for determining the number of independent variablesk ^*, involved in the motion, is described. It allows one to obtain these in real time from a single observable. The suggested technique has been applied to quantification of strange attractors underlying chaotic instabilities in semi-insulating GaAsCr, and n-Ge, irradiated with high energy electrons. In n-Ge, for instance, the measured numbersk ^* range from 2 to 4 depending on control parameters. These measurements reveal the highly deterministic nature of the observed chaotic oscillations. The physical mechanisms responsible for the current instabilities and chaotic behaviour are discussed.     

Random dynamics of the Morris-Lecar neural model

Determining the response characteristics of neurons to fluctuating noise-like inputs similar to realistic stimuli is essential for understanding neuronal coding. This study addresses this issue by providing a random dynamical system analysis of the Morris-Lecar neural model driven by a white Gaussian noise current. Depending on parameter selections, the deterministic Morris-Lecar model can be considered as a canonical prototype for widely encountered classes of neuronal membranes, referred to as class I and class II membranes. In both the transitions from excitable to oscillating regimes are associated with different bifurcation scenarios. This work examines how random perturbations affect these two bifurcation scenarios. It is first numerically shown that the Morris-Lecar model driven by white Gaussian noise current tends to have a unique stationary distribution in the phase space. Numerical evaluations also reveal quantitative and qualitative changes in this distribution in the vicinity of the bifurcations of the deterministic system. However, these changes notwithstanding, our numerical simulations show that the Lyapunov exponents of the system remain negative in these parameter regions, indicating that no dynamical stochastic bifurcations take place. Moreover, our numerical simulations confirm that, regardless of the asymptotic dynamics of the deterministic system, the random Morris-Lecar model stabilizes at a unique stationary stochastic process. In terms of random dynamical system theory, our analysis shows that additive noise destroys the above-mentioned bifurcation sequences that characterize class I and class II regimes in the Morris-Lecar model. The interpretation of this result in terms of neuronal coding is that, despite the differences in the deterministic dynamics of class I and class II membranes, their responses to noise-like stimuli present a reliable feature.     

Recurrence and Higher Ergodic Properties for Quenched Random Lorentz Tubes in Dimension Bigger than Two

We consider the billiard dynamics in a non-compact set of ℝ ^d that is constructed as a bi-infinite chain of translated copies of the same d-dimensional polytope. A random configuration of semi-dispersing scatterers is placed in each copy. The ensemble of dynamical systems thus defined, one for each global realization of the scatterers, is called quenched random Lorentz tube. Under some fairly general conditions, we prove that every system in the ensemble is hyperbolic and almost every system is recurrent, ergodic, and enjoys some higher chaotic properties.     

Ordinal pattern and statistical complexity analysis of daily stream flow time series

When calculating the Bandt and Pompe ordinal pattern distribution from given time series at depth D, some of the D! patterns might not appear. This could be a pure finite size effect (missing patterns) or due to dynamical properties of the observed system (forbidden patterns). For pure noise, no forbidden patterns occur, contrary to deterministic chaotic maps. We investigate long time series of river runoff for missing patterns and calculate two global properties of their pattern distributions: the Permutation Entropy and the Permutation Statistical Complexity. This is compared to purely stochastic but long-range correlated processes, the k-noise (noise with power spectrum f ^?k ), where k is a parameter determining the strength of the correlations. Although these processes closely resemble runoff series in their correlation behavior, the ordinal pattern statistics reveals qualitative differences, which can be phrased in terms of missing patterns behavior or the temporal asymmetry of the observed series. For the latter, an index is developed in the paper, which may be used to quantify the asymmetry of natural processes as opposed to artificially generated data.