Shot noise in the chaotic-to-regular crossover regime

We investigate the shot noise for phase-coherent quantum transport in the chaotic-to-regular crossover regime. Employing the modular recursive Green's function method for both ballistic and disordered two-dimensional cavities, we find the Fano factor and the transmission eigenvalue distribution for regular systems to be surprisingly similar to those for chaotic systems. We argue that, in the case of regular dynamics in the cavity, diffraction at the lead openings is the dominant source of shot noise. We also explore the onset of the crossover from quantum-to-classical transport and develop a quasiclassical transport model for shot noise suppression which agrees with the numerical quantum data.     

Nonlinear hydrodynamic phenomena in Stokes flow regime

We investigate nonlinear phenomena in dispersed two-phase systems under creeping-flow conditions. We consider nonlinear evolution of a single deformed drop and collective dynamics of arrays of hydrodynamically coupled particles. To explore physical mechanisms of system instabilities, chaotic drop evolution, and structural transitions in particle arrays we use simple models, such as small-deformation equations and effective-medium theory. We find numerical and analytical solutions of the simplified governing equations. The small-deformation equations for drop dynamics are analyzed using results of dynamical systems theory. Our investigations shed new light on the dynamics of complex fluids, where the nonlinearity often stems from the evolving boundary conditions in Stokes flow.     

Entanglement production in quantized chaotic systems

Quantum chaos is a subject whose major goal is to identify and to investigate different quantum signatures of classical chaos. Here we study entanglement production in coupled chaotic systems as a possible quantum indicator of classical chaos. We use coupled kicked tops as a model for our extensive numerical studies. We find that, in general, chaos in the system produces more entanglement. However, coupling strength between two subsystems is also a very important parameter for entanglement production. Here we show how chaos can lead to large entanglement which is universal and describable by random matrix theory (RMT). We also explain entanglement production in coupled strongly chaotic systems by deriving a formula based on RMT. This formula is valid for arbitrary coupling strengths, as well as for sufficiently long time. Here we investigate also the effect of chaos on the entanglement production for the mixed initial state. We find that many properties of the mixed-state entanglement production are qualitatively similar to the pure state entanglement production. We however still lack an analytical understanding of the mixed-state entanglement production in chaotic systems.     

Dissipative death of quantum coherences in a spin system

We investigate the influence of weak dissipation on the dynamics of a kicked spin system. Compared to its classical limit the quantum system is strongly affected by small dissipation. We present the attenuation of two different intrinsically quantum phenomena, recurrencies and tunneling. We find agreement of analytical perturbative estimates and numerical results. We further show that dissipation acts quite differently on the quantum evolution depending on whether we are in a classically chaotic or regular domain.     

Asymptotic distribution of global errors in the numerical computations of dynamical systems

We propose an analysis of the effects introduced by finite-accuracy and round-off arithmetic on numerical computations of discrete dynamical systems. Our method, which uses the statistical tool of the decay of fidelity, computes the error by directly comparing the numerical orbit with the exact one (or, more precisely, with another numerical orbit computed with a much higher accuracy). Furthermore, as a model of the effects of round-off arithmetic on the map, we also consider a random perturbation of the exact orbit with an additive noise, for which exact results can be obtained for some prototype maps. We investigate the decay laws of fidelity and their relationship with the error probability distribution for regular and chaotic maps, for both additive and numerical noise. In particular, for regular maps we find an exponential decay for additive noise, and a power-law decay for numerical noise. For chaotic maps, numerical noise is equivalent to additive noise, and our method is suitable for identifying a threshold for the reliability of numerical results, i.e., the number of iterations below which global errors can be ignored. This threshold grows linearly with the number of bits used to represent real numbers.     

Regular-to-chaotic tunneling rates using a fictitious integrable system

We derive a formula predicting dynamical tunneling rates from regular states to the chaotic sea in systems with a mixed phase space. Our approach is based on the introduction of a fictitious integrable system that resembles the regular dynamics within the island. For the standard map and other kicked systems we find agreement with numerical results for all regular states in a regime where resonance-assisted tunneling is not relevant.     

Exponential decay and scaling laws in noisy chaotic scattering

In this Letter we present a numerical study of the effect of noise on a chaotic scattering problem in open Hamiltonian systems. We use the second order Heun method for stochastic differential equations in order to integrate the equations of motion of a two-dimensional flow with additive white Gaussian noise. We use as a prototype model the paradigmatic Hénon-Heiles Hamiltonian with weak dissipation which is a well-known example of a system with escapes. We study the behavior of the scattering particles in the scattering region, finding an abrupt change of the decay law from algebraic to exponential due to the effects of noise. Moreover, we find a linear scaling law between the coefficient of the exponential law and the intensity of noise. These results are of a general nature in the sense that the same behavior appears when we choose as a model a two-dimensional discrete map with uniform noise (bounded in a particular interval and zero otherwise), showing the validity of the algorithm used. We believe the results of this work be useful for a better understanding of chaotic scattering in more realistic situations, where noise is presented.     

Symbolic dynamics of one-dimensional maps: Entropies,finite precision,and noise

In the study of nonlinear physical systems, one encounters apparently random or chaotic behavior, although the systems may be completely deterministic. Applying techniques from symbolic dynamics to maps of the interval, we compute two measures of chaotic behavior commonly employed in dynamical systems theory: the topological and metric entropies. For the quadratic logistic equation, we find that the metric entropy converges very slowly in comparison to maps which are strictly hyperbolic. The effects of finite precision arithmetric and external noise on chaotic behavior are characterized with the symbolic dynamics entropies. Finally, we discuss the relationship of these measures of chaos to algorithmic complexity, and use algorithmic information theory as a framework to discuss the construction of models for chaotic dynamics.     

Front propagation in chaotic and noisy reaction-diffusion systems: a discrete-time map approach

We study the front propagation in reaction-diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on the wandering of the front around its average position. Assuming that the reaction term acts periodically in an impulsive way, the dynamical evolution of the system can be written as the convolution between a spatial propagator and a discrete-time map acting locally. This approach allows us to perform accurate numerical analysis. They reveal that in the pulled regime the front speed is basically determined by the shape of the map around the unstable fixed point, while its chaotic or noisy features play a marginal role. In contrast, in the pushed regime the presence of chaos or noise is more relevant. In particular the front speed decreases when the degree of chaoticity is increased, but it is not straightforward to derive a direct connection between the chaotic properties (e.g. the Lyapunov exponent) and the behaviour of the front. As for the fluctuations of the front position, we observe for the noisy maps that the associated mean square displacement grows in time as t ^1/2 in the pushed case and as t ^1/4 in the pulled one, in agreement with recent findings obtained for continuous models with multiplicative noise. Moreover we show that the same quantity saturates when a chaotic deterministic dynamics is considered for both pushed and pulled regimes. Received 17 July 2001     

Multi-parameter identification from scalar time series generated by a Malkus-Lorenz water wheel

We address the issue of multi-parameter estimation from scalar outputs of chaotic systems, using the dynamics of a Malkus water wheel and simulations of the corresponding Lorenz-equations model as an example. We discuss and compare two estimators: one is based on a globally convergent adaptive observer and the second is an extended Kalman filter (EKF). Both estimators can identify all three unknown parameters of the model. We find that the estimated parameter values are in agreement with those obtained from direct measurements on the experimental system. In addition, we explore the question of how to distinguish the impact of noise from those of model imperfections by investigating a model generalization and the use of uncertainty estimates provided by the extended Kalman filter. Although we are able to exclude asymmetric inflow as a possible unmodeled effect, our results indicate that the Lorenz-equations do not perfectly describe the water wheel dynamics.     

Coherence resonance in coupled chaotic oscillators

Existing works on coherence resonance, i.e., the phenomenon of noise-enhanced temporal regularity, focus on excitable dynamical systems such as those described by the FitzHugh-Nagumo equations. We extend the scope of coherence resonance to an important class of dynamical systems: coupled chaotic oscillators. In particular, we show that, when a system of coupled chaotic oscillators is under the influence of noise, the degree of temporal regularity of dynamical variables characterizing the difference among the oscillators can increase and reach a maximum value at some optimal noise level. We present numerical results illustrating the phenomenon and give a physical theory to explain it.     

Persistence of supertransients of spatiotemporal chaotic dynamical systems in noisy environment

Superlong chaotic transients have been discovered in numerical simulations of model spatiotemporal chaotic dynamical systems. The presence of such transients poses a fundamental difficulty for observing the asymptotic state of the system. In this paper, we investigate the effect of small random noise on the lifetime of the chaotic transient. It is found that the averaged transient lifetime scales algebraically with the amplitude of the noise, with a near-zero exponent. This indicates that the transient lifetime is almost independent of the noise amplitude and, consequently, the presence of noise is not advantageous in attempts to reduce the transient lifetime. Therefore, we expect supertransients to be common in spatially-extended chaotic systems.     

采用振幅耦合方法研究多旋转中心混沌振子的相同步

为了找到具有多个旋转中心的混沌系统的相同步与其动力学拓朴变化之间的对应关系，采用线性振幅线性耦合方法，研究了Lorenz系统和Duffing系统的相同步，首先对Lorenz系统和Duffing系统分别进行极坐标变换，在线性振幅耦合基础上计算了两个系统的平均旋转数和Lyapunov指数，发现，随耦合强度的增大，系统相同步与系统的Lyapunov指数跃变存在一一对应的关系，这表明具有多个旋转中心的混沌系统的相同步与系统动力学拓朴变化也存在着对应关系. 关键词： Lyapunov指数 振幅耦合 相同步     

Effect of common noise on phase synchronization in coupled chaotic oscillators

We report a general phenomenon concerning the effect of noise on phase synchronization in coupled chaotic oscillators: the average phase-synchronization time exhibits a nonmonotonic behavior with the noise amplitude. In particular, we find that the time exhibits a local minimum for relatively small noise amplitude but a local maximum for stronger noise. We provide numerical results, experimental evidence from coupled chaotic circuits, and a heuristic argument to establish the generality of this phenomenon.     

A novel four-wing non-equilibrium chaotic system and its circuit implementation

In this paper, we construct a novel, 4D smooth autonomous system. Compared to the existing chaotic systems, the most attractive point is that this system does not display any equilibria, but can still exhibit four-wing chaotic attractors. The proposed system is investigated through numerical simulations and analyses including time phase portraits, Lyapunov exponents, bifurcation diagram, and Poincaré maps. There is little difference between this chaotic system without equilibria and other chaotic systems with equilibria shown by phase portraits and Lyapunov exponents. But the bifurcation diagram shows that the chaotic systems without equilibria do not have characteristics such as pitchfork bifurcation, Hopf bifurcation etc. which are common to the normal chaotic systems. The Poincaré maps show that this system is a four-wing chaotic system with more complicated dynamics. Moreover, the physical existence of the four-wing chaotic attractor without equilibria is verified by an electronic circuit.     

Analog computation through high-dimensional physical chaotic neuro-dynamics

Conventional von Neumann computers have difficulty in solving complex and ill-posed real-world problems. However, living organisms often face such problems in real life, and must quickly obtain suitable solutions through physical, dynamical, and collective computations involving vast assemblies of neurons. These highly parallel computations through high-dimensional dynamics (computation through dynamics) are completely different from the numerical computations on von Neumann computers (computation through algorithms). In this paper, we explore a novel computational mechanism with high-dimensional physical chaotic neuro-dynamics. We physically constructed two hardware prototypes using analog chaotic-neuron integrated circuits. These systems combine analog computations with chaotic neuro-dynamics and digital computation through algorithms. We used quadratic assignment problems (QAPs) as benchmarks. The first prototype utilizes an analog chaotic neural network with 800-dimensional dynamics. An external algorithm constructs a solution for a QAP using the internal dynamics of the network. In the second system, 300-dimensional analog chaotic neuro-dynamics drive a tabu-search algorithm. We demonstrate experimentally that both systems efficiently solve QAPs through physical chaotic dynamics. We also qualitatively analyze the underlying mechanism of the highly parallel and collective analog computations by observing global and local dynamics. Furthermore, we introduce spatial and temporal mutual information to quantitatively evaluate the system dynamics. The experimental results confirm the validity and efficiency of the proposed computational paradigm with the physical analog chaotic neuro-dynamics.     

Chaotic transients in spatially extended systems

Different transient-chaos related phenomena of spatiotemporal systems are reviewed. Special attention is paid to cases where spatiotemporal chaos appears in the form of chaotic transients only. The asymptotic state is then spatially regular. In systems of completely different origins, ranging from fluid dynamics to chemistry and biology, the average lifetimes of these spatiotemporal transients are found, however, to grow rapidly with the system size, often in an exponential fashion. For sufficiently large spatial extension, the lifetime might turn out to be larger than any physically realizable time. There is increasing numerical and experimental evidence that in many systems such transients mask the real attractors. Attractors may then not be relevant to certain types of spatiotemporal chaos, or turbulence. The observable dynamics is governed typically by a high-dimensional chaotic saddle. We review the origin of exponential scaling of the transient lifetime with the system size, and compare this with a similar scaling with system parameters known in low-dimensional problems. The effect of weak noise on such supertransients is discussed. Different crisis phenomena of spatiotemporal systems are presented and fractal properties of the chaotic saddles underlying high-dimensional supertransients are discussed. The recent discovery according to which turbulence in pipe flows is a very long lasting transient sheds new light on chaotic transients in other spatially extended systems.     

Amplitude and phase effects on the synchronization of delay-coupled oscillators

We consider the behavior of Stuart-Landau oscillators as generic limit-cycle oscillators when they are interacting with delay. We investigate the role of amplitude and phase instabilities in producing symmetry-breaking/restoring transitions. Using analytical and numerical methods we compare the dynamics of one oscillator with delayed feedback, two oscillators mutually coupled with delay, and two delay-coupled elements with self-feedback. Taking only the phase dynamics into account, no chaotic dynamics is observed, and the stability of the identical synchronization solution is the same in each of the three studied networks of delay-coupled elements. When allowing for a variable oscillation amplitude, the delay can induce amplitude instabilities. We provide analytical proof that, in case of two mutually coupled elements, the onset of an amplitude instability always results in antiphase oscillations, leading to a leader-laggard behavior in the chaotic regime. Adding self-feedback with the same strength and delay as the coupling stabilizes the system in the transverse direction and, thus, promotes the onset of identically synchronized behavior.