A method for visualization of invariant sets of dynamical systems based on the ergodic partition

We provide an algorithm for visualization of invariant sets of dynamical systems with a smooth invariant measure. The algorithm is based on a constructive proof of the ergodic partition theorem for automorphisms of compact metric spaces. The ergodic partition of a compact metric space A, under the dynamics of a continuous automorphism T, is shown to be the product of measurable partitions of the space induced by the time averages of a set of functions on A. The numerical algorithm consists of computing the time averages of a chosen set of functions and partitioning the phase space into their level sets. The method is applied to the three-dimensional ABC map for which the dynamics was visualized by other methods in Feingold et al. [J. Stat. Phys. 50, 529 (1988)]. (c) 1999 American Institute of Physics.     

Renormalization and destruction of 1/gamma2 tori in the standard nontwist map

Extending the work of del-Castillo-Negrete, Greene, and Morrison [Physica D 91, 1 (1996); 100, 311 (1997)] on the standard nontwist map, the breakup of an invariant torus with winding number equal to the inverse golden mean squared is studied. Improved numerical techniques provide the greater accuracy that is needed for this case. The new results are interpreted within the renormalization group framework by constructing a renormalization operator on the space of commuting map pairs, and by studying the fixed points of the so constructed operator.     

Pearson-walk visualization of the characteristic function of the invariant measure for 1-d chaos

The Pearson-walk visualization of one-dimensional (1-d) chaos, which has been proposed in a qualitative fashion by the same authors recently (Physica 134A (1985) 123) is treated quantitatively. Continuity of the Pearson image is deduced for a map f(x) whose kth iterate f^k(x) is continuous for any k. Then the Lyapunov exponent is used to describe the length of the Pearson image. The normalized Pearson-walk visualization is introduced to show that it can be related to the existence of the invariant measure. For a 1-d map that has a definite invariant measure it is shown that the characteristic function of the invariant measure is represented by a unique point in the normalized Pearson plane for a large iteration-number limit.     

Randomly chosen chaotic maps can give rise to nearly ordered behavior

Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226–5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72], the resulting composed map has a periodic orbit which is stable.     

Cycling chaotic attractors in two models for dynamics with invariant subspaces

Nonergodic attractors can robustly appear in symmetric systems as structurally stable cycles between saddle-type invariant sets. These saddles may be chaotic giving rise to "cycling chaos." The robustness of such attractors appears by virtue of the fact that the connections are robust within some invariant subspace. We consider two previously studied examples and examine these in detail for a number of effects: (i) presence of internal symmetries within the chaotic saddles, (ii) phase-resetting, where only a limited set of connecting trajectories between saddles are possible, and (iii) multistability of periodic orbits near bifurcation to cycling attractors. The first model consists of three cyclically coupled Lorenz equations and was investigated first by Dellnitz et al. [Int. J. Bifurcation Chaos Appl. Sci. Eng. 5, 1243-1247 (1995)]. We show that one can find a "false phase-resetting" effect here due to the presence of a skew product structure for the dynamics in an invariant subspace; we verify this by considering a more general bi-directional coupling. The presence of internal symmetries of the chaotic saddles means that the set of connections can never be clean in this system, that is, there will always be transversely repelling orbits within the saddles that are transversely attracting on average. Nonetheless we argue that "anomalous connections" are rare. The second model we consider is an approximate return mapping near the stable manifold of a saddle in a cycling attractor from a magnetoconvection problem previously investigated by two of the authors. Near resonance, we show that the model genuinely is phase-resetting, and there are indeed stable periodic orbits of arbitrarily long period close to resonance, as previously conjectured. We examine the set of nearby periodic orbits in both parameter and phase space and show that their structure appears to be much more complicated than previously suspected. In particular, the basins of attraction of the periodic orbits appear to be pseudo-riddled in the terminology of Lai [Physica D 150, 1-13 (2001)].     

Fractal diffusion in smooth dynamical systems with virtual invariant curves

Preliminary results of extensive numerical experiments with a family of simple models specified by the smooth canonical strongly chaotic 2D map with global virtual invariant curves are presented. We focus on the statistics of the diffusion rate D of individual trajectories for various fixed values of the model perturbation parameters K and d. Our previous conjecture on the fractal statistics determined by the critical structure of both the phase space and the motion is confirmed and studied in some detail. In particular, we find additional characteristics of what we earlier termed the virtual invariant curve diffusion suppression, which is related to a new very specific type of critical structure. A surprising example of ergodic motion with a “hidden” critical structure strongly affecting the diffusion rate was also encountered. At a weak perturbation (K ? 1), we discovered a very peculiar diffusion regime with the diffusion rate D=K ²/3 as in the opposite limit of a strong (K ? 1) uncorrelated perturbation, but in contrast to the latter, the new regime involves strong correlations and exists for a very short time only. We have no definite explanation of such a controversial behavior.     

Structure and <Emphasis Type="Italic">f</Emphasis> -Dependence of the A.C.I.M. for a Unimodal Map <Emphasis Type="Italic">f</Emphasis> of Misiurewicz Type

By using a suitable Banach space on which we let the transfer operator act, we make a detailed study of the ergodic theory of a unimodal map f of the interval in the Misiurewicz case. We show in particular that the absolutely continuous invariant measure ρ can be written as the sum of 1/square root spikes along the critical orbit, plus a continuous background. We conclude by a discussion of the sense in which the map may be differentiable.     

Time series-based bifurcation diagram reconstruction

We consider the problem of reconstructing bifurcation diagrams (BDs) of maps using time series. This study goes along the same line of ideas presented by Tokunaga et al. [Physica D 79 (1994) 348] and Tokuda et al. [Physica D 95 (1996) 380]. The aim is to reconstruct the BD of a dynamical system without the knowledge of its functional form and its dependence on the parameters. Instead, time series at different parameter values, assumed to be available, are used. A three-layer fully-connected neural network is employed in the approximation of the map. The task of the network is to learn the dynamics of the system as function of the parameters from the available time series. We determine a class of maps for which one can always find a linear subspace in the weight space of the network where the network’s bifurcation structure is qualitatively the same as the bifurcation structure of the map. We discuss a scheme in locating this subspace using the time series. We further discuss how to recognize time series generated by this class of maps. Finally, we propose an algorithm in reconstructing the BDs of this class of maps using predictor functions obtained by neural network. This algorithm is flexible so that other classes of predictors, apart from neural networks, can be used in the reconstruction.     

Goos-Hänchen induced vector eigenmodes in a dome cavity

We demonstrate numerically calculated electromagnetic eigenmodes of a 3D dome cavity resonator that owe their shape and character entirely to the Goos-H?nchen effect. The V-shaped modes, which have purely TE or TM polarization, are well described by a 2D billiard map with the Goos-H?nchen shift included. A phase space plot of this augmented billiard map reveals a saddle-node bifurcation; the stable periodic orbit that is created in the bifurcation corresponds to the numerically calculated eigenmode, dictating the angle of its 'V.' A transition from a fundamental Gaussian to a TM V mode has been observed as the cavity is lengthened to become nearly hemispherical.     

Permutation complexity via duality between values and orderings

We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of all permutations of the same length. Second, on this basis, we give an elementary alternative proof of the equality between the permutation entropy rate and the entropy rate for a finite-state stationary stochastic processes first proved in [J.M. Amigó, M.B. Kennel, L. Kocarev, The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems, Physica D 210 (2005) 77-95]. Third, we show that further information on the relationship between the structure of values and the structure of orderings for finite-state stationary stochastic processes beyond the entropy rate can be obtained from the established duality. In particular, we prove that the permutation excess entropy is equal to the excess entropy, which is a measure of global correlation present in a stationary stochastic process, for finite-state stationary ergodic Markov processes.     

Statistics of Wave Functions for a Point Scatterer on the Torus

Quantum systems whose classical counterpart have ergodic dynamics are quantum ergodic in the sense that almost all eigenstates are uniformly distributed in phase space. In contrast, when the classical dynamics is integrable, there is concentration of eigenfunctions on invariant structures in phase space. In this paper we study eigenfunction statistics for the Laplacian perturbed by a delta-potential (also known as a point scatterer) on a flat torus, a popular model used to study the transition between integrability and chaos in quantum mechanics. The eigenfunctions of this operator consist of eigenfunctions of the Laplacian which vanish at the scatterer, and new, or perturbed, eigenfunctions. We show that almost all of the perturbed eigenfunctions are uniformly distributed in configuration space.     

Relaxation equations for two-dimensional turbulent flows with a prior vorticity distribution

Using a Maximum Entropy Production Principle (MEPP), we derive a new type of relaxation equations for two-dimensional turbulent flows in the case where a prior vorticity distribution is prescribed instead of the Casimir constraints [R. Ellis, K. Haven, B. Turkington, Nonlinearity 15, 239 (2002)]. The particular case of a Gaussian prior is specifically treated in connection to minimum enstrophy states and Fofonoff flows. These relaxation equations are compared with other relaxation equations proposed by Robert and Sommeria [Phys. Rev. Lett. 69, 2776 (1992)] and Chavanis [Physica D 237, 1998 (2008)]. They can serve as numerical algorithms to compute maximum entropy states and minimum enstrophy states with appropriate constraints. We perform numerical simulations of these relaxation equations in order to illustrate geometry induced phase transitions in geophysical flows.     

Induced maps,Markov extensions and invariant measures in one-dimensional dynamics

A way to study ergodic and measure theoretic aspects of interval maps is by means of the Markov extension. This tool, which ties interval maps to the theory of Markov chains, was introduced by Hofbauer and Keller. More generally known are induced maps, i.e. maps that, restricted to an element of an interval partition, coincide with an iterate of the original map.We will discuss the relation between the Markov extension and induced maps. The main idea is that an induced map of an interval map often appears as a first return map in the Markov extension. For S-unimodal maps, we derive a necessary condition for the existence of invariant probability measures which are absolutely continuous with respect to Lebesgue measure. Two corollaries are given.     

Limits of the equivalence of time and ensemble averages in shear flows

In equilibrium systems, time and ensemble averages of physical quantities are equivalent due to ergodic exploration of phase space. In driven systems, it is unknown if a similar equivalence of time and ensemble averages exists. We explore effective limits of such convergence in a sheared bubble raft using averages of the bubble velocities. In independent experiments, averaging over time leads to well-converged velocity profiles. However, the time averages from independent experiments result in distinct velocity averages. Ensemble averages are approximated by randomly selecting bubble velocities from independent experiments. Increasingly better approximations of ensemble averages converge toward a unique velocity profile. Therefore, the experiments establish that in practical realizations of nonequilibrium systems, temporal averaging and ensemble averaging can yield convergent (stationary) but distinct distributions.     

Stochastic Dissipative PDE's and Gibbs Measures

We study a class of dissipative nonlinear PDE's forced by a random force η^{omega( t} , ^x ), with the space variable x varying in a bounded domain. The class contains the 2D Navier–Stokes equations (under periodic or Dirichlet boundary conditions), and the forces we consider are those common in statistical hydrodynamics: they are random fields smooth in t and stationary, short-correlated in time t. In this paper, we confine ourselves to “kick forces” of the form

Ergodic Properties of the Quantum Geodesic Flow on Tori

We study ergodic averages for a class of pseudodifferential operators on the flatN-dimensional torus with respect to the Schrödinger evolution. The later can be consider a quantization of the geodesic flow on . We prove that, up to semi-classically negligible corrections, such ergodic averages are translationally invariant operators.Mathematics Subject Classifications (2000) 58J50, 58J40, 81S10.     

Experimental evidence of time-delay-induced death in coupled limit-cycle oscillators

Experimental observations of time-delay-induced amplitude death in two coupled nonlinear electronic circuits that are individually capable of exhibiting limit-cycle oscillations are described. The existence of multiply connected death islands in the parameter space of coupling strength and time delay for coupled identical oscillators is established. The existence of such regions was predicted earlier on theoretical grounds [Phys. Rev. Lett. 80, 5109 (1998); Physica (Amsterdam) 129D, 15 (1999)]. The experiments also reveal the occurrence of multiple frequency states, frequency suppression of oscillations with increased time delay, and the onset of both in-phase and antiphase collective oscillations.     

Graphical display of fMRI data: visualizing multidimensional space

Visualization of multidimensional data is an integral part of computational statistics and exploratory data analysis (EDA). We show how visualization of fMRI time-courses may be used to reveal the fMRI data structure. We consider fMRI time-courses (TCs) as points in multidimensional space. In simulated and in vivo data, we show that minimum spanning tree (MST)-based sequencing of multivariate time-courses, in combination with a homogeneity map visualization, allows for effective and useful graphical display of the groups of coactivated time-courses obtained by temporal clustering. This display may serve as a tool for investigation of brain connectivity. We also suggest a simple overall display of the entire fMRI data set.     

一种新的分段非线性混沌映射及其性能分析

研究了logistic混沌映射的相关性质,指出当系统参数取值改变时,产生的混沌序列在相空间不具有遍历性.基于以上分析,构造了一种分段logistic混沌映射,对logistic映射和定义的分段logistic映射的分岔图和Lyapunov指数进行了研究,同时通过实验对这二种映射生成序列的随机性、相关系数、功率谱等性能进行了比较分析.在此基础上,定义了一种新的混沌系统性能评价指标——分岔迭代次数.结果表明,定义的分段logistic映射不仅具有良好的遍历性,而且对应的混沌系统相关评价指标的性能良好. 关键词： 混沌系统 相关系数 Lyapunov指数 功率谱     

一种新的分段非线性混沌映射及其性能分析

结合线性反馈移位寄存器（LFSR）和混沌理论各自的优点,采用循环迭代结构,给出一种将LFSR和混沌理论相结合的伪随机序列生成方法.首先根据LFSR的计算结果产生相应的选择函数,通过选择函数确定当前迭代计算使用的混沌系统,应用选择的混沌系统进行迭代计算产生相应的混沌序列;然后把生成的混沌序列进行数制转换,在将得到的二进制序列作为产生的伪随机序列输出的同时将其作为反馈值与LFSR的反馈值进行相应的运算,运算结果作为LFSR的最终反馈值,实现对LFSR生成序列的随机扰动.该方法既可生成二值伪随机序列,也可生成实值伪随机序列.通过实验对生成的伪随机序列进行了分析,结果表明,产生的序列具有良好的随机性和安全性.