Numerical study of chaos based on a shell model

A shell model is introduced to study a turbulence driven by the thermal instability (Rayleigh-Benard convection). This model equation describes cascade and chaos in the strong turbulence with high Rayleigh number. The chaos is numerically studied based on this model. The characteristics of the turbulence are analyzed and compared with those of the Gledzer-Ohkitani-Yamada (GOY) model. Quantities such as a mean value of total fluctuation energy, it's standard deviation, time averaged wave spectrum, probability distribution function, frequency spectrum, the maximum instantaneous Lyapunov exponent, distribution of instantaneous Lyapunov exponents, are evaluated. The dependences of these quantities on the error of numerical integration are also examined. There is not a clear correlation between the numerical accuracy and the accuracy of these quantities, since the interaction between a truncation error and an intrinsic nonlinearity of the system exists. A finding is that the maximum Lyapunov exponent is insensitive to a truncation error. (c) 1999 American Institute of Physics.     

Design criteria of a chemical reactor based on a chaotic flow

We consider the design criteria of a chemical mixing device based on a chaotic flow, with an emphasis on the steady-state devices. The merit of a reactor, defined as the Q-factor, is related to the physical dimension of the device and the molecular diffusivity of the reactants through the local Lyapunov exponents of the flow. The local Lyapunov exponent can be calculated for any given flow field and it can also be measured in experimental situations. Easy-to-compute formulae are provided to estimate the Q-factor given either the exact spatial dependence of the local Lyapunov exponent or its probability distribution function. The requirements for optimization are made precise in the context of local Lyapunov exponents. (c) 1999 American Institute of Physics.     

Characterization of the spatial complex behavior and transition to chaos in flow systems

We introduce a “spatial” Lyapunov exponent to characterize the complex behavior of non-chaotic but convectively unstable flow sytems. This complexity is of spatial type and is due to sensitivity to the boundary conditions. We show that there exists a relation between the spatial-complexity index we define and the comoving Lyapunov exponents. In such systems the transition to chaos, i.e., the occurrence of a positive Lyapunov exponent, can manifest itself in two different ways. In the first case (from neither chaotic nor spatially complex behavior to chaos) one observes the typical scenario; i.e., as the system size grows up the spectrum of the Lyapunov exponents gives rise to a density. In the second case (when the chaos develops from a convectively unstable situation) one observes only a finite number of positive Lyapunov exponents.     

Lagrangian chaos and the effect of drag on the enstrophy cascade in two-dimensional turbulence

We investigate the effect of drag force on the enstrophy cascade of two-dimensional Navier-Stokes turbulence. We find a power law decrease of the energy wave number (k) spectrum that is faster than the classical (no-drag) prediction of k(-3). It is shown that the enstrophy cascade with drag can be analyzed by making use of a previous theory for finite lifetime passive scalars advected by a Lagrangian chaotic fluid flow. Using this we relate the power law exponent of the energy wave number spectrum to the distribution of finite time Lyapunov exponents and the drag coefficient.     

Relaxation and lyapunov time scales in a one-dimensional gravitating sheet system

The relation between relaxation, the time scale of Lyapunov instabilities, and the Kolmogorov-Sinai time in a one-dimensional gravitating sheet system is studied. Both the maximum Lyapunov exponent and the Kolmogorov-Sinai entropy decrease as proportional to N(-1/5). The time scales determined by these quantities evidently differ from any type of relaxation time found in the previous investigations. The relaxation time to quasiequilibria (microscopic relaxation) is found to have the same N dependence as the inverse of the minimum positive Lyapunov exponent. The relaxation time to the final thermal equilibrium differs from the inverse of the Lyapunov exponents and the Kolmogorov-Sinai time.     

Upper Quantum Lyapunov Exponent and Anosov Relations for Quantum Systems Driven by a Classical Flow

We generalize the definition of quantum Anosov properties and the related Lyapunov exponents to the case of quantum systems driven by a classical flow, i.e. skew-product systems. We show that the skew Anosov properties can be interpreted as regular Anosov properties in an enlarged Hilbert space, in the framework of a generalized Floquet theory. This extension allows us to describe the hyperbolicity properties of almost-periodic quantum parametric oscillators and we show that their upper Lyapunov exponents are positive and equal to the Lyapunov exponent of the corresponding classical parametric oscillators. As second example, we show that the configurational quantum cat system satisfies quantum Anosov properties.     

Sensitive dependence on initial conditions for cellular automata

The property of sensitive dependence on intial conditions is the basis of a rigorous mathematical construction of local maximum Lyapunov exponents for cellular automata. The maximum Lyapunov exponent is given by the fastest average velocity of either the left or right propagating damage fronts. Deviations from the long term behavior of the finite time Lyapunov exponents due to generation of information are quantified and could be used for the characterization of the space time complexity of cellular automata. (c) 1997 American Institute of Physics.     

基于Lyapunov指数的摇摆条件下自然循环流动不稳定性混沌预测

运用基于最大Lyapunov指数的混沌预测方法对摇摆条件下自然循环系统的流量脉动进行了预测. 对不规则复合型脉动的流量脉动实验数据进行相空间重构, 计算关联维数、二阶Kolmogorov熵和最大Lyapunov指数等几何不变量, 在说明不规则复合型脉动是混沌运动的基础上, 根据最大Lyapunov指数对不规则复合型脉动进行了预测. 通过预测结果和实验结果对比发现: 对于复杂的两相自然循环流动不稳定性, 预测结果具有较高的精度, 说明预测方法的可行性. 同时, 确定了混沌系统可预测的尺度, 提出用动态预测的方式监测系统流量脉动. 本文的研究方法为两相流复杂的流动不稳定性研究提供了新的思路. 关键词： 混沌时间序列 实时预测 最大Lyapunov指数 两相流动不稳定性     

Two-dimensional turbulence of dilute polymer solutions

We investigate theoretically and numerically the effect of polymer additives on two-dimensional turbulence by means of a viscoelastic model. We provide compelling evidence that, at vanishingly small concentrations, such that the polymers are passively transported, the probability distribution of polymer elongation has a power law tail: Its slope is related to the statistics of finite-time Lyapunov exponents of the flow, in quantitative agreement with theoretical predictions. We show that at finite concentrations and sufficiently large elasticity the polymers react on the flow with manifold consequences: Velocity fluctuations are drastically depleted, as observed in soap film experiments; the velocity statistics becomes strongly intermittent; the distribution of finite-time Lyapunov exponents shifts to lower values, signaling the reduction of Lagrangian chaos.     

Lyapunov exponents and kolmogorov-sinai entropy for a high-dimensional convex billiard

We compute the Lyapunov exponents and the Kolmogorov-Sinai (KS) entropy for a self-bound N-body system that is realized as a convex billiard. This system exhibits truly high-dimensional chaos, and 2N-4 Lyapunov exponents are found to be positive. The KS entropy increases linearly with the numbers of particles. We examine the chaos generating defocusing mechanism and investigate how high-dimensional chaos develops in this system with no dispersing elements.     

Application of the wavelet transform in the laminar turbulent transition for a flow in a mixed convection phenomenon

The aim of this paper is to show the effect of secondary flows caused by natural convection on the laminar-turbulent hydrodynamic transition. It is not a question of measuring a critical threshold value of Reynolds number of transition but only to estimate the degree of turbulence in the transition regime, i.e. weak turbulence in the case of superposition (mixed convection) or not (forced convection) of secondary flows on the forced flow. This is possible thanks to the application of the wavelet transform. The calculation of the H?lder exponent, associated with the maximum value of the singularity spectrum for two configurations, vertical (forced convection) and horizontal (mixed convection) allows the degree of turbulence to be measured in both cases. The variation of the H?lder exponent versus the Reynolds number has enabled it to be shown that the secondary flows stabilise the main flow and stifle the beginnings of the turbulence during the regime of transition to turbulence; these kinds of results have also been shown in literature. Generally, large-sized secondary flows (for example Dean's flows) stabilise the turbulence. Our work confirms this, through an experiment carried out in identical conditions for mixed convection (horizontal flow) and forced convection (vertical flow). Received 30 March 1998 and Received in final form 28 April 1999     

Lyapunov exponent diagrams of a 4-dimensional Chua system

We report numerical results on the existence of periodic structures embedded in chaotic and hyperchaotic regions on the Lyapunov exponent diagrams of a 4-dimensional Chua system. The model was obtained from the 3-dimensional Chua system by the introduction of a feedback controller. Both the largest and the second largest Lyapunov exponents were considered in our colorful Lyapunov exponent diagrams, and allowed us to characterize periodic structures and regions of chaos and hyperchaos. The shrimp-shaped periodic structures appear to be malformed on some of Lyapunov exponent diagrams, and they present two different bifurcation scenarios to chaos when passing the boundaries of itself, namely via period-doubling and crisis. Hyperchaos-chaos transition can also be observed on the Lyapunov exponent diagrams for the second largest exponent.     

Lyapunov exponents and anomalous diffusion of a Lorentz gas with infinite horizon using approximate zeta functions

We compute the Lyapunov exponent, the generalized Lyapunov exponents, and the diffusion constant for a Lorentz gas on a square lattice, thus having infinite horizon. Approximate zeta functions, written in terms of probabilities rather than periodic orbits, are used in order to avoid the convergence problems of cycle expansions. The emphasis is on the relation between the analytic structure of the zeta function, where a branch cut plays an important role, and the asymptotic dynamics of the system. The Lyapunov exponent for the corresponding map agrees with the conjectured limit _map = -2 log(R) + C + O(R) and we derive an approximate value for the constantC in good agreement with numerical simulations. We also find a diverging diffusion constantD(t)logt and a phase transition for the generalized Lyapunov exponents.     

Moment Lyapunov exponents of a two-dimensional system under both harmonic and white noise parametric excitations

The moment Lyapunov exponents and the Lyapunov exponents of a 2D system under both harmonic and white noise excitations are studied. The moment Lyapunov exponents and the Lyapunov exponents are important characteristics determining the moment and almost-sure stability of a stochastic dynamical system. The eigenvalue problem governing the moment Lyapunov exponent is established. A singular perturbation method is applied to solve the eigenvalue problem to obtain second-order, weak noise expansions of the moment Lyapunov exponents. The influence of the white noise excitation on the parametric resonance due to the harmonic excitation is investigated.     

Using integrability to produce chaos: Billiards with positive entropy

A new open class of convex 2 dimensional planar billiards with positive Lyapunov exponent almost everywhere is constructed. We introduce the notion of a focusing arc and show that such arcs can be used to build billiard systems with positive Lyapunov exponents. We prove that under smallC ⁶ perturbations, focusing arcs remain focusing and thereby show that perturbations of the Bunimovich stadium billiard have positive Lyapunov exponents.Partially supported by NSF grant DMS 8806067     

Lyapunov exponent for chaotic 1D maps with uniform invariant distribution

Some properties of iterative functions of 1D chaotic maps that provide uniform invariant distribution are formulated. A method for synthesizing strictly nonlinear maps with uniform invariant distribution is demonstrated. The Lyapunov exponents for such maps are analyzed and it is shown that, among the maps with a specified number of full branches, piecewise linear maps with branches characterized by equal moduli of angular coefficients have the maximum Lyapunov exponent.     

A Non-Stationary Poisson Model for the Scaling of Urban Traffic Fluctuations

We investigate the traffic flow volume data on the time dependent activity of Beijing＇s urban road network. The couplings between the average flux and the fluctuations on individual links are shown to follow certain scaling laws and yield a wide variety of scaling exponents between 1/2 and 1. To quantitatively explain this interesting phenomenon, a non-stationary Poisson arriving model is proposed. The scaling property is interpreted as the result of the time- variation of the arriving rate of flux over the network, which nicely explicates the effect of aggregation windows, and provides a concise model for the dependence of scaling exponent on the external/internal force ratio.     

Multidimensional mappings in antiferromagnetic models and Lyapunov exponents with the magnetization plateau

We consider the Heisenberg model with two- and three-spin exchange interactions on a recursive ladder in a strong magnetic field. Recurrent relations for branches of the partition function of the Ising model with two- and three-spin exchange interactions are deduced. As a recursive lattice the zigzag ladder is chosen. In the antiferromagnetic case magnetization plateau are observed at low temperatures. Lyapunov exponents for the three-dimensional mapping at low temperatures are calculated. It is shown that for some values of two- and three-spin exchange parameters in the antiferromagnetic case the maximum of the Lyapunov exponent approaches zero.     

Dynamic renormalization-group analysis of the d+1 dimensional Kuramoto-Sivashinsky equation with both conservative and nonconservative noises

The long-wavelength properties of the (d + 1)-dimensional Kuramoto-Sivashinsky (KS) equation with both conservative and nonconservative noises are investigated by use of the dynamic renormalization-group (DRG) theory. The dynamic exponent z and roughness exponent α are calculated for substrate dimensions d = 1 and d = 2, respectively. In the case of d = 1, we arrive at the critical exponents z = 1.5 and α = 0.5 , which are consistent with the results obtained by Ueno et al. in the discussion of the same noisy KS equation in 1+1 dimensions [Phys. Rev. E 71, 046138 (2005)] and are believed to be identical with the dynamic scaling of the Kardar-Parisi-Zhang (KPZ) in 1+1 dimensions. In the case of d = 2, we find a fixed point with the dynamic exponents z = 2.866 and α = -0.866 , which show that, as in the 1 + 1 dimensions situation, the existence of the conservative noise in 2 + 1 or higher dimensional KS equation can also lead to new fixed points with different dynamic scaling exponents. In addition, since a higher order approximation is adopted, our calculations in this paper have improved the results obtained previously by Cuerno and Lauritsen [Phys. Rev. E 52, 4853 (1995)] in the DRG analysis of the noisy KS equation, where the conservative noise is not taken into account.     

级联混沌及其动力学特性研究

初值敏感性是混沌的本质,混沌的随机性来源于其对初始条件的高度敏感性,而Lyapunov指数又是这种初值敏感性的一种度量.本文的研究发现,混沌系统的级联可明显提高级联混沌的Lyapunov指数,改善其动力学特性.因此,本文研究了混沌系统的级联和级联混沌对动力学特性的影响,提出了混沌系统级联的定义及条件,从理论上证明了级联混沌的Lyapunov指数为各个级联子系统Lyapunov指数之和;适当的级联可增加系统参数、扩展混沌映射和满映射的参数区间,由此可提高混沌映射的初值敏感性和混沌伪随机序列的安全性.以Logistic映射、Cubic映射和Tent映射为例,研究了Logistic-Logistic级联、Logistic-Cubic级联和Logistic-Tent级联的动力学特性,验证了级联混沌动力学性能的改善.级联混沌可作为伪随机数发生器的随机信号源,用以产生初值敏感性更高、安全性更好的伪随机序列.