Generalized statistical complexity measures: Geometrical and analytical properties

We discuss bounds on the values adopted by the generalized statistical complexity measures [M.T. Martin et al., Phys. Lett. A 311 (2003) 126; P.W. Lamberti et al., Physica A 334 (2004) 119] introduced by López Ruiz et al. [Phys. Lett. A 209 (1995) 321] and Shiner et al. [Phys. Rev. E 59 (1999) 1459]. Several new theorems are proved and illustrated with reference to the celebrated logistic map.     

Rotation sets for networks of circle maps

We consider continuous maps of the torus, homotopic to the identity, that arise from systems of coupled circle maps and discuss the relationship between network architecture and rotation sets. Our main result is that when the map on the torus is invertible, network architecture can force the set of rotation vectors to lie in a low-dimensional subspace. In particular, the rotation set for an all-to-all coupled system of identical cells must be a subset of a line.     

A stochastic model for retinocollicular map development

Background  

We examine results of gain-of-function experiments on retinocollicular maps in knock-in mice [Brown et al. (2000) Cell 102:77]. In wild-type mice the temporal-nasal axis of retina is mapped to the rostral-caudal axis of superior colliculus. The established map is single-valued, which implies that each point in retina maps to a unique termination zone in superior colliculus. In homozygous Isl2/EphA3 knock-in mice the map is double-valued, which means that each point on retina maps to two termination zones in superior colliculus. This is because about 50 percent of cells in retina express Isl2, and two types of projections, wild-type and Isl2/EphA3 positive, form two branches of the map. In heterozygous Isl2/EphA3 knock-ins the map is intermediate between the homozygous and wild-type: it is single-valued in temporal and double-valued in the nasal parts of retina. In this study we address possible reasons for such a bifurcation of the map.     

Ergodic theory and visualization. I. Mesochronic plots for visualization of ergodic partition and invariant sets

We present a computational study of a visualization method for invariant sets based on ergodic partition theory, first proposed by Mezic? (Ph.D. thesis, Caltech, 1994) and Mezic? and Wiggins [Chaos 9, 213 (1999)]. The algorithms for computation of the time averages of observables on phase space are developed and used to provide an approximation of the ergodic partition of the phase space. We term the graphical representation of this approximation--based on time averages of observables--a mesochronic plot (from Greek: meso--mean, chronos--time). The method is useful for identifying low-dimensional projections (e.g., two-dimensional slices) of invariant structures in phase spaces of dimensionality bigger than two. We also introduce the concept of the ergodic quotient space, obtained by assigning a point to every ergodic set, and provide an embedding method whose graphical representation we call the mesochronic scatter plot. We use the Chirikov standard map as a well-known and dynamically rich example in order to illustrate the implementation of our methods. In addition, we expose applications to other higher dimensional maps such as the Froe?schle map for which we utilize our methods to analyze merging of resonances and, the three-dimensional extended standard map for which we study the conjecture on its ergodicity [I. Mezic?, Physica D 154, 51 (2001)]. We extend the study in our next paper [Z. Levnajic? and I. Mezic?, e-print arXiv:0808.2182] by investigating the visualization of periodic sets using harmonic time averages. Both of these methods are related to eigenspace structure of the Koopman operator [I. Mezic? and A. Banaszuk, Physica D 197, 101 (2004)].     

用于光纤机敏材料与结构损伤估计的人工神经网络

本文以光纤机敏材料与结构中的损伤估计为目的,根据光纤阵列传感信号处理的需要,在给出人工神经网络处理原理与结构基础上,结合应用详细地阐述了适用的反向传播神经网络(BP)模型、自组织特征映射神经网络(Kohonen)模型及其变化形式(LVQ1,LVQ2,LVQ3,LVQ4及LVQ5等),同时给出了仿真实验的结果.     

Noninvertibility and resonance in discrete-time neural networks for time-series processing

We present a computer-assisted study emphasizing certain elements of the dynamics of artificial neural networks (ANNs) used for discrete time-series processing and nonlinear system identification. The structure of the network gives rise to the possibility of multiple inverses of a phase point backward in time; this is not possible for the continuous-time system from which the time series are obtained. Using a two-dimensional illustrative model in an oscillatory regime, we study here the interaction of attractors predicted by the discrete-time ANN model (invariant circles and periodic points locked on them) with critical curves. These curves constitute a generalization of critical points for maps of the interval (in the sense of Julia-Fatou); their interaction with the model-predicted attractors plays a crucial role in the organization of the bifurcation structure and ultimately in determining the dynamic behavior predicted by the neural network.     

Extremely hidden multi-stability in a class of two-dimensional maps with a cosine memristor

We present a class of two-dimensional memristive maps with a cosine memristor. The memristive maps do not have any fixed points, so they belong to the category of nonlinear maps with hidden attractors. The rich dynamical behaviors of these maps are studied and investigated using different numerical tools, including phase portrait, basins of attraction, bifurcation diagram, and Lyapunov exponents. The two-parameter bifurcation analysis of the memristive map is carried out to reveal the bifurcation mechanism of its dynamical behaviors. Based on our extensive simulation studies, the proposed memristive maps can produce hidden periodic, chaotic, and hyper-chaotic attractors, exhibiting extremely hidden multi-stability, namely the coexistence of infinite hidden attractors, which was rarely observed in memristive maps. Potentially, this work can be used for some real applications in secure communication, such as data and image encryptions.     

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.     

Conditions for the abrupt bifurcation to chaotic scattering

One of the generic ways in which chaotic scattering can come about as a system parameter is varied is the so-called "abrupt bifurcation" in which the scattering is nonchaotic on one side of the bifurcation and is chaotic and hyperbolic on the other side. Previous work demonstrating the abrupt bifurcation [S. Bleher et al., Phys. Rev. Lett. 63, 919 (1989); Physica D 46, 87 (1990)] was primarily for the case where the scattering potential had maxima ("hilltops") which had locally circular isopotential contours. Here we extend these considerations to the more general case of locally elliptically shaped isopotential contours at the hilltops. It turns out that the conditions for the abrupt bifurcation change drastically as soon as even a small amount of noncircularity is included (i.e., the circular case is singular). The illustrative case of scattering from three isolated potential hills is dealt with in detail. One interesting result is a simple geometrical sufficient condition for an abrupt bifurcation in the case of large enough ellipticity of the hill with lowest potential at its hilltop.     

Modeling the formation and dynamics of polycrystals in 3D

Phase field models of solidification have been extended to include grain boundaries, using a variety of techniques. A model developed by Kobayashi et al. [Physica D 140 (2000) 141] has been used to model a host of physical phenomena, but has so far been confined to two dimensions. In this letter we describe how to extend this model of polycrystalline solidification to three dimensions (3D).     

Fractional diffusion and reflective boundary condition

Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible non-linear/multifractal signatures in the given data [Y. Ashkenazy, et al. Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, et al. Physica A 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin. Phys. Rev. E 72 (2005) 011913]. In this article, correlations of volatile series generated from stationary first-order linear feedback process with Gaussian and non-Gaussian innovations are investigated. While volatile correlations corresponding to Gaussian innovations exhibited uncorrelated behavior across all time scales, those of non-Gaussian innovations showed significant deviation from uncorrelated behavior even at large time scales. The results presented raise the intriguing question whether non-Gaussian innovations can be sufficient to realize long-range volatile correlations.     

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)].     

Non-integrability vs. integrability in pentagram maps

We revisit recent results on integrable cases for higher-dimensional generalizations of the 2D pentagram map: short-diagonal, dented, deep-dented, and corrugated versions, and define a universal class of pentagram maps, which are proved to possess projective duality. We show that in many cases the pentagram map cannot be included into integrable flows as a time-one map, and discuss how the corresponding notion of discrete integrability can be extended to include jumps between invariant tori. We also present a numerical evidence that certain generalizations of the integrable 2D pentagram map are non-integrable and present a conjecture for a necessary condition of their discrete integrability.     

Inverse statistics in the foreign exchange market

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed by Simonsen et al. (Eur. Phys. J. 27 (2002) 583) and Jensen et al. (Physica A 324 (2003) 338). Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) ρ in the price of an investment. The analysis is performed for the Deutsch Mark (DM) against the US$ for the full year of 1998, but similar results are obtained for the Japanese Yen against the US$. With high statistical significance, the presence of “resonance peaks” in the waiting time distributions is established. Such peaks are a consequence of the trading habits of the market participants as they are not present in the corresponding tick (business) waiting time distributions. Furthermore, a new stylized fact, is observed for the (normalized) waiting time distribution in the form of a power law Pdf. This result is achieved by rescaling of the physical waiting time by the corresponding tick time thereby partially removing scale-dependent features of the market activity.     

Infrared Small Target Detection Using PPCA

Probabilistic PCA (PPCA) is an extension of PCA which reformulated PCA in a probabilistic framework. In this paper we propose a infrared small target detection algorithm using PPCA analogous to the face detection scheme using PCA, or known as “eigenface”. By computing the parameters of PPCA, we map the input vector from the image onto a subspace. After reconstructing the vector, the distance between the original vector and the reconstructed one will indicate the possibility of the input being a target. Experimental results show the effectiveness of this algorithm compared with other methods.     

A Second Order Expansion of the Separatrix Map for Trigonometric Perturbations of a Priori Unstable Systems

In this paper we study a so-called separatrix map introduced by Zaslavskii–Filonenko (Sov Phys JETP 27:851–857, 1968) and studied by Treschev (Physica D 116(1–2):21–43, 1998; J Nonlinear Sci 12(1):27–58, 2002), Piftankin (Nonlinearity (19):2617–2644, 2006) Piftankin and Treshchëv (Uspekhi Mat Nauk 62(2(374)):3–108, 2007). We derive a second order expansion of this map for trigonometric perturbations. In Castejon et al. (Random iteration of maps of a cylinder and diffusive behavior. Preprint available at arXiv:1501.03319, 2015), Guardia and Kaloshin (Stochastic diffusive behavior through big gaps in a priori unstable systems (in preparation), 2015), and Kaloshin et al. (Normally Hyperbolic Invariant Laminations and diffusive behavior for the generalized Arnold example away from resonances. Preprint available at http://www.terpconnect.umd.edu/vkaloshi/, 2015), applying the results of the present paper, we describe a class of nearly integrable deterministic systems with stochastic diffusive behavior.     

Period-doubling/symmetry-breaking mode interactions in iterated maps

We consider iterated maps with a reflectional symmetry. Possible bifurcations in such systems include period-doubling bifurcations (within the symmetric subspace) and symmetry-breaking bifurcations. By using a second parameter, these bifurcations can be made to coincide at a mode interaction. By reformulating the period-doubling bifurcation as a symmetry-breaking bifurcation, two bifurcation equations with Z₂×Z₂ symmetry are derived. A local analysis of solutions is then considered, including the derivation of conditions for a tertiary Hopf bifurcation. Applications to symmetrically coupled maps and to two coupled, vertically forced pendulums are described.     

Bifurcations in globally coupled map lattices

The dynamics of globally coupled map lattices can be described in terms of a nonlinear Frobenius-Perron equation in the limit of large system size. This approach allows for an analytical computation of stationary states and their stability. The bifurcation behavior of coupled tent maps near the chaotic band merging point is presented. Furthermore, the time-independent states of coupled logistic equations are analyzed. The bifurcation diagram of the uncoupled map carries over to the map lattice. The analytical results are supplemented with numerical simulations     

二维logistic映射的动力学行为和奇怪吸引子的分形特征

研究了二维logistic映射的动力学行为和奇怪吸引子的分形特征.利用分岔图、相图和Lyapunov指数谱分析系统的分岔过程,研究系统通向混沌的道路并确定系统处于混沌运动的参数区间;采用G-P算法计算奇怪吸引子的关联维数和Kolmogorov熵,对奇怪吸引子的分形特征定量刻画;采用逃逸时间算法构造奇怪吸引子的彩色广义M-J集,对奇怪吸引子的分形特征定性表征.结果表明,这些分析方法的配合使用可以更全面、形象地描述奇怪吸引子的分形特征.