Analytic approximations of statistical quantities and response of noisy oscillators

Nonlinear oscillators have been utilized in many contexts because they encompass a large class of phenomena. For a reduced phase oscillator model with weak noise forcing that is necessarily multiplicative, we provide analytic formulas for the stationary statistical quantities of the random period. This is an important quantity which we term ‘response’ (i.e., the spike times, instantaneous frequency in neuroscience, the cycle time in chemical reactions, etc.) that is often analytically intractable in noisy oscillator systems. The analytic formulas are accurate in the weak noise limit so that one does not have to numerically solve a time-varying Fokker-Planck equation. The steady-state and dynamic responses are also analyzed with deterministic forcing. A second order analytic formula is derived for the steady-state response, whereas the dynamic response with time-varying forcing is more complicated. We focus on the specific case where the forcing is sinusoidal and accurately capture the frequency response with an analytic approximation that is obtained with a rescaling of the equation. By utilizing various techniques in the weak noise regime, this work leads to a better understanding of how the random period of nonlinear oscillators are affected by multiplicative noise and external forcing. Comparisons of the asymptotic formulas with a full oscillator system confirm the qualitative accurateness of the theory.     

From limit cycles to periodic orbits through ultradiscretisation

We examine the transition between discrete and ultradiscrete (cellular-automaton-like) systems, the dynamics of which exhibit limit cycles. Motivated by results obtained previously for three-dimensional systems, we consider here a more manageable two-dimensional model. We show that one can follow the changes in dynamics of the system when a parameter that tunes the discrete-ultradiscrete transition is varied. In particular we explain the phenomenon of the splitting of a discrete limit cycle to a profusion of periodic orbits at the ultradiscrete limit.     

Controlling coherence of noisy and chaotic oscillators by a linear feedback

We analyze the dynamics of a noisy limit cycle oscillator coupled to a general passive linear system. We analytically demonstrate that the phase diffusion constant, which characterizes the coherence of the oscillations, can be efficiently controlled. Theoretical analysis is performed in the framework of linear and Gaussian approximations and is supported by numerical simulations. We also demonstrate numerically the coherence control of a chaotic system.     

Effect of noise and perturbations on limit cycle systems

This paper demonstrates that the influence of noise and of external perturbations on a nonlinear oscillator can vary strongly along the limit cycle and upon transition from limit cycle to stationary point behaviour. For this purpose we consider the role of noise on the Bonhoeffer-van der Pol model in a range of control parameters where the model exhibits a limit cycle, but the parameters are close to values corresponding to a stable stationary point. Our analysis is based on the van Kampen approximation for solutions of the Fokker-Planck equation in the limit of weak noise. We investigate first separately the effect of noise on motion tangential and normal to the limit cycle. The key result is that noise induces diffusion-like spread along the limit cycle, but quasistationary behaviour normal to the limit cycle. We then describe the coupled motion and show that noise acting in the normal direction can strongly enhance diffusion along the limit cycle. We finally argue that the variability of the system's response to noise can be exploited in populations of nonlinear oscillators in that weak coupling can induce synchronization as long as the single oscillators operate in a regime close to the transition between oscillatory and excitatory modes.     

Dynamical tracking of unstable periodic orbits

Tracking unstable periodic orbits and its stabilization by large periodic modulation of a control parameter are studied numerically in the Hénon map and laser equations. Some important scaling relations linking the tracking range to the modulation amplitude and frequency are deduced. The results obtained with both models are compared. Experimental realization of dynamical tracking is demonstrated in a loss-driven CO₂ laser where cavity detuning or losses are periodically modulated.     

Preavalanche instabilities in a granular pile

We investigate numerically the transition between static equilibrium and dynamic surface flow of a 2D cohesionless granular system driven by a continuous gravity loading. This transition is characterized by intermittent local dynamic rearrangements and can be described by an order parameter defined as the density of critical contacts, i.e., contacts where the friction is fully mobilized. Analysis of the spatial correlations of critical contacts shows the occurrence of "fluidized" clusters which exhibit a power-law divergence in size at the approach of the stability limit. The results are compatible with recent models that describe the granular system during the static/dynamic transition as a multiphase system.     

Statistical macrodynamics of large dynamical systems. Case of a phase transition in oscillator communities

A model dynamical system with a great many degrees of freedom is proposed for which the critical condition for the onset of collective oscillations, the evolution of a suitably defined order parameter, and its fluctuations around steady states can be studied analytically. This is a rotator model appropriate for a large population of limit cycle oscillators. It is assumed that the natural frequencies of the oscillators are distributed and that each oscillator interacts with all the others uniformly. An exact self-consistent equation for the stationary amplitude of the collective oscillation is derived and is extended to a dynamical form. This dynamical extension is carried out near the transition point where the characteristic time scales of the order parameter and of the individual oscillators become well separated from each other. The macroscopic evolution equation thus obtained generally involves a fluctuating term whose irregular temporal variation comes from a deterministic torus motion of a subpopulation. The analysis of this equation reveals order parameter behavior qualitatively different from that in thermodynamic phase transitions, especially in that the critical fluctuations in the present system are extremely small.Dedicated to Ilya Prigogine on the occasion of his 70th birthday.     

Real-time Bose-Einstein condensation in a finite volume with a discrete spectrum

We show that Bose condensation in real time occurs in a finite system not only as an accumulation of the bosons in the ground state below a critical temperature, but also as a rapid enhancement of an arbitrary small symmetry breaking, followed by a very slow decay of the symmetry breaking order parameter from the almost ideal value to the vanishing equilibrium value. We show this analytically on an exactly soluble model and numerically on a model of noninteracting bosons in an oscillator potential.     

Intrinsic noise and division cycle effects on an abstract biological oscillator

Oscillatory dynamics are common in biological pathways, emerging from the coupling of positive and negative feedback loops. Due to the small numbers of molecules typically contained in cellular volumes, stochastic effects may play an important role in system behavior. Thus, for moderate noise strengths, stochasticity has been shown to enhance signal-to-noise ratios or even induce oscillations in a class of phenomena referred to as "stochastic resonance" and "coherence resonance," respectively. Furthermore, the biological oscillators are subject to influences from the division cycle of the cell. In this paper we consider a biologically relevant oscillator and investigate the effect of intrinsic noise as well as division cycle which encompasses the processes of growth, DNA duplication, and cell division. We first construct a minimal reaction network which can oscillate in the presence of large or negligible timescale separation. We then derive corresponding deterministic and stochastic models and compare their dynamical behaviors with respect to (i) the extent of the parameter space where each model can exhibit oscillatory behavior and (ii) the oscillation characteristics, namely, the amplitude and the period. We further incorporate division cycle effects on both models and investigate the effect of growth rate on system behavior. Our results show that in the presence but not in the absence of large timescale separation, coherence resonance effects result in extending the oscillatory region and lowering the period for the stochastic model. When the division cycle is taken into account, the oscillatory region of the deterministic model is shown to extend or shrink for moderate or high growth rates, respectively. Further, under the influence of the division cycle, the stochastic model can oscillate for parameter sets for which the deterministic model does not. The division cycle is also found to be able to resonate with the oscillator, thereby enhancing oscillation robustness. The results of this study can give valuable insight into the complex interplay between oscillatory intracellular dynamics and various noise sources, stemming from gene expression, cell growth, and division.     

Entrainment Versus Chaos in a Model for a Circadian Oscillator Driven by Light-Dark Cycles

Circadian rhythms occur in nearly all living organisms with a period close to 24 h. These rhythms constitute an important class of biological oscillators which present the characteristic of being naturally subjected to forcing by light-dark (LD) cycles. In order to investigate the conditions in which such a forcing might lead to chaos, we consider a model for a circadian limit cycle oscillator and assess its dynamic behavior when a light-sensitive parameter is periodically forced by LD cycles. We determine as a function of the forcing period and of the amplitude of the light-induced changes in the light-sensitive parameter the occurrence of various modes of dynamic behavior such as quasi-periodicity, entrainment, period-doubling and chaos. The type of oscillatory behavior markedly depends on the forcing waveform; thus the domain of entrainment grows at the expense of the domain of chaos as the forcing function progressively goes from a square wave to a sine wave. Also studied is the dependence of the phase of periodic or aperiodic oscillations on the amplitude of the light-induced changes in the control parameter. The results are discussed with respect to the main physiological role of circadian rhythms which is to allow organisms to adapt to their periodically varying environment by entrainment to the natural LD cycle.     

Analysis of the T-point-Hopf bifurcation

In a parameterized three-dimensional system of autonomous differential equations, a T-point is a point of the parameter space where a special kind of codimension-2 heteroclinic cycle occurs. If the parameter space is three-dimensional, such a bifurcation is located generically on a curve. A more degenerate scenario appears when this curve reaches a surface of Hopf bifurcations of one of the equilibria involved in the heteroclinic cycle. We are interested in the analysis of this codimension-3 bifurcation, which we call T-point-Hopf. In this work we propose a model, based on the construction of a Poincaré map, that describes the global behavior close to a T-point-Hopf bifurcation. The existence of certain kinds of homoclinic and heteroclinic connections between equilibria and/or periodic orbits is proved. The predictions deduced from this model strongly agree with the numerical results obtained in a modified van der Pol-Duffing electronic oscillator.     

Dynamical properties of chemical systems near Hopf bifurcation points

In this paper, we numerically investigate local properties of dynamical systems close to a Hopf bifurcation instability. We focus on chemical systems and present an approach based on the theory of normal forms for determining numerical estimates of the limit cycle that branches off at the Hopf bifurcation point. For several numerically ill-conditioned examples taken from chemical kinetics, we compare our results with those obtained by using traditional approaches where an approximation of the limit cycle is restricted to the center subspace spanned by critical eigenvectors, and show that inclusion of higher-order terms in the normal form expansion of the limit cycle provides a significant improvement of the limit cycle estimates. This result also provides an accurate initial estimate for subsequent numerical continuation of the limit cycle. (c) 2000 American Institute of Physics.     

Distribution of periodic orbits for the Casati-Prosen map on rational lattices

We study numerically the periodic orbits of the Casati-Prosen map, a two-parameter reversible map of the torus, with zero entropy. For rational parameter values, this map preserves rational lattices, and each lattice decomposes into periodic orbits. We consider the distribution function of the periods over prime lattices, and its dependence on the parameters of the map. Based on extensive numerical evidence, we conjecture that, asymptotically, almost all orbits are symmetric, and that for a set of rational parameters having full density, the distribution function approaches the gamma-distribution R(x)=1−e^−x(1+x). These properties, which have been proved to hold for random reversible maps, were previously thought to require a stronger form of deterministic randomness, such as that displayed by rational automorphisms over finite fields. Furthermore, we show that the gamma-distribution is the limit of a sequence of singular distributions which are observed on certain lines in parameter space. Our experiments reveal that the convergence rate to R is highly non-uniform in parameter space, being slowest in sharply-defined regions reminiscent of resonant zones in Hamiltonian perturbation theory.     

Trivariate analysis of two qubit symmetric separable state

We consider the simplest model in the family of discrete predator–prey system and introduce for the first time an environmental factor in the evolution of the system by periodically modulating the natural death rate of the predator. We show that with the introduction of environmental modulation, the bifurcation structure becomes much more complex with bubble structure and inverse period doubling bifurcation. The model also displays the peculiar phenomenon of coexistence of multiple limit cycles in the domain of attraction for a given parameter value that combine and finally gets transformed into a single strange attractor as the control parameter is increased. To identify the chaotic regime in the parameter plane of the model, we apply the recently proposed scheme based on the correlation dimension analysis. We show that the environmental modulation is more favourable for the stable coexistence of the predator and the prey as the regions of fixed point and limit cycle in the parameter plane increase at the expense of chaotic domain.     

Nonlinear spring model for frictional stick-slip motion

Frictional stick-slip dynamics is discussed using a model of one oscillator pulled by a nonlinear spring force. We focus our attention on the nonlinear spring parameter k₀. The dynamics of the model is carefully studied, both numerically and analytically. Our numerical investigation, which involves bifurcation diagrams, shows a rich spectrum of dynamical behavior including periodic, quasi-periodic and chaotic states. On the other hand, and for a good selection of parameters , the motion of the particle involves periodic stick-slip, erratic and intermittent motions, characterized by force fluctuations, and sliding. This study suggests that the transition between each of motion strongly depends on the nonlinear parameter k₀. The system also displays resonance at fractional frequencies of the oscillator.     

Traffic states and fundamental diagram in cellular automaton model of vehicular traffic controlled by signals

We present a cellular automaton (CA) model for vehicular traffic controlled by traffic lights. The CA model is not described by a set of rules, but is given by a simple difference equation. The vehicular motion varies highly with both signals’ characteristics and vehicular density. The dependence of tour time on both cycle time and vehicular density is clarified. In the dilute limit of vehicles, the vehicular motion is compared with that by the nonlinear-map model. The fundamental diagrams are derived numerically. It is shown that the fundamental diagram depends highly on the signals’ characteristics. The traffic states are shown for various values of cycle time in the fundamental diagram. We also study the effect of a slow vehicle on the traffic flow.     

Parameter Estimation for Multiscale Diffusions

We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized single-scale model to such multiscale data. We demonstrate, numerically and analytically, that if the data is sampled too finely then the parameter fit will fail, in that the correct parameters in the homogenized model are not identified. We also show, numerically and analytically, that if the data is subsampled at an appropriate rate then it is possible to estimate the coefficients of the homogenized model correctly. The ideas are studied in the context of thermally activated motion in a two-scale potential. However the ideas may be expected to transfer to other situations where it is desirable to fit an averaged or homogenized equation to multiscale data.     

Chiral bag plus skyrmion hybrid model for nucleons

The chiral bag plus skyrmion hybrid model is studied as a model for nucleons. The hybrid model is solved numerically, where great care has been taken to remove the divergence in the boundary condition at the chiral bag surface for the nonlinear differential equation of the skyrmion. The numerical results for the nucleon energy turn out to be finite for all bag radii, differing from the case of the linearized chiral model. With a suitable choice of the bag parameter (volume term), the nucleon mass, radius and the axial vector coupling constant g_A come out to be very promising.     

Higher-order Dirac solitons in binary waveguide arrays

We study optical analogues of higher-order Dirac solitons (HODSs) in binary waveguide arrays. Like higher-order solitons obtained from the well-known nonlinear Schrödinger equation governing the pulse propagation in an optical fiber, these HODSs have amplitude profiles which are numerically shown to be periodic over large propagation distances. At the same time, HODSs possess some unique features. Firstly, the period of a HODS depends on its order parameter. Secondly, the discrete nature in binary waveguide arrays imposes the upper limit on the order parameter of HODSs. Thirdly, the order parameter of HODSs can vary continuously in a certain range.