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.     

Equilibrium-torus bifurcation in nonsmooth systems

Considering a set of two coupled nonautonomous differential equations with discontinuous right-hand sides describing the behavior of a DC/DC power converter, we discuss a border-collision bifurcation that can lead to the birth of a two-dimensional invariant torus from a stable node equilibrium point. We obtain the chart of dynamic modes and show that there is a region of parameter space in which the system has a single stable node equilibrium point. Under variation of the parameters, this equilibrium may disappear as it collides with a discontinuity boundary between two smooth regions in the phase space. The disappearance of the equilibrium point is accompanied by the soft appearance of an unstable focus period-1 orbit surrounded by a resonant or ergodic torus.Detailed numerical calculations are supported by a theoretical investigation of the normal form map that represents the piecewise linear approximation to our system in the neighbourhood of the border. We determine the functional relationships between the parameters of the normal form map and the actual system and illustrate how the normal form theory can predict the bifurcation behaviour along the border-collision equilibrium-torus bifurcation curve.     

Cross-correlation between time series of vehicles and passengers

We study in this paper a cross-correlation between time series of vehicles and passengers collected in the ferry-boat system (sea route that connects the city of Salvador and Itaparica island, Bahia, Brazil), this study is based on the detrended cross-correlation analysis (DCCA) method. The DCCA method is designed to investigate power-law cross correlations between different simultaneously recorded time series in the presence of nonstationarity. Here in this paper we show that is possible to discriminate cross-correlation between vehicles and passengers and also identify seasonal components.     

Alteration in scaling behavior of short-term heartbeat time series for professional shooting athletes from rest to exercise

Scaling analysis of heartbeat time series has emerged as a useful tool for assessing the autonomic cardiac control under various physiologic and pathologic conditions. We study the heartbeat activity and scaling behavior of heartbeat fluctuations regulated by autonomic nervous system for professional shooting athletes under two states: rest and exercise, by applying the detrended fluctuation analysis method. We focus on alteration in correlation properties of heartbeat intervals for the shooters from rest to exercise, which may have a potential value in monitoring the quality of training and evaluating the sports capacity of the athletes. The result shows that scaling exponents of short-term heart rate variability signals from the shooters get significantly larger during exercise compared with those obtained at rest. It demonstrates that during exercise stronger correlations appear in the heartbeat series of shooting athletes in order to satisfy the specific requirements for high concentration and better control on their heart beats.     

Synchronization in coupled nonidentical incommensurate fractional-order systems

Synchronization of fractional-order nonlinear systems has received considerable attention for many research activities in recent years. In this Letter, we consider the synchronization between two nonidentical fractional-order systems. Based on the open-plus-closed-loop control method, a general coupling applied to the response system is proposed for synchronizing two nonidentical incommensurate fractional-order systems. We also derive a local stability criterion for such synchronization behavior by utilizing the stability theory of linear incommensurate fractional-order differential equations. Feasibility of the proposed coupling scheme is illustrated through numerical simulations of a limit cycle system, a chaotic system and a hyperchaotic system.     

Synchronization Scheme for Uncertain Chaotic Systems via RBF Neural Network

A sliding mode adaptive synchronization controller is presented with a neural network of radial basis function （RBF） for two chaotic systems. The uncertainty of the synchronization error system is approximated by the RBF neural network. The synchronization controller is given based on the output of the RBF neural network. The proposed controller can make the synchronization error convergent to zero in 5s and can overcome disruption of the uncertainty of the system and the exterior disturbance. Finally, an example is given to illustrate the effectiveness of the proposed synchronization control method.     

Different Types of Synchronization in Time-Delayed Systems

We investigate different types of synchronization between two unidirectionally nonlinearly coupled identical delay- differential systems related to optical bistable or hybrid optical bistable devices. This system can represent some kinds of delay-differential models, i.e. Ikeda model, Vall~e model, sine-square model, Mackey Glass model, and so on. We find existence and sufficient stability conditions by theoretical analysis and test the correctness by＂ numerical simulations. Lag, complete and anticipating synchronization are observed, respectively. It is found that the time-delay system can be divided into two parts~ one is the instant term and the other is the delay term. Synchronization between two identical chaotic systems can be derived by adding a coupled term to the delay term in the driven system.     

Nonextensive cutoff distributions of postural sway for the old and the young

We examine postural sway data using concepts of nonextensive thermostatistics. We show that nonextensive thermostatistical cutoff distributions fit approximately empirically observed distributions of postural sway data. We show that the index of nonextensivity of these cutoff distributions is larger for elderly subjects than for younger subjects. A preliminary interpretation of the nonextensivity parameter as a measure for explorative versus conservative behavior is given.     

Synchronization of coupled oscillators on small-world networks

We investigate the synchronous dynamics of Kuramoto oscillators and van der Pol oscillators on Watts-Strogatz type small-world networks. The order parameters to characterize macroscopic synchronization are calculated by numerical integration. We focus on the difference between frequency synchronization and phase synchronization. In both oscillator systems, the critical coupling strength of the phase order is larger than that of the frequency order for the small-world networks. The critical coupling strength for the phase and frequency synchronization diverges as the network structure approaches the regular one. For the Kuramoto oscillators, the behavior can be described by a power-law function and the exponents are obtained for the two synchronizations. The separation of the critical point between the phase and frequency synchronizations is found only for small-world networks in the theoretical models studied.     

Scaling and memory in the return intervals of realized volatility

We perform return interval analysis of 1-min realized volatility defined by the sum of absolute high-frequency intraday returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22 constituent stocks of SSEC. The scaling behavior and memory effect of the return intervals between successive realized volatilities above a certain threshold q are carefully investigated. In comparison with the volatility defined by the closest tick prices to the minute marks, the return interval distribution for the realized volatility shows a better scaling behavior since 20 stocks (out of 22 stocks) and the SSEC pass the Kolmogorov-Smirnov (KS) test and exhibit scaling behaviors, among which the scaling function for 8 stocks could be approximated well by a stretched exponential distribution revealed by the KS goodness-of-fit test under the significance level of 5%. The improved scaling behavior is further confirmed by the relation between the fitted exponent γ and the threshold q. In addition, the similarity of the return interval distributions for different stocks is also observed for the realized volatility. The investigation of the conditional probability distribution and the detrended fluctuation analysis (DFA) show that both short-term and long-term memory exists in the return intervals of realized volatility.     

Dynamics of coin tossing is predictable

The dynamics of the tossed coin can be described by deterministic equations of motion, but on the other hand it is commonly taken for granted that the toss of a coin is random. A realistic mechanical model of coin tossing is constructed to examine whether the initial states leading to heads or tails are distributed uniformly in phase space. We give arguments supporting the statement that the outcome of the coin tossing is fully determined by the initial conditions, i.e. no dynamical uncertainties due to the exponential divergence of initial conditions or fractal basin boundaries occur. We point out that although heads and tails boundaries in the initial condition space are smooth, the distance of a typical initial condition from a basin boundary is so small that practically any uncertainty in initial conditions can lead to the uncertainty of the results of tossing.     

Statistical analysis of composite spectra

We consider nearest-neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of such data. One problem lies in fitting the nearest-neighbor spacing distribution to the histogram of level spacings obtained from the data. We show that the method of Bayesian inference is superior to this procedure. The second problem occurs when one unfolds such short sequences. We show that the unfolding procedure generically leads to an overestimate of the chaoticity parameter. This trend is absent in the presence of long-range level correlations. Thus, composite ensembles of levels from a system with long-range spectral stiffness yield reliable information about the chaotic behavior of the system.     

Empirical study of recent Chinese stock market

We investigate the statistical properties of the empirical data taken from the Chinese stock market during the time period from January, 2006 to July, 2007. By using the methods of detrended fluctuation analysis (DFA) and calculating correlation coefficients, we acquire the evidence of strong correlations among different stock types, stock index, stock volume turnover, A share (B share) seat number, and GDP per capita. In addition, we study the behavior of “volatility”, which is now defined as the difference between the new account numbers for two consecutive days. It is shown that the empirical power-law of the number of aftershock events exceeding the selected threshold is analogous to the Omori law originally observed in geophysics. Furthermore, we find that the cumulative distributions of stock return, trade volume and trade number are all exponential-like, which does not belong to the universality class of such distributions found by Xavier Gabaix et al. [Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley, Nature, 423 (2003)] for major western markets. Through the comparison, we draw a conclusion that regardless of developed stock markets or emerging ones, “cubic law of returns” is valid only in the long-term absolute return, and in the short-term one, the distributions are exponential-like. Specifically, the distributions of both trade volume and trade number display distinct decaying behaviors in two separate regimes. Lastly, the scaling behavior of the relation is analyzed between dispersion and the mean monthly trade value for each administrative area in China.     

Anti-synchronization of chaotic systems with uncertain parameters via adaptive control

In this Letter, an adaptive control scheme is developed to study the anti-synchronization behavior between two identical and different chaotic systems with unknown parameters. This adaptive anti-synchronization controller is designed based on Lyapunov stability theory and an analytic expression of the controller with its adaptive laws of parameters is shown. The adaptive anti-synchronization between two identical systems (Chen system) and different systems (Genesio and Lü systems) are taken as two illustrative examples to show the effectiveness of the proposed method. Theoretical analysis and numerical simulations are shown to verify the results.     

Synchronization of chaos in unidirectionally and bidirectionally coupled multiple time delay laser diodes with electro-optical feedback

We report on chaos synchronization in both unidirectionally and bidirectionally coupled multiple time delay laser diodes with electro-optical feedback. We derive existence and sufficient stability conditions for the synchronization regimes. We calculate the Lyapunov exponents, information dimension, and Kolmogorov-Sinai entropy for a single and double delay time lasers to demonstrate that multiple time delay laser system can offer higher complexity than a single time delay laser. We demonstrate that in coupled multiple time delay lasers additional feedback(s) can play a stabilizing role. We compare the synchronization quality for closed loop and open loop receiver laser configurations and find better synchronization quality for partially open loop receiver (when the receiver laser has only one feedback loop), than the open loop receiver configuration (when the receiver contains no feedback loops). We also study the effect of the feedback phase on the correlation coefficient between the interacting laser systems. Analytical results are fully supported by numerical simulations.     

Scaling of dynamical properties of the Fermi-Ulam accelerator

We investigate numerically the chaotic sea of the complete Fermi-Ulam model (FUM) and of its simplified version (SFUM). We perform a scaling analysis near the integrable to non-integrable transition to describe the average energy as function of time t and as function of iteration (or collision) number n. When t is employed as independent variable, the exponents of FUM and SFUM are different. However, when n is used, the exponents are the same for both FUM and SFUM. In the collision number analysis, we present analytical arguments supporting the values of the exponents related to the control paramenter and to the initial velocity. We describe also how the scaling exponents obtained by using t as independent variable are related to the ones obtained with n. In contrast to SFUM, the average energy in FUM saturates for long times. We discuss the origin of the observed differences and similarities between FUM and its simplified version.     

Dynamical System Approach to a Coupled Dispersionless System: Localized and Periodic Traveling Waves

We investigate the dynamical behavior of a coupled dispersionless system describing a current-conducting string with infinite length within a magnetic field. Thus, following a dynamical system approach, we unwrap typical miscellaneous traveling waves including localized and periodic ones. Studying the relative stabilities of such structures through their energy densities, we find that under some boundary conditions, localized waves moving in positive directions are more stable than periodic waves which in contrast stand for the most stable traveling waves in another boundary condition situation.     

Qualitative analysis of the Rössler equations: Bifurcations of limit cycles and chaotic attractors

In this paper we study different aspects of the paradigmatic Rössler model. We perform a detailed study of the local and global bifurcations of codimension one and two of limit cycles. This provides us a global idea of the three-parametric evolution of the system. We also study the regions of parameters where we may expect a chaotic behavior by the use of different Chaos Indicators. The combination of the different techniques gives an idea of the different routes to chaos and the different kinds of chaotic attractors we may found in this system.     

Direct transition from a stable equilibrium to quasiperiodicity in non-smooth systems

The purpose of this Letter is to show how a border-collision bifurcation in a piecewise-smooth dynamical system can produce a direct transition from a stable equilibrium point to a two-dimensional invariant torus. Considering a system of nonautonomous differential equations describing the behavior of a power electronic DC/DC converter, we first determine the chart of dynamical modes and show that there is a region of parameter space in which the system has a single stable equilibrium point. Under variation of the parameters, this equilibrium may collide with a discontinuity boundary between two smooth regions in phase space. When this happens, one can observe a number of different bifurcation scenarios. One scenario is the continuous transformation of the stable equilibrium into a stable period-1 cycle. Another is the transformation of the stable equilibrium into an unstable period-1 cycle with complex conjugate multipliers, and the associated formation of a two-dimensional (ergodic or resonant) torus.     

Difference in nature of correlation between NASDAQ and BSE indices

We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in nature and it makes use of wavelets from the Daubechies family for detrending purpose. The built-in variable windows in wavelet transform makes this procedure well suited for the non-stationary data. We analyze daily price of NASDAQ composite index for a period of 20 years, and BSE sensex index, over a period of 15 years. It is found that the long-range correlation, as well as fractal behavior for both the stock index values differ from each other significantly. Strong non-statistical long-range correlation is observed in BSE index, whose removal revealed a Gaussian random noise character for the corresponding fluctuation. The NASDAQ index, on the other hand, showed a multifractal behavior with long-range statistical correlation.