Towards a General Theory of Extremes for Observables of Chaotic Dynamical Systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the chosen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numerical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.     

Extreme value laws in dynamical systems under physical observables

Extreme value theory for chaotic deterministic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by large values attained by the observable along orbits of the system. Based on this theory, the so-called block maximum method is often used in applications for statistical prediction of large value occurrences. In this method, one performs statistical inference for the parameters of the Generalised Extreme Value (GEV) distribution, using maxima over blocks of regularly sampled observable values along an orbit of the system. The observables studied so far in the theory are expressed as functions of the distance with respect to a point, which is assumed to be a density point of the system’s invariant measure. However, at least with respect to the ambient (usually Euclidean) metric, this is not the structure of the observables typically encountered in physical applications, such as windspeed or vorticity in atmospheric models. In this paper we consider extreme value limit laws for observables which are not expressed as functions of the distance (in the ambient metric) from a density point of the dynamical system. In such cases, the limit laws are no longer determined by the functional form of the observable and the dimension of the invariant measure: they also depend on the specific geometry of the underlying attractor and of the observable’s level sets. We present a collection of analytical and numerical results, starting with a toral hyperbolic automorphism as a simple template to illustrate the main ideas. We then formulate our main results for a uniformly hyperbolic system, the solenoid map. We also discuss non-uniformly hyperbolic examples of maps (Hénon and Lozi maps) and of flows (the Lorenz63 and Lorenz84 models). Our purpose is to outline the main ideas and to highlight several serious problems found in the numerical estimation of the limit laws.     

Universal Behaviour of Extreme Value Statistics for Selected Observables of Dynamical Systems

The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the block maxima approach. In this framework, extremes are identified with the block maxima of the time series of the chosen observable, in the limit of infinitely long blocks. It has been proved that, assuming suitable mixing conditions for the underlying dynamical systems, the extremes of a specific class of observables are distributed according to the so called Generalised Extreme Value (GEV) distribution. Direct calculations show that in the case of quasi-periodic dynamics the block maxima are not distributed according to the GEV distribution. In this paper we show that considering the exceedances over a given threshold instead of the block-maxima approach it is possible to obtain a Generalised Pareto Distribution also for extremes computed in systems which do not satisfy mixing conditions. Requiring that the invariant measure locally scales with a well defined exponent—the local dimension—, we show that the limiting distribution for the exceedances of the observables previously studied with the block maxima approach is a Generalised Pareto distribution where the parameters depend only on the local dimensions and the values of the threshold but not on the number of observations considered. We also provide connections with the results obtained with the block maxima approach. In order to provide further support to our findings, we present the results of numerical experiments carried out considering the well-known Chirikov standard map.     

Numerical Convergence of the Block-Maxima Approach to the Generalized Extreme Value Distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.     

Self-consistent check of the validity of Gibbs calculus using dynamical variables

The high- and low-energy limits of a chain of coupled rotators are integrable and correspond respectively to a set of free rotators and to a chain of harmonic oscillators. For intermediate values of the energy, numerical calculations show the agreement of finite time averages of physical observables with their Gibbsian estimate. The boundaries between the two integrable limits and the statistical domain are analytically computed using the Gibbsian estimates of dynamical observables. For large energies the geometry of nonlinear resonances enables the definition of relevant 1.5-degree-of-freedom approximations of the dynamics. They provide resonance overlap parameters whose Gibbsian probability distribution may be computed. Requiring the support of this distribution to be right above the large-scale stochasticity threshold of the 1.5-degree-of-freedom dynamics yields the boundary at the large-energy limit. At the low-energy limit, the boundary is shown to correspond to the energy where the specific heat departs from that of the corresponding harmonic chain.     

二维抛物线离散映射的动力学研究

由两个一维抛物线离散映射作推广并非线性耦合,实现了一个新的二维抛物线离散映射.利用不动点稳定性分析和映射分岔分析,研究了所提出的二维离散映射的复杂动力学行为及其吸引子的演变过程,阐述了它所特有的共存分岔模式和快慢周期振荡效应等动力学特性.研究结果表明:二维抛物线离散映射具有动力学特性调节和动态幅度调节的两个功能不同的控制参数,存在Hopf分岔、分岔模式共存、锁频和周期振荡快慢效应等非线性物理现象.并基于微控制器实现的数字电路验证了相应的理论分析和数值仿真结果. 关键词： 二维离散映射 分岔 吸引子 参数     

一个具有完全四翼形式的四维混沌

本文通过引进一个非线性状态反馈控制器, 提出了一个新的四维混沌系统, 该混沌吸引子能在任何方向上都表现出四翼形式. 由于存在一个大的正李雅普诺夫指数, 混沌系统具有一些非常有趣和复杂的动力学行为. 对系统的一些基本动力学特性进行了数值模拟和理论分析, 如平衡点、耗散性、Poincaré映射、频谱、时域谱和混沌行为等. 通过对Lyapunov指数谱和分岔图的分析, 进一步研究了混沌行为的系统参数敏感性. 最后, 设计了一个实现四翼混沌系统的振荡电路, EWB观察结果与数值模拟结果具有良好的一致性.     

Impact of autocatalysis chemical reaction on nonlinear radiative heat transfer of unsteady three-dimensional Eyring–Powell magneto-nanofluid flow

The structure of the chaotic attractor of a system is mainly determined by the nonlinear functions in system equations. By using a new saw-tooth wave function and a new stair function, a novel complex grid multiwing chaotic system which belongs to non-Shil’nikov chaotic system with non-hyperbolic equilibrium points is proposed in this paper. It is particularly interesting that the complex grid multiwing attractors are generated by increasing the number of non-hyperbolic equilibrium points, which are different from the traditional methods of realising multiwing attractors by adding the index-2 saddle-focus equilibrium points in double-wing chaotic systems. The basic dynamical properties of the new system, such as dissipativity, phase portraits, the stability of the equilibria, the time-domain waveform, power spectrum, bifurcation diagram, Lyapunov exponents, and so on, are investigated by theoretical analysis and numerical simulations. Furthermore, the corresponding electronic circuit is designed and simulated on the Multisim platform. The Multisim simulation results and the hardware experimental results are in good agreement with the numerical simulations of the same system on Matlab platform, which verify the feasibility of this new grid multiwing chaotic system.     

Global attractors and invariant measures for non-invertible planar piecewise isometric maps

The authors investigate dynamical behaviors of discrete systems defined by iterating non-invertible planar piecewise isometries, which are piecewisely defined maps that preserve Euclidean distance. After discussing subtleties for these kind of dynamical systems, they have characterized global attractors via invariant measures and via positive continuous functions on phase space. The main result of this Letter is that a compact set A is the global attractor for a piecewise isometry if and only if the Lebesgue measure restricted to A is invariant, while it is not invariant restricted to any measurable set B which contains A and whose Lebesgue measure is strictly larger than that of A.     

Observation of local temporal correlations in trapped quantum gases

We measure the temporal pair correlation function g(2)(τ) of a trapped gas of bosons above and below the critical temperature for Bose-Einstein condensation. The measurement is performed in situ by using a local, time-resolved single-atom sensitive probing technique. Third- and fourth-order correlation functions are also extracted. We develop a theoretical model and compare it with our experimental data, finding good quantitative agreement. We discuss, finally, the role of interactions. Our results promote temporal correlations as new observables to study the dynamical evolution of ultracold quantum gases.     

Multiple period-doubling bifurcation route to chaos in periodically pulsed Murali-Lakshmanan-Chua circuit-controlling and synchronization of chaos

We consider a simple nonautonomous dissipative nonlinear electronic circuit consisting of Chua's diode as the only nonlinear element, which exhibit a typical period doubling bifurcation route to chaotic oscillations. In this paper, we show that the effect of additional periodic pulses in this Murali-Lakshmanan-Chua (MLC) circuit results in novel multiple-period-doubling bifurcation behavior, prior to the onset of chaos, by using both numerical and some experimental simulations. In the chaotic regime, this circuit exhibits a rich variety of dynamical behavior including enlarged periodic windows, attractor crises, distinctly modified bifurcation structures, and so on. For certain types of periodic pulses, this circuit also admits transcritical bifurcations preceding the onset of multiple-period-doubling bifurcations. We have characterized our numerical simulation results by using Lyapunov exponents, correlation dimension, and power spectrum, which are found to be in good agreement with the experimental observations. Further controlling and synchronization of chaos in this periodically pulsed MLC circuit have been achieved by using suitable methods. We have also shown that the chaotic attractor becomes more complicated and their corresponding return maps are no longer simple for large n-periodic pulses. The above study also indicates that one can generate any desired n-period-doubling bifurcation behavior by applying n-periodic pulses to a chaotic system.     

RESCALING FOR KAON STRUCTURE FUNCTION

We use the valon model to analyse the dynamical rescaling of x in the inelastic structure functions and point out that the rescaling is just the delta approximation of the valon distribution functions. We apply the contribution of valence quarks to the mass of a hadron bound state to determine a few parameters for the x-rescaling and thus obtain the Kaon structure functions. The result is in good agreement with experimental data.     

Homoclinic Bifurcations in Simple Parametrically Driven Systems

In this paper we consider the onset of chaotic particle motion in a perturbed Morse potential and the homoclinic bifurcations in a parametrically driven Lorenz system. The Melnikov-Keener method is used to derive bifurcation conditions for the parameters of the dynamical systems. For some selected parameter values the theoretical predictions are checked by numerical experiments.     

A novel hyperchaotic system and its circuit implementation

A four-dimensional hyperchaotic system with five parameters is proposed. Its dynamical properties such as dissipativity, equilibrium points, Lyapunov exponent, Lyapunov dimension, bifurcation diagrams and Poincare maps are analyzed theoretically and numerically. Theoretical analyses and simulation tests indicate that the new system's dynamics behavior can be periodic attractor, chaotic attractor and hyperchaotic attractor as the parameter varies. Finally, the circuit of this new hyperchaotic system is designed and realized by Multisim software. The simulation results confirm that the chaotic system is different from the existing chaotic systems and is a novel hyperchaotic system. The system is recommendable for many engineering applications such as information processing, cryptology, secure communications, etc.     

Quark Gluon Condensate,Virtuality and Susceptibility of QCD Vacuum

We study vacuum of QCD in this work. The structure of non-local quark vacuum condensate, values of various local quark and gluon vacuum condensates, quark-gluon mixed vacuum condensate, quark and gluon virtuality in QCD vacuum state, quark dynamical mass and susceptibility of QCD vacuum state to external field are predicted by use of the solutions of Dyson-Schwinger equations in “rainbow” approximation with a modeling gluon propagator and three different sets of quark-quark interaction parameters. Our theoretical predictions are in good agreement with the correspondent empirical values used widely in literature, and many other theoretical calculations. The quark propagator and self-energy functions are also obtained from the numerical solutions of Dyson-Schwinger equations. This work is centrally important for studying non-perturbative QCD, and has many important applications both in particle and nuclear physics.     

Bifurcation control and chaos in a linear impulsive system

Bifurcation control and the existence of chaos in a class of linear impulsive systems are discussed by means of both theoretical and numerical ways. Chaotic behaviour in the sense of Marotto's definition is rigorously proven. A linear impulsive controller, which does not result in any change in one period-1 solution of the original system, is proposed to control and anti-control chaos. The numerical results for chaotic attractor, route leading to chaos, chaos control, and chaos anti-control, which are illustrated with two examples, are in good agreement with the theoretical analysis.     

On the Recurrence and Robust Properties of Lorenz’63 Model

Lie-Poisson structure of the Lorenz’63 system gives a physical insight on its dynamical and statistical behavior considering the evolution of the associated Casimir functions. We study the invariant density and other recurrence features of a Markov expanding Lorenz-like map of the interval arising in the analysis of the predictability of the extreme values reached by particular physical observables evolving in time under the Lorenz’63 dynamics with the classical set of parameters. Moreover, we prove the statistical stability of such an invariant measure. This will allow us to further characterize the SRB measure of the system.     

Lynden-Bell and Tsallis distributions for the HMF model

Systems with long-range interactions can reach a Quasi Stationary State (QSS) as a result of a violent collisionless relaxation. If the system mixes well (ergodicity), the QSS can be predicted by the statistical theory of Lynden-Bell (1967) based on the Vlasov equation. When the initial condition takes only two values, the Lynden-Bell distribution is similar to the Fermi-Dirac statistics. Such distributions have recently been observed in direct numerical simulations of the HMF model (Antoniazzi et al. 2006). In this paper, we determine the caloric curve corresponding to the Lynden-Bell statistics in relation with the HMF model and analyze the dynamical and thermodynamical stability of spatially homogeneous solutions by using two general criteria previously introduced in the literature. We express the critical energy and the critical temperature as a function of a degeneracy parameter fixed by the initial condition. Below these critical values, the homogeneous Lynden-Bell distribution is not a maximum entropy state but an unstable saddle point. Known stability criteria corresponding to the Maxwellian distribution and the water-bag distribution are recovered as particular limits of our study. In addition, we find a critical point below which the homogeneous Lynden-Bell distribution is always stable. We apply these results to the situation considered in Antoniazzi et al. For a given energy, we find a critical initial magnetization above which the homogeneous Lynden-Bell distribution ceases to be a maximum entropy state. For an energy U=0.69, this transition occurs above an initial magnetization M_x=0.897. In that case, the system should reach an inhomogeneous Lynden-Bell distribution (most mixed) or an incompletely mixed state (possibly fitted by a Tsallis distribution). Thus, our theoretical study proves that the dynamics is different for small and large initial magnetizations, in agreement with numerical results of Pluchino et al. (2004). This new dynamical phase transition may reconcile the two communities by showing that they study different regimes.     

A new four-dimensional hyperjerk system with stable equilibrium point,circuit implementation,and its synchronization by using an adaptive integrator backstepping control

This paper reports a new simple four-dimensional(4 D) hyperjerk chaotic system. The proposed system has only one stable equilibrium point. Hence, its strange attractor belongs to the category of hidden attractors. The proposed system exhibits various dynamical behaviors including chaotic, periodic, stable nature, and coexistence of various attractors. Numerous theoretical and numerical methods are used for the analyses of this system. The chaotic behavior of the new system is validated using circuit implementation. Further, the synchronization of the proposed systems is shown by designing an adaptive integrator backstepping controller. Numerical simulation validates the synchronization strategy.     

On the Validity of Linear Response Theory in High-Dimensional Deterministic Dynamical Systems

This theoretical work considers the following conundrum: linear response theory is successfully used by scientists in numerous fields, but mathematicians have shown that typical low-dimensional dynamical systems violate the theory’s assumptions. Here we provide a proof of concept for the validity of linear response theory in high-dimensional deterministic systems for large-scale observables. We introduce an exemplary model in which observables of resolved degrees of freedom are weakly coupled to a large, inhomogeneous collection of unresolved chaotic degrees of freedom. By employing statistical limit laws we give conditions under which such systems obey linear response theory even if all the degrees of freedom individually violate linear response. We corroborate our result with numerical simulations.