The largest Lyapunov exponent of chaotic dynamical system in scale space and its application

The largest Lyapunov exponent is an important invariant of detecting and characterizing chaos produced from a dynamical system. We have found analytically that the largest Lyapunov exponent of the small-scale wavelet transform modulus of a dynamical system is the same as the system's largest Lyapunov exponent, both discrete map and continuous chaotic attractor with one or two positive Lyapunov exponents. This property has been used to estimate the largest Lyapunov exponent of chaotic time series with several kinds of strong additive noise.     

Scaling structure of the velocity statistics in atmospheric boundary layers

The statistical objects characterizing turbulence in real turbulent flows differ from those of the ideal homogeneous isotropic model. They contain contributions from various two- and three-dimensional aspects, and from the superposition of inhomogeneous and anisotropic contributions. We employ the recently introduced decomposition of statistical tensor objects into irreducible representations of the SO(3) symmetry group (characterized by j and m indices, where j=0ellipsisinfinity,-j相似文献   

Application of statistical physics to heartbeat diagnosis.

We present several recent studies based on statistical physics concepts that can be used as diagnostic tools for heart failure. We describe the scaling exponent characterizing the long-range correlations in heartbeat time series as well as the multifractal features recently discovered in heartbeat rhythm. It is found that both features, the long-range correlations and the multifractility, are weaker in cases of heart failure.     

Slow relaxation in microcanonical warming of a Ising lattice

We study the warming process of a semi-infinite cylindrical Ising lattice initially ordered and coupled at the boundary to a heat reservoir. The adoption of a proper microcanonical dynamics allows a detailed study of the time evolution of the system. As expected, thermal propagation displays a diffusive character and the spatial correlations decay exponentially in the direction orthogonal to the heat flow. However, we show that the approach to equilibrium presents an unexpected slow behavior. In particular, when the thermostat is at infinite temperature, correlations decay to their asymptotic values by a power law. This can be rephrased in terms of a correlation length vanishing logarithmically with time. At finite temperature, the approach to equilibrium is also a power law, but the exponents depend on the temperature in a non-trivial way. This complex behavior could be explained in terms of two dynamical regimes characterizing finite and infinite temperatures, respectively. When finite sizes are considered, we evidence the emergence of a much more rapid equilibration, and this confirms that the microcanonical dynamics can be successfully applied on finite structures. Indeed, the slowness exhibited by correlations in approaching the asymptotic values are expected to be related to the presence of an unsteady heat flow in an infinite system.     

Finite size correction for fixed word length Zipf analysis

Zipf’s original law deals with the statistics of ranked words in natural languages. It has recently been generalized to “words” defined as n-tuples of symbols derived by translation of real-valued univariate timeseries into a literal sequence. We verify that the rank-frequency plot of these words shows, for fractional Brownian motion, the previously found power laws, but with large finite length corrections. We verify a finite size scaling ansatz for these corrections and, as aresult, demonstrate greatly improved estimates of the (generalized) Zipf exponents. This allows us to find the correct relation between the Zipf exponent and the Hurst exponent characterizing the fractional Brownian motion.     

Antibunching and blinking from a single colloidal CdSe quantum dot

We have investigated the optical properties of single CdSe/ZnS nanocrystals by conducting combinations of experiments on antibunching and photoluminescence intermittence under different experimental conditions.Based on photoluminescence in an antibunching experiment,we analyzed the emission lifetime of QDs by using stretched exponentials.The difference between the parameters obtained from average lifetimes and stretched exponents were analyzed by considering the effect of nonradiative emission.An Auger-assisted tunneling model was used to explain the power law exponents of off time distribution.The power law exponent under high excitation power was correlated with a higher Auger ionization rate.Using the parameters obtained from stretched exponential function and power law,the antibunching phenomena at different time and under different excitation intensity were analyzed.     

Experimental characterization of transition to chaos in the presence of noise

Transition to chaos in the presence of noise is an important problem in nonlinear and statistical physics. Recently, a scaling law has been theoretically predicted which relates the Lyapunov exponent to the noise variation near the transition. Here we present experimental observation of noise-induced chaos in an electronic circuit and obtain the fundamental scaling law characterizing the transition. The experimentally obtained scaling exponent agrees very well with that predicted by theory.     

Order-disorder transition in conflicting dynamics leading to rank-frequency generalized beta distributions

The behavior of rank-ordered distributions of phenomena present in a variety of fields such as biology, sociology, linguistics, finance and geophysics has been a matter of intense research. Often power laws have been encountered; however, their validity tends to hold mainly for an intermediate range of rank values. In a recent publication (Martínez-Mekler et al., 2009 [7]), a generalization of the functional form of the beta distribution has been shown to give excellent fits for many systems of very diverse nature, valid for the whole range of rank values, regardless of whether or not a power law behavior has been previously suggested. Here we give some insight on the significance of the two free parameters which appear as exponents in the functional form, by looking into discrete probabilistic branching processes with conflicting dynamics. We analyze a variety of realizations of these so-called expansion-modification models first introduced by Wentian Li (1989) [10]. We focus our attention on an order-disorder transition we encounter as we vary the modification probability p. We characterize this transition by means of the fitting parameters. Our numerical studies show that one of the fitting exponents is related to the presence of long-range correlations exhibited by power spectrum scale invariance, while the other registers the effect of disordering elements leading to a breakdown of these properties. In the absence of long-range correlations, this parameter is sensitive to the occurrence of unlikely events. We also introduce an approximate calculation scheme that relates this dynamics to multinomial multiplicative processes. A better understanding through these models of the meaning of the generalized beta-fitting exponents may contribute to their potential for identifying and characterizing universality classes.     

On the zero temperature critical point in heavy fermions

We generalize the scaling theory of heavy fermions for the case the shift exponent describing the critical Néel line is different from the crossover exponent characterizing the coherence line. We obtain the properties of the non-Fermi liquid system at the critical point and in particular the electrical resistivity. We study violation of hyperscaling in the Fermi liquid regime below the coherence line where the properties of heavy fermion systems are described by mean-field exponents.     

Chaotic itinerancy generated by coupling of Milnor attractors

We report the existence of chaotic itinerancy in a coupled Milnor attractor system. The attractor ruins consist of tori or local chaos generated from the original Milnor attractors. The chaotic behavior exhibited by a single orbit can be considered a "nonstationary" state, due to the extremely slow convergence of the Lyapunov exponents, but the behavior averaged over randomly chosen initial conditions is consistent with the limit theorem. We present as a possibly new indication of chaotic itinerancy the presence of slow decay of large fluctuations of the largest Lyapunov exponent.     

Spin-charge Separation of the Luttinger Model after an Interaction Quench

A Luttinger model of spin-1/2 fermions is considered after the interaction is suddenly switched on at time t = 0. By means of the bosonization technique, we evaluate analytically the one-particle correlation functions in detail, mainly involving equal-time correlations and propagators. The critical exponent which governs the power-law behavior of equal-time correlations for this spinful non-equilibrium system is obtained. In comparison with the published results, the difference between critical exponents of correlations in spinful and spinless non-equilibrium systems is found and explained. Furthermore, it is found that the propagator exhibits different power-law behavior from other equal-time correlations in this non-equilibrium system.     

Human eye localization using the modified Hough transform

The precise localization of parts of a human face such as mouth, nose or eyes is important for their image understanding and recognition. The developed successful computer method of eyes and eyelids localization using the modified Hough transform is presented in this paper. The efficiency of this method was tested on two publicly available face images databases and one private face images database with the location correctness better than 96% for a single eye or eyelid and 92% for eye and eyelid couples.     

Activation barrier scaling and crossover for noise-induced switching in micromechanical parametric oscillators

We explore fluctuation-induced switching in parametrically driven micromechanical torsional oscillators. The oscillators possess one, two, or three stable attractors depending on the modulation frequency. Noise induces transitions between the coexisting attractors. Near the bifurcation points, the activation barriers are found to have a power law dependence on frequency detuning with critical exponents that are in agreement with predicted universal scaling relationships. At large detuning, we observe a crossover to a different power law dependence with an exponent that is device specific.     

Decay of angular correlations in hard-sphere fluids

The decay of the collisional contribution to the shear-stress autocorrelation function is shown to be inconsistent with at ^–3/2 inverse-power law. The decay of the self part (a combination of pair and triplet correlations) indicates a stretched-exponential decay with a density-independent exponent. The pair contribution by itself also shows stretched-exponential behavior in both two and three dimensions, with different, but still density-independent, exponents. At very long times this stretched-exponential decay of the pair correlations switches over to an algebraic decay, consistent with the diffusional separation of pairs of particles.     

Preservation of long range temporal correlations under extreme random dilution

Many natural time series exhibit long range temporal correlations that may be characterized by power-law scaling exponents. However, in many cases, the time series have uneven time intervals due to, for example, missing data points, noisy data, and outliers. Here we study the effect of randomly missing data points on the power-law scaling exponents of time series that are long range temporally correlated. The Fourier transform and detrended fluctuation analysis (DFA) techniques are used for scaling exponent estimation. We find that even under extreme dilution of more than 50%, the value of the scaling exponent remains almost unaffected. Random dilution is also applied on heart interbeat interval time series. It is found that dilution of 70%-80% of the data points leads to a reduction of only 8% in the scaling exponent; it is also found that it is possible to discriminate between healthy and heart failure subjects even under extreme dilution of more than 90%.     

Oscillatory variation of anomalous diffusion in pendulum systems

Numerical studies of anomalous diffusion in undamped but periodically-driven and parametrically-driven pendulum systems are presented. When the frequency of the periodic driving force is varied, the exponent μ, which is the rate of divergence of the mean square displacement with time, is found to vary in an oscillatory manner. We show the presence of such a variation in other statistical measures such as variance of position, kurtosis, and exponents in the power-exponential law of probability distribution of position.     

Unsupervised Image Segmentation Using Hierarchical Clustering

In the analysis of a medical image database aimed at formulating useful knowledge for image diagnosis requires an unsupervised image processing technique without preconceived knowledge. In this paper, we propose a method for unsupervised image segmentation, which is suitable for finding the features contained in an image. A small region around each pixel is considered as a pattern vector, and the set of pattern vectors acquired from the whole image is classified using the hierarchical clustering technique. In hierarchical clustering, the classification of pattern vectors is divided into two clusters at each node according to the statistical criterion based on the entropy in thermodynamics. Results of the test image generated by the Markov random field (MRF) model and real medical images photomicrographs of a colon tumor are shown.     

Effect of suddenly turning on interactions in the Luttinger model

The evolution of correlations in the exactly solvable Luttinger model (a model of interacting fermions in one dimension) after a suddenly switched-on interaction is analytically studied. When the model is defined on a finite-size ring, zero-temperature correlations are periodic in time. However, in the thermodynamic limit, the system relaxes algebraically towards a stationary state which is well described, at least for some simple correlation functions, by the generalized Gibbs ensemble recently introduced by Rigol et al. (cond-mat/0604476). The critical exponent that characterizes the decay of the one-particle correlation function is different from the known equilibrium exponents. Experiments for which these results can be relevant are also discussed.     

Dependency of percolation critical exponents on the exponent of power law size distribution

The standard percolation theory uses objects of the same size. Moreover, it has long been observed that the percolation properties of the systems with a finite distribution of sizes are controlled by an effective size and consequently, the universality of the percolation theory is still valid. In this study, the effect of power law size distribution on the critical exponents of the percolation theory of the two dimensional models is investigated. Two different object shapes i.e., stick-shaped and square are considered. These two shapes are the representative of the fractures in fracture reservoirs and the sandbodies in clastic reservoirs. The finite size scaling arguments are used for the connectivity to determine the dependency of the critical exponents on the power law exponent. In particular, the deviations of percolation exponents from their universal values as well as the connectivity behavior of such systems are investigated numerically. As a result, this extends the applicability of the conventional percolation approach to study the connectivity of systems with a very broad size distribution.     

Statistical linguistic characterization of variability in observed and synthetic daily precipitation series

This paper deals with an application of Zipf law in climatology. This analysis allows the extraction of information not available by standard methods. In particular, rainfall temporal aggregation patterns associated with different climates are characterized by means of exponents derived from the resulting scaling laws. The analogy with linguistic analysis is obtained using a particular coding of precipitation as a discrete variable with four states (corresponding to four standard precipitation thresholds); each weekly symbolic sequence of observed precipitation is considered as a “word”, and each local station defines a “language” characterized by the observed words in a period representative of the climatology. To characterize these precipitation languages, we obtained characteristic exponents derived from the Zipf law for a set of representative stations of the main Köppen's climates and subclimates. We found different scaling behaviors for different subclimates, given by a single exponent in the range 0.6$0.6$ (humid tropical climates) to 1.4$1.4$ (polar climates); some humid middle-latitude subclimates exhibit a crossover with two different characteristic exponents corresponding to high and low frequency aggregation patterns (no explanation for this behavior is provided).