Matrix models, complex geometry, and integrable systems: II

We consider certain examples of applications of the general methods based on geometry and integrability of matrix models. These methods were described in the first part of this paper. In particular, we investigate the nonlinear differential equations satisfied by semiclassical tau functions. We also discuss a similar semiclassical geometric picture arising in the context of multidimensional supersymmetric gauge theories and the AdS/CFT correspondence. [This article was written at the request of the Editorial Board. It is based on several lectures presented at schools of mathematical physics and talks at the conference “Complex Geometry and String Theory” and the Polivanov memorial seminar.] __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 147, No. 3, pp. 399–449, June, 2006.     

Matrix models, complex geometry, and integrable systems: I

We consider the simplest gauge theories given by one-and two-matrix integrals and concentrate on their stringy and geometric properties. We recall the general integrable structure behind the matrix integrals and turn to the geometric properties of planar matrix models, demonstrating that they are universally described in terms of integrable systems directly related to the theory of complex curves. We study the main ingredients of this geometric picture, suggesting that it can be generalized beyond one complex dimension, and formulate them in terms of semiclassical integrable systems solved by constructing tau functions or prepotentials. We discuss the complex curves and tau functions of one-and two-matrix models in detail. [This article was written at the request of the Editorial Board. It is based on several lectures presented at schools of mathematical physics and talks at the conference “Complex Geometry and String Theory” and the Polivanov memorial seminar.] __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 147, No. 2, pp. 163–228, May, 2006.     

Bifurcation continuation,chaos and chaos control in nonlinear Bloch system

A detailed analysis is undertaken to explore the stability and bifurcation pattern of the nonlinear Bloch equation known to govern the dynamics of an ensemble of spins, controlling the basic process of nuclear magnetic resonance. After the initial analysis of the parameter space and stability region identification, we utilize the MATCONT package to analyze the detailed bifurcation scenario as the two important physical parameters γ (the normalized gain) and c (the phase of the feedback field) are varied. A variety of patterns are revealed not studied ever before. Next we explore the structure of the chaotic attractor and how the identification of unstable periodic orbit (UPO) can be utilized to control the onset of chaos.     

Global chaos synchronization of new chaotic systems via nonlinear control

Nonlinear control is an effective method for making two identical chaotic systems or two different chaotic systems be synchronized. However, this method assumes that the Lyapunov function of error dynamic (e) of synchronization is always formed as V (e) = 1/2e^Te. In this paper, modification based on Lyapunov stability theory to design a controller is proposed in order to overcome this limitation. The method has been applied successfully to make two identical new systems and two different chaotic systems (new system and Lorenz system) globally asymptotically synchronized. Since the Lyapunov exponents are not required for the calculation, this method is effective and convenient to synchronize two identical systems and two different chaotic systems. Numerical simulations are also given to validate the proposed synchronization approach.     

Aggregation and stability analysis of nonlinear complex systems

The problem of stability of large-scale systems in critical cases is investigated. New form of aggregation for essentially nonlinear complex systems is suggested. With the help of this form the sufficient conditions of asymptotic stability are determined. The results obtained are used for the stability analysis of complex systems by the nonlinear approximation and for the investigation of absolute stability conditions for a certain class of nonlinear systems.     

Simple and complex adjustment dynamics in Cournot duopoly models

We are investigating microeconomic foundations of Cournot duopoly games such that the reaction functions are unimodal. We demonstrate that cost functions incorporating an interfirm externality lead to a system of coupled logistic equations. In the situation where agents take turns, we observe periodic and complex behavior. A closer analysis reveals some well-known local bifurcations. In a more general situation, where agents move simultaneously, we observe global bifurcations which typically occur in two-parameter families of two-dimensional endomorphisms.     

Robust chaos suppression for the family of nonlinear chaotic systems with noise perturbation

This paper investigates the robust chaos suppression problem for some classical Rössler systems using the sliding mode controller (SMC). Based on the proportional-integral (PI) switching surface, a SMC is derived to not only guarantee asymptotical stability of the equilibrium points of the Rössler systems but also reduce the effect of noise perturbation to an _H∞$H_{\infty }$-norm performance. The parameter matrix necessary for constructing both PI switching surface and the SMC can be easily solved by the linear matrix inequality (LMI) optimization technique. Finally, two illustrative examples are provided to demonstrate the efficacy of the proposed control methodology.     

Study of intermittent bifurcations and chaos in boost PFC converters by nonlinear discrete models

This paper mainly deals with nonlinear phenomena like intermittent bifurcations and chaos in boost PFC converters under peak-current control mode. Two nonlinear models in the form of discrete maps are derived to describe precisely the nonlinear dynamics of boost PFC converters from two points of view, i.e., low- and high-frequency regimes. Based on the presented discrete models, both the evolution of intermittent behavior and the periodicity of intermittency are investigated in detail from the fast and slow-scale aspects, respectively. Numerical results show that the occurrence of intermittent bifurcations and chaos with half one line period is one of the most distinguished dynamical characteristics. Finally, we make some instructive conclusions, which prove to be helpful in improving the performances of practical circuits.     

Universal theory of dynamical chaos in nonlinear dissipative systems of differential equations

The article presents a new universal theory of dynamical chaos in nonlinear dissipative systems of differential equations, including autonomous and nonautonomous ordinary differential equations (ODE), partial differential equations, and delay differential equations. The theory relies on four remarkable results: Feigenbaum’s period doubling theory for cycles of one-dimensional unimodal maps, Sharkovskii’s theory of birth of cycles of arbitrary period up to cycle of period three in one-dimensional unimodal maps, Magnitskii’s theory of rotor singular point in two-dimensional nonautonomous ODE systems, acting as a bridge between one-dimensional maps and differential equations, and Magnitskii’s theory of homoclinic bifurcation cascade that follows the Sharkovskii cascade. All the theoretical propositions are rigorously proved and illustrated with numerous analytical examples and numerical computations, which are presented for all classical chaotic nonlinear dissipative systems of differential equations.     

New theory of spatio-temporal chaos in nonlinear systems of partial differential equations

It is shown that there exists one universal scenario of transition to chaos in three considered systems of nonlinear partial differential equations of diffusion type. It is the subharmonic cascade of bifurcations of two-dimensional tori along one or both frequencies. So, it is shown that the new universal Feigenbaum-Sharkovskii-Magnitskii theory of dynamical chaos in nonlinear differential equations is applicable also for nonlinear partial differential equations of diffusion type. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Universal theory of dynamical chaos in nonlinear dissipative systems of differential equations

A new universal theory of dynamical chaos in nonlinear dissipative systems of differential equations including ordinary and partial, autonomous and non-autonomous differential equations and differential equations with delay arguments is presented in this paper. Four corner-stones lie in the foundation of this theory: the Feigenbaum’s theory of period doubling bifurcations in one-dimensional mappings, the Sharkovskii’s theory of bifurcations of cycles of an arbitrary period up to the cycle of period three in one-dimensional mappings, the Magnitskii’s theory of rotor type singular points of two-dimensional non-autonomous systems of differential equations as a bridge between one-dimensional mappings and differential equations and the theory of homoclinic cascade of bifurcations of stable cycles in nonlinear differential equations. All propositions of the theory are strictly proved and illustrated by numerous analytical and computing examples.     

Evolving to the edge of chaos: Chance or necessity?

We show that ecological systems evolve to edges of chaos (EOC). This has been demonstrated by analyzing three diverse model ecosystems using numerical simulations in combination with analytical procedures. It has been found that all these systems reside on EOC and display short-term recurrent chaos (strc). The first two are non-linear food chains and the third one is a linear food chain. The dynamics of first two is dictated by deterministic changes in system parameters. In contrast to this, dynamics of the third model system (the linear food chain) is governed by both deterministic changes in system parameters as well as exogenous stochastic perturbations (unforeseen changes in initial conditions) of these dynamical systems.     

Algebraic approach for the exploration of the onset of chaos in discrete nonlinear dynamical systems

An algebraic approach based on the rank of a sequence is proposed for the exploration of the onset of chaos in discrete nonlinear dynamical systems. The rank of the partial solution is identified and a special technique based on Hankel matrices is used to decompose the solution into algebraic primitives comprising roots of the modified characteristic equation. The distribution of roots describes the dynamical complexity of a solution and is used to explore properties of the nonlinear system and the onset of chaos.     

On the modeling of nonlinear interactions in large complex systems

This work deals with the modeling of large systems of interacting entities in the framework of the mathematical kinetic theory for active particles. The contents are specifically focused on the modeling of nonlinear interactions which is one of the most important issues in the mathematical approach to modeling and simulating complex systems, and which includes a learning–hiding dynamics. Applications are focused on the modeling of complex biological systems and on immune competition.     

Observer-based adaptive control of chaos in nonlinear discrete-time systems using time-delayed state feedback

A new approach to adaptive control of chaos in a class of nonlinear discrete-time-varying systems, using a delayed state feedback scheme, is presented. It is discussed that such systems can show chaotic behavior as their parameters change. A strategy is employed for on-line calculation of the Lyapunov exponents that will be used within an adaptive scheme that decides on the control effort to suppress the chaotic behavior once detected. The scheme is further augmented with a nonlinear observer for estimation of the states that are required by the controller but are hard to measure. Simulation results for chaotic control problem of Jin map are provided to show the effectiveness of the proposed scheme.     

An adaptive feedback control for chaos synchronization of nonlinear systems with different order

This paper deals with the chaotic synchronization of fourth-order system and second driven oscillators. Such a problem is related to the synchronization of strictly different chaotic systems. We show that the dynamical evolution of second-order driven oscillators can be synchronized with the projection on canonical planes of a fourth-order chaotic system. In this sense, it is said that the synchronization is achieved in reduced-order. Based on the Lyapunov approach, the adaptation law is determined to tune the controller gain vector in order to track a predetermined linearizing feedback control. An application to secure chaotic communication is also discussed. Numerical simulations are presented to demonstrate the efficiency of the proposed synchronization and secure communication schemes.     

Routes to chaos in continuous mechanical systems. Part 1: Mathematical models and solution methods

In this work chaotic dynamics of continuous mechanical systems such as flexible plates and shallow shells is studied. Namely, a wide class of the mentioned objects is analyzed including flexible plates and cylinder-like panels of infinite length, rectangular spherical and cylindrical shells, closed cylindrical shells, axially symmetric plates, as well as spherical and conical shells. The considered problems are solved by the Bubnov–Galerkin and higher approximation Ritz methods. Convergence and validation of those methods are studied. The Cauchy problems are solved mainly by the fourth Runge-Kutta method, although all variants of the Runge-Kutta methods are considered. New scenarios of transition from regular to chaotic orbits are detected, analyzed and discussed.First part of the paper is devoted to the validation of results obtained. This is why the same infinite length problem is reduced to that of a finite dimension through the FDM (Finite Difference Method) with the approximation order of O(c²), BGM (Bubnov–Galerkin Method) or RM (Ritz Method) with higher approximations. We pay attention not only to convergence of the mentioned methods regarding the number of partitions of the interval [0, 1] in the FDM or regarding the number of terms in the series applied either in the BGM or RM methods, but we also compare the results obtained via the mentioned different approaches. Furthermore, a so called practical convergence of different Runge-Kutta type methods are tested starting from the second and ending with the eighth order.Second part of the work is devoted to a study of routes to chaos in the so far mentioned mechanical objects. For this purpose the so-called “dynamical charts” are constructed versus control parameters {q₀, ω_p}, where q₀ denotes the loading amplitude, and ω_p is the loading frequency. The charts are constructed through analyses of frequency power spectra and the largest Lyapunov exponent (LE). Analysis of the mentioned charts indicates clearly that different routes to chaos exist and allow us to control the objects being investigated. In some cases we detect the classical Feigenbaum scenario and we compute also the Feigenbaum constant. This scenario accompanied all problems which we studied. In addition, we detect and illustrate novel scenarios of transition from regularity into chaos including the Ruelle–Takens–Newhouse–Feigenbaum scenario, and the so called modified Pomeau–Manneville scenario.Third part of the paper is devoted to analysis of the Lyapunov exponents. Namely, while investigating evolutions of vibration regimes of a shell associated with an increase of excitation amplitude q₀ phase transitions chaos–hyper chaos as well as chaos-hyper chaos–hyper–hyper chaos dynamics are illustrated and studied. Furthermore, for all investigated plates and shells the Sharkovskiy windows of periodicity are detected. In particular, a space-temporal chaos/turbulence is studied.