Noise-induced basin hopping in a gearbox model

We investigate some dynamical effects of adding a certain amount of noise in a theoretical model for rattling in single-stage gearbox systems with a backlash, consisting of two wheels with a sinusoidal driving. The parameter intervals we are dealing with show an extremely involved attraction basin structure in phase space. One of the observable effects of noise is basin hopping, or the switching between basins of different attractors. We characterize this effect and its relation to the presence of chaotic transients.     

Global analysis of crisis in twin-well Duffing system under harmonic excitation in presence of noise

Evolution of a crisis in a twin-well Duffing system under a harmonic excitation in presence of noise is explored in detail by the generalized cell mapping with digraph (GCMD in short) method. System parameters are chosen in the range that there co-exist chaotic attractors and/or chaotic saddles, together with their evolution. Due to noise effects, chaotic attractors and chaotic saddles here are all noisy (random or stochastic) ones, so is the crisis. Thus, noisy crisis happens whenever a noisy chaotic attractor collides with a noisy saddle, whether the latter is chaotic or not. A crisis, which results in sudden appear (or dismissal) of a chaotic attractor, together with its attractive basin, is called a catastrophic one. In addition, a crisis, which just results in sudden change of the size of a chaotic attractor and its attractive basin, is called an explosive one. Our study reveals that noisy catastrophic crisis and noisy explosive crisis often occur alternatively during the evolutionary long run of noisy crisis. Our study also reveals that the generalized cell mapping with digraph method is a powerful tool for global analysis of crisis, capable of providing clear and vivid scenarios of the mechanism of development, occurrence, and evolution of a noisy crisis.     

Noise-induced vegetation transitions in the Grazing Ecosystem

The Grazing Ecosystem is a special case of predator-prey systems, which has attracted widespread attention since a long time ago. Because of the ubiquity of noise, there is a growing need to research the influences of noise on the Grazing Ecosystem. This paper is devoted to investigating the transition behaviors of the high vegetation biomass in the Grazing Ecosystem subjected to Gaussian noise and Lévy noise, respectively. Firstly, the original system is translated into the Itô stochastic differential equation, which is utilized to derive the analytical expression of the escape probability through the Dirichlet boundary value problems. Then the transitions between the two vegetation potential wells are explored by calculating the size of the stochastic basin of attraction based on the escape probability. The comparison between the analytical results and the ones through Monte Carlo simulations shows that the proposed method works very well. It turns out that the Gaussian white noise intensity, Lévy noise stability parameter and herbivore density have different impact mechanisms on the basin stability of high density vegetation in the stochastic Grazing Ecosystem.     

Noise-induced chaos and basin erosion in softening Duffing oscillator

It is common for many dynamical systems to have two or more attractors coexist and in such cases the basin boundary is fractal. The purpose of this paper is to study the noise-induced chaos and discuss the effect of noises on erosion of safe basin in the softening Duffing oscillator. The Melnikov approach is used to obtain the necessary condition for the rising of chaos, and the largest Lyapunov exponent is computed to identify the chaotic nature of the sample time series from the system. According to the Melnikov condition, the safe basins are simulated for both the deterministic and the stochastic cases of the system. It is shown that the external Gaussian white noise excitation is robust for inducing the chaos, while the external bounded noise is weak. Moreover, the erosion of the safe basin can be aggravated by both the Gaussian white and the bounded noise excitations, and fractal boundary can appear when the system is only excited by the random processes, which means noise-induced chaotic response is induced.     

Modeling pathways of differentiation in genetic regulatory networks with Boolean networks

We have carried out the first examination of pathways of cell differentiation in model genetic networks in which cell types are assumed to be attractors of the nonlinear dynamics, and differentiation corresponds to a transition of the cell to a new basin of attraction, which may be induced by a signal or noise perturbation. The associated flow along a transient to a new attractor corresponds to a pathway of differentiation. We have measured a variety of features of such model pathways of differentiation, most of which should be observable using gene array techniques. © 2005 Wiley Periodicals, Inc. Complexity 11: 52–60, 2005     

Stochastic control of attractor preference in a multistable system

When talking about the size of basins of attraction of coexisting states in a noisy multistable system, one can only refer to its probabilistic properties. In this context, the most probable size of basins of attraction of some coexisting states exhibits an obvious non-monotonous dependence on the noise amplitude, i.e., there exists a certain noise level for which the most probable basin’s size is larger than for other noise values, while the average size always decreases as the noise amplitude increases. Such a behavior is demonstrated through the study of the Hénon map with three coexisting attractors (period 1, period 3, and period 9). Since the position of the probabilistic extrema depends on the amplitude and frequency of external modulation applied to a system parameter, noise, periodic modulation and a combination of both provide an efficient control of attractor preference in a system with multiple coexisting states.     

Spatial coherence resonance in neuronal media with discrete local dynamics

We study effects of spatiotemporal additive noise on the spatial dynamics of excitable neuronal media that is locally modelled by a two-dimensional map. We focus on the ability of noise to enhance a particular spatial frequency of the media in a resonant manner. We show that there exists an optimal noise intensity for which the inherent spatial periodicity of the media is resonantly pronounced, thus marking the existence of spatial coherence resonance in the studied system. Additionally, results are discussed in view of their possible biological importance.     

Noise perturbation of the thermostat in constant temperature molecular dynamics simulations

In this work we study the effects of noise applied on the thermostat in the case of the constant temperature molecular dynamics simulations. We consider the cases of additive and or multiplicative noise. We then examine the influence of the perturbed thermostat on the instantaneous temperature of the thermostated physical system. We introduce topological criteria and a formulation of the stability concept of a perturbed time series. The numerical investigation applied to the temperature time series of the physical system shows a strong stability under the application of additive noise while the application of multiplicative noise results in instability.     

On Noisy Extensions of Nonholonomic Constraints

We propose several stochastic extensions of nonholonomic constraints for mechanical systems and study the effects on the dynamics and on the conservation laws. Our approach relies on a stochastic extension of the Lagrange–d’Alembert framework. The mechanical system we focus on is the example of a Routh sphere, i.e., a rolling unbalanced ball on the plane. We interpret the noise in the constraint as either a stochastic motion of the plane, random slip or roughness of the surface. Without the noise, this system possesses three integrals of motion: energy, Jellet and Routh. Depending on the nature of noise in the constraint, we show that either energy, or Jellet, or both integrals can be conserved, with probability 1. We also present some exact solutions for particular types of motion in terms of stochastic integrals. Next, for an arbitrary nonholonomic system, we consider two different ways of including stochasticity in the constraints. We show that when the noise preserves the linearity of the constraints, then energy is preserved. For other types of noise in the constraint, e.g., in the case of an affine noise, the energy is not conserved. We study in detail a class of Lagrangian mechanical systems on semidirect products of Lie groups, with “rolling ball type” constraints. We conclude with numerical simulations illustrating our theories, and some pedagogical examples of noise in constraints for other nonholonomic systems popular in the literature, such as the nonholonomic particle, the rolling disk and the Chaplygin sleigh.     

Spiral waves in excitable media due to noise and periodic forcing

We investigate the jointly driven effects of external periodic forcing and Gaussian white noise on meandering spiral waves in excitable media with FitzHugh-Nagumo local dynamics. Interesting phenomena resulted from various forcing periods are found, for example, piece-wise line drift, intermittent straight-line drift and so on. We also observe new type of breakup of spiral wave between entrainment bands with 1:1 and 2:1. It is believed that the occurrence of the new type is relevant to the appearance of local bidirectional propagation window. There exist optimized noise intensities which can induce the broadest entrainments and Arnold tongues. Such a phenomenon is referred to as stochastic resonance. It is also observed that the noise makes significant effects on the spiral wave with straight-line drift. Via the tip Fourier spectrum, the varying of tip motion with external periods on the resonance band is interpreted.     

Averaging in non-linear advective transport problems

Advective transport in a tidal basin is modelled by a non-linear parabolic equation with initial-boundary values. The model includes small effects such as diffusion, the reststream, reaction effects and sources. For a given periodic flow field, the long-time behaviour of the solutions is approximated by using the averaging method. We show the existence of a periodic solution and we demonstrate the asymptotic validity of the approximations for all time using maximum principles.     

Crisis-limited chaotic dynamics in ecological systems

We review our recent efforts to understand why chaotic dynamics is rarely observed in natural populations. The study of two-model ecosystems considered in this paper suggests that chaos exists in narrow parameter ranges. This dynamical behaviour is caused by the crisis-induced sudden death of chaotic attractors. The computed bifurcation diagrams and basin boundary calculations reinforce our earlier conclusion [Chaos, Solitons & Fractals 8 (12) (1997) 1933; Int J Bifurc Chaos 8 (6) (1998) 1325] that the reason why chaos is rarely observed in natural populations is hidden within the mathematical structure of the ecological interactions and not with the problem associated with the data (insufficient length, precision, noise, etc.) and its analysis. We also argue that crisis-limited chaotic dynamics can be commonly found in model terrestrial ecosystems.     

On noise modeling in a nerve fibre

We present a novel mathematical approach to model noise in dynamical systems. We do so by considering the dynamics of a chain of diffusively coupled Nagumo cells affected by noise. We show that the noise in a variable representing the transmembrane current can be effectively modeled as fluctuations in the model parameters corresponding to electric resistance and capacitance of the membrane. These fluctuations may account for the interactions between the membrane and the surrounding (physiological) solution as well as for the thermal effects. The proposed approach to model noise in a nerve fibre is an alternative to the standard technique based on the consideration of additive stochastic current perturbation (the Langevin type equations) and differs from it in important mathematical aspects, particularly, it points out to the non-Markov dynamics of transmembrane potential. Our scheme relates to a time scale which is shorter than the relaxation times of involved physiological processes.     

Bifurcations of forced oscillators with fuzzy uncertainties by the generalized cell mapping method

In this paper, bifurcations in dynamical systems with fuzzy uncertainties are studied by means of the fuzzy generalized cell mapping (FGCM) method. A bifurcation parameter is modeled as a fuzzy set with a triangular membership function. We first study a boundary crisis resulting from a collision of a fuzzy chaotic attractor with a fuzzy saddle on the basin boundary. The fuzzy chaotic attractor together with its basin of attraction is eradicated as the fuzzy control parameter reaches a critical point. We also show that a saddle-node bifurcation is caused by the collision of a fuzzy period-one attractor with a fuzzy saddle on the basin boundary. The fuzzy attractor together with its basin of attraction suddenly disappears as the fuzzy parameter passes through a critical value.     

Noise‐induced sampling of alternative Hamiltonian paths in quantum adiabatic search

We numerically simulate the effects of noise‐induced sampling of alternative Hamiltonian paths on the ability of quantum adiabatic search (QuAdS) to solve randomly generated instances of the NP‐complete problem N‐bit Exact Cover 3. The noise‐averaged median runtime is determined as the noise‐power and number of bits N are varied, and power‐law and exponential fits are made to the data. Noise is seen to slowdown QuAdS, though a downward shift in the scaling exponent is found for N > 12 over a range of noise‐power values. We discuss whether this shift might be connected to arguments in the literature that suggest that altering the Hamiltonian path might benefit QuAdS performance. © 2008 Wiley Periodicals, Inc. Complexity, 2009     

Equilibrium switching and mathematical properties of nonlinear interaction networks with concurrent antagonism and self-stimulation

Concurrent decision-making model (CDM) of interaction networks with more than two antagonistic components represents various biological systems, such as gene interaction, species competition and mental cognition. The CDM model assumes sigmoid kinetics where every component stimulates itself but concurrently represses the others. Here we prove generic mathematical properties (e.g., location and stability of steady states) of n-dimensional CDM with either symmetric or asymmetric reciprocal antagonism between components. Significant modifications in parameter values serve as biological regulators for inducing steady state switching by driving a temporal state to escape an undesirable equilibrium. Increasing the maximal growth rate and decreasing the decay rate can expand the basin of attraction of a steady state that contains the desired dominant component. Perpetually adding an external stimulus could shut down multi-stability of the system which increases the robustness of the system against stochastic noise. We further show that asymmetric interaction forming a repressilator-type network generates oscillatory behavior.     

Truncated fractal basin boundaries in the pendulum with nonperiodic forcing

Summary It is well known that oscillators such as the pendulum can have fractal basin boundaries when they are periodically forced with the consequence that the long term behavior of the system may be unpredictable. In engineering and physical applications, the forcing is often nonperiodic and eventually decays to zero, and simulation of the pendulum with decaying forcing (M. Varghese, J. S. Thorp, Physical Review Letters, vol. 60, no. 8, pp. 665–668, Feb. 1988) exhibits truncated fractal basin boundaries which also limit the system predictability. We develop a coordinate change for the pendulum with decaying forcing that allows us to apply standard qualitative methods to study the basin boundaries. We prove that the basin boundaries cannot be fractal and show by example how the extreme stretching and folding leading to a truncated fractal basin boundary may arise.     

A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs

We highlight a general hybrid system as the micromovement model for asset price using counting processes recently introduced with its Bayes estimation via filtering. We construct a new simple micromovement model and apply it to analyze trade-by-trade stock price data in the light of the series of works initiated by Christie and Schultz [Why do NASDAQ market makers avoid odd-eighth quotes?, Finance 49 (1994) 1813–1840]. Through the new model, we propose more reasonable, but computationally intensive measures for trading noise including clustering noise and non-clustering noise, and for trading cost. We employ Bayes estimation via filtering to obtain parameter estimates of the new model and to provide numerical measures of trading noise and trading cost for three stocks from four chosen periods. Our empirical results support the important findings in [Christie, Harris, Schultz, Why did NASDAQ market makers stop avoiding odd-eighth quotes?, Finance 49 (1994) 1841–1860; Barclay, Christie, Harris, Kandel, Schultz, The effects of market reform on the trading costs and depths of NASDAQ stocks, J. Finance 54(1) (1999) 1–34].     

Stability,coherent spiking and synchronization in noisy excitable systems with coupling and internal delays

We study the onset and the adjustment of different oscillatory modes in a system of excitable units subjected to two forms of noise and delays cast as external or internal according to whether they are associated with inter- or intra-unit activity. Conditions for stability of a single unit are derived in case of the linearized perturbed system, whereas the interplay of noise and internal delay in shaping the oscillatory motion is analyzed by the method of statistical linearization. It is demonstrated that the internal delay, as well as its coaction with external noise, drive the unit away from the bifurcation controlled by the excitability parameter. For the pair of interacting units, it is shown that the external/internal character of noise primarily influences frequency synchronization and the competition between the noise-induced and delay-driven oscillatory modes, while coherence of firing and phase synchronization substantially depend on internal delay. Some of the important effects include: (i) loss of frequency synchronization under external noise; (ii) existence of characteristic regimes of entrainment, where under variation of coupling delay, the optimized unit (noise intensity fixed at resonant value) may be controlled by the adjustable unit (variable noise) and vice versa, or both units may become adjusted to coupling delay; (iii) phase synchronization achieved both for noise-induced and delay-driven modes.     

Bifurcations of basins of attraction from the view point of prime ends

In dynamical systems examples are common in which two or more attractors coexist, and in such cases the basin boundary is nonempty and the basins often have fractal basin boundaries. The purpose of this paper is to describe the structure and properties of unbounded basins and their boundaries for two-dimensional diffeomorphisms. Frequently, if not always, there is a periodic saddle on the boundary that is accessible from the basin. Carathéodory and many others developed an approach in which an open set (in our case a basin) is compactified using so-called prime end theory. Under the prime end compactification of the basin, boundary points of the basin (prime ends) can be characterized as either type 1, 2, 3, or 4. In all well-known examples, most points are of type 1. Many two-dimensional basins have a basin cell, that is, a trapping region whose boundary consists of pieces of the stable and unstable manifolds of a well chosen periodic orbit. Then the basin consists of a central body (the basin cell) and a finite number of channels attached to it, and the basin boundary is fractal. We present a result that says {a basin has a basin cell} if and only if {every prime end that is defined by a chain of unbounded regions (in the basin) is a prime end of type 3 and furthermore all other prime ends are of type 1}. We also prove as a parameter is varied, the basin cell for a basin B is created (or destroyed) if and only if either there is a saddle node bifurcation or the basin B has a prime end that is defined by a chain of unbounded regions and is a prime end of either type 2 or type 4.