Symbolic dynamics of two coupled Lorenz maps: From uncoupled regime to synchronisation

The bounded dynamics of a system of two coupled piecewise affine and chaotic Lorenz maps is studied over the coupling range, from the uncoupled regime where the entropy is maximal, to the synchronized regime where the entropy is minimal. By formulating the problem in terms of symbolic dynamics, bounds on the set of orbit codes (or the set itself, depending on parameters) are determined which describe the way the dynamics is gradually affected as the coupling increases. Proofs rely on monotonicity properties of bounded orbit coordinates with respect to some partial ordering on the corresponding codes. The estimates are translated in terms of (bounds on the) entropy, which are monotonically decreasing with coupling and which are compared to the numerically computed entropy. A good agreement is found which indicates that these bounds capture the essential features of the transition from the uncoupled regime to synchronisation.     

DC-DC变换器的符号时间序列描述及模块熵分析

本文提出了一种采用符号时间序列和熵理论分析DC-DC变换器非线性行为的方法.该方法首先用离散时间序列描述非线性连续系统,然后将其转换为由简单字符构成的符号序列,再用信息学方法计算出该符号序列的模块熵,从而得到一种新的可量化的非线性动力学行为统计指标.文中以一阶电压反馈DCM和二阶电流反馈CCM Boost变换器为例进行研究.研究结果表明,模块熵这种粗粒化的统计分析方法,能够量化DC-DC变换器的倍周期分岔和混沌行为,且能够准确地确定混沌行为的发生,是一种尚未在DC-DC变换器中提出的简单、实用的分析方法. 关键词： 符号时间序列 符号动力学 模块熵 Lyapunov指数     

The entropy profile — A function describing statistical dependences

In an attempt to find parameters of a time series which are absolutely robust with respect to nonlinear distortion, we introduce a function called the entropy profile which measures in some sense the distance between the given process and white noise. This concept combines a clear definition and a simple algorithm, which apply to arbitrary stationary time series, with an informative graphical representation similar to the Fourier spectrum. For sequences derived from one-dimensional maps, the entropy profile indicates periodic and almost periodic behavior and the presence of Markov partitions.     

Quantum dynamics, measurement and entropy

The aim of this paper is to present a line of ideas, centred around entropy production andquantum dynamics, emerging from von Neumann's work on foundations of quantum mechanics and leading to current research. The concepts of measurement, dynamical evolution and entropy were central in J. von Neumann's work. Further developments led to the introduction of generalized measurements in terms of positive operator-valued measures, closely connected to the theory of open systems. Fundamental properties of quantum entropy were derived and Kolmogorov and Sinai related the chaotic properties of classical dynamical systems with asymptotic entropy production. Finally, entropy production in quantum dynamical systems was linked with repeated measurement processes and a whole research area on nonequilibrium phenomena in quantum dynamical systems seems to emerge.     

Time-series analysis of foreign exchange rates using time-dependent pattern entropy

Time-dependent pattern entropy is a method that reduces variations to binary symbolic dynamics and considers the pattern of symbols in a sliding temporal window. We use this method to analyze the instability of daily variations in foreign exchange rates, in particular, the dollar–yen rate. The time-dependent pattern entropy of the dollar–yen rate was found to be high in the following periods: before and after the turning points of the yen from strong to weak or from weak to strong, and the period after the Lehman shock.     

On the dynamics of the q-deformed logistic map

We analyze the q-deformed logistic map, where the q-deformation follows the scheme inspired in the Tsallis q-exponential function. We compute the topological entropy of the dynamical system, obtaining the parametric region in which the topological entropy is positive and hence the region in which chaos in the sense of Li and Yorke exists. In addition, it is shown the existence of the so-called Parrondo's paradox where two simple maps are combined to give a complicated dynamical behavior.     

热场动力学理论中的Husimi分布函数及Wehrl熵的研究

利用量子相空间技术和信息熵理论,研究了热场动力学理论中量子纯态与相应混合态的Husimi分布函数及Wehrl熵的一致性问题.结果表明,热相干态与相应混合态的Husimi分布函数及Wehrl熵完全相同,支持了热场动力学理论.且热相干态的Wehrl熵与平移因子无关,故在热相干态中,量子系统的可观测量的量子涨落及不确定关系也与平移因子无关.     

基于符号动力学的认知事件相关电位的复杂度分析

引入了符号动力学方法分析认知事件相关电位(ERP)的复杂度.以混合模型生成的随机时间序列为例,对近似熵和符号熵作了比较.应用符号熵分析了Oddball范式中不同任务条件(靶刺激和非靶刺激)下的ERP的复杂度.研究发现,额区、中央区和顶区的ERP复杂度在刺激呈现后的任务加工时间段内显著减小(非靶刺激和靶刺激分别在刺激呈现后200—300和400—500ms),而且靶刺激ERP复杂度大约在P300成分的峰值时刻达到最小值,在响应之后逐渐回升.这表明基于符号动力学的复杂度分析能够反映认知任务加工的时间过程,并且 关键词： 事件相关电位 符号动力学 熵     

On comparing dynamical systems by defective conjugacy: A symbolic dynamics interpretation of commuter functions

While the field of dynamical systems has been focused on properties which are invariant to “good” change of variables, namely conjugacy, which is an equivalence relationship, when using dynamical systems methods in science and modeling, there lacks a dynamical way to compare dynamical systems, even when they are in some sense “close.” In Skufca and Bolt (2007) [7] and Skufca and Bolt (2008) [8], we introduced mathematics to support a philosophy that two dynamical systems should be compared through a change of coordinates between them, that is, a commuter between them which may fail to be a homeomorphism. The progressive degree to which the commuter fails to be a homeomorphism defines what we call a homeomorphic defect. However, at the time of publication of these papers, there were limits in the mathematical technology requiring that the transformations be one-dimensional mappings and flows which are well described, for construction of the commuters by fixed point iteration, and further, difficulties in numerically computing defects in the more complicated one-dimensional cases, and further limits to higher-dimensional problems. Therefore, here we extend the theory to allow for multivariate transformations, with construction methods separate from the fixed point iteration, and new methods to compute defect. In the course of this work, we introduce several new technical innovations in order to cope with much more general problems. We introduce assignment mappings to understand and illustrate commuters in a broader setting. We discuss the role of symbolic dynamics and coding as related to commuters as well as defect measure. Further, we discuss refinement and convergence of a nested refinement of commuter representations. This work represents a step forward in the possibility of using the commuter and defects to judge model quality in those dynamical systems for which a symbolic dynamics, and hence a generating partition may be available; while finding a generating partition is a problem in its own right, we offer this work as further perspective for interpretation of the meaning of commuters and defect measure.     

符号动力学在心率变异性分析中的参数选择

时间序列的符号动力学信息熵H_k因其计算简单快速,对数据量要求小,而被应用于心率变异性(heart rate variability, HRV)分析,然而符号化的参数选择至今却并未形成统一标准.HRV作为典型的生理信号,存在着极大的个体间差异和非平稳性,要获得稳健的一致性分析,在符号化过程中必须考虑符号化参数α与序列本身均值、标准差的综合影响.文中,首先以仿真噪声序列为对象,考察了3个参数对于H_k的影响及三者相互之间的关联性,研究表明当满足特定关系时,H_k的曲线簇收敛于反映序列动力特性的H_k-up;随后在对15例心跳间隔序列的分析中,验证了H_k-up在消除个体间差异及减弱非平稳干扰影响两方面都优于α取固定值时的研究结果. 关键词： 符号动力学 熵 心率变异性     

混沌伪随机序列复杂度分析的符号动力学方法

通过将混沌伪随机序列看成一个符号序列，提出了用符号动力学的 方法来分析混沌伪随机序列的复杂度.以Logistic映射和耦合映射格子系统产生的混沌伪随 机序列为例，说明了该方法的应用，并将计算结果与近似熵ApEn法的计算结果作了比较.结 果表明，该方法可以有效地判断出不同的混沌伪随机序列的复杂程度，而且比近似熵法更为 优越. 关键词： 混沌 伪随机序列 符号动力学 熵     

超临界Lennard-Jones流体结构特性分子动力学研究

研究超临界流体在不同压力和温度的结构特征有助于深刻理解并有效利用超临界流体.本文采用分子动力学方法模拟超临界压力、拟临界温度附近流体的结构及密度波动曲线的排列熵,分析状态参数变化的影响.结果表明,定压下,径向分布函数随温度升高,第一峰值位置逐渐向右移动,但右移幅度随着压力偏离临界点距离的增大而减弱,近临界压力时,出现峰值最高点的工况和等温压缩系数的极值点位置一致,压力增大,该现象消失.低压力拟临界点时易出现面积大、相对集中且分布稳定的高/低密度区,无明显嵌套现象.静态结构因子存在一定发散行为,发散的最大值和等温压缩系数极值点所处工况符合.低压力时密度时间序列的波动幅度最大,类周期现象较明显.在分子间势能、等温压缩系数和热运动效应的共同作用下,当压力(P)为1.1倍的临界压力(Pc)时,排列熵在0.99倍的拟临界温度(Tpc)达到最小值,P = 1.3Pc和1.5Pc时,最小排列熵与等温压缩系数的最大值工况点保持一致,压力继续增大,各模拟工况密度和排列熵的波动减弱,流体均匀性增强.     

Cyclic star products and universalities in symbolic dynamics of trimodal maps

Cyclic star products for the triple superstable kneading (TSSK) sequences are presented for symbolic dynamics of trimodal maps of endomorphisms on the interval. Feigenbaum’s metric universalities in unimodal maps are generalized to trimodal maps. Four equal-value universal convergent rates {δ_a,δ_c,δ_η,δ_a,c,η} and three universal scaling factors {_C,_D,_E} are first obtained.     

Statistical dynamics

A way is suggested of incorporating the exact dynamics of a system into a statistical framework which is self-contained for low-order distribution functions.     

Hurst-Kolmogorov dynamics as a result of extremal entropy production

It is demonstrated that extremization of entropy production of stochastic representations of natural systems, performed at asymptotic times (zero or infinity) results in constant derivative of entropy in logarithmic time and, in turn, in Hurst-Kolmogorov processes. The constraints used include preservation of the mean, variance and lag-1 autocovariance at the observation time step, and an inequality relationship between conditional and unconditional entropy production, which is necessary to enable physical consistency. An example with real world data illustrates the plausibility of the findings.     

Symbolic dynamics and topological entropy at the onset of pruning

The topological entropy and pruning rules are investigated for two-dimensional smooth maps at the onset of pruning. Typically the difference of the parameter-dependent topological entropy from its maximum value increases with a power law. Superimposed on this decrease, there are periodic or quasiperiodic oscillations on a logarithmic scale. Both, the scaling exponent and the periodicity are determined by the Lyapunov exponents of the first pruned orbit and the minimal number of letters in the alphabet of the symbolic dynamics. If, at the onset of pruning, the averaged Lyapunov exponent is sufficiently large and the first pruned orbit is homoclinic, the entropy function of area-preserving maps exhibits a series of plateaux. On the plateaux, the symbolic dynamics can be described by finitely many finite forbidden words. There is a series of plateaux which, in different systems, can be described by the same type of forbidden words.     

Information dynamics: temporal behavior of uncertainty measures

We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tools are the information theory methods and inequalities satisfied by Fisher and Shannon information measures. We focus on the compatibility of these inequalities with the prescribed (deterministic, random or quantum) temporal behavior of pertinent probability densities.