Stochastic Stability¶for Contracting Lorenz Maps and Flows

In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai–Ruelle–Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV]. Received: 24 February 1999 / Accepted: 7 January 2000     

Persistence of order and structure in chaos

In this paper some results are presented concerning one-dimensional chaotic maps with arbitrarily many critical points. Let f be a chaotic map belonging to some suitable class of C¹ maps from a nontrivial interval X into itself.

Assuming that f is of class C¹⁺ for some > 0, we have that the set of aperiodic points for f has Lebesgue measure zero; further, if f(X) is bounded then there exists a positive integer p such that almost every point in the interval is asymptotically periodic with period p. Moreover, it will turn out that this asymptotically periodic behaviour in the complicated dynamics of f is persistent under small smooth perturbations.

The topological structure of the nonwandering set of f will be described, and this structure is invariant under small C¹ perturbations of the map f.

Assuming that f is of class C², the map f is C² structurally stable provided that f satisfies some suitable conditions.

Finally, it will turn out that maps with a negative Schwarzian derivative belong to the suitable class of maps mentioned above.     

Energy diffusion in hard-point systems

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square-well potential. The evolution of initially localized infinitesimal and finite perturbations is numerically investigated for different density values. All cases belong to the same universality class which can be also interpreted as a Levy walk of the energy with scaling exponent γ=3/5. The zero-pressure limit is nevertheless exceptional in that normal diffusion is found in tangent space and yet anomalous diffusion with a different rate for perturbations of finite amplitude. The different behaviour of the two classes of perturbations is traced back to the “stable chaos" type of dynamics exhibited by this model. Finally, the effect of an additional internal degree of freedom is investigated, finding that it does not modify the overall scenario.     

Exact complexity of the logistic map

The relation between chaotic behavior and complexity for one-dimensional maps is discussed. The one-dimensional maps are mapped into a binary string via symbolic dynamics in order to evaluate the complexity. We apply the complexity measure of Lempel and Ziv to these binary strings. To characterize the chaotic behavior, we calculate the Liapunov exponent. We show that the exact normalized complexity for the logistic mapf: [0,1]→[0,1],f(x)=4x(1−x) is given by 1.     

Influence of dynamical noise on time series generated by nonlinear maps

We consider periodic and chaotic dynamics of discrete nonlinear maps in the presence of dynamical noise. We show that dynamical noise corrupting dynamics of a nonlinear map may be considered as a measurement “pseudonoise” with the distribution determined by the Jacobian of the map. The formula for the distribution of the measurement “pseudonoise” for one-dimensional quadratic maps has also been obtained in an explicit form. We expect that our results apply to an arbitrary distribution of low-level dynamical noise and hope that these results could help to find a universal method of discriminating dynamical from measurement noise.     

How to control chaotic behaviour and population size with proportional feedback

We study the control of chaos in one-dimensional discrete maps as they often occur in modelling population dynamics. For managing the population, we seek to suppress any possible chaotic behavior, leading the system to a stable equilibrium. In this Letter, we make a rigorous analysis of the proportional feedback method under certain conditions fulfilled by a wide family of maps. We show that it is possible to stabilize the chaotic dynamics towards a globally stable positive equilibrium, that can be chosen among a broad range of possible values. In particular, the size of the population can be enhanced by control in form of population reduction. This paradoxical phenomenon is known as the hydra effect, and it has important implications in the design of strategies in such areas as fishing, pest management, and conservation biology.     

Collective dynamics of multicellular systems

We have studied the collective behaviour of a one-dimensional ring of cells for conditions when the individual uncoupled cells show stable, bistable and oscillatory dynamics. We show that the global dynamics of this model multicellular system depends on the system size, coupling strength and the intrinsic dynamics of the cells. The intrinsic variability in dynamics of the constituent cells are suppressed to stable dynamics, or modified to intermittency under different conditions. This simple model study reveals that cell–cell communication, system size and intrinsic cellular dynamics can lead to evolution of collective dynamics in structured multicellular biological systems that is significantly different from its constituent single-cell behaviour.     

Prevalent Dynamics at the First Bifurcation of Hénon-like Families

We study the dynamics of strongly dissipative Hénon-like maps, around the first bifurcation parameter a* at which the uniform hyperbolicity is destroyed by the formation of tangencies inside the limit set. We prove that a* is a full Lebesgue density point of the set of parameters for which Lebesgue almost every initial point diverges to infinity under positive iteration. A key ingredient is that a* corresponds to the “non-recurrence of every critical point”, reminiscent of Misiurewicz parameters in one-dimensional dynamics. Adapting on the one hand Benedicks & Carleson’s parameter exclusion argument, we construct a set of “good parameters” having a* as a full density point. Adapting Benedicks & Viana’s volume control argument on the other, we analyze Lebesgue typical dynamics corresponding to these good parameters.     

Kink dynamics in one-dimensional coupled map lattices

We examine the problem of the dynamics of interfaces in a one-dimensional space-time discrete dynamical system. Two different regimes are studied: the non-propagating and the propagating one. In the first case, after proving the existence of such solutions, we show how they can be described using Taylor expansions. The second situation deals with the assumption of a travelling wave to follow the kink propagation. Then a comparison with the corresponding continuous model is proposed. We find that these methods are useful in simple dynamical situations but their application to complex dynamical behaviour is not yet understood. (c) 1995 American Institute of Physics.     

Spectral properties of one-dimensional Schrödinger operators with potentials generated by substitutions

We investigate one-dimensional discrete Schrödinger operators whose potentials are invariant under a substitution rule. The spectral properties of these operators can be obtained from the analysis of a dynamical system, called the trace map. We give a careful derivation of these maps in the general case and exhibit some specific properties. Under an additional, easily verifiable ypothesis concerning the structure of the trace map we present an analysis of their dynamical properties that allows us to prove that the spectrum of the underlying Schrödinger operator is singular and supported on a set of zero Lebesgue measure. A condition allowing to exclude point spectrum is also given. The application of our theorems is explained on a series of examples.     

Synchronization in multicell systems exhibiting dynamic plasticity

Collective behaviour in multicell systems arises from exchange of chemicals/ signals between cells and may be different from their intrinsic behaviour. These chemicals are products of regulated networks of biochemical pathways that underlie cellular functions, and can exhibit a variety of dynamics arising from the non-linearity of the reaction processes. We have addressed the emergent synchronization properties of a ring of cells, diffusively coupled by the end product of an intracellular model biochemical pathway exhibiting non-robust birhythmic behaviour. The aim is to examine the role of intercellular interaction in stabilizing the non-robust dynamics in the emergent collective behaviour in the ring of cells. We show that, irrespective of the inherent frequencies of individual cells, depending on the coupling strength, the collective behaviour does synchronize to only one type of oscillations above a threshold number of cells. Using two perturbation analyses, we also show that this emergent synchronized dynamical state is fairly robust under external perturbations. Thus, the inherent plasticity in the oscillatory phenotypes in these model cells may get suppressed to exhibit collective dynamics of a single type in a multicell system, but environmental influences can sometimes expose this underlying plasticity in its collective dynamics.      

Effect of boundary conditions on the invariant density of noisy maps at fully-developed chaos

The invariant density of one-dimensional maps in the regime of fully-developed chaos with uncorrelated additive noise is considered. Boundary conditions are shown to play a significant role in determining the precise form of the invariant density, via the manner in which they handle the spill-over, caused by the noise, of orbits beyond the interval. The known case of periodic boundary conditions is briefly recapitulated. Analytic solutions for the invariant density that are possible under certain conditions are presented with applications to specific well-known maps. The case of ‘sticky’ boundaries is generalized to ‘re-injection at the nearest boundary’, and the exact functional equations determining the invariant density are derived. Interesting boundary layer effects are shown to occur, that lead to significant modifications of the invariant density corresponding to the unperturbed (noise-free) case, even when the latter is a constant — as illustrated by an application of the formalism to the noisy tent map. All our results are non-perturbative, and hold good for any noise amplitude in the interval.     

One-Dimensional Space-Discrete Transport Subject to Lévy Perturbations

In this paper we study a one-dimensional space-discrete transport equation subject to additive Lévy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure of the stationary distribution for Lévy perturbations with finite second moment. The situation of more general Lévy perturbations lacking the second moment is considered as well. We moreover show that some of the properties of the solutions are pertinent to a discrete system and are not reproduced by its continuous analogue.     

Stability of Local Quantum Dissipative Systems

Open quantum systems weakly coupled to the environment are modeled by completely positive, trace preserving semigroups of linear maps. The generators of such evolutions are called Lindbladians. In the setting of quantum many-body systems on a lattice it is natural to consider Lindbladians that decompose into a sum of local interactions with decreasing strength with respect to the size of their support. For both practical and theoretical reasons, it is crucial to estimate the impact that perturbations in the generating Lindbladian, arising as noise or errors, can have on the evolution. These local perturbations are potentially unbounded, but constrained to respect the underlying lattice structure. We show that even for polynomially decaying errors in the Lindbladian, local observables and correlation functions are stable if the unperturbed Lindbladian has a unique fixed point and a mixing time that scales logarithmically with the system size. The proof relies on Lieb–Robinson bounds, which describe a finite group velocity for propagation of information in local systems. As a main example, we prove that classical Glauber dynamics is stable under local perturbations, including perturbations in the transition rates, which may not preserve detailed balance.     

Systematics of Periodic Windows in the Double-Diffusive Convection System

The dynamics of truncated double-diffusive convection system on a parameter axis is studied with symbolic dynamics. It is found that the systematics of periodic windows interspersed in chaotic region for its one-dimensional (ID) return maps (to be defined in the text) can be fitted into the universal form for the ID mappings with two critical points and the antisymetric property.     

Excitable front geometry in reaction-diffusion systems with anomalous dispersion

Two-dimensional excitable systems with anomalous dispersion provide a discrete set of interpulse distances for the stable propagation of planar wave trains. Numerical simulations show that the trailing front of a pulse pair can undergo transitions between these stable distances. In response to localized perturbations, the trailing front converges towards one of numerous, sigmoidal shapes. Their transition segments move at constant speeds and can collide and fuse with each other. A complementing kinematic analysis of the front dynamics yields a reaction-diffusion-like equation.     

Emergent organization of oscillator clusters in coupled self-regulatory chaotic maps

Here we introduce a model of parametrically coupled chaotic maps on a one-dimensional lattice. In this model, each element has its internal self-regulatory dynamics, whereby at fixed intervals of time the nonlinearity parameter at each site is adjusted by feedback from its past evolution. Additionally, the maps are coupled sequentially and unidirectionally, to their nearest neighbor, through the difference of their parametric variations. Interestingly we find that this model asymptotically yields clusters of superstable oscillators with different periods. We observe that the sizes of these oscillator clusters have a power-law distribution. Moreover, we find that the transient dynamics gives rise to a 1/f power spectrum. All these characteristics indicate self-organization and emergent scaling behavior in this system. We also interpret the power-law characteristics of the proposed system from an ecological point of view.      

On the Stability of Stationary Wave Maps}

Equivariant wave maps from into have smooth, stationary solutions which are critical points of the energy subject to constant charge. These solutions are globally stable under equivariant perturbations. Consequently, there exists a large set of initial data, with no degree or energy restrictions, for which the Cauchy problem is globally well-posed. Received:     

Discretizing constant curvature surfaces via loop group factorizations: The discrete sine- and sinh-Gordon equations

The sine- and sinh-Gordon equations are the harmonic map equations for maps of the (Lorentz) plane into the 2-sphere. Geometrically they correspond to the integrability equations for surfaces of constant Gauss and constant mean curvature. There is a well-known dressing action of a loop group on the space of harmonic maps. By discretizing the vacuum solutions we obtain via the dressing action completely integrable discretizations (in both variables) of the sine- and sinh-Gordon equations. For the sine-Gordon equation we get Hirota's discretization. Since we work in a geometric context we also obtain discrete models for harmonic maps into the 2-sphere and discrete models of constant Gauss and mean curvature surfaces.     

Control of dynamical systems behavior by parametric perturbations: An analytic approach

The problem of parametric suppression of deterministic chaos is considered. It is proved that certain parametric perturbations of a one-dimensional map with chaotic dynamics can lead to a transition of that map into a regime of regular behavior.