Nonlinear Markov processes: Deterministic case

Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution.     

等离子体的一些非线性问题研究

利用从等离子体的实际问题引出的一些模型,研究了孤子、禁带孤波等相干结构,探索了非线性波动系统中的分岔、向混沌与湍流转变的现象、机制和控制问题． With models deduced from plasma systems, some phenomena in nonlinear wave systems are studied, such as solitons, gap solitary waves, bifurcations and transition to turbulence. The mechanism of bifurcations and control of chaos are also explored.     

Non-Smooth Bifurcation and Chaos in a DC-DC Buck Converter

A direct-current-direct-current （DC-DC） buck converter with integrated load current feedback is studied with three kinds of Poincaré maps. The external corner-collision bifurcation occurs when the crossing number per period varies, and the internal corner-collision bifurcations occur along with period-doubling and period-tripling bifurcations in this model. The multi-band chaos roots in external corner-collision bifurcation and often grows into 1-band chaos. A new kind of chaotic sliding orbits, which is more complex for non-smooth systems, is also found in this model.     

Two routes to chaos in the fractional Lorenz system with dimension continuously varying

The object of this paper is to reveal the relation between dynamics of the fractional system and its dimension defined as a sum of the orders of all involved derivatives. We take the fractional Lorenz system as example and regard one or three of its orders as bifurcation parameters. In this framework, we compute the corresponding bifurcation diagrams via an optimal Poincaré section technique developed by us and find there exist two routes to chaos when its dimension increases from some values to 3. One is the process of cascaded period-doubling bifurcations and the other is a crisis (boundary crisis) which occurs in the evolution of chaotic transient behavior. We would like to point out that our investigation is the first to find out that a fractional differential equations (FDEs) system can evolve into chaos by the crisis. Furthermore, we observe rich dynamical phenomena in these processes, such as two-stage cascaded period-doubling bifurcations, chaotic transients, and the transition from coexistence of three attractors to mono-existence of a chaotic attractor. These are new and interesting findings for FDEs systems which, to our knowledge, have not been described before.     

Parametric solution method for self-consistency equations and order parameter equations derived from nonlinear Fokker-Planck equations

We propose a parametric approach to solve self-consistency equations that naturally arise in many-body systems described by nonlinear Fokker-Planck equations in general and nonlinear Vlasov-Fokker-Planck equations of Haissinski type in particular. We demonstrate for the Hess-Doi-Edwards model and the McMillan model of nematic and smectic liquid crystals that the parametric approach can be used to compute bifurcation diagrams and critical order parameters for systems exhibiting one or more than one order parameters. In addition, we show that in the context of the parametric approach solutions of the Haissinski model can be studied from the perspective of a pseudo order parameter.     

Stochastic Processes and Mean Field Systems Defined by Nonlinear Markov Chains: An Illustration for a Model of Evolutionary Population Dynamics

In physics, there is a growing interest in studying stochastic processes described by evolution equations such as nonlinear master equations and nonlinear Fokker–Planck equations that define the so-called nonlinear Markov processes and are nonlinear with respect to probability densities. In this context, however, relatively little is known about nonlinear Markov processes defined by nonlinear Markov chains. In the present work, we demonstrate explicitly how the nonlinear Markov chain approach can be carried out by addressing a model for evolutionary population dynamics. In line with the nonlinear Markov chain approach, we derive a measure that tells us how attractive it is for a biological entity to evolve towards a particular biological type. Likewise, a measure for the noise level of the evolutionary process is obtained. Both measures are found to be implicitly time dependent. Finally, a simulation scheme for the many-body system corresponding to the Markov chain model is discussed.     

Hyperchaos--chaos--Hyperchaos Transition in a Class of On--Off Intermittent Systems Driven by a Family of Generalized Lorenz Systems

Blowout bifurcation in nonlinear systems occurs when a chaotic attractor lying in some symmetric subspace becomes transversely unstable. A class of five-dimensional continuous autonomous systems is considered, in which a two-dimensional subsystem is driven by a family of generalized Lorenz systems. The systems have some common dynamical characters. As the coupling parameter changes, blowout bifurcations occur in these systems and brings on change of the systems＇ dynamics. After the bifurcation the phenomenon of on-off intermittency appears. It is observed that the systems undergo a symmetric hyperchaos-chaos-hyperchaos transition via or after blowout bifurcations. An example of the systems is given, in which the drive system is the Chen system. We investigate the dynamical behaviour before and after the blowout bifurcation in the systems and make an analysis of the transition process. It is shown that in such coupled chaotic continuous systems, blowout bifurcation leads to a transition from chaos to hyperchaos for the whole systems, which provides a route to hyperchaos.     

Controlling chaos in a satellite power supply subsystem

In this work, we show that chaos control techniques can be used to increase the region that can be efficiently used to supply the power requests for an artificial satellite. The core of a satellite power subsystem relies on its DC/DC converter. This is a very nonlinear system that presents a multitude of phenomena ranging from bifurcations, quasi-periodicity, chaos, coexistence of attractors, among others. The traditional power subsystem design techniques try to avoid these nonlinear phenomena so that it is possible to use linear system theory in small regions about the equilibrium points. Here, we show that chaos control can be used to efficiently extend the applicability region of the satellite power subsystem when it operates in regions of high nonlinearity.     

Torus destruction via global bifurcations in a piecewise-smooth, continuous map with square-root nonlinearity

It has been shown recently that torus formation in piecewise-smooth maps can occur through a special type of border collision bifurcation in which a pair of complex conjugate Floquet multipliers “jump” from the inside to the outside of the unit circle. It has also been shown that a large class of impacting mechanical systems yield piecewise-smooth maps with square-root singularity. In this Letter we investigate the dynamics of a two-dimensional piecewise-smooth map with square-root type nonlinearity, and describe two new routes to chaos through the destruction of two-frequency torus. In the first scenario, we identify the transition to chaos through the destruction of a loop torus via homoclinic bifurcation. In the other scenario, a change of structure in the torus occurs via heteroclinic saddle connections. Further parameter changes lead to a homoclinic bifurcation resulting in the creation of a chaotic attractor. However, this scenario is much more complex, with the appearance of a sequence of heteroclinic and homoclinic bifurcations.     

Extremal coupled map lattices

Multifractal critical phenomena with infinite-temperature critical point and with complex coexistence of the infinite and finite temperature critical points are considered and it is shown that strange attractors generated by cascades of period-doubling bifurcations (Feigenbaum scenario) as well as fields of velocity differences in fluid turbulence belong to the former subclass of the multifractal critical phenomena, while the real traffic processes and real currency exchange processes belong to the last (complex) subclass of the multifractal critical phenomena. Data obtained by different authors are used for this purpose. Received 5 February 1999     

Qualitatively different bifurcation scenarios observed in the firing of identical nerve fibers

This Letter reports various bifurcation scenarios, including period-adding bifurcations with chaos and those with stochastic firing patterns, generated by identical neural pacemakers. The scenarios are studied by properly adjusting two physiological parameters, one is 4-aminopyridine sensitive potassium conductance and the other is extracellular calcium concentration, in both experimentation and simulation.     

Noise-induced bifurcations and chaos in the average motion of globally-coupled oscillators

A system of coupled master equations simplified from a model of noise-driven globally coupled bistable oscillators under periodic forcing is investigated. In the thermodynamic limit, the system is reduced to a set of two coupled differential equations. Rich bifurcations to subharmonics and chaotic motions are found. This behavior can be found only for certain intermediate noise intensities. Noise with intensities which are too small or too large will certainly spoil the bifurcations. In a system with large though finite size, the bifurcations to chaos induced by noise can still be detected to a certain degree. Received 6 April 1999 and Received in final form 1 November 1999     

Multi-scale continuum mechanics: from global bifurcations to noise induced high-dimensional chaos

Many mechanical systems consist of continuum mechanical structures, having either linear or nonlinear elasticity or geometry, coupled to nonlinear oscillators. In this paper, we consider the class of linear continua coupled to mechanical pendula. In such mechanical systems, there often exist several natural time scales determined by the physics of the problem. Using a time scale splitting, we analyze a prototypical structural-mechanical system consisting of a planar nonlinear pendulum coupled to a flexible rod made of linear viscoelastic material. In this system both low-dimensional and high-dimensional chaos is observed. The low-dimensional chaos appears in the limit of small coupling between the continua and oscillator, where the natural frequency of the primary mode of the rod is much greater than the natural frequency of the pendulum. In this case, the motion resides on a slow manifold. As the coupling is increased, global motion moves off of the slow manifold and high-dimensional chaos is observed. We present a numerical bifurcation analysis of the resulting system illustrating the mechanism for the onset of high-dimensional chaos. Constrained invariant sets are computed to reveal a process from low-dimensional to high-dimensional transitions. Applications will be to both deterministic and stochastic bifurcations. Practical implications of the bifurcation from low-dimensional to high-dimensional chaos for detection of damage as well as global effects of noise will also be discussed.     

Accelerated Stochastic Simulation of Large Chemical Systems

For efficient simulation of chemical systems with large number of reactions, we report a fast and exact algorithm for direct simulation of chemical discrete Markov processes. The approach adopts the scheme of organizing the reactions into hierarchical groups. By generating a random number, the selection of the next reaction that actually occurs is accomplished by a few successive selections in the hierarchical groups. The algorithm which is suited for simulating systems with large number of reactions is much faster than the direct method or the optimized direct method. For a demonstration of its efficiency, the accelerated algorithm is applied to simulate the reaction-diffusion Brusselator model on a discretized space.     

Introduction to real-space renormalization-group methods in critical and chaotic phenomena

The methods of the real-space renormalization group, and their application to critical and chaotic phenomena are reviewed. The article consists of two parts: the first part deals with phase transitions and critical phenomena; the second part, bifurcations and transitions to chaos. We begin with an introduction to the phenomenology of phase transitions and critical phenomena. Seminal concepts such as scaling and universality, and their characterization by critical exponents are discussed. The basic ideas of the renormalization group are then explained. A survey of real-space renormalization-group methods: decimation, Migdal-Kadanoff approximation, cumulant and cluster expansions, is given. The Hamiltonian formulation of classical statistical systems into quantum mechanical systems by the method of the transfer matrix is introduced. Quantum renormalization-group methods of truncation and projection, and their application to the transcribed quantum mechanical Ising model in a transverse field are illustrated. Finally, the quantum cumulant-expansion method as applied to the one-dimensional quantum mechanical XY model is discussed. The second part of the article is devoted to the subject of bifurcations and transitions to chaos. The three most commonly discussed kinds of bifurcations: the pitchfork, tangent and Hopf bifurcations, and the associated routes to chaos: period doubling, intermittency and quasiperiodicity are discussed. Period doubling based on the logistic map is explained in detail. Universality and its expression in terms of functional renormalization-group equations is discussed. The Liapunov characteristic exponent and its analogy to the order parameter are introduced. The effect of external noise and its universal scaling feature are shown. The simplest characterizations of the Hénon strange attractor are intuitively illustrated. The purpose of this article is primarily pedagogical. The similarity between critical and chaotic phenomena is a recurrent theme that underlines the importance and usefulness of such concepts as scaling, renormalization and universality.     

Numerical study of the oscillatory convergence to the attractor at the edge of chaos

This paper compares three different types of “onset of chaos” in the logistic and generalized logistic map: the Feigenbaum attractor at the end of the period doubling bifurcations; the tangent bifurcation at the border of the period three window; the transition to chaos in the generalized logistic with inflection 1/2 (x_n+1 = 1-μx_n^1/2), in which the main bifurcation cascade, as well as the bifurcations generated by the periodic windows in the chaotic region, collapse in a single point. The occupation number and the Tsallis entropy are studied. The different regimes of convergence to the attractor, starting from two kinds of far-from-equilibrium initial conditions, are distinguished by the presence or absence of log-log oscillations, by different power-law scalings and by a gap in the saturation levels. We show that the escort distribution implicit in the Tsallis entropy may tune the log-log oscillations or the crossover times.     

Quantum bifurcations and quantum phase transitions in rotational spectra

An interconnection between quantum bifurcations and quantum phase transitions is investigated. It is shown that the quantum phase transition is the limiting case of the quantum bifurcation in macroscopic systems. Critical phenomena in microscopic many-body systems such as nuclei and molecules are described by quantum bifurcations. They are characterized by a large transition region, which conceals a critical point. Both the quantum bifurcation and quantum phase transition show that a change in the internal structure of a system manifests itself in the modification of its rotational spectrum. Such an intimate connection between internal and rotational motion allows a critical phenomenon to be established. The text was submitted by the author in English.     

强迫布鲁塞尔振子中的阵发混沌

用数值计算证实了在周期外力作用下的三分子反应模型(布鲁塞尔振子)中存在着走向混沌状态的阵发道路。研究了阵发混沌的发展过程。讨论了数值研究中区分阵发混沌和暂态过程的方法。我们的工作进一步说明,原来在参数空间中发现的嵌在混乱带中的大片周期为3的区域(以及周期为4,5,6,7等的较小区域),对应于一维非线性映象相像的切分岔)每个切分岔开始前均可看到阵发混沌。因此,走向混沌的倍周期分岔道路和阵发道路乃是孪生现象,应在更多的由非线性微分方程描述的系统中观察到。 关键词：     

Symmetry chaotic attractors and bursting dynamics of semiconductor lasers subjected to optical injection

This paper presents the nonlinear dynamics and bifurcations of optically injected semiconductor lasers in the frame of relative high injection strength. The behavior of the system is explored by means of bifurcation diagrams; however, the exact nature of the involved dynamics is well described by a detailed study of the dynamics evolutions as a function of the effective gain coefficient. As results, we notice the different types of symmetry chaotic attractors with the riddled basins, supercritical pitchfork and Hopf bifurcations, crisis of attractors, instability of chaos, symmetry breaking and restoring bifurcations, and the phenomena of the bursting behavior as well as two connected parts of the same chaotic attractor which merge in a periodic orbit.