Relaxation in cooperative systems: Use of mixture virial coefficients

The coefficients in power series in the variable time that describe relaxation in a cooperative system can be calculated using a combinatorial approach where one considers how many ways one can introduce a given number of properly defined events in a system. The coefficients obtained in this manner can be related to the equilibrium virial coefficients for a mixture. If one assumes rapid internal equilibration, the relaxation process can be expressed completely in terms of the viral coefficients for a mixture with at most one solute particle, or, in some cases, just the virial coefficients for a single-component system. Thus, equilibrium virial coefficients can give useful information about the time evolution of processes in cooperative systems.     

Different Types of Synchronization in Time-Delayed Systems

We investigate different types of synchronization between two unidirectionally nonlinearly coupled identical delay- differential systems related to optical bistable or hybrid optical bistable devices. This system can represent some kinds of delay-differential models, i.e. Ikeda model, Vall~e model, sine-square model, Mackey Glass model, and so on. We find existence and sufficient stability conditions by theoretical analysis and test the correctness by＂ numerical simulations. Lag, complete and anticipating synchronization are observed, respectively. It is found that the time-delay system can be divided into two parts~ one is the instant term and the other is the delay term. Synchronization between two identical chaotic systems can be derived by adding a coupled term to the delay term in the driven system.     

Combined synchronization of time-delayed chaotic systems with uncertain parameters

The article presents combined synchronization among time delayed chaotic systems in the presence of uncertain parameters using nonlinear control method. Control functions are designed to achieve combined synchronization using Lyapunov-Krasovskii function for stability analysis. The synchronization among three and four time delayed chaotic systems have been shown as examples of combined synchronization. Double delay Rossler system, the advanced Lorenz system, time delay Liu and Chen systems have been taken to show the combined synchronization. Numerical simulation and graphical results are carried out using Runge–Kutta method for delay-differential equations, which show that the designing of control functions are very effective and reliable and can be applied for combined synchronization among time-delayed chaotic systems.     

Reconstruction of systems with delayed feedback: I. Theory

High-dimensional chaos displayed by multi-component systems with a single time-delayed feedback is shown to be accessible to time series analysis of a scalar variable only. The mapping of the original dynamics onto scalar time-delay systems defined on sufficiently high dimensional spaces is thoroughly discussed. The dimension of the “embedding” space turns out to be independent of the delay time and thus of the dimensionality of the attractor dynamics. As a consequence, the procedure described in the present paper turns out to be definitely advantageous with respect to the standard embedding technique in the case of high-dimensional chaos, when the latter is practically unapplicable. The mapping is not exact when delayed maps are used to reproduce the dynamics of time-continuous systems, but the errors can be kept under control. In this context, the approximation of delay-differential equations is discussed with reference to different classes of maps. Appropriate tools to estimate the a priori unknown delay time and the number of hidden components are introduced. The generalized Mackey-Glass system is investigated in detail as a testing ground for the theoretical considerations. Received 14 June 1999 and Received in final form 4 November 1999     

三稳系统的动态响应及随机共振

以平衡点参数p, q构造出一类对称三稳势函数, 进而提出微弱信号和噪声共同驱动的三稳系统模型. 深入研究并总结参数p, q对势垒高度ΔU₁, ΔU₂及两势垒高度差的影响. 从定常输入的角度提出了系统稳态解曲线的概念, 并进一步研究低频谐波信号输入时系统的输出动态响应. 引入噪声, 三稳系统在合适的参数条件下实现随机共振, 从稳态解曲线的角度分析了噪声诱导的三稳系统随机共振机理. 最后研究了阻尼比k和平衡点参数p, q对系统随机共振的影响.     

论动态信息理论

本文综述了作者的研究成果.近十年,作者将现有静态统计信息理论拓展至动态过程,建立了以表述动态信息演化规律的动态信息演化方程为核心的动态统计信息理论.基于服从随机性规律的动力学系统(如随机动力学系统和非平衡态统计物理系统)与遵守确定性规律的动力学系统(如电动力学系统)的态变量概率密度演化方程都可看成是其信息符号演化方程,推导出了动态信息(熵)演化方程.它们表明:对于服从随机性规律的动力学系统,动态信息密度随时间的变化率是由其在系统内部的态变量空间和传递过程的坐标空间的漂移、扩散和耗损三者引起的,而动态信息熵密度随时间的变化率则是由其在系统内部的态变量空间和传递过程的坐标空间的漂移、扩散和产生三者引起的.对于遵守确定性规律的动力学系统,动态信息(熵)演化方程与前者的相比,除动态信息(熵)密度在系统内部的态变量空间仅有漂移外,其余皆相同.信息和熵已与系统的状态和变化规律结合在一起,信息扩散和信息耗损同时存在.当空间噪声可略去时,将会出现信息波.若仅研究系统内部的信息变化,动态信息演化方程就约化为与表述上述动力学系统变化规律的动力学方程相对应的信息方程,它既可看成是表述动力学系统动态信息的演化规律,亦可看成是动力学系统的变化规律都可由信息方程表述.进而给出了漂移和扩散信息流公式、信息耗散率公式和信息熵产生率公式及动力学系统退化和进化的统一信息表述公式.得到了反映信息在传递过程中耗散特性的动态互信息公式和动态信道容量公式,它们在信道长度和信号传递速度之比趋于零的极限情况下变为现有的静态互信息公式和静态信道容量公式.所有这些新的理论公式和结果都是从动态信息演化方程统一推导出的.     

On the control of complex dynamic systems

A method is described for the limited control of the dynamics of systems which generally have several dynamic attractors. associated either with maps or first order ordinary differential equations (ODE) in ⁿ. The control is based on the existence of ‘convergent’ regions, C_C(k = 1,2,…), in the phase space of such systems, where there is ‘local convergence’ of all nearby orbits. The character of the control involves the ‘entrainment’ and subsequent possible ‘migration’ of the experimental system from one attractor to another. Entrainment means that lim_{t > → ∞} |x(t) − g(t)| = 0, where is the system's controlled dynamics, and the goal-dynamics, g(t) ε G_k, has any topological form but is limited dynamically and to regions of phase space, G_k, contained in some C_k, G_k C_k. The control process is initiated only when the system enters a ‘basin of entrainment’, BE_k G_k, associated with the goal-region G_k. Aside from this ‘macroscopic’ initial-state information about the system, no further feedback of dynamic information concerning the response of the system is required. The experimental reliability of the control requires that the regions, BE_k, be convex regions in the phase space, which can apparently be assured if G_k C_k. Simple illustrations of these concepts are given, using a general linear and a piecewise-linear ODE in . In addition to these entrainment-goals, ‘migration-goal’ dynamics is introduced, which intersects two convergent regions G ∩ C_j ≠ , G ∩ C_j ≠ (i ≠ j), and permits transferring the dynamics of a system from one attractor to another, or from one convergent region to another. In the present study these concepts are illustrated with various one-dimensional maps involving one or more attractors and convergent regions. Several theorems concerning entrainment are derived for very general, continuous one-dimensional maps. Sufficient conditions are also established which ensure ‘near-entrainment’ for a system, when the dynamic model of the system is not exactly known. The applications of these concepts to higher dimensional maps and flows will be presented in subsequent studies.     

Projective Synchronization in Time-Delayed Chaotic Systems

For the first time, we report on projective synchronization between two time delay chaotic systems with single time delays. It overcomes some limitations of the previous work, where projective synchronization has been investigated only in finite-dimensional chaotic systems, so we can achieve projective synchronization in infinitedimensional chaotic systems. We give a general method with which we can achieve projective synchronization in time-delayed chaotic systems. The method is illustrated using the famous delay-differential equations related to optical bistability. Numerical simulations fully support the analytical approach.     

基于相空间的复杂物理场建模与分析方法

评述两个基于相空间的建模与分析方法及其应用。第一个是基于闵可夫斯基泛函的形态分析方法，第二个是基于离散玻尔兹曼方程的建模与分析方法。两者均是统计物理学相空间描述方法的进一步发展：以相对独立的行为特征量为基，构建相空间，使用该相空间和其子空间来描述系统的行为特征；该相空间中的一个点对应系统的一组行为特征；两点间的距离d可用来描述两组行为特征的差异，其倒数可用来描述两组行为特征的相似度（S=1/d）；一段时间内两点间距离的平均值${\bar d}$可用来描述两个动理学过程的差异，其倒数可用来描述这两个动理学过程的相似度（S_p=1/${\bar d}$）。从历史角度，基于闵可夫斯基泛函的形态相空间分析方法在先，接受其启发是离散玻尔兹曼方法朝着相空间描述方法发展过程中的关键环节。形态分析方法独立于数据来源，因而离散玻尔兹曼模拟得到的结果，除了可以使用其自带的分析功能之外，还可进一步使用形态分析方法获得另一个层面或视角的认识。在复杂介质动理学研究中，这两个方法从不同的视角，使得许多以前无法提取的信息得以分层次、定量化研究。     

Quantum Fisher information of a qubit-qutrit system in Garfinkle–Horowitz–Strominger dilation space–time

We investigate the quantum Fisher information(QFI) of a qubit-qutrit system in the background of Garfinkle–Horowitz–Strominger dilation black hole. After deriving the analytical expression of the QFI, we examine its dynamics with respect to the dilation parameter D and the state parameter γ of the system. Our results show that the QFI for the estimation of γ is a fixed value,which is independent of the parameters D and γ. And the QFI for the estimation of D varies with the parameters D and γ. Additionally, we propose an effective strategy to steer the QFI by introducing weak measurement reversal. We find that the QFI can be remarkably enhanced by adjusting the appropriate reversing measurement strengths. Our findings might provide some useful insights for the study on parameter estimation of hybrid systems in the framework of relativity theory.     

Lattices and their continuum limits

We address the problem of the continuum limit for a system of Hausdorff lattices (namely lattices of isolated points) approximating a topological space M. The correct framework is that of projective systems. The projective limit is a universal space from which M can be recovered as a quotient. We dualize the construction to approximate the algebra C(M) of continuous functions on M. In a companion paper we shall extend this analysis to systems of noncommutative lattices (non-Hausdorff lattices).     

Nonergodicity and dynamical approach to the anharmonic oscillator

General lower bounds for the time average C^AA(∞)≡lim_T→∞(1/T)∝^T₀ C^AA(t) dt of the correlation C^AA(t)≡A(t)A(0)−A² of an arbitrary variable A are derived, which depend only on the temperature derivatives of the canonical averages of A and the Hamiltonian of the system. The bounds may be used to give good estimations for C^AA(∞) which is different from zero when A is nonergodic. It is important to take care of these terms when dynamical theories made for interacting systems are applied to isolated systems. We show explicitely that our recently developed dynamical approach to phonon systems with quartic anharmonicity yields excellent results for the corresponding isolated system, the anharmonic single well oscillator, when nonvanishing time averages are taken into account.     

Bursting as a source for predictability in biological neural network activity

The role of bursting as a unit of neural information has received considerable support in the recent years. Experimental evidence shows that in many different neural systems, e.g. visual cortex or hippocampus, bursting is essential for coding and processing. We have recently demonstrated (Menendez de la Prida et al., 1996) the spontaneous presence of bursts in in vitro hippocampal slices from newborn animals, providing a good system to investigate bursting dynamics in physiological conditions. Here we analyze the interspike intervals (ISIs) of five intracellularly recorded cells from immature hippocampal networks. First, we test the time series against Poisson processes, typical of pure random behavior, using the Kolmogorov-Smirnov test. Only 2/5 records strongly deviate from Poisson process. Nonlinear diction tests are then applied to compare original series with its Gaussian-scaled random phase surrogates and signs of short time predictability are observed (1/5). This predictability is originated by the intrinsic structure of bursts, in an otherwise purely random process, and can be removed completely by eliminating the bursts from the original time series. Here we introduce this method of eliminating bursts to get insight into the nonlinear dynamics of firing. Also the interburst intervals are indistinguishable from pure noise. The analysis of unstable periodicities within the bursts in the original ISIs shows that signs of nonlinearities can be statistically differentiated from their surrogate realizations (Pierson-Moss method). We discuss the computational implication of these results.     

Testing nonlinear Markovian hypotheses in dynamical systems

We present a statistical approach for detecting the Markovian character of dynamical systems by analyzing their flow of information. Especially in the presence of noise which is mostly the case for real-world time series, the calculation of the information flow of the underlying system via the concept of symbolic dynamics is rather problematic since one has to use infinitesimal partitions. We circumvent this difficulty by measuring the information flow indirectly. More precisely, we calculate a measure based on higher order cumulants which quantifies the statistical dependencies between the past values of the time series and the point r steps ahead. As an extension of Theiler's method of surrogate data (Theiler et al., 1992) this cumulant based information flow (a function of the look-ahead r) is used as the discriminating statistic in testing the observed dynamics against a hierarchy of null hypotheses corresponding to nonlinear Markov processes of increasing order. This procedure is iterative in the sense that whenever a null hypothesis is rejected new data sets can be generated corresponding to better approximations of the original process in terms of information flow. Since we use higher order cumulants for calculating the discriminating statistic our method is also applicable to small data sets. Numerical results on artificial and real-world examples including non-chaotic, nonlinear processes, autoregressive models and noisy chaos show the effectiveness of our approach.     

Exploring proton rich systems and Coulomb induced instabilities

The thermodynamic properties of proton rich systems are explored in a mean field approach which is generated from a Skyrme interaction. The addition of Coulomb interactions result in asymmetries which modify the chemical and mechanical instability of the system and its equilibrium properties. These properties are studied for systems with proton fraction y on the proton richer side of the valley of β-stability as well as the neutron rich side. Coulomb induced instabilities lead to proton diffusion processes on the proton richer side and also large asymmetries in chemical and mechanical instabilities and coexistence curves. Considering the whole range of 0y1, we can study how the symmetry about y=1/2 is broken by asymmetric interaction and we can also explicitly show that the role between proton and neutron is exchanged around y_E which is the point where the liquid and gas have the same proton fraction. It is shown that there are two asymmetric coexistence surfaces in (y,P,T) space, one for y<y_E and another for y>y_E and touching each other at y_E. These asymmetries in instabilities show up as new branches, one for y<y_E and one for y>y_E, and thus form a closed loop in pressure versus ρ for both chemical instability and coexistence regions. The branch of y>1/2>y_E was not previously investigated since only the y<1/2 region is usually considered. In our simplified model, mechanical instability is still symmetric around a point y_E≠1/2 even with Coulomb forces present.     

3D combinational curves for accuracy and performance analysis of positive biometrics identification

The receiver operating characteristic (ROC) curve has been widely used as an evaluation criterion to measure the accuracy of biometrics system. Unfortunately, such an ROC curve provides no indication of the optimum threshold and cost function. In this paper, two kinds of 3D combinational curves are proposed: the 3D combinational accuracy curve and the 3D combinational performance curve. The 3D combinational accuracy curve gives a balanced view of the relationships among FAR (false alarm rate), FRR (false rejection rate), threshold t, and Cost. Six 2D curves can be derived from the 3D combinational accuracy curve: the conventional 2D ROC curve, 2D curve of (FRR, t), 2D curve of (FAR, t), 2D curve of (FRR, Cost), 2D curve of (FAR, Cost), and 2D curve of (t, Cost). The 3D combinational performance curve can be derived from the 3D combinational accuracy curve which can give a balanced view among Security, Convenience, threshold t, and Cost. The advantages of using the proposed 3D combinational curves are demonstrated by iris recognition systems where the experimental results show that the proposed 3D combinational curves can provide more comprehensive information of the system accuracy and performance.     

Quantum speed limit for the maximum coherent state under the squeezed environment

The quantum speed limit time for quantum system under squeezed environment is studied. We consider two typical models, the damped Jaynes–Cummings model and the dephasing model. For the damped Jaynes–Cummings model under squeezed environment, we find that the quantum speed limit time becomes larger with the squeezed parameter r increasing and indicates symmetry about the phase parameter value θ = π. Meanwhile, the quantum speed limit time can also be influenced by the coupling strength between the system and environment. However, the quantum speed limit time for the dephasing model is determined by the dephasing rate and the boundary of acceleration region that interacting with vacuum reservoir can be broken when the squeezed environment parameters are appropriately chosen.     

Characterising chaos-hyperchaos transition using correlation dimension

Transition to hyperchaos is uaually studied by computing the spectrum of Lyapunov Exponents (LE). But such a procedure can be employed mainly when the equations governing the dynamical system are known. However, if the information available on the system is only through time series, the method becomes difficult to implement. We show that the transition to hyperchaos is followed by a sudden change in the topological structure of the underlying attractor. Our numerical results indicate that the transition to hyperchaos can be characterized accurately through the computation of correlation dimension (D ₂) from time series. We use two standard time delayed hyperchaotic systems as examples since, for such systems, D ₂ varies smoothly as a function of the time delay τ which can be used as the control parameter.     

Scale-free avalanches in the multifractal random walk

Avalanches, or Avalanche-like, events are often observed in the dynamical behaviour of many complex systems which span from solar flaring to the Earth's crust dynamics and from traffic flows to financial markets. Self-organized criticality (SOC) is one of the most popular theories able to explain this intermittent charge/discharge behaviour. Despite a large amount of theoretical work, empirical tests for SOC are still in their infancy. In the present paper we address the common problem of revealing SOC from a simple time series without having much information about the underlying system. As a working example we use a modified version of the multifractal random walk originally proposed as a model for the stock market dynamics. The study reveals, despite the lack of the typical ingredients of SOC, an avalanche-like dynamics similar to that of many physical systems. While, on one hand, the results confirm the relevance of cascade models in representing turbulent-like phenomena, on the other, they also raise the question about the current state of reliability of SOC inference from time series analysis.     

Advanced linked cluster expansion scalar fields at finite temperature

Linked cluster expansions provide a useful tool for both analytical and numerical investigations of lattice field theories. The expansion parameter(s) being the interaction strength(s) fields at neighboured lattice sites are coupled, they result into convergent hopping parameter-like series for free energies, correlation functions and in particular susceptibilities. We consider scalar fields with O(N)-symmetric nearest-neighbour interactions on hypercubic lattices with possibly finite extension in some directions, thus including field theories at finite temperature T. We improve known and develop new techniques and algorithms to increase the order n. The expansions can be computed too in such a way that detailed information on critical behaviour can be extracted from the susceptibility series. This concerns both simple moments as well as higher correlations such as 4- and 6-point functions used to define renormalized coupling constants. Particular emphasis is done on finite-temperature field theory. In order to be able to measure finite-temperature critical behaviour, the order of explicit computation n has to be sufficiently large compared to T⁻¹ in lattice units. 2- and 4-point susceptibility series are computed up to and including the 18th order and beyond.