Novel routes to chaos through torus breakdown in non-invertible maps

The paper describes a number of new scenarios for the transition to chaos through the formation and destruction of multilayered tori in non-invertible maps. By means of detailed, numerically calculated phase portraits we first describe how three- and five-layered tori arise through period-doubling and/or pitchfork bifurcations of the saddle cycle on an ordinary resonance torus. We then describe several different mechanisms for the destruction of five-layered tori in a system of two linearly coupled logistic maps. One of these scenarios involves the destruction of the two intermediate layers of the five-layered torus through the transformation of two unstable node cycles into unstable focus cycles, followed by a saddle-node bifurcation that destroys the middle layer and a pair of simultaneous homoclinic bifurcations that produce two invariant closed curves with quasiperiodic dynamics along the sides of the chaotic set. Other scenarios involve different combinations of local and global bifurcations, including bifurcations that lead to various forms of homoclinic and heteroclinic tangles. We finally demonstrate that essentially the same scenarios can be observed both for a system of nonlinearly coupled logistic maps and for a couple of two-dimensional non-invertible maps that have previously been used to study the properties of invariant sets.     

Coexisting tori and torus bubbling in non-smooth systems

Pulse modulated power electronic converters represent an important class of piecewise-smooth dynamical systems with a broad range of applications in modern power supply systems. The paper presents a detailed investigation of a number of unusual bifurcation phenomena that can occur in power converters with multilevel control. In the first example a closed invariant curve arises in a border-collision bifurcation as a period-6 saddle cycle collides with a stable fixed point of focus type and transforms it into an unstable focus point. The second example involves the formation of a structure of coexisting tori through the interplay between border-collision and global bifurcations. We examine the behavior of the system in the presence of two coexisting stable resonance tori and finally show how an existing torus can develop heteroclinic bubbles that connect the points of a stable resonance cycle with an external pair of saddle and focus cycles. The appearance of these structures is explained in terms of a sequence torus-birth bifurcations with pairs of stable and unstable tori folding one over the other.     

From multi-layered resonance tori to period-doubled ergodic tori

The Letter presents a number of new bifurcation structures that can be observed when a multi-dimensional period-doubling system is subjected to a periodic forcing. We show how multi-layered tori arise through transverse period-doubling bifurcations of the resonant saddle and node cycles, and how these multi-layered tori transform into period-doubled ergodic tori through sets of saddle-node bifurcations.     

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.     

Birth of bilayered torus and torus breakdown in a piecewise-smooth dynamical system

Border-collision bifurcations arise when the periodic trajectory of a piecewise-smooth system under variation of a parameter crosses into a region with different dynamics. Considering a three-dimensional map describing the behavior of a DC/DC power converter, the Letter discusses a new type of border-collision bifurcation that leads to the birth of a “bilayered torus”. This torus consists of the union of two saddle cycles, their unstable manifolds, and a stable focus cycle. When changing the parameters, the bilayered torus transforms through a border-collision bifurcation into a resonance torus containing the stable cycle and a saddle. The Letter also presents scenarios for torus destruction through homoclinic and heteroclinic tangencies.     

Border collision route to quasiperiodicity: Numerical investigation and experimental confirmation

Numerical studies of higher-dimensional piecewise-smooth systems have recently shown how a torus can arise from a periodic cycle through a special type of border-collision bifurcation. The present article investigates this new route to quasiperiodicity in the two-dimensional piecewise-linear normal form map. We have obtained the chart of the dynamical modes for this map and showed that border-collision bifurcations can lead to the birth of a stable closed invariant curve associated with quasiperiodic or periodic dynamics. In the parameter regions leading to the existence of an invariant closed curve, there may be transitions between an ergodic torus and a resonance torus, but the mechanism of creation for the resonance tongues is distinctly different from that observed in smooth maps. The transition from a stable focus point to a resonance torus may lead directly to a new focus of higher periodicity, e.g., a period-5 focus. This article also contains a discussion of torus destruction via a homoclinic bifurcation in the piecewise-linear normal map. Using a dc-dc converter with two-level control as an example, we report the first experimental verification of the direct transition to quasiperiodicity through a border-collision bifurcation.     

Synchronization of period-doubling oscillations in vascular coupled nephrons

The mechanisms by which the individual functional unit (nephron) of the kidney regulates the incoming blood flow give rise to a number of nonlinear dynamic phenomena, including period-doubling bifurcations and intra-nephron synchronization between two different oscillatory modes. Interaction between the nephrons produces complicated and time-dependent inter-nephron synchronization patterns. In order to understand the processes by which a pair of vascular coupled nephrons synchronize, the paper presents a detailed analysis of the bifurcations that occur at the threshold of synchronization. We show that, besides infinite cascades of saddle-node bifurcations, these transitions involve mutually connected cascades of torus and homoclinic bifurcations. To illustrate the broader range of occurrence of this bifurcation structure for coupled period-doubling systems, we show that a similar structure arises in a system of two coupled, non-identical Ro?ssler oscillators.     

The transition to explosive solitons and the destruction of invariant tori

We investigate the transition to explosive dissipative solitons and the destruction of invariant tori in the complex cubic-quintic Ginzburg-Landau equation in the regime of anomalous linear dispersion as a function of the distance from linear onset. Using Poncaré sections, we sequentially find fixed points, quasiperiodicity (two incommesurate frequencies), frequency locking, two torus-doubling bifurcations (from a torus to a 2-fold torus and from a 2-fold torus to a 4-fold torus), the destruction of a 4-fold torus leading to non-explosive chaos, and finally explosive solitons. A narrow window, in which a 3-fold torus appears, is also observed inside the chaotic region.     

Period-doubling/symmetry-breaking mode interactions in iterated maps

We consider iterated maps with a reflectional symmetry. Possible bifurcations in such systems include period-doubling bifurcations (within the symmetric subspace) and symmetry-breaking bifurcations. By using a second parameter, these bifurcations can be made to coincide at a mode interaction. By reformulating the period-doubling bifurcation as a symmetry-breaking bifurcation, two bifurcation equations with Z₂×Z₂ symmetry are derived. A local analysis of solutions is then considered, including the derivation of conditions for a tertiary Hopf bifurcation. Applications to symmetrically coupled maps and to two coupled, vertically forced pendulums are described.     

Bifurcations of tori and phase locking in a dissipative system of differential equations

In a system of ordinary differential equations, obtained through a seven-mode truncation of the plane incompressible Navier-Stokes equations, a two-dimensional torus undergoes first two period-doubling bifurcations and then a transition to a strange attractor. This strange attractor, of Liapunov dimension larger than three in a wide parameter interval, is characterized by a power spectrum which retains the two fundamental frequencies of the original torus superimposed on a broad, jagged background. As the Liapunov dimension goes down towards two, an interesting phenomenon of phase locking occurs, which gives rise to an alternation of chaotic and periodic behavior.     

Homoclinic tangency and chaotic attractor disappearance in a dripping faucet experiment

A sequence of attractors, reconstructed from interdrops time series data of a leaky faucet experiment, is analyzed as a function of the mean dripping rate. We established the presence of a saddle point and its manifolds in the attractors and we explained the dynamical changes in the system using the evolution of the manifolds of the saddle point, as suggested by the orbits traced in first return maps. The sequence starts at a fixed point and evolves to an invariant torus of increasing diameter (a Hopf bifurcation) that pushes the unstable manifold towards the stable one. The torus breaks up and the system shows a chaotic attractor bounded by the unstable manifold of the saddle. With the attractor expansion the unstable manifold becomes tangential to the stable one, giving rise to the sudden disappearance of the chaotic attractor, which is an experimental observation of a so called chaotic blue sky catastrophe.     

Generators of quasiperiodic oscillations with three-dimensional phase space

Considering a family of three-dimensional oscillators originating in the field of radio-engineering, the paper describes three different mechanisms of torus formation. Particular emphasis is paid to a process in which a saddle-node bifurcation eliminates a stable cycle and leaves the system to find a stationary state between a saddle cycle and a pair of equilibrium points of unstable focus/stable node and unstable node/stable focus type.     

Critical fluctuations of noisy period-doubling maps

We extend the theory of quasipotentials in dynamical systems by calculating, within a broad class of period-doubling maps, an exact potential for the critical fluctuations of pitchfork bifurcations in the weak noise limit. These far-from-equilibrium fluctuations are described by finite-size mean field theory, placing their static properties in the same universality class as the Ising model on a complete graph. We demonstrate that the effective system size of noisy period-doubling bifurcations exhibits universal scaling behavior along period-doubling routes to chaos.     

Universality and self-similarity in the bifurcations of circle maps

The bifurcation structure in a two-parameter family of circle maps is considered. These maps have a (topological) degree that may be different from one. A generalization of the rotation number is given and symmetries of the bifurcations in parameter space are described. Continuity arguments are used to establish the existence of periodic orbits. By plotting the locus of parameter values associated with superstable cycles, self-similar bifurcations are found. These bifurcations are a generalization of the familiar period-doubling cascade in maps with one extrema, to two-parameter maps with two extrema. Finally, a scheme for the global organization of bifurcation in these maps is proposed.     

Renormalization-group analysis for the transition to chaos in Hamiltonian systems

We study the stability of Hamiltonian systems in classical mechanics with two degrees of freedom by renormalization-group methods. One of the key mechanisms of the transition to chaos is the break-up of invariant tori, which plays an essential role in the large scale and long-term behavior. The aim is to determine the threshold of break-up of invariant tori and its mechanism. The idea is to construct a renormalization transformation as a canonical change of coordinates, which deals with the dominant resonances leading to qualitative changes in the dynamics. Numerical results show that this transformation is an efficient tool for the determination of the threshold of the break-up of invariant tori for Hamiltonian systems with two degrees of freedom. The analysis of this transformation indicates that the break-up of invariant tori is a universal mechanism. The properties of invariant tori are described by the renormalization flow. A trivial attractive set of the renormalization transformation characterizes the Hamiltonians that have a smooth invariant torus. The set of Hamiltonians that have a non-smooth invariant torus is a fractal surface. This critical surface is the stable manifold of a single strange set encompassing all irrational frequencies. This hyperbolic strange set characterizes the Hamiltonians that have an invariant torus at the threshold of the break-up. From the critical strange set, one can deduce the critical properties of the tori (self-similarity, universality classes).     

周期切换下Rayleigh振子的振荡行为及机理

本文研究了自治与非自治电路系统在周期切换连接下的动力学行为及机理.基于自治子系统平衡点和极限环的相应稳定性分析和切换系统李雅普诺夫指数的理论推导及数值计算.讨论了两子系统在不同参数下的稳态解在周期切换连接下的复合系统的各种周期振荡行为,进而给出了切换系统随参数变化下的最大李雅普诺夫指数图及相应的分岔图,得到了切换系统在不同参数下呈现出周期振荡,概周期振荡和混沌振荡相互交替出现的复杂动力学行为并分析了其振荡机理.给出了切换系统通过倍周期分岔,鞍结分岔以及环面分岔到达混沌的不同动力学演化过程.     

Direct transition from a stable equilibrium to quasiperiodicity in non-smooth systems

The purpose of this Letter is to show how a border-collision bifurcation in a piecewise-smooth dynamical system can produce a direct transition from a stable equilibrium point to a two-dimensional invariant torus. Considering a system of nonautonomous differential equations describing the behavior of a power electronic DC/DC converter, we first determine the chart of dynamical modes and show that there is a region of parameter space in which the system has a single stable equilibrium point. Under variation of the parameters, this equilibrium may collide with a discontinuity boundary between two smooth regions in phase space. When this happens, one can observe a number of different bifurcation scenarios. One scenario is the continuous transformation of the stable equilibrium into a stable period-1 cycle. Another is the transformation of the stable equilibrium into an unstable period-1 cycle with complex conjugate multipliers, and the associated formation of a two-dimensional (ergodic or resonant) torus.     

Experimental bifurcation diagram of a solid state laser with optical injection

A method is presented for the automatic construction of an experimental bifurcation diagram of an optically injected solid state laser. From measured time series of laser output intensity, different identifiers of aspects of the dynamics are derived. Combinations of these identifiers are then used to characterize different possible bifurcations. The resulting experimental bifurcation diagram in the plane of injection strength versus detuning includes saddle-node, Hopf, period-doubling and torus bifurcations. It is shown to agree well with a theoretical bifurcation analysis of a corresponding rate equation model.     

非线性电路通向混沌的演化过程

给出了四阶非线性电路通向复杂性的两种演化模式,指出这两种模式与三个共存的平衡点有关.在第一种模式中,不稳定的平衡点由Hopf分岔导致了稳定的周期运动,经过倍周期分岔通向混沌,其所有的吸引子都保持对称结构;而在第二种模式中,另两个平衡点由Hopf分岔产生相互对称的极限环,并分别导致了两个混沌吸引子,其分岔过程步调一致,而且所有的吸引子都相互对称.随着参数的变化,这两个混沌吸引子相互作用形成一个扩大的混沌吸引子,导致与第一种分岔模式中定性一致的混沌运动.