On intrinsic randomness of dynamical systems

We discuss the problem of nonunitary equivalence, via positivity-preserving similarity transformations, between the unitary groups associated with deterministic dynamical evolution and semigroups associated with stochastic processes. Dynamical systems admitting such nonunitary equivalence with stochastic Markov processes are said to beintrinsically random. In a previous work, it was found that the so-called Bernoulli systems (discrete time) are intrinsically random in this sense. This result is extended here by showing that a more general class of dynamical systems—the so-calledK systems andK flows—are intrinsically random. The connection of intrinsic randomness with local instability of motion is briefly discussed. We also show that Markov processes associated through nonunitary equivalence tononisomorphic K flows are necessarily non-isomorphic.Dr. Goldstein's research was supported in part by NSF Grant No. PHY78-03816.     

Quantum Dynamical Semigroups for Diffusion Models with Hartree Interaction

We consider a class of evolution equations in Lindblad form, which model the dynamics of dissipative quantum mechanical systems with mean-field interaction. Particularly, this class includes the so-called Quantum Fokker-Planck-Poisson model. The existence and uniqueness of global-in-time, mass preserving solutions is proved, thus establishing the existence of a nonlinear conservative quantum dynamical semigroup. The mathematical difficulties stem from combining an unbounded Lindblad generator with the Hartree nonlinearity.     

The dynamical instability of nonrelativistic many-body systems

From computations in an exactly solvable many-body dynamical model we argue that, quite generally, a nonrelativistic quantum mechanics of infinitely many interacting particles must admit states without a global time evolution; equivalently, that the (quasi-local) observables of any such theory are not preserved in time by the Heisenberg dynamics. Our analysis is based on a dynamical instability common to interacting finite-particle systems.Work supported in part by the National Science Foundation     

SU(2)×SU(2) ELECTROWEAK THEORY IN LEP 1 DATA ON Z PARTICLE PRODUCTION

Recent data obtained by LEP1 are discussed and their potential implication for the existence of a Z particle. This letter advocates that this fits within the basic tenet of an SU(2)×SU(2) extended theory of the standard model of electroweak interactions. This extended electroweak model is motivated by nonabelian electrodynamics that provides an effective calculus for nonlinear optics.     

A separation principle for dynamical delayed output feedback control of chaos

In this Letter, a dynamical delayed output-feedback (DDOF) control strategy is proposed for stabilizing unstable periodic orbits (UPOs) of chaotic systems. Using the Floquet theory, a separation principle is established which gives a necessary and sufficient stability condition for DDOF UPO stabilizing control systems. The new principle shows that the so-called “odd number limitation” for delayed state-feedback control systems also applies to DDOF control.     

Dynamical stability of systems with long-range interactions: application of the Nyquist method to the HMF model

We apply the Nyquist method to the Hamiltonian mean field (HMF) model in order to settle the linear dynamical stability of a spatially homogeneous distribution function with respect to the Vlasov equation. We consider the case of Maxwell (isothermal) and Tsallis (polytropic) distributions and show that the system is stable above a critical kinetic temperature T_c and unstable below it. Then, we consider a symmetric double-humped distribution, made of the superposition of two decentered Maxwellians, and show the existence of a re-entrant phase in the stability diagram. When we consider an asymmetric double-humped distribution, the re-entrant phase disappears above a critical value of the asymmetry factor Δ > 1.09. We also consider the HMF model with a repulsive interaction. In that case, single-humped distributions are always stable. For asymmetric double-humped distributions, there is a re-entrant phase for 1 ≤ Δ < 25.6, a double re-entrant phase for 25.6 < Δ < 43.9 and no re-entrant phase for Δ > 43.9. Finally, we extend our results to arbitrary potentials of interaction and mention the connexion between the HMF model, Coulombian plasmas and gravitational systems. We discuss the relation between linear dynamical stability and formal nonlinear dynamical stability and show their equivalence for spatially homogeneous distributions. We also provide a criterion of dynamical stability for spatially inhomogeneous systems.     

Instabilities in a two-dimensional polar-filament-motor system

The dynamical interaction between filaments and motor proteins is known for their propensity to self-organize into spatio-temporal patterns. Since the filaments are polar in the sense that motors define a direction of motion on them, the system can display a spatially homogeneous polar-filament orientation. We show that the latter anisotropic state itself may become unstable with respect to inhomogeneous fluctuations. This scenario shares similarities with instabilities in planarly aligned nematic liquid crystals: in both cases the wave vector of the instability may be oriented either parallel or oblique to the polarity axis. However, the encountered instabilities here are long-wave instead of short-wave and the destabilizing modes are drifting ones due to the polar symmetry. Additionally a nonpropagating transverse instability is possible. The stability diagrams related to the various wave vector orientations relative to the polarity axis are determined and discussed for a specific model of motor-filament interactions.     

Anomalous fluctuation and relaxation in unstable systems

The essential ideas of the scaling theory of transient phenomena proposed by the author for a single macrovariable near the instability point are extended to multi-macrovariables in nonequilibrium systems. The time region is divided into three regimes according to the scaling behavior of the fluctuating parts of the macrovariables. In the first regime, the fluctuation is Gaussian and it is described by the linearized stochastic equation (or linear Fokker-Planck equation). In the second regime, the fluctuation is non-Gaussian, but it is probabilistic or stochastic (not dynamical) in the sense that the stochastic nature comes from the probability distribution in the initial regime and that each representative motion is deterministic, namely a random force can be neglected asymptotically in the second regime. In the final regime, the fluctuation is again Gaussian. A fluctuation-enhancement theorem for multi-macrovariables is given, which states that the fluctuation becomes enhanced by the order of the system size in the second regime, which is of order log , if the initial system is located just at the unstable point. An anomalous fluctuation theorem for multi-macrovariables is also proven, which states that the fluctuation is anomalously enhanced in proportion to ^–2 at times of order log if the initial system deviates by from the unstable point.This work is partially financed by the Scientific Research Fund of the Ministry of Education.     

Instabilities and quasi-localized states in nonlinear Fano-like systems

We study the dynamical scattering in one-dimensional systems with a nonlinear side-coupled defect. Such structures exhibit the nonlinear Fano resonances, where nothing can propagate through. We developed a numerical model to study dynamical scattering. According to our analysis the scattering waves become dynamically unstable in the vicinity of the nonlinear Fano resonances, due to modulational instability caused by the presence of nonlinearity. It results in a time-growing amplitude of the nonlinear defect. We also demonstrate the existence of the nonlinear quasi-localized state, supported by such structures.     

Periodic orbit analysis at the onset of the unstable dimension variability and at the blowout bifurcation

Many chaotic dynamical systems of physical interest present a strong form of nonhyperbolicity called unstable dimension variability (UDV), for which the chaotic invariant set contains periodic orbits possessing different numbers of unstable eigendirections. The onset of UDV is usually related to the loss of transversal stability of an unstable fixed point embedded in the chaotic set. In this paper, we present a new mechanism for the onset of UDV, whereby the period of the unstable orbits losing transversal stability tends to infinity as we approach the onset of UDV. This mechanism is unveiled by means of a periodic orbit analysis of the invariant chaotic attractor for two model dynamical systems with phase spaces of low dimensionality, and seems to depend heavily on the chaotic dynamics in the invariant set. We also described, for these systems, the blowout bifurcation (for which the chaotic set as a whole loses transversal stability) and its relation with the situation where the effects of UDV are the most intense. For the latter point, we found that chaotic trajectories off, but very close to, the invariant set exhibit the same scaling characteristic of the so-called on-off intermittency.     

Dynamical systems with relaxation time

We define mathematically a class of dynamical systems that exhibit relaxation corresponding to that observed in physical systems, and then show that this class is identical with the class ofK-mixing dynamical systems.     

The dynamics of metric-affine gravity

Metric-affine theories of gravity provide an interesting alternative to general relativity: in such an approach, the metric and the affine (not necessarily symmetric) connection are independent quantities. Furthermore, the action should include covariant derivatives of the matter fields, with the covariant derivative naturally defined using the independent connection. As a result, in metric-affine theories a direct coupling involving matter and connection is also present. The role and the dynamics of the connection in such theories is explored. We employ power counting in order to construct the action and search for the minimal requirements it should satisfy for the connection to be dynamical. We find that for the most general action containing lower order invariants of the curvature and the torsion the independent connection does not carry any dynamics. It actually reduces to the role of an auxiliary field and can be completely eliminated algebraically in favour of the metric and the matter field, introducing extra interactions with respect to general relativity. However, we also show that including higher order terms in the action radically changes this picture and excites new degrees of freedom in the connection, making it (or parts of it) dynamical. Constructing actions that constitute exceptions to this rule requires significant fine tuned and/or extra a priori constraints on the connection. We also consider f(R) actions as a particular example in order to show that they constitute a distinct class of metric-affine theories with special properties, and as such they cannot be used as representative toy theories to study the properties of metric-affine gravity.     

Eikonal approximation to 5D wave equations as geodesic motion in a curved 4D spacetime

We first derive the relation between the eikonal approximation to the Maxwell wave equations in an inhomogeneous anisotropic medium and geodesic motion in a three dimensional Riemannian manifold using a method which identifies the symplectic structure of the corresponding mechanics. We then apply an analogous method to the five dimensional generalization of Maxwell theory required by the gauge invariance of Stueckelbergs covariant classical and quantum dynamics to demonstrate, in the eikonal approximation, the existence of geodesic motion for the flow of mass in a four dimensional pseudo-Riemannian manifold. No motion of the medium is required. These results provide a foundation for the geometrical optics of the five dimensional radiation theory and establish a model in which there is mass flow along geodesics. Finally, we discuss the interesting case of relativistic quantum theory in an anisotropic medium as well. In this case the eikonal approximation to the relativistic quantum mechanical current coincides with the geodesic flow governed by the pseudo-Riemannian metric obtained from the eikonal approximation to solutions of the Stueckelberg-Schrödinger equation. This construction provides a model for an underlying quantum mechanical structure for classical dynamical motion along geodesics on a pseudo-Riemannian manifold. The locally symplectic structure which emerges is that of Stueckelbergs covariant mechanics on this manifold.This revised version was published online in April 2005. The publishing date was inserted.     

Oscillatory behaviour of closed isotropic models in second order gravity theory

Homogeneous and isotropic models are studied in the Jordan frame of the second order gravity theory. The late time evolution of the models is analysed with the methods of the dynamical systems. The normal form of the dynamical system has periodic solutions for a large set of initial conditions. This implies that an initially expanding closed isotropic universe may exhibit oscillatory behaviour.     

OPTIMAL TRACKING OF PARAMETER DRIFT IN A CHAOTIC SYSTEM: EXPERIMENT AND THEORY

We present a method of optimal tracking for chaotic dynamical systems with a slowly drifting parameter. The net drift in the parameter is assumed to be small: this makes detecting and tracking the drift more difficult. The method relies on the existence of underlying deterministic behavior in the dynamical system, yet neither requires a system model nor develops one. We begin by describing an experimental study where a heuristic optimality criterion gave good tracking performance: the tracking method there was based on maximizing smoothness and overall variation in the drift observer, which was found by solving an eigenvalue problem. We then develop a theory, based on simplifying assumptions about the chaotic dynamics, to explain the success of the tracking method for chaotic systems. For signals from deterministic systems that are sufficiently complex in a sense that we make precise, typical drift observers provide poor tracking performance and require the drift to be particularly slow. In contrast, our theory shows that the optimality criterion seeks out a special drift observer that both provides better tracking performance and allows the drift to be appreciably faster. For periodic or quasiperiodic systems (no chaos), good tracking is easily achievable and the present method is irrelevant. For stochastic systems (no determinism), the optimal tracking method does not asymptotically improve tracking performance. Exhaustive numerical simulations of a simple drifting chaotic map, first without and then with stochastic forcing, show agreement with theoretical predictions of tracking performance and validate the theory.     

Consistency Analysis of Kaluza-Klein Geometric Sigma Models

Geometric -models are purely geometric theories of scalar fields coupled to gravity. Geometrically, these scalars represent the very coordinates of spacetime, and, as such, can be gauged away. A particular theory is built over a given metric field configuration which becomes the vacuum of the theory. Kaluza-Klein theories of the kind have been shown to be free of the classical cosmological constant problem, and to give massless gauge fields after dimensional reduction. In this paper, the consistency of dimensional reduction, as well as the stability of the internal excitations, are analyzed. Choosing the internal space in the form of a group manifold, one meets no inconsistencies in the dimensional reduction procedure. As an example, the SO(n) groups are analyzed, with the result that the mass matrix of the internal excitations necessarily possesses negative modes. In the case of coset spaces, the consistency of dimensional reduction rules out all but the stable mode, although the full vacuum stability remains an open problem.