Lyapunov Instability for a Hard-Disk Fluid in Equilibrium and Nonequilibrium Thermostated by Deterministic Scattering

We compute the full Lyapunov spectra for a hard-disk fluid under temperature gradient and under shear. The Lyapunov exponents are calculated using a recently developed formalism for systems with elastic hard collisions. The system is thermalized by deterministic and time-reversible scattering at the boundary, whereas the bulk dynamics remains Hamiltonian. This thermostating mechanism allows for energy fluctuations around a mean value which is reflected by only two vanishing Lyapunov exponents in equilibrium and nonequilibrium. In nonequilibrium steady states the phase-space volume is contracted on average, leading to a negative sum of the Lyapunov exponents. Since the system is driven inhomogeneously we do not expect the conjugate pairing rule to hold, which is indeed shown to be the case. Finally, the Kaplan–Yorke dimension and the Kolmogorov–Sinai entropy are calculated from the Lyapunov spectra.     

Phase synchronization in two coupled chaotic neurons

Chaotically-spiking dynamics of Hindmarsh–Rose neurons are discussed based on a flexible definition of phase for chaotic flow. The phase synchronization of two coupled chaotic neurons is in fact the spike synchronization. As a multiple time-scale model, the coupled HR neurons have quite different behaviors from the Rössler oscillators only having single time-scale mechanism. Using such a multiple time-scale model, the phase function can detect synchronization dynamics that cannot be distinguished by cross-correlation. Moreover, simulation results show that the Lyapunov exponents cannot be used as a definite criterion for the occurrence of chaotic phase synchronization for such a system. Evaluation of the phase function shows its utility in analyzing nonlinear neural systems.     

Cutting process dynamics by nonlinear time series and wavelet analysis

We have modeled the dynamics of a cutting process by a two-degree-of-freedom mass-spring system with dry friction. Using nonlinear time series and wavelet analysis, we have investigated the vibrational instabilities of the system for different values of the cutting force. By constructing the phase portraits and calculating the Lyapunov exponents we have delineated the conditions for which a periodic or chaotic motion can occur. The results are verified by means of a time-scale representation of the wavelet power spectrum.     

Perturbation parameters associated with nonlinear responses of the head at small amplitudes

The head-neck system has multiple degrees of freedom in both its control and response characteristics, but is often modeled as a single joint mechanical system. In this study, we have attempted to quantify the perturbation parameters that would elicit nonlinear responses in a single degree-of-freedom neuromechanical system at small amplitudes and velocities of perturbation. Twelve healthy young adults seated on a linear sled randomly received anterior-posterior sinusoidal translations with +/-15 mm and +/-25 mm peak displacements at 0.81, 1.76, and 2.25 Hz. Head angular velocity and angular position data were examined using a nonlinear phase-plane analysis. Poincare sections of the phase plane were computed and Lyapunov exponents calculated to measure divergence (chaotic behavior) or convergence (stable behavior) of system dynamics. Variability of head angular position and velocity across the entire phase plot was compared to that of the Poincare sections to quantify spatial-temporal irregularity. Multiple equilibrium points and positive Lyapunov exponents revealed chaotic behavior at 0.81 Hz at both amplitudes whereas responses at 1.76 and 2.25 Hz exhibited periodic oscillations, clustered phase points, and negative Lyapunov exponents. However, intersubject variability increased at the lowest frequency and a few subjects presented chaotic behavior at all frequencies. An inverted pendulum with position and velocity threshold nonlinearity was adopted as a simplistic model of the head and neck. Simulations with the model resulted in features similar to those observed in the experimental data. Our principal finding was that increasing the perturbation amplitude had a stabilizing effect on the behavior across frequencies. Nonlinear behaviors observed at the lowest stimulus frequency might be attributed to fluctuations in control between the multiple sensory inputs. Although this study has not conclusively pointed toward any single mechanism as responsible for the responses observed, it has revealed clear directions for further investigation. To examine if changing the sensory modalities would elicit a significant change in the nonlinear behaviors observed here, further experiments that target a patient population with some sort of sensory deficit are warranted.     

Characterization of finite-time Lyapunov exponents and vectors in two-dimensional turbulence

This paper discusses the application of Lyapunov theory in chaotic systems to the dynamics of tracer gradients in two-dimensional flows. The Lyapunov theory indicates that more attention should be given to the Lyapunov vector orientation. Moreover, the properties of Lyapunov vectors and exponents are explained in light of recent results on tracer gradients dynamics. Differences between the different Lyapunov vectors can be interpreted in terms of competition between the effects of effective rotation and strain. Also, the differences between backward and forward vectors give information on the local reversibility of the tracer gradient dynamics. A numerical simulation of two-dimensional turbulence serves to highlight these points and the spatial distribution of finite time Lyapunov exponents is also discussed in relation to stirring properties. (c) 2002 American Institute of Physics.     

Lyapunov exponents,dual Lyapunov exponents,and multifractal analysis

It is shown that the multifractal property is shared by both Lyapunov exponents and dual Lyapunov exponents related to scaling functions of one-dimensional expanding folding maps. This reveals in a quantitative way the complexity of the dynamics determined by such maps. (c) 1999 American Institute of Physics.     

The conjugate-pairing rule for non-Hamiltonian systems

In systems that satisfy the Conjugate Pairing Rule (CPR), the spectrum of Lyapunov exponents is symmetric. The sum of each conjugate pair of exponents is identical. Since in dissipative systems the sum of all the exponents is the entropy production divided by Boltzmann's constant, the calculation of transport coefficients from the Lyapunov exponents is greatly simplified in systems that satisfy CPR. Sufficient conditions for CPR are well known: the underlying adiabatic dynamics should be symplectic. However, the necessary conditions for CPR are not known. In this paper we report on the results of computer simulations which shed light on the necessary conditions for the CPR to hold. We provide, for the first time, convincing evidence that the standard molecular dynamics algorithm for calculating shear viscosity violates the CPR, even in the thermodynamic limit. In spite of this it appears that the sum of the maximal exponents is equal to the entropy production per degree of freedom. Thus it appears that the shear viscosity can still be calculated using the standard viscosity algorithm by summing the maximal pair of exponents.(c) 1998 American Institute of Physics.     

Quantifying chaos: A tale of two maps

In many applications, there is a desire to determine if the dynamics of interest are chaotic or not. Since positive Lyapunov exponents are a signature for chaos, they are often used to determine this. Reliable estimates of Lyapunov exponents should demonstrate evidence of convergence; but literature abounds in which this evidence lacks. This Letter presents two maps through which it highlights the importance of providing evidence of convergence of Lyapunov exponent estimates. The results suggest cautious conclusions when confronted with real data. Moreover, the maps are interesting in their own right.     

Flow-induced instability under bounded noise excitation in cross-flow

Flow-induced vibration of a single cylinder in a cross-flow is mainly due to vortex shedding, which is usually considered as a forced vibration problem. It is shown that flow-induced vibration of a cylinder in the lock-in region is a combination of forced resonant vibration and fluid-damping-induced instability, which leads to time-dependent-fluid-damping-induced parametric resonance and constant-negative-damping-induced instability. The time-dependent fluid damping can be modeled as a bounded noise. The dynamic stability of a two-dimensional system under bounded noise excitation with a narrow-band characteristic is studied through the determination of the moment Lyapunov exponent and the Lyapunov exponent. The case when the system is in primary parametric resonance in the absence of noise is considered and the effect of noise on the parametric resonance is investigated. For small amplitudes of the bounded noise, analytical expansions of the moment Lyapunov exponents and Lyapunov exponents are obtained, which are shown to be in excellent agreement with those obtained using Monte Carlo simulation. The theory of stochastic stability is applied to explore the stability of a cylinder in a cross-flow. The analytical and numerical results show that the time-dependent-fluid-damping-induced parametric resonance could occur, which suggests that parametric resonance also contributes to the vibration of the cylinder in the lock-in range.     

Influence of noise on the behavior of oscillators near the synchronization boundary

Nonautonomous behavior of oscillators in the presence of noise is considered. The influence of noise on the dynamics of local zero Lyapunov exponents for nonautonomous dynamic systems that are near the synchronization boundary is considered. It is shown that the action of noise on a nonautonomous dynamic system that is near the synchronization boundary produces domains of synchronous motion in the series realization, which alternate with asynchronous domains. In accordance with this, the distribution of local zero Lyapunov exponents corresponding to laminar phases shift toward negative values. This effect is demonstrated with a discrete-time system (map of a circle onto itself) that is a reference model to describe the synchronization phenomenon and also with a reference system exhibiting chaotic dynamics (Ressler system).     

切换系统Lyapunov指数的算法及应用

Lyapunov指数是判定系统非线性行为的重要工具,然而目前的大多算法并不适用于切换系统.在传统Jacobi法的基础上,提出了一种新算法,可以直接计算得到n维切换系统的n个Lyapunov指数.首先,根据切换面处相邻轨线的动态变化规律,从相空间几何推导出切换面处轨线变化的Jacobi矩阵;然后,对该矩阵进行QR分解,从而利用R的对角线元素实现Lyapunov指数的切换补偿;最后,将新算法应用到平面双螺旋混沌系统、Glass网络和航天器供电系统三个实例中,并将计算结果与Poincaré映射方法的计算结果进行比较,对新算法的有效性进行验证.     

Crisis and unstable dimension variability in the bailout embedding map

The dynamics of inertial particles in 2-d incompressible flows can be modeled by 4-d bailout embedding maps. The density of the inertial particles, relative to the density of the fluid, is a crucial parameter which controls the dynamical behaviour of the particles. We study here the dynamical behaviour of aerosols, i.e. particles heavier than the flow. An attractor widening and merging crisis is seen in the phase space in the aerosol case. Crisis-induced intermittency is seen in the time series and the laminar length distribution of times before bursts give rise to a power law with the exponent β = −1/3. The maximum Lyapunov exponent near the crisis fluctuates around zero indicating unstable dimension variability (UDV) in the system. The presence of unstable dimension variability is confirmed by the behaviour of the probability distributions of the finite time Lyapunov exponents.      

Analysis of the stability of states of semiconductor superlattice in the presence of tilted magnetic field

A method to calculate the spectrum of the Lyapunov exponents for a periodic semiconductor nanostructure (superlattice) described in the framework of a semiclassical approach is proposed. The analysis of the stability of a stationary state in such a system is performed for autonomous dynamics and in the presence of a tilted magnetic field. The method of the Lyapunov exponents is used to study the effect of the tilted magnetic field on the stability of the stationary state and the characteristics of subterahertz oscillation regimes.     

Rigorous bounds of the Lyapunov exponents of the one-dimensional random Ising model

We find analytic upper and lower bounds of the Lyapunov exponents of the product of random matrices related to the one-dimensional disordered Ising model, using a deterministic map which transforms the original system into a new one with smaller average couplings and magnetic fields. The iteration of the map gives bounds which estimate the Lyapunov exponents with increasing accuracy. We prove, in fact, that both the upper and the lower bounds converge to the Lyapunov exponents in the limit of infinite iterations of the map. A formal expression of the Lyapunov exponents is thus obtained in terms of the limit of a sequence. Our results allow us to introduce a new numerical procedure for the computation of the Lyapunov exponents which has a precision higher than Monte Carlo simulations.     

Periodic orbits in coupled Henon maps: Lyapunov and multifractal analysis

A powerful algorithm is implemented in a 1-d lattice of Henon maps to extract orbits which are periodic both in space and time. The method automatically yields a suitable symbolic encoding of the dynamics. The arrangement of periodic orbits allows us to elucidate the spatially chaotic structure of the invariant measure. A new family of specific Lyapunov exponents is defined, which estimate the growth rate of spatially inhomogeneous perturbations. The specific exponents are shown to be related to the comoving Lyapunov exponents. Finally, the zeta-function formalism is implemented to analyze the scaling structure of the invariant measure both in space and time.     

Local Lyapunov exponents for spatiotemporal chaos

Local Lyapunov exponents are proposed for characterization of perturbations in distributed dynamical systems with chaotic behavior. Their relation to usual and velocity-dependent exponents is discussed. Local Lyapunov exponents are analytically calculated for coupled map lattices using random field approximation. Boundary Lyapunov exponents describing reflection of perturbations at boundaries are also introduced and calculated.     

Lyapunov instability of two-dimensional fluids: Hard dumbbells

We generalize Benettin's classical algorithm for the computation of the full Lyapunov spectrum to the case of a two-dimensional fluid composed of linear molecules modeled as hard dumbbells. Each dumbbell, two hard disks of diameter sigma with centers separated by a fixed distance d, may translate and rotate in the plane. We study the mixing between these qualitatively different degrees of freedom and its influence on the full set of Lyapunov exponents. The phase flow consists of smooth streaming interrupted by hard elastic collisions. We apply the exact collision rules for the differential offset vectors in tangent space to the computation of the Lyapunov exponents, and of time-averaged offset-vector projections into various subspaces of the phase space. For the case of a homogeneous mass distribution within a dumbbell we find that for small enough d/sigma, depending on the density, the translational part of the Lyapunov spectrum is decoupled from the rotational part and converges to the spectrum of hard disks. (c) 1998 American Institute of Physics.     

Modelling of chaotic systems based on modified weighted recurrent least squares support vector machines

Positive Lyapunov exponents cause the errors in modelling of the chaotic time series to grow exponentially. In this paper, we propose the modified version of the support vector machines (SVM) to deal with this problem. Based on recurrent least squares support vector machines (RLS-SVM), we introduce a weighted term to the cost function tocompensate the prediction errors resulting from the positive global Lyapunov exponents. To demonstrate the effectiveness of our algorithm, we use the power spectrum and dynamic invariants involving the Lyapunov exponents and the correlation dimension as criterions, and then apply our method to the Santa Fe competition time series. The simulation results shows that the proposed method can capture the dynamics of the chaotic time series effectively.     

Upper Bounds On Wavepacket Spreading For Random Jacobi Matrices

A method is presented for proving upper bounds on the moments of the position operator when the dynamics of quantum wavepackets is governed by a random (possibly correlated) Jacobi matrix. As an application, one obtains sharp upper bounds on the diffusion exponents for random polymer models, coinciding with the lower bounds obtained in a prior work. The second application is an elementary argument (not using multiscale analysis or the Aizenman-Molchanov method) showing that under the condition of uniformly positive Lyapunov exponents, the moments of the position operator grow at most logarithmically in time.     

Numerical bifurcation analysis of two coupled FitzHugh-Nagumo oscillators

The behavior of neurons can be modeled by the FitzHugh-Nagumo oscillator model, consisting of two nonlinear differential equations, which simulates the behavior of nerve impulse conduction through the neuronal membrane. In this work, we numerically study the dynamical behavior of two coupled FitzHugh-Nagumo oscillators. We consider unidirectional and bidirectional couplings, for which Lyapunov and isoperiodic diagrams were constructed calculating the Lyapunov exponents and the number of the local maxima of a variable in one period interval of the time-series, respectively. By numerical continuation method the bifurcation curves are also obtained for both couplings. The dynamics of the networks here investigated are presented in terms of the variation between the coupling strength of the oscillators and other parameters of the system. For the network of two oscillators unidirectionally coupled, the results show the existence of Arnold tongues, self-organized sequentially in a branch of a Stern-Brocot tree and by the bifurcation curves it became evident the connection between these Arnold tongues with other periodic structures in Lyapunov diagrams. That system also presents multistability shown in the planes of the basin of attractions.