A search technique for global optimization in a chaotic environment

We describe a new algorithm which uses the trajectories of a discrete dynamical system to sample the domain of an unconstrained objective function in search of global minima. The algorithm is unusually adept at avoiding nonoptimal local minima and successfully converging to a global minimum. Trajectories generated by the algorithm for objective functions with many local minima exhibit chaotic behavior, in the sense that they are extremely sensitive to changes in initial conditions and system parameters. In this context, chaos seems to have a beneficial effect: failure to converge to a global minimum from a given initial point can often be rectified by making arbitrarily small changes in the system parameters.     

The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. An erratum to this article can be found at     

Quantum chaos and fractals with atoms in cavities

We study the coupled translational, electronic, and field dynamics of the combined system “a two-level atom + a single-mode quantized field + a standing-wave ideal cavity”. In the semiclassical approximation with a point-like atom, interacting with the classical field, the dynamics is described by the Heisenberg equations for the atomic and field expectation values which are known to produce semiclassical chaos under appropriate conditions. We derive Hamilton–Schrödinger equations for probability amplitudes and averaged position and momentum of a point-like atom interacting with the quantized field in a standing-wave cavity. They constitute, in general, an infinite-dimensional set of equations with an infinite number of integrals of motion which may be reduced to a dynamical system with four degrees of freedom if the quantized field is supposed to be initially prepared in a Fock state. This system is found to produce semiquantum chaos with positive values of the maximal Lyapunov exponent. At exact resonance, the semiquantum dynamics is regular. At large values of detuning |δ|1, the Rabi atomic oscillations are usually shallow, and the dynamics is found to be almost regular. The Doppler–Rabi resonance, deep Rabi oscillations that may occur at any large value of |δ| to be equal to |αp₀|, is found numerically and described analytically (with α to be the normalized recoil frequency and p₀ the initial atomic momentum). Two gedanken experiments are proposed to detect manifestations of semiquantum chaos in real experiments. It is shown that in the chaotic regime values of the population inversion z_out, measured with atoms after transversing a cavity, are so sensitive to small changes in the initial inversion z_in that the probability of detecting any value of z_out in the admissible interval [−1,1] becomes almost unity in a short time. Chaotic wandering of a two-level atom in a quantized Fock field is shown to be fractal. Fractal-like structures, typical with chaotic scattering, are numerically found in the dependence of the time of exit of atoms from the cavity on their initial momenta.     

Fractional Derivatives Applied to Phase-Space Reconstructions

The concept and application of phase-space reconstructions are reviewed. Fractional derivatives are then proposed for the purpose of reconstructing dynamics from a single observed time history. A procedure is presented in which the fractional derivatives of time series data are obtained in the frequency domain. The method is applied to the Lorenz system. The ability of the method to unfold the data is assessed by the method of global false nearest neighbors. The reconstructed data is used to compute recurrences and correlation dimensions. The reconstruction is compared to the commonly used method of delays in order to assess the choice of reconstruction parameters, and also the quality of results.     

Gaussian Chaos Laws on Banach Function Spaces

We give a characterization of Gaussian chaos laws on Banach function spaces which do not contain ℓ _∞ ⁿ 's uniformly. The result is applied to describe the convergence in law of U-processes with sample paths in certain Banach function spaces. __________ Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 553–566, October–December, 2005.     

Separate Polarization Modes Synchronization and Synchronization Switches between Vertical-Cavity Surface-Emitting Lasers

For vertical-cavity surface-emitting lasers (VCSELs) with polarization-rotated feedback, there exist several synchronization types such as synchronizations between total powers and synchronizations between separate polarization modes. Based on the two-mode rate equations, we study and compare numerically the performances of different synchronization types. Our results show that three synchronization types exhibit good performances when their synchronization conditions are satisfied. They are the complete synchronization between total powers, complete synchronization between x-polarized modes, and generalized synchronization between x-polarized and y-polarized modes. The former two types are sensitive to the injection rate and spontaneous emission, while the third type is contrary. Synchronization type with the best performance may switch from one to another, with changing of injection rate and spontaneous emission factor.     

A Verified Optimization Technique to Locate Chaotic Regions of Hénon Systems

We present a new verified optimization method to find regions for Hénon systems where the conditions of chaotic behaviour hold. The present paper provides a methodology to verify chaos for certain mappings and regions. We discuss first how to check the set theoretical conditions of a respective theorem in a reliable way by computer programs. Then we introduce optimization problems that provide a model to locate chaotic regions. We prove the correctness of the underlying checking algorithms and the optimization model. We have verified an earlier published chaotic region, and we also give new chaotic places located by the new technique.     

The Chaotic Mixmaster and the Suppression of Chaos in Scalar–Tensor Cosmologies

We show that there is a threshold in energy for the onset of chaos in cosmology for the Universe described as a dynamical system derived from the Einstein equations of General Relativity (GR). In the case of the mixmaster model (homogeneous and anisotropic cosmology with a Bianchi IX metric), the chaos occurs precisely at the prescribed necessary value H _vac=0 of the GR for the energy of the Universe while the system is found to be regular for H<0 and chaotic for H>0 with respect to its pure vacuum part. In the case of generalized scalar tensor theories within the Bianchi IX model, we show using the ADM formalism and a conformal transformation that the energy of the dynamical system as compared to vacuum lies below the zero energy threshold. The system is thus not exhibiting chaos and the conclusion still holds in the presence of ordinary matter as well. The suppression of chaos occurs in a similar way for stiff matter alone.     

Nonlinear and chaotic oscillations of a constrained cantilevered pipe conveying fluid: A full nonlinear analysis

In this paper, the planar dynamics of a nonlinearly constrained pipe conveying fluid is examined numerically, by considering the full nonlinear equation of motions and a refined trilinear-spring model for the impact constraints—completing the circle of several studies on the subject. The effect of varying system parameters is investigated for the two-degree-of-freedom (N=2) model of the system, followed by less extensive similar investigations forN=3 and 4. Phase portraits, bifurcation diagrams, power spectra and Lyapunov exponents are presented for a selected set of system parameters, showing some rather interesting, and sometimes unexpected, results. The numerical results are compared with experimental ones obtained previously. It is found that in the parameter space that includesN, there exists a subspace wherein excellent qualitative, and reasonably good (N=2) to excellent (N=4) quantitative agreement with experiment. In the latter case, excellent agreement is not only obtained in the threshold flow velocities (u) for the key bifurcations, but the inclusion of the nonlinear terms improves agreement with experiment in terms of amplitudes of motion and by capturing features of behaviour not hitherto predicted by theory.