@article{SitzSchwarzKurths2004, author = {Sitz, Andre and Schwarz, Udo and Kurths, J{\"u}rgen}, title = {The unscented Kalman filter : a powerful tool for data analysis}, year = {2004}, language = {en} } @article{WesselKonvickaWeidermannetal.2004, author = {Wessel, Niels and Konvicka, Jan and Weidermann, Frank and Nestmann, S. and Neugebauer, R. and Schwarz, U. and Wessel, A. and Kurths, J{\"u}rgen}, title = {Predicting thermal displacements in modular tool systems}, issn = {1054-1500}, year = {2004}, abstract = {In the last decade, there has been an increasing interest in compensating thermally induced errors to improve the manufacturing accuracy of modular tool systems. These modular tool systems are interfaces between spindle and workpiece and consist of several complicatedly formed parts. Their thermal behavior is dominated by nonlinearities, delay and hysteresis effects even in tools with simpler geometry and it is difficult to describe it theoretically. Due to the dominant nonlinear nature of this behavior the so far used linear regression between the temperatures and the displacements is insufficient. Therefore, in this study we test the hypothesis whether we can reliably predict such thermal displacements via nonlinear temperature-displacement regression functions. These functions are estimated firstly from learning measurements using the alternating conditional expectation (ACE) algorithm and then tested on independent data sets. First, we analyze data that were generated by a finite element spindle model. We find that our approach is a powerful tool to describe the relation between temperatures and displacements for simulated data. Next, we analyze the temperature-displacement relationship in a silent real experimental setup, where the tool system is thermally forced. Again, the ACE-algorithm is powerful to estimate the deformation with high precision. The corresponding errors obtained by using the nonlinear regression approach are 10-fold lower in comparison to multiple linear regression analysis. Finally, we investigate the thermal behavior of a modular tool system in a working milling machine and get again promising results. The thermally inducedaccuracy using this nonlinear regression analysis. Therefore, this approach seems to be very useful for the development of new modular tool systems. errors can be estimated with 1-2 micrometer}, language = {en} } @article{WesselAssmusWeidermannetal.2004, author = {Wessel, Niels and Aßmus, Joerg and Weidermann, Frank and Konvicka, Jan and Nestmann, S. and Neugebauer, R. and Schwarz, Udo and Kurths, J{\"u}rgen}, title = {Modeling thermal displacements in modular tool systems}, year = {2004}, abstract = {In the last decade, there has been an increasing interest in compensating thermally induced errors to improve the manufacturing accuracy of modular tool systems. These modular tool systems are interfaces between spindle and workpiece and consist of several complicatedly formed parts. Their thermal behavior is dominated by nonlinearities, delay and hysteresis effects even in tools with simpler geometry and it is difficult to describe it theoretically. Due to the dominant nonlinear nature of this behavior the so far used linear regression between the temperatures and the displacements is insufficient. Therefore, in this study we test the hypothesis whether we can reliably predict such thermal displacements via nonlinear temperature-displacement regression functions. These functions are estimated firstly from learning measurements using the alternating conditional expectation (ACE) algorithm and then tested on independent data sets. First, we analyze data that were generated by a finite element spindle model. We find that our approach is a powerful tool to describe the relation between temperatures and displacements for simulated data. Next, we analyze the temperature-displacement relationship in a silent real experimental setup, where the tool system is thermally forced. Again, the ACE-algorithm is powerful to estimate the deformation with high precision. The corresponding errors obtained by using the nonlinear regression approach are 10-fold lower in comparison to multiple linear regression analysis. Finally, we investigate the thermal behavior of a modular tool system in a working milling machine and get again promising results. The thermally induced errors can be estimated with 1-2\${mu m}\$ accuracy using this nonlinear regression analysis. Therefore, this approach seems to be very useful for the development of new modular tool systems.}, language = {en} } @article{VossTimmerKurths2004, author = {Voss, Henning U. and Timmer, Jens and Kurths, J{\"u}rgen}, title = {Modeling and identification of nonlinear systems}, issn = {0218-1274}, year = {2004}, language = {en} } @article{SpahnKrivovSremcevicetal.2003, author = {Spahn, Frank and Krivov, Alexander V. and Sremcevic, Miodrag and Schwarz, U. and Kurths, J{\"u}rgen}, title = {Stochastic forces in circumplanetary dust dynamics}, year = {2003}, abstract = {Charged dust grains in circumplanetary environments experience, beyond various deterministic forces, also stochastic perturbations caused, by fluctuations of the magnetic field, the charge of the grains, by chaotic rotation of aspherical grains, etc. Here we investigate the dynamics of a dust population in a circular orbit around a planet which is perturbed by a stochastic planetary magnetic field B', modeled by an isotropically Gaussian white noise. The resulting perturbation equations give rise to a modified diffusion of the inclinations i and eccentricities e. The diffusion coefficient is found to be D proportional to w^2 O /n^2 , where the gyrofrequency, the Kepler frequency, and the synodic frequency are denoted by w , O, and n, respectively. This behavior has been checked against numerical simulations. We have chosen dust grains (1 m in radius) ejected from Jupiter's satellite Europa in circular equatorial orbits around Jupiter and integrated numerically their trajectories over their typical lifetimes (100 years). The particles were exposed to a Gaussian fluctuating magnetic field B' with the same statistical properties as in the analytical treatment. These simulations have confirmed the analytical results. The theoretical studies showed the statistical properties of B' to be of decisive importance. To estimate them, we analyzed the magnetic field data obtained by the Galileo spacecraft magnetometer at Jupiter and found almost Gaussian fluctuations of about 5\% of the mean field and exponentially decaying correlations. This results in a diffusion of orbital inclinations and eccentricities of the dust grains of about ten percent over the lifetime of the particles. For smaller dusty motes or for close-in particles (e.g., in Jovian gossamer rings) stochastics might well dominate the dynamics.}, language = {en} } @article{WesselSchwarzSaparinetal.2002, author = {Wessel, Niels and Schwarz, Udo and Saparin, Peter and Kurths, J{\"u}rgen}, title = {Symbolic dynamics for medical data analysis}, isbn = {3-936142-09-2}, year = {2002}, abstract = {Observational data of natural systems, as measured in medical measurements are typically quite different from those obtained in laboratories. Due to the peculiarities of these data, wellknown characteristics, such as power spectra or fractal dimension, often do not provide a suitable description. To study such data, we present here some measures of complexity, which are basing on symbolic dynamics. Firstly, a motivation for using symbolic dynamics and measures of complexity in data analysis based on the logistic map is given and next, two applications to medical data are shown. We demonstrate that symbolic dynamics is a useful tool for the risk assessment of patients after myocardial infarction as well as for the evaluation of th e architecture of human cancellous bone.}, language = {en} } @article{EbelingMolgedeyKurthsetal.2002, author = {Ebeling, Werner and Molgedey, Lutz and Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Entropy, complexity, predictability, and data analysis of time series and letter sequences}, isbn = {3-540-41324-3}, year = {2002}, abstract = {The structure of time series and letter sequences is investigated using the concepts of entropy and complexity. First conditional entropy and transinformation are introduced and several generalizations are discussed. Further several measures of complexity are introduced and discussed. The capability of these concepts to describe the structure of time series and letter sequences generated by nonlinear maps, data series from meteorology, astrophysics, cardiology, cognitive psychology and finance is investigated. The relation between the complexity and the predictability of informational strings is discussed. The relation between local order and the predictability of time series is investigated.}, language = {en} } @unpublished{WittNeimanKurths1997, author = {Witt, Annette and Neiman, Alexander and Kurths, J{\"u}rgen}, title = {Characterizing the dynamics of stochastic bistable systems by measures of complexity}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14556}, year = {1997}, abstract = {The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.}, language = {en} } @unpublished{WittKurthsKrauseetal.1994, author = {Witt, Annette and Kurths, J{\"u}rgen and Krause, F. and Fischer, K.}, title = {On the validity of a model for the reversals of the Earth's magnetic field}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-13460}, year = {1994}, abstract = {We have used techniques of nonlinear dynamics to compare a special model for the reversals of the Earth's magnetic field with the observational data. Although this model is rather simple, there is no essential difference to the data by means of well-known characteristics, such as correlation function and probability distribution. Applying methods of symbolic dynamics we have found that the considered model is not able to describe the dynamical properties of the observed process. These significant differences are expressed by algorithmic complexity and Renyi information.}, language = {en} } @unpublished{KurthsVossWittetal.1994, author = {Kurths, J{\"u}rgen and Voss, A. and Witt, Annette and Saparin, P. and Kleiner, H. J. and Wessel, Niels}, title = {Quantitative analysis of heart rate variability}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-13470}, year = {1994}, abstract = {In the modern industrialized countries every year several hundred thousands of people die due to the sudden cardiac death. The individual risk for this sudden cardiac death cannot be defined precisely by common available, non-invasive diagnostic tools like Holter-monitoring, highly amplified ECG and traditional linear analysis of heart rate variability (HRV). Therefore, we apply some rather unconventional methods of nonlinear dynamics to analyse the HRV. Especially, some complexity measures that are basing on symbolic dynamics as well as a new measure, the renormalized entropy, detect some abnormalities in the HRV of several patients who have been classified in the low risk group by traditional methods. A combination of these complexity measures with the parameters in the frequency domain seems to be a promising way to get a more precise definition of the individual risk. These findings have to be validated by a representative number of patients.}, language = {en} } @unpublished{ThiessenhusenEspositoKurthsetal.1995, author = {Thiessenhusen, Kai-Uwe and Esposito, Larry W. and Kurths, J{\"u}rgen and Spahn, Frank}, title = {Detection of hidden resonances in Saturn's B-ring}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-13618}, year = {1995}, abstract = {The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.}, language = {en} } @unpublished{VossKurthsSchwarz1996, author = {Voss, Henning and Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Reconstruction of grand minima of solar activity from Delta 14 C data : linear and nonlinear signal analysis}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14083}, year = {1996}, abstract = {Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record.}, language = {en} } @article{VossKurthsSchwarz1996, author = {Voss, Henning U. and Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Reconstruction of grand minima of solar activity from radiocarbon data : linear and nonlinear signal analysis}, year = {1996}, abstract = {Using a special technique of data analysis, we have found out 34 grand minima of solar activity in a 7,700 years long C14 record. The method used rests on a proper filtering of the C14 record and the extrapolation of verifiable results for the later history back in time. Additionally, we have applied a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of grand minima by Eddy, but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested esp. the model of Barnes et al. There are hints for that the grand minima might solely be driven by the 209--year period found in the C14 record.}, language = {en} } @article{MarwanKurths2009, author = {Marwan, Norbert and Kurths, J{\"u}rgen}, title = {Comment on "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" by Rohde et al. : [Physica D 237 (2008) 619-629]}, issn = {0167-2789}, doi = {10.1016/j.physd.2009.04.018}, year = {2009}, abstract = {In the recent article "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" (Physica D 237 (2008) 619-629), Rohde et al. stated that the performance of RQA in order to detect deterministic signals would be below traditional and well-known detectors. However, we have concerns about such a general statement. Based on our own studies we cannot confirm their conclusions. Our findings suggest that the measures of complexity provided by RQA are useful detectors outperforming well-known traditional detectors, in particular for the detection of signals of complex systems, with phase differences or signals modified due to the measurement process.}, language = {en} } @article{KurthsSchwarz1993, author = {Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Application of techniques of nonlinear dynamics to SS Cyg}, isbn = {0-7503-0282-8}, year = {1993}, abstract = {We look for structural properties in the light curve of the dwarf nova SS Cyg by means of techniques from nonlinear dynamics. Applying the popular Grassberger-Procaccia procedure, Cannizzo and Goddings (1988) showed that there is no evidence for a low-dimensional attractor underlying this record. Because there are some hints for order in the light curve, we search for other signatures of deterministic systems. Therefore, we use other methods recently developed in this theory, such as local linear prediction and recurrence maps. Our main findings are: i] the prediction error grows exponentially during outburst phases, but via a power law in the quiescent states, ii] there are some rather regular patterns in this light curve which sometimes recur, but the recurrence is not regular. This leads to the following conclusions: i] The outburst dynamics shows a higher degree of order than the quiescent one. There are some hints for deterministic chaos in the outburst behavior. ii] The light curve is a complex mixture of deterministic and stochastic structures. The analysis presented in this paper shows that methods of nonlinear dynamics can be an efficient tool for the study of complex processes, even if there is no evidence for a low-dimensional attractor.}, language = {en} } @article{SchwarzBenzKurthsetal.1993, author = {Schwarz, udo and Benz, Arnold O. and Kurths, J{\"u}rgen and Witt, Annette}, title = {Analysis of solar spike events by means of symbolic dynamics methods}, issn = {004-6361}, year = {1993}, abstract = {Using quantities of symbolic dynamics, such as mutual information, Shannon information and algorithmic complexity, we have searched for interrelations of spikes emitted simultaneously at different frequencies during the impulsive phase of a flare event. As the spikes are related to the flare energy release and are interpreted as emissions originating at different sites having different magnetic field strengths, any relation in frequency is interpretated as a relation in space. This approach is appropriate to characterize such spatio-temporal patterns, whereas the popular estimate of fractal dimensions can be applied to low-dimensional systems only. Depending on the energy release and emission processes, two types of fragmentation are possible: a scenario of global organization (spikes are emitted in a succession of similar events by the same system) or a scenario of local organization (many systems triggered by an initial event). Mutual information which is a generalization of correlation indicates a relation in frequency beyond the bandwidth of individual spikes. The scans in the spectrograms with large mutual information also show a low level of Shannon information and algorithmic complexity, indicating that the simultaneous appearance of spikes at other frequencies is not a completely stochastic phenomenon (white noise). It may be caused by a nonlinear deterministic system or by a Markov process. By means of mutual information we find a memory over frequency intervals up to 60 MHz. Shannon information and algorithmic complexity concern the mbox{whole} frequency region, i.e. the global source region. A global organization is also apparent in quasi-periodic changes of the Shannon information and algorithmic complexity in the range of 2 - 8 seconds. The finding is compatible with a scenario of local organization in which the information of one event spreads spatially and triggers further events at different places. The region is not an ensemble of independently flashing sources, each representing a system that cascades in energy after an initial trigger. On the contrary, there is a causal connection between the sources at any time. The analysis of the four spike events suggests that the structure in frequency is not stochastic but a process in which spikes at nearby locations are simultaneously triggered by a common exciter.}, language = {en} } @article{FlorenceDahlemAlmeidaetal.2009, author = {Florence, Gerson and Dahlem, Markus A. and Almeida, Ant{\^o}nio-Carlos G. and Bassani, Jos{\´e} W. M. and Kurths, J{\"u}rgen}, title = {The role of extracellular potassium dynamics in the different stages of ictal bursting and spreading depression : a computational study}, issn = {0022-5193}, doi = {10.1016/j.jtbi.2009.01.032}, year = {2009}, abstract = {Experimental evidences point Out the participation of nonsynaptic mechanisms (e.g., fluctuations in extracellular tons) in epileptiform bursting and spreading depression (SD). During these abnormal oscillatory patterns, it is observed an increase of extracellular potassium concentration [K+](o) and a decrease of extracellular calcium concentration [Ca2+](o) which raises the neuronal excitability. However, whether the high [K+](o) triggers and propagates these abnormal neuronal activities or plays a secondary role into this process is unclear. To better understand the influence of extracellular potassium dynamics in these oscillatory patterns, the experimental conditions of high [K+](o) and zero [Ca2+](o) were replicated in an extended Golomb model where we added important regulatory mechanisms of ion concentration as Na+-K+ pump, ion diffusion and glial buffering. Within these Conditions, simulations of the cell model exhibit seizure-like discharges (ictal bursting). The SD was elicited by the interruption of the Na+- K+ pump activity, mimicking the effect of cellular hypoxia (an experimental protocol to elicit SD, the hypoxia-induced SD). We used the bifurcation theory and the fast-slow method to analyze the interference of K+ dynamics in the cellular excitability. This analysis indicates that the system loses its stability at a high [K+](o), transiting to an elevated state of neuronal excitability. Effects of high [K+](o), are observed in different stages of ictal bursting and SD. In the initial stage, the increase of [K+](o) creates favorable conditions to trigger both oscillatory patterns. During the neuronal activity, a continuous growth of [K+](o) by outward K+ flow depresses K+ Currents in a positive feedback way. At the last stage, due to the depression of K+ currents, the Na+-K+ pump is the main mechanism in the end of neuronal activity. Thus, this work suggests that [K+](o) dynamics may play a fundamental role in these abnormal oscillatory patterns.}, language = {en} } @article{WesselRiedlKurths2009, author = {Wessel, Niels and Riedl, Maik and Kurths, J{\"u}rgen}, title = {Is the normal heart rate "chaotic" due to respiration?}, issn = {1054-1500}, doi = {10.1063/1.3133128}, year = {2009}, abstract = {The incidence of cardiovascular diseases increases with the growth of the human population and an aging society, leading to very high expenses in the public health system. Therefore, it is challenging to develop sophisticated methods in order to improve medical diagnostics. The question whether the normal heart rate is chaotic or not is an attempt to elucidate the underlying mechanisms of cardiovascular dynamics and therefore a highly controversial topical challenge. In this contribution we demonstrate that linear and nonlinear parameters allow us to separate completely the data sets of the three groups provided for this controversial topic in nonlinear dynamics. The question whether these time series are chaotic or not cannot be answered satisfactorily without investigating the underlying mechanisms leading to them. We give an example of the dominant influence of respiration on heart beat dynamics, which shows that observed fluctuations can be mostly explained by respiratory modulations of heart rate and blood pressure (coefficient of determination: 96\%). Therefore, we recommend reformulating the following initial question: "Is the normal heart rate chaotic?" We rather ask the following: " Is the normal heart rate 'chaotic' due to respiration?"}, language = {en} } @article{WuLiChenetal.2009, author = {Wu, Ye and Li, Ping and Chen, Maoyin and Xiao, Jinghua and Kurths, J{\"u}rgen}, title = {Response of scale-free networks with community structure to external stimuli}, issn = {0378-4371}, doi = {10.1016/j.physa.2009.03.037}, year = {2009}, abstract = {The response of scale-free networks with community structure to external stimuli is studied. By disturbing some nodes with different strategies, it is shown that the robustness of this kind of network can be enhanced due to the existence of communities in the networks. Some of the response patterns are found to coincide with topological communities. We show that such phenomena also occur in the cat brain network which is an example of a scale-free like network with community structure. Our results provide insights into the relationship between network topology and the functional organization in complex networks from another viewpoint.}, language = {en} } @article{FujiwaraKurths2009, author = {Fujiwara, Naoya and Kurths, J{\"u}rgen}, title = {Spectral universality of phase synchronization in non-identical oscillator networks}, issn = {1434-6028}, doi = {10.1140/epjb/e2009-00078-6}, year = {2009}, abstract = {We employ a spectral decomposition method to analyze synchronization of a non-identical oscillator network. We study the case that a small parameter mismatch of oscillators is characterized by one parameter and phase synchronization is observed. We derive a linearized equation for each eigenmode of the coupling matrix. The parameter mismatch is reflected on inhomogeneous term in the linearized equation. We find that the oscillation of each mode is essentially characterized only by the eigenvalue of the coupling matrix with a suitable normalization. We refer to this property as spectral universality, because it is observed irrespective of network topology. Numerical results in various network topologies show good agreement with those based on linearized equation. This universality is also observed in a system driven by additive independent Gaussian noise.}, language = {en} }