@misc{ThielRomanoKurthsetal.2006, author = {Thiel, Marco and Romano, Maria Carmen and Kurths, J{\"u}rgen and Rolfs, Martin and Kliegl, Reinhold}, title = {Generating Surrogates from Recurrences}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-56906}, year = {2006}, abstract = {In this paper we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i. e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be one centre only in the brain that produces the fixational movements in both eyes or a close link between two centres.}, language = {en} } @misc{ThielRomanoKurthsetal.2006, author = {Thiel, Marco and Romano, Maria Carmen and Kurths, J{\"u}rgen and Rolfs, Martin}, title = {Twin Surrogates to Test for Complex Synchronisation}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-57231}, year = {2006}, abstract = {We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i. e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of R¨ossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems.}, language = {en} } @article{ThielRomanoReadetal.2004, author = {Thiel, M. and Romano, Maria Carmen and Read, P. L. and Kurths, J{\"u}rgen}, title = {Estimation of dynamical invariants without embedding by recurrence plots}, issn = {1054-1500}, year = {2004}, abstract = {In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a low numerical cost. We exemplify our results for the Rossler system, the funnel attractor and the Mackey-Glass system. In the last part of the paper we estimate dynamical invariants for data from some fluid dynamical experiments and confirm previous evidence for low dimensional chaos in this experimental system. (C) 2004 American Institute of Physics}, language = {en} } @article{ThielRomanoKurths2004, author = {Thiel, M. and Romano, Maria Carmen and Kurths, J{\"u}rgen}, title = {How much information is contained in a recurrence plot?}, issn = {0375-9601}, year = {2004}, abstract = {Recurrence plots have recently been recognized as a powerful tool for the analysis of data. Not only the visualization of structures of the time series but also the possibility to estimate invariants from them and the possibility to analyze non-stationary data sets are remarkable. However, the question of how much information is encoded in such a two-dimensional and binary representation has not been discussed so far. In this Letter we show that-under some conditions-it is possible to reconstruct an attractor from the recurrence plot, at least topologically. This means that all relevant dynamical information is contained in the plot. (C) 2004 Elsevier B.V. All rights reserved}, language = {en} } @article{ThielRomanoSchwarzetal.2001, author = {Thiel, Marco and Romano, Maria Carmen and Schwarz, Udo and Kurths, J{\"u}rgen and Hasinger, G{\"u}nther and Belloni, Tomaso}, title = {Nonlinear Time series analysis of the X-ray flux of compact objects}, issn = {0004-640x}, year = {2001}, abstract = {We analyse the X-ray light curves of compact objects using linear and nonlinear time series analysis methods. A Power Density Spectrum (PDS) describes the overall second order properties of the observed data well. To look beyond we propose the nonlinear Q-statistic to detect an asymmetry of the time series. This allows us to find relevant time scales. This method even grants a subclassification of the known states of X-ray sources.}, language = {en} } @article{RomanoThielKurthsetal.2006, author = {Romano, Maria Carmen and Thiel, Marco and Kurths, J{\"u}rgen and Rolfs, Martin and Engbert, Ralf and Kliegl, Reinhold}, title = {Synchronization Analysis and Recurrence in Complex Systems}, isbn = {978-3-527-40623-4}, year = {2006}, language = {en} } @article{ThielRomanoKurthsetal.2006, author = {Thiel, Marco and Romano, Maria Carmen and Kurths, J{\"u}rgen and Rolfs, Martin and Kliegl, Reinhold}, title = {Twin surrogates to test for complex synchronisation}, doi = {10.1209/epl/i2006-10147-0}, year = {2006}, abstract = {We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of Rossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems}, language = {en} } @article{ZouThielRomanoetal.2006, author = {Zou, Yong and Thiel, M. and Romano, Maria Carmen and Kurths, J{\"u}rgen and Bi, Q.}, title = {Shrimp structure and associated dynamics in parametrically excited oscillators}, series = {International journal of bifurcation and chaos : in applied sciences and engineering}, volume = {16}, journal = {International journal of bifurcation and chaos : in applied sciences and engineering}, number = {12}, publisher = {World Scientific Publ. Co}, address = {Singapore}, issn = {0218-1274}, doi = {10.1142/S0218127406016987}, pages = {3567 -- 3579}, year = {2006}, abstract = {We investigate the bifurcation structures in a two-dimensional parameter space (PS) of a parametrically excited system with two degrees of freedom both analytically and numerically. By means of the Renyi entropy of second order K-2, which is estimated from recurrence plots, we uncover that regions of chaotic behavior are intermingled with many complex periodic windows, such as shrimp structures in the PS. A detailed numerical analysis shows that, the stable solutions lose stability either via period doubling, or via intermittency when the parameters leave these shrimps in different directions, indicating different bifurcation properties of the boundaries. The shrimps of different sizes offer promising ways to control the dynamics of such a complex system.}, language = {en} } @article{ThielRomanoKurthsetal.2008, author = {Thiel, Marco and Romano, Maria Carmen and Kurths, J{\"u}rgen and Rolfs, Martin and Kliegl, Reinhold}, title = {Generating surrogates from recurrences}, issn = {1364-503X}, year = {2008}, abstract = {In this paper, we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be only one centre in the brain that produces the fixational movements in both eyes or a close link between the two centres.}, language = {en} } @article{KurthsRomanoThieletal.2006, author = {Kurths, J{\"u}rgen and Romano, Maria Carmen and Thiel, Marco and Osipov, Grigory V. and Ivanchenko, Mikhail V. and Kiss, Istvan Z. and Hudson, John L.}, title = {Synchronization analysis of coupled noncoherent oscillators}, issn = {0924-090X}, doi = {10.1007/s11071-006-1957-x}, year = {2006}, abstract = {We present two different approaches to detect and quantify phase synchronization in the case of coupled non- phase coherent oscillators. The first one is based on the general idea of curvature of an arbitrary curve. The second one is based on recurrences of the trajectory in phase space. We illustrate both methods in the paradigmatic example of the Rossler system in the funnel regime. We show that the second method is applicable even in the case of noisy data. Furthermore, we extend the second approach to the application of chains of coupled systems, which allows us to detect easily clusters of synchronized oscillators. In order to illustrate the applicability of this approach, we show the results of the algorithm applied to experimental data from a population of 64 electrochemical oscillators}, language = {en} }