TY - JOUR A1 - Agarwal, Ankit A1 - Maheswaran, Rathinasamy A1 - Marwan, Norbert A1 - Caesar, Levke A1 - Kurths, Jürgen T1 - Wavelet-based multiscale similarity measure for complex networks JF - The European physical journal : B, Condensed matter and complex systems N2 - In recent years, complex network analysis facilitated the identification of universal and unexpected patterns in complex climate systems. However, the analysis and representation of a multiscale complex relationship that exists in the global climate system are limited. A logical first step in addressing this issue is to construct multiple networks over different timescales. Therefore, we propose to apply the wavelet multiscale correlation (WMC) similarity measure, which is a combination of two state-of-the-art methods, viz. wavelet and Pearson’s correlation, for investigating multiscale processes through complex networks. Firstly we decompose the data over different timescales using the wavelet approach and subsequently construct a corresponding network by Pearson’s correlation. The proposed approach is illustrated and tested on two synthetics and one real-world example. The first synthetic case study shows the efficacy of the proposed approach to unravel scale-specific connections, which are often undiscovered at a single scale. The second synthetic case study illustrates that by dividing and constructing a separate network for each time window we can detect significant changes in the signal structure. The real-world example investigates the behavior of the global sea surface temperature (SST) network at different timescales. Intriguingly, we notice that spatial dependent structure in SST evolves temporally. Overall, the proposed measure has an immense potential to provide essential insights on understanding and extending complex multivariate process studies at multiple scales. KW - Statistical and Nonlinear Physics Y1 - 2018 U6 - https://doi.org/10.1140/epjb/e2018-90460-6 SN - 1434-6028 SN - 1434-6036 VL - 91 IS - 11 PB - Springer CY - New York ER - TY - JOUR A1 - Zaikin, Alexey A1 - Kurths, Jürgen T1 - Optimal length transportation hypothesis to model proteasome product size distribution JF - Journal of biological physics : emphasizing physical principles in biological research ; an international journal for the formulation and application of mathematical models in the biological sciences N2 - This paper discusses translocation features of the 20S proteasome in order to explain typical proteasome length distributions. We assume that the protein transport depends significantly on the fragment length with some optimal length which is transported most efficiently. By means of a simple one-channel model, we show that this hypothesis can explain both the one- and the three-peak length distributions found in experiments. A possible mechanism of such translocation is provided by so-called fluctuation-driven transport. KW - proteasome KW - protein translocation KW - stochastic process KW - ratchets Y1 - 2006 U6 - https://doi.org/10.1007/s10867-006-9014-z SN - 0092-0606 VL - 32 IS - 3-4 SP - 231 EP - 243 PB - Springer CY - Dordrecht ER - TY - JOUR A1 - Goswami, Bedartha A1 - Boers, Niklas A1 - Rheinwalt, Aljoscha A1 - Marwan, Norbert A1 - Heitzig, Jobst A1 - Breitenbach, Sebastian Franz Martin A1 - Kurths, Jürgen T1 - Abrupt transitions in time series with uncertainties JF - Nature Communications N2 - Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using the community structure of networks representing probabilities of recurrence. Using our approach, we detect transitions in global stock indices related to well-known periods of politico-economic volatility. We further uncover transitions in the El Niño-Southern Oscillation which coincide with periods of phase locking with the Pacific Decadal Oscillation. Finally, we provide for the first time an ‘uncertainty-aware’ framework which validates the hypothesis that ice-rafting events in the North Atlantic during the Holocene were synchronous with a weakened Asian summer monsoon. Y1 - 2018 U6 - https://doi.org/10.1038/s41467-017-02456-6 SN - 2041-1723 VL - 9 PB - Nature Publ. Group CY - London ER - TY - JOUR A1 - Thiel, Marco A1 - Romano, Maria Carmen A1 - Kurths, Jürgen A1 - Rolfs, Martin A1 - Kliegl, Reinhold T1 - Generating surrogates from recurrences N2 - 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. Y1 - 2008 UR - http://rsta.royalsocietypublishing.org/ SN - 1364-503X ER - TY - JOUR A1 - Wu, Ye A1 - Zhou, Changsong A1 - Chen, Maoyin A1 - Xiao, Jinghua A1 - Kurths, Jürgen T1 - Human comment dynamics in on-line social systems N2 - Human comment is studied using data from 'tianya' which is one of the most popular on-line social systems in China. We found that the time interval between two consecutive comments on the same topic, called inter-event time, follows a power-law distribution. This result shows that there is no characteristic decay time on a topic. It allows for very long periods without comments that separate bursts of intensive comments. Furthermore, the frequency of a different ID commenting on a topic also follows a power-law distribution. It indicates that there are some "hubs" in the topic who lead the direction of the public opinion. Based on the personal comments habit, a model is introduced to explain these phenomena. The numerical simulations of the model fit well with the empirical results. Our findings are helpful for discovering regular patterns of human behavior in on-line society and the evolution of the public opinion on the virtual as well as real society. Y1 - 2010 UR - http://www.sciencedirect.com/science/journal/03784371 U6 - https://doi.org/10.1016/j.physa.2010.08.049 SN - 0378-4371 ER - TY - JOUR A1 - Winterhalder, Matthias A1 - Schelter, B A1 - Kurths, Jürgen A1 - Schulze-Borthage, A A1 - Timmer, Jens T1 - Sensitivity and specificity of coherence and phase synchronization analysis N2 - In this Letter, we show that coherence and phase synchronization analysis are sensitive but not specific in detecting the correct class of underlying dynamics. We propose procedures to increase specificity and demonstrate the power of the approach by application to paradigmatic dynamic model systems. (c) 2006 Elsevier B.V. All rights reserved Y1 - 2006 UR - http://www.sciencedirect.com/science/article/pii/S0375960106004002 ( 11.07.2011] U6 - https://doi.org/10.1016/j.physleta.2006.03.018 ER - TY - JOUR A1 - Dana, Syamal Kumar A1 - Blasius, Bernd A1 - Kurths, Jürgen T1 - Experimental evidence of anomalous phase synchronization in two diffusively coupled Chua oscillators N2 - We study the transition to phase synchronization in two diffusively coupled, nonidentical Chua oscillators. In the experiments, depending on the used parameterization, we observe several distinct routes to phase synchronization, including states of either in-phase, out-of-phase, or antiphase synchronization, which may be intersected by an intermediate desynchronization regime with large fluctuations of the frequency difference. Furthermore, we report the first experimental evidence of an anomalous transition to phase synchronization, which is characterized by an initial enlargement of the natural frequency difference with coupling strength. This results in a maximal frequency disorder at intermediate coupling levels, whereas usual phase synchronization via monotonic decrease in frequency difference sets in only for larger coupling values. All experimental results are supported by numerical simulations of two coupled Chua models Y1 - 2006 UR - http://ojps.aip.org/chaos/ U6 - https://doi.org/10.1063/1.2197168 SN - 1054-1500 ER - TY - JOUR A1 - Vasconcelos, D. B. A1 - Lopes, S. R. A1 - Viana, R. L. A1 - Kurths, Jürgen T1 - Spatial recurrence plots N2 - We propose an extension of the recurrence plot concept to perform quantitative analyzes of roughness and disorder of spatial patterns at a fixed time. We introduce spatial recurrence plots (SRPs) as a graphical representation of the pointwise correlation matrix, in terms of a two-dimensional spatial return plot. This technique is applied to the study of complex patterns generated by coupled map lattices, which are characterized by measures of complexity based on SRPs. We show that the complexity measures we propose for SRPs provide a systematic way of investigating the distribution of spatially coherent structures, such as synchronization domains, in lattice profiles. This approach has potential for many more applications, e.g., in surface roughness analyzes Y1 - 2006 UR - http://pre.aps.org/pdf/PRE/v73/i5/e056207 U6 - https://doi.org/10.1103/Physreve.73.056207 ER - TY - JOUR A1 - Baptista, Murilo da Silva A1 - Pereira, Tiago A1 - Kurths, Jürgen T1 - Upper bounds in phase synchronous weak coherent chaotic attractors N2 - An approach is presented for coupled chaotic systems with weak coherent motion, from which we estimate the upper bound value for the absolute phase difference in phase synchronous states. This approach shows that synchronicity in phase implies synchronicity in the time of events, a characteristic explored to derive an equation to detect phase synchronization, based on the absolute difference between the time of these events. We demonstrate the potential use of this approach for the phase coherent and the funnel attractor of the Rossler system, as well as for the spiking/bursting Rulkov map. Y1 - 2006 UR - http://www.sciencedirect.com/science/journal/01672789 U6 - https://doi.org/10.1016/j.physd.2006.02.007 SN - 0167-2789 ER - TY - JOUR A1 - Baptista, Murilo da Silva A1 - Pereira, Tiago A1 - Sartorelli, J. C. A1 - Caldas, Ibere Luiz A1 - Kurths, Jürgen T1 - Non-transitive maps in phase synchronization N2 - Concepts from Ergodic Theory are used to describe the existence of special non-transitive maps in attractors of phase synchronous chaotic oscillators. In particular, it is shown that, for a class of phase-coherent oscillators, these special maps imply phase synchronization. We illustrate these ideas in the sinusoidally forced Chua's circuit and two coupled Rossler oscillators. Furthermore, these results are extended to other coupled chaotic systems. In addition, a phase for a chaotic attractor is defined from the tangent vector of the flow. Finally, it is discussed how these maps can be used for the real-time detection of phase synchronization in experimental systems. (c) 2005 Elsevier B.V. All rights reserved Y1 - 2005 ER - TY - JOUR A1 - Kitajima, H. A1 - Kurths, Jürgen T1 - Synchronized firing of FitzHugh-Nagumo neurons by noise N2 - We investigate the influence of noise on synchronization between the spiking activities of neurons with external impulsive forces. We first analyze the dependence of the synchronized firing on the amplitude and the angular frequency of the impulsive force in the noise-free system. Three cases (regular spiking, traveling wave, and chaotic spiking) with low synchronized firing are chosen to study effects due to noise. In each case we find that small noise can be a promoter of synchronization phenomena in neural activities, by choosing an appropriate noise intensity acting on some of the neurons. (C) 2005 American Institute of Physics Y1 - 2005 SN - 1054-1500 ER - TY - JOUR A1 - Beim Graben, Peter A1 - Frisch, Stefan A1 - Fink, A. A1 - Saddy, Douglas A1 - Kurths, Jürgen T1 - Topographic voltage and coherence mapping of brain potentials by means of the symbolic resonance analysis N2 - We apply the recently developed symbolic resonance analysis to electroencephalographic measurements of event- related brain potentials (ERPs) in a language processing experiment by using a three-symbol static encoding with varying thresholds for analyzing the ERP epochs, followed by a spin-flip transformation as a nonlinear filter. We compute an estimator of the signal-to-noise ratio (SNR) for the symbolic dynamics measuring the coherence of threshold-crossing events. Hence, we utilize the inherent noise of the EEG for sweeping the underlying ERP components beyond the encoding thresholds. Plotting the SNR computed within the time window of a particular ERP component (the N400) against the encoding thresholds, we find different resonance curves for the experimental conditions. The maximal differences of the SNR lead to the estimation of optimal encoding thresholds. We show that topographic brain maps of the optimal threshold voltages and of their associated coherence differences are able to dissociate the underlying physiological processes, while corresponding maps gained from the customary voltage averaging technique are unable to do so Y1 - 2005 SN - 1539-3755 ER - TY - JOUR A1 - Meinecke, Frank C. A1 - Ziehe, Andreas A1 - Kurths, Jürgen A1 - Müller, Klaus-Robert T1 - Measuring phase synchronization of superimposed signals N2 - Phase synchronization is an important phenomenon that occurs in a wide variety of complex oscillatory processes. Measuring phase synchronization can therefore help to gain fundamental insight into nature. In this Letter we point out that synchronization analysis techniques can detect spurious synchronization, if they are fed with a superposition of signals such as in electroencephalography or magnetoencephalography data. We show how techniques from blind source separation can help to nevertheless measure the true synchronization and avoid such pitfalls Y1 - 2005 SN - 0031-9007 ER - TY - JOUR A1 - Surovyatkina, E. D. A1 - Kravtsov, Y. A. A1 - Kurths, Jürgen T1 - Fluctuation growth and saturation in nonlinear oscillators on the threshold of bifurcation of spontaneous symmetry breaking N2 - We study prebifurcation fluctuation amplification in nonlinear oscillators subject to bifurcations of spontaneous symmetry breaking which are manifest in the doubling of stable equilibrium states. Our theoretical estimates of both the linear growth and the nonlinear saturation of the fluctuations are in good agreement with our results from numerical simulations. We show that in the saturation mode, the fluctuation variance is proportional to the standard deviation of the external noise, whereas in the linear mode, the fluctuation variance is proportional to the noise variance. It is demonstrated that the phenomenon of prebifurcation noise amplification is more pronounced in the case of a slow transition through the bifurcation point. The amplification of fluctuations in this case makes it easier to form a symmetric probability of the final equilibrium states. In contrast, for a fast transition through the bifurcation point, the effect of amplification is much less pronounced. Under backward and forward passages through the bifurcation point, a loop of noise-dependent hysteresis emerges here. We find that for a fast transition of the nonlinear oscillator through the bifurcation point, the probability symmetry of the final equilibrium states is destroyed Y1 - 2005 SN - 1539-3755 ER - TY - JOUR A1 - Shabunin, A. A1 - Astakhov, Vladimir V. A1 - Kurths, Jürgen T1 - Quantitative analysis of chaotic synchronization by means of coherence N2 - We use an index of chaotic synchronization based on the averaged coherence function for the quantitative analysis of the process of the complete synchronization loss in unidirectionally coupled oscillators and maps. We demonstrate that this value manifests different stages of the synchronization breaking. It is invariant to time delay and insensitive to small noise and distortions, which can influence the accessible signals at measurements. Peculiarities of the synchronization destruction in maps and oscillators are investigated Y1 - 2005 SN - 1539-3755 ER - TY - JOUR A1 - Saparin, P. I. A1 - Thomsen, J. S. A1 - Prohaska, Steffen A1 - Zaikin, Alexei A1 - Kurths, Jürgen A1 - Hege, H. C. A1 - Gowin, W. T1 - Quantification of spatial structure of human proximal tibial bone biopsies using 3D measures of complexity N2 - Changes in trabecular bone composition during development of osteoporosis are used as a model for bone loss in microgravity conditions during a space flight. Symbolic dynamics and measures of complexity are proposed and applied to assess quantitatively the structural composition of bone tissue from 3D data sets of human tibia bone biopsies acquired by a micro-CT scanner. In order to justify the newly proposed approach, the measures of complexity of the bone architecture were compared with the results of traditional 2D bone histomorphometry. The proposed technique is able to quantify the structural loss of the bone tissue and may help to diagnose and to monitor changes in bone structure of patients on Earth as well as of the space-flying personnel. © 2005 Elsevier Ltd. All rights reserved Y1 - 2005 SN - 0094-5765 ER - TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen T1 - The unscented Kalman filter : a powerful tool for data analysis Y1 - 2004 ER - TY - JOUR A1 - Orgis, Thomas A1 - Brand, Sascha A1 - Schwarz, Udo A1 - Handorf, Dörthe A1 - Dethloff, Klaus A1 - Kurths, Jürgen T1 - Influence of interactive stratospheric chemistry on large-scale air mass exchange in a global circulation model N2 - A new globally uniform Lagrangian transport scheme for large ensembles of passive tracer particles is presented and applied to wind data from a coupled atmosphere-ocean climate model that includes interactive dynamical feedback with stratospheric chemistry. This feedback from the chemistry is found to enhance large-scale meridional air mass exchange in the northern winter stratosphere as well as intrusion of stratospheric air into the troposphere, where both effects are due to a weakened polar vortex. Y1 - 2009 UR - http://www.springerlink.com/content/1951-6355 U6 - https://doi.org/10.1140/epjst/e2009-01105-8 SN - 1951-6355 ER - TY - JOUR A1 - Raab, Corinna A1 - Wessel, Niels A1 - Schirdewan, Alexander A1 - Kurths, Jürgen T1 - Large-scale dimension densities for heart rate variability analysis N2 - In this work, we reanalyze the heart rate variability (HRV) data from the 2002 Computers in Cardiology (CiC) Challenge using the concept of large-scale dimension densities and additionally apply this technique to data of healthy persons and of patients with cardiac diseases. The large-scale dimension density (LASDID) is estimated from the time series using a normalized Grassberger-Procaccia algorithm, which leads to a suitable correction of systematic errors produced by boundary effects in the rather large scales of a system. This way, it is possible to analyze rather short, nonstationary, and unfiltered data, such as HRV. Moreover, this method allows us to analyze short parts of the data and to look for differences between day and night. The circadian changes in the dimension density enable us to distinguish almost completely between real data and computer-generated data from the CiC 2002 challenge using only one parameter. In the second part we analyzed the data of 15 patients with atrial fibrillation (AF), 15 patients with congestive heart failure (CHF), 15 elderly healthy subjects (EH), as well as 18 young and healthy persons (YH). With our method we are able to separate completely the AF (rho(mu)(ls)=0.97 +/- 0.02) group from the others and, especially during daytime, the CHF patients show significant differences from the young and elderly healthy volunteers (CHF, 0.65 +/- 0.13; EH, 0.54 +/- 0.05; YH, 0.57 +/- 0.05; p < 0.05 for both comparisons). Moreover, for the CHF patients we find no circadian changes in rho(mu)(ls) (day, 0.65 +/- 0.13; night, 0.66 +/- 0.12; n.s.) in contrast to healthy controls (day, 0.54 +/- 0.05; night, 0.61 +/- 0.05; p=0.002). Correlation analysis showed no statistical significant relation between standard HRV and circadian LASDID, demonstrating a possibly independent application of our method for clinical risk stratification Y1 - 2006 UR - http://pre.aps.org/ U6 - https://doi.org/10.1103/Physreve.73.041907 SN - 1539-3755 ER - TY - JOUR A1 - Anishchenko, Vadim S. A1 - Nikolaev, S A1 - Kurths, Jürgen T1 - Winding number locking on a two-dimensional torus : synchronization of quasiperiodic motions N2 - We propose a new autonomous dynamical system of dimension N=4 that demonstrates the regime of stable two- frequency motions and period-doubling bifurcations of a two-dimensional torus. It is shown that the period-doubling bifurcation of the two-dimensional torus is not followed by the resonance phenomenon, and the two-dimensional ergodic torus undergoes a period-doubling bifurcation. The interaction of two generators is also analyzed. The phenomenon of external and mutual synchronization of two-frequency oscillations is observed, for which winding number locking on a two- dimensional torus takes place Y1 - 2006 UR - http://pre.aps.org/ U6 - https://doi.org/10.1103/Physreve.73.056202 SN - 1539-3755 ER - TY - JOUR A1 - Boccaletti, Stefano A1 - Hwang, Dong-Uk A1 - Chavez, Mario A1 - Amann, Andreas A1 - Kurths, Jürgen A1 - Pecora, Louis M. T1 - Synchronization in dynamical networks : evolution along commutative graphs N2 - Starting from an initial wiring of connections, we show that the synchronizability of a network can be significantly improved by evolving the graph along a time dependent connectivity matrix. We consider the case of connectivity matrices that commute at all times, and compare several approaches to engineer the corresponding commutative graphs. In particular, we show that synchronization in a dynamical network can be achieved even in the case in which each individual commutative graphs does not give rise to synchronized behavior Y1 - 2006 UR - http://pre.aps.org/ U6 - https://doi.org/10.1103/Physreve.74.016102 SN - 1539-3755 ER - TY - JOUR A1 - Thiel, Marco A1 - Romano, Maria Carmen A1 - Kurths, Jürgen T1 - Spurious structures in recurrence plots induced by embedding N2 - In this paper we show that delay embedding produces spurious structures in a recurrence plot (RP) that are not present in the real attractor. We analyze typical sets of simulated data, such as white noise and data from the chaotic Rossler system to show the relevance of this effect. In the second part of the paper we show that the second order Renyi entropy and the correlation dimension are dynamical invariants that can be estimated from Recurrence Plots with arbitrary embedding dimension and delay Y1 - 2006 U6 - https://doi.org/10.1007/s11071-006-2010-9 ER - TY - JOUR A1 - Li, Changpin A1 - Sun, Weigang A1 - Kurths, Jürgen T1 - Synchronization of complex dynamical networks with time delays N2 - In the present paper, two kinds of dynamical complex networks are considered. The first is that elements of every node have different time delays but all nodes in Such networks have the same time-delay vector. The second is that different nodes have different time-delay vectors, and the elements of each node also have different time delays. Corresponding synchronization theorems are established. Numerical examples show the efficiency of the derived theorems. Y1 - 2006 UR - http://www.sciencedirect.com/science/journal/03784371 U6 - https://doi.org/10.1016/j.physa.2005.07.007 SN - 0378-4371 ER - TY - JOUR A1 - Schmidt, G. A1 - Zamora-Lopez, Gorka A1 - Kurths, Jürgen T1 - Simulation of large scale cortical networks by individual neuron dynamics N2 - Understanding the functional dynamics of the mammalian brain is one of the central aims of modern neuroscience. Mathematical modeling and computational simulations of neural networks can help in this quest. In recent publications, a multilevel model has been presented to simulate the resting-state dynamics of the cortico-cortical connectivity of the mammalian brain. In the present work we investigate how much of the dynamical behavior of the multilevel model can be reproduced by a strongly simplified model. We find that replacing each cortical area by a single Rulkov map recreates the patterns of dynamical correlation of the multilevel model, while the outcome of other models and setups mainly depends on the local network properties, e. g. the input degree of each vertex. In general, we find that a simple simulation whose dynamics depends on the global topology of the whole network is far from trivial. A systematic analysis of different dynamical models and coupling setups is required. Y1 - 2010 U6 - https://doi.org/10.1142/S0218127410026149 SN - 0218-1274 ER - TY - JOUR A1 - Baptista, Murilo da Silva A1 - Kurths, Jürgen T1 - Chaotic channel N2 - This work combines the theory of chaotic synchronization with the theory of information in order to introduce the chaotic channel, an active medium formed by connected chaotic systems. This subset of a large chaotic net represents the path along which information flows. We show that the possible amount of information exchange between the transmitter, where information enters the net, and the receiver, the destination of the information, is proportional to the level of synchronization between these two special subsystems Y1 - 2005 SN - 1539-3755 ER - TY - JOUR A1 - Feudel, Fred A1 - Witt, Annette A1 - Gellert, Marcus A1 - Kurths, Jürgen A1 - Grebogi, Celso A1 - Sanjuan, Miguel Angel Fernandez T1 - Intersections of stable and unstable manifolds : the skeleton of Lagrangian chaos N2 - We study Hamiltonian chaos generated by the dynamics of passive tracers moving in a two-dimensional fluid flow and describe the complex structure formed in a chaotic layer that separates a vortex region from the shear flow. The stable and unstable manifolds of unstable periodic orbits are computed. It is shown that their intersections in the Poincare map as an invariant set of homoclinic points constitute the backbone of the chaotic layer. Special attention is paid to the finite time properties of the chaotic layer. In particular, finite time Lyapunov exponents are computed and a scaling law of the variance of their distribution is derived. Additionally, the box counting dimension as an effective dimension to characterize the fractal properties of the layer is estimated for different duration times of simulation. Its behavior in the asymptotic time limit is discussed. By computing the Lyapunov exponents and by applying methods of symbolic dynamics, the formation of the layer as a function of the external forcing strength, which in turn represents the perturbation of the originally integrable system, is characterized. In particular, it is shown that the capture of KAM tori by the layer has a remarkable influence on the averaged Lyapunov exponents. (C) 2004 Elsevier Ltd. All rights reserved Y1 - 2005 ER - TY - JOUR A1 - Motter, Adilson E. A1 - Zhou, Changsong A1 - Kurths, Jürgen T1 - Enhancing complex-network synchronization N2 - Heterogeneity in the degree (connectivity) distribution has been shown to suppress synchronization in networks of symmetrically coupled oscillators with uniform coupling strength (unweighted coupling). Here we uncover a condition for enhanced synchronization in weighted networks with asymmetric coupling. We show that, in the optimum regime, synchronizability is solely determined by the average degree and does not depend on the system size and the details of the degree distribution. In scale-free networks, where the average degree may increase with heterogeneity, synchronizability is drastically enhanced and may become positively correlated with heterogeneity, while the overall cost involved in the network coupling is significantly reduced as compared to the case of unwcighted coupling Y1 - 2005 SN - 0295-5075 ER - TY - JOUR A1 - Volkov, E. I. A1 - Ullner, Ekkehard A1 - Kurths, Jürgen T1 - Stochastic multiresonance in the coupled relaxation oscillators N2 - We study the noise-dependent dynamics in a chain of four very stiff excitable oscillators of the FitzHugh- Nagumo type locally coupled by inhibitor diffusion. We could demonstrate frequency- and noise-selective signal acceptance which is based on several noise-supported stochastic attractors that arise owing to slow variable diffusion between identical excitable elements. The attractors have different average periods distinct from that of an isolated oscillator and various phase relations between the elements. We explain the correspondence between the noise-supported stochastic attractors and the observed resonance peaks in the curves for the linear response versus signal frequency. (C) 2005 American Institute of Physics Y1 - 2005 SN - 1054-1500 ER - TY - JOUR A1 - Motter, Adilson E. A1 - Zhou, Changsong A1 - Kurths, Jürgen T1 - Network synchronization, diffusion, and the paradox of heterogeneity N2 - Many complex networks display strong heterogeneity in the degree (connectivity) distribution. Heterogeneity in the degree distribution often reduces the average distance between nodes but, paradoxically, may suppress synchronization in networks of oscillators coupled symmetrically with uniform coupling strength. Here we offer a solution to this apparent paradox. Our analysis is partially based on the identification of a diffusive process underlying the communication between oscillators and reveals a striking relation between this process and the condition for the linear stability of the synchronized states. We show that, for a given degree distribution, the maximum synchronizability is achieved when the network of couplings is weighted and directed and the overall cost involved in the couplings is minimum. This enhanced synchronizability is solely determined by the mean degree and does not depend on the degree distribution and system size. Numerical verification of the main results is provided for representative classes of small-world and scale-free networks Y1 - 2005 SN - 1063-651X ER - TY - JOUR A1 - Maraun, Douglas A1 - Kurths, Jürgen T1 - Epochs of phase coherence between El Nino/Southern Oscillation and Indian monsoon N2 - We present a modern method used in nonlinear time series analysis to investigate the relation of two oscillating systems with respect to their phases, independently of their amplitudes. We study the difference of the phase dynamics between El Nino/Southern Oscillation (ENSO) and the Indian Monsoon on inter-annual time scales. We identify distinct epochs, especially two intervals of phase coherence, 1886 - 1908 and 1964 - 1980, corroborating earlier findings from a new point of view. A significance test shows that the coherence is very unlikely to be the result of stochastic fluctuations. We also detect so far unknown periods of coupling which are invisible to linear methods. These findings suggest that the decreasing correlation during the last decades might be a typical epoch of the ENSO/ Monsoon system having occurred repeatedly. The high time resolution of the method enables us to present an interpretation of how volcanic radiative forcing could cause the coupling Y1 - 2005 SN - 0094-8276 ER - TY - JOUR A1 - Marwan, Norbert A1 - Kurths, Jürgen T1 - Line structures in recurrence plots N2 - Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the phase-space trajectory. This provides us a better understanding of the structures occurring in recurrence plots. The relationship between the time-scales and line structures are of practical importance in cross recurrence plots. Using this relationship within cross recurrence plots, the time-scales of differently sampled or time- transformed measurements can be adjusted. An application to geophysical measurements illustrates the capability of this method for the adjustment of time-scales in different measurements. (C) 2005 Elsevier B.V. All rights reserved Y1 - 2005 SN - 0375-9601 ER - TY - JOUR A1 - Zaikin, Alexei A1 - Kurths, Jürgen A1 - Saparin, Peter A1 - Gowin, W. A1 - Prohaska, Steffen T1 - Modeling bone resorption in 2D CT and 3D mu CT images N2 - We study several algorithms to simulate bone mass loss in two-dimensional and three-dimensional computed tomography bone images. The aim is to extrapolate and predict the bone loss, to provide test objects for newly developed structural measures, and to understand the physical mechanisms behind the bone alteration. Our bone model approach differs from those already reported in the literature by two features. First, we work with original bone images, obtained by computed tomography (CT); second, we use structural measures of complexity to evaluate bone resorption and to compare it with the data provided by CT. This gives us the possibility to test algorithms of bone resorption by comparing their results with experimentally found dependencies of structural measures of complexity, as well as to show efficiency of the complexity measures in the analysis of bone models. For two-dimensional images we suggest two algorithms, a threshold algorithm and a virtual slicing algorithm. The threshold algorithm simulates bone resorption on a boundary between bone and marrow, representing an activity of osteoclasts. The virtual slicing algorithm uses a distribution of the bone material between several virtually created slices to achieve statistically correct results, when the bone-marrow transition is not clearly defined. These algorithms have been tested for original CT 10 mm thick vertebral slices and for simulated 10 mm thick slices constructed from ten I mm thick slices. For three-dimensional data, we suggest a variation of the threshold algorithm and apply it to bone images. The results of modeling have been compared with CT images using structural measures of complexity in two- and three-dimensions. This comparison has confirmed credibility of a virtual slicing modeling algorithm for two-dimensional data and a threshold algorithm for three-dimensional data Y1 - 2005 SN - 0218-1274 ER - TY - JOUR A1 - Viana, R. L. A1 - Grebogi, Celso A1 - Pinto, S. E. D. A1 - Lopes, S. R. A1 - Batista, A. M. A1 - Kurths, Jürgen T1 - Bubbling bifurcation : loss of synchronization and shadowing breakdown in complex systems N2 - Complex dynamical systems with many degrees of freedom may exhibit a wealth of collective phenomena related to high-dimensional chaos. This paper focuses on a lattice of coupled logistic maps to investigate the relationship between the loss of chaos synchronization and the onset of shadowing breakdown via unstable dimension variability in complex systems. In the neighborhood of the critical transition to strongly non-hyperbolic behavior, the system undergoes on-off intermittency with respect to the synchronization manifold. This has been confirmed by numerical diagnostics of synchronization and non-hyperbolic behavior, the latter using the statistical properties of finite-time Lyapunov exponents. (c) 2005 Elsevier B.V. All rights reserved Y1 - 2005 ER - TY - JOUR A1 - Zhou, Changsong A1 - Kurths, Jürgen T1 - Noise-sustained and controlled synchronization of stirred excitable media by external forcing N2 - Most of the previous studies on constructive effects of noise in spatially extended systems have focused on static media, e.g., of the reaction diffusion type. Because many active chemical or biological processes occur in a fluid environment with mixing, we investigate here the interplay among noise, excitability, mixing and external forcing in excitable media advected by a chaotic flow, in a two-dimensional FitzHugh-Nagumo model described by a set of reaction- advection-diffusion equations. In the absence of external forcing, noise may generate sustained coherent oscillations of the media in a range of noise intensities and stirring rates. We find that these noise-sustained oscillations can be synchronized by external periodic signals much smaller than the threshold. Analysis of the locking regions in the parameter space of the signal period, stirring rate and noise intensity reveals that the mechanism underlying the synchronization behaviour is a matching between the time scales of the forcing signal and the noise-sustained oscillations. The results demonstrate that, in the presence of a suitable level of noise, the stirred excitable media act as self-sustained oscillatory systems and become much easier to be entrained by weak external forcing. Our results may be verified in experiments and are useful to understand the synchronization of population dynamics of oceanic ecological systems by annual cycles Y1 - 2005 SN - 1367-2630 ER - TY - JOUR A1 - Wessel, Niels A1 - Konvicka, Jan A1 - Weidermann, Frank A1 - Nestmann, S. A1 - Neugebauer, R. A1 - Schwarz, U. A1 - Wessel, A. A1 - Kurths, Jürgen T1 - Predicting thermal displacements in modular tool systems N2 - 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 Y1 - 2004 SN - 1054-1500 ER - TY - JOUR A1 - Wessel, Niels A1 - Aßmus, Joerg A1 - Weidermann, Frank A1 - Konvicka, Jan A1 - Nestmann, S. A1 - Neugebauer, R. A1 - Schwarz, Udo A1 - Kurths, Jürgen T1 - Modeling thermal displacements in modular tool systems N2 - 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. Y1 - 2004 ER - TY - JOUR A1 - Montbrio, Ernest A1 - Kurths, Jürgen A1 - Blasius, Bernd T1 - Synchronization of two interacting populations of oscillators N2 - We analyze synchronization between two interacting populations of different phase oscillators. For the important case of asymmetric coupling functions, we find a much richer dynamical behavior compared to that of symmetrically coupled populations of identical oscillators. It includes three types of bistabilities, higher order entrainment and the existence of states with unusual stability properties. All possible routes to synchronization of the populations are presented and some stability boundaries are obtained analytically. The impact of these findings for neuroscience is discussed. Y1 - 2004 UR - http://www.agnld.uni-potsdam.de/~bernd/papers/pre3.pdf ER - TY - JOUR A1 - Allefeld, Carsten A1 - Kurths, Jürgen T1 - An approach to multivariate phase synchronization analysis and its application to event-related potentials N2 - A method for the multivariate analysis of statistical phase synchronization phenomena in empirical data is presented. A first statistical approach is complemented by a stochastic dynamic model, to result in a data analysis algorithm which can in a specific sense be shown to be a generic multivariate statistical phase synchronization analysis. The method is applied to EEG data from a psychological experiment, obtaining results which indicate the relevance of this method in the context of cognitive science as well as in other fields Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Voss, Henning U. A1 - Timmer, Jens A1 - Kurths, Jürgen T1 - Modeling and identification of nonlinear systems Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Anishchenko, Vadim S. A1 - Vadivasova, T. E. A1 - Kurths, Jürgen A1 - Okrokvertskhov, G. A. A1 - Strelkova, G. I. T1 - Autocorrelation function and spectral linewidth of spiral chaos in a physical experiment N2 - We present results of physical experiments where we measure the autocorrelation function (ACF) and the spectral linewidth of the basic frequency of a spiral chaotic attractor in a generator with inertial nonlinearity both without and in the presence of external noise. It is shown that the ACF of spiral attractors decays according to an exponential law with a decrement which is defined by the phase diffusion coefficient. It is also established that the evolution of the instantaneous phase can be approximated by a Wiener random process Y1 - 2004 SN - 1063-651X ER - TY - JOUR A1 - Beim Graben, Peter A1 - Saddy, Douglas A1 - Kurths, Jürgen T1 - Untitled Y1 - 2004 ER - TY - JOUR A1 - Lind, P. G. A1 - Titz, Sven Holger A1 - Kuhlbrodt, Till A1 - Corte-Real, J. A. M. A1 - Kurths, Jürgen A1 - Gallas, J. A. C. A1 - Feudel, Ulla T1 - Coupled bistable maps : a tool to study convection parameterization in ocean models N2 - We present a study of ocean convection parameterization based on a novel approach which includes both eddy diffusion and advection and consists of a two-dimensional lattice of bistable maps. This approach retains important features of usual grid models and allows to assess the relative roles of diffusion and advection in the spreading of convective cells. For large diffusion our model exhibits a phase transition from convective patterns to a homogeneous state over the entire lattice. In hysteresis experiments we find staircase behavior depending on stability thresholds of local convection patterns. This nonphysical behavior is suspected to induce spurious abrupt changes in the spreading of convection in ocean models. The final steady state of convective cells depends not only on the magnitude of the advective velocity but also on its direction, implying a possible bias in the development of convective patterns. Such bias points to the need for an appropriate choice of grid geometry in ocean modeling Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Allefeld, Carsten A1 - Kurths, Jürgen T1 - Testing for phase synchronization N2 - We present different tests for phase synchronization which improve the procedures currently used in the literature. This is accomplished by using a two-sample test setup and by utilizing insights and methods from directional statistics and bootstrap theory. The tests differ in the generality of the situation in which they can be applied as well as in their complexity, including computational cost. A modification of the resampling technique of the bootstrap is introduced, making it possible to fully utilize data from time series Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Gamez, A. J. A1 - Zhou, Changsong A1 - Timmermann, A. A1 - Kurths, Jürgen T1 - Nonlinear dimensionality reduction in climate data N2 - Linear methods of dimensionality reduction are useful tools for handling and interpreting high dimensional data. However, the cumulative variance explained by each of the subspaces in which the data space is decomposed may show a slow convergence that makes the selection of a proper minimum number of subspaces for successfully representing the variability of the process ambiguous. The use of nonlinear methods can improve the embedding of multivariate data into lower dimensional manifolds. In this article, a nonlinear method for dimensionality reduction, Isomap, is applied to the sea surface temperature and thermocline data in the tropical Pacific Ocean, where the El Nino-Southern Oscillation (ENSO) phenomenon and the annual cycle phenomena interact. Isomap gives a more accurate description of the manifold dimensionality of the physical system. The knowledge of the minimum number of dimensions is expected to improve the development of low dimensional models for understanding and predicting ENSO Y1 - 2004 SN - 1023-5809 ER - TY - JOUR A1 - Bove, I. A1 - Boccaletti, Stefano A1 - Bragard, Jean A1 - Kurths, Jürgen A1 - Mancini, H. T1 - Frequency entrainment of nonautonomous chaotic oscillators N2 - We give evidence of frequency entrainment of dominant peaks in the chaotic spectra of two coupled chaotic nonautonomous oscillators. At variance with the autonomous case, the phenomenon is here characterized by the vanishing of a previously positive Lyapunov exponent in the spectrum, which takes place for a broad range of the coupling strength parameter. Such a state is studied also for the case of chaotic oscillators with ill-defined phases due to the absence of a unique center of rotation. Different phase synchronization indicators are used to circumvent this difficulty Y1 - 2004 ER - TY - JOUR A1 - Maraun, Douglas A1 - Kurths, Jürgen T1 - Cross wavelet analysis: significance testing and pitfalls N2 - In this paper, we present a detailed evaluation of cross wavelet analysis of bivariate time series. We develop a statistical test for zero wavelet coherency based on Monte Carlo simulations. If at least one of the two processes considered is Gaussian white noise, an approximative formula for the critical value can be utilized. In a second part, typical pitfalls of wavelet cross spectra and wavelet coherency are discussed. The wavelet cross spectrum appears to be not suitable for significance testing the interrelation between two processes. Instead, one should rather apply wavelet coherency. Furthermore we investigate problems due to multiple testing. Based on these results, we show that coherency between ENSO and NAO is an artefact for most of the time from 1900 to 1995. However, during a distinct period from around 1920 to 1940, significant coherency between the two phenomena occurs Y1 - 2004 SN - 1023-5809 ER - TY - JOUR A1 - Romano, Maria Carmen A1 - Thiel, Marco A1 - Kurths, Jürgen A1 - von Bloh, Werner T1 - Multivariate recurrence plots N2 - We propose a new approach to calculate recurrence plots of multivariate time series, based on joint recurrences in phase space. This new method allows to estimate dynamical invariants of the whole system, like the joint Renyi entropy of second order. We use this entropy measure to quantitatively study in detail the phase synchronization of two bidirectionally coupled chaotic systems and identify different types of transitions to chaotic phase synchronization in dependence on the coupling strength and the frequency mismatch. By means of this analysis we find several new phenomena, such a chaos-period-chaos transition to phase synchronization for rather large coupling strengths. (C) 2004 Elsevier B.V. All rights reserved Y1 - 2004 SN - 0375-9601 ER - TY - JOUR A1 - Thiel, M. A1 - Romano, Maria Carmen A1 - Schwarz, Udo A1 - Kurths, Jürgen A1 - Timmer, Jens T1 - Surrogate-based hypothesis test without surrogates N2 - Fourier surrogate data are artificially generated time series, that - based on a resampling scheme - share the linear properties with an observed time series. In this paper we study a statistical surrogate hypothesis test to detect deviations from a linear Gaussian process with respect to asymmetry in time (Q-statistic). We apply this test to a Fourier representable function and obtain a representation of the asymmetry in time of the sample data, a characteristic for nonlinear processes, and the significance in terms of the Fourier coefficients. The main outcome is that we calculate the expected value of the mean and the standard deviation of the asymmetries of the surrogate data analytically and hence, no surrogates have to be generated. To illustrate the results we apply our method to the saw tooth function, the Lorenz system and to measured X-ray data of Cygnus X-1 Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Voss, Henning U. A1 - Timmer, Jens A1 - Kurths, Jürgen T1 - Nonlinear dynamical system identification from uncertain and indirect measurements N2 - We review the problem of estimating parameters and unobserved trajectory components from noisy time series measurements of continuous nonlinear dynamical systems. It is first shown that in parameter estimation techniques that do not take the measurement errors explicitly into account, like regression approaches, noisy measurements can produce inaccurate parameter estimates. Another problem is that for chaotic systems the cost functions that have to be minimized to estimate states and parameters are so complex that common optimization routines may fail. We show that the inclusion of information about the time-continuous nature of the underlying trajectories can improve parameter estimation considerably. Two approaches, which take into account both the errors-in-variables problem and the problem of complex cost functions, are described in detail: shooting approaches and recursive estimation techniques. Both are demonstrated on numerical examples Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Zhou, Changsong A1 - Kurths, Jürgen T1 - Resonant patterns in noisy active media N2 - We investigate noise-controlled resonant response of active media to weak periodic forcing, both in excitable and oscillatory regimes. In the excitable regime, we find that noise-induced irregular wave structures can be reorganized into frequency-locked resonant patterns by weak signals with suitable frequencies. The resonance occurs due to a matching condition between the signal frequency and the noise-induced inherent time scale of the media. m:1 resonant regions similar to the Arnold tongues in frequency locking of self-sustained oscillatory media are observed. In the self-sustained oscillatory regime, noise also controls the oscillation frequency and reshapes significantly the Arnold tongues. The combination of noise and weak signal thus could provide an efficient tool to manipulate active extended systems in experiments Y1 - 2004 SN - 1063-651X ER -