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The method of twin surrogates has been introduced to test for phase synchronization of complex systems in the case of passive experiments. In this paper we derive new analytical expressions for the number of twins depending on the size of the neighborhood, as well as on the length of the trajectory. This allows us to determine the optimal parameters for the generation of twin surrogates. Furthermore, we determine the quality of the twin surrogates with respect to several linear and nonlinear statistics depending on the parameters of the method. In the second part of the paper we perform a hypothesis test for phase synchronization in the case of experimental data from fixational eye movements. These miniature eye movements have been shown to play a central role in neural information processing underlying the perception of static visual scenes. The high number of data sets (21 subjects and 30 trials per person) allows us to compare the generated twin surrogates with the "natural" surrogates that correspond to the different trials. We show that the generated twin surrogates reproduce very well all linear and nonlinear characteristics of the underlying experimental system. The synchronization analysis of fixational eye movements by means of twin surrogates reveals that the synchronization between the left and right eye is significant, indicating that either the centers in the brain stem generating fixational eye movements are closely linked, or, alternatively that there is only one center controlling both eyes.
The investigation of foetal reaction to internal and external conditions and stimuli is an important tool in the characterization of the developing neural integration of the foetus. An interesting example of this is the study of the interrelationship between the foetal and the maternal heart rate. Recent studies have shown a certain likelihood of occasional heart rate synchronization between mother and foetus. In the case of respiratory-induced heart rate changes, the comparison with maternal surrogates suggests that the evidence for detected synchronization is largely statistical and does not result from physiological interaction. Rather, they simply reflect a stochastic, temporary stability of two independent oscillators with time-variant frequencies. We reanalysed three datasets from that study for a more local consideration. Epochs of assumed synchronization associated with short-term regulation of the foetal heart rate were selected and compared with synchronization resulting from white noise instead of the foetal signal. Using data-driven modelling analysis, it was possible to identify the consistent influence of the heartbeat duration of maternal beats preceding the foetal beats during epochs of synchronization. These maternal beats occurred approximately one maternal respiratory cycle prior to the affected foetal beat. A similar effect could not be found in the epochs without synchronization. Simulations based on the fitted models led to a higher likelihood of synchronization in the data segments with assumed foetal-maternal interaction than in the segment without such assumed interaction. We conclude that the data-driven model-based analysis can be a useful tool for the identification of synchronization.
The analysis of baroreflex sensitivity (BRS) and heart rate variability (HRV) leads to additional insights into patients' prognosis after cardiovascular events. The following study was performed to assess the differences in the post-operative recovery of autonomic regulation after mitral valve (MV) and aortic valve (AV) surgery with a heart lung machine. Among the 43 consecutive male patients enrolled in a prospective study, 26 underwent isolated AV surgery and 17 isolated MV surgery. Blood pressure as well as ECG signals were recorded the day before, 24 hours after and one week after surgery. BRS was calculated according to the dual sequence method, and HRV was calculated using standard linear as well as nonlinear parameters. There were no major differences between the two groups in the pre-operative values. At 24 hours a comparable depression of HRV and BRS in both groups was observed, while at 7 days there was partial recovery in AV patients, which was absent in MV patients: p(AV versus MV) < 0.001. While the response of the autonomic system to surgery is similar in AV and MV patients, there is obviously a decreased ability to recover in MV patients, probably attributed to traumatic lesions of the autonomic nervous system by opening the atria. Ongoing research is required for further clarification of the pathophysiology of this phenomenon and to establish strategies to restore autonomic function.
We show a scenario of a two-frequeney torus breakdown, in which a global bifurcation occurs due to the collision of a quasi-periodic torus T-2 with saddle points, creating a heteroclinic saddle connection. We analyze the geometry of this torus-saddle collision by showing the local dynamics and the invariant manifolds (global dynamics) of the saddle points. Moreover, we present detailed evidences of a heteroclinic saddle-focus orbit responsible for the type- if intermittency induced by this global bifurcation. We also characterize this transition to chaos by measuring the Lyapunov exponents and the scaling laws.
Analysis of blood pressure dynamics in male and female rats using the continuous wavelet transform
(2009)
We study gender-related particularities in cardiovascular responses to stress and nitric oxide (NO) deficiency in rats using HR, mean arterial pressure (MAP) and a proposed wavelet-based approach. Blood pressure dynamics is analyzed: (1) under control conditions, (2) during immobilization stress and recovery and (3) during nitric oxide blockade by N-G-nitro-L-arginine-methyl ester (L-NAME). We show that cardiovascular sensitivity to stress and NO deficiency depends upon gender. Actually, in females the chronotropic effect of stress is more pronounced, while the pressor effect is weakened compared with males. We conclude that females demonstrate more favorable patterns of cardiovascular responses to stress and more effective NO control of cardiovascular activity than males.
Three-dimensional quantification of structures in trabecular bone using measures of complexity
(2009)
The study of pathological changes of bone is an important task in diagnostic procedures of patients with metabolic bone diseases such as osteoporosis as well as in monitoring the health state of astronauts during long-term space flights. The recent availability of high-resolution three-dimensional (3D) imaging of bone challenges the development of data analysis techniques able to assess changes of the 3D microarchitecture of trabecular bone. We introduce an approach based on spatial geometrical properties and define structural measures of complexity for 3D image analysis. These measures evaluate different aspects of organization and complexity of 3D structures, such as complexity of its surface or shape variability. We apply these measures to 3D data acquired by high-resolution microcomputed tomography (mu CT) from human proximal tibiae and lumbar vertebrae at different stages of osteoporotic bone loss. The outcome is compared to the results of conventional static histomorphometry and exhibits clear relationships between the analyzed geometrical features of trabecular bone and loss of bone density, but also indicate that the measures reveal additional information about the structural composition of bone, which were not revealed by the static histomorphometry. Finally, we have studied the dependency of the developed measures of complexity on the spatial resolution of the mu CT data sets.
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.
We present conditions for the local and global synchronizations in coupled-map networks using the matrix measure approach. In contrast to many existing synchronization conditions, the proposed synchronization criteria do not depend on the solution of the synchronous state and give less limitation on the network connections. Numerical simulations of the coupled quadratic maps demonstrate the potentials of our main results.
Detuning-dependent dominance of oscillation death in globally coupled synthetic genetic oscillators
(2009)
We study dynamical regimes of globally coupled genetic relaxation oscillators in the presence of small detuning. Using bifurcation analysis, we find that under strong coupling via the slow variable, the detuning can eliminate standard oscillatory solutions in a large region of the parameter space, providing the dominance of oscillation death. This result is substantially different from previous results on oscillation quenching, where for homogeneous populations, the coexistence of oscillation death and limit cycle oscillations is always present. We propose further that this effect of detuning-dependent dominance could be a powerful regulator of genetic network's dynamics.
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.
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.
Complex networks in climate dynamics : comparing linear and nonlinear network construction methods
(2009)
Complex network theory provides a powerful framework to statistically investigate the topology of local and non- local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same global climatological data set using the linear Pearson correlation coefficient or the nonlinear mutual information as a measure of dynamical similarity between regions, are compared systematically on local, mesoscopic and global topological scales. A high degree of similarity is observed on the local and mesoscopic topological scales for surface air temperature fields taken from AOGCM and reanalysis data sets. We find larger differences on the global scale, particularly in the betweenness centrality field. The global scale view on climate networks obtained using mutual information offers promising new perspectives for detecting network structures based on nonlinear physical processes in the climate system.
Current reversal is an intriguing phenomenon that has been central to recent experimental and theoretical investigations of transport based on ratchet mechanism. By considering a system of two interacting ratchets, we demonstrate how the coupling can be used to control the reversals. In particular, we find that current reversal that exists in a single driven ratchet system can ultimately be eliminated with the presence of a second ratchet. For specific coupling strengths a current-reversal free regime has been detected. Furthermore, in the fully synchronized state characterized by the coupling threshold k(th), a specific driving amplitude a(opt) is found for which the transport is optimum.
We report the identification of global phase synchronization (GPS) in a linear array of unidirectionally coupled Mackey-Glass time-delay systems exhibiting highly non-phase-coherent chaotic attractors with complex topological structure. In particular, we show that the dynamical organization of all the coupled time-delay systems in the array to form GPS is achieved by sequential synchronization as a function of the coupling strength. Further, the asynchronous ones in the array with respect to the main sequentially synchronized cluster organize themselves to form clusters before they achieve synchronization with the main cluster. We have confirmed these results by estimating instantaneous phases including phase difference, average phase, average frequency, frequency ratio, and their differences from suitably transformed phase coherent attractors after using a nonlinear transformation of the original non-phase-coherent attractors. The results are further corroborated using two other independent approaches based on recurrence analysis and the concept of localized sets from the original non-phase-coherent attractors directly without explicitly introducing the measure of phase.
Stochastic bifurcations and coherencelike resonance in a self-sustained bistable noisy oscillator
(2010)
We investigate the influence of additive Gaussian white noise on two different bistable self-sustained oscillators: Duffing-Van der Pol oscillator with hard excitation and a model of a synthetic genetic oscillator. In the deterministic case, both oscillators are characterized with a coexistence of a stable limit cycle and a stable equilibrium state. We find that under the influence of noise, their dynamics can be well characterized through the concept of stochastic bifurcation, consisting in a qualitative change of the stationary amplitude distribution. For the Duffing-Van der Pol oscillator analytical results, obtained for a quasiharmonic approach, are compared with the result of direct computer simulations. In particular, we show that the dynamics is different for isochronous and anisochronous systems. Moreover, we find that the increase of noise intensity in the isochronous regime leads to a narrowing of the spectral line. This effect is similar to coherence resonance. However, in the case of anisochronous systems, this effect breaks down and a new phenomenon, anisochronous-based stochastic bifurcation occurs.
Interacting human activities underlie the patterns of many social, technological, and economic phenomena. Here we present clear empirical evidence from Short Message correspondence that observed human actions are the result of the interplay of three basic ingredients: Poisson initiation of tasks and decision making for task execution in individual humans as well as interaction among individuals. This interplay leads to new types of interevent time distribution, neither completely Poisson nor power-law, but a bimodal combination of them. We show that the events can be separated into independent bursts which are generated by frequent mutual interactions in short times following random initiations of communications in longer times by the individuals. We introduce a minimal model of two interacting priority queues incorporating the three basic ingredients which fits well the distributions using the parameters extracted from the empirical data. The model can also embrace a range of realistic social interacting systems such as e-mail and letter communications when taking the time scale of processing into account. Our findings provide insight into various human activities both at the individual and network level. Our analysis and modeling of bimodal activity in human communication from the viewpoint of the interplay between processes of different time scales is likely to shed light on bimodal phenomena in other complex systems, such as interevent times in earthquakes, rainfall, forest fire, and economic systems, etc.
We describe effects of the asymmetry of cycles and non-stationarity in time series on the phase synchronization method which may lead to artifacts. We develop a modified method that overcomes these effects and apply it to study parkinsonian tremor. Our results indicate that there is synchronization between two different hands and provide information about the time delay separating their dynamics. These findings suggest that this method may be useful for detecting and quantifying weak synchronization between two non-stationary signals.
We show many versatile phase synchronous configurations that emerge in an array of coupled chaotic elements due to the presence of a periodic stimulus. Then, we explain the relevance of these configurations to the understanding of how information about such a. stimulus is transmitted from one side to the other in this array. The stimulus actively creates the ways to be transmitted, by making the chaotic elements to phase synchronize
During the last glacial period, climate records from the North Atlantic region exhibit a pronounced spectral component corresponding to a period of about 1470 years, which has attracted much attention. This spectral peak is closely related to the recurrence pattern of Dansgaard-Oeschger (DO) events. In previous studies a red noise random process, more precisely a first-order autoregressive (AR1) process, was used to evaluate the statistical significance of this peak, with a reported significance of more than 99%. Here we use a simple mechanistic two-state model of DO events, which itself was derived from a much more sophisticated ocean-atmosphere model of intermediate complexity, to numerically evaluate the spectral properties of random (i.e., solely noise-driven) events. This way we find that the power spectral density of random DO events differs fundamentally from a simple red noise random process. These results question the applicability of linear spectral analysis for estimating the statistical significance of highly non-linear processes such as DO events. More precisely, to enhance our scientific understanding about the trigger of DO events, we must not consider simple "straw men" as, for example, the AR1 random process, but rather test against realistic alternative descriptions.
In one of the data mining techniques, change-point detection is of importance in evaluating time series measured in real world. For decades this technique has been developed as a nonlinear dynamics. We apply the method for detecting the change points, Singular Spectrum Transformation (SST), to the climate time series. To know where the structures of climate data sets change can reveal a climate background. In this paper we discuss the structures of precipitation data in Kenya and Wrangel Island (Arctic land) by using the SST.
We introduce a modified dynamical optimization coupling scheme to enhance the synchronizability in the scale- free networks as well as to keep uniform and converging intensities during the transition to synchronization. Further, the size of networks that can be synchronizable exceeds by several orders of magnitude the size of unweighted networks.
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.
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.
The radiocarbon record that has been extended from 7199 BC to 1891 AD is of fundamental importance to understand century-scale variations of solar activity. We have, therefore, studied how to extract information from dynamic reconstructions of this observational record. Using some rather unusual methods of nonlinear dynamics, we have found that the data are significantly different from linear colored noise and that there is some evidence of nonlinear behavior. The method of recurrence plots exhibits that the grand minima of solar activity are quite different in their recurrence. Most remarkably, it suggests that the recent epoch seems to be similar to the Medieval maximum.
The application of chaos theory has become popular to understand the nature of various features of solar activity because most of them are far from regular. The usual approach, however, that is basing on finding low- dimensional structures of the underlying processes seems to be successful only in a few exceptional cases, such as in rather coherent phenomena as coronal pulsations. It is important to note that most phenomena in solar radio emission are more complex. We present two kinds of techniques from nonlinear dynamics which can be useful to analyse such phenomena: i] Fragmentation processes observed in solar spike events are studied by means of symbolic dynamics methods. Different measures of complexity calculated from such observations reveal that there is some order in this fragmentation. ii] Bursts are a typical transient phenomenon. To study energization processes causing impulsive microwave bursts, the wavelet analysis is applied. It exhibits structural differences of the pre- and post-impulsive phase in cases where the power spectra of both are not distinct.
In this paper we apply symbolic transformations as a visualisation technique for analysing rhythm production. It is shown that qualitative information can be extracted from the experimental data. This approach may provide new insights into the organisation of temporal order by the brain on different levels of description. A simple phenomenological model for the explanation of the observed phenomena is proposed.
We have discussed some tools from nonlinear dynamics which may help to analyze transient phenomena, such as solar bursts. The structure function known from turbulence theory is an appropriate method to find out some scaling behavior of fluctuations in time. More generally, the wavelet analysis, which is some generalization of the power spectrum, exhibits information on the location as well as the size of hidden characteristic features. Applying both techniques to microwave bursts, we have found some scaling properties that refer to the existence of hierarchic time structures. This is in good accordance with the electric circuit model for describing the flare-particle energization process.
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.
Attractor-repeller collision and eyelet intermittency at the transition to phase synchronization
(1997)
The chaotically driven circle map is considered as the simplest model ofphase synchronization of a chaotic continuous-time oscillator by external periodic force. The phase dynamics is analyzed via phase-locking regions of the periodic cycles embedded in the strange attractor. It is shown that full synchronization, where all the periodic cycles are phase locked, disappears via the attractor-repeller collision. Beyond the transition an intermittent regime with exponentially rare phase slips, resulting from the trajectory's hits on an eyelet, is observed.
We investigate the cognitive control in polyrhythmic hand movements as a model paradigm for bimanual coordination. Using a symbolic coding of the recorded time series, we demonstrate the existence of qualitative transitions induced by experimental manipulation of the tempo. A nonlinear model with delayed feedback control is proposed, which accounts for these dynamical transitions in terms of bifurcations resulting from variation of the external control parameter. Furthermore, it is shown that transitions can also be observed due to fluctuations in the timing control level. We conclude that the complexity of coordinated bimanual movements results from interactions between nonlinear control mechanisms with delayed feedback and stochastic timing components.
Control of noise-induced oscillations of a pendulum with a rondomly vibrating suspension axis
(1997)