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Aims. Sunspot distribution in the northern and southern solar hemispheres exibit striking synchronous behaviour on the scale of a Schwabe cycle. However, sometimes the bilateral symmetry of the Butterfly diagram relative to the solar equatorial plane breaks down. The investigation of this phenomenon is important to explaining the almost-periodic behaviour of solar cycles. Methods. We use cross-recurrence plots for the study of the time-varying phase asymmetry of the northern and southern hemisphere and compare our results with the latitudinal distribution of the sunspots. Results. We observe a long-term persistence of phase leading in one of the hemispheres, which lasts almost 4 solar cycles and probably corresponds to the Gleissberg cycle. Long-term variations in the hemispheric-leading do not demonstrate clear periodicity but are strongly anti-correlated with the long-term variations in the magnetic equator.

Realistic networks display not only a complex topological structure, but also a heterogeneous distribution of weights in the connection strengths. Here we study synchronization in weighted complex networks and show that the synchronizability of random networks with a large minimum degree is determined by two leading parameters: the mean degree and the heterogeneity of the distribution of node's intensity, where the intensity of a node, defined as the total strength of input connections, is a natural combination of topology and weights. Our results provide a possibility for the control of synchronization in complex networks by the manipulation of a few parameters

Dynamical organization of connection weights is studied in scale-free networks of chaotic oscillators, where the coupling strength of a node from its neighbors develops adaptively according to the local synchronization property between the node and its neighbors. We find that when complete synchronization is achieved, the coupling strength becomes weighted and correlated with the topology due to a hierarchical transition to synchronization in heterogeneous networks. Importantly, such an adaptive process enhances significantly the synchronizability of the networks, which could have meaningful implications in the manipulation of dynamical networks

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

We study synchronization behavior in networks of coupled chaotic oscillators with heterogeneous connection degrees. Our focus is on regimes away from the complete synchronization state, when the coupling is not strong enough, when the oscillators are under the influence of noise or when the oscillators are nonidentical. We have found a hierarchical organization of the synchronization behavior with respect to the collective dynamics of the network. Oscillators with more connections (hubs) are synchronized more closely by the collective dynamics and constitute the dynamical core of the network. The numerical observation of this hierarchical synchronization is supported with an analysis based on a mean field approximation and the master stability function. (C) 2006 American Institute of Physics

Noise-sustained and controlled synchronization of stirred excitable media by external forcing
(2005)

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

Sensory information entering the nervous system follows independent paths of processing such that specific features are individually detected. However, sensory perception, awareness, and cognition emerge from the combination of information. Here we have analyzed the corticocortical network of the cat, looking for the anatomical substrate which permits the simultaneous segregation and integration of information in the brain. We find that cortical communications are mainly governed by three topological factors of the underlying network: (i) a large density of connections, (ii) segregation of cortical areas into clusters, and (iii) the presence of highly connected hubs aiding the multisensory processing and integration. Statistical analysis of the shortest paths reveals that, while information is highly accessible to all cortical areas, the complexity of cortical information processing may arise from the rich and intricate alternative paths in which areas can influence each other.

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.

The dynamical structure of genetic networks determines the occurrence of various biological mechanisms, such as cellular differentiation. However, the question of how cellular diversity evolves in relation to the inherent stochasticity and intercellular communication remains still to be understood. Here, we define a concept of stochastic bifurcations suitable to investigate the dynamical structure of genetic networks, and show that under stochastic influence, the expression of given proteins of interest is defined via the probability distribution of the phase variable, representing one of the genes constituting the system. Moreover, we show that under changing stochastic conditions, the probabilities of expressing certain concentration values are different, leading to different functionality of the cells, and thus to differentiation of the cells in the various types.

Control of noise-induced oscillations of a pendulum with a rondomly vibrating suspension axis
(1997)

We have recently reported the phenomenon of doubly stochastic resonance [Phys. Rev. Lett. 85, 227 (2000)], a synthesis of noise-induced transition and stochastic resonance. The essential feature of this phenomenon is that multiplicative noise induces a bimodality and additive noise causes stochastic resonance behavior in the induced structure. In the present paper we outline possible applications of this effect and design a simple lattice of electronic circuits for the experimental realization of doubly stochastic resonance.

We report on the effect of vibrational resonance in a spatially extended system of coupled noisy oscillators under the action of two periodic forces, a low-frequency one (signal) and a high-frequency one (carrier). Vibrational resonance manifests itself in the fact that for optimally selected values of high-frequency force amplitude, the response of the system to a low-frequency signal is optimal. This phenomenon is a synthesis of two effects, a noise- induced phase transition leading to bistability, and a conventional vibrational resonance, resulting in the optimization of signal processing. Numerical simulations, which demonstrate this effect for an extended system, can be understood by means of a zero-dimensional "effective" model. The behavior of this "effective" model is also confirmed by an experimental realization of an electronic circuit.

Doubly stochastic resonance
(2000)

We report the effect of doubly stochastic resonance which appears in nonlinear extended systems if the influence of noise is twofold: A multiplicative noise induces bimodality of the mean field of the coupled network and an independent additive noise governs the dynamic behavior in response to small periodic driving. For optimally selected values of the additive noise intensity stochastic resonance is observed, which is manifested by a maximal coherence between the dynamics of the mean field and the periodic input. Numerical simulations of the signal-to-noise ratio and theoretical results from an effective two state model are in good quantitative agreement.

We show that external fluctuations are able to induce propagation of harmonic signals through monostable media. This property is based on the phenomenon of doubly stochastic resonance, where the joint action of multiplicative noise and spatial coupling induces bistability in an otherwise monostable extended medium, and additive noise resonantly enhances the response of the system to a harmonic forcing. Under these conditions, propagation of the harmonic signal through the unforced medium i observed for optimal intensities of the two noises. This noise-induced propagation is studied and quantified in a simple model of coupled nonlinear electronic circuits.

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

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.

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.

The response of scale-free networks with community structure to external stimuli is studied. By disturbing some nodes with different strategies, it is shown that the robustness of this kind of network can be enhanced due to the existence of communities in the networks. Some of the response patterns are found to coincide with topological communities. We show that such phenomena also occur in the cat brain network which is an example of a scale-free like network with community structure. Our results provide insights into the relationship between network topology and the functional organization in complex networks from another viewpoint.

The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.

We have used techniques of nonlinear dynamics to compare a special model for the reversals of the Earth's magnetic field with the observational data. Although this model is rather simple, there is no essential difference to the data by means of well-known characteristics, such as correlation function and probability distribution. Applying methods of symbolic dynamics we have found that the considered model is not able to describe the dynamical properties of the observed process. These significant differences are expressed by algorithmic complexity and Renyi information.

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

Ventricular tachycardia or fibrillation (VT-VF) as fatal cardiac arrhythmias are the main factors triggering sudden cardiac death. The objective of this study is to find early signs of sustained VT-VF in patients with an implanted cardioverter-defibrillator (ICD). These devices are able to safeguard patients by returning their hearts to a normal rhythm via strong defibrillatory shocks; additionally, they store the 1000 beat-to-beat intervals immediately before the onset of a life-threatening arrhythmia. We study these 1000 beat-to-beat intervals of 17 chronic heart failure ICD patients before the onset of a life-threatening arrhythmia and at a control time, i.e., without a VT-VF event. To characterize these rather short data sets, we calculate heart rate variability parameters from the time and frequency domain, from symbolic dynamics as well as the finite-time growth rates. We find that neither the time nor the frequency domain parameters show significant differences between the VT-VF and the control time series. However, two parameters from symbolic dynamics as well as the finite-time growth rates discriminate significantly both groups. These findings could be of importance in algorithms for next generation ICD's to improve the diagnostics and therapy of VT-VF.

The main intention of this contribution is to discuss different nonlinear approaches to heart rate and blood pressure variability analysis for a better understanding of the cardiovascular regulation. We investigate measures of complexity which are based on symbolic dynamics, renormalised entropy and the finite time growth rates. The dual sequence method to estimate the baroreflex sensitivity and the maximal correlation method to estimate the nonlinear coupling between time series are employed for analysing bivariate data. The latter appears to be a suitable method to estimate the strength of the nonlinear coupling and the coupling direction. Heart rate and blood pressure data from clinical pilot studies and from very large clinical studies are analysed. We demonstrate that parameters from nonlinear dynamics are useful for risk stratification after myocardial infarction, for the prediction of life-threatening cardiac events even in short time series, and for modelling the relationship between heart rate and blood pressure regulation. These findings could be of importance for clinical diagnostics, in algorithms for risk stratification, and for therapeutic and preventive tools of next generation implantable cardioverter defibrillators.

Standard time and frequency parameters of heart rate variability (HRV) describe only linear and periodic behaviour, whereas more complex relationships cannot be recognised. A method that may be capable of assessing more complex properties is the non-linear measure of 'renormalised entropy.' A new concept of the method, RE(AR), has been developed, based on a non-linear renormalisation of autoregressive spectral distributions. To test the hypothesis that renormalised entropy may improve the result of high-risk stratification after myocardial infarction, it is applied to a clinical pilot study (41 subjects) and to prospective data of the St George's Hospital post- infarction database (572 patients). The study shows that the new RE(AR) method is more reproducible and more stable in time than a previously introduced method (p<0.001). Moreover, the results of the study confirm the hypothesis that on average, the survivors have negative values of RE(AR) (-0.11+/-0.18), whereas the non-survivors have positive values (0.03+/-0.22, p<0.01). Further, the study shows that the combination of an HRV triangular index and RE(AR) leads to a better prediction of sudden arrhythmic death than standard measurements of HRV. In summary, the new RE(AR) method is an independent measure in HRV analysis that may be suitable for risk stratification in patients after myocardial infarction.

Observational data of natural systems, as measured in medical measurements are typically quite different from those obtained in laboratories. Due to the peculiarities of these data, wellknown characteristics, such as power spectra or fractal dimension, often do not provide a suitable description. To study such data, we present here some measures of complexity, which are basing on symbolic dynamics. Firstly, a motivation for using symbolic dynamics and measures of complexity in data analysis based on the logistic map is given and next, two applications to medical data are shown. We demonstrate that symbolic dynamics is a useful tool for the risk assessment of patients after myocardial infarction as well as for the evaluation of th e architecture of human cancellous bone.

The incidence of cardiovascular diseases increases with the growth of the human population and an aging society, leading to very high expenses in the public health system. Therefore, it is challenging to develop sophisticated methods in order to improve medical diagnostics. The question whether the normal heart rate is chaotic or not is an attempt to elucidate the underlying mechanisms of cardiovascular dynamics and therefore a highly controversial topical challenge. In this contribution we demonstrate that linear and nonlinear parameters allow us to separate completely the data sets of the three groups provided for this controversial topic in nonlinear dynamics. The question whether these time series are chaotic or not cannot be answered satisfactorily without investigating the underlying mechanisms leading to them. We give an example of the dominant influence of respiration on heart beat dynamics, which shows that observed fluctuations can be mostly explained by respiratory modulations of heart rate and blood pressure (coefficient of determination: 96%). Therefore, we recommend reformulating the following initial question: "Is the normal heart rate chaotic?" We rather ask the following: " Is the normal heart rate 'chaotic' due to respiration?"

Ventricular tachycardia or fibrillation (VT) as fatal cardiac arrhythmias are the main factors triggering sudden cardiac death. The objective of this recurrence quantification analysis approach is to find early signs of sustained VT in patients with an implanted cardioverter-defibrillator (ICD). These devices are able to safeguard patients by returning their hearts to a normal rhythm via strong defibrillatory shocks; additionally, they are able to store at least 1000 beat-to-beat intervals immediately before the onset of a life-threatening arrhythmia. We study the

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

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.

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

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.

Reconstruction of nonlinear time delay models from data by the use of optimal transformations
(1997)

Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record.

We study frequency selectivity in noise-induced subthreshold signal processing in a system with many noise- supported stochastic attractors which are created due to slow variable diffusion between identical excitable elements. Such a coupling provides coexisting of several average periods distinct from that of an isolated oscillator and several phase relations between elements. We show that the response of the coupled elements under different noise levels can be significantly enhanced or reduced by forcing some elements in resonance with these new frequencies which correspond to appropriate phase relations

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

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 investigate the relationship between the loss of synchronization and the onset of shadowing breakdown via unstable dimension variability in complex systems. In the neighborhood of the critical transition to strongly nonhyperbolic behavior, the system undergoes on-off intermittency with respect to the synchronization state. There are potentially severe consequences of these facts on the validity of the computer-generated trajectories obtained from dynamical systems whose synchronization manifolds share the same nonhyperbolic properties

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

Spatial recurrence plots
(2006)

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

An approach is presented for the reconstruction of phase synchronization phenomena in a chaotic CO2 laser from experimental data. We analyze this laser system in a regime able to phase synchronize with a weak sinusoidal forcing. Our technique recovers the synchronization diagram of the experimental system from only few measurement data sets, thus allowing the prediction of the regime of phase synchronization as well as nonsynchronization in a broad parameter space of forcing frequency and amplitude without further experiments

We analyze the variability in the x-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the overall second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear and nonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data.

The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.

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.

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.

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.

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

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.

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

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

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

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

We use the concept of phase synchronization for the analysis of noisy nonstationary bivariate data. Phase synchronization is understood in a statistical sense as an existence of preferred values of the phase difference, and two techniques are proposed for a reliable detection of synchronous epochs. These methods are applied to magnetoencephalograms and records of muscle activity of a Parkinsonian patient. We reveal that

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

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.

We study the effects of parametric noise on a lattice network, which is locally modeled by a two-dimensional Rulkov map. We conclude that at some intermediate noise intensity, parametric noise can induce ordered circular patterns, which indicates the appearance of spatiotemporal coherence resonance in the studied lattice. With the observation of coherence-like manner in linear spatial cross-correlation, the coherence phenomena can be analyzed quantitatively.

This paper employs a complex network approach to determine the topology and evolution of the network of extreme precipitation that governs the organization of extreme rainfall before, during, and after the Indian Summer Monsoon (ISM) season. We construct networks of extreme rainfall events during the ISM (June-September), post-monsoon (October-December), and pre-monsoon (March-May) periods from satellite-derived (Tropical Rainfall Measurement Mission, TRMM) and rain-gauge interpolated (Asian Precipitation Highly Resolved Observational Data Integration Towards the Evaluation of Water Resources, APHRODITE) data sets. The structure of the networks is determined by the level of synchronization of extreme rainfall events between different grid cells throughout the Indian subcontinent. Through the analysis of various complex-network metrics, we describe typical repetitive patterns in North Pakistan (NP), the Eastern Ghats (EG), and the Tibetan Plateau (TP). These patterns appear during the pre-monsoon season, evolve during the ISM, and disappear during the post-monsoon season. These are important meteorological features that need further attention and that may be useful in ISM timing and strength prediction.

Biochemical and genetic regulatory systems that involve low concentrations of molecules are inherently noisy. This intrinsic stochasticity, has received considerable interest recently, leading to new insights about the sources and consequences of noise in complex systems of genetic regulation. However, most prior work was devoted to the reduction of fluctuation and the robustness of cellular function with respect to intrinsic noise. Here, we focus on several scenarios in which the inherent molecular fluctuations are not merely a nuisance, but act constructively and bring about qualitative changes in the dynamics of the system. It will be demonstrated that in many typical situations biochemical and genetic regulatory systems may utilize intrinsic noise to their advantage. (C) 2002 Elsevier Ireland Ltd. All rights reserved

Correlations, as observed between the concentrations of metabolites in a biological sample, may be used to gain additional information about the physiological state of a given tissue. in this mini-review, we discuss the integration of these observed correlations into metabolomic networks and their relationships with the underlying biochemical pathways

Synchronization transitions in coupled time-delay electronic circuits with a threshold nonlinearity
(2011)

Experimental observations of typical kinds of synchronization transitions are reported in unidirectionally coupled time-delay electronic circuits with a threshold nonlinearity and two time delays, namely feedback delay tau(1) and coupling delay tau(2). We have observed transitions from anticipatory to lag via complete synchronization and their inverse counterparts with excitatory and inhibitory couplings, respectively, as a function of the coupling delay tau(2). The anticipating and lag times depend on the difference between the feedback and the coupling delays. A single stability condition for all the different types of synchronization is found to be valid as the stability condition is independent of both the delays. Further, the existence of different kinds of synchronizations observed experimentally is corroborated by numerical simulations and from the changes in the Lyapunov exponents of the coupled time-delay systems.

Charged dust grains in circumplanetary environments experience, beyond various deterministic forces, also stochastic perturbations caused, by fluctuations of the magnetic field, the charge of the grains, by chaotic rotation of aspherical grains, etc. Here we investigate the dynamics of a dust population in a circular orbit around a planet which is perturbed by a stochastic planetary magnetic field B', modeled by an isotropically Gaussian white noise. The resulting perturbation equations give rise to a modified diffusion of the inclinations i and eccentricities e. The diffusion coefficient is found to be D proportional to w^2 O /n^2 , where the gyrofrequency, the Kepler frequency, and the synodic frequency are denoted by w , O, and n, respectively. This behavior has been checked against numerical simulations. We have chosen dust grains (1 m in radius) ejected from Jupiter's satellite Europa in circular equatorial orbits around Jupiter and integrated numerically their trajectories over their typical lifetimes (100 years). The particles were exposed to a Gaussian fluctuating magnetic field B' with the same statistical properties as in the analytical treatment. These simulations have confirmed the analytical results. The theoretical studies showed the statistical properties of B' to be of decisive importance. To estimate them, we analyzed the magnetic field data obtained by the Galileo spacecraft magnetometer at Jupiter and found almost Gaussian fluctuations of about 5% of the mean field and exponentially decaying correlations. This results in a diffusion of orbital inclinations and eccentricities of the dust grains of about ten percent over the lifetime of the particles. For smaller dusty motes or for close-in particles (e.g., in Jovian gossamer rings) stochastics might well dominate the dynamics.

Estimation of parameters and unobserved components for nonlinear systems from noisy time series
(2002)

We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data.

Acoustic emission signals generated during high speed cutting of steel are investigated. The data are represen ted in time-folded form. Several methods from linear and nonlinear data analysis based on time- and frequency- domain are applied to the data and reveal signatures of the observed acoustic emission signal. These investiga tions are necessary for modeling the cutting process by means of differential equations.

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

We investigate the characteristics of time-delay systems in the presence of Gaussian noise. We show that the delay time embedded in the time series of time-delay system with constant delay cannot be estimated in the presence noise for appropriate values of noise intensity thereby forbidding any possibility of phase space reconstruction. We also demonstrate the existence of complete synchronization between two independent identical time-delay systems driven by a common noise without explicitly establishing any external coupling between them.

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.

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.