### Refine

#### Has Fulltext

- yes (2) (remove)

#### Document Type

- Doctoral Thesis (2) (remove)

#### Keywords

- Wiederkehrdiagramme (2) (remove)

Recurrence plots, a rather promising tool of data analysis, have been introduced by Eckman et al. in 1987. They visualise recurrences in phase space and give an overview about the system's dynamics. Two features have made the method rather popular. Firstly they are rather simple to compute and secondly they are putatively easy to interpret. However, the straightforward interpretation of recurrence plots for some systems yields rather surprising results. For example indications of low dimensional chaos have been reported for stock marked data, based on recurrence plots. In this work we exploit recurrences or ``naturally occurring analogues'' as they were termed by E. Lorenz, to obtain three key results. One of which is that the most striking structures which are found in recurrence plots are hinged to the correlation entropy and the correlation dimension of the underlying system. Even though an eventual embedding changes the structures in recurrence plots considerably these dynamical invariants can be estimated independently of the special parameters used for the computation. The second key result is that the attractor can be reconstructed from the recurrence plot. This means that it contains all topological information of the system under question in the limit of long time series. The graphical representation of the recurrences can also help to develop new algorithms and exploit specific structures. This feature has helped to obtain the third key result of this study. Based on recurrences to points which have the same ``recurrence structure'', it is possible to generate surrogates of the system which capture all relevant dynamical characteristics, such as entropies, dimensions and characteristic frequencies of the system. These so generated surrogates are shadowed by a trajectory of the system which starts at different initial conditions than the time series in question. They can be used then to test for complex synchronisation.

This work deals with the connection between two basic phenomena in Nonlinear Dynamics: synchronization of chaotic systems and recurrences in phase space. Synchronization takes place when two or more systems adapt (synchronize) some characteristic of their respective motions, due to an interaction between the systems or to a common external forcing. The appearence of synchronized dynamics in chaotic systems is rather universal but not trivial. In some sense, the possibility that two chaotic systems synchronize is counterintuitive: chaotic systems are characterized by the sensitivity ti different initial conditions. Hence, two identical chaotic systems starting at two slightly different initial conditions evolve in a different manner, and after a certain time, they become uncorrelated. Therefore, at a first glance, it does not seem to be plausible that two chaotic systems are able to synchronize. But as we will see later, synchronization of chaotic systems has been demonstrated. On one hand it is important to investigate the conditions under which synchronization of chaotic systems occurs, and on the other hand, to develop tests for the detection of synchronization. In this work, I have concentrated on the second task for the cases of phase synchronization (PS) and generalized synchronization (GS). Several measures have been proposed so far for the detection of PS and GS. However, difficulties arise with the detection of synchronization in systems subjected to rather large amounts of noise and/or instationarities, which are common when analyzing experimental data. The new measures proposed in the course of this thesis are rather robust with respect to these effects. They hence allow to be applied to data, which have evaded synchronization analysis so far. The proposed tests for synchronization in this work are based on the fundamental property of recurrences in phase space.