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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.
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.
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.
Objectives: Scoring sleep visually based on polysomnography is an important but time-consuming element of sleep medicine. Where-as computer software assists human experts in the assignment of sleep stages to polysomnogram epochs, their performance is usually insufficient. This study evaluates the possibility to fully automatize sleep staging considering the reliability of the sleep stages available from human expert sleep scorers. Methods: We obtain features from EEG, ECG and respiratory signals of polysomnograms from ten healthy subjects. Using the sleep stages provided by three human experts, we evaluate the performance of linear discriminant analysis on the entire polysomnogram and:only on epochs where the three experts agree in their-sleep stage scoring. Results: We show that in polysomnogram intervals, to which all three scorers assign the same sleep stage, our algorithm achieves 90% accuracy. This high rate of agreement with the human experts is accomplished with only a small set of three frequency features from the EEG. We increase-the performance to 93% by including ECG and respiration features. In contrast, on intervals of ambiguous sleep stage, the sleep stage classification obtained from our algorithm, agrees with the human consensus scorer in approximately 61%. Conclusions: These findings suggest that machine classification is highly consistent with human sleep staging and that error in the algorithm's assignments is rather a problem of lack of well-defined criteria for human experts to judge certain polysomnogram epochs than an insufficiency of computational procedures
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.
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.
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.
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.
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?"
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
In the recent past, recurrence quantification analysis (RQA) has gained an increasing interest in various research areas. The complexity measures the RQA provides have been useful in describing and analysing a broad range of data. It is known to be rather robust to noise and nonstationarities. Yet, one key question in empirical research concerns the confidence bounds of measured data. In the present Letter we suggest a method for estimating the confidence bounds of recurrence-based complexity measures. We study the applicability of the suggested method with model and real- life data.
The EEG is one of the most commonly used tools in brain research. Though of high relevance in research, the data obtained is very noisy and nonstationary. In the present article we investigate the applicability of a nonlinear data analysis method, the recurrence quantification analysis (RQA), to Such data. The method solely rests on the natural property of recurrence which is a phenomenon inherent to complex systems, such as the brain. We show that this method is indeed suitable for the analysis of EEG data and that it might improve contemporary EEG analysis.
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.
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.
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.
When we fixate our gaze on a stable object, our eyes move continuously with extremely small involuntary and autonomic movements, that even we are unaware of during their occurrence. One of the roles of these fixational eye movements is to prevent the adaptation of the visual system to continuous illumination and inhibit fading of the image. These random, small movements are restricted at long time scales so as to keep the target at the centre of the field of view. In addition, the synchronisation properties between both eyes are related to binocular coordination in order to provide stereopsis. We investigated the roles of different time scale behaviours, especially how they are expressed in the different spatial directions (vertical versus horizontal). We also tested the synchronisation between both eyes. Results show different scaling behaviour between horizontal and vertical movements. When the small ballistic movements, i.e., microsaccades, are removed, the scaling behaviour in both axes becomes similar. Our findings suggest that microsaccades enhance the persistence at short time scales mostly in the horizontal component and much less in the vertical component. We also applied the phase synchronisation decay method to study the synchronisation between six combinations of binocular fixational eye movement components. We found that the vertical-vertical components of right and left eyes are significantly more synchronised than the horizontal-horizontal components. These differences may be due to the need for continuously moving the eyes in the horizontal plane in order to match the stereoscopic image for different viewing distances.
We study possible interrelations between the 300-year record of the yearly sunspot numbers and the solar inertial motion (SIM) using the recently developed technique of synchronization analysis. Phase synchronization of the sunspot cycle and the SIM is found and statistically confirmed in three epochs (1734-1790, 1855-1875 and 1907-1960) of the whole period 1700-2000. These results give quantitative support to the hypothesis that there is a weak interaction between the solar activity and the SIM.
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.
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
Experimental evidence of anomalous phase synchronization in two diffusively coupled Chua oscillators
(2006)
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
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 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.
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
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
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
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
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.
Graphical models applying partial coherence to multivariate time series are a powerful tool to distinguish direct and indirect interdependencies in multivariate linear systems. We carry over the concept of graphical models and partialization analysis to phase signals of nonlinear synchronizing systems. This procedure leads to the partial phase synchronization index which generalizes a bivariate phase synchronization index to the multivariate case and reveals the coupling structure in multivariate synchronizing systems by differentiating direct and indirect interactions. This ensures that no false positive conclusions are drawn concerning the interaction structure in multivariate synchronizing systems. By application to the paradigmatic model of a coupled chaotic Roessler system, the power of the partial phase synchronization index is demonstrated
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
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
The results of the theoretical consideration of stochastic resonance in overdamped bistable oscillators are given. These results are founded not on the model of two states as in [McNamara B, Wiesenfeld K. Theory of stochastic resonance. Phys Rev A 1989;39:4854-69], but on splitting of motion into regular and random and the rigorous solution of the Fokker-Planck equation for the random component. We show that this resonance is caused by a change, under the influence of noise, of the system's effective stiffness and damping factor contained in the equation for the regular component. For a certain value of the noise intensity the effective stiffness is minimal, and this fact causes non-monotonic change of the output signal amplitude as the noise intensity changes. It is important that the location of the minimum and its value depend essentially on the signal frequency.
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
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
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 study the overdamped version of two coupled anharmonic oscillators under the influence of both low- and high-frequency forces respectively and a Gaussian noise term added to one of the two state variables of the system. The dynamics of the system is first studied in the presence of both forces separately without noise. In the presence of only one of the forces, no resonance behaviour is observed, however, hysteresis happens there. Then the influence of the high-frequency force in the presence of a low-frequency, i.e. biharmonic forcing, is studied. Vibrational resonance is found to occur when the amplitude of the high-frequency force is varied. The resonance curve resembles a stochastic resonance-like curve. It is maximum at the value of g at which the orbit lies in one well during one half of the drive cycle of the low-frequency force and in the other for the remaining half cycle. Vibrational resonance is characterized using the response amplitude and mean residence time. We show the occurrence of stochastic resonance behaviour in the overdamped system by replacing the high-frequency force by Gaussian noise. Similarities and differences between both types of resonance are presented. (c) 2006 Elsevier B.V. All rights reserved.
We investigate the bifurcation structures in a two-dimensional parameter space (PS) of a parametrically excited system with two degrees of freedom both analytically and numerically. By means of the Renyi entropy of second order K-2, which is estimated from recurrence plots, we uncover that regions of chaotic behavior are intermingled with many complex periodic windows, such as shrimp structures in the PS. A detailed numerical analysis shows that, the stable solutions lose stability either via period doubling, or via intermittency when the parameters leave these shrimps in different directions, indicating different bifurcation properties of the boundaries. The shrimps of different sizes offer promising ways to control the dynamics of such a complex system.
How do diverse dynamical patterns arise from the topology of complex networks? We study synchronization dynamics in the cortical brain network of the cat, which displays a hierarchically clustered organization, by modeling each node (cortical area) with a subnetwork of interacting excitable neurons. We find that in the biologically plausible regime the dynamics exhibits a hierarchical modular organization, in particular, revealing functional clusters coinciding with the anatomical communities at different scales. Our results provide insights into the relationship between network topology and functional organization of complex brain networks.
Recent research using the complex network approach has revealed a rich and complicated network topology in the cortical connectivity of mammalian brains. It is of importance to understand the implications of such complex network structures in the functional organization of the brain activities. Here we study this problem from the viewpoint of dynamical complex networks. We investigate synchronization dynamics on the corticocortical network of the cat by modeling each node (cortical area) of the network with a sub-network of interacting excitable neurons. We find that the network displays clustered synchronization behavior, and the dynamical clusters coincide with the topological community structures observed in the anatomical network. Our results provide insights into the relationship between the global organization and the functional specialization of the brain cortex.
We present experimental and numerical evidence of synchronization of burst events in two different modulated CO2 lasers. Bursts appear randomly in each laser as trains of large amplitude spikes intercalated by a small amplitude chaotic regime. Experimental data and model show the frequency locking of bursts in a suitable interval of coupling strength. We explain the mechanism of this phenomenon and demonstrate the inhibitory properties of the implemented coupling.
We present two different approaches to detect and quantify phase synchronization in the case of coupled non- phase coherent oscillators. The first one is based on the general idea of curvature of an arbitrary curve. The second one is based on recurrences of the trajectory in phase space. We illustrate both methods in the paradigmatic example of the Rossler system in the funnel regime. We show that the second method is applicable even in the case of noisy data. Furthermore, we extend the second approach to the application of chains of coupled systems, which allows us to detect easily clusters of synchronized oscillators. In order to illustrate the applicability of this approach, we show the results of the algorithm applied to experimental data from a population of 64 electrochemical oscillators
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
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
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
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
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
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 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
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
Chaotic channel
(2005)
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
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
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
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
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
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
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
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
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
We present a new method to detect phase as well as generalized synchronization in a wide class of complex systems. It is based on the recurrences of the system's trajectory to the neighborhood of a former state in phase space. We illustrate the applicability of the algorithm for the paradigmatic chaotic Rossler system in the funnel regime and for noisy data, where other methods to detect phase synchronization fail. Furthermore, we demonstrate for electrochemical experiments that the method can easily detect phase and generalized synchronization in non-phase- coherent and even non-stationary time series
We present an automatic control method for phase locking of regular and chaotic non-identical oscillations, when all subsystems interact via feedback. This method is based on the well known principle of feedback control which takes place in nature and is successfully used in engineering. In contrast to unidirectional and bidirectional coupling, the approach presented here supposes the existence of a special controller, which allows to change the parameters of the controlled systems. First we discuss general principles of automatic phase synchronization (PS) for arbitrary coupled systems with a controller whose input is given by a special quadratic form of coordinates of the individual systems and its output is a result of the application of a linear differential operator. We demonstrate the effectiveness of our approach for controlled PS on several examples: (i) two coupled regular oscillators, (ii) coupled regular and chaotic oscillators, (iii) two coupled chaotic R"ossler oscillators, (iv) two coupled foodweb models, (v) coupled chaotic R"ossler and Lorenz oscillators, (vi) ensembles of locally coupled regular oscillators, (vii) ensembles of locally coupled chaotic oscillators, and (viii) ensembles of globally coupled chaotic oscillators.
We study phase synchronization effects in a chain of nonidentical chaotic oscillators with a type-I intermittent behavior. Two types of parameter distribution, linear and random, are considered. The typical phenomena are the onset and existence of global (all-to-all) and cluster (partial) synchronization with increase of coupling. Increase of coupling strength can also lead to desynchronization phenomena, i.e., global or cluster synchronization is changed into a regime where synchronization is intermittent with incoherent states. Then a regime of a fully incoherent nonsynchronous state (spatiotemporal intermittency) appears. Synchronization-desynchronization transitions with increase of coupling are also demonstrated for a system resembling an intermittent one: a chain of coupled maps replicating the spiking behavior of neurobiological networks
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
In integrated medical considerations of the biological human system, both intellectual and motor performances in a similar manner are considered as a result of the function of the nervous system. Consequently, universal minimal dysfunctions of the central nervous system may lead to both intellectual and physical anomalies. Therefore, this study tests the hypothesis that there is a connection between the balance ability as a motor parameter and school success as an intellectual parameter. A postural measuring system based on the force-moment sensor technique was used to record the postural balance regulation of 773 children (circle divide 11 +/- 1 years). The school achievement of each child was determined by school grades. Data analysis was performed by linear as well as by nonlinear time series analyses. There are highly significant differences in balance regulation between good and poor pupils recognized by several linear and nonlinear parameters. Good pupils could be discriminated from pupils with bad results in learning to 80 %. The results support the hypothesis mentioned above. One possible explanation for the poor regulation of balance in bad learners could be a deficit in the neural maturity. In future, further developments will be targeted on higher discrimination levels, possibly in order to predict school success. On the other hand, the effects of special movement exercises on the neural development in childhood will be the focus in our further work
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 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.
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
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
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
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
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
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
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
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
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
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
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
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