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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
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
The radiocarbon record that has been extended from 7199 BC to 1891 AD is of fundamental importance to understand century-scale variations of solar activity. We have, therefore, studied how to extract information from dynamic reconstructions of this observational record. Using some rather unusual methods of nonlinear dynamics, we have found that the data are significantly different from linear colored noise and that there is some evidence of nonlinear behavior. The method of recurrence plots exhibits that the grand minima of solar activity are quite different in their recurrence. Most remarkably, it suggests that the recent epoch seems to be similar to the Medieval maximum.
Using quantities of symbolic dynamics, such as mutual information, Shannon information and algorithmic complexity, we have searched for interrelations of spikes emitted simultaneously at different frequencies during the impulsive phase of a flare event. As the spikes are related to the flare energy release and are interpreted as emissions originating at different sites having different magnetic field strengths, any relation in frequency is interpretated as a relation in space. This approach is appropriate to characterize such spatio-temporal patterns, whereas the popular estimate of fractal dimensions can be applied to low-dimensional systems only. Depending on the energy release and emission processes, two types of fragmentation are possible: a scenario of global organization (spikes are emitted in a succession of similar events by the same system) or a scenario of local organization (many systems triggered by an initial event). Mutual information which is a generalization of correlation indicates a relation in frequency beyond the bandwidth of individual spikes. The scans in the spectrograms with large mutual information also show a low level of Shannon information and algorithmic complexity, indicating that the simultaneous appearance of spikes at other frequencies is not a completely stochastic phenomenon (white noise). It may be caused by a nonlinear deterministic system or by a Markov process. By means of mutual information we find a memory over frequency intervals up to 60 MHz. Shannon information and algorithmic complexity concern the mbox{whole} frequency region, i.e. the global source region. A global organization is also apparent in quasi-periodic changes of the Shannon information and algorithmic complexity in the range of 2 - 8 seconds. The finding is compatible with a scenario of local organization in which the information of one event spreads spatially and triggers further events at different places. The region is not an ensemble of independently flashing sources, each representing a system that cascades in energy after an initial trigger. On the contrary, there is a causal connection between the sources at any time. The analysis of the four spike events suggests that the structure in frequency is not stochastic but a process in which spikes at nearby locations are simultaneously triggered by a common exciter.
We look for structural properties in the light curve of the dwarf nova SS Cyg by means of techniques from nonlinear dynamics. Applying the popular Grassberger-Procaccia procedure, Cannizzo and Goddings (1988) showed that there is no evidence for a low-dimensional attractor underlying this record. Because there are some hints for order in the light curve, we search for other signatures of deterministic systems. Therefore, we use other methods recently developed in this theory, such as local linear prediction and recurrence maps. Our main findings are: i] the prediction error grows exponentially during outburst phases, but via a power law in the quiescent states, ii] there are some rather regular patterns in this light curve which sometimes recur, but the recurrence is not regular. This leads to the following conclusions: i] The outburst dynamics shows a higher degree of order than the quiescent one. There are some hints for deterministic chaos in the outburst behavior. ii] The light curve is a complex mixture of deterministic and stochastic structures. The analysis presented in this paper shows that methods of nonlinear dynamics can be an efficient tool for the study of complex processes, even if there is no evidence for a low-dimensional attractor.
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.
The application of chaos theory has become popular to understand the nature of various features of solar activity because most of them are far from regular. The usual approach, however, that is basing on finding low- dimensional structures of the underlying processes seems to be successful only in a few exceptional cases, such as in rather coherent phenomena as coronal pulsations. It is important to note that most phenomena in solar radio emission are more complex. We present two kinds of techniques from nonlinear dynamics which can be useful to analyse such phenomena: i] Fragmentation processes observed in solar spike events are studied by means of symbolic dynamics methods. Different measures of complexity calculated from such observations reveal that there is some order in this fragmentation. ii] Bursts are a typical transient phenomenon. To study energization processes causing impulsive microwave bursts, the wavelet analysis is applied. It exhibits structural differences of the pre- and post-impulsive phase in cases where the power spectra of both are not distinct.
In this paper, we 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.
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.
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
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
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
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.
We have discussed some tools from nonlinear dynamics which may help to analyze transient phenomena, such as solar bursts. The structure function known from turbulence theory is an appropriate method to find out some scaling behavior of fluctuations in time. More generally, the wavelet analysis, which is some generalization of the power spectrum, exhibits information on the location as well as the size of hidden characteristic features. Applying both techniques to microwave bursts, we have found some scaling properties that refer to the existence of hierarchic time structures. This is in good accordance with the electric circuit model for describing the flare-particle energization process.
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
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