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Using quantities of symbolic dynamics, such as mutual information, Shannon information and algorithmic complexity, we have searched for interrelations of spikes emitted simultaneously at different frequencies during the impulsive phase of a flare event. As the spikes are related to the flare energy release and are interpreted as emissions originating at different sites having different magnetic field strengths, any relation in frequency is interpretated as a relation in space. This approach is appropriate to characterize such spatio-temporal patterns, whereas the popular estimate of fractal dimensions can be applied to low-dimensional systems only. Depending on the energy release and emission processes, two types of fragmentation are possible: a scenario of global organization (spikes are emitted in a succession of similar events by the same system) or a scenario of local organization (many systems triggered by an initial event). Mutual information which is a generalization of correlation indicates a relation in frequency beyond the bandwidth of individual spikes. The scans in the spectrograms with large mutual information also show a low level of Shannon information and algorithmic complexity, indicating that the simultaneous appearance of spikes at other frequencies is not a completely stochastic phenomenon (white noise). It may be caused by a nonlinear deterministic system or by a Markov process. By means of mutual information we find a memory over frequency intervals up to 60 MHz. Shannon information and algorithmic complexity concern the mbox{whole} frequency region, i.e. the global source region. A global organization is also apparent in quasi-periodic changes of the Shannon information and algorithmic complexity in the range of 2 - 8 seconds. The finding is compatible with a scenario of local organization in which the information of one event spreads spatially and triggers further events at different places. The region is not an ensemble of independently flashing sources, each representing a system that cascades in energy after an initial trigger. On the contrary, there is a causal connection between the sources at any time. The analysis of the four spike events suggests that the structure in frequency is not stochastic but a process in which spikes at nearby locations are simultaneously triggered by a common exciter.
We look for structural properties in the light curve of the dwarf nova SS Cyg by means of techniques from nonlinear dynamics. Applying the popular Grassberger-Procaccia procedure, Cannizzo and Goddings (1988) showed that there is no evidence for a low-dimensional attractor underlying this record. Because there are some hints for order in the light curve, we search for other signatures of deterministic systems. Therefore, we use other methods recently developed in this theory, such as local linear prediction and recurrence maps. Our main findings are: i] the prediction error grows exponentially during outburst phases, but via a power law in the quiescent states, ii] there are some rather regular patterns in this light curve which sometimes recur, but the recurrence is not regular. This leads to the following conclusions: i] The outburst dynamics shows a higher degree of order than the quiescent one. There are some hints for deterministic chaos in the outburst behavior. ii] The light curve is a complex mixture of deterministic and stochastic structures. The analysis presented in this paper shows that methods of nonlinear dynamics can be an efficient tool for the study of complex processes, even if there is no evidence for a low-dimensional attractor.
The radiocarbon record that has been extended from 7199 BC to 1891 AD is of fundamental importance to understand century-scale variations of solar activity. We have, therefore, studied how to extract information from dynamic reconstructions of this observational record. Using some rather unusual methods of nonlinear dynamics, we have found that the data are significantly different from linear colored noise and that there is some evidence of nonlinear behavior. The method of recurrence plots exhibits that the grand minima of solar activity are quite different in their recurrence. Most remarkably, it suggests that the recent epoch seems to be similar to the Medieval maximum.
The application of chaos theory has become popular to understand the nature of various features of solar activity because most of them are far from regular. The usual approach, however, that is basing on finding low- dimensional structures of the underlying processes seems to be successful only in a few exceptional cases, such as in rather coherent phenomena as coronal pulsations. It is important to note that most phenomena in solar radio emission are more complex. We present two kinds of techniques from nonlinear dynamics which can be useful to analyse such phenomena: i] Fragmentation processes observed in solar spike events are studied by means of symbolic dynamics methods. Different measures of complexity calculated from such observations reveal that there is some order in this fragmentation. ii] Bursts are a typical transient phenomenon. To study energization processes causing impulsive microwave bursts, the wavelet analysis is applied. It exhibits structural differences of the pre- and post-impulsive phase in cases where the power spectra of both are not distinct.
We have used techniques of nonlinear dynamics to compare a special model for the reversals of the Earth's magnetic field with the observational data. Although this model is rather simple, there is no essential difference to the data by means of well-known characteristics, such as correlation function and probability distribution. Applying methods of symbolic dynamics we have found that the considered model is not able to describe the dynamical properties of the observed process. These significant differences are expressed by algorithmic complexity and Renyi information.
In the modern industrialized countries every year several hundred thousands of people die due to the sudden cardiac death. The individual risk for this sudden cardiac death cannot be defined precisely by common available, non-invasive diagnostic tools like Holter-monitoring, highly amplified ECG and traditional linear analysis of heart rate variability (HRV). Therefore, we apply some rather unconventional methods of nonlinear dynamics to analyse the HRV. Especially, some complexity measures that are basing on symbolic dynamics as well as a new measure, the renormalized entropy, detect some abnormalities in the HRV of several patients who have been classified in the low risk group by traditional methods. A combination of these complexity measures with the parameters in the frequency domain seems to be a promising way to get a more precise definition of the individual risk. These findings have to be validated by a representative number of patients.
Two deterministic processes leading to roughening interfaces are considered. It is shown that the dynamics of linear perturbations of turbulent regimes in coupled map lattices is governed by a discrete version of the Kardar-Parisi-Zhang equation. The asymptotic scaling behavior of the perturbation field is investigated in the case of large lattices. Secondly, the dynamics of an order-disorder interface is modelled with a simple two-dimensional coupled map lattice, possesing a turbulent and a laminar state. It is demonstrated, that in some range of parameters the spreading of the turbulent state is accompanied by kinetic roughening of the interface.
We demonstrate the occurrence of regimes with singular continuous (fractal) Fourier spectra in autonomous dissipative dynamical systems. The particular example in an ODE system at the accumulation points of bifurcation sequences associated to the creation of complicated homoclinic orbits. Two different machanisms responsible for the appearance of such spectra are proposed. In the first case when the geometry of the attractor is symbolically represented by the Thue-Morse sequence, both the continuous-time process and its descrete Poincaré map have singular power spectra. The other mechanism owes to the logarithmic divergence of the first return times near the saddle point; here the Poincaré map possesses the discrete spectrum, while the continuous-time process displays the singular one. A method is presented for computing the multifractal characteristics of the singular continuous spectra with the help of the usual Fourier analysis technique.
The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.
We have discussed some tools from nonlinear dynamics which may help to analyze transient phenomena, such as solar bursts. The structure function known from turbulence theory is an appropriate method to find out some scaling behavior of fluctuations in time. More generally, the wavelet analysis, which is some generalization of the power spectrum, exhibits information on the location as well as the size of hidden characteristic features. Applying both techniques to microwave bursts, we have found some scaling properties that refer to the existence of hierarchic time structures. This is in good accordance with the electric circuit model for describing the flare-particle energization process.
Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record.
Using a special technique of data analysis, we have found out 34 grand minima of solar activity in a 7,700 years long C14 record. The method used rests on a proper filtering of the C14 record and the extrapolation of verifiable results for the later history back in time. Additionally, we have applied a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of grand minima by Eddy, but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested esp. the model of Barnes et al. There are hints for that the grand minima might solely be driven by the 209--year period found in the C14 record.
We investigate the cognitive control in polyrhythmic hand movements as a model paradigm for bimanual coordination. Using a symbolic coding of the recorded time series, we demonstrate the existence of qualitative transitions induced by experimental manipulation of the tempo. A nonlinear model with delayed feedback control is proposed, which accounts for these dynamical transitions in terms of bifurcations resulting from variation of the external control parameter. Furthermore, it is shown that transitions can also be observed due to fluctuations in the timing control level. We conclude that the complexity of coordinated bimanual movements results from interactions between nonlinear control mechanisms with delayed feedback and stochastic timing components.
The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.
Contents: 1 Introduction 2 Experiment 3 Data 4 Symbolic dynamics 4.1 Symbolic dynamics as a tool for data analysis 4.2 2-symbols coding 4.3 3-symbols coding 5 Measures of complexity 5.1 Word statistics 5.2 Shannon entropy 6 Testing for stationarity 6.1 Stationarity 6.2 Time series of cycle durations 6.3 Chi-square test 7 Control parameters in the production of rhythms 8 Analysis of relative phases 9 Discussion 10 Outlook
We analyze the variability in the x-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the overall second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear and nonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data.