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We report the identification of global phase synchronization (GPS) in a linear array of unidirectionally coupled Mackey-Glass time-delay systems exhibiting highly non-phase-coherent chaotic attractors with complex topological structure. In particular, we show that the dynamical organization of all the coupled time-delay systems in the array to form GPS is achieved by sequential synchronization as a function of the coupling strength. Further, the asynchronous ones in the array with respect to the main sequentially synchronized cluster organize themselves to form clusters before they achieve synchronization with the main cluster. We have confirmed these results by estimating instantaneous phases including phase difference, average phase, average frequency, frequency ratio, and their differences from suitably transformed phase coherent attractors after using a nonlinear transformation of the original non-phase-coherent attractors. The results are further corroborated using two other independent approaches based on recurrence analysis and the concept of localized sets from the original non-phase-coherent attractors directly without explicitly introducing the measure of phase.
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.
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.
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
Higher resilience to climatic disturbances in tropical vegetation exposed to more variable rainfall
(2019)
With ongoing global warming, the amount and frequency of precipitation in the tropics is projected to change substantially. While it has been shown that tropical forests and savannahs are sustained within the same intermediate mean annual precipitation range, the mechanisms that lead to the resilience of these ecosystems are still not fully understood. In particular, the long-term impact of rainfall variability on resilience is as yet unclear. Here we present observational evidence that both tropical forest and savannah exposed to a higher rainfall variability-in particular on interannual scales-during their long-term past are overall more resilient against climatic disturbances. Based on precipitation and tree cover data in the Brazilian Amazon basin, we constructed potential landscapes that enable us to systematically measure the resilience of the different ecosystems. Additionally, we infer that shifts from forest to savannah due to decreasing precipitation in the future are more likely to occur in regions with a precursory lower rainfall variability. Long-term rainfall variability thus needs to be taken into account in resilience analyses and projections of vegetation response to climate change.
We investigate a network of influences connected to global mean temperature. Considering various climatic factors known to influence global mean temperature, we evaluate not only the impacts of these factors on temperature but also the directed dependencies among the factors themselves. Based on an existing recurrence-based connectivity measure, we propose a new and more general measure that quantifies the level of dependence between two time series based on joint recurrences at a chosen time delay. The measures estimated in the analysis are tested for statistical significance using twin surrogates. We find, in accordance with earlier studies, the major drivers for global mean temperature to be greenhouse gases, ENSO, volcanic activity, and solar irradiance. We further uncover a feedback between temperature and ENSO. Our results demonstrate the need to involve multiple, delayed interactions within the drivers of temperature in order to develop a more thorough picture of global temperature variations.
Recurrence plots have recently been recognized as a powerful tool for the analysis of data. Not only the visualization of structures of the time series but also the possibility to estimate invariants from them and the possibility to analyze non-stationary data sets are remarkable. However, the question of how much information is encoded in such a two-dimensional and binary representation has not been discussed so far. In this Letter we show that-under some conditions-it is possible to reconstruct an attractor from the recurrence plot, at least topologically. This means that all relevant dynamical information is contained in the plot. (C) 2004 Elsevier B.V. All rights reserved
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 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.
The analysis of palaeoclimate time series is usually affected by severe methodological problems, resulting primarily from non-equidistant sampling and uncertain age models. As an alternative to existing methods of time series analysis, in this paper we argue that the statistical properties of recurrence networks - a recently developed approach - are promising candidates for characterising the system's nonlinear dynamics and quantifying structural changes in its reconstructed phase space as time evolves. In a first order approximation, the results of recurrence network analysis are invariant to changes in the age model and are not directly affected by non-equidistant sampling of the data. Specifically, we investigate the behaviour of recurrence network measures for both paradigmatic model systems with non-stationary parameters and four marine records of long-term palaeoclimate variations. We show that the obtained results are qualitatively robust under changes of the relevant parameters of our method, including detrending, size of the running window used for analysis, and embedding delay. We demonstrate that recurrence network analysis is able to detect relevant regime shifts in synthetic data as well as in problematic geoscientific time series. This suggests its application as a general exploratory tool of time series analysis complementing existing methods.
The effect of additive noise on transitions in nonlinear systems far from equilibrium is studied. It is shown that additive noise in itself can induce a hidden phase transition, which is similar to the transition induced by multiplicative noise in a nonlinear oscillator [P. Landa and A. Zaikin, Phys. Rev. E 54, 3535 (1996)]. Investigation of different nonlinear models that demonstrate phase transitions induced by multiplicative noise shows that the influence of additive noise upon such phase transitions can be crucial: additive noise can either blur such a transition or stabilize noise-induced oscillations.
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.
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
Identifying causal links (couplings) is a fundamental problem that facilitates the understanding of emerging structures in complex networks. We propose and analyze inner composition alignment-a novel, permutation-based asymmetric association measure to detect regulatory links from very short time series, currently applied to gene expression. The measure can be used to infer the direction of couplings, detect indirect (superfluous) links, and account for autoregulation. Applications to the gene regulatory network of E. coli are presented.
Correlations, as observed between the concentrations of metabolites in a biological sample, may be used to gain additional information about the physiological state of a given tissue. in this mini-review, we discuss the integration of these observed correlations into metabolomic networks and their relationships with the underlying biochemical pathways
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
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
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 300 year record of the yearly sunspot numbers and numerically generated trajectory of the solar inertial motion (SIM) were subjects of a synchronization analysis. Phase synchronization of the sunspot cycle and a fast component of the SIM have been found and confirmed with statistical significance in three epochs (1727-1757, 1802-1832 and 1863-1922) of the entire 1700-1997 record. This result can be considered as a quantitative support for the hypothesis that there is a weak interaction of gravity and solar activity.
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
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.
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
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.
Locking-based frequency measurement and synchronization of chaotic oscillators with complex dynamics
(2002)
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.
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.
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 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
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.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
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
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
In den letzten 2 Jahrzehnten des 20. Jahrhunderts hat sich mit der rasanten Entwicklung der Nichtlinearen Wissenschaften ein weiterer Umbruch vollzogen, der eine ausgepraegte Nachhaltigkeit in Wissenschaft und Technik ebenso wie in der Gesellschaft erwarten laesst. Die Nichtlinearen Wissenschaften werden auch als Nichtlineare Dynamik, Wissenschaft Komplexer Systeme oder etwas eingegrenzt Chaostheorie bezeichnet.
We show that external fluctuations are able to induce propagation of harmonic signals through monostable media. This property is based on the phenomenon of doubly stochastic resonance, where the joint action of multiplicative noise and spatial coupling induces bistability in an otherwise monostable extended medium, and additive noise resonantly enhances the response of the system to a harmonic forcing. Under these conditions, propagation of the harmonic signal through the unforced medium i observed for optimal intensities of the two noises. This noise-induced propagation is studied and quantified in a simple model of coupled nonlinear electronic circuits.
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 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.
Non-linear time series analysis of precipitation events using regional climate networks for Germany
(2016)
Synchronous occurrences of heavy rainfall events and the study of their relation in time and space are of large socio-economical relevance, for instance for the agricultural and insurance sectors, but also for the general well-being of the population. In this study, the spatial synchronization structure is analyzed as a regional climate network constructed from precipitation event series. The similarity between event series is determined by the number of synchronous occurrences. We propose a novel standardization of this number that results in synchronization scores which are not biased by the number of events in the respective time series. Additionally, we introduce a new version of the network measure directionality that measures the spatial directionality of weighted links by also taking account of the effects of the spatial embedding of the network. This measure provides an estimate of heavy precipitation isochrones by pointing out directions along which rainfall events synchronize. We propose a climatological interpretation of this measure in terms of propagating fronts or event traces and confirm it for Germany by comparing our results to known atmospheric circulation patterns.
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 use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data.
The main intention of this contribution is to discuss different nonlinear approaches to heart rate and blood pressure variability analysis for a better understanding of the cardiovascular regulation. We investigate measures of complexity which are based on symbolic dynamics, renormalised entropy and the finite time growth rates. The dual sequence method to estimate the baroreflex sensitivity and the maximal correlation method to estimate the nonlinear coupling between time series are employed for analysing bivariate data. The latter appears to be a suitable method to estimate the strength of the nonlinear coupling and the coupling direction. Heart rate and blood pressure data from clinical pilot studies and from very large clinical studies are analysed. We demonstrate that parameters from nonlinear dynamics are useful for risk stratification after myocardial infarction, for the prediction of life-threatening cardiac events even in short time series, and for modelling the relationship between heart rate and blood pressure regulation. These findings could be of importance for clinical diagnostics, in algorithms for risk stratification, and for therapeutic and preventive tools of next generation implantable cardioverter defibrillators.
Nonlinear detection of paleoclimate-variability transitions possibly related to human evolution
(2011)
Potential paleoclimatic driving mechanisms acting on human evolution present an open problem of cross-disciplinary scientific interest. The analysis of paleoclimate archives encoding the environmental variability in East Africa during the past 5 Ma has triggered an ongoing debate about possible candidate processes and evolutionary mechanisms. In this work, we apply a nonlinear statistical technique, recurrence network analysis, to three distinct marine records of terrigenous dust flux. Our method enables us to identify three epochs with transitions between qualitatively different types of environmental variability in North and East Africa during the (i) Middle Pliocene (3.35-3.15 Ma B. P.), (ii) Early Pleistocene (2.25-1.6 Ma B. P.), and (iii) Middle Pleistocene (1.1-0.7 Ma B. P.). A deeper examination of these transition periods reveals potential climatic drivers, including (i) large-scale changes in ocean currents due to a spatial shift of the Indonesian throughflow in combination with an intensification of Northern Hemisphere glaciation, (ii) a global reorganization of the atmospheric Walker circulation induced in the tropical Pacific and Indian Ocean, and (iii) shifts in the dominating temporal variability pattern of glacial activity during the Middle Pleistocene, respectively. A reexamination of the available fossil record demonstrates statistically significant coincidences between the detected transition periods and major steps in hominin evolution. This result suggests that the observed shifts between more regular and more erratic environmental variability may have acted as a trigger for rapid change in the development of humankind in Africa.
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 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
In this paper we apply symbolic transformations as a visualisation technique for analysing rhythm production. It is shown that qualitative information can be extracted from the experimental data. This approach may provide new insights into the organisation of temporal order by the brain on different levels of description. A simple phenomenological model for the explanation of the observed phenomena is proposed.
We analyse the X-ray light curves of compact objects using linear and nonlinear time series analysis methods. A Power Density Spectrum (PDS) describes the overall second order properties of the observed data well. To look beyond we propose the nonlinear Q-statistic to detect an asymmetry of the time series. This allows us to find relevant time scales. This method even grants a subclassification of the known states of X-ray sources.
In 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
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.
Hydrometric networks play a vital role in providing information for decision-making in water resource management. They should be set up optimally to provide as much information as possible that is as accurate as possible and, at the same time, be cost-effective. Although the design of hydrometric networks is a well-identified problem in hydrometeorology and has received considerable attention, there is still scope for further advancement. In this study, we use complex network analysis, defined as a collection of nodes interconnected by links, to propose a new measure that identifies critical nodes of station networks. The approach can support the design and redesign of hydrometric station networks. The science of complex networks is a relatively young field and has gained significant momentum over the last few years in different areas such as brain networks, social networks, technological networks, or climate networks. The identification of influential nodes in complex networks is an important field of research. We propose a new node-ranking measure – the weighted degree–betweenness (WDB) measure – to evaluate the importance of nodes in a network. It is compared to previously proposed measures used on synthetic sample networks and then applied to a real-world rain gauge network comprising 1229 stations across Germany to demonstrate its applicability. The proposed measure is evaluated using the decline rate of the network efficiency and the kriging error. The results suggest that WDB effectively quantifies the importance of rain gauges, although the benefits of the method need to be investigated in more detail.
Hydrometric networks play a vital role in providing information for decision-making in water resource management. They should be set up optimally to provide as much information as possible that is as accurate as possible and, at the same time, be cost-effective. Although the design of hydrometric networks is a well-identified problem in hydrometeorology and has received considerable attention, there is still scope for further advancement. In this study, we use complex network analysis, defined as a collection of nodes interconnected by links, to propose a new measure that identifies critical nodes of station networks. The approach can support the design and redesign of hydrometric station networks. The science of complex networks is a relatively young field and has gained significant momentum over the last few years in different areas such as brain networks, social networks, technological networks, or climate networks. The identification of influential nodes in complex networks is an important field of research. We propose a new node-ranking measure – the weighted degree–betweenness (WDB) measure – to evaluate the importance of nodes in a network. It is compared to previously proposed measures used on synthetic sample networks and then applied to a real-world rain gauge network comprising 1229 stations across Germany to demonstrate its applicability. The proposed measure is evaluated using the decline rate of the network efficiency and the kriging error. The results suggest that WDB effectively quantifies the importance of rain gauges, although the benefits of the method need to be investigated in more detail.
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.
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
This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed.
This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed.
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 the effects of mutual and external chaotic phase synchronization in ensembles of bursting oscillators. These oscillators (used for modeling neuronal dynamics) are essentially multiple time scale systems. We show that a transition to mutual phase synchronization takes place on the bursting time scale of globally coupled oscillators, while on the spiking time scale, they behave asynchronously. We also demonstrate the effect of the onset of external chaotic phase synchronization of the bursting behavior in the studied ensemble by a periodic driving applied to one arbitrarily taken neuron. We also propose an explanation of the mechanism behind this effect. We infer that the demonstrated phenomenon can be used efficiently for controlling bursting activity in neural ensembles
We study phase synchronization effects of chaotic oscillators with a type-I intermittency behavior. The external and mutual locking of the average length of the laminar stage for coupled discrete and continuous in time systems is shown and the mechanism of this synchronization is explained. We demonstrate that this phenomenon can be described by using results of the parametric resonance theory and that this correspondence enables one to predict and derive all zones of synchronization
We demonstrate the existence of phase synchronization of two chaotic rotators. Contrary to phase synchronization of chaotic oscillators, here the Lyapunov exponents corresponding to both phases remain positive even in the synchronous regime. Such frequency locked dynamics with different ratios of frequencies are studied for driven continuous-time rotators and for discrete circle maps. We show that this transition to phase synchronization occurs via a crisis transition to a band-structured attractor.
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
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
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
Based on high-spatiotemporal-resolution data, the authors perform a climatological study of strong rainfall events propagating from southeastern South America to the eastern slopes of the central Andes during the monsoon season. These events account for up to 70% of total seasonal rainfall in these areas. They are of societal relevance because of associated natural hazards in the form of floods and landslides, and they form an intriguing climatic phenomenon, because they propagate against the direction of the low-level moisture flow from the tropics. The responsible synoptic mechanism is analyzed using suitable composites of the relevant atmospheric variables with high temporal resolution. The results suggest that the low-level inflow from the tropics, while important for maintaining sufficient moisture in the area of rainfall, does not initiate the formation of rainfall clusters. Instead, alternating low and high pressure anomalies in midlatitudes, which are associated with an eastward-moving Rossby wave train, in combination with the northwestern Argentinean low, create favorable pressure and wind conditions for frontogenesis and subsequent precipitation events propagating from southeastern South America toward the Bolivian Andes.
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
Quantifying the roles of single stations within homogeneous regions using complex network analysis
(2018)
Regionalization and pooling stations to form homogeneous regions or communities are essential for reliable parameter transfer, prediction in ungauged basins, and estimation of missing information. Over the years, several clustering methods have been proposed for regional analysis. Most of these methods are able to quantify the study region in terms of homogeneity but fail to provide microscopic information about the interaction between communities, as well as about each station within the communities. We propose a complex network-based approach to extract this valuable information and demonstrate the potential of our approach using a rainfall network constructed from the Indian gridded daily precipitation data. The communities were identified using the network-theoretical community detection algorithm for maximizing the modularity. Further, the grid points (nodes) were classified into universal roles according to their pattern of within- and between-community connections. The method thus yields zoomed-in details of individual rainfall grids within each community.