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- ageing (1)
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We have undertaken a thorough dynamical investigation of five extrasolar planetary systems using extensive numerical experiments. The systems Gl 777 A, HD 72659, Gl 614, 47 Uma and HD 4208 were examined concerning the question of whether they could host terrestrial-like planets in their habitable zones (HZ). First we investigated the mean motion resonances between fictitious terrestrial planets and the existing gas giants in these five extrasolar systems. Then a fine grid of initial conditions for a potential terrestrial planet within the HZ was chosen for each system, from which the stability of orbits was then assessed by direct integrations over a time interval of 1 million years. For each of the five systems the 2-dimensional grid of initial conditions contained 80 eccentricity points for the Jovian planet and up to 160 semimajor axis points for the fictitious planet. The computations were carried out using a Lie-series integration method with an adaptive step size control. This integration method achieves machine precision accuracy in a highly efficient and robust way, requiring no special adjustments when the orbits have large eccentricities. The stability of orbits was examined with a determination of the Renyi entropy, estimated from recurrence plots, and with a more straightforward method based on the maximum eccentricity achieved by the planet over the 1 million year integration. Additionally, the eccentricity is an indication of the habitability of a terrestrial planet in the HZ; any value of e > 0.2 produces a significant temperature difference on a planet's surface between apoapse and periapse. The results for possible stable orbits for terrestrial planets in habitable zones for the five systems are: for Gl 777 A nearly the entire HZ is stable, for 47 Uma, HD 72659 and HD 4208 terrestrial planets can survive for a sufficiently long time, while for Gl 614 our results exclude terrestrial planets moving in stable orbits within the HZ. Studies such as this one are of primary interest to future space missions dedicated to finding habitable terrestrial planets in other stellar systems. Assessing the likelihood of other habitable planets, and more generally the possibility of other life, is the central question of astrobiology today. Our investigation indicates that, from the dynamical point of view, habitable terrestrial planets seem to be compatible with many of the currently discovered extrasolar systems

We examine the non-ergodic properties of scaled Brownian motion (SBM), a non-stationary stochastic process with a time dependent diffusivity of the form D(t) similar or equal to t(alpha-1). We compute the ergodicity breaking parameter EB in the entire range of scaling exponents a, both analytically and via extensive computer simulations of the stochastic Langevin equation. We demonstrate that in the limit of long trajectory lengths T and short lag times Delta the EB parameter as function of the scaling exponent a has no divergence at alpha - 1/2 and present the asymptotes for EB in different limits. We generalize the analytical and simulations results for the time averaged and ergodic properties of SBM in the presence of ageing, that is, when the observation of the system starts only a finite time span after its initiation. The approach developed here for the calculation of the higher time averaged moments of the particle displacement can be applied to derive the ergodic properties of other stochastic processes such as fractional Brownian motion.

We investigate the bifurcation structures in a two-dimensional parameter space (PS) of a parametrically excited system with two degrees of freedom both analytically and numerically. By means of the Renyi entropy of second order K-2, which is estimated from recurrence plots, we uncover that regions of chaotic behavior are intermingled with many complex periodic windows, such as shrimp structures in the PS. A detailed numerical analysis shows that, the stable solutions lose stability either via period doubling, or via intermittency when the parameters leave these shrimps in different directions, indicating different bifurcation properties of the boundaries. The shrimps of different sizes offer promising ways to control the dynamics of such a complex system.

We present a new method to detect phase as well as generalized synchronization in a wide class of complex systems. It is based on the recurrences of the system's trajectory to the neighborhood of a former state in phase space. We illustrate the applicability of the algorithm for the paradigmatic chaotic Rossler system in the funnel regime and for noisy data, where other methods to detect phase synchronization fail. Furthermore, we demonstrate for electrochemical experiments that the method can easily detect phase and generalized synchronization in non-phase- coherent and even non-stationary time series

Fourier surrogate data are artificially generated time series, that - based on a resampling scheme - share the linear properties with an observed time series. In this paper we study a statistical surrogate hypothesis test to detect deviations from a linear Gaussian process with respect to asymmetry in time (Q-statistic). We apply this test to a Fourier representable function and obtain a representation of the asymmetry in time of the sample data, a characteristic for nonlinear processes, and the significance in terms of the Fourier coefficients. The main outcome is that we calculate the expected value of the mean and the standard deviation of the asymmetries of the surrogate data analytically and hence, no surrogates have to be generated. To illustrate the results we apply our method to the saw tooth function, the Lorenz system and to measured X-ray data of Cygnus X-1

In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a low numerical cost. We exemplify our results for the Rossler system, the funnel attractor and the Mackey-Glass system. In the last part of the paper we estimate dynamical invariants for data from some fluid dynamical experiments and confirm previous evidence for low dimensional chaos in this experimental system. (C) 2004 American Institute of Physics

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

We investigate the relationship between precipitation and runoff data from a small forested catchment in the Harz mountains (Germany). For this purpose, we develop a conceptual model including memory effects to predict the runoff signal using the precipitation data as input. An enhanced variant of the model also includes air temperature as input variable. We show in terms of correlation functions that this model describes main dynamical properties of the runoff, especially the delay between rain event and runoff response as the annual persistence in the runoff data.