Institut für Physik und Astronomie
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- Interdisziplinäres Zentrum für Dynamik komplexer Systeme (38) (remove)
Observational data of natural systems, as measured in medical measurements are typically quite different from those obtained in laboratories. Due to the peculiarities of these data, wellknown characteristics, such as power spectra or fractal dimension, often do not provide a suitable description. To study such data, we present here some measures of complexity, which are basing on symbolic dynamics. Firstly, a motivation for using symbolic dynamics and measures of complexity in data analysis based on the logistic map is given and next, two applications to medical data are shown. We demonstrate that symbolic dynamics is a useful tool for the risk assessment of patients after myocardial infarction as well as for the evaluation of th e architecture of human cancellous bone.
CHAMP (CHAllenging Minisatellite Payload) is a German small satellite mission to study the earth's gravity field, magnetic field and upper atmosphere. Thanks to the good condition of the satellite so far, the planned 5 years mission is extended to year 2009. The satellite provides continuously a large quantity of measurement data for the purpose of Earth study. The measurements of the magnetic field are undertaken by two Fluxgate Magnetometers (vector magnetometer) and one Overhauser Magnetometer (scalar magnetometer) flown on CHAMP. In order to ensure the quality of the data during the whole mission, the calibration of the magnetometers has to be performed routinely in orbit. The scalar magnetometer serves as the magnetic reference and its readings are compared with the readings of the vector magnetometer. The readings of the vector magnetometer are corrected by the parameters that are derived from this comparison, which is called the scalar calibration. In the routine processing, these calibration parameters are updated every 15 days by means of scalar calibration. There are also magnetic effects coming from the satellite which disturb the measurements. Most of them have been characterized during tests before launch. Among them are the remanent magnetization of the spacecraft and fields generated by currents. They are all considered to be constant over the mission life. The 8 years of operation experience allow us to investigate the long-term behaviors of the magnetometers and the satellite systems. According to the investigation, it was found that for example the scale factors of the FGM show obvious long-term changes which can be described by logarithmic functions. The other parameters (offsets and angles between the three components) can be considered constant. If these continuous parameters are applied for the FGM data processing, the disagreement between the OVM and the FGM readings is limited to \pm1nT over the whole mission. This demonstrates, the magnetometers on CHAMP exhibit a very good stability. However, the daily correction of the parameter Z component offset of the FGM improves the agreement between the magnetometers markedly. The Z component offset plays a very important role for the data quality. It exhibits a linear relationship with the standard deviation of the disagreement between the OVM and the FGM readings. After Z offset correction, the errors are limited to \pm0.5nT (equivalent to a standard deviation of 0.2nT). We improved the corrections of the spacecraft field which are not taken into account in the routine processing. Such disturbance field, e.g. from the power supply system of the satellite, show some systematic errors in the FGM data and are misinterpreted in 9-parameter calibration, which brings false local time related variation of the calibration parameters. These corrections are made by applying a mathematical model to the measured currents. This non-linear model is derived from an inversion technique. If the disturbance field of the satellite body are fully corrected, the standard deviation of scalar error \triangle B remains about 0.1nT. Additionally, in order to keep the OVM readings a reliable standard, the imperfect coefficients of the torquer current correction for the OVM are redetermined by solving a minimization problem. The temporal variation of the spacecraft remanent field is investigated. It was found that the average magnetic moment of the magneto-torquers reflects well the moment of the satellite. This allows for a continuous correction of the spacecraft field. The reasons for the possible unknown systemic error are discussed in this thesis. Particularly, both temperature uncertainties and time errors have influence on the FGM data. Based on the results of this thesis the data processing of future magnetic missions can be designed in an improved way. In particular, the upcoming ESA mission Swarm can take advantage of our findings and provide all the auxiliary measurements needed for a proper recovery of the ambient magnetic field.
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
A numerical bifurcation analysis of the electrically driven plane sheet pinch is presented. The electrical conductivity varies across the sheet such as to allow instability of the quiescent basic state at some critical Hartmann number. The most unstable perturbation is the two-dimensional tearing mode. Restricting the whole problem to two spatial dimensions, this mode is followed up to a time-asymptotic steady state, which proves to be sensitive to three-dimensional perturbations even close to the point where the primary instability sets in. A comprehensive three-dimensional stability analysis of the two-dimensional steady tearing-mode state is performed by varying parameters of the sheet pinch. The instability with respect to three-dimensional perturbations is suppressed by a sufficiently strong magnetic field in the invariant direction of the equilibrium. For a special choice of the system parameters, the unstably perturbed state is followed up in its nonlinear evolution and is found to approach a three-dimensional steady state.
We investigate numerically the appearance of heteroclinic behavior in a three-dimensional, buoyancy-driven fluid layer with stress-free top and bottom boundaries, a square horizontal periodicity with a small aspect ratio, and rotation at low to moderate rates about a vertical axis. The Prandtl number is 6.8. If the rotation is not too slow, the skewed-varicose instability leads from stationary rolls to a stationary mixed-mode solution, which in turn loses stability to a heteroclinic cycle formed by unstable roll states and connections between them. The unstable eigenvectors of these roll states are also of the skewed-varicose or mixed-mode type and in some parameter regions skewed-varicose like shearing oscillations as well as square patterns are involved in the cycle. Always present weak noise leads to irregular horizontal translations of the convection pattern and makes the dynamics chaotic, which is verified by calculating Lyapunov exponents. In the nonrotating case, the primary rolls lose, depending on the aspect ratio, stability to traveling waves or a stationary square pattern. We also study the symmetries of the solutions at the intermittent fixed points in the heteroclinic cycle.
The nonlinear interaction of waves excited by the modified two-stream instability (Farley-Buneman instability) is considered. It is found that, during the linear stage of wave growth, the enhanced pressure of the high-frequency part of the waves locally generates a ponderomotive force. This force acts on the plasma particles and redistributes them. Thus an additional electrostatic polarization field occurs, which influences the low-frequency part of the waves. Then, the low-frequency waves also cause a redistribution of the high-frequency waves. In the paper, a self-consistent system of equations is obtained, which describes the nonlinear interaction of the waves. It is shown that the considered mechanism of wave interaction causes a nonlinear stabilization of the high-frequency waves’ growth and a formation of local density structures of the charged particles. The density modifications of the charged particles during the non-linear stage of wave growth and the possible interval of aspect angles of the high-frequency waves are estimated.
The aim of this paper is to describe an efficient strategy for descritizing ill-posed linear operator equations of the first kind: we consider Tikhonov-Phillips-regularization χ^δ α = (a * a + α I)^-1 A * y ^δ with a finite dimensional approximation A n instead of A. We propose a sparse matrix structure which still leads to optimal convergences rates but requires substantially less scalar products for computing A n compared with standard methods.
We have numerically studied the bifurcations and transition to chaos in a two-dimensional fluid for varying values of the Reynolds number. These investigations have been motivated by experiments in fluids, where an array of vortices was driven by an electromotive force. In these experiments, successive changes leading to a complex motion of the vortices, due to increased forcing, have been explored [Tabeling, Perrin, and Fauve, J. Fluid Mech. 213, 511 (1990)]. We model this experiment by means of two-dimensional Navier-Stokes equations with a special external forcing, driving a linear chain of eight counter-rotating vortices, imposing stress-free boundary conditions in the vertical direction and periodic boundary conditions in the horizontal direction. As the strength of the forcing or the Reynolds number is raised, the original stationary vortex array becomes unstable and a complex sequence of bifurcations is observed. Several steady states and periodic branches and a period doubling cascade appear on the route to chaos. For increasing values of the Reynolds number, shear flow develops, for which the spatial scale is large compared to the scale of the forcing. Furthermore, we have investigated the influence of the aspect ratio of the container as well as the effect of no-slip boundary conditions at the top and bottom, on the bifurcation scenario.
This paper deals with the electrical conductivity problem in geophysics. It is formulated as an elliptic boundary value problem of second order for a large class of bounded and unbounded domains. A special boundary condition, the so called "Complete Electrode Model", is used. Poincaré inequalities are formulated and proved in the context of weighted Sobolev spaces, leading to existence and uniqueness statements for the boundary value problem. In addition, a parameter-to-solution operator arising from the inverse conductivity problem in medicine (EIT) and geophysics is investigated mathematically and is shown to be smooth and analytic.
The stability of the quiescent ground state of an incompressible, viscous and electrically conducting fluid sheet, bounded by stress-free parallel planes and driven by an external electric field tangential to the boundaries, is studied numerically. The electrical conductivity varies as cosh–2(x1/a), where x1 is the cross-sheet coordinate and a is the half width of a current layer centered about the midplane of the sheet. For a <~ 0.4L, where L is the distance between the boundary planes, the ground state is unstable to disturbances whose wavelengths parallel to the sheet lie between lower and upper bounds depending on the value of a and on the Hartmann number. Asymmetry of the configuration with respect to the midplane of the sheet, modelled by the addition of an externally imposed constant magnetic field to a symmetric equilibrium field, acts as a stabilizing factor.
The bifurcations in a three-dimensional incompressible, electrically conducting fluid with an external forcing of the Roberts type have been studied numerically. The corresponding flow can serve as a model for the convection in the outer core of the Earth and is realized in an ongoing laboratory experiment aimed at demonstrating a dynamo effect. The symmetry group of the problem has been determined and special attention has been paid to symmetry breaking by the bifurcations. The nonmagnetic, steady Roberts flow loses stability to a steady magnetic state, which in turn is subject to secondary bifurcations. The secondary solution branches have been traced until they end up in chaotic states.
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 stability of the quiescent ground state of an incompressible viscous fluid sheet bounded by two parallel planes, with an electrical conductivity varying across the sheet, and driven by an external electric field tangential to the boundaries is considered. It is demonstrated that irrespective of the conductivity profile, as magnetic and kinetic Reynolds numbers (based on the Alfvén velocity) are raised from small values, two-dimensional perturbations become unstable first.
Three-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at the top and bottom and periodic boundary conditions in the horizontal directions is investigated by means of numerical simulation and bifurcation-analysis techniques. The aspect ratio is fixed to a value of 2√2 and the Prandtl number to a value of 6.8. Two-dimensional convection rolls are found to be stable up to a Rayleigh number of 17 950, where a Hopf bifurcation leads to traveling waves. These are stable up to a Rayleigh number of 30 000, where a secondary Hopf bifurcation generates modulated traveling waves. We pay particular attention to the symmetries of the solutions and symmetry breaking by the bifurcations.
We have studied the bifurcation structure of the incompressible two-dimensional Navier-Stokes equations with a special external forcing driving an array of 8×8 counterrotating vortices. The study has been motivated by recent experiments with thin layers of electrolytes showing, among other things, the formation of large-scale spatial patterns. As the strength of the forcing or the Reynolds number is raised the original stationary vortex array becomes unstable and a complex sequence of bifurcations is observed. The bifurcations lead to several periodic branches, torus and chaotic solutions, and other stationary solutions. Most remarkable is the appearance of solutions characterized by structures on spatial scales large compared to the scale of the forcing. We also characterize the different dynamic regimes by means of tracers injected into the fluid. Stretching rates and Hausdorff dimensions of convected line elements are calculated to quantify the mixing process. It turns out that for time-periodic velocity fields the mixing can be very effective.
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.
The usage of nonlinear Galerkin methods for the numerical solution of partial differential equations is demonstrated by treating an example. We desribe the implementation of a nonlinear Galerkin method based on an approximate inertial manifold for the 3D magnetohydrodynamic equations and compare its efficiency with the linear Galerkin approximation. Special bifurcation points, time-averaged values of energy and enstrophy as well as Kaplan-Yorke dimensions are calculated for both schemes in order to estimate the number of modes necessary to correctly describe the behavior of the exact solutions.
Anhand eines paradigmatischen Modellbeispiels werden die Konsequenzen der Koexistenz vieler Attraktoren auf die globale Dynamik schwach dissipativer Systeme studiert. Es wird gezeigt, dass diese Systeme eine sehr reichhaltige Dynamik besitzen und extrem sensitiv gegenüber Störungen in den Anfangsbedingungen sind. Diese Systeme zeichnen sich durch eine extrem hohe Flexibilität ihres Verhaltens aus.
The paper presents a method that determines, by standard numerical means, the type of mutual relations of fold and flip bifurcations (configured as a so-called communication area) of a map. Equation systems are developed for the computation of points where a transition between areas of different types occurs. Furthermore, it is shown that saddle area<->spring area transitions can exist which have not yet been considered in the literature. Analytical conditions of that transition are derived.
We have numerically studied the bifurcation properties of a sheet pinch with impenetrable stress-free boundaries. An incompressible, electrically conducting fluid with spatially and temporally uniform kinematic viscosity and magnetic diffusivity is confined between planes at x1=0 and 1. Periodic boundary conditions are assumed in the x2 and x3 directions and the magnetofluid is driven by an electric field in the x3 direction, prescribed on the boundary planes. There is a stationary basic state with the fluid at rest and a uniform current J=(0,0,J3). Surprisingly, this basic state proves to be stable and apparently to be the only time-asymptotic state, no matter how strong the applied electric field and irrespective of the other control parameters of the system, namely, the magnetic Prandtl number, the spatial periods L2 and L3 in the x2 and x3 directions, and the mean values B¯2 and B¯3 of the magnetic-field components in these directions.