## 530 Physik

This work investigates diffusion in nonlinear Hamiltonian systems. The diffusion, more precisely subdiffusion, in such systems is induced by the intrinsic chaotic behavior of trajectories and thus is called chaotic diffusion''. Its properties are studied on the example of one- or two-dimensional lattices of harmonic or nonlinear oscillators with nearest neighbor couplings. The fundamental observation is the spreading of energy for localized initial conditions. Methods of quantifying this spreading behavior are presented, including a new quantity called excitation time. This new quantity allows for a more precise analysis of the spreading than traditional methods. Furthermore, the nonlinear diffusion equation is introduced as a phenomenologic description of the spreading process and a number of predictions on the density dependence of the spreading are drawn from this equation. Two mathematical techniques for analyzing nonlinear Hamiltonian systems are introduced. The first one is based on a scaling analysis of the Hamiltonian equations and the results are related to similar scaling properties of the NDE. From this relation, exact spreading predictions are deduced. Secondly, the microscopic dynamics at the edge of spreading states are thoroughly analyzed, which again suggests a scaling behavior that can be related to the NDE. Such a microscopic treatment of chaotically spreading states in nonlinear Hamiltonian systems has not been done before and the results present a new technique of connecting microscopic dynamics with macroscopic descriptions like the nonlinear diffusion equation. All theoretical results are supported by heavy numerical simulations, partly obtained on one of Europe's fastest supercomputers located in Bologna, Italy. In the end, the highly interesting case of harmonic oscillators with random frequencies and nonlinear coupling is studied, which resembles to some extent the famous Discrete Anderson Nonlinear Schroedinger Equation. For this model, a deviation from the widely believed power-law spreading is observed in numerical experiments. Some ideas on a theoretical explanation for this deviation are presented, but a conclusive theory could not be found due to the complicated phase space structure in this case. Nevertheless, it is hoped that the techniques and results presented in this work will help to eventually understand this controversely discussed case as well.

In this thesis, the properties of nonlinear disordered one dimensional lattices is investigated. Part I gives an introduction to the phenomenon of Anderson Localization, the Discrete Nonlinear Schroedinger Equation and its properties as well as the generalization of this model by introducing the nonlinear index α. In Part II, the spreading behavior of initially localized states in large, disordered chains due to nonlinearity is studied. Therefore, different methods to measure localization are discussed and the structural entropy as a measure for the peak structure of probability distributions is introduced. Finally, the spreading exponent for several nonlinear indices is determined numerically and compared with analytical approximations. Part III deals with the thermalization in short disordered chains. First, the term thermalization and its application to the system in use is explained. Then, results of numerical simulations on this topic are presented where the focus lies especially on the energy dependence of the thermalization properties. A connection with so-called breathers is drawn.

In the present dissertation paper we study problems related to synchronization phenomena in the presence of noise which unavoidably appears in real systems. One part of the work is aimed at investigation of utilizing delayed feedback to control properties of diverse chaotic dynamic and stochastic systems, with emphasis on the ones determining predisposition to synchronization. Other part deals with a constructive role of noise, i.e. its ability to synchronize identical self-sustained oscillators. First, we demonstrate that the coherence of a noisy or chaotic self-sustained oscillator can be efficiently controlled by the delayed feedback. We develop the analytical theory of this effect, considering noisy systems in the Gaussian approximation. Possible applications of the effect for the synchronization control are also discussed. Second, we consider synchrony of limit cycle systems (in other words, self-sustained oscillators) driven by identical noise. For weak noise and smooth systems we proof the purely synchronizing effect of noise. For slightly different oscillators and/or slightly nonidentical driving, synchrony becomes imperfect, and this subject is also studied. Then, with numerics we show moderate noise to be able to lead to desynchronization of some systems under certain circumstances. For neurons the last effect means “antireliability” (the “reliability” property of neurons is treated to be important from the viewpoint of information transmission functions), and we extend our investigation to neural oscillators which are not always limit cycle ones. Third, we develop a weakly nonlinear theory of the Kuramoto transition (a transition to collective synchrony) in an ensemble of globally coupled oscillators in presence of additional time-delayed coupling terms. We show that a linear delayed feedback not only controls the transition point, but effectively changes the nonlinear terms near the transition. A purely nonlinear delayed coupling does not affect the transition point, but can reduce or enhance the amplitude of collective oscillations.

This work deals with the connection between two basic phenomena in Nonlinear Dynamics: synchronization of chaotic systems and recurrences in phase space. Synchronization takes place when two or more systems adapt (synchronize) some characteristic of their respective motions, due to an interaction between the systems or to a common external forcing. The appearence of synchronized dynamics in chaotic systems is rather universal but not trivial. In some sense, the possibility that two chaotic systems synchronize is counterintuitive: chaotic systems are characterized by the sensitivity ti different initial conditions. Hence, two identical chaotic systems starting at two slightly different initial conditions evolve in a different manner, and after a certain time, they become uncorrelated. Therefore, at a first glance, it does not seem to be plausible that two chaotic systems are able to synchronize. But as we will see later, synchronization of chaotic systems has been demonstrated. On one hand it is important to investigate the conditions under which synchronization of chaotic systems occurs, and on the other hand, to develop tests for the detection of synchronization. In this work, I have concentrated on the second task for the cases of phase synchronization (PS) and generalized synchronization (GS). Several measures have been proposed so far for the detection of PS and GS. However, difficulties arise with the detection of synchronization in systems subjected to rather large amounts of noise and/or instationarities, which are common when analyzing experimental data. The new measures proposed in the course of this thesis are rather robust with respect to these effects. They hence allow to be applied to data, which have evaded synchronization analysis so far. The proposed tests for synchronization in this work are based on the fundamental property of recurrences in phase space.

In this thesis, dynamical structures and manifolds in closed chaotic flows will be investigated. The knowledge about the dynamical structures (and manifolds) of a system is of importance, since they provide us first information about the dynamics of the system - means, with their help we are able to characterize the flow and maybe even to forecast it`s dynamics. The visualization of such structures in closed chaotic flows is a difficult and often long-lasting process. Here, the so-called 'Leaking-method' will be introduced, in examples of simple mathematical maps as the baker- or sine-map, with which we are able to visualize subsets of the manifolds of the system`s chaotic saddle. Comparisons between the visualized manifolds and structures traced out by chemical or biological reactions superimposed on the same flow will be done in the example of a kinematic model of the Gulf Stream. It will be shown that with the help of the leaking method dynamical structures can be also visualized in environmental systems. In the example of a realistic model of the Mediterranean Sea, the leaking method will be extended to the 'exchange-method'. The exchange method allows us to characterize transport between two regions, to visualize transport routes and their exchange sets and to calculate the exchange times. Exchange times and sets will be shown and calculated for a northern and southern region in the western basin of the Mediterranean Sea. Furthermore, mixing properties in the Earth mantle will be characterized and geometrical properties of manifolds in a 3dimensional mathematical model (ABC map) will be investigated.

One of the most striking features of ecological systems is their ability to undergo sudden outbreaks in the population numbers of one or a small number of species. The similarity of outbreak characteristics, which is exhibited in totally different and unrelated (ecological) systems naturally leads to the question whether there are universal mechanisms underlying outbreak dynamics in Ecology. It will be shown into two case studies (dynamics of phytoplankton blooms under variable nutrients supply and spread of epidemics in networks of cities) that one explanation for the regular recurrence of outbreaks stems from the interaction of the natural systems with periodical variations of their environment. Natural aquatic systems like lakes offer very good examples for the annual recurrence of outbreaks in Ecology. The idea whether chaos is responsible for the irregular heights of outbreaks is central in the domain of ecological modeling. This question is investigated in the context of phytoplankton blooms. The dynamics of epidemics in networks of cities is a problem which offers many ecological and theoretical aspects. The coupling between the cities is introduced through their sizes and gives rise to a weighted network which topology is generated from the distribution of the city sizes. We examine the dynamics in this network and classified the different possible regimes. It could be shown that a single epidemiological model can be reduced to a one-dimensional map. We analyze in this context the dynamics in networks of weighted maps. The coupling is a saturation function which possess a parameter which can be interpreted as an effective temperature for the network. This parameter allows to vary continously the network topology from global coupling to hierarchical network. We perform bifurcation analysis of the global dynamics and succeed to construct an effective theory explaining very well the behavior of the system.

This work incorporates three treatises which are commonly concerned with a stochastic theory of the Lyapunov exponents. With the help of this theory universal scaling laws are investigated which appear in coupled chaotic and disordered systems. First, two continuous-time stochastic models for weakly coupled chaotic systems are introduced to study the scaling of the Lyapunov exponents with the coupling strength (coupling sensitivity of chaos). By means of the the Fokker-Planck formalism scaling relations are derived, which are confirmed by results of numerical simulations. Next, coupling sensitivity is shown to exist for coupled disordered chains, where it appears as a singular increase of the localization length. Numerical findings for coupled Anderson models are confirmed by analytic results for coupled continuous-space Schrödinger equations. The resulting scaling relation of the localization length resembles the scaling of the Lyapunov exponent of coupled chaotic systems. Finally, the statistics of the exponential growth rate of the linear oscillator with parametric noise are studied. It is shown that the distribution of the finite-time Lyapunov exponent deviates from a Gaussian one. By means of the generalized Lyapunov exponents the parameter range is determined where the non-Gaussian part of the distribution is significant and multiscaling becomes essential.

Subject of this work is the investigation of generic synchronization phenomena in interacting complex systems. These phenomena are observed, among all, in coupled deterministic chaotic systems. At very weak interactions between individual systems a transition to a weakly coherent behavior of the systems can take place. In coupled continuous time chaotic systems this transition manifests itself with the effect of phase synchronization, in coupled chaotic discrete time systems with the effect of non-vanishing macroscopic mean field. Transition to coherence in a chain of locally coupled oscillators described with phase equations is investigated with respect to the symmetries in the system. It is shown that the reversibility of the system caused by these symmetries results to non-trivial topological properties of trajectories so that the system constructed to be dissipative reveals in a whole parameter range quasi-Hamiltonian features, i.e. the phase volume is conserved on average and Lyapunov exponents come in symmetric pairs. Transition to coherence in an ensemble of globally coupled chaotic maps is described with the loss of stability of the disordered state. The method is to break the self-consistensy of the macroscopic field and to characterize the ensemble in analogy to an amplifier circuit with feedback with a complex linear transfer function. This theory is then generalized for several cases of theoretic interest.