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Recurrence plots, a rather promising tool of data analysis, have been introduced by Eckman et al. in 1987. They visualise recurrences in phase space and give an overview about the system's dynamics. Two features have made the method rather popular. Firstly they are rather simple to compute and secondly they are putatively easy to interpret. However, the straightforward interpretation of recurrence plots for some systems yields rather surprising results. For example indications of low dimensional chaos have been reported for stock marked data, based on recurrence plots. In this work we exploit recurrences or ``naturally occurring analogues'' as they were termed by E. Lorenz, to obtain three key results. One of which is that the most striking structures which are found in recurrence plots are hinged to the correlation entropy and the correlation dimension of the underlying system. Even though an eventual embedding changes the structures in recurrence plots considerably these dynamical invariants can be estimated independently of the special parameters used for the computation. The second key result is that the attractor can be reconstructed from the recurrence plot. This means that it contains all topological information of the system under question in the limit of long time series. The graphical representation of the recurrences can also help to develop new algorithms and exploit specific structures. This feature has helped to obtain the third key result of this study. Based on recurrences to points which have the same ``recurrence structure'', it is possible to generate surrogates of the system which capture all relevant dynamical characteristics, such as entropies, dimensions and characteristic frequencies of the system. These so generated surrogates are shadowed by a trajectory of the system which starts at different initial conditions than the time series in question. They can be used then to test for complex synchronisation.
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 thesis analyses synchronization phenomena occurring in large ensembles of interacting oscillatory units. In particular, the effects of nonisochronicity (frequency dependence on the oscillator's amplitude) on the macroscopic transition to synchronization are studied in detail. The new phenomena found (Anomalous Synchronization) are investigated in populations of oscillators as well as between oscillator's ensembles.
We calculate the additional carbon emissions as a result of the conversion of natural land in a process of urbanisation; and the change of carbon flows by “urbanised” ecosystems, when the atmospheric carbon is exported to the neighboring territories, from 1980 till 2050 for the eight regions of the world. As a scenario we use combined UN and demographic model′s prognoses for regional total and urban population growth. The calculations of urban areas dynamics are based on two models: the regression model and the Gamma-model. The urbanised area is sub-divided on built-up, „green“ (parks, etc.) and informal settlements (favelas) areas. The next step is to calculate the regional and world dynamics of carbon emission and export, and the annual total carbon balance. Both models give similar results with some quantitative differences. In the first model, the world annual emissions attain a maximum of 205 MtC/year between 2020-2030. Emissions will then slowly decrease. The maximum contributions are given by China and the Asia and Pacific regions. In the second model, world annual emissions increase to 1.25 GtC in 2005, beginning to decrease afterwards. If we compare the emission maximum with the annual emission caused by deforestation, 1.36GtC per year, then we can say that the role of urbanised territories (UT) is of a comparable magnitude. Regarding the world annual export of carbon by UT, we observe its monotonous growth by three times, from 24 MtC to 66 MtC in the first model, and from 249 MtC to 505 MtC in the second one. The latter, is therefore comparable to the amount of carbon transported by rivers into the ocean (196-537 MtC). By estimating the total balance we find that urbanisation shifts the total balance towards a “sink” state. The urbanisation is inhibited in the interval 2020-2030, and by 2050 the growth of urbanised areas would almost stop. Hence, the total emission of natural carbon at that stage will stabilise at the level of the 1980s (80 MtC per year). As estimated by the second model, the total balance, being almost constant until 2000, then starts to decrease at an almost constant rate. We can say that by the end of the XXI century, the total carbon balance will be equal to zero, when the exchange flows are fully balanced, and may even be negative, when the system begins to take up carbon from the atmosphere, i.e., becomes a “sink”.
My thesis is concerned with several new noise-induced phenomena in excitable neural models, especially those with FitzHugh-Nagumo dynamics. In these effects the fluctuations intrinsically present in any complex neural network play a constructive role and improve functionality. I report the occurrence of Vibrational Resonance in excitable systems. Both in an excitable electronic circuit and in the FitzHugh-Nagumo model, I show that an optimal amplitude of high-frequency driving enhances the response of an excitable system to a low-frequency signal. Additionally, the influence of additive noise and the interplay between Stochastic and Vibrational Resonance is analyzed. Further, I study systems which combine both oscillatory and excitable properties, and hence intrinsically possess two internal frequencies. I show that in such a system the effect of Stochastic Resonance can be amplified by an additional high-frequency signal which is in resonance with the oscillatory frequency. This amplification needs much lower noise intensities than for conventional Stochastic Resonance in excitable systems. I study frequency selectivity in noise-induced subthreshold signal processing in a system with many noise-supported stochastic attractors. I show that the response of the coupled elements at different noise levels can be significantly enhanced or reduced by forcing some elements into resonance with these new frequencies which correspond to appropriate phase-relations. A noise-induced phase transition to excitability is reported in oscillatory media with FitzHugh-Nagumo dynamics. This transition takes place via noise-induced stabilization of a deterministically unstable fixed point of the local dynamics, while the overall phase-space structure of the system is maintained. The joint action of coupling and noise leads to a different type of phase transition and results in a stabilization of the system. The resulting noise-induced regime is shown to display properties characteristic of excitable media, such as Stochastic Resonance and wave propagation. This effect thus allows the transmission of signals through an otherwise globally oscillating medium. In particular, these theoretical findings suggest a possible mechanism for suppressing undesirable global oscillations in neural networks (which are usually characteristic of abnormal medical conditions such as Parkinson′s disease or epilepsy), using the action of noise to restore excitability, which is the normal state of neuronal ensembles.
Concerns have been raised that anthropogenic climate change could lead to large-scale singular climate events, i.e., abrupt nonlinear climate changes with repercussions on regional to global scales. One central goal of this thesis is the development of models of two representative components of the climate system that could exhibit singular behavior: the Atlantic thermohaline circulation (THC) and the Indian monsoon. These models are conceived so as to fulfill the main requirements of integrated assessment modeling, i.e., reliability, computational efficiency, transparency and flexibility. The model of the THC is an interhemispheric four-box model calibrated against data generated with a coupled climate model of intermediate complexity. It is designed to be driven by global mean temperature change which is translated into regional fluxes of heat and freshwater through a linear down-scaling procedure. Results of a large number of transient climate change simulations indicate that the reduced-form THC model is able to emulate key features of the behavior of comprehensive climate models such as the sensitivity of the THC to the amount, regional distribution and rate of change in the heat and freshwater fluxes. The Indian monsoon is described by a novel one-dimensional box model of the tropical atmosphere. It includes representations of the radiative and surface fluxes, the hydrological cycle and surface hydrology. Despite its high degree of idealization, the model satisfactorily captures relevant aspects of the observed monsoon dynamics, such as the annual course of precipitation and the onset and withdrawal of the summer monsoon. Also, the model exhibits the sensitivity to changes in greenhouse gas and sulfate aerosol concentrations that are known from comprehensive models. A simplified version of the monsoon model is employed for the identification of changes in the qualitative system behavior against changes in boundary conditions. The most notable result is that under summer conditions a saddle-node bifurcation occurs at critical values of the planetary albedo or insolation. Furthermore, the system exhibits two stable equilibria: besides the wet summer monsoon, a stable state exists which is characterized by a weak hydrological cycle. These results are remarkable insofar, as they indicate that anthropogenic perturbations of the planetary albedo such as sulfur emissions and/or land-use changes could destabilize the Indian summer monsoon. The reduced-form THC model is employed in an exemplary integrated assessment application. Drawing on the conceptual and methodological framework of the tolerable windows approach, emissions corridors (i.e., admissible ranges of CO2- emissions) are derived that limit the risk of a THC collapse while considering expectations about the socio-economically acceptable pace of emissions reductions. Results indicate, for example, a large dependency of the width of the emissions corridor on climate and hydrological sensitivity: for low values of climate and/or hydrological sensitivity, the corridor boundaries are far from being transgressed by any plausible emissions scenario for the 21st century. In contrast, for high values of both quantities low non-intervention scenarios leave the corridor already in the early decades of the 21st century. This implies that if the risk of a THC collapse is to be kept low, business-as-usual paths would need to be abandoned within the next two decades. All in all, this thesis highlights the value of reduced-form modeling by presenting a number of applications of this class of models, ranging from sensitivity and bifurcation analysis to integrated assessment. The results achieved and conclusions drawn provide a useful contribution to the scientific and policy debate about the consequences of anthropogenic climate change and the long-term goals of climate protection. --- Anmerkung: Die Autorin ist Trägerin des von der Mathematisch-Naturwissenschaftlichen Fakultät der Universität Potsdam vergebenen Michelson-Preises für die beste Promotion des Jahres 2003/2004.
A polymer is a large molecule made up of many elementary chemical units, joined together by covalent bonds (for example, polyethylene). Polyelectrolytes (PELs) are polymer chains containing a certain amount of ionizable monomers. With their specific properties PELs acquire big importance in molecular and cell biology as well as in technology. Compared to neutral polymers the theory of PELs is less understood. In particular, this is valid for PELs in poor solvents. A poor solvent environment causes an effective attraction between monomers. Hence, for PELs in a poor solvent, there occurs a competition between attraction and repulsion. Strong or quenched PELs are completely dissociated at any accessible pH. The position of charges along the chain is fixed by chemical synthesis. On the other hand, in weak or annealed PELs dissociation of charges depends on solution pH. For the first time the simulation results have given direct evidence that at rather poor solvents an annealed PEL indeed undergoes a first-order phase transition when the chemical potential (solution pH) reaches at a certain value. The discontinuous transition occurs between a weakly charged compact globular structure and a strongly charged stretched configuration. At not too poor solvents theory predicts that globule would become unstable with respect to the formation of pearl-necklaces. The results show that pearl-necklaces exist in annealed PELs indeed. Furthermore, as predicted by theory, the simulation results have shown that annealed PELs display a sharp transition from a highly charged stretched state to a weakly charged globule at a critical salt concentration.
Die vorliegende Arbeit beschäftigt sich mit der Charakterisierung von Seismizität anhand von Erdbebenkatalogen. Es werden neue Verfahren der Datenanalyse entwickelt, die Aufschluss darüber geben sollen, ob der seismischen Dynamik ein stochastischer oder ein deterministischer Prozess zugrunde liegt und was daraus für die Vorhersagbarkeit starker Erdbeben folgt. Es wird gezeigt, dass seismisch aktive Regionen häufig durch nichtlinearen Determinismus gekennzeichent sind. Dies schließt zumindest die Möglichkeit einer Kurzzeitvorhersage ein. Das Auftreten seismischer Ruhe wird häufig als Vorläuferphaenomen für starke Erdbeben gedeutet. Es wird eine neue Methode präsentiert, die eine systematische raumzeitliche Kartierung seismischer Ruhephasen ermöglicht. Die statistische Signifikanz wird mit Hilfe des Konzeptes der Ersatzdaten bestimmt. Als Resultat erhält man deutliche Korrelationen zwischen seismischen Ruheperioden und starken Erdbeben. Gleichwohl ist die Signifikanz dafür nicht hoch genug, um eine Vorhersage im Sinne einer Aussage über den Ort, die Zeit und die Stärke eines zu erwartenden Hauptbebens zu ermöglichen.
This thesis presents new approaches to evolutions of binary black hole systems in numerical relativity. We analyze and compare evolutions from various physically motivated initial data sets, in particular presenting the first evolutions of Thin Sandwich data generated by the Meudon group. For the first time two different quasi-circular orbit initial data sequences are compared through fully 3d numerical evolutions: Puncture data and Thin Sandwich data (TSD) based on a helical killing vector ansatz. The two different sets are compared in terms of the physical quantities that can be measured from the numerical data, and in terms of their evolutionary behavior. The evolutions demonstrate that for the latter, "Meudon" datasets, the black holes do in fact orbit for a longer amount of time before they merge, in comparison with Puncture data from the same separation. This indicates they are potentially better estimates of quasi-circular orbit parameters. The merger times resulting from the numerical simulations are consistent with independent Post-Newtonian estimates that the final plunge phase of a black hole inspiral should take 60% of an orbit.
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.