No Arabic abstract
Many high-dimensional complex systems exhibit an enormously complex landscape of possible asymptotic states. Here, we present a numerical approach geared towards analyzing such systems. It is situated between the classical analysis with macroscopic order parameters and a more thorough, detailed bifurcation analysis. With our machine learning method, based on random sampling and clustering methods, we are able to characterize the different asymptotic states or classes thereof and even their basins of attraction. In order to do this, suitable, easy to compute, statistics of trajectories with randomly generated initial conditions and parameters are clustered by an algorithm such as DBSCAN. Due to its modular and flexible nature, our method has a wide range of possible applications. Typical applications are oscillator networks, but it is not limited only to ordinary differential equation systems, every complex system yielding trajectories, such as maps or agent-based models, can be analyzed, as we show by applying it the Dodds-Watts model, a generalized SIRS-model. A second order Kuramoto model and a Stuart-Landau oscillator network, each exhibiting a complex multistable regime, are shown as well. The method is available to use as a package for the Julia language.
We present an analytical description for the collective dynamics of oscillator ensembles with higher-order coupling encoded by simplicial structure, which serves as an illustrative and insightful paradigm for brain function and information storage. The novel dynamics of the system, including abrupt desynchronization and multistability, are rigorously characterized and the critical points that correspond to a continuum of first-order phase transitions are found to satisfy universal scaling properties. More importantly, the underlying bifurcation mechanism giving rise to multiple clusters with arbitrary ensemble size is characterized using a rigorous spectral analysis of the stable cluster states. As a consequence of $SO_2$ group symmetry, we show that the continuum of abrupt desynchronization transitions result from the instability of a collective mode under the nontrivial antisymmetric manifold in the high dimensional phase space.
The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation method and use it to estimate the transition rate of a double well potential problem. We show that the associated constrained path sampling problem can be addressed by a combination of Crooks-Chandler sampling and parallel tempering and marginalization.
We consider an approach to the analysis of nonstationary processes based on the application of wavelet basis sets constructed using segments of the analyzed time series. The proposed method is applied to the analysis of time series generated by a nonlinear system with and without noise
Recently, it has been demonstrated that asymptotic states of open quantum system can undergo qualitative changes resembling pitchfork, saddle-node, and period doubling classical bifurcations. Here, making use of the periodically modulated open quantum dimer model, we report and investigate a quantum Neimark-Sacker bifurcation. Its classical counterpart is the birth of a torus (an invariant curve in the Poincar{e} section) due to instability of a limit cycle (fixed point of the Poincar{e} map). The quantum system exhibits a transition from unimodal to bagel shaped stroboscopic distributions, as for Husimi representation, as for observables. The spectral properties of Floquet map experience changes reminiscent of the classical case, a pair of complex conjugated eigenvalues approaching a unit circle. Quantum Monte-Carlo wave function unraveling of the Lindblad master equation yields dynamics of single trajectories on quantum torus and allows for quantifying it by rotation number. The bifurcation is sensitive to the number of quantum particles that can also be regarded as a control parameter.
Markov chain Monte Carlo (MCMC) produces a correlated sample for estimating expectations with respect to a target distribution. A fundamental question is when should sampling stop so that we have good estimates of the desired quantities? The key to answering this question lies in assessing the Monte Carlo error through a multivariate Markov chain central limit theorem (CLT). The multivariate nature of this Monte Carlo error largely has been ignored in the MCMC literature. We present a multivariate framework for terminating simulation in MCMC. We define a multivariate effective sample size, estimating which requires strongly consistent estimators of the covariance matrix in the Markov chain CLT; a property we show for the multivariate batch means estimator. We then provide a lower bound on the number of minimum effective samples required for a desired level of precision. This lower bound depends on the problem only in the dimension of the expectation being estimated, and not on the underlying stochastic process. This result is obtained by drawing a connection between terminating simulation via effective sample size and terminating simulation using a relative standard deviation fixed-volume sequential stopping rule; which we demonstrate is an asymptotically valid procedure. The finite sample properties of the proposed method are demonstrated in a variety of examples.