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Adaptive Wavelets Applied to the Analysis of Nonlinear Systems with Chaotic Dynamics

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 Added by Alexander E. Hramov
 Publication date 2006
  fields Physics
and research's language is English




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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



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Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on the level of macroscopic observables, one has to rely on equation-free methods like stochastic continuation. Here, we investigate how to improve stochastic continuation techniques by adaptively choosing the parameters of the algorithm. This allows one to obtain bifurcation diagrams quite accurately, especially near bifurcation points. We introduce lifting techniques which generate microscopic states with a naturally grown structure, which can be crucial for a reliable evaluation of macroscopic quantities. We show how to calculate fixed points of fluctuating functions by employing suitable linear fits. This procedure offers a simple measure of the statistical error. We demonstrate these improvements by applying the approach in analyses of (i) the Ising model in two dimensions, (ii) an active Ising model, and (iii) a stochastic Swift-Hohenberg model. We conclude by discussing the abilities and remaining problems of the technique.
Coupling of chaotic oscillators has evidenced conditions where synchronization is possible, therefore a nonlinear system can be driven to a particular state through input from a similar oscillator. Here we expand this concept of control of the state of a nonlinear system by showing that it is possible to induce it to follow a textit{linear} superposition of signals from multiple equivalent systems, using only partial information from them, through one- or more variable-signal. Moreover, we show that the larger the number of trajectories added to the input signal, the better the convergence of the system trajectory to the sum input.
A horizontal flow of two immiscible fluid layers with different densities, viscosities and thicknesses, subject to vertical gravitational forces and with an insoluble surfactant present at the interface, is investigated. The base Couette flow is driven by the horizontal motion of the channel walls. Linear and nonlinear stages of the (inertialess) surfactant and gravity dependent long-wave instability are studied using the lubrication approximation, which leads to a system of coupled nonlinear evolution equations for the interface and surfactant disturbances. The linear stability is determined by an eigenvalue problem for the normal modes. The growth rates and the amplitudes of disturbances of the interface, surfactant, velocities, and pressures are found analytically. For each wavenumber, there are two active normal modes. For each mode, the instability threshold conditions in terms of the system parameters are determined. In particular, it transpires that for certain parametric ranges, even arbitrarily strong gravity cannot completely stabilize the flow. The correlations of vorticity-thickness phase differences with instability, present when the gravitational effects are neglected, are found to break down when gravity is important. The physical mechanisms of instability for the two modes are explained with vorticity playing no role in them. Unlike the semi-infinite case that we previously studied, a small-amplitude nonlinear saturation of the surfactant instability is possible in the absence of gravity. For certain parametric ranges, the interface deflection is governed by a decoupled Kuramoto-Sivashinsky equation, which provides a source term for a linear convection-diffusion equation governing the surfactant concentration. The full numerics confirm the prediction that, along with the interface, the surfactant wave is chaotic, but the ratio of the two chaotic waves is constant.
The prediction of the response of a closed system to external perturbations is one of the central problems in quantum mechanics, and in this respect, the local density of states (LDOS) provides an in- depth description of such a response. The LDOS is the distribution of the overlaps squared connecting the set of eigenfunctions with the perturbed one. Here, we show that in the case of closed systems with classically chaotic dynamics, the LDOS is a Breit-Wigner distribution under very general perturbations of arbitrary high intensity. Consequently, we derive a semiclassical expression for the width of the LDOS which is shown to be very accurate for paradigmatic systems of quantum chaos. This Letter demonstrates the universal response of quantum systems with classically chaotic dynamics.
55 - T. Dittrich 1997
We consider a quasi one-dimensional chain of N chaotic scattering elements with periodic boundary conditions. The classical dynamics of this system is dominated by diffusion. The quantum theory, on the other hand, depends crucially on whether the chain is disordered or invariant under lattice translations. In the disordered case, the spectrum is dominated by Anderson localization whereas in the periodic case, the spectrum is arranged in bands. We investigate the special features in the spectral statistics for a periodic chain. For finite N, we define spectral form factors involving correlations both for identical and non-identical Bloch numbers. The short-time regime is treated within the semiclassical approximation, where the spectral form factor can be expressed in terms of a coarse-grained classical propagator which obeys a diffusion equation with periodic boundary conditions. In the long-time regime, the form factor decays algebraically towards an asymptotic constant. In the limit $Ntoinfty$, we derive a universal scaling function for the form factor. The theory is supported by numerical results for quasi one-dimensional periodic chains of coupled Sinai billiards.
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