Kernel Analog Forecasting: Multiscale Test Problems

Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions made, and the manner in which they should be interpreted, depends crucially on the extent to which the variables chosen for prediction are Markovian, or approximately Markovian. Multiscale systems provide a framework in which this issue can be analyzed. In this work kernel analog forecasting methods are studied from the perspective of data generated by multiscale dynamical systems. The problems chosen exhibit a variety of different Markovian closures, using both averaging and homogenization; furthermore, settings where scale-separation is not present and the predicted variables are non-Markovian, are also considered. The studies provide guidance for the interpretation of data-driven prediction methods when used in practice.Comment: 30 pages, 14 figures; clarified several ambiguous parts, added references, and a comparison with Lorenz' original method (Sec. 4.5

Chaos in a double driven dissipative nonlinear oscillator

We propose an anharmonic oscillator driven by two periodic forces of different frequencies as a new time-dependent model for investigating quantum dissipative chaos. Our analysis is done in the frame of statistical ensemble of quantum trajectories in quantum state diffusion approach. Quantum dynamical manifestation of chaotic behavior, including the emergence of chaos, properties of strange attractors, and quantum entanglement are studied by numerical simulation of ensemble averaged Wigner function and von Neumann entropy.Comment: 9 pages, 18 figure

Deterministic inhomogeneous inertia ratchets

We study the deterministic dynamics of a periodically driven particle in the underdamped case in a spatially symmetric periodic potential. The system is subjected to a space-dependent friction coefficient, which is similarly periodic as the potential but with a phase difference. We observe that frictional inhomogeneity in a symmetric periodic potential mimics most of the qualitative features of deterministic dynamics in a homogeneous system with an asymmetric periodic potential. We point out the need of averaging over the initial phase of the external drive at small frictional inhomogeneity parameter values or analogously low potential asymmetry regimes in obtaining ratchet current. We also show that at low amplitudes of the drive, where ratchet current is not possible in the deterministic case, noise plays a significant role in realizing ratchet current.Comment: 15 pages, 15 figure

Scarring and the statistics of tunnelling

We show that the statistics of tunnelling can be dramatically affected by scarring and derive distributions quantifying this effect. Strong deviations from the prediction of random matrix theory can be explained quantitatively by modifying the Gaussian distribution which describes wavefunction statistics. The modified distribution depends on classical parameters which are determined completely by linearised dynamics around a periodic orbit. This distribution generalises the scarring theory of Kaplan [Phys. Rev. Lett. {\bf 80}, 2582 (1998)] to describe the statistics of the components of the wavefunction in a complete basis, rather than overlaps with single Gaussian wavepackets. In particular it is shown that correlations in the components of the wavefunction are present, which can strongly influence tunnelling-rate statistics. The resulting distribution for tunnelling rates is tested successfully on a two-dimensional double-well potential.Comment: 20 pages, 4 figures, submitted to Ann. Phy

Semiclassical Field Theory Approach to Quantum Chaos

We construct a field theory to describe energy averaged quantum statistical properties of systems which are chaotic in their classical limit. An expression for the generating function of general statistical correlators is presented in the form of a functional supermatrix nonlinear $\sigma$-model where the effective action involves the evolution operator of the classical dynamics. Low-lying degrees of freedom of the field theory are shown to reflect the irreversible classical dynamics describing relaxation of phase space distributions. The validity of this approach is investigated over a wide range of energy scales. As well as recovering the universal long-time behavior characteristic of random matrix ensembles, this approach accounts correctly for the short-time limit yielding results which agree with the diagonal approximation of periodic orbit theory.Comment: uuencoded file, 21 pages, latex, one eps figur

Nonlinear Analysis and Control of Interleaved Boost Converter Using Real-Time Cycle to Cycle Variable Slope Compensation

Switched-mode power converters are inherently nonlinear and piecewise smooth systems that may exhibit a series of undesirable operations that can greatly reduce the converter's efficiency and lifetime. This paper presents a nonlinear analysis technique to investigate the influence of system parameters on the stability of interleaved boost converters. In this approach, Monodromy matrix that contains all the comprehensive information of converter parameters and control loop can be employed to fully reveal and understand the inherent nonlinear dynamics of interleaved boost converters, including the interaction effect of switching operation. Thereby not only the boundary conditions but also the relationship between stability margin and the parameters given can be intuitively studied by the eigenvalues of this matrix. Furthermore, by employing the knowledge gained from this analysis, a real-Time cycle to cycle variable slope compensation method is proposed to guarantee a satisfactory performance of the converter with an extended range of stable operation. Outcomes show that systems can regain stability by applying the proposed method within a few time periods of switching cycles. The numerical and analytical results validate the theoretical analysis, and experimental results verify the effectiveness of the proposed approach

Quasilinear theory of collisionless Fermi acceleration in a multicusp magnetic confinement geometry

Particle motion in a cylindrical multiple-cusp magnetic field configuration is shown to be highly (though not completely) chaotic, as expected by analogy with the Sinai billiard. This provides a collisionless, linear mechanism for phase randomization during monochromatic wave heating. A general quasilinear theory of collisionless energy diffusion is developed for particles with a Hamiltonian of the form $H_0+H_1$, motion in the \emph{unperturbed} Hamiltonian $H_0$ being assumed chaotic, while the perturbation $H_1$ can be coherent (i.e. not stochastic). For the multicusp geometry, two heating mechanisms are identified --- cyclotron resonance heating of particles temporarily mirror-trapped in the cusps, and nonresonant heating of nonadiabatically reflected particles (the majority). An analytically solvable model leads to an expression for a transit-time correction factor, exponentially decreasing with increasing frequency. The theory is illustrated using the geometry of a typical laboratory experiment.Comment: 13 pages (.tex file, using REVTeX), 11 figures (.eps files). Sep. 30: Word "collisionless" added to title, abstract and text slightly revised in response to referee's comments (to be published in Phys. Rev. E