Adaptive Detection of Instabilities: An Experimental Feasibility Study

We present an example of the practical implementation of a protocol for experimental bifurcation detection based on on-line identification and feedback control ideas. The idea is to couple the experiment with an on-line computer-assisted identification/feedback protocol so that the closed-loop system will converge to the open-loop bifurcation points. We demonstrate the applicability of this instability detection method by real-time, computer-assisted detection of period doubling bifurcations of an electronic circuit; the circuit implements an analog realization of the Roessler system. The method succeeds in locating the bifurcation points even in the presence of modest experimental uncertainties, noise and limited resolution. The results presented here include bifurcation detection experiments that rely on measurements of a single state variable and delay-based phase space reconstruction, as well as an example of tracing entire segments of a codimension-1 bifurcation boundary in two parameter space.Comment: 29 pages, Latex 2.09, 10 figures in encapsulated postscript format (eps), need psfig macro to include them. Submitted to Physica

A Subspace Shift Technique for Nonsymmetric Algebraic Riccati Equations

The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive and one with negative real part. When both these eigenvalues are exactly zero, the problem is called critical or null recurrent. While in this case the problem is ill-conditioned and the convergence of the algorithms based on matrix iterations is slow, there exist some techniques to remove the singularity and transform the problem to a well-behaved one. Ill-conditioning and slow convergence appear also in close-to-critical problems, but when none of the eigenvalues is exactly zero the techniques used for the critical case cannot be applied. In this paper, we introduce a new method to accelerate the convergence properties of the iterations also in close-to-critical cases, by working on the invariant subspace associated with the problematic eigenvalues as a whole. We present a theoretical analysis and several numerical experiments which confirm the efficiency of the new method

Non-symmetric gravity waves on water of infinite depth

Two different numerical methods are used to demonstrate the existence of and calculate non-symmetric gravity waves on deep water. It is found that they appear via spontaneous symmetry-breaking bifurcations from symmetric waves. The structure of the bifurcation tree is the same as the one found by Zufiria (1987) for waves on water of finite depth using a weakly nonlinear Hamiltonian model. One of the methods is based on the quadratic relations between the Stokes coefficients discovered by Longuet-Higgins (1978a). The other method is a new one based on the Hamiltonian structure of the water-wave problem

Convergence Time Towards Periodic Orbits in Discrete Dynamical Systems

We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we use linearized equations to examine the evolution near that neighborhood. The underlying idea is that points of stable periodic orbit are associated with intervals. We state and prove a theorem that details what regions of phase space are mapped into these intervals (once they are known) and how many iterations are required to get there. We also construct algorithms that allow our theoretical results to be implemented successfully in practice.Comment: 17 pages; 7 figure

Deterministic polarization chaos from a laser diode

Fifty years after the invention of the laser diode and fourty years after the report of the butterfly effect - i.e. the unpredictability of deterministic chaos, it is said that a laser diode behaves like a damped nonlinear oscillator. Hence no chaos can be generated unless with additional forcing or parameter modulation. Here we report the first counter-example of a free-running laser diode generating chaos. The underlying physics is a nonlinear coupling between two elliptically polarized modes in a vertical-cavity surface-emitting laser. We identify chaos in experimental time-series and show theoretically the bifurcations leading to single- and double-scroll attractors with characteristics similar to Lorenz chaos. The reported polarization chaos resembles at first sight a noise-driven mode hopping but shows opposite statistical properties. Our findings open up new research areas that combine the high speed performances of microcavity lasers with controllable and integrated sources of optical chaos.Comment: 13 pages, 5 figure

E&F Chaos: a user friendly software package for nonlinear economic dynamics

The use of nonlinear dynamic models in economics and finance has expanded rapidly in the last two decades. Numerical simulation is crucial in the investigation of nonlinear systems. E&F Chaos is an easy-to-use and freely available software package for simulation of nonlinear dynamic models to investigate stability of steady states and the presence of periodic orbits and chaos by standard numerical simulation techniques such as time series, phase plots, bifurcation diagrams, Lyapunov exponent plots, basin boundary plots and graphical analysis. The package contains many well-known nonlinear models, including applications in economics and finance, and is easy to use for non-specialists. New models and extensions or variations are easy to implement within the software package without the use of a compiler or other software. The software is demonstrated by investigating the dynamical behavior of some simple examples of the familiar cobweb model, including an extension with heterogeneous agents and asynchronous updating of strategies. Simulations with the E&F chaos software quickly provide information about local and global dynamics and easily lead to challenging questions for further mathematical analysis.