Violation of hyperbolicity via unstable dimension variability in a chain with local hyperbolic chaotic attractors

We consider a chain of oscillators with hyperbolic chaos coupled via diffusion. When the coupling is strong the chain is synchronized and demonstrates hyperbolic chaos so that there is one positive Lyapunov exponent. With the decay of the coupling the second and the third Lyapunov exponents approach zero simultaneously. The second one becomes positive, while the third one remains close to zero. Its finite-time numerical approximation fluctuates changing the sign within a wide range of the coupling parameter. These fluctuations arise due to the unstable dimension variability which is known to be the source for non-hyperbolicity. We provide a detailed study of this transition using the methods of Lyapunov analysis.Comment: 24 pages, 13 figure

Strange Nonchaotic Attractors

Aperiodic dynamics which is nonchaotic is realized on Strange Nonchaotic attractors (SNAs). Such attractors are generic in quasiperiodically driven nonlinear systems, and like strange attractors, are geometrically fractal. The largest Lyapunov exponent is zero or negative: trajectories do not show exponential sensitivity to initial conditions. In recent years, SNAs have been seen in a number of diverse experimental situations ranging from quasiperiodically driven mechanical or electronic systems to plasma discharges. An important connection is the equivalence between a quasiperiodically driven system and the Schr\"odinger equation for a particle in a related quasiperiodic potential, giving a correspondence between the localized states of the quantum problem with SNAs in the related dynamical system. In this review we discuss the main conceptual issues in the study of SNAs, including the different bifurcations or routes for the creation of such attractors, the methods of characterization, and the nature of dynamical transitions in quasiperiodically forced systems. The variation of the Lyapunov exponent, and the qualitative and quantitative aspects of its local fluctuation properties, has emerged as an important means of studying fractal attractors, and this analysis finds useful application here. The ubiquity of such attractors, in conjunction with their several unusual properties, suggest novel applications.Comment: 34 pages, 9 figures(5 figures are in ps format and four figures are in gif format

Theory and computation of covariant Lyapunov vectors

Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate these directions. Though the concept of these vectors has been known for a long time, they became practically computable only recently due to algorithms suggested by Ginelli et al. [Phys. Rev. Lett. 99, 2007, 130601] and by Wolfe and Samelson [Tellus 59A, 2007, 355]. In view of the great interest in covariant Lyapunov vectors and their wide range of potential applications, in this article we summarize the available information related to Lyapunov vectors and provide a detailed explanation of both the theoretical basics and numerical algorithms. We introduce the notion of adjoint covariant Lyapunov vectors. The angles between these vectors and the original covariant vectors are norm-independent and can be considered as characteristic numbers. Moreover, we present and study in detail an improved approach for computing covariant Lyapunov vectors. Also we describe, how one can test for hyperbolicity of chaotic dynamics without explicitly computing covariant vectors.Comment: 21 pages, 5 figure

Chaotic saddles in nonlinear modulational interactions in a plasma

A nonlinear model of modulational processes in the subsonic regime involving a linearly unstable wave and two linearly damped waves with different damping rates in a plasma is studied numerically. We compute the maximum Lyapunov exponent as a function of the damping rates in a two-parameter space, and identify shrimp-shaped self-similar structures in the parameter space. By varying the damping rate of the low-frequency wave, we construct bifurcation diagrams and focus on a saddle-node bifurcation and an interior crisis associated with a periodic window. We detect chaotic saddles and their stable and unstable manifolds, and demonstrate how the connection between two chaotic saddles via coupling unstable periodic orbits can result in a crisis-induced intermittency. The relevance of this work for the understanding of modulational processes observed in plasmas and fluids is discussed.Comment: Physics of Plasmas, in pres

Covariant Lyapunov vectors

The recent years have witnessed a growing interest for covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here we review the basic results of ergodic theory, with a specific reference to the implications of Oseledets' theorem for the properties of the CLVs. We then present a detailed description of a "dynamical" algorithm to compute the CLVs and show that it generically converges exponentially in time. We also discuss its numerical performance and compare it with other algorithms presented in literature. We finally illustrate how CLVs can be used to quantify deviations from hyperbolicity with reference to a dissipative system (a chain of H\'enon maps) and a Hamiltonian model (a Fermi-Pasta-Ulam chain)

Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

Linear And Nonlinear Arabesques: A Study Of Closed Chains Of Negative 2-Element Circuits

In this paper we consider a family of dynamical systems that we call "arabesques", defined as closed chains of 2-element negative circuits. An $n$-dimensional arabesque system has $n$ 2-element circuits, but in addition, it displays by construction, two $n$-element circuits which are both positive vs one positive and one negative, depending on the parity (even or odd) of the dimension $n$. In view of the absence of diagonal terms in their Jacobian matrices, all these dynamical systems are conservative and consequently, they can not possess any attractor. First, we analyze a linear variant of them which we call "arabesque 0" or for short "A0". For increasing dimensions, the trajectories are increasingly complex open tori. Next, we inserted a single cubic nonlinearity that does not affect the signs of its circuits (that we call "arabesque 1" or for short "A1"). These systems have three steady states, whatever the dimension is, in agreement with the order of the nonlinearity. All three are unstable, as there can not be any attractor in their state-space. The 3D variant (that we call for short "A1\_3D") has been analyzed in some detail and found to display a complex mixed set of quasi-periodic and chaotic trajectories. Inserting $n$ cubic nonlinearities (one per equation) in the same way as above, we generate systems "A2\_$n$D". A2\_3D behaves essentially as A1\_3D, in agreement with the fact that the signs of the circuits remain identical. A2\_4D, as well as other arabesque systems with even dimension, has two positive $n$-circuits and nine steady states. Finally, we investigate and compare the complex dynamics of this family of systems in terms of their symmetries.Comment: 22 pages, 12 figures, accepted for publication at Int. J. Bif. Chao