Generalized dimensions of Feigenbaum's attractor from renormalization-group functional equations

A method is suggested for the computation of the generalized dimensions of fractal attractors at the period-doubling transition to chaos. The approach is based on an eigenvalue problem formulated in terms of functional equations, with a coefficient expressed in terms of Feigenbaum's universal fixed-point function. The accuracy of the results is determined only by precision of the representation of the universal function.Comment: 6 pages, 2 table

Two stories outside Boltzmann-Gibbs statistics: Mori's q-phase transitions and glassy dynamics at the onset of chaos

First, we analyze trajectories inside the Feigenbaum attractor and obtain the atypical weak sensitivity to initial conditions and loss of information associated to their dynamics. We identify the Mori singularities in its Lyapunov spectrum with the appearance of a special value for the entropic index q of the Tsallis statistics. Secondly, the dynamics of iterates at the noise-perturbed transition to chaos is shown to exhibit the characteristic elements of the glass transition, e.g. two-step relaxation, aging, subdiffusion and arrest. The properties of the bifurcation gap induced by the noise are seen to be comparable to those of a supercooled liquid above a glass transition temperature.Comment: Proceedings of: 31st Workshop of the International School of Solid State Physics, Complexity, Metastability and Nonextensivity, Erice (Sicily) 20-26 July 2004 World Scientific in the special series of the E. Majorana conferences, in pres

Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma. Part one: Sunspot dynamics

In this study, the nonlinear analysis of the sunspot index is embedded in the non-extensive statistical theory of Tsallis. The triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the SVD components of the sunspot index timeseries. Also the multifractal scaling exponent spectrum, the generalized Renyi dimension spectrum and the spectrum of the structure function exponents were estimated experimentally and theoretically by using the entropy principle included in Tsallis non extensive statistical theory, following Arimitsu and Arimitsu. Our analysis showed clearly the following: a) a phase transition process in the solar dynamics from high dimensional non Gaussian SOC state to a low dimensional non Gaussian chaotic state, b) strong intermittent solar turbulence and anomalous (multifractal) diffusion solar process, which is strengthened as the solar dynamics makes phase transition to low dimensional chaos in accordance to Ruzmaikin, Zeleny and Milovanov studies c) faithful agreement of Tsallis non equilibrium statistical theory with the experimental estimations of i) non-Gaussian probability distribution function, ii) multifractal scaling exponent spectrum and generalized Renyi dimension spectrum, iii) exponent spectrum of the structure functions estimated for the sunspot index and its underlying non equilibrium solar dynamics.Comment: 40 pages, 11 figure

Fluctuating dynamics at the quasiperiodic onset of chaos, Tsallis q-statistics and Mori's q-phase thermodynamics

We analyze the fluctuating dynamics at the golden-mean transition to chaos in the critical circle map and find that trajectories within the critical attractor consist of infinite sets of power laws mixed together. We elucidate this structure assisted by known renormalization group (RG) results. Next we proceed to weigh the new findings against Tsallis' entropic and Mori's thermodynamic theoretical schemes and observe behavior to a large extent richer than previously reported. We find that the sensitivity to initial conditions has the form of families of intertwined q-exponentials, of which we determine the q-indexes and the generalized Lyapunov coefficient spectra. Further, the dynamics within the critical attractor is found to consist of not one but a collection of Mori's q-phase transitions with a hierarchical structure. The value of Mori's `thermodynamic field' variable q at each transition corresponds to the same special value for the entropic index q. We discuss the relationship between the two formalisms and indicate the usefulness of the methods involved to determine the universal trajectory scaling function and/or the ocurrence and characterization of dynamical phase transitions.Comment: Resubmitted to Physical Review E. The title has been changed slightly and the abstract has been extended. There is a new subsection following the conclusions that explains the role and usefulness of the q-statistics in the problem studied. Other minor changes througout the tex

Visualization of Chaos for Finance Majors

Efforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t)=kappa x(t-1)[1-x(t-1)], with 0Logistic Equation, Visualization, Strange Attractor, Chaos, Hurst Exponent