Complex Dynamics and Synchronization of Delayed-Feedback Nonlinear Oscillators

We describe a flexible and modular delayed-feedback nonlinear oscillator that is capable of generating a wide range of dynamical behaviours, from periodic oscillations to high-dimensional chaos. The oscillator uses electrooptic modulation and fibre-optic transmission, with feedback and filtering implemented through real-time digital-signal processing. We consider two such oscillators that are coupled to one another, and we identify the conditions under which they will synchronize. By examining the rates of divergence or convergence between two coupled oscillators, we quantify the maximum Lyapunov exponents or transverse Lyapunov exponents of the system, and we present an experimental method to determine these rates that does not require a mathematical model of the system. Finally, we demonstrate a new adaptive control method that keeps two oscillators synchronized even when the coupling between them is changing unpredictably.Comment: 24 pages, 13 figures. To appear in Phil. Trans. R. Soc. A (special theme issue to accompany 2009 International Workshop on Delayed Complex Systems

Regular and chaotic interactions of two BPS dyons at low energy

We identify and analyze quasiperiodic and chaotic motion patterns in the time evolution of a classical, non-Abelian Bogomol'nyi-Prasad-Sommerfield (BPS) dyon pair at low energies. This system is amenable to the geodesic approximation which restricts the underlying SU(2) Yang-Mills-Higgs dynamics to an eight-dimensional phase space. We numerically calculate a representative set of long-time solutions to the corresponding Hamilton equations and analyze quasiperiodic and chaotic phase space regions by means of Poincare surfaces of section, high-resolution power spectra and Lyapunov exponents. Our results provide clear evidence for both quasiperiodic and chaotic behavior and characterize it quantitatively. Indications for intermittency are also discussed.Comment: 22 pages, 6 figures (v2 contains a few additional references, a new paragraph on intermittency and minor stylistic corrections to agree with the published version

Linear and nonlinear information flow in spatially extended systems

Infinitesimal and finite amplitude error propagation in spatially extended systems are numerically and theoretically investigated. The information transport in these systems can be characterized in terms of the propagation velocity of perturbations $V_p$. A linear stability analysis is sufficient to capture all the relevant aspects associated to propagation of infinitesimal disturbances. In particular, this analysis gives the propagation velocity $V_L$ of infinitesimal errors. If linear mechanisms prevail on the nonlinear ones $V_p = V_L$. On the contrary, if nonlinear effects are predominant finite amplitude disturbances can eventually propagate faster than infinitesimal ones (i.e. $V_p > V_L$). The finite size Lyapunov exponent can be successfully employed to discriminate the linear or nonlinear origin of information flow. A generalization of finite size Lyapunov exponent to a comoving reference frame allows to state a marginal stability criterion able to provide $V_p$ both in the linear and in the nonlinear case. Strong analogies are found between information spreading and propagation of fronts connecting steady states in reaction-diffusion systems. The analysis of the common characteristics of these two phenomena leads to a better understanding of the role played by linear and nonlinear mechanisms for the flow of information in spatially extended systems.Comment: 14 RevTeX pages with 13 eps figures, title/abstract changed minor changes in the text accepted for publication on PR

Lagrangian Descriptors: A Method for Revealing Phase Space Structures of General Time Dependent Dynamical Systems

In this paper we develop new techniques for revealing geometrical structures in phase space that are valid for aperiodically time dependent dynamical systems, which we refer to as Lagrangian descriptors. These quantities are based on the integration, for a finite time, along trajectories of an intrinsic bounded, positive geometrical and/or physical property of the trajectory itself. We discuss a general methodology for constructing Lagrangian descriptors, and we discuss a "heuristic argument" that explains why this method is successful for revealing geometrical structures in the phase space of a dynamical system. We support this argument by explicit calculations on a benchmark problem having a hyperbolic fixed point with stable and unstable manifolds that are known analytically. Several other benchmark examples are considered that allow us the assess the performance of Lagrangian descriptors in revealing invariant tori and regions of shear. Throughout the paper "side-by-side" comparisons of the performance of Lagrangian descriptors with both finite time Lyapunov exponents (FTLEs) and finite time averages of certain components of the vector field ("time averages") are carried out and discussed. In all cases Lagrangian descriptors are shown to be both more accurate and computationally efficient than these methods. We also perform computations for an explicitly three dimensional, aperiodically time-dependent vector field and an aperiodically time dependent vector field defined as a data set. Comparisons with FTLEs and time averages for these examples are also carried out, with similar conclusions as for the benchmark examples.Comment: 52 pages, 25 figure

Experimental realization of strange nonchaotic attractors in a quasiperiodically forced electronic circuit

We have identified the three prominent routes, namely Heagy-Hammel, fractalization and intermittency routes, and their mechanisms for the birth of strange nonchaotic attractors (SNAs) in a quasiperiodically forced electronic system constructed using a negative conductance series LCR circuit with a diode both numerically and experimentally. The birth of SNAs by these three routes is verified from both experimental and their corresponding numerical data by maximal Lyapunov exponents, and their variance, Poincar\'e maps, Fourier amplitude spectrum, spectral distribution function and finite-time Lyapunov exponents. Although these three routes have been identified numerically in different dynamical systems, the experimental observation of all these mechanisms is reported for the first time to our knowledge and that too in a single second order electronic circuit.Comment: 21 figure

Dynamics of Coupled Maps with a Conservation Law

A particularly simple model belonging to a wide class of coupled maps which obey a local conservation law is studied. The phase structure of the system and the types of the phase transitions are determined. It is argued that the structure of the phase diagram is robust with respect to mild violations of the conservation law. Critical exponents possibly determining a new universality class are calculated for a set of independent order parameters. Numerical evidence is produced suggesting that the singularity in the density of Lyapunov exponents at $\lambda=0$ is a reflection of the singularity in the density of Fourier modes (a ``Van Hove'' singularity) and disappears if the conservation law is broken. Applicability of the Lyapunov dimension to the description of spatiotemporal chaos in a system with a conservation law is discussed.Comment: To be published in CHAOS #7 (31 page, 16 figures

Mutual information rate and bounds for it

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two data sets (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators