Controlling balance in an ensemble Kalman filter

We present a method to control unbalanced fast dynamics in an ensemble Kalman filter by introducing a weak constraint on the imbalance in a spatially sparse observational network. We show that the balance constraint produces significantly more balanced analyses than ensemble Kalman filters without balance constraints and than filters implementing incremental analysis updates (IAU). Furthermore, our filter with the weak constraint on imbalance produces good rms error statistics which outperform those of ensemble Kalman filters without balance constraints for the fast fields

On finite-size Lyapunov exponents in multiscale systems

We study the effect of regime switches on finite size Lyapunov exponents (FSLEs) in determining the error growth rates and predictability of multiscale systems. We consider a dynamical system involving slow and fast regimes and switches between them. The surprising result is that due to the presence of regimes the error growth rate can be a non-monotonic function of initial error amplitude. In particular, troughs in the large scales of FSLE spectra is shown to be a signature of slow regimes, whereas fast regimes are shown to cause large peaks in the spectra where error growth rates far exceed those estimated from the maximal Lyapunov exponent. We present analytical results explaining these signatures and corroborate them with numerical simulations. We show further that these peaks disappear in stochastic parametrizations of the fast chaotic processes, and the associated FSLE spectra reveal that large scale predictability properties of the full deterministic model are well approximated whereas small scale features are not properly resolved.Comment: Accepted for publication in Chao

Bifurcation analysis of a normal form for excitable media: Are stable dynamical alternans on a ring possible?

We present a bifurcation analysis of a normal form for travelling waves in one-dimensional excitable media. The normal form which has been recently proposed on phenomenological grounds is given in form of a differential delay equation. The normal form exhibits a symmetry preserving Hopf bifurcation which may coalesce with a saddle-node in a Bogdanov-Takens point, and a symmetry breaking spatially inhomogeneous pitchfork bifurcation. We study here the Hopf bifurcation for the propagation of a single pulse in a ring by means of a center manifold reduction, and for a wave train by means of a multiscale analysis leading to a real Ginzburg-Landau equation as the corresponding amplitude equation. Both, the center manifold reduction and the multiscale analysis show that the Hopf bifurcation is always subcritical independent of the parameters. This may have links to cardiac alternans which have so far been believed to be stable oscillations emanating from a supercritical bifurcation. We discuss the implications for cardiac alternans and revisit the instability in some excitable media where the oscillations had been believed to be stable. In particular, we show that our condition for the onset of the Hopf bifurcation coincides with the well known restitution condition for cardiac alternans.Comment: to be published in Chao

On the Validity of the 0-1 Test for Chaos

In this paper, we present a theoretical justification of the 0-1 test for chaos. In particular, we show that with probability one, the test yields 0 for periodic and quasiperiodic dynamics, and 1 for sufficiently chaotic dynamics

The Low Quiescent X-Ray Luminosity of the Transient X-Ray Burster EXO 1747-214

We report on X-ray and optical observations of the X-ray burster EXO 1747-214. This source is an X-ray transient, and its only known outburst was observed in 1984-1985 by the EXOSAT satellite. We re-analyzed the EXOSAT data to derive the source position, column density, and a distance upper limit using its peak X-ray burst flux. We observed the EXO 1747-214 field in 2003 July with the Chandra X-ray Observatory to search for the quiescent counterpart. We found one possible candidate just outside the EXOSAT error circle, but we cannot rule out the possibility that the source is unrelated to EXO 1747-214. Our conclusion is that the upper limit on the unabsorbed 0.3-8 keV luminosity is L < 7E31 erg/s, making EXO 1747-214 one of the faintest neutron star transients in quiescence. We compare this luminosity upper limit to the quiescent luminosities of 19 neutron star and 14 black hole systems and discuss the results in the context of the differences between neutron stars and black holes. Based on the theory of deep crustal heating by Brown and coworkers, the luminosity implies an outburst recurrence time of >1300 yr unless some form of enhanced cooling occurs within the neutron star. The position of the possible X-ray counterpart is consistent with three blended optical/IR sources with R-magnitudes between 19.4 and 19.8 and J-magnitudes between 17.2 and 17.6. One of these sources could be the quiescent optical/IR counterpart of EXO 1747-214.Comment: 7 pages, accepted by the Astrophysical Journa

Spatiotemporally Localized Multidimensional Solitons in Self-Induced Transparency Media

"Light bullets" are multi-dimensional solitons which are localized in both space and time. We show that such solitons exist in two- and three-dimensional self-induced-transparency media and that they are fully stable. Our approximate analytical calculation, backed and verified by direct numerical simulations, yields the multi-dimensional generalization of the one-dimensional Sine-Gordon soliton.Comment: 4 pages, 4 figures, to appear in Phys. Rev. Let

Why do ultrasoft repulsive particles cluster and crystallize? Analytical results from density functional theory

We demonstrate the accuracy of the hypernetted chain closure and of the mean-field approximation for the calculation of the fluid-state properties of systems interacting by means of bounded and positive-definite pair potentials with oscillating Fourier transforms. Subsequently, we prove the validity of a bilinear, random-phase density functional for arbitrary inhomogeneous phases of the same systems. On the basis of this functional, we calculate analytically the freezing parameters of the latter. We demonstrate explicitly that the stable crystals feature a lattice constant that is independent of density and whose value is dictated by the position of the negative minimum of the Fourier transform of the pair potential. This property is equivalent with the existence of clusters, whose population scales proportionally to the density. We establish that regardless of the form of the interaction potential and of the location on the freezing line, all cluster crystals have a universal Lindemann ratio L = 0.189 at freezing. We further make an explicit link between the aforementioned density functional and the harmonic theory of crystals. This allows us to establish an equivalence between the emergence of clusters and the existence of negative Fourier components of the interaction potential. Finally, we make a connection between the class of models at hand and the system of infinite-dimensional hard spheres, when the limits of interaction steepness and space dimension are both taken to infinity in a particularly described fashion.Comment: 19 pages, 5 figures, submitted to J. Chem. Phys; new version: minor changes in structure of pape

Spatiotemporally localized solitons in resonantly absorbing Bragg reflectors

We predict the existence of spatiotemporal solitons (``light bullets'') in two-dimensional self-induced transparency media embedded in a Bragg grating. The "bullets" are found in an approximate analytical form, their stability being confirmed by direct simulations. These findings suggest new possibilities for signal transmission control and self-trapping of light.Comment: RevTex, 3 pages, 2 figures, to be published in PR

Regular and chaotic vibration in a piezoelectric energy harvester

We examine regular and chaotic responses of a vibrational energy harvester composed of a vertical beam and a tip mass. The beam is excited horizontally by a harmonic inertial force while mechanical vibrational energy is converted to electrical power through a piezoelectric patch. The mechanical resonator can be described by single or double well potentials depending on the gravity force from the tip mass. By changing the tip mass we examine bifurcations from single well oscillations, to regular and chaotic vibrations between the potential wells. The appearance of chaotic responses in the energy harvesting system is illustrated by the bifurcation diagram, the corresponding Fourier spectra, the phase portraits, and is confirmed by the 0–1 test. The appearance of chaotic vibrations reduces the level of harvested energy