Invariant submanifold for series arrays of Josephson junctions

We study the nonlinear dynamics of series arrays of Josephson junctions in the large-N limit, where N is the number of junctions in the array. The junctions are assumed to be identical, overdamped, driven by a constant bias current and globally coupled through a common load. Previous simulations of such arrays revealed that their dynamics are remarkably simple, hinting at the presence of some hidden symmetry or other structure. These observations were later explained by the discovery of (N - 3) constants of motion, each choice of which confines the resulting flow in phase space to a low-dimensional invariant manifold. Here we show that the dimensionality can be reduced further by restricting attention to a special family of states recently identified by Ott and Antonsen. In geometric terms, the Ott-Antonsen ansatz corresponds to an invariant submanifold of dimension one less than that found earlier. We derive and analyze the flow on this submanifold for two special cases: an array with purely resistive loading and another with resistive-inductive-capacitive loading. Our results recover (and in some instances improve) earlier findings based on linearization arguments.Comment: 10 pages, 6 figure

Implications of Public Opinion for Space Program Planning, 1980 - 2000

The effect of public opinion on future space programs is discussed in terms of direct support, apathy, or opposition, and concern about the tax burden, budgetary pressures, and national priorities. Factors considered include: the salience and visibility of NASA as compared with other issues, the sources of general pressure on the federal budget which could affect NASA, the public's opinions regarding the size and priority of NASA'S budget, the degree to which the executive can exercise leverage over NASA's budget through influencing or disregarding public opinion, the effects of linkages to other issues on space programs, and the public's general attitudes toward the progress of science

Contextual planning for NASA - A second workbook of alternative future environments for mission analysis, volume 1 Interim report

Contextural planning for selecting alternate NASA program

Synchronization of globally coupled two-state stochastic oscillators with a state dependent refractory period

We present a model of identical coupled two-state stochastic units each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition

Signal processing with Levy information

Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family of measure changes called Esscher transformations. If the parameter is replaced with an independent random variable, the true value of which represents a "message", then under the transformed measure the original Levy process takes on the character of an "information process". In this paper we develop a theory of such Levy information processes. The underlying Levy process, which we call the fiducial process, represents the "noise type". Each such noise type is capable of carrying a message of a certain specification. A number of examples are worked out in detail, including information processes of the Brownian, Poisson, gamma, variance gamma, negative binomial, inverse Gaussian, and normal inverse Gaussian type. Although in general there is no additive decomposition of information into signal and noise, one is led nevertheless for each noise type to a well-defined scheme for signal detection and enhancement relevant to a variety of practical situations.Comment: 27 pages. Version to appear in: Proc. R. Soc. London

Transfer Entropy as a Log-likelihood Ratio

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic chi-squared distribution is established for the transfer entropy estimator. The result generalises the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense

On inversions and Doob hh-transforms of linear diffusions

Let $X$ be a regular linear diffusion whose state space is an open interval $E\subseteq\mathbb{R}$. We consider a diffusion $X^*$ which probability law is obtained as a Doob $h$-transform of the law of $X$, where $h$ is a positive harmonic function for the infinitesimal generator of $X$ on $E$. This is the dual of $X$ with respect to $h(x)m(dx)$ where $m(dx)$ is the speed measure of $X$. Examples include the case where $X^*$ is $X$ conditioned to stay above some fixed level. We provide a construction of $X^*$ as a deterministic inversion of $X$, time changed with some random clock. The study involves the construction of some inversions which generalize the Euclidean inversions. Brownian motion with drift and Bessel processes are considered in details.Comment: 19 page

Granger causality and transfer entropy are equivalent for Gaussian variables

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience. More recently transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes, has gained traction in a similarly wide field. While it has been recognized that the two concepts must be related, the exact relationship has until now not been formally described. Here we show that for Gaussian variables, Granger causality and transfer entropy are entirely equivalent, thus bridging autoregressive and information-theoretic approaches to data-driven causal inference.Comment: In review, Phys. Rev. Lett., Nov. 200

Causal connectivity of evolved neural networks during behavior

To show how causal interactions in neural dynamics are modulated by behavior, it is valuable to analyze these interactions without perturbing or lesioning the neural mechanism. This paper proposes a method, based on a graph-theoretic extension of vector autoregressive modeling and 'Granger causality,' for characterizing causal interactions generated within intact neural mechanisms. This method, called 'causal connectivity analysis' is illustrated via model neural networks optimized for controlling target fixation in a simulated head-eye system, in which the structure of the environment can be experimentally varied. Causal connectivity analysis of this model yields novel insights into neural mechanisms underlying sensorimotor coordination. In contrast to networks supporting comparatively simple behavior, networks supporting rich adaptive behavior show a higher density of causal interactions, as well as a stronger causal flow from sensory inputs to motor outputs. They also show different arrangements of 'causal sources' and 'causal sinks': nodes that differentially affect, or are affected by, the remainder of the network. Finally, analysis of causal connectivity can predict the functional consequences of network lesions. These results suggest that causal connectivity analysis may have useful applications in the analysis of neural dynamics

Opposite Thermodynamic Arrows of Time

A model in which two weakly coupled systems maintain opposite running thermodynamic arrows of time is exhibited. Each experiences its own retarded electromagnetic interaction and can be seen by the other. The possibility of opposite-arrow systems at stellar distances is explored and a relation to dark matter suggested.Comment: To appear in Phys. Rev. Let