Dynamic Separation of Chaotic Signals in the Presence of Noise

The problem of separation of an observed sum of chaotic signals into the individual components in the presence of noise on the path to the observer is considered. A noise threshold is found above which high-quality separation is impossible. Below the threshold, each signal is recovered with any prescribed accuracy. This effect is shown to be associated with the information content of the chaotic signals and a theoretical estimate is given for the threshold.Comment: PDF, 12 pages, 6 figures, submitted to Phys. Rev.

Time series irreversibility: a visibility graph approach

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally effi- cient, does not require any ad hoc symbolization process, and naturally takes into account multiple scales. We find that the method correctly distinguishes between reversible and irreversible station- ary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic pro- cesses (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identifiy the irreversible nature of the series.Comment: submitted for publicatio

Validity of numerical trajectories in the synchronization transition of complex systems

We investigate the relationship between the loss of synchronization and the onset of shadowing breakdown {\it via} unstable dimension variability in complex systems. In the neighborhood of the critical transition to strongly non-hyperbolic behavior, the system undergoes on-off intermittency with respect to the synchronization state. There are potentially severe consequences of these facts on the validity of the computer-generated trajectories obtained from dynamical systems whose synchronization manifolds share the same non-hyperbolic properties.Comment: 4 pages, 4 figure