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

A hyperchaotic system without equilibrium

Abstract: This article introduces a new chaotic system of 4-D autonomous ordinary differential equations, which has no equilibrium. This system shows a hyper-chaotic attractor. There is no sink in this system as there is no equilibrium. The proposed system is investigated through numerical simulations and analyses including time phase portraits, Lyapunov exponents, and Poincaré maps. There is little difference between this chaotic system and other chaotic systems with one or several equilibria shown by phase portraits, Lyapunov exponents and time series methods, but the Poincaré maps show this system is a chaotic system with more complicated dynamics. Moreover, the circuit realization is also presented

Variants of the Nosé–Hoover oscillator

The Nosé–Hoover oscillator is a well-studied chaotic system originally proposed to model a harmonic oscillator in equilibrium with a heat bath at constant temperature. Although it is a simple three-dimensional system with five terms and two quadratic nonlinearities, it displays a rich variety of unusual dynamics, but it falls considerably short of its original purpose. This review describes two simple variants of the Nosé–Hoover oscillator, the first of which satisfies the original goal exactly, and the second of which exhibits a hidden global chaotic attractor that fills all of its three-dimensional state space

Strange attractors with various equilibrium types

Of the eight types of hyperbolic equilibrium points in three-dimensional flows, one is overwhelmingly dominant in dissipative chaotic systems. This paper shows examples of chaotic systems for each of the eight types as well as one without any equilibrium and two that are nonhyperbolic. The systems are a generalized form of the Nosé–Hoover oscillator with a single equilibrium point. Six of the eleven cases have hidden attractors, and six of them exhibit multistability for the chosen parameters

Hyperlabyrinth chaos: From chaotic walks to spatiotemporal chaos

In this paper we examine a very simple and elegant example of high-dimensional chaos in a coupled array of flows in ring architecture that is cyclically symmetric and can also be viewed as an N -dimensional spatially infinite labyrinth (a "hyperlabyrinth"). The scaling laws of the largest Lyapunov exponent, the Kaplan-Yorke dimension, and the metric entropy are investigated in the high-dimensional limit (3<N101) together with its routes to chaos. It is shown that by tuning the single bifurcation parameter b that governs the dissipation and the number of coupled systems N, the attractor dimension can span the entire range of 0 to N including Hamiltonian (conservative) hyperchaos in the limit of b=0 and, furthermore, spatiotemporal chaotic behavior. Finally, stability analysis reveals interesting and important changes in the dynamics, whether N is even or odd. © 2007 American Institute of Physics

Labyrinth chaos

A particularly simple and mathematically elegant example of chaos in a three-dimensional flow is examined in detail. It has the property of cyclic symmetry with respect to interchange of the three orthogonal axes, a single bifurcation parameter that governs the damping and the attractor dimension over most of the range 2 to 3 (as well as 0 and 1) and whose limiting value b = 0 gives Hamiltonian chaos, three-dimensional deterministic fractional Brownian motion, and an interesting symbolic dynamic. © World Scientific Publishing Company