Predictive uncertainty of chaotic daily streamflow using ensemble wavelet networks approach

Perfect or even mediocre weather predictions over a long period are almost impossible because of the ultimate growth of a small initial error into a significant one. Even though the sensitivity of initial conditions limits the predictability in chaotic systems, an ensemble of prediction from different possible initial conditions and also a prediction algorithm capable of resolving the fine structure of the chaotic attractor can reduce the prediction uncertainty to some extent. All of the traditional chaotic prediction methods in hydrology are based on single optimum initial condition local models which can model the sudden divergence of the trajectories with different local functions. Conceptually, global models are ineffective in modeling the highly unstable structure of the chaotic attractor. This paper focuses on an ensemble prediction approach by reconstructing the phase space using different combinations of chaotic parameters, i.e., embedding dimension and delay time to quantify the uncertainty in initial conditions. The ensemble approach is implemented through a local learning wavelet network model with a global feed-forward neural network structure for the phase space prediction of chaotic streamflow series. Quantification of uncertainties in future predictions are done by creating an ensemble of predictions with wavelet network using a range of plausible embedding dimensions and delay times. The ensemble approach is proved to be 50% more efficient than the single prediction for both local approximation and wavelet network approaches. The wavelet network approach has proved to be 30%-50% more superior to the local approximation approach. Compared to the traditional local approximation approach with single initial condition, the total predictive uncertainty in the streamflow is reduced when modeled with ensemble wavelet networks for different lead times. Localization property of wavelets, utilizing different dilation and translation parameters, helps in capturing most of the statistical properties of the observed data. The need for taking into account all plausible initial conditions and also bringing together the characteristics of both local and global approaches to model the unstable yet ordered chaotic attractor of a hydrologic series is clearly demonstrated.

Singularity structure and chaotic behavior of the homopolar disk dynamo

We study in great detail a system of three first-order ordinary differential equations describing a homopolar disk dynamo (HDD). This system displays a large variety of behaviors, both regular and chaotic. Existence of periodic solutions is proved for certain ranges of parameters. Stability criteria for periodic solutions are given. The nonintegrability aspects of the HDD system are studied by investigating analytically the singularity structure of the system in the complex domain. Coexisting attractors (including period-doubling sequence) and coexisting strange attractors appear in some parametric regimes. The gluing of strange attractors and the ungluing of a strange attractor are also shown to occur. A period of bifurcation leading to chaos, not observed for other chaotic systems, is shown to characterize the chaotic behavior in some parametric ranges. The limiting case of the Lorenz system is also studied and is related to HDD.

Chaotic and power law states in the Portevin-Le Chatelier effect

Recent studies on the Portevin-Le Chatelier effect report an intriguing crossover phenomenon from low-dimensional chaotic to an infinite-dimensional scale-invariant power law regime in experiments on CuAl single crystals and AlMg polycrystals, as function of strain rate. We devise fully dynamical model which reproduces these results. At low and medium strain rates, the model is chaotic with the structure of the attractor resembling the reconstructed experimental attractor. At high strain rates, power law statistics for the magnitudes and durations of the stress drops emerge as in experiments and concomitantly, the largest Lyapunov exponent is zero.

Critical lattice size limit for synchronized chaotic state in one- and two-dimensional diffusively coupled map lattices

We consider diffusively coupled map lattices with P neighbors (where P is arbitrary) and study the stability of the synchronized state. We show that there exists a critical lattice size beyond which the synchronized state is unstable. This generalizes earlier results for nearest neighbor coupling. We confirm the analytical results by performing numerical simulations on coupled map lattices with logistic map at each node. The above analysis is also extended to two-dimensional P-neighbor diffusively coupled map lattices.

Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

Denoising signals corrupted by chaotic noise

We consider the problem of signal estimation where the observed time series is modeled as y(i) = x(i) + s(i) with {x(i)} being an orbit of a chaotic self-map on a compact subset of R-d and {s(i)} a sequence in R-d converging to zero. This model is motivated by experimental results in the literature where the ocean ambient noise and the ocean clutter are found to be chaotic. Making use of observations up to time n, we propose an estimate of s(i) for i < n and show that it approaches s(i) as n -> infinity for typical asymptotic behaviors of orbits. (C) 2010 Elsevier B.V. All rights reserved.

On the integrability and chaotic behavior of an ecological model

A three-species food chain model is studied analytically as well as numerically. Integrability of the model is studied using Painleve analysis while chaotic behavior is studied using numerical techniques, such as calculation of Lyapunov exponents, plotting the bifurcation diagram and phase plots. We correct and critically comment on the wrong results reported recently on this ecological model, in a paper by Rai [1995].

Nonlinear dynamics and chaotic motions in feedback-controlled two- and three-degree-of-freedom robots

The dynamics of a feedback-controlled rigid robot is most commonly described by a set of nonlinear ordinary differential equations. In this paper we analyze these equations, representing the feedback-controlled motion of two- and three-degrees-of-freedom rigid robots with revolute (R) and prismatic (P) joints in the absence of compliance, friction, and potential energy, for the possibility of chaotic motions. We first study the unforced or inertial motions of the robots, and show that when the Gaussian or Riemannian curvature of the configuration space of a robot is negative, the robot equations can exhibit chaos. If the curvature is zero or positive, then the robot equations cannot exhibit chaos. We show that among the two-degrees-of-freedom robots, the PP and the PR robot have zero Gaussian curvature while the RP and RR robots have negative Gaussian curvatures. For the three-degrees-of-freedom robots, we analyze the two well-known RRP and RRR configurations of the Stanford arm and the PUMA manipulator respectively, and derive the conditions for negative curvature and possible chaotic motions. The criteria of negative curvature cannot be used for the forced or feedback-controlled motions. For the forced motion, we resort to the well-known numerical techniques and compute chaos maps, Poincare maps, and bifurcation diagrams. Numerical results are presented for the two-degrees-of-freedom RP and RR robots, and we show that these robot equations can exhibit chaos for low controller gains and for large underestimated models. From the bifurcation diagrams, the route to chaos appears to be through period doubling.

Multivariate nonlinear ensemble prediction of daily chaotic rainfall with climate inputs

The basic characteristic of a chaotic system is its sensitivity to the infinitesimal changes in its initial conditions. A limit to predictability in chaotic system arises mainly due to this sensitivity and also due to the ineffectiveness of the model to reveal the underlying dynamics of the system. In the present study, an attempt is made to quantify these uncertainties involved and thereby improve the predictability by adopting a multivariate nonlinear ensemble prediction. Daily rainfall data of Malaprabha basin, India for the period 1955-2000 is used for the study. It is found to exhibit a low dimensional chaotic nature with the dimension varying from 5 to 7. A multivariate phase space is generated, considering a climate data set of 16 variables. The chaotic nature of each of these variables is confirmed using false nearest neighbor method. The redundancy, if any, of this atmospheric data set is further removed by employing principal component analysis (PCA) method and thereby reducing it to eight principal components (PCs). This multivariate series (rainfall along with eight PCs) is found to exhibit a low dimensional chaotic nature with dimension 10. Nonlinear prediction employing local approximation method is done using univariate series (rainfall alone) and multivariate series for different combinations of embedding dimensions and delay times. The uncertainty in initial conditions is thus addressed by reconstructing the phase space using different combinations of parameters. The ensembles generated from multivariate predictions are found to be better than those from univariate predictions. The uncertainty in predictions is decreased or in other words predictability is increased by adopting multivariate nonlinear ensemble prediction. The restriction on predictability of a chaotic series can thus be altered by quantifying the uncertainty in the initial conditions and also by including other possible variables, which may influence the system. (C) 2011 Elsevier B.V. All rights reserved.

Predictability and chaotic nature of daily streamflow

The predictability of a chaotic series is limited to a few future time steps due to its sensitivity to initial conditions and the exponential divergence of the trajectories. Over the years, streamflow has been considered as a stochastic system in many approaches. In this study, the chaotic nature of daily streamflow is investigated using autocorrelation function, Fourier spectrum, correlation dimension method (Grassberger-Procaccia algorithm) and false nearest neighbor method. Embedding dimensions of 6-7 obtained indicates the possible presence of low-dimensional chaotic behavior. The predictability of the system is estimated by calculating the system’s Lyapunov exponent. A positive maximum Lyapunov exponent of 0.167 indicates that the system is chaotic and unstable with a maximum predictability of only 6 days. These results give a positive indication towards considering streamflow as a low dimensional chaotic system than as a stochastic system.

Predictability and chaotic nature of daily streamflow

The predictability of a chaotic series is limited to a few future time steps due to its sensitivity to initial conditions and the exponential divergence of the trajectories. Over the years, streamflow has been considered as a stochastic system in many approaches. In this study, the chaotic nature of daily streamflow is investigated using autocorrelation function, Fourier spectrum, correlation dimension method (Grassberger-Procaccia algorithm) and false nearest neighbor method. Embedding dimensions of 6-7 obtained indicates the possible presence of low-dimensional chaotic behavior. The predictability of the system is estimated by calculating the system's Lyapunov exponent. A positive maximum Lyapunov exponent of 0.167 indicates that the system is chaotic and unstable with a maximum predictability of only 6 days. These results give a positive indication towards considering streamflow as a low dimensional chaotic system than as a stochastic system.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

Search for chaos in neutron star systems: Is Cyg X-3 a black hole?

The accretion disk around a compact object is a nonlinear general relativistic system involving magnetohydrodynamics. Naturally, the question arises whether such a system is chaotic (deterministic) or stochastic (random) which might be related to the associated transport properties whose origin is still not confirmed. Earlier, the black hole system GRS 1915+105 was shown to be low-dimensional chaos in certain temporal classes. However, so far such nonlinear phenomena have not been studied fairly well for neutron stars which are unique for their magnetosphere and kHz quasi-periodic oscillation (QPO). On the other hand, it was argued that the QPO is a result of nonlinear magnetohydrodynamic effects in accretion disks. If a neutron star exhibits chaotic signature, then what is the chaotic/correlation dimension? We analyze RXTE/PCA data of neutron stars Sco X-1 and Cyg X-2, along with the black hole Cyg X-1 and the unknown source Cyg X-3, and show that while Sco X-1 and Cyg X-2 are low dimensional chaotic systems, Cyg X-1 and Cyg X-3 are stochastic sources. Based on our analysis, we argue that Cyg X-3 may be a black hole.

Hidden order in crackling noise during peeling of an adhesive tape

We address the longstanding problem of recovering dynamical information from noisy acoustic emission signals arising from peeling of an adhesive tape subject to constant traction velocity. Using the phase space reconstruction procedure we demonstrate the deterministic chaotic dynamics by establishing the existence of correlation dimension as also a positive Lyapunov exponent in a midrange of traction velocities. The results are explained on the basis of the model that also emphasizes the deterministic origin of acoustic emission by clarifying its connection to stick-slip dynamics.