Chaotic dynamics in credit constrained emerging economies

This paper analyzes the role of financial development as a source of endogenous instability in small open economies. By assuming that firms face credit constraints, our model displays a complex dynamic behavior for intermediate values of the parameter representing the level of financial development of the economy. The basic implication of our model is that economies experiencing a process of financial development are more unstable than both very underdeveloped and very developed economies. Our instability concept means that small shocks have a persistent effect on the long run behavior of the model and also that economies can exhibit cycles with a very high period or even chaotic dynamic patterns.

Thermal nucleation of cavities in liquid helium at negative pressures

We have investigated the nucleation rate at which cavities are formed in 4He and 3He at negative pressures due to thermal fluctuations. To this end, we have used a density functional that reproduces the He liquid-gas interface along the coexistence line. The inclusion of thermal effects in the calculation of the barrier against nucleation results in a sizable decrease of the absolute value of the tensile strength above 1.5 K.

Numerical investigation of iso-spectral cavities built from trinagles

We present computational approaches as alternatives to a recent microwave cavity experiment by S. Sridhar and A. Kudrolli [Phys. Rev. Lett. 72, 2175 (1994)] on isospectral cavities built from triangles. A straightforward proof of isospectrality is given, based on the mode-matching method. Our results show that the experiment is accurate to 0.3% for the first 25 states. The level statistics resemble those of a Gaussian orthogonal ensemble when the integrable part of the spectrum is removed.

Chaotic, memory, and cooling rate effects in spin glasses: Evaluation of the Edwards-Anderson model

We investigate chaotic, memory, and cooling rate effects in the three-dimensional Edwards-Anderson model by doing thermoremanent (TRM) and ac susceptibility numerical experiments and making a detailed comparison with laboratory experiments on spin glasses. In contrast to the experiments, the Edwards-Anderson model does not show any trace of reinitialization processes in temperature change experiments (TRM or ac). A detailed comparison with ac relaxation experiments in the presence of dc magnetic field or coupling distribution perturbations reveals that the absence of chaotic effects in the Edwards-Anderson model is a consequence of the presence of strong cooling rate effects. We discuss possible solutions to this discrepancy, in particular the smallness of the time scales reached in numerical experiments, but we also question the validity of the Edwards-Anderson model to reproduce the experimental results.

Chaotic Kabanov formula for the Azéma martingales

We derive the chaotic expansion of the product of nth- and first-order multiple stochastic integrals with respect to certain normal martingales. This is done by application of the classical and quantum product formulae for multiple stochastic integrals. Our approach extends existing results on chaotic calculus for normal martingales and exhibits properties, relative to multiple stochastic integrals, polynomials and Wick products, that characterize the Wiener and Poisson processes.

Chaotic dynamics and team effectiveness: evidence from professional basketball

Considering teams as complex adaptive systems (CAS) this study deals with changes in team effectiveness over time in a specific context: professional basketball. The sample comprised 23 basketball teams whose outcomes were analysed over a 12-year period according to two objective measures. The results reveal that all the teams showed chaotic dynamics, one of the key characteristics of CAS. A relationship was also found between teams showing low-dimensional chaotic dynamics and better outcomes, supporting the idea of healthy variability in organizational behaviour. The stability of the squad was likewise found to influence team outcomes, although it was not associated with the chaotic dynamics in team effectiveness. It is concluded that studying teams as CAS enables fluctuations in team effectiveness to be explained, and that the techniques derived from nonlinear dynamical systems, developed specifically for the study of CAS, are useful for this purpose.

Chaotic dynamics and team effectiveness: evidence from professional basketball

Considering teams as complex adaptive systems (CAS) this study deals with changes in team effectiveness over time in a specific context: professional basketball. The sample comprised 23 basketball teams whose outcomes were analysed over a 12-year period according to two objective measures. The results reveal that all the teams showed chaotic dynamics, one of the key characteristics of CAS. A relationship was also found between teams showing low-dimensional chaotic dynamics and better outcomes, supporting the idea of healthy variability in organizational behaviour. The stability of the squad was likewise found to influence team outcomes, although it was not associated with the chaotic dynamics in team effectiveness. It is concluded that studying teams as CAS enables fluctuations in team effectiveness to be explained, and that the techniques derived from nonlinear dynamical systems, developed specifically for the study of CAS, are useful for this purpose.

Amplification and displacement of chaotic attractors by means of unidirectional chaotic driving

Chaotic systems, when used to drive copies of themselves (or parts of themselves) may induce interesting behaviors in the driven system. In case the later exhibits invariance under amplification or translation, they may show amplification (reduction), or displacement of the attractor. It is shown how the behavior to be obtained is implied by the symmetries involved. Two explicit examples are studied to show how these phenomena manifest themselves under perfect and imperfect coupling.

Synchronization of symmetric chaotic systems

This paper contains a study of the synchronization by homogeneous nonlinear driving of systems that are symmetric in phase space. The main consequence of this symmetry is the ability of the response to synchronize in more than just one way to the driving systems. These different forms of synchronization are to be understood as generalized synchronization states in which the motions of drive and response are in complete correlation, but the phase space distance between them does not converge to zero. In this case the synchronization phenomenon becomes enriched because there is multistability. As a consequence, there appear multiple basins of attraction and special responses to external noise. It is shown, by means of a computer simulation of various nonlinear systems, that: (i) the decay to the generalized synchronization states is exponential, (ii) the basins of attraction are symmetric, usually complicated, frequently fractal, and robust under the changes in the parameters, and (iii) the effect of external noise is to weaken the synchronization, and in some cases to produce jumps between the various synchronization states available

Amplitude envelope synchronization in coupled chaotic oscillators.

A peculiar type of synchronization has been found when two Van der PolDuffing oscillators, evolving in different chaotic attractors, are coupled. As the coupling increases, the frequencies of the two oscillators remain different, while a synchronized modulation of the amplitudes of a signal of each system develops, and a null Lyapunov exponent of the uncoupled systems becomes negative and gradually larger in absolute value. This phenomenon is characterized by an appropriate correlation function between the returns of the signals, and interpreted in terms of the mutual excitation of new frequencies in the oscillators power spectra. This form of synchronization also occurs in other systems, but it shows up mixed with or screened by other forms of synchronization, as illustrated in this paper by means of the examples of the dynamic behavior observed for three other different models of chaotic oscillators.

Chaotic systems with a null conditional Lyapunov exponent under nonlinear driving.

Control of a chaotic system by homogeneous nonlinear driving, when a conditional Lyapunov exponent is zero, may give rise to special and interesting synchronizationlike behaviors in which the response evolves in perfect correlation with the drive. Among them, there are the amplification of the drive attractor and the shift of it to a different region of phase space. In this paper, these synchronizationlike behaviors are discussed, and demonstrated by computer simulation of the Lorentz model [E. N. Lorenz, J. Atmos. Sci. 20 130 (1963)] and the double scroll [T. Matsumoto, L. O. Chua, and M. Komuro, IEEE Trans. CAS CAS-32, 798 (1985)].

Chaotic dynamics of electric-field domains in periodically driven superlattices

Self-sustained time-dependent current oscillations under dc voltage bias have been observed in recent experiments on n-doped semiconductor superlattices with sequential resonant tunneling. The current oscillations are caused by the motion and recycling of the domain wall separating low- and high-electric-field regions of the superlattice, as the analysis of a discrete drift model shows and experimental evidence supports. Numerical simulation shows that different nonlinear dynamical regimes of the domain wall appear when an external microwave signal is superimposed on the dc bias and its driving frequency and driving amplitude vary. On the frequency-amplitude parameter plane, there are regions of entrainment and quasiperiodicity forming Arnold tongues. Chaos is demonstrated to appear at the boundaries of the tongues and in the regions where they overlap. Coexistence of up to four electric-field domains randomly nucleated in space is detected under ac+dc driving.

Multifractal dimension of chaotic attractors in a driven semiconductor superlattice

The multifractal dimension of chaotic attractors has been studied in a weakly coupled superlattice driven by an incommensurate sinusoidal voltage as a function of the driving voltage amplitude. The derived multifractal dimension for the observed bifurcation sequence shows different characteristics for chaotic, quasiperiodic, and frequency-locked attractors. In the chaotic regime, strange attractors are observed. Even in the quasiperiodic regime, attractors with a certain degree of strangeness may exist. From the observed multifractal dimensions, the deterministic nature of the chaotic oscillations is clearly identified.

Could cell membranes produce acoustic streaming? Making the case for synechococcus self-propulsion

Sir James Lighthill proposed in 1992 that acoustic streaming occurs in the inner ear, as part of the cochlear amplifier mechanism. Here we hypothesize that some of the most ancient organisms use acoustic streaming not only for self-propulsion but also to enhance their nutrient uptake. We focus on a motile strain of Synechococcus, a yanobacteria whose mechanism for self-propulsion is not known. Molecular motors could work like piezoelectric transducers acting on the crystalline structure surrounding the outer cell membrane. Our calculations show that a traveling surface acoustic wave (SAW)could account for the observed velocities. These SAW waves will also produce a non-negligible Stokes layer surrounding the cell: motion within this region being essentially chaotic. Therefore, an AS mechanism would be biologically advantageous, enhancing localized diffusion processes and consequently, chemical reactions. We believe that acoustic streaming, produced by nanometer scale membrane vibrations could be widespread in cell biology. Other possible instances are yeast cells and erythrocytes. Flows generated by acoustic streaming may also be produced by silica coated diatoms along their raphe. We note that microelectromechanical (MEMS) acoustic streaming devices were first introduced in the 1990’s. Nature may have preceded this invention by 2.7 Gyr.