Quantifying chaos: a tale of two maps

In many applications, there is a desire to determine if the dynamics of interest are chaotic or not. Since positive Lyapunov exponents are a signature for chaos, they are often used to determine this. Reliable estimates of Lyapunov exponents should demonstrate evidence of convergence; but literature abounds in which this evidence lacks. This paper presents two maps through which it highlights the importance of providing evidence of convergence of Lyapunov exponent estimates. The results suggest cautious conclusions when confronted with real data. Moreover, the maps are interesting in their own right.

Complex dynamics in simple systems with periodic parameter oscillations

We study systems with periodically oscillating parameters that can give way to complex periodic or nonperiodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal Lyapunov exponent corresponds to a stable periodic orbit. By this, extremely complicated periodic orbits composed of contracting and expanding phases appear in a natural way. Employing the technique of ϵ-uncertain points, we find that values of the control parameters supporting such periodic motion are densely embedded in a set of values for which the motion is chaotic. When a tiny amount of noise is coupled to the system, dynamics with positive and with negative nontrivial Lyapunov exponents are indistinguishable. We discuss two physical systems, an oscillatory flow inside a duct and a dripping faucet with variable water supply, where such a mechanism seems to be responsible for a complicated alternation of laminar and turbulent phases.

Chaos in foreign exchange markets: a sceptical view

This paper tests directly for deterministic chaos in a set of ten daily Sterling-denominated exchange rates by calculating the largest Lyapunov exponent. Although in an earlier paper, strong evidence of nonlinearity has been shown, chaotic tendencies are noticeably absent from all series considered using this state-of-the-art technique. Doubt is cast on many recent papers which claim to have tested for the presence of chaos in economic data sets, based on what are argued here to be inappropriate techniques.

Acoustic scattering by mildly rough unbounded surfaces in three dimensions

For a nonlocally perturbed half- space we consider the scattering of time-harmonic acoustic waves. A second kind boundary integral equation formulation is proposed for the sound-soft case, based on a standard ansatz as a combined single-and double-layer potential but replacing the usual fundamental solution of the Helmholtz equation with an appropriate half- space Green's function. Due to the unboundedness of the surface, the integral operators are noncompact. In contrast to the two-dimensional case, the integral operators are also strongly singular, due to the slow decay at infinity of the fundamental solution of the three-dimensional Helmholtz equation. In the case when the surface is sufficiently smooth ( Lyapunov) we show that the integral operators are nevertheless bounded as operators on L-2(Gamma) and on L-2(Gamma G) boolean AND BC(Gamma) and that the operators depend continuously in norm on the wave number and on G. We further show that for mild roughness, i.e., a surface G which does not differ too much from a plane, the boundary integral equation is uniquely solvable in the space L-2(Gamma) boolean AND BC(Gamma) and the scattering problem has a unique solution which satisfies a limiting absorption principle in the case of real wave number.

The radial width of a coronal mass ejection between 0.1 and 0.4 AU estimated from the heliospheric imager on STEREO

On 15-17 February 2008, a CME with an approximately circular cross section was tracked through successive images obtained by the Heliospheric Imager (HI) instrument onboard the STEREO-A spacecraft. Reasoning that an idealised flux rope is cylindrical in shape with a circular cross-section, best fit circles are used to determine the radial width of the CME. As part of the process the radial velocity and longitude of propagation are determined by fits to elongation-time maps as 252±5 km/s and 70±5° respectively. With the longitude known, the radial size is calculated from the images, taking projection effects into account. The radial width of the CME, S (AU), obeys a power law with heliocentric distance, R, as the CME travels between 0.1 and 0.4 AU, such that S=0.26 R0.6±0.1. The exponent value obtained is compared to published studies based on statistical surveys of in situ spacecraft observations of ICMEs between 0.3 and 1.0 AU, and general agreement is found. This paper demonstrates the new opportunities provided by HI to track the radial width of CMEs through the previously unobservable zone between the LASCO field of view and Helios in situ measurements.

A shift to randomness of brain oscillations in people with autism

BACKGROUND: Resting-state functional magnetic resonance imaging (fMRI) enables investigation of the intrinsic functional organization of the brain. Fractal parameters such as the Hurst exponent, H, describe the complexity of endogenous low-frequency fMRI time series on a continuum from random (H = .5) to ordered (H = 1). Shifts in fractal scaling of physiological time series have been associated with neurological and cardiac conditions. METHODS: Resting-state fMRI time series were recorded in 30 male adults with an autism spectrum condition (ASC) and 33 age- and IQ-matched male volunteers. The Hurst exponent was estimated in the wavelet domain and between-group differences were investigated at global and voxel level and in regions known to be involved in autism. RESULTS: Complex fractal scaling of fMRI time series was found in both groups but globally there was a significant shift to randomness in the ASC (mean H = .758, SD = .045) compared with neurotypical volunteers (mean H = .788, SD = .047). Between-group differences in H, which was always reduced in the ASC group, were seen in most regions previously reported to be involved in autism, including cortical midline structures, medial temporal structures, lateral temporal and parietal structures, insula, amygdala, basal ganglia, thalamus, and inferior frontal gyrus. Severity of autistic symptoms was negatively correlated with H in retrosplenial and right anterior insular cortex. CONCLUSIONS: Autism is associated with a small but significant shift to randomness of endogenous brain oscillations. Complexity measures may provide physiological indicators for autism as they have done for other medical conditions.

The population genetic structure of clonal organisms generated by exponentially bounded and fat-tailed dispersal

Long distance dispersal (LDD) plays an important role in many population processes like colonization, range expansion, and epidemics. LDD of small particles like fungal spores is often a result of turbulent wind dispersal and is best described by functions with power-law behavior in the tails ("fat tailed"). The influence of fat-tailed LDD on population genetic structure is reported in this article. In computer simulations, the population structure generated by power-law dispersal with exponents in the range of -2 to -1, in distinct contrast to that generated by exponential dispersal, has a fractal structure. As the power-law exponent becomes smaller, the distribution of individual genotypes becomes more self-similar at different scales. Common statistics like G(ST) are not well suited to summarizing differences between the population genetic structures. Instead, fractal and self-similarity statistics demonstrated differences in structure arising from fat-tailed and exponential dispersal. When dispersal is fat tailed, a log-log plot of the Simpson index against distance between subpopulations has an approximately constant gradient over a large range of spatial scales. The fractal dimension D-2 is linearly inversely related to the power-law exponent, with a slope of similar to -2. In a large simulation arena, fat-tailed LDD allows colonization of the entire space by all genotypes whereas exponentially bounded dispersal eventually confines all descendants of a single clonal lineage to a relatively small area.

Mode I fracture of sheet metal

The perceived wisdom about thin sheet fracture is that (i) the crack propagates under mixed mode I & III giving rise to a slant through-thickness fracture profile and (ii) the fracture toughness remains constant at low thickness and eventually decreases with increasing thickness. In the present study, fracture tests performed on thin DENT plates of various thicknesses made of stainless steel, mild steel, 6082-O and NS4 aluminium alloys, brass, bronze, lead, and zinc systematically exhibit (i) mode I “bath-tub”, i.e. “cup & cup”, fracture profiles with limited shear lips and significant localized necking (more than 50% thickness reduction), (ii) a fracture toughness that linearly increases with increasing thickness (in the range of 0.5–5 mm). The different contributions to the work expended during fracture of these materials are separated based on dimensional considerations. The paper emphasises the two parts of the work spent in the fracture process zone: the necking work and the “fracture” work. Experiments show that, as expected, the work of necking per unit area linearly increases with thickness. For a typical thickness of 1 mm, both fracture and necking contributions have the same order of magnitude in most of the metals investigated. A model is developed in order to independently evaluate the work of necking, which successfully predicts the experimental values. Furthermore, it enables the fracture energy to be derived from tests performed with only one specimen thickness. In a second modelling step, the work of fracture is computed using an enhanced void growth model valid in the quasi plane stress regime. The fracture energy varies linearly with the yield stress and void spacing and is a strong function of the hardening exponent and initial void volume fraction. The coupling of the two models allows the relative contributions of necking versus fracture to be quantified with respect to (i) the two length scales involved in this problem, i.e. the void spacing and the plate thickness, and (ii) the flow properties of the material. Each term can dominate depending on the properties of the material which explains the different behaviours reported in the literature about thin plate fracture toughness and its dependence with thickness.

Stress relaxation behaviour of frozen sucrose solutions

The stress relaxation behaviour of two frozen sucrose solutions (7% and 19%) during indentation in the temperature range of -20C to -40C were investigated. The stress relaxation is similar to that of pure polycrystalline ice, which is controlled by steady-state creep. The steady state creep rate exponent, m, of 7% and 19% sucrose solutions lies between 2.3 and 3.6. The steady state creep rate constant, B, of 19% sucrose solution is greater than that of 7% sucrose solution. It is suggested that the steady-state creep rate exponent m depends on contributions from the proportions of favourably oriented grains, unfavourably oriented grains and grain boundaries to creep and that these components depend on the value of internal stress which is related to the hardness of samples at the different testing temperatures. The steady-state creep rate constant B depends on the mobility of dislocations in sucrose solutions which, in turn, depends on the temperature and the concentration of sucrose.

Cannabinoid influences on palatability: microstructural analysis of sucrose drinking after Delta(9)-tetrahydrocannabinol, anandamide, 2-arachidonoyl glycerol and SR141716

Rationale: Central cannabinoid systems have been implicated in appetite control through the respective hyperphagic and anorectic actions of CB1 agonists and antagonists. The motivational changes underlying these actions remain to be determined, but may involve alterations to food palatability. Objectives: The mode of action of cannabinoids on ingestion was investigated by examining the effects of exogenous and endogenous agonists, and a selective CB1 receptor antagonist, on licking microstructure in rats ingesting a palatable sucrose solution. Methods: Microstructural analyses of licking for a 10% sucrose solution was performed over a range of agonist and antagonist doses administered to non-deprived, male Lister hooded rats. Results: Delta(9)-tetrahydrocannabinol (0.5, 1 and 3 mg/kg) and anandamide (1 mg/kg and 3 mg/kg) significantly increased total number of licks. This was primarily due to an increase in bout duration rather than bout number. There was a nonsignificant increase in total licks following administration of 2-arachidonoyl glycerol (0.2, 1.0 and 2.0 mg/kg), whereas administration of the CB1 antagonist SR141716 (1 mg/kg and 3 mg/kg) significantly decreased total licks. All drugs, with the exception of anandamide, significantly decreased the intra-bout lick rate. An exponential function fitted to the cumulative lick rate curves for each drug revealed that all compounds altered the asymptote of this function without having any marked effects on the exponent. Conclusions: These data are consistent with endocannabinoid involvement in the mediation of food palatability.

Finding the point on Bezier Curves with the normal vector passing an external point

Two algorithms for finding the point on non-rational/rational Bezier curves of which the normal vector passes through a given external point are presented. The algorithms are based on Bezier curves generation algorithms of de Casteljau's algorithm for non-rational Bezier curve or Farin's recursion for rational Bezier curve, respectively. Orthogonal projections from the external point are used to guide the directional search used in the proposed iterative algorithms. Using Lyapunov's method, it is shown that each algorithm is able to converge to a local minimum for each case of non-rational/rational Bezier curves. It is also shown that on convergence the distance between the point on curves to the external point reaches a local minimum for both approaches. Illustrative examples are included to demonstrate the effectiveness of the proposed approaches.

On improving the performance in robust controllers for robot manipulators with parametric disturbances

This paper presents a new strategy for controlling rigid-robot manipulators in the presence of parametric uncertainties or un-modelled dynamics. The strategy combines an adaptation law with a well known robust controller proposed by Spong, which is derived using Lyapunov's direct method. Although the tracking problem of manipulators has been successfully solved with different strategies, there are some conditions under which their efficiency is limited. Specifically, their performance decreases when unknown loading masses or model disturbances are introduced. The aim of this work is to show that the proposed strategy performs better than existing algorithms, as verified with real-time experimental results with a Puma-560 robot. (c) 2006 Elsevier Ltd. All rights reserved.

Comparing tube models for predicting the linear rheology of branched polymer melts

The hierarchical and "bob" (or branch-on-branch) models are tube-based computational models recently developed for predicting the linear rheology of general mixtures of polydisperse branched polymers. These two models are based on a similar tube-theory framework but differ in their numerical implementation and details of relaxation mechanisms. We present a detailed overview of the similarities and differences of these models and examine the effects of these differences on the predictions of the linear viscoelastic properties of a set of representative branched polymer samples in order to give a general picture of the performance of these models. Our analysis confirms that the hierarchical and bob models quantitatively predict the linear rheology of a wide range of branched polymer melts but also indicate that there is still no unique solution to cover all types of branched polymers without case-by-case adjustment of parameters such as the dilution exponent alpha and the factor p(2) which defines the hopping distance of a branch point relative to the tube diameter. An updated version of the hierarchical model, which shows improved computational efficiency and refined relaxation mechanisms, is introduced and used in these analyses.

Sarah Kane: Cool Britannia's reluctant feminist

Aleks Sierz in his important survey of mid 1990s drama has identified the plays of Sarah Kane as exemplars of what he terms ‘In-Yer Face’ theatre. Sierz argues that Kane and her contemporaries such as Mark Ravenhill and Judy Upton represent a break with the ideological concerns of the previous generation of playwrights such as Doug Lucie and Stephen Lowe, whose work was shaped through recognizable political concerns, often in direct opposition to Thatcherism. In contrast Sarah Kane and her generation have frequently been seen as literary embodiments of ‘Thatcher’s Children’, whereby following the fall of the Berlin Wall and the inertia of the Major years, their drama eschews a recognizable political position, and seems more preoccupied with the plight of individuals cut adrift from society. In the case of Sarah Kane her frequently quoted statement, ‘I have no responsibility as a woman writer because I don’t believe there’s such a thing’, has compounded this perception. Moreover, its dogmatism also echoes the infamous comments attributed to Mrs Thatcher regarding the role of the individual to society. However, this article seeks to reassess Kane’s position as a woman writer and will argue that her drama is positioned somewhere between the female playwrights who emerged after 1979 such as Sarah Daniels, Timberlake Wertenbaker and Clare McIntyre, whose drama was distinguished by overtly feminist concerns, and its subsequent breakdown, best exemplified by the brief cultural moment associated with the newly elected Blair government known as ‘Cool Britannia’. Drawing on a variety of sources, including Kane’s unpublished monologues, written while she was a student just after Mrs Thatcher left office, this paper will argue that far from being an exponent of post-feminism, Kane’s drama frequently revisits and is influenced by the generation of dramatists whose work was forged out the sharp ideological positions that characterized the 1980s and a direct consequence of Thatcherism.

Phylogeny and metabolic scaling in mammals

The scaling of metabolic rates to body size is widely considered to be of great biological and ecological importance, and much attention has been devoted to determining its theoretical and empirical value. Most debate centers on whether the underlying power law describing metabolic rates is 2/3 (as predicted by scaling of surface area/volume relationships) or 3/4 ("Kleiber's law"). Although recent evidence suggests that empirically derived exponents vary among clades with radically different metabolic strategies, such as ectotherms and endotherms, models, such as the metabolic theory of ecology, depend on the assumption that there is at least a predominant, if not universal, metabolic scaling exponent. Most analyses claimed to support the predictions of general models, however, failed to control for phylogeny. We used phylogenetic generalized least-squares models to estimate allometric slopes for both basal metabolic rate (BMR) and field metabolic rate (FMR) in mammals. Metabolic rate scaling conformed to no single theoretical prediction, but varied significantly among phylogenetic lineages. In some lineages we found a 3/4 exponent, in others a 2/3 exponent, and in yet others exponents differed significantly from both theoretical values. Analysis of the phylogenetic signal in the data indicated that the assumptions of neither species-level analysis nor independent contrasts were met. Analyses that assumed no phylogenetic signal in the data (species-level analysis) or a strong phylogenetic signal (independent contrasts), therefore, returned estimates of allometric slopes that were erroneous in 30% and 50% of cases, respectively. Hence, quantitative estimation of the phylogenetic signal is essential for determining scaling exponents. The lack of evidence for a predominant scaling exponent in these analyses suggests that general models of metabolic scaling, and macro-ecological theories that depend on them, have little explanatory power.