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.

Averaging, slaving and balance dynamics in a simple atmospheric model

We report numerical results from a study of balance dynamics using a simple model of atmospheric motion that is designed to help address the question of why balance dynamics is so stable. The non-autonomous Hamiltonian model has a chaotic slow degree of freedom (representing vortical modes) coupled to one or two linear fast oscillators (representing inertia-gravity waves). The system is said to be balanced when the fast and slow degrees of freedom are separated. We find adiabatic invariants that drift slowly in time. This drift is consistent with a random-walk behaviour at a speed which qualitatively scales, even for modest time scale separations, as the upper bound given by Neishtadt’s and Nekhoroshev’s theorems. Moreover, a similar type of scaling is observed for solutions obtained using a singular perturbation (‘slaving’) technique in resonant cases where Nekhoroshev’s theorem does not apply. We present evidence that the smaller Lyapunov exponents of the system scale exponentially as well. The results suggest that the observed stability of nearly-slow motion is a consequence of the approximate adiabatic invariance of the fast motion.

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.

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 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.

The allometry of ornaments and weapons

Exaggerated male traits that have evolved under sexual selection include ornaments to attract mates and weapons to deter rivals. Data from studies of many such traits in diverse kinds of organisms show that they almost universally exhibit positive allometries. Both ornaments and weapons increase disproportionately with overall body size, resulting in scaling exponents within species that are consistently > 1.0 and usually in the range 1.5-2.5. We show how scaling exponents reflect the relative fitness advantages of ornaments vs. somatic growth by using a simple mathematical model of resource allocation during ontogeny. Because the scaling exponents are similar for the different taxonomic groups, it follows that the fitness advantages of investing in ornaments also are similar. The model also shows how selection for ornaments influences body size at first reproduction and explains why interspecific allometries have consistently lower exponents than intraspecific ones.

Assembling spatially explicit landscape models of pollen and spore dispersal by wind for risk assessment

Models of windblown pollen or spore movement are required to predict gene flow from genetically modified (GM) crops and the spread of fungal diseases. We suggest a simple form for a function describing the distance moved by a pollen grain or fungal spore, for use in generic models of dispersal. The function has power-law behaviour over sub-continental distances. We show that air-borne dispersal of rapeseed pollen in two experiments was inconsistent with an exponential model, but was fitted by power-law models, implying a large contribution from distant fields to the catches observed. After allowance for this 'background' by applying Fourier transforms to deconvolve the mixture of distant and local sources, the data were best fit by power-laws with exponents between 1.5 and 2. We also demonstrate that for a simple model of area sources, the median dispersal distance is a function of field radius and that measurement from the source edge can be misleading. Using an inverse-square dispersal distribution deduced from the experimental data and the distribution of rapeseed fields deduced by remote sensing, we successfully predict observed rapeseed pollen density in the city centres of Derby and Leicester (UK).

Melt structure and its transformation by sequential crystallization of the two blocks within poly(L-lactide)-block-poly(epsilon-caprolactone) double crystalline diblock copolymers

Sequential crystallization of poly(L-lactide) (PLLA) followed by poly(epsilon-caprolactone) (PCL) in double crystalline PLLA-b-PCL diblock copolymers is studied by differential scanning calorimetry (DSC), polarized optical microscopy (POM), wide-angle X-ray scattering (WAXS) and small-angle X-ray scattering (SAXS). Three samples with different compositions are studied. The sample with the shortest PLLA block (32 wt.-% PLLA) crystallizes from a homogeneous melt, the other two (with 44 and 60% PLLA) from microphase separated structures. The microphase structure of the melt is changed as PLLA crystallizes at 122 degrees C (a temperature at which the PCL block is molten) forming spherulites regardless of composition, even with 32% PLLA. SAXS indicates that a lamellar structure with a different periodicity than that obtained in the melt forms (for melt segregated samples). Where PCL is the majority block, PCL crystallization at 42 degrees C following PLLA crystallization leads to rearrangement of the lamellar structure, as observed by SAXS, possibly due to local melting at the interphases between domains. POM results showed that PCL crystallizes within previously formed PLLA spherulites. WAXS data indicate that the PLLA unit cell is modified by crystallization of PCL, at least for the two majority PCL samples. The PCL minority sample did not crystallize at 42 degrees C (well below the PCL homopolymer crystallization temperature), pointing to the influence of pre-crystallization of PLLA on PCL crystallization, although it did crystallize at lower temperature. Crystallization kinetics were examined by DSC and WAXS, with good agreement in general. The crystallization rate of PLLA decreased with increase in PCL content in the copolymers. The crystallization rate of PCL decreased with increasing PLLA content. The Avrami exponents were in general depressed for both components in the block copolymers compared to the parent homopolymers. Polarized optical micrographs during isothermal crystalli zation of (a) homo-PLLA, (b) homo-PCL, (c) and (d) block copolymer after 30 min at 122 degrees C and after 15 min at 42 degrees C.

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.

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.

Universality of rain event size distributions

We compare rain event size distributions derived from measurements in climatically different regions, which we find to be well approximated by power laws of similar exponents over broad ranges. Differences can be seen in the large-scale cutoffs of the distributions. Event duration distributions suggest that the scale-free aspects are related to the absence of characteristic scales in the meteorological mesoscale.

Three-dimensional random Voronoi tessellations: From cubic crystal lattices to Poisson point processes

We perturb the SC, BCC, and FCC crystal structures with a spatial Gaussian noise whose adimensional strength is controlled by the parameter a, and analyze the topological and metrical properties of the resulting Voronoi Tessellations (VT). The topological properties of the VT of the SC and FCC crystals are unstable with respect to the introduction of noise, because the corresponding polyhedra are geometrically degenerate, whereas the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. For weak noise, the mean area of the perturbed BCC and FCC crystals VT increases quadratically with a. In the case of perturbed SCC crystals, there is an optimal amount of noise that minimizes the mean area of the cells. Already for a moderate noise (a>0.5), the properties of the three perturbed VT are indistinguishable, and for intense noise (a>2), results converge to the Poisson-VT limit. Notably, 2-parameter gamma distributions are an excellent model for the empirical of of all considered properties. The VT of the perturbed BCC and FCC structures are local maxima for the isoperimetric quotient, which measures the degre of sphericity of the cells, among space filling VT. In the BCC case, this suggests a weaker form of the recentluy disproved Kelvin conjecture. Due to the fluctuations of the shape of the cells, anomalous scalings with exponents >3/2 is observed between the area and the volumes of the cells, and, except for the FCC case, also for a->0. In the Poisson-VT limit, the exponent is about 1.67. As the number of faces is positively correlated with the sphericity of the cells, the anomalous scaling is heavily reduced when we perform powerlaw fits separately on cells with a specific number of faces.

Segmental dynamics in entangled linear polymer melts

We present molecular dynamics (MD) and slip-springs model simulations of the chain segmental dynamics in entangled linear polymer melts. The time-dependent behavior of the segmental orientation autocorrelation functions and mean-square segmental displacements are analyzed for both flexible and semiflexible chains, with particular attention paid to the scaling relations among these dynamic quantities. Effective combination of the two simulation methods at different coarse-graining levels allows us to explore the chain dynamics for chain lengths ranging from Z ≈ 2 to 90 entanglements. For a given chain length of Z ≈ 15, the time scales accessed span for more than 10 decades, covering all of the interesting relaxation regimes. The obtained time dependence of the monomer mean square displacements, g1(t), is in good agreement with the tube theory predictions. Results on the first- and second-order segmental orientation autocorrelation functions, C1(t) and C2(t), demonstrate a clear power law relationship of C2(t) C1(t)m with m = 3, 2, and 1 in the initial, free Rouse, and entangled (constrained Rouse) regimes, respectively. The return-to-origin hypothesis, which leads to inverse proportionality between the segmental orientation autocorrelation functions and g1(t) in the entangled regime, is convincingly verified by the simulation result of C1(t) g1(t)−1 t–1/4 in the constrained Rouse regime, where for well-entangled chains both C1(t) and g1(t) are rather insensitive to the constraint release effects. However, the second-order correlation function, C2(t), shows much stronger sensitivity to the constraint release effects and experiences a protracted crossover from the free Rouse to entangled regime. This crossover region extends for at least one decade in time longer than that of C1(t). The predicted time scaling behavior of C2(t) t–1/4 is observed in slip-springs simulations only at chain length of 90 entanglements, whereas shorter chains show higher scaling exponents. The reported simulation work can be applied to understand the observations of the NMR experiments.

Scattering by infinite one-dimensional rough surfaces

We consider the Dirichlet boundary-value problem for the Helmholtz equation in a non-locally perturbed half-plane. This problem models time-harmonic electromagnetic scattering by a one-dimensional, infinite, rough, perfectly conducting surface; the same problem arises in acoustic scattering by a sound-soft surface. ChandlerWilde & Zhang have suggested a radiation condition for this problem, a generalization of the Rayleigh expansion condition for diffraction gratings, and uniqueness of solution has been established. Recently, an integral equation formulation of the problem has also been proposed and, in the special case when the whole boundary is both Lyapunov and a small perturbation of a flat boundary, the unique solvability of this integral equation has been shown by Chandler-Wilde & Ross by operator perturbation arguments. In this paper we study the general case, with no limit on surface amplitudes or slopes, and show that the same integral equation has exactly one solution in the space of bounded and continuous functions for all wavenumbers. As an important corollary we prove that, for a variety of incident fields including the incident plane wave, the Dirichlet boundary-value problem for the scattered field has a unique solution.