Quantifying chaos: practical estimation of the correlation dimension

Be it a physical object or a mathematical model, a nonlinear dynamical system can display complicated aperiodic behavior, or "chaos." In many cases, this chaos is associated with motion on a strange attractor in the system's phase space. And the dimension of the strange attractor indicates the effective number of degrees of freedom in the dynamical system.

In this thesis, we investigate numerical issues involved with estimating the dimension of a strange attractor from a finite time series of measurements on the dynamical system.

Of the various definitions of dimension, we argue that the correlation dimension is the most efficiently calculable and we remark further that it is the most commonly calculated. We are concerned with the practical problems that arise in attempting to compute the correlation dimension. We deal with geometrical effects (due to the inexact self-similarity of the attractor), dynamical effects (due to the nonindependence of points generated by the dynamical system that defines the attractor), and statistical effects (due to the finite number of points that sample the attractor). We propose a modification of the standard algorithm, which eliminates a specific effect due to autocorrelation, and a new implementation of the correlation algorithm, which is computationally efficient.

Finally, we apply the algorithm to chaotic data from the Caltech tokamak and the Texas tokamak (TEXT); we conclude that plasma turbulence is not a low- dimensional phenomenon.

Correlation Dimension of Complex Networks

We propose a new measure to characterize the dimension of complex networks based on the ergodic theory of dynamical systems. This measure is derived from the correlation sum of a trajectory generated by a random walker navigating the network, and extends the classical Grassberger-Procaccia algorithm to the context of complex networks. The method is validated with reliable results for both synthetic networks and real-world networks such as the world air-transportation network or urban networks, and provides a computationally fast way for estimating the dimensionality of networks which only relies on the local information provided by the walkers.

Efficient use of correlation entropy for analysing time series data

The correlation dimension D 2 and correlation entropy K 2 are both important quantifiers in nonlinear time series analysis. However, use of D 2 has been more common compared to K 2 as a discriminating measure. One reason for this is that D 2 is a static measure and can be easily evaluated from a time series. However, in many cases, especially those involving coloured noise, K 2 is regarded as a more useful measure. Here we present an efficient algorithmic scheme to compute K 2 directly from a time series data and show that K 2 can be used as a more effective measure compared to D 2 for analysing practical time series involving coloured noise.

Topological properties and fractal analysis of a recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the average degree exponent 〈λ〉 increases first and then decreases with the increase of Hurst index H of the associated FBMs; the relationship between H and 〈λ〉 can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e., the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension 〈dB〉 of recurrence networks decreases with the Hurst index H of the associated FBMs, and their dependence approximately satisfies the linear formula 〈dB〉≈2-H, which means that the fractal dimension of the associated recurrence network is close to that of the graph of the FBM. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index H=0.5 possesses the strongest multifractality. In addition, the dependence relationships of the average information dimension 〈D(1)〉 and the average correlation dimension 〈D(2)〉 on the Hurst index H can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.

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.

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.

Hidden order in serrated flow of metallic glasses

We report results of statistical and dynamic analysis of the serrated stress-time curves obtained from compressive constant strain-rate tests on two metallic glass samples with different ductility levels in an effort to extract hidden information in the seemingly irregular serrations. Two distinct types of dynamics are detected in these two alloy samples. The stress-strain curve corresponding to the less ductile Zr65Cu15Ni10Al10 alloy is shown to exhibit a finite correlation dimension and a positive Lyapunov exponent, suggesting that the underlying dynamics is chaotic. In contrast, for the more ductile Cu47.5Zr47.5Al5 alloy, the distributions of stress drop magnitudes and their time durations obey a power-law scaling reminiscent of a self-organized critical state. The exponents also satisfy the scaling relation compatible with self-organized criticality. Possible physical mechanisms contributing to the two distinct dynamic regimes are discussed by drawing on the analogy with the serrated yielding of crystalline samples. The analysis, together with some physical reasoning, suggests that plasticity in the less ductile sample can be attributed to stick-slip of a single shear band, while that of the more ductile sample could be attributed to the simultaneous nucleation of a large number of shear bands and their mutual interactions. (C) 2011 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Dynamical behavior in the nonlinear rheology of surfactant solutions

Several surfactant molecules self-assemble in solution to form long, flexible wormlike micelles which get entangled with each other, leading to viscoelastic gel phases. We discuss our recent work on the rheology of such a gel formed in the dilute aqueous solutions of a surfactant CTAT. In the linear rheology regime, the storage modulus G′(ω) and loss modulus G″(ω) have been measured over a wide frequency range. In the nonlinear regime, the shear stress σ shows a plateau as a function of the shear rate math above a certain cutoff shear rate mathc. Under controlled shear rate conditions in the plateau regime, the shear stress and the first normal stress difference show oscillatory time-dependence. The analysis of the measured time series of shear stress and normal stress has been done using several methods incorporating state space reconstruction by embedding of time delay vectors. The analysis shows the existence of a finite correlation dimension and a positive Lyapunov exponent, unambiguously implying that the dynamics of the observed mechanical instability can be described by that of a dynamical system with a strange attractor of dimension varying from 2.4 to 2.9.

Projecting low-dimensional chaos from spatiotemporal dynamics in a model for plastic instability

We investigate the possibility of projecting low-dimensional chaos from spatiotemporal dynamics of a model for a kind of plastic instability observed under constant strain rate deformation conditions. We first discuss the relationship between the spatiotemporal patterns of the model reflected in the nature of dislocation bands and the nature of stress serrations. We show that at low applied strain rates, there is a one-to-one correspondence with the randomly nucleated isolated bursts of mobile dislocation density and the stress drops. We then show that the model equations are spatiotemporally chaotic by demonstrating the number of positive Lyapunov exponents and Lyapunov dimension scale with the system size at low and high strain rates. Using a modified algorithm for calculating correlation dimension density, we show that the stress-strain signals at low applied strain rates corresponding to spatially uncorrelated dislocation bands exhibit features of low-dimensional chaos. This is made quantitative by demonstrating that the model equations can be approximately reduced to space-independent model equations for the average dislocation densities, which is known to be low-dimensionally chaotic. However, the scaling regime for the correlation dimension shrinks with increasing applied strain rate due to increasing propensity for propagation of the dislocation bands.

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.

Influence of system size on spatiotemporal dynamics of a model for plastic instability: Projecting low-dimensional and extensive chaos

This work is a continuation of our efforts to quantify the irregular scalar stress signals from the Ananthakrishna model for the Portevin-Le Chatelier instability observed under constant strain rate deformation conditions. Stress related to the spatial average of the dislocation activity is a dynamical variable that also determines the time evolution of dislocation densities. We carry out detailed investigations on the nature of spatiotemporal patterns of the model realized in the form of different types of dislocation bands seen in the entire instability domain and establish their connection to the nature of stress serrations. We then characterize the spatiotemporal dynamics of the model equations by computing the Lyapunov dimension as a function of the drive parameter. The latter scales with the system size only for low strain rates, where isolated dislocation bands are seen, and at high strain rates, where fully propagating bands are seen. At intermediate applied strain rates corresponding to the partially propagating bands, the Lyapunov dimension exhibits two distinct slopes, one for small system sizes and another for large. This feature is rationalized by demonstrating that the spatiotemporal patterns for small system sizes are altered from the partially propagating band types to isolated burst type. This in turn allows us to reconfirm that low-dimensional chaos is projected from the stress signals as long as there is a one-to-one correspondence between the bursts of dislocation bands and the stress drops. We then show that the stress signals in the regime of partially to fully propagative bands have features of extensive chaos by calculating the correlation dimension density. We also show that the correlation dimension density also depends on the system size. A number of issues related to the system size dependence of the Lyapunov dimension density and the correlation dimension density are discussed.

Projecting low and extensive dimensional chaos from spatio-temporal dynamics

We review the spatio-temporal dynamical features of the Ananthakrishna model for the Portevin-Le Chatelier effect, a kind of plastic instability observed under constant strain rate deformation conditions. We then establish a qualitative correspondence between the spatio-temporal structures that evolve continuously in the instability domain and the nature of the irregularity of the scalar stress signal. Rest of the study is on quantifying the dynamical information contained in the stress signals about the spatio-temporal dynamics of the model. We show that at low applied strain rates, there is a one-to-one correspondence with the randomly nucleated isolated bursts of mobile dislocation density and the stress drops. We then show that the model equations are spatio-temporally chaotic by demonstrating the number of positive Lyapunov exponents and Lyapunov dimension scale with the system size at low and high strain rates. Using a modified algorithm for calculating correlation dimension density, we show that the stress-strain signals at low applied strain rates corresponding to spatially uncorrelated dislocation bands exhibit features of low dimensional chaos. This is made quantitative by demonstrating that the model equations can be approximately reduced to space independent model equations for the average dislocation densities, which is known to be low-dimensionally chaotic. However, the scaling regime for the correlation dimension shrinks with increasing applied strain rate due to increasing propensity for propagation of the dislocation bands. The stress signals in the partially propagating to fully propagating bands turn to have features of extensive chaos.

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.

Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series

We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise.