Topology-based denoising of chaos

In this article, we propose a denoising algorithm to denoise a time series y(i) = x(i) + e(i), where {x(i)} is a time series obtained from a time- T map of a uniformly hyperbolic or Anosov flow, and {e(i)} a uniformly bounded sequence of independent and identically distributed (i.i.d.) random variables. Making use of observations up to time n, we create an estimate of x(i) for i<n. We show under typical limiting behaviours of the orbit and the recurrence properties of x(i), the estimation error converges to zero as n tends to infinity with probability 1.

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.

Banded spatiotemporal chaos in sheared nematogenic fluids

We present the results of a numerical study of a model of the hydrodynamics of a sheared nematogenic fluid, taking into account the effects of order-parameter stresses on the velocity profile but allowing spatial variations only in the gradient direction. When parameter values are such that the stress from orientational distortions is comparable to the bare viscous stress, the system exhibits steady states with the characteristics of shear banding. In addition, nonlinearity in the coupling of extensional flow to orientation leads to the appearance of a new steady state in which the features of both spatiotemporal chaos and shear banding are present.

On the bifurcation in a “modulated” logistic map

We comment on a paper by Luang [On the bifurcation in a ''modulated'' logistic map, Physics Letters A 194(1994) 57]. The numerical evidence given in that paper, for a peculiar type of bifurcation, is shown to be incorrect. The causes of such anomalous results are explained. An accurate bifurcation diagram for the map is also given.

The effect of boundaries on the plane Couette flow of granular materials: a bifurcation analysis

The tendency of granular materials in rapid shear flow to form non-uniform structures is well documented in the literature. Through a linear stability analysis of the solution of continuum equations for rapid shear flow of a uniform granular material, performed by Savage (1992) and others subsequently, it has been shown that an infinite plane shearing motion may be unstable in the Lyapunov sense, provided the mean volume fraction of particles is above a critical value. This instability leads to the formation of alternating layers of high and low particle concentrations oriented parallel to the plane of shear. Computer simulations, on the other hand, reveal that non-uniform structures are possible even when the mean volume fraction of particles is small. In the present study, we have examined the structure of fully developed layered solutions, by making use of numerical continuation techniques and bifurcation theory. It is shown that the continuum equations do predict the existence of layered solutions of high amplitude even when the uniform state is linearly stable. An analysis of the effect of bounding walls on the bifurcation structure reveals that the nature of the wall boundary conditions plays a pivotal role in selecting that branch of non-uniform solutions which emerges as the primary branch. This demonstrates unequivocally that the results on the stability of bounded shear how of granular materials presented previously by Wang et al. (1996) are, in general, based on erroneous base states.

Diminished chaos of heart rate time series in patients with major depression

Background: Depression and anxiety have been linked to serious cardiovascular events in patients with preexisting cardiac illness. A decrease in cardiac vagal function as suggested by a decrease in heart rate (HR) variability has been linked to sudden death. Methods: We compared LLE and nonlinearity scores of the unfiltered (UF) and filtered time series (very low, low, and high frequency; VLF, LF and HF) of HR between patients with depression (n = 14) and healthy control subjects (n = 18). Results: We found significantly lower LLE of the unfiltered series in either posture, and HF series in patients with major depression in supine posture (p < .002). LLE (LF/UF), which may indicate relative sympathetic activity was also significantly higher in supine and standing postures in patients (p < .05); LF/HF (LLE) was also higher in patients (p < .05) in either posture. Conclusions: These findings suggest that major depression is associated with decreased cardiac vagal function and a relative increase in sympathetic function, which may be related to the higher risk of cardiovascular mortality, in this group and illustrates the usefulness of nonlinear measures of chaos such as LLE in addition to the commonly used spectral measures.

Driven Heisenberg magnets: Nonequilibrium criticality, spatiotemporal chaos and control

We drive a d-dimensional Heisenberg magnet using an anisotropic current. The continuum Langevin equation is analysed using a dynamical renormalization group and numerical simulations. We discover a rich steady-state phase diagram, including a critical point in a new nonequilibrium universality class, and a spatiotemporally chaotic phase. The latter may be controlled in a robust manner to target spatially periodic steady states with helical order.

Major depression with ischemic heart disease: Effects of paroxetine and nortriptyline on measures of nonlinearity and chaos of heart rate

Depression is associated with increased cardiovascular mortality in patients with preexisting cardiac illness. A decrease in cardiac vagal function as suggested by a decrease in heart rate variability (HRV) or heart period variability has been linked to sudden death in patients with cardiac disease as well as in normal controls. Recent studies have shown decreased vagal function in cardiac patients with depression as well as in depressed patients without cardiac illness. In this study, we compared 20 h awake and sleep heart period nonlinear measures using quantification of nonlinearity and chaos in two groups of patients with major depression and ischemic heart disease (mean age 59-60 years) before and after 6 weeks of treatment with paroxetine or nortriptyline. Patients received paroxetine, 20-30 mg/day or nortriptyline targeted to 190-570 nmol/l for 6 weeks. For HRV analysis, 24 patients were included in the paroxetine treatment study and 20 patients in the nortriptyline study who had at least 20,000 s of awake data. The ages of these groups were 60.4 +/- 10.5 years for paroxetine and 60.8 +/- 13.4 years for nortriptyline. There was a significant decrease in the largest Lyapunov exponent (LLE) after treatment with nortriptyline but not paroxetine. There were also significant decreases in nonlinearity scores on S-netPR and S-netGS after nortriptyline, which may be due to a decrease in cardiac vagal modulation of HRV. S-netGS and awake LLE were the most significant variables that contributed to the discrimination of postparoxetine and postnortriptyline groups even with the inclusion of time and frequency domain measures. These findings suggest that nortriptyline decreases the measures of chaos probably through its stronger vagolytic effects on cardiac autonomic function compared with paroxetine, which is in agreement with previous clinical and preclinical reports. Nortriptyline was also associated with a significant decrease in nonlinearity scores, which may be due to anticholinergic and/or sympatholytic effects. As depression is associated with a strong risk factor for cardiovascular mortality, one should be careful about using any drug that adversely affects cardiac vagal function. Copyright (C) 2002 S. Karger AG, Basel.

Nonlinear measures of respiration: Respiratory irregularity and increased chaos of respiration in patients with panic disorder

Background. Respiratory irregularity has been previously reported in patients with panic disorder using time domain measures. However, the respiratory signal is not entirely linear and a few previous studies used approximate entropy (APEN), a measure of regularity of time series. We have been studying APEN and other nonlinear measures including a measure of chaos, the largest Lyapunov exponent (LLE) of heart rate time series, in some detail. In this study, we used these measures of respiration to compare normal controls (n = 18) and patients with panic disorder (n = 22) in addition to the traditional time domain measures of respiratory rate and tidal volume. Methods: Respiratory signal was obtained by the Respitrace system using a thoracic and an abdominal belt, which was digitized at 500 Hz. Later, the time series were constructed at 4 Hz, as the highest frequency in this signal is limited to 0.5 Hz. We used 256 s of data (1,024 points) during supine and standing postures under normal breathing and controlled breathing at 12 breaths/min. Results: APEN was significantly higher in patients in standing posture during normal as well as controlled breathing (p = 0.002 and 0.02, respectively). LLE was also significantly higher in standing posture during normal breathing (p = 0.009). Similarly, the time domain measures of standard deviations and the coefficient of variation (COV) of tidal volume (TV) were significantly higher in the patient group (p = 0.02 and 0.004, respectively). The frequency of sighs was also higher in the patient group in standing posture (p = 0.02). In standing posture, LLE (p < 0.05) as well as APEN (p < 0.01) contributed significantly toward the separation of the two groups over and beyond the linear measure, i.e. the COV of TV. Conclusion: These findings support the previously described respiratory irregularity in patients with panic disorder and also illustrate the utility of nonlinear measures such as APEN and LLE as additional measures toward a better understanding of the abnormalities of respiratory physiology in similar patient populations as the correlation between LLE, APEN and some of the time domain measures only explained up to 50-60% of the variation. Copyright (C) 2002 S. Karger AG, Basel.

The effect of boundaries on the plane Couette flow of granular materials: a bifurcation analysis

The tendency of granular materials in rapid shear ow to form non-uniform structures is well documented in the literature. Through a linear stability analysis of the solution of continuum equations for rapid shear flow of a uniform granular material, performed by Savage (1992) and others subsequently, it has been shown that an infinite plane shearing motion may be unstable in the Lyapunov sense, provided the mean volume fraction of particles is above a critical value. This instability leads to the formation of alternating layers of high and low particle concentrations oriented parallel to the plane of shear. Computer simulations, on the other hand, reveal that non-uniform structures are possible even when the mean volume fraction of particles is small. In the present study, we have examined the structure of fully developed layered solutions, by making use of numerical continuation techniques and bifurcation theory. It is shown that the continuum equations do predict the existence of layered solutions of high amplitude even when the uniform state is linearly stable. An analysis of the effect of bounding walls on the bifurcation structure reveals that the nature of the wall boundary conditions plays a pivotal role in selecting that branch of non-uniform solutions which emerges as the primary branch. This demonstrates unequivocally that the results on the stability of bounded shear flow of granular materials presented previously by Wang et al. (1996) are, in general, based on erroneous base states.

Effect of nortriptyline and paroxetine on measures of chaos of heart rate time series in patients with panic disorder

Tricyclic antidepressants have notable cardiac side effects, and this issue has become important due to the recent reports of increased cardiovascular mortality in patients with depression and anxiety. Several previous studies indicate that serotonin reuptake inhibitors (SRIs) do not appear to have such adverse effects. Apart from the effects of these drugs on routine 12-lead ECG, the effects on beat-to-beat heart rate (HR) and QT interval time series provide more information on the side effects related to cardiac autonomic function. In this study, we evaluated the effects of two antidepressants, nortriptyline (n = 13), a tricyclic, and paroxetine (n = 16), an SRI inhibitor, on HR variability in patients with panic disorder, using a measure of chaos, the largest Lyapunov exponent (LLE) using pre- and posttreatment HR time series. Our results show that nortriptyline is associated with a decrease in LLE of high frequency (HF: 0.15-0.5 Hz) filtered series, which is most likely due to its anticholinergic effect, while paroxetine had no such effect. Paroxetine significantly decreased sympathovagal ratios as measured by a decrease in LLE of LF/HF. These results suggest that paroxetine appears to be safer in regards to cardiovascular effects compared to nortriptyline in this group of patients. (C) 2003 Elsevier Inc. All rights reserved.

Uncertainty analysis of vibrational frequencies of an incompressible liquid in a rectangular tank with and without a baffle using polynomial chaos expansion

Polynomial chaos expansion (PCE) with Latin hypercube sampling (LHS) is employed for calculating the vibrational frequencies of an inviscid incompressible fluid partially filled in a rectangular tank with and without a baffle. Vibration frequencies of the coupled system are described through their projections on the PCE which uses orthogonal basis functions. PCE coefficients are evaluated using LHS. Convergence on the coefficient of variation is used to find the orthogonal polynomial basis function order which is employed in PCE. It is observed that the dispersion in the eigenvalues is more in the case of a rectangular tank with a baffle. The accuracy of the PCE method is verified with standard MCS results and is found to be more efficient.

Spatiotemporal chaos in a model for CO oxidation on Pt(110)

We present numerical studies of a model for CO oxidation on the surface of Pt(110) proposed in Ref. 1. The model shows several interesting regimes, some of which exhibit spatiotemporal chaos. The time series of the CO concentration at a given point consists of a sequence of pulses. We concentrate on interpulse intervals theta and show that their distribution P(theta) approaches a delta function continuously as the system goes from a state M, with meandering spirals, to a state S, with spatially frozen spiral cores. This should be verifiable experimentally.

Possibility of chaos in interval friction experiments of martensites

Wuttig and Suzuki's model on anelastic nonlinearities in solids in the vicinity of martensite transformations is analysed numerically. This model shows chaos even in the absence of applied forcing field as a function of a temperature dependent parameter. Even though the model exhibits sustained oscillations as a function of the amplitude of the forcing term, it does not exactly capture the features of the experimental time series. We have improved the model by adding a symmetry breaking term. The improved model shows period doubling bifurcation as a function of the amplitude of the forcing term. The solutions of our improved model shows good resemblance with the nonsymmetric period four oscillation seen in the experiment. (C) 1999 Elsevier Science B.V. All rights reserved.

An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum

The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.