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.

An Alternative View of the US Price-Dividend Ratio Dynamics

As a necessary condition for the validity of the present value model, the price-dividend ratio must be stationary. However, significant market episodes seem to provide evidence of prices significantly drifting apart from dividends while other episodes show prices anchoring back to dividends. This paper investigates the stationarity of this ratio in the context of a Markov- switching model à la Hamilton (1989) where an asymmetric speed of adjustment towards a unique attractor is introduced. A three-regime model displays the best regime identification and reveals that the first part of the 90’s boom (1985-1995) and the post-war period are characterized by a stationary state featuring a slow reverting process to a relatively high attractor. Interestingly, the latter part of the 90’s boom (1996-2000), characterized by a growing price-dividend ratio, is entirely attributed to a stationary regime featuring a highly reverting process to the attractor. Finally, the post-Lehman Brothers episode of the subprime crisis can be classified into a temporary nonstationary regime.

Acceleration Sensing, Feedback Cooling, and Nonlinear Dynamics with Nanoscale Cavity-Optomechanical Devices

Light has long been used for the precise measurement of moving bodies, but the burgeoning field of optomechanics is concerned with the interaction of light and matter in a regime where the typically weak radiation pressure force of light is able to push back on the moving object. This field began with the realization in the late 1960's that the momentum imparted by a recoiling photon on a mirror would place fundamental limits on the smallest measurable displacement of that mirror. This coupling between the frequency of light and the motion of a mechanical object does much more than simply add noise, however. It has been used to cool objects to their quantum ground state, demonstrate electromagnetically-induced-transparency, and modify the damping and spring constant of the resonator. Amazingly, these radiation pressure effects have now been demonstrated in systems ranging 18 orders of magnitude in mass (kg to fg).

In this work we will focus on three diverse experiments in three different optomechanical devices which span the fields of inertial sensors, closed-loop feedback, and nonlinear dynamics. The mechanical elements presented cover 6 orders of magnitude in mass (ng to fg), but they all employ nano-scale photonic crystals to trap light and resonantly enhance the light-matter interaction. In the first experiment we take advantage of the sub-femtometer displacement resolution of our photonic crystals to demonstrate a sensitive chip-scale optical accelerometer with a kHz-frequency mechanical resonator. This sensor has a noise density of approximately 10 micro-g/rt-Hz over a useable bandwidth of approximately 20 kHz and we demonstrate at least 50 dB of linear dynamic sensor range. We also discuss methods to further improve performance of this device by a factor of 10.

In the second experiment, we used a closed-loop measurement and feedback system to damp and cool a room-temperature MHz-frequency mechanical oscillator from a phonon occupation of 6.5 million down to just 66. At the time of the experiment, this represented a world-record result for the laser cooling of a macroscopic mechanical element without the aid of cryogenic pre-cooling. Furthermore, this closed-loop damping yields a high-resolution force sensor with a practical bandwidth of 200 kHZ and the method has applications to other optomechanical sensors.

The final experiment contains results from a GHz-frequency mechanical resonator in a regime where the nonlinearity of the radiation-pressure interaction dominates the system dynamics. In this device we show self-oscillations of the mechanical element that are driven by multi-photon-phonon scattering. Control of the system allows us to initialize the mechanical oscillator into a stable high-amplitude attractor which would otherwise be inaccessible. To provide context, we begin this work by first presenting an intuitive overview of optomechanical systems and then providing an extended discussion of the principles underlying the design and fabrication of our optomechanical devices.

An enactive and dynamical systems theory account of dyadic relationships

Many social relationships are a locus of struggle and suffering, either at the individual or interactional level. In this paper we explore why this is the case and suggest a modeling approach for dyadic interactions and the well-being of the participants. To this end we bring together an enactive approach to self with dynamical systems theory. Our basic assumption is that the quality of any social interaction or relationship fundamentally depends on the nature and constitution of the individuals engaged in these interactions. From an enactive perspective the self is conceived as an embodied and socially enacted autonomous system striving to maintain an identity. This striving involves a basic two-fold goal: the ability to exist as an individual in one's own right, while also being open to and affected by others. In terms of dynamical systems theory one can thus consider the individual self as a self-other organized system represented by a phase space spanned by the dimensions of distinction and participation, where attractors can be defined. Based on two everyday examples of dyadic relationship we propose a simple model of relationship dynamics, in which struggle or well-being in the dyad is analyzed in terms of movements of dyadic states that are in tension or in harmony with individually developed attractors. Our model predicts that relationships can be sustained when the dyad develops a new joint attractor toward which dyadic states tend to move, and well-being when this attractor is in balance with the individuals' attractors. We outline how this can inspire research on psychotherapy. The psychotherapy process itself provides a setting that supports clients to become aware how they fare with regards to the two-fold norm of distinction and participation and develop, through active engagement between client (or couple) and therapist, strategies to co-negotiate their self-organization.

Artificial Habitats for Fisheries Enhancement in the Australian Region

This paper outlines developments over about 20 years in the construction of and ecological research on artificial reefs, fish aggregation devices (FAD's), and other artificial habitats designed to enhance fish populations and fisheries in the Australian region (including New Zealand and Papua New Guinea). Work was initially carried out on multicomponent reefs using a variety of waste materials, as well as some specially constructed concrete and steel structures. Later studies concentrated on single-component reefs, again mainly using waste materials. Although no definitive conclusions were reached on the relative effectiveness of the different materials used, waste motor vehicle tires and derelict ships were generally judged to be the best all-around materials for single-component reef construction in sheltered estuarine and offshore marine environments, respectively, in this region. FAD's comprising polyvinylchloride pipe sparbuoys (or in some areas polyurethane foam floats) attached to railroad car wheel anchors by polyethylene rope and chain, and supporting attractor drapes of synthetic mesh webbing, also provedtobegenerallysuccessfulin thisarea. Overall conclusions for the Australian region include the predominant use of waste materials in artificial reef construction, which has been primarily aimed at recreational fisheries enhancement; the successful use of FAD's for both recreational and commercial fisheries enhancement; the need for further and better planned research into and monitoring of the effectiveness of both of these enhancement methods; and the need for future research into the effectiveness of unfished "artificial habitat reserves" in enhancing fisheries production from surrounding fished areas.

Toward a human-like biped robot with compliant legs

Conventional models of bipedal walking generally assume rigid body structures, while elastic material properties seem to play an essential role in nature. On the basis of a novel theoretical model of bipedal walking, this paper investigates a model of biped robot which makes use of minimum control and elastic passive joints inspired from the structures of biological systems. The model is evaluated in simulation and a physical robotic platform by analyzing the kinematics and ground reaction force. The experimental results show that, with a proper leg design of passive dynamics and elasticity, an attractor state of human-like walking gait patterns can be achieved through extremely simple control without sensory feedback. The detailed analysis also explains how the dynamic human-like gait can contribute to adaptive biped walking. © 2007 Elsevier B.V. All rights reserved.

Sensing through body dynamics

It has been shown that sensory morphology and sensory-motor coordination enhance the capabilities of sensing in robotic systems. The tasks of categorization and category learning, for example, can be significantly simplified by exploiting the morphological constraints, sensory-motor couplings and the interaction with the environment. This paper argues that, in the context of sensory-motor control, it is essential to consider body dynamics derived from morphological properties and the interaction with the environment in order to gain additional insight into the underlying mechanisms of sensory-motor coordination, and more generally the nature of perception. A locomotion model of a four-legged robot is used for the case studies in both simulation and real world. The locomotion model demonstrates how attractor states derived from body dynamics influence the sensory information, which can then be used for the recognition of stable behavioral patterns and of physical properties in the environment. A comprehensive analysis of behavior and sensory information leads to a deeper understanding of the underlying mechanisms by which body dynamics can be exploited for category learning of autonomous robotic systems. © 2006 Elsevier Ltd. All rights reserved.

Chaotic behavior of pulsating heat pipes

Chaotic behavior of closed loop pulsating heat pipes (PHPs) was studied. The PHPs were fabricated by capillary tubes with outer and inner diameters of 2.0 and 1.20 mm. FC-72 and deionized water were used as the working fluids. Experiments cover the following data ranges: number of turns of 4, 6, and 9, inclination angles from 5 degrees (near horizontal) to 90, (vertical), charge ratios from 50% to 80%, heating powers from 7.5 to 60.0 W. The nonlinear analysis is based on the recorded time series of temperatures on the evaporation, adiabatic, and condensation sections. The present study confirms that PHPs are deterministic chaotic systems. Autocorrelation functions (ACF) are decreased versus time, indicating prediction ability of the system is finite. Three typical attractor patterns are identified. Hurst exponents are very high, i.e., from 0.85 to 0.95, indicating very strong persistent properties of PHPs. Curves of correlation integral versus radius of hypersphere indicate two linear sections for water PHPs, corresponding to both high frequency, low amplitude, and low frequency, large amplitude oscillations. At small inclination angles near horizontal, correlation dimensions are not uniform at different turns of PHPs. The non-uniformity of correlation dimensions is significantly improved with increases in inclination angles. Effect of inclination angles on the chaotic parameters is complex for FC-72 PHPs, but it is certain that correlation dimensions and Kolmogorov entropies are increased with increases in inclination angles. The optimal charge ratios are about 60-70%, at which correlation dimensions and Kolmogorov entropies are high. The higher the heating power, the larger the correlation dimensions and Kolmogorov entropies are. For most runs, large correlation dimensions and Kolmogorov entropies correspond to small thermal resistances, i.e., better thermal performance, except for FC-72 PHPs at small inclination angles of theta < 15 degrees.

Robustness and Coherence of a Three-Protein Circadian Oscillator: Landscape and Flux Perspectives

Three-protein circadian oscillations in cyanobacteria sustain for weeks. To understand how cellular oscillations function robustly in stochastic fluctuating environments, we used a stochastic model to uncover two natures of circadian oscillation: the potential landscape related to steady-state probability distribution of protein concentrations; and the corresponding flux related to speed of concentration changes which drive the oscillations. The barrier height of escaping from the oscillation attractor on the landscape provides a quantitative measure of the robustness and coherence for oscillations against intrinsic and external fluctuations. The difference between the locations of the zero total driving force and the extremal of the potential provides a possible experimental probe and quantification of the force from curl flux. These results, correlated with experiments, can help in the design of robust oscillatory networks.

A Neural Model of Visually Guided Steering, Obstacle Avoidance, and Route Selection

A neural model is developed to explain how humans can approach a goal object on foot while steering around obstacles to avoid collisions in a cluttered environment. The model uses optic flow from a 3D virtual reality environment to determine the position of objects based on motion discotinuities, and computes heading direction, or the direction of self-motion, from global optic flow. The cortical representation of heading interacts with the representations of a goal and obstacles such that the goal acts as an attractor of heading, while obstacles act as repellers. In addition the model maintains fixation on the goal object by generating smooth pursuit eye movements. Eye rotations can distort the optic flow field, complicating heading perception, and the model uses extraretinal signals to correct for this distortion and accurately represent heading. The model explains how motion processing mechanisms in cortical areas MT, MST, and VIP can be used to guide steering. The model quantitatively simulates human psychophysical data about visually-guided steering, obstacle avoidance, and route selection.

A Neural Model of Visually Guided Steering, Obstacle Avoidance, and Route Selection

A neural model is developed to explain how humans can approach a goal object on foot while steering around obstacles to avoid collisions in a cluttered environment. The model uses optic flow from a 3D virtual reality environment to determine the position of objects based on motion discontinuities, and computes heading direction, or the direction of self-motion, from global optic flow. The cortical representation of heading interacts with the representations of a goal and obstacles such that the goal acts as an attractor of heading, while obstacles act as repellers. In addition the model maintains fixation on the goal object by generating smooth pursuit eye movements. Eye rotations can distort the optic flow field, complicating heading perception, and the model uses extraretinal signals to correct for this distortion and accurately represent heading. The model explains how motion processing mechanisms in cortical areas MT, MST, and posterior parietal cortex can be used to guide steering. The model quantitatively simulates human psychophysical data about visually-guided steering, obstacle avoidance, and route selection.

The resonance spectrum of the cusp map in the space of analytic functions

We prove that the Frobenius-Perron operator $U$ of the cusp map $F:[-1,1]\to [-1,1]$, $F(x)=1-2 x^{1/2}$ (which is an approximation of the Poincare section of the Lorenz attractor) has no analytic eigenfunctions corresponding to eigenvalues different from 0 and 1. We also prove that for any $q\in (0,1)$ the spectrum of $U$ in the Hardy space in the disk $\{z\in C:|z-q|

Cantor exchange systems and renormalization

We prove a one-to-one correspondence between (i) C1+ conjugacy classes of C1+H Cantor exchange systems that are C1+H fixed points of renormalization and (ii) C1+ conjugacy classes of C1+H diffeomorphisms f with a codimension 1 hyperbolic attractor Lambda that admit an invariant measure absolutely continuous with respect to the Hausdorff measure on Lambda. However, we prove that there is no C1+alpha Cantor exchange system, with bounded geometry, that is a C1+alpha fixed point of renormalization with regularity alpha greater than the Hausdorff dimension of its invariant Cantor set.

Hausdorff dimension bounds for smoothness of holonomies for codimension 1 hyperbolic dynamics

We prove that the stable holonomies of a proper codimension 1 attractor Λ, for a Cr diffeomorphism f of a surface, are not C1+θ for θ greater than the Hausdorff dimension of the stable leaves of f intersected with Λ. To prove this result we show that there are no diffeomorphisms of surfaces, with a proper codimension 1 attractor, that are affine on a neighbourhood of the attractor and have affine stable holonomies on the attractor.

Fixed point results for multivalued contractions on graphs and their applications

Nous présentons dans cette thèse des théorèmes de point fixe pour des contractions multivoques définies sur des espaces métriques, et, sur des espaces de jauges munis d’un graphe. Nous illustrons également les applications de ces résultats à des inclusions intégrales et à la théorie des fractales. Cette thèse est composée de quatre articles qui sont présentés dans quatre chapitres. Dans le chapitre 1, nous établissons des résultats de point fixe pour des fonctions multivoques, appelées G-contractions faibles. Celles-ci envoient des points connexes dans des points connexes et contractent la longueur des chemins. Les ensembles de points fixes sont étudiés. La propriété d’invariance homotopique d’existence d’un point fixe est également établie pour une famille de Gcontractions multivoques faibles. Dans le chapitre 2, nous établissons l’existence de solutions pour des systèmes d’inclusions intégrales de Hammerstein sous des conditions de type de monotonie mixte. L’existence de solutions pour des systèmes d’inclusions différentielles avec conditions initiales ou conditions aux limites périodiques est également obtenue. Nos résultats s’appuient sur nos théorèmes de point fixe pour des G-contractions multivoques faibles établis au chapitre 1. Dans le chapitre 3, nous appliquons ces mêmes résultats de point fixe aux systèmes de fonctions itérées assujettis à un graphe orienté. Plus précisément, nous construisons un espace métrique muni d’un graphe G et une G-contraction appropriés. En utilisant les points fixes de cette G-contraction, nous obtenons plus d’information sur les attracteurs de ces systèmes de fonctions itérées. Dans le chapitre 4, nous considérons des contractions multivoques définies sur un espace de jauges muni d’un graphe. Nous prouvons un résultat de point fixe pour des fonctions multivoques qui envoient des points connexes dans des points connexes et qui satisfont une condition de contraction généralisée. Ensuite, nous étudions des systèmes infinis de fonctions itérées assujettis à un graphe orienté (H-IIFS). Nous donnons des conditions assurant l’existence d’un attracteur unique à un H-IIFS. Enfin, nous appliquons notre résultat de point fixe pour des contractions multivoques définies sur un espace de jauges muni d’un graphe pour obtenir plus d’information sur l’attracteur d’un H-IIFS. Plus précisément, nous construisons un espace de jauges muni d’un graphe G et une G-contraction appropriés tels que ses points fixes sont des sous-attracteurs du H-IIFS.