On state and parameter estimation in chaotic systems

State-of-the-art predictions of atmospheric states rely on large-scale numerical models of chaotic systems. This dissertation studies numerical methods for state and parameter estimation in such systems. The motivation comes from weather and climate models and a methodological perspective is adopted. The dissertation comprises three sections: state estimation, parameter estimation and chemical data assimilation with real atmospheric satellite data. In the state estimation part of this dissertation, a new filtering technique based on a combination of ensemble and variational Kalman filtering approaches, is presented, experimented and discussed. This new filter is developed for large-scale Kalman filtering applications. In the parameter estimation part, three different techniques for parameter estimation in chaotic systems are considered. The methods are studied using the parameterized Lorenz 95 system, which is a benchmark model for data assimilation. In addition, a dilemma related to the uniqueness of weather and climate model closure parameters is discussed. In the data-oriented part of this dissertation, data from the Global Ozone Monitoring by Occultation of Stars (GOMOS) satellite instrument are considered and an alternative algorithm to retrieve atmospheric parameters from the measurements is presented. The validation study presents first global comparisons between two unique satellite-borne datasets of vertical profiles of nitrogen trioxide (NO3), retrieved using GOMOS and Stratospheric Aerosol and Gas Experiment III (SAGE III) satellite instruments. The GOMOS NO3 observations are also considered in a chemical state estimation study in order to retrieve stratospheric temperature profiles. The main result of this dissertation is the consideration of likelihood calculations via Kalman filtering outputs. The concept has previously been used together with stochastic differential equations and in time series analysis. In this work, the concept is applied to chaotic dynamical systems and used together with Markov chain Monte Carlo (MCMC) methods for statistical analysis. In particular, this methodology is advocated for use in numerical weather prediction (NWP) and climate model applications. In addition, the concept is shown to be useful in estimating the filter-specific parameters related, e.g., to model error covariance matrix parameters.

Protein dynamics: hydration and cavities

The temperature-pressure behavior of proteins seems to be unique among the biological macromolecules. Thermodynamic as well as kinetic data show the typical elliptical stability diagram. This may be extended by assuming that the unfolded state gives rise to volume and enthalpy-driven liquid-liquid transitions. A molecular interpretation follows from the temperature and the pressure dependence of the hydration and cavities. We suggest that positron annihilation spectroscopy can provide additional quantitative evidence for the contributions of cavities to the dynamics of proteins. Only mature amyloid fibrils that form from unfolded proteins are very resistant to pressure treatment.

Parameter estimation for Chaotic or Stochastic Dynamics

Since its discovery, chaos has been a very interesting and challenging topic of research. Many great minds spent their entire lives trying to give some rules to it. Nowadays, thanks to the research of last century and the advent of computers, it is possible to predict chaotic phenomena of nature for a certain limited amount of time. The aim of this study is to present a recently discovered method for the parameter estimation of the chaotic dynamical system models via the correlation integral likelihood, and give some hints for a more optimized use of it, together with a possible application to the industry. The main part of our study concerned two chaotic attractors whose general behaviour is diff erent, in order to capture eventual di fferences in the results. In the various simulations that we performed, the initial conditions have been changed in a quite exhaustive way. The results obtained show that, under certain conditions, this method works very well in all the case. In particular, it came out that the most important aspect is to be very careful while creating the training set and the empirical likelihood, since a lack of information in this part of the procedure leads to low quality results.

Transient response of wavelength-switchable erbium -doped fiber lasers with linear coupled cavities

The transient characteristics of an erbium-doped fiber (F.DF) laser, which can switch between wavelengths. are investigated. 77te laser has a set of coupled linear cavities. The slow gain dynamics of EDFs and the cross-gain saturation in the coupled cavities give rise to delayed switching responses and relocation oscillations, which are respertively measured to be l ins and 3.5 ms for the worst rase, and which mar be decreased by increasing the pump power. Thus, the switching speed of the laser may be higher than 100 Hz

Nonlinear Dynamics of Nd:YAG lasers: Hopf bifurcation, Multistability and Chaotic Synchronization

In this thesis we have presented some aspects of the nonlinear dynamics of Nd:YAG lasers including synchronization, Hopf bifurcation, chaos control and delay induced multistability.We have chosen diode pumped Nd:YAG laser with intracavity KTP crystal operating with two mode and three mode output as our model system.Different types of orientation for the laser cavity modes were considered to carry out the studies. For laser operating with two mode output we have chosen the modes as having parallel polarization and perpendicular polarization. For laser having three mode output, we have chosen them as two modes polarized parallel to each other while the third mode polarized orthogonal to them.

Studies on function projective synchronization in chaotic and hyperchaotic systems

FPS is a more general form of synchronization. Hyperchaotic systems possessing more than one positive Lypaunov exponent exhibit highly complex behaviour and are more suitable for some applications like secure communications. In this thesis we report studies of FPS and MFPS of a few chaotic and hyperchaotic systems. When all the parameters of the system are known we show that active nonlinear control method can be efectively used to obtain FPS. Adaptive nonlinear control and OPCL control method are employed for obtaining FPS and MFPS when some or all parameters of the system are uncertain. A secure communication scheme based on MFPS is also proposed in theory. All our theoretical calculations are verified by numerical simulations.

Bidirectional communication using delay coupled chaotic directly modulated semiconductor lasers

Chaotic synchronization of two directly modulated semiconductor lasers with negative delayed optoelectronic feedback is investigated and this scheme is found to be useful for e±cient bidirectional communication between the lasers. A symmetric bidirec- tional coupling is identified as a suitable method for isochronal synchronization of such lasers. The optimum values of coupling and feedback strength that can provide maxi- mum quality of synchronization are identified. This method is successfully employed for encoding/decoding both analog and digital messages. The importance of a symmetric coupling is demonstrated by studying the variation of decoding efficiency with respect to asymmetric coupling.

Multi-user bidirectional communication using isochronal synchronisation of array of chaotic directly modulated semiconductor lasers

Isochronal synchronisation between the elements of an array of three mutually coupled directly modulated semiconductor lasers is utilized for the purpose of simultaneous bidirectional secure communication. Chaotic synchronisation is achieved by adding the coupling signal to the self feedback signal provided to each element of the array. A symmetric coupling is effective in inducing synchronisation between the elements of the array. This coupling scheme provides a direct link between every pair of elements thus making the method suitable for simultaneous bidirectional communication between them. Both analog and digital messages are successfully encrypted and decrypted simultaneously by each element of the array.

Performance characteristics of positive and negative delayed feedback on chaotic dynamics of directly modulated InGaAsP semiconductor lasers

The chaotic dynamics of directly modulated semiconductor lasers with delayed optoelectronic feedback is studied numerically. The effects of positive and negative delayed optoelectronic feedback in producing chaotic outputs from such lasers with nonlinear gain reduction in its optimum value range is investigated using bifurcation diagrams. The results are confirmed by calculating the Lyapunov exponents. A negative delayed optoelectronic feedback configuration is found to be more effective in inducing chaotic dynamics to such systems with nonlinear gain reduction factor in the practical value range.

Synchronization and control of chaos in coupled chaotic multimode Nd:YAG lasers

In this Letter we numerically investigate the dynamics of a system of two coupled chaotic multimode Nd:YAG lasers with two mode and three mode outputs. Unidirectional and bidirectional coupling schemes are adopted; intensity time series plots, phase space plots and synchronization plots are used for studying the dynamics. Quality of synchronization is measured using correlation index plots. It is found that for laser with two mode output bidirectional direct coupling scheme is found to be effective in achieving complete synchronization, control of chaos and amplification in output intensity. For laser with three mode output, bidirectional difference coupling scheme gives much better chaotic synchronization as compared to unidirectional difference coupling but at the cost of higher coupling strength. We also conclude that the coupling scheme and system properties play an important role in determining the type of synchronization exhibited by the system.

Dynamics of two coupled chaotic multimode Nd:YAG lasers with intracavity frequency doubling crystal

The effect of coupling two chaotic Nd:YAG lasers with intracavity KTP crystal for frequency doubling is numerically studied for the case of the laser operating in three longitudinal modes. It is seen that the system goes from chaotic to periodic and then to steady state as the coupling constant is increased. The intensity time series and phase diagrams are drawn and the Lyapunov characteristic exponent is calculated to characterize the chaotic and periodic regions.

Chaotic Dynamics of Semiconductor Laser with Current Modulation and optoelectronic feedback

Chaotic dynamics of directly modulated semiconductor lasers have been studied extensively over the last two decades because of their application in secure optical communication. However, chaos is generally suppressed in such systems when the nonlinear gain reduction factor is above 0.01 which is very much smaller than the reported values in semiconductors like InGaAsP. In this paper we show that by giving an optoelectronic feedback with appropriate delay one can increase the range of the values of the gain reduction factor for which chaos can be observed. Numerical studies show that negative feedback is more efficient in producing chaotic dynamics.

Analytical Studies on Diffusion and lntermittency in Chaotic Maps

The study of simple chaotic maps for non-equilibrium processes in statistical physics has been one of the central themes in the theory of chaotic dynamical systems. Recently, many works have been carried out on deterministic diffusion in spatially extended one-dimensional maps This can be related to real physical systems such as Josephson junctions in the presence of microwave radiation and parametrically driven oscillators. Transport due to chaos is an important problem in Hamiltonian dynamics also. A recent approach is to evaluate the exact diffusion coefficient in terms of the periodic orbits of the system in the form of cycle expansions. But the fact is that the chaotic motion in such spatially extended maps has two complementary aspects- - diffusion and interrnittency. These are related to the time evolution of the probability density function which is approximately Gaussian by central limit theorem. It is noticed that the characteristic function method introduced by Fujisaka and his co-workers is a very powerful tool for analysing both these aspects of chaotic motion. The theory based on characteristic function actually provides a thermodynamic formalism for chaotic systems It can be applied to other types of chaos-induced diffusion also, such as the one arising in statistics of trajectory separation. It was noted that there is a close connection between cycle expansion technique and characteristic function method. It was found that this connection can be exploited to enhance the applicability of the cycle expansion technique. In this way, we found that cycle expansion can be used to analyse the probability density function in chaotic maps. In our research studies we have successfully applied the characteristic function method and cycle expansion technique for analysing some chaotic maps. We introduced in this connection, two classes of chaotic maps with variable shape by generalizing two types of maps well known in literature.