Direct dynamical test for deterministic chaos

We present a direct and dynamical method to distinguish low-dimensional deterministic chaos from noise. We define a series of time-dependent curves which are closely related to the largest Lyapunov exponent. For a chaotic time series, there exists an envelope to the time-dependent curves, while for a white noise or a noise with the same power spectrum as that of a chaotic time series, the envelope cannot be defined. When a noise is added to a chaotic time series, the envelope is eventually destroyed with the increasing of the amplitude of the noise.

Prediction, Chaos and Ecological Perspective.

As defined, the modeling procedure is quite broad. For example, the chosen compartments may contain a single organism, a population of organisms, or an ensemble of populations. A population compartment, in turn, could be homogeneous or possess structure in size or age. Likewise, the mathematical statements may be deterministic or probabilistic in nature, linear or nonlinear, autonomous or able to possess memory. Examples of all types appear in the literature. In practice, however, ecosystem modelers have focused upon particular types of model constructions. Most analyses seem to treat compartments which are nonsegregated (populations or trophic levels) and homogeneous. The accompanying mathematics is, for the most part, deterministic and autonomous. Despite the enormous effort which has gone into such ecosystem modeling, there remains a paucity of models which meets the rigorous &! validation criteria which might be applied to a model of a mechanical system. Most ecosystem models are short on prediction ability. Even some classical examples, such as the Lotka-Volterra predator-prey scheme, have not spawned validated examples.

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.

Ghosts of order on the frontier of chaos

What kinds of motion can occur in classical mechanics? We address this question by looking at the structures traced out by trajectories in phase space; the most orderly, completely integrable systems are characterized by phase trajectories confined to low-dimensional, invariant tori. The KAM theory examines what happens to the tori when an integrable system is subjected to a small perturbation and finds that, for small enough perturbations, most of them survive.

The KAM theory is mute about the disrupted tori, but, for two-dimensional systems, Aubry and Mather discovered an astonishing picture: the broken tori are replaced by "cantori," tattered, Cantor-set remnants of the original invariant curves. We seek to extend Aubry and Mather's picture to higher dimensional systems and report two kinds of studies; both concern perturbations of a completely integrable, four-dimensional symplectic map. In the first study we compute some numerical approximations to Birkhoff periodic orbits; sequences of such orbits should approximate any higher dimensional analogs of the cantori. In the second study we prove converse KAM theorems; that is, we use a combination of analytic arguments and rigorous, machine-assisted computations to find perturbations so large that no KAM tori survive. We are able to show that the last few of our Birkhoff orbits exist in a regime where there are no tori.

Magnetotunnelling spectroscopy: an experimental tool for studying chaos in quantum transport

Resonant tunnelling spectroscopy is used to investigate the energy level spectrum of a wide potential well in the presence of a large magnetic field oriented at angles θ between 0° and 90° to the normal to the plane of the well. In the tilted field geometry, the current-voltage characteristics exhibit a large number of quasiperiodic resonant peaks even though the classical motion of electrons in the potential well is chaotic. The voltage range and spacing of the resonances both change dramatically with θ. We give a quantitative explanation for this behaviour by considering the classical period of unstable periodic orbits within the chaotic sea of the potential well.