Risk evaluation of diabetes mellitus by relation of chaotic globals to HRV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dynamics of a driven magneto-martensitic ribbon

We investigate the dynamics of a sinusoidally driven ferromagnetic martensitic ribbon by adopting a recently introduced model that involves strain and magnetization as order parameters. Retaining only the dominant mode of excitation we reduce the coupled set of partial differential equations for strain and magnetization to a set of coupled ordinary nonlinear equations for the strain and magnetization amplitudes. The equation for the strain amplitude takes the form of parametrically driven oscillator. Finite strain amplitude can only be induced beyond a critical value of the strength of the magnetic field. Chaotic response is seen for a range of values of all the physically interesting parameters. The nature of the bifurcations depends on the choice of temperature relative to the ordering of the Curie and the martensite transformation temperatures. We have studied the nature of response as a function of the strength and frequency of the magnetic field, and magneto-elastic coupling. In general, the bifurcation diagrams with respect to these parameters do not follow any standard route. The rich dynamics exhibited by the model is further illustrated by the presence of mixed mode oscillations seen for low frequencies. The geometric structure of the mixed mode oscillations in the phase space has an unusual deep crater structure with an outer and inner cone on which the orbits circulate. We suggest that these features should be seen in experiments on driven magneto-martensitic ribbons. (C) 2014 Elsevier B. V. All rights reserved.

A perturbed martingale approach to global optimization

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as `coalescence' and `scrambling'. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. (C) 2014 Elsevier B.V. All rights reserved.

Fractional dynamics in the trajectory control of redundant manipulators

Under the pseudoinverse control, robots with kinematical redundancy exhibit an undesirable chaotic joint motion which leads to an erratic behavior. This paper studies the complexity of fractional dynamics of the chaotic response. Fourier and wavelet analysis provides a deeper insight, helpful to know better the lack of repeatability problem of redundant manipulators. This perspective for the study of the chaotic phenomena will permit the development of superior trajectory control algorithms.

Remarks on Parametric Surface Waves in a Nonlinear and Non-Ideally Excited Tank

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On nonlinear dynamics in a free fluid surface of a tank excited by a non-ideal power source

We investigate the nonlinear oscillations in a free surface of a fluid in a cylinder tank excited by non-ideal power source, an electric motor with limited power supply. We study the possibility of parametric resonance in this system, showing that the excitation mechanism can generate chaotic response. Additionally, the dynamics of parametrically excited surface waves in the tank can reveal new characteristics of the system. The fluid-dynamic system is modeled in such way as to obtain a nonlinear differential equation system. Numerical experiments are carried out to find the regions of chaotic solutions. Simulation results are presented as phase-portrait diagrams characterizing the resonant vibrations of free fluid surface and the existence of several types of regular and chaotic attractors. We also describe the energy transfer in the interaction process between the hydrodynamic system and the electric motor. Copyright © 2011 by ASME.

Remarks on Parametric Surface Waves in a Nonlinear and Non-Ideally Excited Tank

We studied free surface oscillations of a fluid in a cylinder tank excited by an electric motor with limited power supply. We investigated the possibility of parametric resonance in this system, showing that the excitation mechanism can generate chaotic response. Numerical experiments are carried out to present the existence of several types of regular and chaotic attractors. For the first time powers (power of the motor, power consumed by the damping force under fluid free surface oscillations, and a total power) are calculated, investigated, and shown for different regimes, regular and chaotic ones for parametric resonance interactions. [DOI: 10.1115/1.4005844]

A statistical mechanical approach for the computation of the climatic response to general forcings

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. In this paper we show for the first time how the Ruelle linear response theory, developed for studying rigorously the impact of perturbations on general observables of non-equilibrium statistical mechanical systems, can be applied with great success to analyze the climatic response to general forcings. The crucial value of the Ruelle theory lies in the fact that it allows to compute the response of the system in terms of expectation values of explicit and computable functions of the phase space averaged over the invariant measure of the unperturbed state. We choose as test bed a classical version of the Lorenz 96 model, which, in spite of its simplicity, has a well-recognized prototypical value as it is a spatially extended one-dimensional model and presents the basic ingredients, such as dissipation, advection and the presence of an external forcing, of the actual atmosphere. We recapitulate the main aspects of the general response theory and propose some new general results. We then analyze the frequency dependence of the response of both local and global observables to perturbations having localized as well as global spatial patterns. We derive analytically several properties of the corresponding susceptibilities, such as asymptotic behavior, validity of Kramers-Kronig relations, and sum rules, whose main ingredient is the causality principle. We show that all the coefficients of the leading asymptotic expansions as well as the integral constraints can be written as linear function of parameters that describe the unperturbed properties of the system, such as its average energy. Some newly obtained empirical closure equations for such parameters allow to define such properties as an explicit function of the unperturbed forcing parameter alone for a general class of chaotic Lorenz 96 models. We then verify the theoretical predictions from the outputs of the simulations up to a high degree of precision. The theory is used to explain differences in the response of local and global observables, to define the intensive properties of the system, which do not depend on the spatial resolution of the Lorenz 96 model, and to generalize the concept of climate sensitivity to all time scales. We also show how to reconstruct the linear Green function, which maps perturbations of general time patterns into changes in the expectation value of the considered observable for finite as well as infinite time. Finally, we propose a simple yet general methodology to study general Climate Change problems on virtually any time scale by resorting to only well selected simulations, and by taking full advantage of ensemble methods. The specific case of globally averaged surface temperature response to a general pattern of change of the CO2 concentration is discussed. We believe that the proposed approach may constitute a mathematically rigorous and practically very effective way to approach the problem of climate sensitivity, climate prediction, and climate change from a radically new perspective.

Response theory for equilibrium and non-equilibrium statistical mechanics: causality and generalized Kramers-Kronig relations

We consider the general response theory recently proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions entails the possibility of writing a set of Kramers-Kronig (K-K) relations for the corresponding susceptibilities at all orders of nonlinearity. Nonetheless, only a special class of directly observable susceptibilities obey K-K relations. Specific results are provided for the case of arbitrary order harmonic response, which allows for a very comprehensive K-K analysis and the establishment of sum rules connecting the asymptotic behavior of the harmonic generation susceptibility to the short-time response of the perturbed system. These results set in a more general theoretical framework previous findings obtained for optical systems and simple mechanical models, and shed light on the very general impact of considering the principle of causality for testing self-consistency: the described dispersion relations constitute unavoidable benchmarks that any experimental and model generated dataset must obey. The theory exposed in the present paper is dual to the time-dependent theory of perturbations to equilibrium states and to non-equilibrium steady states, and has in principle similar range of applicability and limitations. In order to connect the equilibrium and the non equilibrium steady state case, we show how to rewrite the classical response theory by Kubo so that response functions formally identical to those proposed by Ruelle, apart from the measure involved in the phase space integration, are obtained. These results, taking into account the chaotic hypothesis by Gallavotti and Cohen, might be relevant in several fields, including climate research. In particular, whereas the fluctuation-dissipation theorem does not work for non-equilibrium systems, because of the non-equivalence between internal and external fluctuations, K-K relations might be robust tools for the definition of a self-consistent theory of climate change.

Evidence of dispersion relations for the nonlinear response of the Lorenz 63 system

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing at any order of perturbation the response of Axiom A non equilibrium steady state systems to weak monochromatic forcings. We present here the first evidence of the validity of these integral relations for the linear and the second harmonic response for the perturbed Lorenz 63 system, by showing that numerical simulations agree up to high degree of accuracy with the theoretical predictions. Some new theoretical results, showing how to derive asymptotic behaviors and how to obtain recursively harmonic generation susceptibilities for general observables, are also presented. Our findings confirm the conceptual validity of the nonlinear response theory, suggest that the theory can be extended for more general non equilibrium steady state systems, and shed new light on the applicability of very general tools, based only upon the principle of causality, for diagnosing the behavior of perturbed chaotic systems and reconstructing their output signals, in situations where the fluctuation-dissipation relation is not of great help.

Stochastic perturbations to dynamical systems: a response theory approach

Using the formalism of the Ruelle response theory, we study how the invariant measure of an Axiom A dynamical system changes as a result of adding noise, and describe how the stochastic perturbation can be used to explore the properties of the underlying deterministic dynamics. We first find the expression for the change in the expectation value of a general observable when a white noise forcing is introduced in the system, both in the additive and in the multiplicative case. We also show that the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the linear susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns as the considered stochastic forcing. This provides a conceptual bridge between the change in the fluctuation properties of the system due to the presence of noise and the response of the unperturbed system to deterministic forcings. Using Kramers-Kronig theory, it is then possible to derive the real and imaginary part of the susceptibility and thus deduce the Green function of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas are provided for each relevant case analysed. As a general result, we find, using an argument of positive-definiteness, that the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed system. We provide an example of application of our results by considering the spatially extended chaotic Lorenz 96 model. These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response of a system to external perturbations. Taking into account the chaotic hypothesis, we expect that our results have practical relevance for a more general class of system than those belonging to Axiom A.

Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

On chaotic behavior of a fixed offshore structure

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On Non-ideal and Chaotic Energy Harvester Behavior

In this paper, we deal with the research of a proposed mathematical model of energy harvesting, including nonlinearities in the piezoelectric coupling and a non-ideal force of excitation. We showed using numerical simulations to analysis of the dynamic responses that, the power harvested was influenced by the nonlinear vibrations of the structure, as well as by the influence of the non-linearities in the piezoelectric coupling. We concluded through of the numerical results that the limited energy source was interacting with the system. Thus, the increasing of the voltage in DC motor led the system produce a good power response, especially in high-energy orbits in the resonance region, but the Sommerfeld effect occurs in the system and a chaotic behavior was found in the post-resonance region. So the power harvested along the time decreases because occurs loses of energy due the interaction between energy source and structure. Keeping the energy harvested constant over time is essential to make possible the use of energy harvesting systems in real applications. To achieve this objective, we applied a control technique in order to stabilize the chaotic system in a periodic stable orbit. We announced that the results were satisfactory and the control maintained the system in a stable condition. © 2012 Foundation for Scientific Research and Technological Innovation.

Effective synchronization of a class of chua's chaotic systems using an exponential feedback coupling

A robust exponential function based controller is designed to synchronize effectively a given class of Chua's chaotic systems. The stability of the drive-response systems framework is proved through the Lyapunov stability theory. Computer simulations are given to illustrate and verify the method. © 2013 Patrick Louodop et al.