Hausdorff dimension of non-hyperbolic repellers. I: Maps with holes

This is the first paper in a two-part series devoted to studying the Hausdorff dimension of invariant sets of non-uniformly hyperbolic, non-conformal maps. Here we consider a general abstract model, that we call piecewise smooth maps with holes. We show that the Hausdorff dimension of the repeller is strictly less than the dimension of the ambient manifold. Our approach also provides information on escape rates and dynamical dimension of the repeller.

An estimate on the fractal dimension of attractors of gradient-like dynamical systems

This paper is dedicated to estimate the fractal dimension of exponential global attractors of some generalized gradient-like semigroups in a general Banach space in terms of the maximum of the dimension of the local unstable manifolds of the isolated invariant sets, Lipschitz properties of the semigroup and the rate of exponential attraction. We also generalize this result for some special evolution processes, introducing a concept of Morse decomposition with pullback attractivity. Under suitable assumptions, if (A, A*) is an attractor-repeller pair for the attractor A of a semigroup {T(t) : t >= 0}, then the fractal dimension of A can be estimated in terms of the fractal dimension of the local unstable manifold of A*, the fractal dimension of A, the Lipschitz properties of the semigroup and the rate of the exponential attraction. The ingredients of the proof are the notion of generalized gradient-like semigroups and their regular attractors, Morse decomposition and a fine analysis of the structure of the attractors. As we said previously, we generalize this result for some evolution processes using the same basic ideas. (C) 2012 Elsevier Ltd. All rights reserved.

Canards in advection-reaction-diffusion systems in one spatial dimension

This thesis contains a mathematical investigation of the existence of travelling wave solutions to singularly perturbed advection-reaction-diffusion models of biological processes. An enhanced mathematical understanding of these solutions and models is gained via the identification of canards (special solutions of fast/slow dynamical systems) and their role in the existence of the most biologically relevant, shock-like solutions. The analysis focuses on two existing models. A new proof of existence of a whole family of travelling waves is provided for a model describing malignant tumour invasion, while new solutions are identified for a model describing wound healing angiogenesis.

A geometric approach to stationary defect solutions in one space dimension

In this manuscript, we consider the impact of a small jump-type spatial heterogeneity on the existence of stationary localized patterns in a system of partial dierential equations in one spatial dimension...

Effect of dynamical asymmetry on the viscosity of a random copolymer melt

The variation of the viscosity as a function of the sequence distribution in an A-B random copolymer melt is determined. The parameters that characterize the random copolymer are the fraction of A monomers f, the parameter lambda which determines the correlation in the monomer identities along a chain and the Flory chi parameter chi(F) which determines the strength of the enthalpic repulsion between monomers of type A and B. For lambda>0, there is a greater probability of finding like monomers at adjacent positions along the chain, and for lambda<0 unlike monomers are more likely to be adjacent to each other. The traditional Markov model for the random copolymer melt is altered to remove ultraviolet divergences in the equations for the renormalized viscosity, and the phase diagram for the modified model has a binary fluid type transition for lambda>0 and does not exhibit a phase transition for lambda<0. A mode coupling analysis is used to determine the renormalization of the viscosity due to the dependence of the bare viscosity on the local concentration field. Due to the dissipative nature of the coupling. there are nonlinearities both in the transport equation and in the noise correlation. The concentration dependence of the transport coefficient presents additional difficulties in the formulation due to the Ito-Stratonovich dilemma, and there is some ambiguity about the choice of the concentration to be used while calculating the noise correlation. In the Appendix, it is shown using a diagrammatic perturbation analysis that the Ito prescription for the calculation of the transport coefficient, when coupled with a causal discretization scheme, provides a consistent formulation that satisfies stationarity and the fluctuation dissipation theorem. This functional integral formalism is used in the present analysis, and consistency is verified for the present problem as well. The upper critical dimension for this type of renormaliaation is 2, and so there is no divergence in the viscosity in the vicinity of a critical point. The results indicate that there is a systematic dependence of the viscosity on lambda and chi(F). The fluctuations tend to increase the viscosity for lambda<0, and decrease the viscosity for lambda>0, and an increase in chi(F) tends to decrease the viscosity. (C) 1996 American Institute of Physics.

Dynamical behavior in the nonlinear rheology of surfactant solutions

Several surfactant molecules self-assemble in solution to form long, flexible wormlike micelles which get entangled with each other, leading to viscoelastic gel phases. We discuss our recent work on the rheology of such a gel formed in the dilute aqueous solutions of a surfactant CTAT. In the linear rheology regime, the storage modulus G′(ω) and loss modulus G″(ω) have been measured over a wide frequency range. In the nonlinear regime, the shear stress σ shows a plateau as a function of the shear rate math above a certain cutoff shear rate mathc. Under controlled shear rate conditions in the plateau regime, the shear stress and the first normal stress difference show oscillatory time-dependence. The analysis of the measured time series of shear stress and normal stress has been done using several methods incorporating state space reconstruction by embedding of time delay vectors. The analysis shows the existence of a finite correlation dimension and a positive Lyapunov exponent, unambiguously implying that the dynamics of the observed mechanical instability can be described by that of a dynamical system with a strange attractor of dimension varying from 2.4 to 2.9.

A multifold reduction in the transition Reynolds number, and ultra-fast mixing, in a micro-channel due to a dynamical instability induced by a soft wall

A dynamical instability is observed in experimental studies on micro-channels of rectangular cross-section with smallest dimension 100 and 160 mu m in which one of the walls is made of soft gel. There is a spontaneous transition from an ordered, laminar flow to a chaotic and highly mixed flow state when the Reynolds number increases beyond a critical value. The critical Reynolds number, which decreases as the elasticity modulus of the soft wall is reduced, is as low as 200 for the softest wall used here (in contrast to 1200 for a rigid-walled channel) The instability onset is observed by the breakup of a dye-stream introduced in the centre of the micro-channel, as well as the onset of wall oscillations due to laser scattering from fluorescent beads embedded in the wall of the channel. The mixing time across a channel of width 1.5 mm, measured by dye-stream and outlet conductance experiments, is smaller by a factor of 10(5) than that for a laminar flow. The increased mixing rate comes at very little cost, because the pressure drop (energy requirement to drive the flow) increases continuously and modestly at transition. The deformed shape is reconstructed numerically, and computational fluid dynamics (CFD) simulations are carried out to obtain the pressure gradient and the velocity fields for different flow rates. The pressure difference across the channel predicted by simulations is in agreement with the experiments (within experimental errors) for flow rates where the dye stream is laminar, but the experimental pressure difference is higher than the simulation prediction after dye-stream breakup. A linear stability analysis is carried out using the parallel-flow approximation, in which the wall is modelled as a neo-Hookean elastic solid, and the simulation results for the mean velocity and pressure gradient from the CFD simulations are used as inputs. The stability analysis accurately predicts the Reynolds number (based on flow rate) at which an instability is observed in the dye stream, and it also predicts that the instability first takes place at the downstream converging section of the channel, and not at the upstream diverging section. The stability analysis also indicates that the destabilization is due to the modification of the flow and the local pressure gradient due to the wall deformation; if we assume a parabolic velocity profile with the pressure gradient given by the plane Poiseuille law, the flow is always found to be stable.

Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series

We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise.

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.

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.

A model study on carbon cycle and phytoplankton dynamical processes in the Bohai Sea

The carbon cycle of lower trophic level in the Bohai Sea is studied with a three-dimension-al biological and physical coupled model. The influences of the processes (including horizontal advection,river nutrient load, active transport etc. ) on the phytoplankton biomass and its evolution are estimated.The Bohai Sea is a weak sink of the CO2 in the atmosphere. During the cycle, 13.7% of the gross pro-duction of the phytoplankton enter the higher trophic level and 76.8 % of it are consumed by the respira-tion itself. The nutrient reproduction comes mainly from the internal biogeochemical loop and the rem-ineralization is an important mechanism of the nutrient transfer from organic form to inorganic. Horizon-tal advection decreases the total biomass and the eutrophication in some sea areas. Change in the nutrientload of a river can only adjust the local system near its estuary. Controlling the input of the nutrient,which limits the alga growth, can be very useful in lessening the phytoplankton biomass.

Dynamical aspects of coupled Rossler systems: effects of noise

Nonlinear time series analysis is employed to study the complex behaviour exhibited by a coupled pair of Rossler systems. Dimensional analysis with emphasis on the topological correlation dimension and the Kolmogorov entropy of the system is carried out in the coupling parameter space. The regime of phase synchronization is identified and the extent of synchronization between the systems constituting the coupled system is quantified by the phase synchronization index. The effect of noise on the coupling between the systems is also investigated. An exhaustive study of the topological, dynamical and synchronization properties of the nonlinear system under consideration in its characteristic parameter space is attempted.

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.

Recurrence and higher ergodic properties for quenched random Lorentz tubes in dimension bigger than two

We consider the billiard dynamics in a non-compact set of ℝ d that is constructed as a bi-infinite chain of translated copies of the same d-dimensional polytope. A random configuration of semi-dispersing scatterers is placed in each copy. The ensemble of dynamical systems thus defined, one for each global realization of the scatterers, is called quenched random Lorentz tube. Under some fairly general conditions, we prove that every system in the ensemble is hyperbolic and almost every system is recurrent, ergodic, and enjoys some higher chaotic properties.

Dynamical scaling in fractal structures in the aggregation of tetraethoxysilane-derived sonogels

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