Ensembles of the Lorenz attractor

The temporal evolution of small and large ensembles is examined for the Lorenz equations. It is shown that a general closed system of ensemble averaged equations can be developed for the Lorenz equations, independent of the size of the ensemble. The closure is based on the method of Rothmayer & Black (1993). The present formulation gives a deterministic set of equations for the description of ensembles of the Lorenz attractor. Large ensemble solutions of the strange attractor computed in this study are found to be regular, without the sensitive dependence on initial conditions which characterizes the individual chaotic members of the ensemble.

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Jiantang Zhang ◽  
Sixun Huang ◽  
Jin Cheng

Abstract Parameter estimation in chaotic dynamical systems is an important and practical issue. Nevertheless, the high-dimensionality and the sensitive dependence on initial conditions typically makes the problem difficult to solve. In this paper, we propose an innovative parameter estimation approach, utilizing numerical differentiation for observation data preprocessing. Given plenty of noisy observations on a portion of dependent variables, numerical differentiation allows them and their derivatives to be accurately approximated. Substituting those approximations into the original system can effectively simplify the parameter estimation problem. As an example, we consider parameter estimation in the well-known Lorenz model given partial noisy observations. According to the Lorenz equations, the estimated parameters can be simply given by least squares regression using the approximated functions provided by data preprocessing. Numerical examples show the effectiveness and accuracy of our method. We also prove the uniqueness and stability of the solution.


2015 ◽  
Vol 07 (01n02) ◽  
pp. 1550004 ◽  
Author(s):  
Gregori J. Clarke ◽  
Samuel S. P. Shen

This study uses the Hilbert–Huang transform (HHT), a signal analysis method for nonlinear and non-stationary processes, to separate signals of varying frequencies in a nonlinear system governed by the Lorenz equations. Similar to the Fourier series expansion, HHT decomposes a data time series into a sum of intrinsic mode functions (IMFs) using empirical mode decomposition (EMD). Unlike an infinite number of Fourier series terms, the EMD always yields a finite number of IMFs, whose sum is equal to the original time series exactly. Using the HHT approach, the properties of the Lorenz attractor are interpreted in a time–frequency frame. This frame shows that: (i) the attractor is symmetric for [Formula: see text] (i.e. invariant for [Formula: see text]), even though the signs on [Formula: see text] and [Formula: see text] are changed; (ii) the attractor is sensitive to initial conditions even by a small perturbation, measured by the divergence of the trajectories over time; (iii) the Lorenz system goes through “windows” of chaos and periodicity; and (iv) at times, a system can be both chaotic and periodic for a given [Formula: see text] value. IMFs are a finite collection of decomposed quasi-periodic signals, starting from the highest to lowest frequencies, providing detection of the lower frequency signals that may have otherwise been “hidden” by their higher frequency counterparts. EMD decomposes the original signal into a family of distinct IMF signals, the Hilbert spectra are a “family portrait” of time–frequency–amplitude interplay of all IMF members. Together with viewing the IMF energy, it is easy to discern where each IMF resides in the spectra in relation to one another. In this study, the majority of high amplitude signals appear at low frequencies, approximately 0.5–1.5. Although our numerical experiments are limited to only two specific cases, our HHT analyses of time–frequency, marginal spectra, and energy and quasi-periodicity of each IMF provide a novel approach to exploring the profound and phenomena-rich Lorenz system.


2020 ◽  
Vol 7 (1) ◽  
pp. 163-175
Author(s):  
Mehdi Pourbarat

AbstractWe study the theory of universality for the nonautonomous dynamical systems from topological point of view related to hypercyclicity. The conditions are provided in a way that Birkhoff transitivity theorem can be extended. In the context of generalized linear nonautonomous systems, we show that either one of the topological transitivity or hypercyclicity give sensitive dependence on initial conditions. Meanwhile, some examples are presented for topological transitivity, hypercyclicity and topological conjugacy.


1992 ◽  
Vol 02 (01) ◽  
pp. 193-199 ◽  
Author(s):  
RAY BROWN ◽  
LEON CHUA ◽  
BECKY POPP

In this letter we illustrate three methods of using nonlinear devices as sensors. We show that the sensory features of these devices is a result of sensitive dependence on parameters which we show is equivalent to sensitive dependence on initial conditions. As a result, we conjecture that sensitive dependence on initial conditions is nature’s sensory device in cases where remarkable feats of sensory perception are seen.


1992 ◽  
Vol 02 (01) ◽  
pp. 1-9 ◽  
Author(s):  
YOHANNES KETEMA

This paper is concerned with analyzing Melnikov’s method in terms of the flow generated by a vector field in contrast to the approach based on the Poincare map and giving a physical interpretation of the method. It is shown that the direct implication of a transverse crossing between the stable and unstable manifolds to a saddle point of the Poincare map is the existence of two distinct preserved homoclinic orbits of the continuous time system. The stability of these orbits and their role in the phenomenon of sensitive dependence on initial conditions is discussed and a physical example is given.


Volume 3 ◽  
2004 ◽  
Author(s):  
Erik D. Svensson

In this work we computationally characterize fluid mixing in a number of passive microfluidic mixers. Generally, in order to systematically study and characterize mixing in realistic fluid systems we (1) compute the fluid flow in the systems by solving the stationary three-dimensional Navier-Stokes equations or Stokes equations with a finite element method, and (2) compute various measures indicating the degree of mixing based on concepts from dynamical systems theory, i.e., the sensitive dependence on initial conditions and mixing variance.


2020 ◽  
Author(s):  
Merlijn Olthof ◽  
Fred Hasselman ◽  
Anna Lichtwarck-Aschoff

Background: Psychopathology research is changing focus from group-based ‘disease models’ to a personalized approach inspired by complex systems theories. This approach, which has already produced novel and valuable insights into the complex nature of psychopathology, often relies on repeated self-ratings of individual patients. So far it has been unknown whether such self-ratings, the presumed observables of the individual patient as a complex system, actually display complex dynamics. We examine this basic assumption of a complex systems approach to psychopathology by testing repeated self-ratings for three markers of complexity: memory, the presence of (time-varying) short- and long-range temporal correlations, regime shifts, transitions between different dynamic regimes, and, sensitive dependence on initial conditions, also known as the ‘butterfly effect’, the divergence of initially similar trajectories.Methods: We analysed repeated self-ratings (1476 time points) from a single patient for the three markers of complexity using Bartels rank test, (partial) autocorrelation functions, time-varying autoregression, a non-stationarity test, change point analysis and the Sugihara-May algorithm.Results: Self-ratings concerning psychological states (e.g., the item ‘I feel down’) exhibited all complexity markers: time-varying short- and long-term memory, multiple regime shifts and sensitive dependence on initial conditions. Unexpectedly, self-ratings concerning physical sensations (e.g., the item ‘I am hungry’) exhibited less complex dynamics and their behaviour was more similar to random variables. Conclusions: Psychological self-ratings display complex dynamics. The presence of complexity in repeated self-ratings means that we have to acknowledge that (1) repeated self-ratings yield a complex pattern of data and not a set of (nearly) independent data points, (2) humans are ‘moving targets’ whose self-ratings display non-stationary change processes including regime shifts, and (3) long-term prediction of individual trajectories may be fundamentally impossible. These findings point to a limitation of popular statistical time series models whose assumptions are violated by the presence of these complexity markers. We conclude that a complex systems approach to mental health should appreciate complexity as a fundamental aspect of psychopathology research by adopting the models and methods of complexity science. Promising first steps in this direction, such as research on real-time process-monitoring, short-term prediction, and just-in-time interventions, are discussed.


2021 ◽  
Vol 31 (15) ◽  
Author(s):  
Penghe Ge ◽  
Hongjun Cao

The existence of chaos in the Rulkov neuron model is proved based on Marotto’s theorem. Firstly, the stability conditions of the model are briefly renewed through analyzing the eigenvalues of the model, which are very important preconditions for the existence of a snap-back repeller. Secondly, the Rulkov neuron model is decomposed to a one-dimensional fast subsystem and a one-dimensional slow subsystem by the fast–slow dynamics technique, in which the fast subsystem has sensitive dependence on the initial conditions and its snap-back repeller and chaos can be verified by numerical methods, such as waveforms, Lyapunov exponents, and bifurcation diagrams. Thirdly, for the two-dimensional Rulkov neuron model, it is proved that there exists a snap-back repeller under two iterations by illustrating the existence of an intersection of three surfaces, which pave a new way to identify the existence of a snap-back repeller.


2021 ◽  
pp. 119-128
Author(s):  
Cayenna Ponchione-Bailey ◽  
Eric F. Clarke

Empirical research into large ensemble performance has crossed many disciplinary boundaries from music education to management studies, and has included the investigation of musicians’ interpersonal coordination and communication, group creativity and decision-making, conductors’ gestures, group musical expression, the social organization of large groups and their leadership, audience perceptions of performances, the individual and social benefits of participation, and rehearsal practices. However, there are still relatively few empirical studies of large ensemble performance, due to the social and practical factors that make it challenging to collect research data from large numbers of people engaged in a complex musical activity. Technological developments have increasingly expanded the research methods available to include sophisticated audio capture and analysis, web-based video-stimulated recall, and motion capture. This chapter discusses the challenges faced by researchers investigating large ensembles and describes some of the technological solutions that are opening up new avenues for data collection and analysis.


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