scholarly journals Detection of a sudden change of the field time series based on the Lorenz system

PLoS ONE ◽  
2017 ◽  
Vol 12 (1) ◽  
pp. e0170720
Author(s):  
ChaoJiu Da ◽  
Fang Li ◽  
BingLu Shen ◽  
PengCheng Yan ◽  
Jian Song ◽  
...  
Author(s):  
V. G. Gorodetskiy ◽  
N. P. Osadchuk

Reconstruction of the Lorenz ordinary differential equations system is performed by using perspective coefficients method. Four systems that have structures different from Lorenz system and can reproduce time series of one variable of Lorenz system were found. In many areas of science, the problem of identifying a system of ordinary differential equations (ODE) from a time series of one observable variable is relevant. If the right-hand sides of an ODE system are polynomials, then solving such a problem only by numerical methods allows to obtain a model containing, in most cases, redundant terms and not reflecting the physics of the process. The preliminary choice of the structure of the system allows to improve the precision of the reconstruction. Since this study considers only the single time series of the observable variable, and there are no additional requirements for candidate systems, we will look only for systems of ODE's that have the least number of terms in the equations. We will look for candidate systems among particular cases of the system with quadratic polynomial right-hand sides. To solve this problem, we will use a combination of analytical and numerical methods proposed in [12, 11]. We call the original system (OS) the ODE system, which precisely describes the dynamics of the process under study. We also use another type of ODE system-standard system (SS), which has the polynomial or rational function only in one equation. The number of OS variables is equal to the number of SS variables. The observable variable of the SS coincides with the observable variable of the OS. The SS must correspond to the OS. Namely, all the SS coefficients can be analytically expressed in terms of the OS coefficients. In addition, there is a numerical method [12], which allows to determine the SS coefficients from a time series. To find only the simplest OS, one can use the perspective coefficients method [10], which means the following. Initially, the SS is reconstructed from a time series using a numerical method. Then, using analytical relations and the structure of the SS, we determine which OS coefficients are strictly zero and strictly non-zero and form the initial system (IS), which includes only strictly non-zero coefficients. After that, the IS is supplemented with OS coefficients until the corresponding SS coincides with the SS obtained by a numerical method. The result will be one or more OS’s. Using this approach, we have found 4 OS structures with 7 coefficients that differ from the Lorenz system [17], but are able to reproduce exactly the time series of X variable of the Lorenz system. Numerical values of the part of the coefficients and relations connecting the rest of the coefficients were found for each OS


1996 ◽  
Vol 06 (12b) ◽  
pp. 2645-2652 ◽  
Author(s):  
TONI STOJANOVSKI ◽  
LJUPCO KOCAREV ◽  
ULRICH PARLITZ

In this paper we describe a simple method to reveal the parameters of the Lorenz system from time series of the x1 or x2 variable of the Lorenz system. The method is numerically tractable and extremely simple to apply. Furthermore, the method breaks secure communication systems like chaotic masking, chaos switching, and chaos modulation if they are based on the Lorenz system.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Rui Wang ◽  
Xiaofeng Hui ◽  
Xuechao Zhang

A modified multiple structural changes model is built to test structural breaks of the financial system based on calculating the largest Lyapunov exponents of the financial time series. Afterwards, the Lorenz system is used as a simulation example to inspect the new model. As the Lorenz system has strong nonlinearity, the verification results show that the new model has good capability in both finding the breakpoint and revealing the changes in nonlinear characteristics of the time series. The empirical study based on the model used daily data from the S&P 500 stock index during the global financial crisis from 2005 to 2012. The results provide four breakpoints of the period, which divide the contagion into four stages: stationary, local outbreak, global outbreak, and recovery period. An additional significant result is the obvious chaos characteristic difference in the largest Lyapunov exponents and the standard deviation at various stages, particularly at the local outbreak stage.


2019 ◽  
Vol 252 ◽  
pp. 02006
Author(s):  
Magdalena Gregorczyk ◽  
Andrzej Rysak

In this work, we investigate the recurrensivity of the Lorenz system with fractional order of derivatives occurring in its all three differential equations. Several solutions of the system for varying fractional orders of individual derivatives were calculated, which was followed by an analysis of changes in the selected recurrence quantifiers occurring due to modifications of the fractional orders {q1, q2, q3}. The results of the recurrence analysis were referred to the time series plots, phase diagrams and FFT spectra. The obtained results were finally used to examine the influence of fractional derivatives on the chaos - periodicity transition of the system dynamics.


2021 ◽  
Author(s):  
Salam K. Mousa ◽  
Raied K. Jamal

Abstract This paper establishes coupling between two various chaotic systems for Lorenz and Rössler circuits. The x-dynamics of Lorenz circuit was coupled numerically with the x dynamics of Rössler circuit. As a result of the optical coupling between these two chaotic systems, it has been observed an exceptional variation in the time series and attractors, which exhibits a novel behavior, leading to a promises method for controlling the chaotic systems. However, performing fast Fourier transforms (FFT) of chaotic dynamics before and after coupling showed an increase in the bandwidth of the Rössler system after its coupling with the Lorenz system, which, in turn increases the possibility of using this system for secure and confidential optical communications.


2004 ◽  
Vol 14 (06) ◽  
pp. 2107-2114 ◽  
Author(s):  
MARCO THIEL ◽  
M. CARMEN ROMANO ◽  
UDO SCHWARZ ◽  
JÜRGEN KURTHS ◽  
JENS TIMMER

Fourier surrogate data are artificially generated time series, that — based on a resampling scheme — share the linear properties with an observed time series. In this paper we study a statistical surrogate hypothesis test to detect deviations from a linear Gaussian process with respect to asymmetry in time (Q-statistic). We apply this test to a Fourier representable function and obtain a representation of the asymmetry in time of the sample data, a characteristic for nonlinear processes, and the significance in terms of the Fourier coefficients. The main outcome is that we calculate the expected value of the mean and the standard deviation of the asymmetries of the surrogate data analytically and hence, no surrogates have to be generated. To illustrate the results we apply our method to the saw tooth function, the Lorenz system and to measured X-ray data of Cygnus X-1.


2019 ◽  
Vol 29 (14) ◽  
pp. 1950197 ◽  
Author(s):  
P. D. Kamdem Kuate ◽  
Qiang Lai ◽  
Hilaire Fotsin

The Lorenz system has attracted increasing attention on the issue of its simplification in order to produce the simplest three-dimensional chaotic systems suitable for secure information processing. Meanwhile, Sprott’s work on elegant chaos has revealed a set of 19 chaotic systems all described by simple algebraic equations. This paper presents a new piecewise-linear chaotic system emerging from the simplification of the Lorenz system combined with the elegance of Sprott systems. Unlike the majority, the new system is a non-Shilnikov chaotic system with two nonhyperbolic equilibria. It is multiplier-free, variable-boostable and exclusively based on absolute value and signum nonlinearities. The use of familiar tools such as Lyapunov exponents spectra, bifurcation diagrams, frequency power spectra as well as Poincaré map help to demonstrate its chaotic behavior. The novel system exhibits inverse period doubling bifurcations and multistability. It has only five terms, one bifurcation parameter and a total amplitude controller. These features allow a simple and low cost electronic implementation. The adaptive synchronization of the novel system is investigated and the corresponding electronic circuit is presented to confirm its feasibility.


2001 ◽  
Vol 11 (07) ◽  
pp. 1989-1996 ◽  
Author(s):  
JIN MAN JOO ◽  
JIN BAE PARK

This paper presents an approach for the control of the Lorenz system. We first show that the controlled Lorenz system is differentially flat and then compute the flat output of the Lorenz system. A two degree of freedom design approach is proposed such that the generation of full state feasible trajectory incorporates with the design of a tracking controller via the flat output. The stabilization of an equilibrium state and the tracking of a feasible state trajectory are illustrated.


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