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On algebraic approach in quadratic systems
Matej Mencinger, 2011, review article

Abstract: When considering friction or resistance, many physical processes are mathematically simulated by quadratic systems of ODEs or discrete quadratic dynamical systems. Probably the most important problem when such systems are applied in engineering is the stability of critical points and (non)chaotic dynamics. In this paper we consider homogeneous quadratic systems via the so-called Markus approach. We use the one-to-one correspondence between homogeneous quadratic dynamical systems and algebra which was originally introduced by Markus in (1960). We resume some connections between the dynamics of the quadratic systems and (algebraic) properties of the corresponding algebras. We consider some general connections and the influence of power-associativity in the corresponding quadratic system.
Keywords: quadratic systems, nonlinear systems
Published: 14.06.2017; Views: 554; Downloads: 303
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Dynamical and statistical properties of time-dependent one-dimensional nonlinear Hamilton systems
Dimitrios Andresas, 2015, doctoral dissertation

Abstract: We study the one-dimensional time-dependent Hamiltonian systems and their statistical behaviour, assuming the microcanonical ensemble of initial conditions and describing the evolution of the energy distribution in three characteristic cases: 1) parametric kick, which by definition means a discontinuous jump of a control parameter of the system, 2) linear driving, and 3) periodic driving. For the first case we specifically analyze the change of the adiabatic invariant (the canonical action) of the system under a parametric kick: A conjecture has been put forward by Papamikos and Robnik (2011) that the action at the mean energy always increases, which means, for the given statistical ensemble, that the Gibbs entropy in the mean increases (PR property). By means of a detailed rigorous analysis of a great number of case studies we show that the conjecture largely is satisfied, except if either the potential is not smooth enough (e.g. has discontinuous first derivative), or if the energy is too close to a stationary point of the potential (separatrix in the phase space). We formulate the conjecture in full generality, and perform the local theoretical analysis by introducing the ABR property. For the linear driving we study first 1D Hamilton systems with homogeneous power law potential and their statistical behaviour under monotonically increasing time-dependent function A(t) (prefactor of the potential). We used the nonlinear WKB-like method by Papamikos and Robnik J. Phys. A: Math. Theor., 44:315102, (2012) and following a previous work by Papamikos G and Robnik M J. Phys. A: Math. Theor., 45:015206, (2011) we specifically analyze the mean energy, the variance and the adiabatic invariant (action) of the system for large time t→∞. We also show analytically that the mean energy and the variance increase as powers of A(t), while the action oscillates and finally remains constant. By means of a number of detailed case studies we show that the theoretical prediction is correct. For the periodic driving cases we study the 1D periodic quartic oscillator and its statistical behaviour under periodic time-dependent function A(t) (prefactor of the potential). We compare the results for three different drivings, the periodic parametrically kicked case (discontinuous jumps of $A(t)$), the piecewise linear case (sawtooth), and the smooth case (harmonic). Considering the Floquet map and the energy distribution we perform careful numerical analysis using the 8th order symplectic integrator and present the phase portraits for each case, the evolution of the average energy and the distribution function of the final energies. In the case where we see a large region of chaos connected to infinity, we indeed find escape orbits going to infinity, meaning that the energy growth can be unbounded, and is typically exponential in time. The main results are published in two papers: Andresas, Batistić and Robnik Phys. Rev. E, 89:062927, (2014) and Andresas and Robnik J. Phys. A: Math. Theor., 47:355102, (2014).
Keywords: one-dimensional nonlinear Hamiltonian systems, adiabatic invariant, parametric kick, periodic driving, linear driving, energy distribution, WKB method, action
Published: 02.03.2015; Views: 1963; Downloads: 71
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Statistical Properties of Time-dependent Systems
Diego Fregolente Mendes De Oliveira, 2012, doctoral dissertation

Abstract: In the dissertation I have dealt with time-dependent (nonautonomous) systems, the conservative (Hamiltonian) as well as dissipative, and investigated their dynamical and statistical properties. In conservative (Hamiltonian) time-dependent systems the energy is not conserved, whilst the Liouville theorem about the conservation of the phase space volume still applies. We are interested to know, whether the system can gain energy, and whether this energy can grow unbounded, up to infinity, and we are interested in the system's behaviour in the mean, as well as its statistical properties. An example of such a system goes back to the 1940s, when Fermi proposed the acceleration of cosmic rays (in the first place protons) upon the collisions with moving magnetic domains in the interstellar medium of our Galaxy, and in other galaxies. He then proposed a simple mechanical one-dimensional model, the so-called Fermi-Ulam Model (FUM), where a point particle is moving between two rigid walls, one being at rest and the other one oscillating. If the oscillation is periodic and smooth, it turned out in a nontrivial way, which is, in the modern era of understanding the chaotic dynamical systems, well understood, namely that the unbounded increasing of the energy (the so-called Fermi acceleration) is not possible, due to the barriers in form of invariant tori, which partition the phase space into regions, between which the transitions are not possible. The research has then been extended to other simple dyanamical systems, which have complex dynamics. The first was so-called bouncer model, in which a point particle bounces off the oscillating platform in a gravitational field. In this simple system the Fermi acceleration is possible. Later the research was directed towards two-dimensional billiard systems. It turned out that the Fermi acceleration is possible in all such systems, which are at least partially chaotic (of the mixed type), or even in a system that is integrable as static, namely in case of the elliptic billiard. (The circle billiard is an exception, because it is always integrable, as the angular momentum is conserved even in time-dependent case.) The study of time-dependent systems has developed strongly worldwide around the 1990s, in particular in 2000s, and became one of the central topics in nonlinear dynamics. It turned out, quite generally, but formal and implicit, in the sense of mathematical existence theorems, that in nonautonomous Hamilton systems the energy can grow unbounded, meaning that the system ``pumps" the energy from the environment with which it interacts. There are many open questions: how does the energy increase with time, in particular in the mean of some representative ensemble of initial conditions (typically the phase space of two-dimensional time-dependent billiards is four-dimensional.) It turned out that almost everywhere the power laws apply, empirically, based on the numerical calculations, but with various acceleration exponents. If the Fermi acceleration is not posssible, like e.g. in the FUM, due to the invariant tori, then after a certain time of acceleration stage the crossover into the regime of saturation takes place, whose characteristics also follow the power laws. One of the central themes in the dissertation is the study of these power laws, their critical exponents, analytical relationships among them, using the scaling analysis (Leonel, McClintock and Silva, Phys. Rev. Lett. 2004). Furthermore, the central theme is the question, what happens, if, in a nonautonomous Hamilton system which exhibits Fermi acceleration, we introduce dissipation, either at the collisions with the walls (collisional dissipation) or during the free motion (in-flight dissipation, due to the viscosity of the fluid or the drag force etc.). Dissipation typically transforms the periodic points into point attractors and chaotic components into chaotic attractors. The Fermi acceleration is always suppressed. We are interested in the phase portraits of
Keywords: nonlinear dynamics, dynamical systems, conservative and dissipative systems, time-dependent systems, Fermi acceleration, billiards, kicked systems, chaos, chaotic and periodic attractors, bifurcations, boundary crisis
Published: 19.09.2012; Views: 2386; Downloads: 102
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Nonlinear time series analysis of the human electrocardiogram
Matjaž Perc, 2005, professional article

Abstract: We analyse the human electrocardiogram with simple nonlinear time series analysis methods that are appropriate for graduate as well as undergraduate courses. In particular, attention is devoted to the notions of determinism and stationarity in physiological data. We emphasize that methods of nonlinear time series analysis can be successfully applied only if the studied data set originates from a deterministic stationary system. After positively establishing the presence of determinism and stationarity in the studied electrocardiogram, we calculate the maximal Lyapunov exponent, thus providing interesting insights into the dynamics of the human heart. Moreover, to facilitate interest and enable the integration of nonlinear time series analysis methods into the curriculum at an early stage of the educational process, we also provide user-friendly programs for each implemented method.
Keywords: dynamic systems, chaotic systems, nonlinear dynamics, electrocardiogram, human electrocardiogram, nonlinear analyses
Published: 07.06.2012; Views: 1850; Downloads: 74
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Visualizing the attraction of strange attractors
Matjaž Perc, 2005, professional article

Abstract: We describe a simple new method that provides instructive insights into the dynamics of chaotic time-continuous systems that yield strange attractors as solutions in the phase space. In particular, we show that the norm of the vector field component that is orthogonal to the trajectory is an excellent quantity for visualizing the attraction of strange attractors, thus promoting the understanding of their formation and overall structure. Furthermore, based on the existence of zero orthogonal field strengths in planes that form low-dimensional strange attractors, we also provide an innovative explanation for the origin of chaotic behaviour. For instructive purposes, we first apply the method to a simple limit cycle attractor, and then analyse two paradigmatic mathematical models for classical time-continuous chaos. To facilitate the use of our method in graduate as well as undergraduate courses, we also provide user-friendly programs in which the presented theory is implemented.
Keywords: dynamic systems, chaotic systems, nonlinear dynamics, attractors, strange attractors
Published: 07.06.2012; Views: 1710; Downloads: 57
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Introducing nonlinear time series analysis in undergraduate courses
Matjaž Perc, 2006, professional article

Abstract: This article is written for undergraduate students and teachers who would like to get familiar with basic nonlinear time series analysis methods. We present a step-by-step study of a simple example and provide user-friendly programs that allow an easy reproduction of presented results. In particular, we study an artificial time series generated by the Lorenz system. The mutual information and false nearest neighbour method are explained in detail, and used to obtain the best possible attractor reconstruction. Subsequently, the times series is tested for stationarity and determinism, which are both important properties that assure correct interpretation of invariant quantities that can be extracted from the data set. Finally, as the most prominent invariant quantity that allows distinguishing between regular and chaotic behaviour, we calculate the maximal Lyapunov exponent. By following the above steps, we are able to convincingly determine that the Lorenz system is chaotic directly from the generated time series, without the need to use the differential equations. Throughout the paper, emphasis on clear-cut guidance and a hands-on approach is given in order to make the reproduction of presented results possible also for undergraduates, and thus encourage them to get familiar with the presented theory.
Keywords: nonlinear systems, nonlinear time series analyses, physics education
Published: 07.06.2012; Views: 1053; Downloads: 24
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Thoughts out of noise
Matjaž Perc, 2006, original scientific article

Abstract: We study the effects of additive Gaussian noise on the behaviour of a simple spatially extended system, which is locally modelled by a nonlinear two-dimensional iterated map describing neuronal dynamics. In particular, we focus on the ability of noise to induce spatially ordered patterns, i. e. the so-called noise-induced pattern formation. For intermediate noise intensities, the spatially extended system exhibits ordered circular waves, thereby clearly manifesting the constructive role of random perturbations. The emergence of observed noise-induced patterns is explained with simple arguments that are obtained by analysing the typical spatial scale of patterns evoked by various diffusion coefficients. Since discrete-time systems are straightforward to implement and require modest computational capabilities, the present study describes one of the most fascinating and visually compelling examples of noise-induced self-organization in nonlinear systems in an accessible way for graduate or even advanced undergraduate students attending a nonlinear dynamics course.
Keywords: dynamic systems, chaotic systems, nonlinear dynamics, nonlinear systems, noise, nonlinear analyses
Published: 07.06.2012; Views: 1084; Downloads: 27
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Proximity to periodic windows in bifurcation diagrams as a gateway to coherence resonance in chaotic systems
Marko Gosak, Matjaž Perc, 2007, original scientific article

Abstract: We show that chaotic states situated in the proximity of periodic windows in bifurcation diagrams are eligible for the observation of coherence resonance. In particular, additive Gaussian noise of appropriate intensity can enhance the temporal order in such chaotic states in a resonant manner. Results obtained for the logistic map and the Lorenz equations suggest that the presented mechanism of coherence resonance is valid beyond particularities of individual systems. We attribute the findings to the increasing attraction of imminent periodic orbits and the ability of noise to anticipate their existence and use a modified wavelet analysis to support our arguments.
Keywords: chaotic systems, spatial resonance, coherence resonance, nonlinear systems, noise, spatial dynamics, mathematical models, bifurcation diagrame
Published: 07.06.2012; Views: 1712; Downloads: 96
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