Showing papers in "International Journal of Bifurcation and Chaos in 2012"

Hodgkin–huxley axon is made of memristors

Abstract: This paper presents a rigorous and comprehensive nonlinear circuit-theoretic foundation for the memristive Hodgkin–Huxley Axon Circuit model. We show that the Hodgkin–Huxley Axon comprises a potass...

Pinning impulsive stabilization of nonlinear dynamical networks with time-varying delay

Abstract: In this paper, a new impulsive control strategy, namely pinning impulsive control, is proposed for the stabilization problem of nonlinear dynamical networks with time-varying delay. In this strategy, only a small fraction of nodes is impulsively controlled to globally exponentially stabilize the whole dynamical network. By employing the Lyapunov method combined with the mathematical analysis approach as well as the comparison principle for impulsive systems, some criteria are obtained to guarantee the success of the global exponential stabilization process. The obtained criteria are closely related to the proportion of the controlled nodes, the impulsive strength, the impulsive interval and the time-delay. Numerical examples are given to demonstrate the effectiveness of the designed pinning impulsive controllers.

Finite difference methods for fractional differential equations

Abstract: In this review paper, the finite difference methods (FDMs) for the fractional differential equations are displayed. The considered equations mainly include the fractional kinetic equations of diffusion or dispersion with time, space and time-space derivatives. In some way, these numerical methods have similar form as the case for classical equations, some of which can be seen as the generalizations of the FDMs for the typical differential equations. And the classical tools, such as the von Neumann analysis method, the energy method and the Fourier method are extended to numerical methods for fractional differential equations accordingly. At the same time, the techniques for improving the accuracy and reducing the computation and storage are also introduced.

Existence results for fractional boundary value problem via critical point theory

Abstract: In this paper, by the critical point theory, the boundary value problem is discussed for a fractional differential equation containing the left and right fractional derivative operators, and various criteria on the existence of solutions are obtained. To the authors' knowledge, this is the first time, the existence of solutions to the fractional boundary value problem is dealt with by using critical point theory.

Neurons are Poised Near the Edge of Chaos

Abstract: This paper shows the action potential (spikes) generated from the Hodgkin–Huxley equations emerges near the edge of chaos consisting of a tiny subset of the locally active regime of the HH equations. The main result proves that the eigenvalues of the 4 × 4 Jacobian matrix associated with the mathematically intractable system of four nonlinear differential equations are identical to the zeros of a scalar complexity function from complexity theory. Moreover, we show the loci of a pair of complex-conjugate zeros migrate continuously as a function of an externally applied DC current excitation emulating the net synaptic excitation current input to the neuron. In particular, the pair of complex-conjugate zeros move from a subcritical Hopf bifurcation point at low excitation current to a super-critical Hopf bifurcation point at high excitation current. The spikes are generated as the excitation current approaches the vicinity of the edge of chaos, which leads to the onset of the subcritical Hopf bifurcation regime. It follows from this in-depth qualitative analysis that local activity is the origin of spikes.

Finite difference schemes for variable-order time fractional diffusion equation

Abstract: Variable-order fractional diffusion equation model is a recently developed and promising approach to characterize time-dependent or concentration-dependent anomalous diffusion, or diffusion process in inhomogeneous porous media. To further study the properties of variable-order time fractional subdiffusion equation models, the efficient numerical schemes are urgently needed. This paper investigates numerical schemes for variable-order time fractional diffusion equations in a finite domain. Three finite difference schemes including the explicit scheme, the implicit scheme and the Crank–Nicholson scheme are studied. Stability conditions for these three schemes are provided and proved via the Fourier method, rigorous convergence analysis is also performed. Two numerical examples are offered to verify the theoretical analysis of the above three schemes and illustrate the effectiveness of suggested schemes. The numerical results illustrate that, the implicit scheme and the Crank–Nicholson scheme can achieve high accuracy compared with the explicit scheme, and the Crank–Nicholson scheme claims highest accuracy in most situations. Moreover, some properties of variable-order time fractional diffusion equation model are also shown by numerical simulations.

Hyperchaos in a memristor-based modified canonical chua's circuit

Abstract: After the successful solid state implementation of the memristor, memristor-based circuits have received a lot of attention. In this paper, a memristor with cubic nonlinear characteristics is employed in the modified canonical Chua's circuit. A systematic study of hyperchaotic behavior in this circuit is performed with the help of nonlinear tools such as Lyapunov exponents, phase portraits and bifurcation diagrams. In particular, an imitative memristor circuit is examined to reveal the construction of hyperchaotic attractors.

Memristor model and its application for chaos generation

Abstract: This paper contributes to the understanding of memristor operation and its possible application fields through: (a) derivation of a complete mathematical model for the HP memristor which takes into consideration the inter-dependence between memristance, charge and flux along with the boundary and initial conditions of operation; (b) an introduction of detailed charge- and flux-controlled SPICE memristor models realizing the proposed mathematical memristor model; (c) The incorporation of the memristor model in the SPICE realization of a third-order chaotic system where a single HP memristor acts as the nonlinear part of the system. Simulation results are provided to validate the mathematical model and the synthesis and operation of the third-order chaotic system.

HOW TO APPROXIMATE THE FRACTIONAL DERIVATIVE OF ORDER 1 <α ≤ 2

Abstract: The fractional derivative of order α, with 1 < α ≤ 2 appears in several diffusion problems used in physical and engineering applications. Therefore to obtain highly accurate approximations for this derivative is of great importance. Here, we describe and compare different numerical approximations for the fractional derivative of order 1 < α ≤ 2. These approximations arise mainly from the Grunwald–Letnikov definition and the Caputo definition and they are consistent of order one and two. In the end some numerical examples are given, to compare their performance.

Dependency network and node influence: application to the study of financial markets

Abstract: Much effort has been devoted to assess the importance of nodes in complex networks. Examples of commonly used measures of node importance include node degree, node centrality and node vulnerability score (the effect of the node deletion on the network efficiency). Here we present a new approach to compute and investigate the mutual dependencies between network nodes from the matrices of node–node correlations. The dependency network approach provides a new system level analysis of the activity and topology of directed networks. The approach extracts topological relations between the networks nodes (when the network structure is analyzed), and provides an important step towards inference of causal activity relations between the network nodes (when analyzing the network activity). The resulting dependency networks are a new class of correlation-based networks, and are capable of uncovering hidden information on the structure of the network. Here, we present a review of the new approach, and an example of its application to financial markets. We apply the methodology to the daily closing prices of all Dow Jones Industrial Average (DJIA) index components for the period 1939–2010. Investigating the structure and dynamics of the dependency network across time, we find fingerprints of past financial crises, illustrating the importance of this methodology.

ANALYTICAL DYNAMICS OF PERIOD-m FLOWS AND CHAOS IN NONLINEAR SYSTEMS

Abstract: In this paper, the analytical solutions for period-m flows and chaos in nonlinear dynamical systems are presented through the generalized harmonic balance method. The nonlinear damping, periodically forced, Duffing oscillator was investigated as an example to demonstrate the analytical solutions of periodic motions and chaos. Through this investigation, the mechanism for a period-m motion jumping to another period-n motion in numerical computation is found. In this problem, the Hopf bifurcation of periodic motions is equivalent to the period-doubling bifurcation via Poincare mappings of dynamical systems. The stable and unstable period-m motions can be obtained analytically. Even more, the stable and unstable chaotic motions can be achieved analytically. The methodology presented in this paper can be applied to other nonlinear vibration systems, which is independent of small parameters.

Global stability and hopf bifurcation in a delayed diffusive leslie-gower predator-prey system *

Abstract: In this paper, we consider a delayed diffusive Leslie–Gower predator–prey system with homogeneous Neumann boundary conditions. The stability/instability of the coexistence equilibrium and associated Hopf bifurcation are investigated by analyzing the characteristic equations. Furthermore, using the upper and lower solutions method, we give a sufficient condition on parameters so that the coexistence equilibrium is globally asymptotically stable.

Memristive chaotic circuits based on cellular nonlinear networks

Abstract: Memristors are gaining increasing interest in the scientific community for their possible applications, e.g. high-speed low-power processors or new biological models for associative memories. Due t...

Pinning Impulsive Synchronization of Complex Dynamical Networks

Abstract: In this paper, the problem of pinning impulsive synchronization for complex dynamical networks with directed or undirected but a strongly connected topology is investigated. To remedy this problem, we propose an efficient algorithm to find certain suitable nodes to be controlled via pinning and these selected nodes, in general, could be different at distinct impulsive time instants. The proposed algorithm guarantees the efficiency of the designed pinning impulsive strategy for the global exponential synchronization of state-coupled dynamical networks under an easily-verified condition. In other words, impulsive controllers and an efficient algorithm are designed to control a small fraction of the nodes, which successfully controls the whole dynamical network. Furthermore, we also estimate the upper bound of the number of pinning nodes, which is shown to be closely related to the impulsive intervals. The relationship implies that the required number of pinning nodes, which should be controlled for the successful control of the whole dynamical network, can be greatly reduced by reducing the impulses interval. Finally, simulations of scale-free and small-world networks are given to illustrate the effectiveness of the theoretical results.

Kneadings, symbolic dynamics and painting lorenz chaos

Abstract: A new computational technique based on the symbolic description utilizing kneading invariants is proposed, and verified for explorations of dynamical and parametric chaos in a few exemplary systems with the Lorenz attractor. The technique allows for uncovering the stunning complexity and universality of bi-parametric structures and detects their organizing centers — codimension-two T-points and separating saddles in the kneading-based scans of the iconic Lorenz equation from hydrodynamics, a normal model from mathematics, and a laser model from nonlinear optics.

a New Data Rate Adaption Communications Scheme for Code-Shifted Differential Chaos Shift Keying Modulation

Abstract: National Natural Science Foundation of China [61001073, 60972053]; RD Project of (CSTC) Chongqing Science & Technology Commission [2010AC3060]; Hungarian Scientific Research Fund (OTKA) [K-84045]

Emergence of randomness from chaos

Abstract: In systems theory and science, emergence is the way complex systems and patterns arise out of a multiplicity of relatively simple interactions. Emergence is central to the theories of integrative levels and of complex systems [Aziz-Alaoui & Bertelle, 2009]. In this paper, we use the emergent property of the ultra weak multidimensional coupling of p 1-dimensional dynamical chaotic systems which leads from chaos to randomness. Generation of random or pseudorandom numbers, nowadays, is a key feature of industrial mathematics. Pseudorandom or chaotic numbers are used in many areas of contemporary technology such as modern communication systems and engineering applications. More and more European or US patents using discrete mappings for this purpose are obtained by researchers of discrete dynamical systems [Petersen & Sorensen, 2007; Ruggiero et al., 2006]. Efficient Chaotic Pseudo Random Number Generators (CPRNG) have been recently introduced. They use the ultra weak multidimensional coupling of p 1-dimensional dynamical systems which preserve the chaotic properties of the continuous models in numerical experiments. Together with chaotic sampling and mixing processes, ultra weak coupling leads to families of (CPRNG) which are noteworthy [Henaff et al., 2009a, 2009b, 2009c, 2010]. In this paper we improve again these families using a double threshold chaotic sampling instead of a single one. We analyze numerically the properties of these new families and underline their very high qualities and usefulness as CPRNG when very long series are computed. Moreover, a determining property of such improved CPRNG is the high number of parameters used and the high sensitivity to the parameters value which allows choosing it as cipher-keys. It is why we call these families multiparameter chaotic pseudo-random number generators (M-p CPRNG).

Controllable v-shape multiscroll butterfly attractor: system and circuit implementation

Abstract: In this paper, a new controllable V-shape multiscroll attractor is presented, where a variety of symmetrical and unsymmetrical attractors with a variable number of scrolls can be controlled using new staircase nonlinear function and the parameters of the system. This attractor can be used to generate random signals with a variety of symbol distribution. Digital implementation of the proposed generator is also presented using a Xilinx Virtex® 4 Field Programmable Gate Array and experimental results are provided. The digital realization easily fits into a small area (<1.5% of the total area) and expresses a high throughput (4.3 Gbit/sec per state variable).

Complex dynamics of semiconductor quantum dot lasers subject to delayed optical feedback

Abstract: We study a five-variable electron-hole model for a quantum-dot (QD) laser subject to optical feedback. The model includes microscopically computed Coulomb scattering rates. We consider the case of a low linewidth enhancement factor and a short external cavity. We determine the bifurcation diagram of the first three external cavity modes and analyze their bifurcations. The first Hopf bifurcation marks the critical feedback rate below which the laser is stable. We derive an analytical approximation for this critical feedback rate that is proportional to the damping rate of the relaxation oscillations (ROs) and inversely proportional to the linewidth enhancement factor. The damping rate is described in terms of the carrier lifetimes. They depend on the specific band structure of the QD device and they are computed numerically.

Detecting series periodicity with horizontal visibility graphs

Abstract: The horizontal visibility algorithm was recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the powerful tools of graph theory. Recent works have shown that the visibility graphs inherit several degrees of correlations from their associated series, and therefore such graph theoretical characterization is in principle possible. However, both the mathematical grounding of this promising theory and its applications are in its infancy. Following this line, here we address the question of detecting hidden periodicity in series polluted with a certain amount of noise. We first put forward some generic properties of horizontal visibility graphs which allow us to define a (graph theoretical) noise reduction filter. Accordingly, we evaluate its performance for the task of calculating the period of noisy periodic signals, and compare our results with standard time domain (autocorrelation) methods. Finally, potentials, limitations and applications are discussed.

Asymptotic expansions of melnikov functions and limit cycle bifurcations

Abstract: In the study of the perturbation of Hamiltonian systems, the first order Melnikov functions play an important role. By finding its zeros, we can find limit cycles. By analyzing its analytical property, we can find its zeros. The main purpose of this article is to summarize some methods to find its zeros near a Hamiltonian value corresponding to an elementary center, nilpotent center or a homoclinic or heteroclinic loop with hyperbolic saddles or nilpotent critical points through the asymptotic expansions of the Melnikov function at these values. We present a series of results on the limit cycle bifurcation by using the first coefficients of the asymptotic expansions.

Generalized fractional order bloch equation with extended delay

Abstract: The fundamental description of relaxation (T1 and T2) in nuclear magnetic resonance (NMR) is provided by the Bloch equation, an integer-order ordinary differential equation that interrelates precession of magnetization with time- and space-dependent relaxation. In this paper, we propose a fractional order Bloch equation that includes an extended model of time delays. The fractional time derivative embeds in the Bloch equation a fading power law form of system memory while the time delay averages the present value of magnetization with an earlier one. The analysis shows different patterns in the stability behavior for T1 and T2 relaxation. The T1 decay is stable for the range of delays tested (1 μsec to 200 μsec), while the T2 relaxation in this extended model exhibits a critical delay (typically 100 μsec to 200 μsec) above which the system is unstable. Delays arise in NMR in both the system model and in the signal excitation and detection processes. Therefore, by adding extended time delay to the fractional derivative model for the Bloch equation, we believe that we can develop a more appropriate model for NMR resonance and relaxation.

To escape or not to escape, that is the question — perturbing the hénon–heiles hamiltonian

Abstract: In this work, we study the Henon–Heiles Hamiltonian, as a paradigm of open Hamiltonian systems, in the presence of different kinds of perturbations as dissipation, noise and periodic forcing, which are very typical in different physical situations. We focus our work on both the effects of these perturbations on the escaping dynamics and on the basins associated to the phase space and to the physical space. We have also found, in presence of a periodic forcing, an exponential-like decay law for the survival probability of the particles in the scattering region where the frequency of the forcing plays a crucial role. In the bounded regions, the use of the OFLI2 chaos indicator has allowed us to characterize the orbits. We have compared these results with the previous ones obtained for the dissipative and noisy case. Finally, we expect this work to be useful for a better understanding of the escapes in open Hamiltonian systems in the presence of different kinds of perturbations.

On the boundness of some solutions of the lü system

Abstract: By constructing a suitable Lyapunov function, we show that for the Lu chaotic system parameters in some specified regions, the solutions of the system are globally bounded.

Connecting period-doubling cascades to chaos

Abstract: The appearance of infinitely-many period-doubling cascades is one of the most prominent features observed in the study of maps depending on a parameter. They are associated with chaotic behavior, since bifurcation diagrams of a map with a parameter often reveal a complicated intermingling of period-doubling cascades and chaos. Period doubling can be studied at three levels of complexity. The first is an individual period-doubling bifurcation. The second is an infinite collection of period doublings that are connected together by periodic orbits in a pattern called a cascade. It was first described by Myrberg and later in more detail by Feigenbaum. The third involves infinitely many cascades and a parameter value μ2 of the map at which there is chaos. We show that often virtually all (i.e. all but finitely many) "regular" periodic orbits at μ2 are each connected to exactly one cascade by a path of regular periodic orbits; and virtually all cascades are either paired — connected to exactly one other cascade, or solitary — connected to exactly one regular periodic orbit at μ2. The solitary cascades are robust to large perturbations. Hence the investigation of infinitely many cascades is essentially reduced to studying the regular periodic orbits of F(μ2, ⋅). Examples discussed include the forced-damped pendulum and the double-well Duffing equation.

On Stability of Commensurate Fractional Order Systems

Abstract: This paper proposes a new proof of the Matignon's stability theorem. This theorem is the starting point of numerous results in the field of fractional order systems. However, in the original work, its proof is limited to a fractional order ν such that 0 < ν < 1. Moreover, it relies on Caputo's definition for fractional differentiation and the study of system trajectories for non-null initial conditions which is now questionable in regard of recent works. The new proof proposed here is based on a closed loop realization and the application of the Nyquist theorem. It does not rely on a peculiar definition of fractional differentiation and is valid for orders ν such that 1 < ν < 2.

Detection of Direct Causal Effects and Application to Epileptic Electroencephalogram Analysis

Abstract: An extension of transfer entropy, called partial transfer entropy (PTE), is proposed to detect causal effects among observed interacting systems, and particularly to distinguish direct from indirect causal effects. PTE is compared to a linear direct causality measure, the Partial Directed Coherence (PDC), on known linear stochastic systems and nonlinear deterministic systems. PTE performs equally well as PDC on the linear systems and better than PDC on the nonlinear systems, both being dependent on the selection of the measure specific parameters. PTE and PDC are applied to electroencephalograms of epileptic patients during the preictal, ictal and postictal states, and PTE turns out to detect better changes of the strength of the direct causality at specific pairs of electrodes and for the different states.

Probing the local dynamics of periodic orbits by the generalized alignment index (gali) method

Abstract: As originally formulated, the Generalized Alignment Index (GALI) method of chaos detection has so far been applied to distinguish quasiperiodic from chaotic motion in conservative nonlinear dynamical systems. In this paper, we extend its realm of applicability by using it to investigate the local dynamics of periodic orbits. We show theoretically and verify numerically that for stable periodic orbits, the GALIs tend to zero following particular power laws for Hamiltonian flows, while they fluctuate around nonzero values for symplectic maps. By comparison, the GALIs of unstable periodic orbits tend exponentially to zero, both for flows and maps. We also apply the GALIs for investigating the dynamics in the neighborhood of periodic orbits, and show that for chaotic solutions influenced by the homoclinic tangle of unstable periodic orbits, the GALIs can exhibit a remarkable oscillatory behavior during which their amplitudes change by many orders of magnitude. Finally, we use the GALI method to elucidate further the connection between the dynamics of Hamiltonian flows and symplectic maps. In particular, we show that, using the components of deviation vectors orthogonal to the direction of motion for the computation of GALIs, the indices of stable periodic orbits behave for flows as they do for maps.

Efficient integration of the variational equations of multidimensional hamiltonian systems: application to the fermi–pasta–ulam lattice

Abstract: We study the problem of efficient integration of variational equations in multidimensional Hamiltonian systems. For this purpose, we consider a Runge–Kutta-type integrator, a Taylor series expansion method and the so-called "Tangent Map" (TM) technique based on symplectic integration schemes, and apply them to the Fermi–Pasta–Ulam β (FPU-β) lattice of N nonlinearly coupled oscillators, with N ranging from 4 to 20. The fast and accurate reproduction of well-known behaviors of the Generalized Alignment Index (GALI) chaos detection technique is used as an indicator for the efficiency of the tested integration schemes. Implementing the TM technique — which shows the best performance among the tested algorithms — and exploiting the advantages of the GALI method, we successfully trace the location of low-dimensional tori.

Multi-scroll chaotic and hyperchaotic attractors generated from chen system

Abstract: In this paper, we create a multi-scroll chaotic attractor from Chen system by a nonlinear feedback control. The dynamic behavior of the new chaotic attractor is analyzed. Specially, the Lyapunov spectrum and Lyapunov dimension are calculated and the bifurcation diagram is sketched. Furthermore, via changing the value of the control parameters, we can increase the number of equilibrium points and obtain a family of more complex chaotic attractors with different topological structures. By introducing time delay to the feedback control, we then generalize the multi-scroll attractor to a set of hyperchaotic attractors. Computer simulations are given to illustrate the phase portraits with different system parameters.