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J Kurths

Publications and source records attributed to J Kurths.

At least 19 recordsLinked to original sources

Comment on "Kullback-Leibler and renormalized entropies: applications to electroencephalograms of epilepsy patients".

In a recent paper Quian Quiroga et al. [R. Quian Quiroga et al., Phys. Rev. E 62, 8380 (2000)] found renormalized entropy, formerly introduced as a complexity measure for the different regimes of a dynamical system, to be closely related to the standard Kullback-Leibler entropy. They assure this finding by reanalyzing electroencephalographic data of epilepsy patients, previously examined by exclusive use of renormalized entropy [K. Kopitzki et al., Phys. Rev. E 58, 4859 (1998)]. We argue that the general considerations undertaken by the authors and the experimental results do not justify this conclusion.

Data Interpretation, Statistical↗

Turbulence control by developing a spiral wave with a periodic signal injection in the complex Ginzburg-Landau equation.

Turbulence control in the two-dimensional complex Ginzburg-Landau equation is investigated. An approach is proposed for the purpose of control. In the presence of a small spiral wave seed initiation, a fully developed turbulence can be completely annihilated by injecting a single periodic signal into a small fixed space area around the spiral wave tip. The control is achieved in a parameter region where the spiral wave of the uncontrolled system is absolutely unstable. The robustness, convenience, and high control efficiency of this method are emphasized, and the mechanism underlying these practical advantages is intuitively understood.

Journal Article↗

Stable heteroclinic cycles for ensembles of chaotic oscillators.

We study the formation of synchronous clusters in ensembles of globally coupled chaotic oscillators. We reveal that at least three clusters of identical synchronization are formed in such a system for large enough values of coupling strength. Our main result is an unexpected intermittent process of clusterization. This process gives strong indication to the existence of a stable heteroclinic cycle.

Journal Article↗

Vibrational resonance in a noise-induced structure.

We report on the effect of vibrational resonance in a spatially extended system of coupled noisy oscillators under the action of two periodic forces, a low-frequency one (signal) and a high-frequency one (carrier). Vibrational resonance manifests itself in the fact that for optimally selected values of high-frequency force amplitude, the response of the system to a low-frequency signal is optimal. This phenomenon is a synthesis of two effects, a noise-induced phase transition leading to bistability, and a conventional vibrational resonance, resulting in the optimization of signal processing. Numerical simulations, which demonstrate this effect for an extended system, can be understood by means of a zero-dimensional "effective" model. The behavior of this "effective" model is also confirmed by an experimental realization of an electronic circuit.

Journal Article↗

Estimation of parameters and unobserved components for nonlinear systems from noisy time series.

We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data.

Journal Article↗

Collective phase locked states in a chain of coupled chaotic oscillators.

We discuss the emergence of a collective phase locked state in an open chain of N unidirectionally weakly coupled nonidentical chaotic oscillators. Such a regime is characterized by a Lyapunov spectrum where N-1 exponents that were zero in the uncoupled regime assume negative values as the coupling strength increases. The dynamics of such collective state is studied, and a comparison is drawn with the case of phase synchronization of a pair of coupled chaotic oscillators. In particular, it is shown that a full phase synchronized state cannot be constructed without at least partial correlation in the chaotic amplitudes.

Journal Article↗

The mutual information: detecting and evaluating dependencies between variables.

MOTIVATION: Clustering co-expressed genes usually requires the definition of 'distance' or 'similarity' between measured datasets, the most common choices being Pearson correlation or Euclidean distance. With the size of available datasets steadily increasing, it has become feasible to consider other, more general, definitions as well. One alternative, based on information theory, is the mutual information, providing a general measure of dependencies between variables. While the use of mutual information in cluster analysis and visualization of large-scale gene expression data has been suggested previously, the earlier studies did not focus on comparing different algorithms to estimate the mutual information from finite data. RESULTS: Here we describe and review several approaches to estimate the mutual information from finite datasets. Our findings show that the algorithms used so far may be quite substantially improved upon. In particular when dealing with small datasets, finite sample effects and other sources of potentially misleading results have to be taken into account.

Algorithms↗

Noise induced propagation in monostable media.

We show that external fluctuations are able to induce propagation of harmonic signals through monostable media. This property is based on the phenomenon of doubly stochastic resonance, where the joint action of multiplicative noise and spatial coupling induces bistability in an otherwise monostable extended medium, and additive noise resonantly enhances the response of the system to a harmonic forcing. Under these conditions, propagation of the harmonic signal through the unforced medium is observed for optimal intensities of the two noises. This noise-induced propagation is studied and quantified in a simple model of coupled nonlinear electronic circuits.

Journal Article↗

Array-enhanced coherence resonance: nontrivial effects of heterogeneity and spatial independence of noise.

We demonstrate the effect of coherence resonance in a heterogeneous array of coupled Fitz Hugh-Nagumo neurons. It is shown that coupling of such elements leads to a significantly stronger coherence compared to that of a single element. We report nontrivial effects of parameter heterogeneity and spatial independence of noise on array-enhanced coherence resonance; especially, we find that (i) the coherence increases as spatial correlation of the noise decreases, and (ii) inhomogeneity in the parameters of the array enhances the coherence. Our results have the implication that generic heterogeneity and background noise can play a constructive role to enhance the time precision of firing in neural systems.

Journal Article↗

Effect of noise on the relaxation to an invariant probability measure of nonhyperbolic chaotic attractors.

We study the influence of external noise on the relaxation to an invariant probability measure for two types of nonhyperbolic chaotic attractors, a spiral (or coherent) and a noncoherent one. We find that for the coherent attractor the rate of mixing changes under the influence of noise, although the largest Lyapunov exponent remains almost unchanged. A mechanism of the noise influence on mixing is presented which is associated with the dynamics of the instantaneous phase of chaotic trajectories. This also explains why the noncoherent regime is robust against the presence of external noise.

Data Interpretation, Statistical↗

Transition from random to ordered fractals in fragmentation of particles in an open system.

We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space, focusing on dimensional analysis. This exhibits a spectrum of mass exponents theta, whose exact numerical values are given for which x(-theta) or t(theta z) has the dimension of particle size distribution function psi(x,t), where z is the kinetic exponent. We obtained conditions for which the scaling and fragmentation process altogether breaks down, and we give an explicit scaling solution for a special case. Finally, we identify a new class of fractals ranging from random to nonrandom and show that the fractal dimension increases with increasing order and a transition to a strictly self-similar pattern occurs when randomness completely ceases.

Journal Article↗

Estimation of large-scale dimension densities.

We propose a technique to calculate large-scale dimension densities in both higher-dimensional spatio-temporal systems and low-dimensional systems from only a few data points, where known methods usually have an unsatisfactory scaling behavior. This is mainly due to boundary and finite-size effects. With our rather simple method, we normalize boundary effects and get a significant correction of the dimension estimate. This straightforward approach is based on rather general assumptions. So even weak coherent structures obtained from small spatial couplings can be detected with this method, which is impossible by using the Lyapunov-dimension density. We demonstrate the efficiency of our technique for coupled logistic maps, coupled tent maps, the Lorenz attractor, and the Roessler attractor.

Journal Article↗

Comment on "Phase synchronization in discrete chaotic systems".

Chen et al. [Phys. Rev. E 61, 2559 (2000)] recently proposed an extension of the concept of phase for discrete chaotic systems. Using the newly introduced definition of phase they studied the dynamics of coupled map lattices and compared these dynamics with phase synchronization of coupled continuous-time chaotic systems. In this paper we illustrate by two simple counterexamples that the angle variable introduced by Chen et al. fails to satisfy the basic requirements to the proper phase. Furthermore, we argue that an extension of the notion of phase synchronization to generic discrete maps is doubtful.

Journal Article↗

Transcritical riddling in a system of coupled maps.

The transition from fully synchronized behavior to two-cluster dynamics is investigated for a system of N globally coupled chaotic oscillators by means of a model of two coupled logistic maps. An uneven distribution of oscillators between the two clusters causes an asymmetry to arise in the coupling of the model system. While the transverse period-doubling bifurcation remains essentially unaffected by this asymmetry, the transverse pitchfork bifurcation is turned into a saddle-node bifurcation followed by a transcritical riddling bifurcation in which a periodic orbit embedded in the synchronized chaotic state loses its transverse stability. We show that the transcritical riddling transition is always hard. For this, we study the sequence of bifurcations that the asynchronous point cycles produced in the saddle-node bifurcation undergo, and show how the manifolds of these cycles control the magnitude of asynchronous bursts. In the case where the system involves two subpopulations of oscillators with a small mismatch of the parameters, the transcritical riddling will be replaced by two subsequent saddle-node bifurcations, or the saddle cycle involved in the transverse destabilization of the synchronized chaotic state may smoothly shift away from the synchronization manifold. In this way, the transcritical riddling bifurcation is substituted by a symmetry-breaking bifurcation, which is accompanied by the destruction of a thin invariant region around the symmetrical chaotic state.

Journal Article↗

Simple electronic circuit model for doubly stochastic resonance.

We have recently reported the phenomenon of doubly stochastic resonance [Phys. Rev. Lett. 85, 227 (2000)], a synthesis of noise-induced transition and stochastic resonance. The essential feature of this phenomenon is that multiplicative noise induces a bimodality and additive noise causes stochastic resonance behavior in the induced structure. In the present paper we outline possible applications of this effect and design a simple lattice of electronic circuits for the experimental realization of doubly stochastic resonance.

Journal Article↗

Doubly stochastic resonance

We report the effect of doubly stochastic resonance which appears in nonlinear extended systems if the influence of noise is twofold: A multiplicative noise induces bimodality of the mean field of the coupled network and an independent additive noise governs the dynamic behavior in response to small periodic driving. For optimally selected values of the additive noise intensity stochastic resonance is observed, which is manifested by a maximal coherence between the dynamics of the mean field and the periodic input. Numerical simulations of the signal-to-noise ratio and theoretical results from an effective two state model are in good quantitative agreement.

Journal Article↗

Evaluation of renormalised entropy for risk stratification using heart rate variability data.

Standard time and frequency parameters of heart rate variability (HRV) describe only linear and periodic behaviour, whereas more complex relationships cannot be recognised. A method that may be capable of assessing more complex properties is the non-linear measure of 'renormalised entropy.' A new concept of the method, RE(AR), has been developed, based on a non-linear renormalisation of autoregressive spectral distributions. To test the hypothesis that renormalised entropy may improve the result of high-risk stratification after myocardial infarction, it is applied to a clinical pilot study (41 subjects) and to prospective data of the St George's Hospital post-infarction database (572 patients). The study shows that the new RE(AR) method is more reproducible and more stable in time than a previously introduced method (p<0.001). Moreover, the results of the study confirm the hypothesis that on average, the survivors have negative values of RE(AR) (-0.11+/-0.18), whereas the non-survivors have positive values (0.03+/-0.22, p<0.01). Further, the study shows that the combination of an HRV triangular index and RE(AR) leads to a better prediction of sudden arrhythmic death than standard measurements of HRV. In summary, the new RE(AR) method is an independent measure in HRV analysis that may be suitable for risk stratification in patients after myocardial infarction.

Electrocardiography↗

Linear and nonlinear time series analysis of the black hole candidate cygnus X-1

We analyze the variability in the x-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the overall second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear and nonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data.

Journal Article↗