Long-term fluctuations in globally coupled phase oscillators with general coupling: finite size effects.

We investigate the diffusion coefficient of the time integral of the Kuramoto order parameter in globally coupled nonidentical phase oscillators. This coefficient represents the deviation of the time integral of the order parameter from its mean value on the sample average. In other words, this coefficient characterizes long-term fluctuations of the order parameter. For a system of N coupled oscillators, we introduce a statistical quantity D, which denotes the product of N and the diffusion coefficient. We study the scaling law of D with respect to the system size N. In other well-known models such as the Ising model, the scaling property of D is D∼O(1) for both coherent and incoherent regimes except for the transition point. In contrast, in the globally coupled phase oscillators, the scaling law of D is different for the coherent and incoherent regimes: D∼O(1/N(a)) with a certain constant a>0 in the coherent regime and D∼O(1) in the incoherent regime. We demonstrate that these scaling laws hold for several representative coupling schemes.

Final-state sensitivity characterized by phase transition in singularity spectra of intermingled basins.

Final-state sensitivity in a system with intermingled basins is investigated. Under a scaling assumption a dimension of the basins, referred to as the conditional external dimension, is introduced by which the uncertainty exponent is expressed. For an analytically tractable model, which is not a skew product type system, a multifractal analysis on the basin structure is performed. It is shown that the scaling assumption is valid and the conditional external dimension as the left end-point value of the singularity spectrum is determined by the transient motions converging to neither of the chaotic attractors. It is also shown that such transient motions bring about a phase transition in the singularity spectrum.

Dynamics in the anisotropic XY model driven by dichotomous Markov noise.

The statistics of a subcritical spatially homogeneous XY spin system driven by dichotomous Markov noise as an external field is investigated, particularly focusing on the switching process of the sign of the order parameter parallel to the external field. The switching process is classified in two types, which are called the Bloch-type switching and the Ising-type switching, according to whether or not the order parameter perpendicular to the external field takes finite value at the switching. The phase diagram for the onset of the switching process with respect to the amplitude of the external field and the anisotropy parameter of the system is constructed. It is revealed that the power spectral density I(omega) for the time series of the order parameter in the case of the Bloch-type switching is proportional to omega(-32) in an intermediate region of omega. Furthermore, the scaling function of I(omega) near the onset point of the Bloch-type switching is derived.

Domain-size statistics in the time-dependent Ginzburg-Landau equation driven by a dichotomous Markov noise.

The domain dynamics of magnetization obeying the time-dependent Ginzburg-Landau equation driven by a dichotomous Markov noise is discussed. The system with various domain sizes in the early stage temporally evolves following an annihilation of neighboring domain walls, where each domain wall moves diffusively. Three statistics on the domain size, i.e., average domain size, the ensemble average of the domain size distribution function, and the spatial power spectrum of the magnetization, are evaluated to characterize the domain wall annihilation process. A phenomenological evolution equation for the domain-size distribution function is constructed by simplifying the annihilation process of the domain wall appropriately, and the underlying mechanism of those statistics is investigated.

Performance optimization in two-dimensional Brownian rotary ratchet models.

With a model for two-dimensional (2D) Brownian rotary ratchets being capable of producing a net torque under athermal random forces, its optimization for mean angular momentum (L), mean angular velocity (ω), and efficiency (η) is considered. In the model, supposing that such a small ratchet system is placed in a thermal bath, the motion of the rotor in the stator is described by the Langevin dynamics of a particle in a 2D ratchet potential, which consists of a static and a time-dependent interaction between rotor and stator; for the latter, we examine a force [randomly directed dc field (RDDF)] for which only the direction is instantaneously updated in a sequence of events in a Poisson process. Because of the chirality of the static part of the potential, it is found that the RDDF causes net rotation while coupling with the thermal fluctuations. Then, to maximize the efficiency of the power consumption of the net rotation, we consider optimizing the static part of the ratchet potential. A crucial point is that the proposed form of ratchet potential enables us to capture the essential feature of 2D ratchet potentials with two closed curves and allows us to systematically construct an optimization strategy. In this paper, we show a method for maximizing L, ω, and η, its outcome in 2D two-tooth ratchet systems, and a direction of optimization for a three-tooth ratchet system.

Phase transition in the singularity spectrum of an intermingled basin.

A two-dimensional piecewise linear mapping is introduced as a solvable model to characterize the multifractal structure of an intermingled basin. To this end, we make use of the multifractal formalism and introduce a partition function. The singularity spectrum, which characterizes local scaling property of the intermingled basin, is then determined. We have found that if the system is not symmetric, the singularity spectrum of either basin shows a phase transition, corresponding to the existence of two phases the orbits experience in the system, i.e., local one governed by the chaotic motions on the chaotic attractor, and the other global one reflecting nonhyperbolic motions characteristic of the intermingled basin.

Critical dynamics of phase transition driven by dichotomous Markov noise.

An Ising spin system under the critical temperature driven by a dichotomous Markov noise (magnetic field) with a finite correlation time is studied both numerically and theoretically. The order parameter exhibits a transition between two kinds of qualitatively different dynamics, symmetry-restoring and symmetry-breaking motions, as the noise intensity is changed. There exist regions called channels where the order parameter stays for a long time slightly above its critical noise intensity. Developing a phenomenological analysis of the dynamics, we investigate the distribution of the passage time through the channels and the power spectrum of the order parameter evolution. The results based on the phenomenological analysis turn out to be in quite good agreement with those of the numerical simulation.

Singularities in the fluctuation of on-off intermittency.

For a two-dimensional piecewise linear map exhibiting on-off intermittency, the scaling property of fluctuation, i.e., the large deviation property is investigated. It is shown that there are three phases of fluctuation and the q-weighted average of an observed quantity has singularities such as jumps or a plateau due to transitions between the phases. At the onset of on-off intermittency, the width of the plateau vanishes due to the disappearance of one of the three phases and the singularity becomes weaker but more probable. The singularity at the onset of on-off intermittency is also examined on the coupled logistic map.

Noise-induced enhancement of fluctuation and spurious synchronization in uncoupled type-I intermittent chaotic systems.

We study the dynamics of a pair of two uncoupled identical type-I intermittent chaotic systems driven by common random forcing. We first observe that the degree of the fluctuation of the local expansion rate of orbits to perturbations of a single system as a function of the noise intensity shows a convex curve and takes its maximum value at a certain noise intensity, whereas the Liapunov exponent itself monotonically increases in this range. Furthermore, it is numerically demonstrated that this nontrivial enhancement of fluctuation causes that two orbits with different initial conditions may synchronize each other after a finite interval of time. As pointed out by Pikovsky [Phys. Lett. A 165, 33 (1992)], since the Liapunov exponent of the present system is positive, the synchronization that we observed is a numerical artifact due to the finite precision of calculations. The spurious noise-induced synchronization in an ensemble of uncoupled type-I intermittent chaotic systems are numerically characterized and the relations between these features and the fluctuation properties of the local expansion rate are also discussed.

Array-enhanced coherence resonance and forced dynamics in coupled FitzHugh-Nagumo neurons with noise.

Nonlinear dynamics of coupled FitzHugh-Nagumo neurons subject to independent noise is analyzed. A kind of self-sustained global oscillation with almost synchronous firing is generated by array-enhanced coherence resonance. Further, forced dynamics of the self-sustained global oscillation stimulated by sinusoidal input is analyzed and classified as synchronized, quasiperiodic, and chaotic responses just like the forced oscillations in nerve membranes observed by in vitro experiments with squid giant axons. Possible physiological importance of such forced oscillations is also discussed.

Multifractal structure of a riddled basin.

For a two-dimensional piecewise linear map with a riddled basin, a multifractal spectrum f(gamma), which characterizes the "skeletons" of the riddled basin, is introduced. With f(gamma), the uncertainty exponent is obtained by a variational principle, which enables us to introduce a concept of a "boundary" for the riddled basin. A conjecture on the relation between f(gamma) and the "stable sets" of various ergodic measures, which coexist with the natural invariant measure on the chaotic attractor, is also proposed. (c) 2001 American Institute of Physics.

Characterizing the phase synchronization transition of chaotic oscillators.

The chaotic phase synchronization transition is studied in connection with the zero Lyapunov exponent. We propose a hypothesis that it is associated with a switching of the maximal finite-time zero Lyapunov exponent, which is introduced in the framework of a large deviation analysis. A noisy sine circle map is investigated to introduce this hypothesis and it is tested in an unidirectionally coupled Rössler system by using the covariant Lyapunov vector associated with the zero Lyapunov exponent.