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Perturbações em sistemas com variabilidade da dimensão instável transversalPereira, Rodrigo Frehse 01 March 2013 (has links)
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Previous issue date: 2013-03-01 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Unstable dimension variability (UDV) is an extreme form of nonhyperbolicity. It is a structurally stable phenomenon, typical for high dimensional chaotic systems, which implies severe restrictions to shadowing of perturbed solutions. Perturbations are unavoidable in modelling Physical phenomena, since no system can be made completely isolated, states and parameters cannot be determined without uncertainties and any numeric approach to such models is affected by truncation and/or roundoff errors. Thus, the lack of shadowability in systems exhibiting UDV presents a challenge for modelling. Aiming to unveil the effect of perturbations a class of nonhyperbolic systems is studied. These systems present transversal unstable dimension
variability (TUDV), which means the dynamics can be split in a skew direct product form, i. e. the phase space is decomposed in two components: a hyperbolic chaotic one, called longitudinal, and a nonhyperbolic transversal one. Moreover, in the absence of perturbations, the longitudinal component is a global attractor of the system. A prototype composed of two coupled piecewise-linear chaotic maps is presented in order to study the TUDV effects. This
system has an invariant subspace S which characterizes the complete chaos synchronization and UDV, when present, is transversal to it. Taking advantage of (piecewise) linearity of the equations, an analytical method for unstable periodic orbits’ computation is presented. The set of all unstable periodic orbits (UPOs) is one of the building block of chaotic dynamics and its properties provide valuable informations about the asymptotic behaviour of the system as, for
instance, the invariant natural measure. Therefore, the TUDV’s intensity is analytically studied by computing the contrast measure, which quantifies the difference between the statistical weights associated to UPOs with different unstable dimension. The effect of perturbations is modelled by the introduction of a small parameter mismatch, instead of noise addition, in order to keep the model’s determinism. Consequently, the characterization of dynamics by means of
UPOs is still possible. It is shown the existence of a dense set G of UPOs outside the invariant subspace consistent with a chaotic repeller. When perturbation takes place, G merges with
the set H of UPOs previously in S, given rise to a new nonhyperbolic stationary state. The analysis of G ∪H provides a topological explanation to the behaviour of systems with TUDV under perturbations. Moreover, the relation between the set of UPOs embedded in a chaotic attractor and its natural measure, proven only for hyperbolic systems, is successfully applied to this system: the error between the natural measure estimated both numerically and by means
of UPOs is shown to be decreasing with p, the considered UPOs’ period. It is conjectured the coincidence between both in limit. Hence, a positive answer to reliability of numerical
estimation to natural measure in nonhyperbolic systems via unstable dimension variability is presented. / A variabilidade da dimensão instável (VDI) é uma forma extrema de não-hiperbolicidade. É um fenômeno estruturalmente estável, típico para sistemas caóticos de alta dimensionalidade, que implica restrições severas ao sombreamento de soluções perturbadas. As perturbações¸ s são inevitáveis na modelagem de fenômenos fíısicos, uma vez que nenhum sistema pode ser isolado completamente, os estados e os parâmetros não podem ser determinados sem incertezas e qualquer abordagem numérica dos modelos é afetada por erros de arredondamento e/ou truncamento.
Portanto, a falta da sombreabilidade em sistemas exibindo VDI apresenta um desafio à modelagem. Visando revelar os efeitos das perturbações, uma classe desses sistemas não hiperbó
licos é estudada. Esses sistemas apresentam variabilidade da dimensão instável transversal (VDIT), significando que a dinâmica pode ser decomposta na forma de um produto direto
assimétrico, i. e. o espação de fase é dividido em dois componentes: um hiperbólico e caótico, dito longitudinal, e um transversal e não-hiperbólico. Mais ainda, na ausência de perturbações, o componente longitudinal é um atrator global do sistema. Um protótipo composto de dois mapas
ca´oticos lineares por partes acoplados é apresentado para o estudo dos efeitos da VDIT. Esse sistema possui um subespaço invariante S que caracteriza a sincronização completa de caos e a VDI, quando presente, é transversal a esse subespaço. Valendo-se da linearidade (por partes)
das equações, um método analítico para o cálculo das órbitas periódicas instáveis é apresentado. O conjunto de todas as órbitas periódicas instáveis (OPIs) é um dos fundamentos da dinâmica caótica e suas propriedades fornecem informaões, valiosas sobre o comportamento assintótico do sistema como, por exemplo, a medida natural invariante. Assim, a intensidade da VDIT é estudada analiticamente pelo cálculo da medida de contraste, que quantifica a diferença entre o peso estatístico associado às OPIs com dimensão instável distintas. O efeito das perturbações é modelado pela introdução de um pequeno desvio nos parâmetros, ao invés da adição de ruído, a fim de manter o determinismo do modelo. Consequentemente, a caracterização da dinâmica em termos das OPIs ainda é possível. Demonstra-se a existência de um conjunto denso G
de OPIs fora do subespaço invariante consistente com um repulsor caótico. Na presença de perturbações, G se funde com o conjunto H das OPIs previamente em S, dando origem a
um novo estado estacionario não-hiperbólico. A análise de G ∪H fornece uma explicação topológica ao comportamento de sistemas com variabilidade da dimensão instável sob a açãoo
de perturbações. Mais ainda, a relação entre o conjunto de OPIs imersas em um atrator caótico e sua medida natural, provada apenas para sistemas hiperbólicos, é aplicada com sucesso nesse sistema: mostra-se que o erro entre as medidas naturais estimadas numericamente e pelas OPIs
é decrescente com p, o período das OPIs consideradas. Conjectura-se, portanto, a coincidência entre ambas no limite . Logo, apresenta-se uma resposta positiva à estimativa numérica da medida natural em sistemas não-hiperbólicos via variabilidade da dimensão instável.
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Deterministic transport: from normal to anomalous diffusionKorabel, Nickolay 01 November 2004 (has links) (PDF)
The way in which macroscopic transport results from microscopic dynamics is one of the important questions in statistical physics. Dynamical systems theory play a key role in a resent advance in this direction. Offering relatively simple models which are easy to study, dynamical systems theory became a standard branch of modern nonequilibrium statistical physics. In the present work the deterministic diffusion generated by simple dynamical systems is considered. The deterministic nature of these systems is more clearly expressed through the dependencies of the transport quantities as functions of systems parameters. For fully hyperbolic dynamical systems these dependencies were found to be highly irregular and, in fact, fractal. The main focus in this work is on nonhyperbolic and on intermittent dynamical systems. First, the climbing sine map is considered which is a nonhyperbolic system with many physical applications. Then we treat anomalous dynamics generated by a paradigmatic subdiffusive map. In both cases these systems display deterministic transport which, under variation of control parameters, is fractal. For both systems we give an explanation of the observed phenomena. The third part of the thesis is devoted to the relation between chaotic and transport properties of dynamical systems. This question lies at the heart of dynamical systems theory. For closed hyperbolic dynamical systems the Pesin theorem links the sum of positive Lyapunov exponents to the Kolmogorov-Sinai entropy. For open hyperbolic systems the escape rate formula is valid. In this work we have formulated generalizations of these formulas for a class of intermittent dynamical systems where the chaotic properties are weaker.
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Deterministic transport: from normal to anomalous diffusionKorabel, Nickolay 05 November 2004 (has links)
The way in which macroscopic transport results from microscopic dynamics is one of the important questions in statistical physics. Dynamical systems theory play a key role in a resent advance in this direction. Offering relatively simple models which are easy to study, dynamical systems theory became a standard branch of modern nonequilibrium statistical physics. In the present work the deterministic diffusion generated by simple dynamical systems is considered. The deterministic nature of these systems is more clearly expressed through the dependencies of the transport quantities as functions of systems parameters. For fully hyperbolic dynamical systems these dependencies were found to be highly irregular and, in fact, fractal. The main focus in this work is on nonhyperbolic and on intermittent dynamical systems. First, the climbing sine map is considered which is a nonhyperbolic system with many physical applications. Then we treat anomalous dynamics generated by a paradigmatic subdiffusive map. In both cases these systems display deterministic transport which, under variation of control parameters, is fractal. For both systems we give an explanation of the observed phenomena. The third part of the thesis is devoted to the relation between chaotic and transport properties of dynamical systems. This question lies at the heart of dynamical systems theory. For closed hyperbolic dynamical systems the Pesin theorem links the sum of positive Lyapunov exponents to the Kolmogorov-Sinai entropy. For open hyperbolic systems the escape rate formula is valid. In this work we have formulated generalizations of these formulas for a class of intermittent dynamical systems where the chaotic properties are weaker.
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