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This paper presents a framework to perform bifurcation analysis in laboratory experiments or simulations. We employ control-based continuation to study the dynamics of a macroscopic variable of a microscopically defined model, exploring the potential viability of the underlying feedback control techniques in an experiment. In contrast to previous experimental studies that used iterative root-finding methods on the feedback control targets, we propose a feedback control law that is inherently non-invasive. That is, the control discovers the location of equilibria and stabilizes them simultaneously. We call the proposed control zero-in-equilibrium feedback control and we prove that it is able to stabilize branches of equilibria, except at singularities of codimension n+1, where n is the number of state space dimensions the feedback can depend on. We apply the method to a simulated evacuation scenario were pedestrians have to reach an exit after maneuvering left or right around an obstacle. The scenario shows a hysteresis phenomenon with bistability and tipping between two possible steady pedestrian flows in microscopic simulations. We demonstrate for the evacuation scenario that the proposed control law is able to uniformly discover and stabilize steady flows along the entire branch, including points where other non-invasive approaches to feedback control become singular., Comment: submitted (34 pages 12 figures)

Polygonal billiards constitute some of the simplest yet counterintuitive dynamical systems in physics. Even basic features of the dynamics, such as ergodicity of the microcanonical distribution or the decay of correlations have not been settled in general. In this Letter, we will highlight the importance of symmetries of the billiard table for the resulting dynamics. Although typical triangular billiards appear to show correlation decay, symmetric billiards may not even be ergodic with respect to the uniform distribution in phase space.

Time delays play an important role in many fields such as engineering, physics or biology. Delays occur due to finite velocities of signal propagation or processing delays leading to memory effects and, in general, infinite-dimensional systems. Time delay systems can be described by delay differential equations and often include non-negligible nonlinear effects. This overview article introduces the theme issue ‘Nonlinear dynamics of delay systems’, which contains new fundamental results in this interdisciplinary field as well as recent developments in applications. Fundamentally, new results were obtained especially for systems with time-varying delay and state-dependent delay and for delay system with noise, which do often appear in real systems in engineering and nature. The applications range from climate modelling over network dynamics and laser systems with feedback to human balancing and machine tool chatter. This article is part of the theme issue ‘Nonlinear dynamics of delay systems’.

Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact Perron-Frobenius and Koopman operators defined on suitable Hardy-Hilbert spaces when the method is applied to classes of analytic maps. Our findings elucidate the interpretation of the spectra obtained by EDMD for complex dynamical systems. We illustrate our results by numerical simulations for analytic maps., 14 pages. 3 figures

We explicitly determine the spectrum of transfer operators (acting on spaces of holomorphic functions) associated to analytic expanding circle maps arising from finite Blaschke products. This is achieved by deriving a convenient natural representation of the respective adjoint operators., Comment: 13 pages

The computation of wave-energy distributions in the mid-to-high frequency regime can be reduced to ray-tracing calculations. Solving the ray-tracing problem in terms of an operator equation for the energy density leads to an inhomogeneous equation which involves a Perron-Frobenius operator defined on a suitable Sobolev space. Even for fairly simple geometries, let alone realistic scenarios such as typical boundary value problems in room acoustics or for mechanical vibrations, numerical approximations are necessary. Here we study the convergence of approximation schemes by rigorous methods. For circular billiards we prove that convergence of finite-rank approximations using a Fourier basis follows a power law where the power depends on the smoothness of the source distribution driving the system. The relevance of our studies for more general geometries is illustrated by numerical examples., Comment: 19 pages, 4 figures

We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time of the noise provides an additional dimension in phase space, a nontrivial probability current, and thus establishes a proper nonequilibrium regime. Furthermore, the finite noise correlation time allows for the study of stick-slip phenomena which show up as a singular component in the stationary probability density. Analytic insight can be provided by application of the unified coloured noise approximation, developed by Jung and H\"anggi (Phys. Rev. A 35, 4464 (R) (1987)). The analysis of probability currents and a closer look at power spectral densities underpin the observed stick-slip transitions which are related with a critical value of the noise correlation time.

We show that for any $\lambda \in \mathbb{C}$ with $|\lambda, Comment: 15 pages, 3 figures

Visibility algorithms are a family of geometric and ordering criteria by which a real-valued time series of N data is mapped into a graph of N nodes. This graph has been shown to often inherit in its topology nontrivial properties of the series structure, and can thus be seen as a combinatorial representation of a dynamical system. Here we explore in some detail the relation between visibility graphs and symbolic dynamics. To do that, we consider the degree sequence of horizontal visibility graphs generated by the one-parameter logistic map, for a range of values of the parameter for which the map shows chaotic behaviour. Numerically, we observe that in the chaotic region the block entropies of these sequences systematically converge to the Lyapunov exponent of the time series. Hence, Pesin’s identity suggests that these block entropies are converging to the Kolmogorov–Sinai entropy of the physical measure, which ultimately suggests that the algorithm is implicitly and adaptively constructing phase space partitions which might have the generating property. To give analytical insight, we explore the relation k ( x ) , x ∈ [ 0 , 1 ] that, for a given datum with value x , assigns in graph space a node with degree k . In the case of the out-degree sequence, such relation is indeed a piece-wise constant function. By making use of explicit methods and tools from symbolic dynamics we are able to analytically show that the algorithm indeed performs an effective partition of the phase space and that such partition is naturally expressed as a countable union of subintervals, where the endpoints of each subinterval are related to the fixed point structure of the iterates of the map and the subinterval enumeration is associated with particular ordering structures that we called motifs.

A simple spatially two-dimensional stochastic cellular automaton with asymmetric coupling and synchronous updating according to Glauber rates is considered. While detailed balance is violated it is still possible to compute analytically the stationary probability distribution by elementary means. The stationary distribution can be written as a canonical equilibrium distribution of a spin system on a triangular lattice with nearest neighbour coupling. Thus, the cellular automaton shows a nonequilibrium phase transition with Ising critical behaviour.

We apply time-delayed feedback control to stabilise unstable periodic orbits of an amplitude-phase oscillator. The control acts on both, the amplitude and the frequency of the oscillator, and we show how the phase of the control signal influences the dynamics of the oscillator. A comprehensive bifurcation analysis in terms of the control phase and the control strength reveals large stability regions of the target periodic orbit, as well as an increasing number of unstable periodic orbits caused by the time delay of the feedback loop. Our results provide insight into the global features of time-delayed control schemes.

We show that amplitude chimeras in ring networks of Stuart-Landau oscillators with symmetry-breaking nonlocal coupling represent saddle-states in the underlying phase space of the network. Chimera states are composed of coexisting spatial domains of coherent and of incoherent oscillations. We calculate the Floquet exponents and the corresponding eigenvectors in dependence upon the coupling strength and range, and discuss the implications for the phase-space structure. The existence of at least one positive real part of the Floquet exponents indicates an unstable manifold in phase space, which explains the nature of these states as long-living transients. Additionally, we find a Stuart-Landau network of minimum size N = 12 exhibiting amplitude chimeras.

Systems with time delay, a rather prominent branch in applied dynamical systems theory, constitute a special case of functional differential equations for which the general mathematical theory is fairly well developed and largely parallels the theory of ordinary differential equations. Hence analytic concepts like bifurcation theory, adiabatic elimination, global attractors, invariant manifolds and others can be used to study dynamical behaviour of systems with time delay if some care is applied to take special features of infinite dimensional phase spaces into account. Simple analytic perturbation schemes, frequently used to gain insight for ordinary differential equations, can be applied to time delay dynamics as well. However, such approaches seem to be used infrequently within the physics community, probably because of a lack of easily accessible expositions. Here we review some elementary and well established concepts for the analytical treatment of time delay dynamics, even when subjected to noise. We cover normal form reduction and adiabatic elimination, stochastic linearisation of time delay dynamics with noise, and some elements of weakly nonlinear- and bifurcation analysis. These tools will be illustrated with applications in control problems, time delay autosynchronisation, coherence resonance, and the computation and structure of power spectra in noisy time delay systems.

Using analytic properties of Blaschke factors we construct a family of analytic hyperbolic diffeomorphisms of the torus for which the spectral properties of the associated transfer operator acting on a suitable Hilbert space can be computed explicitly. As a result, we obtain explicit expressions for the decay of correlations of analytic observables without resorting to any kind of perturbation argument., Comment: 19 pages, 4 figures

We describe in elementary terms how eigenmode expansions can be used to deal with differential-difference equations. As particular applications we present the full analytical solution of linear stochastic time-delay systems and the weakly nonlinear analysis of nonlinear differential-difference equations in the limit of large time delay. Our exposition is essentially based on an explicit analytical expression for the linear spectrum in terms of the Lambert W-function and on the explicit formula for the eigenfunctions of the adjoint equation.

We demonstrate that nonidentical systems, in particular, nonlinear oscillators with different time scales, can be synchronized if a mutual coupling via time-delayed control signals is implemented. Each oscillator settles on an unstable state, say a fixed point or an unstable periodic orbit, with a coupling force which vanishes in the long time limit. We present the underlying theoretical considerations and numerical simulations, and, moreover, demonstrate the concept experimentally in nonlinear electronic oscillators., This work was supported by DFG in the framework of SFB 910. T. J. and I. F. acknowledge support by FEDER and MINECO (Spain) via Project No. TEC2012-36335 (TRIPHOP).

We evaluate by analytical means the Ruelle ζ-function for a spin model with global coupling. The implications of the ferromagnetic phase transitions for the analytical properties of the ζ-function are discussed in detail. In the paramagnetic phase the ζ-function develops a single branch point. In the low-temperature regime two branch points appear which correspond to the ferromagnetic state and the metastable state. The results are typical for any Ginsburg–Landau-type phase transition.

We address the problem which type of initial state yields successful stabilisation when time-delayed feedback control is applied. Using well known concepts from bifurcation theory we provide a general mechanism that limits the corresponding basins of attraction. Application of normal form analysis to general delay-differential equations proves the universality of our results. The empirical criteria which determine the prospective size of the basin are easily accessible and a demonstration in terms of a simple numerical simulation is provided.

The influence of time-dependent control parameters on time-delayed feedback schemes for control of chaos is investigated by analytical means. For the logistic map the linear stability of the period-two orbit subjected to a modulated time-delayed feedback loop is calculated. We find enhanced control performance due to phase lags between the periodic orbit and the controller.

We show in detail how methods of time series analysis such as dimension and entropy estimates support the idea that fast low-dimensional chaos can be modelled properly by noise. Motivated by this observation, we derive a formalism by which fast chaotic degrees of freedom in systems with time scale separation can be replaced by a suitable stochastic process. A Fokker–Planck equation for the phase space density of the slow degrees of freedom is derived from the full deterministic system by a projection operator technique together with a perturbation expansion. We compare two different projection strategies and illustrate the resulting equations by specifying them for a simple model system.

Oscillators ∑ωka†kak with interactions h/2∑Vka†ka†−k + c.c. and ∑Vk1,k2k3a†k1ak2ak3 + c.c. are discussed as a function of a threshold parameter h, where it is especially investigated to take resonant terms Vk1,k2k3 with ωk1 − ωk2 − ωk3 ≈ 0 properly into account. A unitary transformation is formulated to transform the Hamiltonian into E0 + ∑k(h)a†kak + ⋯, where the remaining interactions do not contain products of creation operators or annihilation operators only and vanish for Vk1,k2k3 → 0. The new frequencies k(h) are evaluated for weak three-particle couplings in terms of the parameters of the Hamiltonian. As expected, the frequencies k(h) are renormalized by damping rates and frequency shifts in the case of small spacings of the wave vectors, and the threshold of h for k(h) to break down, is essentially changed by the damping rates.

We present a simple method to estimate probability currents of stochastic systems from a given time series. The method uses results of the theory of stochastic differential equations about conditional averages. Evaluation of the probability current directly aims at detecting the violation of detailed balance and hence yields the proper characterisation of nonequilibrium behaviour. We apply our approach to stochastic resonance and propose a novel resonance criterion which is based on the evaluation of the probability current. It agrees well with other measures, e.g. derived from correlations or signal-to-noise ratios. Finally, we demonstrate on an example of experimental wind data that our approach copes with real experimental data sets as well.

We apply standard projection operator techniques known from nonequilibrium statistical mechanics to eliminate fast chaotic degrees of freedom in a low-dimensional dynamical system. Through the usual perturbative approach we end up in second order with a stochastic system where the fast chaotic degrees of freedom are modelled by Gaussian white noise. The accuracy of the perturbation expansion is analysed in detail by the discussion of an exactly solvable model.

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for nonnegative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behaviour in the asymptotic long time limit., 16 pages, 11 figures

In systems with timescale separation, where the fast degrees of freedom exhibit chaotic motion, the latter are replaced by suitable stochastic processes. A projection technique is employed to derive equations of motion for the phase space density of the slow variables by eliminating the fast ones. The resulting equations can be approximated in a controlled way by Fokker-Planck equations or equivalently by stochastic differential equations for slow degrees of freedom. We discuss some model situations and explore the accuracy of the approximations by numerical simulations.

A class of piecewise linear coupled map lattices with simple symbolic dynamics is constructed. It can be solved analytically in terms of the statistical mechanics of spin lattices. The corresponding Hamiltonian is written down explicitly in terms of the parameters of the map. The approach follows the line of recent mathematical investigations. But the presentation is kept elementary so that phase transitions in the dynamical model can be studied in detail. Although the method works only for map lattices with repelling invariant sets some of the conclusions, i.e., the role of local curvature of the single site map and properties of the nearest neighbour coupling might play an important role for phase transitions in general dynamical systems.

A spatially one dimensional coupled map lattice with a local and unidirectional coupling is introduced. This model is studied analytically by a perturbation theory that is valid for small coupling strength. In parameter space three phases with different ergodic behaviour are observed. Via coarse graining the deterministic model is mapped to a stochastic spin model that can be described by a master equation. Because of the anisotropic coupling non-equilibrium behaviour is found on the coarse grained level. However, the stationary statistical properties of the spin dynamics can still be described with a nearest neighbour Ising model whereby the ordering is predominantly antiferromagnetic.

A linear homogeneous scalar differential–difference equation with harmonic time dependence is investigated. The associated eigenvalue problem is solved in terms of a continued fraction expansion for the characteristic equation. The dependence of the largest eigenvalue on the system parameters, being relevant for stability of periodic states in delay systems, is discussed in detail. The competition between the two timescales, the delay and the external period cause intricate structures. The result suggests features to improve control of chaos by time-delayed feedback schemes with time-dependent control amplitudes.

The performance of time-delayed feedback control is studied by linear stability analysis. Analytical approximations for the resulting eigenvalue spectrum are proposed. Our investigations demonstrate that eigenbranches that develop from the stable Lyapunov exponents of the free system also have a strong influence on the control properties, either by hybridization or by a crossing of branches which interchanges the role of the leading eigenvalue. Our findings are confirmed by numerical analysis of two particular examples, the Toda and the R\"ossler models. More important is the verification by actual electronic circuit experiments. Here, the observed reduction of control domains can be attributed to these additional eigenvalue branches. The investigations lead to a thorough analytical understanding of the stability properties in time-delayed feedback systems.

A spatially one dimensional coupled map lattice possessing the same symmetries as the Miller Huse model is introduced. Our model is studied analytically by means of a formal perturbation expansion which uses weak coupling and the vicinity to a symmetry breaking bifurcation point. In parameter space four phases with different ergodic behaviour are observed. Although the coupling in the map lattice is diffusive, antiferromagnetic ordering is predominant. Via coarse graining the deterministic model is mapped to a master equation which establishes an equivalence between our system and a kinetic Ising model. Such an approach sheds some light on the dependence of the transient behaviour on the system size and the nature of the phase transitions., Comment: 15 pages, figures included, Phys. Rev. E in press