{"title":"Phase transitions in anisotropic turbulence.","authors":"Adrian van Kan","doi":"10.1063/5.0232179","DOIUrl":"https://doi.org/10.1063/5.0232179","url":null,"abstract":"<p><p>Turbulence is a widely observed state of fluid flows, characterized by complex, nonlinear interactions between motions across a broad spectrum of length and time scales. While turbulence is ubiquitous, from teacups to planetary atmospheres, oceans, and stars, its manifestations can vary considerably between different physical systems. For instance, three-dimensional turbulent flows display a forward energy cascade from large to small scales, while in two-dimensional turbulence, energy cascades from small to large scales. In a given physical system, a transition between such disparate regimes of turbulence can occur when a control parameter reaches a critical value. The behavior of flows close to such transition points, which separate qualitatively distinct phases of turbulence, has been found to be unexpectedly rich. Here, we survey recent findings on such transitions in highly anisotropic turbulent fluid flows, including turbulence in thin layers and under the influence of rapid rotation. We also review recent work on transitions induced by turbulent fluctuations, such as random reversals and transitions between large-scale vortices and jets, among others. The relevance of these results and their ramifications for future investigations are discussed.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 12","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142821977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fractional hyper-ballistic transport under external oscillating electric fields.","authors":"Jana Tóthová, Vladimír Lisý","doi":"10.1063/5.0241335","DOIUrl":"https://doi.org/10.1063/5.0241335","url":null,"abstract":"<p><p>The generalized Langevin equation (GLE) for a tagged particle in a liquid of charged particles under the influence of external AC electric fields is studied. For the fractional memory kernel in the GLE, the mean square displacement (MSD) of the particle is studied analytically in both the underdamped and overdamped regimes. The MSD consists of a part corresponding to the absence of the external field and a part affected by the external field, which is expressed through the mean velocity of the particle. We have identified the time windows when the particle shows unusual behaviors in the oscillating fields including hyper-ballistic diffusion, thus generalizing the results for the memoryless Brownian motion. The theory of Brownian motion, since the time of Einstein and Langevin, has overcome a stormy development and the methods of the description of the irregular movement of small particles in solutions have found use in several areas of science. The time dependence of the key quantities in this theory, such as the particle's MSD in condensed matter physics, has been shown to be anomalous, that is, different from linear, in many experimental observations. The movement of the observed particle shows correlation properties of the thermal noise of the surrounding environment, which can be very different in different systems and are associated with memory effects in the dynamics of the particle. One option, effective in describing complex systems by the method of the GLE, is the use of the fractional kernel of its frictional memory integral that replaces the Stokes friction force in the original Langevin equation of motion. In our work, for the first time, we solve such a GLE with a fractional memory for a particle-in-bath system (the particle can be identical with the surrounding particles) in an external oscillating electric field. All particles are charged, as is the case, for example, in plasma or liquid electrolytes, so both the monitored particle and its surroundings are affected by the external field. The GLE is solved analytically for the entire time scale. The results include solutions to the classical memoryless Langevin equation and new features in the time dependence of the MSD, including unusual near-ballistic or hyper-ballistic particle transport, depending on the way the external AC field is applied.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 12","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142821975","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Francisco I A do Nascimento, Cesar I N Sampaio Filho, André A Moreira, Hans J Herrmann, José S Andrade
{"title":"Tunable disorder on the S-state majority-voter model.","authors":"Francisco I A do Nascimento, Cesar I N Sampaio Filho, André A Moreira, Hans J Herrmann, José S Andrade","doi":"10.1063/5.0212444","DOIUrl":"10.1063/5.0212444","url":null,"abstract":"<p><p>We investigate the nonequilibrium phase transition in the S-state majority-vote model for S=2,3, and 4. Each site, k, is characterized by a distinct noise threshold, qk, which indicates its resistance to adopting the majority state of its Nv nearest neighbors. Precisely, this noise threshold is governed by a hyperbolic distribution, P(k)∼1/k, bounded within the limits e-α/2<qk<1/2. Here, the parameter α plays a pivotal role as it determines the extent of disorder in the system through the spread of the threshold distribution. Through Monte Carlo simulations and finite-size scaling analyses on regular square lattices, we deduced that the model undergoes a continuous order-disorder phase transition at a specific α=αc. Interestingly, the critical threshold exhibits a power-law decay, αc∼Nv-δ, as the number Nv of neighboring sites increases. From the least square fits to the data sets results in δ=0.65±0.01 for S=2, δ=0.92±0.01 for S=3, and δ=0.93±0.01 for S=4. Furthermore, the critical exponents β/ν and γ/ν are consistent with those found in the S-state Potts model.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142638516","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Asymptotic integrability of nonlinear wave equations.","authors":"A M Kamchatnov","doi":"10.1063/5.0227082","DOIUrl":"https://doi.org/10.1063/5.0227082","url":null,"abstract":"<p><p>We introduce the notion of asymptotic integrability into the theory of nonlinear wave equations. It means that the Hamiltonian structure of equations describing propagation of high-frequency wave packets is preserved by hydrodynamic evolution of the large-scale background wave so that these equations have an additional integral of motion. This condition is expressed mathematically as a system of equations for the carrier wave number as a function of the background variables. We show that a solution of this system for a given dispersion relation of linear waves is related to the quasiclassical limit of the Lax pair for the completely integrable equation having the corresponding dispersionless and linear dispersive behavior. We illustrate the theory with several examples.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142582380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Xiaoxin Xu, Yichen Lu, Simin Wang, Jie Xu, Zhigang Zheng
{"title":"Collective dynamics of swarmalators driven by a mobile pacemaker.","authors":"Xiaoxin Xu, Yichen Lu, Simin Wang, Jie Xu, Zhigang Zheng","doi":"10.1063/5.0223152","DOIUrl":"https://doi.org/10.1063/5.0223152","url":null,"abstract":"<p><p>Swarmalators, namely, oscillators with intrinsic frequencies that are able to self-propel to move in space, may undergo collective spatial swarming and meanwhile phase synchronous dynamics. In this paper, a swarmalator model driven by an external mobile pacemaker is proposed to explore the swarming dynamics in the presence of the competition between the external organization of the moving pacemaker and the intrinsic self-organization among oscillators. It is unveiled that the swarmalator system may exhibit a wealth of novel spatiotemporal patterns including the spindle state, the ripple state, and the trapping state. Transitions among these patterns and the mechanisms are studied with the help of different order parameters. The phase diagrams present systematic scenarios of various possible collective swarming dynamics and the transitions among them. The present study indicates that one may manipulate the formation and switching of the organized collective states by adjusting the external driving force, which is expected to shed light on applications of swarming performance control in natural and artificial groups of active agents.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142557281","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Haochun Ma, Davide Prosperino, Alexander Haluszczynski, Christoph Räth
{"title":"Linear and nonlinear causality in financial markets.","authors":"Haochun Ma, Davide Prosperino, Alexander Haluszczynski, Christoph Räth","doi":"10.1063/5.0184267","DOIUrl":"https://doi.org/10.1063/5.0184267","url":null,"abstract":"<p><p>Identifying and quantifying co-dependence between financial instruments is a key challenge for researchers and practitioners in the financial industry. Linear measures such as the Pearson correlation are still widely used today, although their limited explanatory power is well known. In this paper, we present a much more general framework for assessing co-dependencies by identifying linear and nonlinear causalities in the complex system of financial markets. To do so, we use two different causal inference methods, transfer entropy and convergent cross-mapping, and employ Fourier transform surrogates to separate their linear and nonlinear contributions. We find that stock indices in Germany and the U.S. exhibit a significant degree of nonlinear causality and that correlation, while a very good proxy for linear causality, disregards nonlinear effects and hence underestimates causality itself. The presented framework enables the measurement of nonlinear causality, the correlation-causality fallacy, and motivates how causality can be used for inferring market signals, pair trading, and risk management of portfolios. Our results suggest that linear and nonlinear causality can be used as early warning indicators of abnormal market behavior, allowing for better trading strategies and risk management.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142616009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Evolution of cooperation in heterogeneous populations with asymmetric payoff distribution.","authors":"Zhixue He, Xiaoyue Wang, Qiwen Zhao, Lei Shi","doi":"10.1063/5.0240668","DOIUrl":"10.1063/5.0240668","url":null,"abstract":"<p><p>The emergence and maintenance of cooperation is a complex and intriguing issue, especially in the context of widespread asymmetries in interactions that arise from individual differences in real-world scenarios. This study investigates how asymmetric payoff distribution affects cooperation in public goods games by considering a population composed of two types of individuals: strong and weak. The asymmetry is reflected in the fact that strong players receive a larger share of the public pool compared to weak players. Our results demonstrate that asymmetric payoff distribution can promote cooperation in well-mixed populations and trigger the co-evolution of cooperation between sub-populations of strong and weak players. In structured populations, however, the effect of asymmetric payoff distribution on cooperation is contingent on the proportion of strong players and the extent of their payoff share, which can either foster or inhibit cooperation. By adjusting the interaction probability between strong and weak players based on their spatial arrangement on lattice networks, we find that moderate interaction probabilities most effectively maintain cooperation. This study provides valuable insights into the dynamics of cooperation under asymmetric conditions, highlighting the complex role of asymmetrical interactions in the evolution of cooperation.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142638512","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multimodality in systems driven by Ornstein-Uhlenbeck noise.","authors":"Bartłomiej Dybiec","doi":"10.1063/5.0228666","DOIUrl":"https://doi.org/10.1063/5.0228666","url":null,"abstract":"<p><p>The presence of noise in nonlinear dynamical systems can significantly change their properties. Here, we study the properties of a noise perturbed motion in a single-well potential of |x|n (n>0) type. We explore under what conditions the action of the Ornstein-Uhlenbeck noise induces bimodality of stationary states in static, single-well, power-law potentials. In particular, we inspect the transition from unimodality (n⩽2) to bimodality (n>2). Results of numerical simulations are compared with estimates obtained from the unified colored-noise approximation. Furthermore, we explore the role of a harmonic addition to the general single-well power-law potentials showing its constructive or destructive role.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142557287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Ultra-low-energy defibrillation through adjoint optimization.","authors":"Alejandro Garzón, Roman O Grigoriev","doi":"10.1063/5.0222247","DOIUrl":"https://doi.org/10.1063/5.0222247","url":null,"abstract":"<p><p>This study investigates ultra-low-energy defibrillation protocols using a simple two-dimensional model of cardiac tissue. We find that, rather counter-intuitively, a single, properly timed, biphasic pulse can be more effective in defibrillating the tissue than low energy antitachycardia pacing (LEAP), which employs a sequence of such pulses, succeeding where the latter approach fails. Furthermore, we show that, with the help of adjoint optimization, it is possible to reduce the energy required for defibrillation even further, making it three orders of magnitude lower than that required by LEAP. Finally, we establish that this dramatic reduction is achieved through exploiting the sensitivity of the dynamics in vulnerable windows to promote the annihilation of pairs of nearby phase singularities.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142575321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A mutual information statistic for assessing state space partitions of dynamical systems.","authors":"Jason Lu, Michael Small","doi":"10.1063/5.0235846","DOIUrl":"https://doi.org/10.1063/5.0235846","url":null,"abstract":"<p><p>We propose a mutual information statistic to quantify the information encoded by a partition of the state space of a dynamical system. We measure the mutual information between each point's symbolic trajectory history under a coarse partition (one with few unique symbols) and its partition assignment under a fine partition (one with many unique symbols). When applied to a set of test cases, this statistic demonstrates predictable and consistent behavior. Empirical results and the statistic's formulation suggest that partitions based on trajectory history, such as the ordinal partition, perform best. As an application, we introduce the weighted ordinal partition, an extension of the popular ordinal partition with parameters that can be optimized using the mutual information statistic, and demonstrate improvements over the ordinal partition in time series analysis. We also demonstrate the weighted ordinal partition's applicability to real experimental datasets.</p>","PeriodicalId":9974,"journal":{"name":"Chaos","volume":"34 11","pages":""},"PeriodicalIF":2.7,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142557279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}