Nonlinear Dynamics

We develop methods for determining local Lyapunov exponents from observations of a scalar data set. Using average mutual information and the method of false neighbors, we reconstruct a multivariate time series, and then use local polynomial neighborhood-to-neighborhood maps to determine the phase space partial derivatives required to compute Lyapunov exponents. In several examples we demonstrate that the methods allow one to accurately reproduce results determined when the dynamics is known beforehand. We present a new recursive QR decomposition method for finding (...) the eigenvalues of products of matrices when that product is severely ill conditioned, and we give an argument to show that local Lyapunov exponents are ambiguous up to order 1/L in the number of steps due to the choice of coordinate system. Local Lyapunov exponents are the critical element in determining the practical predictability of a chaotic system, so the results here will be of some general use. (shrink)

In 1900, the physicist Henri Bénard exhibited the spontaneous formation of cells in a layer of liquid heated from below. Six or seven decades later, drastic reinterpretations of this experiment formed an important component of ‘chaos theory’. This paper therefore is an attempt at writing the history of this experiment, its long neglect and its rediscovery. It examines Bénard’s experiments from three different perspectives. First, his results are viewed in the light of the relation between experimental and mathematical approaches in (...) fluid mechanics, leading to a re-examination of the long-term reception of Bénard’s results among fluid dynamicists up to the chaos craze, whereby the traditional emphasis placed on mathematical physics is counterbalanced by greater attention to experimental approaches. Second, we focus on Bénard’s own way of using his results as analogies that could help grasp something about the reason why inorganic matter may structure itself in ways reminiscent of living forms. This is shown to resonate strongly with Prigogine’s work in the 1960s and 1970s. Third, Bénard’s adoption of the cinematograph as his preferred experimental instrument is interpreted as having reinforced his long-misunderstood belief that he had exhibited a form of self-organization essential to the understanding of life.Keywords: Bénard cells; Henri Poincaré; Chaos; Fluid mechanics; Cinematograph; Self-organization. (shrink)

Behaviors of chaotic systems are unpredictable. Chaotic systems are deterministic, their evolutions being governed by dynamical equations. Are the two statements contradictory? They are not, because the theory of chaos encompasses two levels of description. On a higher level, unpredictability appears as an emergent property of systems that are predictable on a lower level. In this talk, we examine the structure of dynamical theories to see how they employ multiple descriptive levels to explain chaos, bifurcation, and other complexities of nonlinear (...) systems. (shrink)

Behaviors of chaotic systems are unpredictable. Chaotic systems are deterministic, their evolutions being governed by dynamical equations. Are the two statements contradictory? They are not, because the theory of chaos encompasses two levels of description. On a higher level, unpredictability appears as an emergent property of systems that are predictable on a lower level. In this talk, we examine the structure of dynamical theories to see how they employ multiple descriptive levels to explain chaos, bifurcation, and other complexities of nonlinear (...) systems.. (shrink)

In this article I examine two mathematical definitions of observational equivalence, one proposed by Charlotte Werndl and based on manifest isomorphism, and the other based on Ornstein and Weiss’s ε-congruence. I argue, for two related reasons, that neither can function as a purely mathematical definition of observational equivalence. First, each definition permits of counterexamples; second, overcoming these counterexamples will introduce non-mathematical premises about the systems in question. Accordingly, the prospects for a broadly applicable and purely mathematical definition of observational equivalence (...) are unpromising. Despite this critique, I suggest that Werndl’s proposals are valuable because they clarify the distinction between provable and unprovable elements in arguments for observational equivalence. (shrink)

The models of the electric charge and magnetic moment are presented based on the nonlinear response of a vacuum on the applied electric and magnetic fields. The model of the electric charge contains one parameter—the radius of charge—and predicts one value of the electric charge for all elementary particles independently on the value of this radius. Different values of this parameter for the electron are discussed.

The big news about chaos is supposed to be that the smallest of changes in a system can result in very large differences in that system's behavior. The so-called butterfly effect has become one of the most popular images of chaos. The idea is that the flapping of a butterfly's wings in Argentina could cause a tornado in Texas three weeks later. By contrast, in an identical copy of the world sans the Argentinian butterfly, no such storm would have arisen (...) in Texas. The mathematical version of this property is known as sensitive dependence. However, it turns out that sensitive dependence is somewhat old news, so some of the implications flowing from it are perhaps not such “big news” after all. Still, chaos studies have highlighted these implications in fresh ways and led to thinking about other implications as well. -/- In addition to exhibiting sensitive dependence, chaotic systems possess two other properties: they are deterministic and nonlinear (Smith 2007). This entry discusses systems exhibiting these three properties and what their philosophical implications might be for theories and theoretical understanding, confirmation, explanation, realism, determinism, free will and consciousness, and human and divine action. (shrink)

A (to our knowledge) novel Generalized Nonlinear Schrödinger equation based on the modifications of Nottale-Cresson’s fractal-scale calculus and resulting from the noncommutativity of the phase space coordinates is explicitly derived. The modifications to the ground state energy of a harmonic oscillator yields the observed value of the vacuum energy density. In the concluding remarks we discuss how nonlinear and nonlocal QM wave equations arise naturally from this fractal-scale calculus formalism which may have a key role in the final formulation of (...) Quantum Gravity. (shrink)

Nonlinear patterns of change arise frequently in the analysis of repeated measures from longitudinal studies in psychology. The main feature of nonlinear development is that change is more rapid in some periods than in others. There generally also are strong individual differences, so although there is a general similarity of patterns for different persons over time, individuals exhibit substantial heterogeneity in their particular response. To describe data of this kind, researchers have extended the random coefficient model to accommodate nonlinear trajectories (...) of change. It can often produce a statistically satisfying account of subject-specific development. In this review we describe and illustrate the main ideas of the nonlinear random coefficient model with concrete examples. (shrink)

Much empirical analysis and econometric work recognizes that there are nonlinearities, regime shifts or structural breaks, asymmetric adjustment costs, irreversibilities and lagged dependencies. Hence, empirical work has already transcended neoclassical economics. Some progress has also been made in modeling endogenously generated cyclical growth and fluctuations. All this is inconsistent with neoclassical general equilibrium. Hence there is growing evidence of Kuhnian anomalies. It therefore follows that there is a Kuhnian crisis in economics and further research in nonlinear dynamics and complexity can (...) only increase the Kuhnian anomalies. This crisis can only deepen. However, there is an ideological commitment to general equilibrium that justifies “free enterprise” with only minimal state intervention that may still sustain neoclassical economics despite the growing evidence of Kuhnian anomalies. Thus, orthodox textbook theory continues to ignore this fact and static neoclassical theory remains a dogma with no apparent reformulation to replace it. (shrink)

This work builds on the Volterra series formalism presented in Dreisigmeyer and Young to model nonconservative systems. Here we treat Lagrangians and actions as ‘time dependent’ Volterra series. We present a new family of kernels to be used in these Volterra series that allow us to derive a single retarded equation of motion using a variational principle.

This paper briefly review a current trend in neuroscience aiming to combine neurophysiological and physical concepts in order to understand the emergence of spatio-temporal patterns within brain activity by which brain constructs knowledge from multiple streams of information. The authors further suggest that the meanings, which subjectively are experienced as thoughts or perceptions can best be described objectively as created and carried by large fields of neural activity within the operational architectonics of brain functioning.

The target paper of Schoeller, Perlovsky, and Arseniev is an essential and timely contribution to a current shift of focus in neuroscience aiming to merge neurophysiological, psychological and physical principles in order to build the foundation for the physics of mind. Extending on previous work of Perlovsky et al. and Badre, the authors of the target paper present interesting mathematical models of several basic principles of the physics of mind, such as perception and cognition, concepts and emotions, instincts and learning. (...) Their conceptualization helps to clarify the distinction between conscious and unconscious aspects of mind that is often neglected and further provide a clear description of the mental hierarchy, which extends from physical objects in the physical world to abstract ideas in the mental/subjective realm. While we agree that identification of a few fundamental principles is a first step toward developing the physics of the mind, and we concur with the selection of those principles in the target review paper, we think that the theory of the physics of mind would much benefit from considering also the most basic principles that are common for the physics/matter/brain and the mind/subjectivity/cognition. In this respect, such basic principles as time and space, as well as criticality, self-organization, and emergence seem to be the most interesting. (shrink)

The present paper focuses on a particular class of models intended to describe and explain the physical behaviour of systems that consist of a large number of interacting particles. Such many-body models are characterized by a specific Hamiltonian (energy operator) and are frequently employed in condensed matter physics in order to account for such phenomena as magnetism, superconductivity, and other phase transitions. Because of the dual role of many-body models as models of physical sys-tems (with specific physical phenomena as their (...) explananda) as well as mathematical structures, they form an important sub-class of scientific models, from which one can expect to draw general conclusions about the function and functioning of models in science, as well as to gain specific insight into the challenge of modelling complex systems of correlated particles in condensed matter physics. In particular, it is argued that many-body models contribute novel elements to the process of inquiry and open up new avenues of cross-model confirmation and model-based understanding. In contradistinction to phenomenological models, which have received comparatively more philosophical attention, many-body models typically gain their strength not from ‘empirical fit’ per se, but from their being the result of a constructive application of mature formalisms, which frees them from the grip of both ‘fundamental theory’ and an overly narrow conception of ‘empirical success’. (shrink)

After a brief account of theway quantum theory deals with naturalprocesses, the crucial problem that such atheory meets, the measurement or, better, themacro-objectification problem is discussed.The embarrassing aspects of the occurrence ofentangled states involving macroscopic systemsare analyzed in details. The famous example ofSchroedinger's cat is presented and it ispointed out how the combined interplay of thesuperposition principle and the ensuingentanglement raises some serious difficultiesin working out a satisfactory quantum worldview, agreeing with our definiteperceptions. The orthodox solution to themacro-objectification problem, i.e. (...) thepostulate of wave packet reduction, isanalyzed and is proved to be inconsistent withthe assumption that the theory governes alsothe measurement process. After these premises,the rest of the paper is devoted to discuss arecent proposal of overcoming the difficultiesof the standard formalism by acceptingnonlinear and stochastic modifications of thequantum dynamics. The proposed theory is shownto agree with all known predictions of thestandard theory concerning microscopic systemsand to account, on the basis of a universaldynamics which is assumed to govern allnatural processes, for wave packet reductionin measurement processes and, more important,to eliminate all the difficulties concerningmacroscopic situations. Actually, the proposedtheory allows one to take consistently amacrorealistic position about natural processes and about our definite perceptions. (shrink)

Consideration is given to recent attempts to solve the objectification problem of quantum mechanics by considering nonlinear and stochastic modifications of Schrödinger's evolution equation. Such theories agree with all predictions of standard quantum mechanics concerning microsystems but forbid the occurrence of superpositions of macroscopically different states. It is shown that the appropriate interpretation for such theories is obtained by replacing the probability densities of standard quantum mechanics with mass densities in real space. Criteria allowing a precise characterization of the idea (...) of similarity and difference of macroscopic situations are presented and it is shown how they lead to a theoretical picture which is fully compatible with a macrorealistic position about natural phenomena. (shrink)

While many different mechanisms contribute to the generation of spatial order in biological development, the formation of morphogenetic fields which in turn direct cell responses giving rise to pattern and form are of major importance and essential for embryogenesis and regeneration. Most likely the fields represent concentration patterns of substances produced by molecular kinetics. Short range autocatalytic activation in conjunction with longer range “lateral” inhibition or depletion effects is capable of generating such patterns (Gierer and Meinhardt, 1972). Non-linear reactions are (...) required, and mathematical criteria were derived to design molecular models capable of pattern generation. The classical embryological feature of proportion regulation can be incorporated into the models. The conditions are mathematically necessary for the simplest two-factor case, and are likely to be a fair approximation in multi-component systems in which activation and inhibition are systems parameters subsuming the action of several agents. Gradients, symmetric and periodic patterns, in one or two dimensions, stable or pulsing in time, can be generated on this basis. Our basic concept of autocatalysis in conjunction with lateral inhibition accounts for self-regulatory biological features, including the reproducible formation of structures from near-uniform initial conditions as required by the logic of the generation cycle. Real tissue form, for instance that of budding Hydra, may often be traced back to local curvature arising within an initially relatively flat cell sheet, the position of evagination being determined by morphogenetic fields. Shell theory developed for architecture may also be applied to such biological processes. (shrink)

The paper addresses the formation of striking patterns within originally near-homogenous tissue, the process prototypical for embryology, and represented in particularly purist form by cut sections of hydra regenerating, by internal reorganisation of the pre-existing tissue, a complete animal with head and foot. The essential requirements are autocatalytic, self-enhancing activation, combined with inhibitory or depletion effects of wider range – “lateral inhibition”. Not only de-novo-pattern formation, but also well known, striking features of developmental regulation such as induction, inhibition, and proportion (...) regulation can be explained on this basis. The theory provides a mathematical recipe for the construction of molecular models with criteria for the necessary non-linear interactions. It has since been widely applied to different developmental processes. (shrink)

A model of dissipative quantum dynamics (with a nonlinear friction term) is applied to systems periodic in time. The model is compared with the standard approaches based on the Floquet theorem. It is shown that for weak frictions the asymptotic states of the dynamics we propose are the periodic steady states which are usually postulated to be the states relevant for the statistical mechanics of time-periodic systems. A solution to the problem of nonuniqueness of the “quasienergies” is proposed. The implication (...) of a nonlinear evolution for Ludwig's axiomatization is briefly outlined. (shrink)

It is shown that the famous Lyapunov exponents cannot be used as the numerical characteristic for distinguishing different kinds of attractors, such as the equilibrium point, the limit closed curve, the stable torus and the strange attractor.

This essay explores the metaphorical use of the area of nonlinear dynamics popularly known as "chaos theory," surveying its use in one particular field: legal theory. After sketching some of the mistakes encountered in these efforts, I outline the possibility of the fruitful use of nonlinear dynamics for thinking about our legal system. I then offer some general lessons to be drawn from these examples-both cautionary maxims and a limited defense of cross-disciplinary borrowing. I conclude with some reflections on the (...) nature of arguments that seek to establish intellectual authority or epistemic merit by analogical reasoning. (shrink)

This essay explores the metaphorical use of the area of nonlinear dynamics popularly known as "chaos theory," surveying its use in one particular field: legal theory. After sketching some of the mistakes encountered in these efforts, I outline the possibility of the fruitful use of nonlinear dynamics for thinking about our legal system. I then offer some general lessons to be drawn from these examples-both cautionary maxims and a limited defense of cross-disciplinary borrowing. I conclude with some reflections on the (...) nature of arguments that seek to establish intellectual authority or epistemic merit by analogical reasoning. (shrink)

The hope of finding new methods of predicting the course of historical processes could be connected with the recent developments of the theory of self-organisation, also called synergetics. It provides us with knowledge of constructive principles of co-evolution of complex social systems, co-evolution of countries and geopolitical regions being at different stages of development, integration of the East and the West, the North and the South. Due to the growth of population on the Earth in blow-up regime, the general and (...) local instability of development is increasing. The social world seems to go towards a unity, a sustainable commonwealth through pulsations rather than monotonously. It goes via alternation of disintegration, even if partial, and getting more powerful integrations of structures. There is a path of multiple reduction of temporal and material expenses, a path of a resonant excitation of desirable and — no less important — feasible in a given social system structure. In the case of the right topology of integration of geopolitical structures an arising whole organisation can accelerate its tempo of evolution. 1999 Elsevier Science Ltd. All rights reserved. (shrink)

: Lately, a new language for the understanding of the complexity of life (organism, ecosystem, and social system) has been developed. Chaos, fractals, dissipative structures, self-organization, and complex adaptive systems are some of its key concepts. On this view, reality is not the deterministic structure that Newton envisaged, but rather, a partially unknown or at least unpredictable world of multiple possibilities. As the horizon of our knowledge of natural realities expands, the emergent comprehensive perspective requires a radical reconstruction of both (...) the concrete structure upon which human life is materially built and the symbolic structure that reason has schemed. (shrink)