Mapas Acoplados
Mapas Acoplados
Mapas Acoplados
Spatiotemporal Dynamics of
Coupled Map Lattices
Heiko Hamann
5 Long Transients 28
7 Spatial Bifurcations 44
9 Conclusion 60
10 Acknowledgments 61
1
Chapter 1
2
1
0.5
f(x)
0
-0.5
-1
-1 -0.5 0 0.5 1
where f(x) is a non-linear map, γ the coupling constant and r the coupling range.
The lower index of x (n) denotes discrete time and the upper index (i) the spa-
tial index of the site. Although two- and more-dimensional lattices could be
represented by one-dimensional lattices at least the two-dimensional lattices are
considered to be a model on their own (see section 3.2). A lattice consists of
N sites and the standard boundary condition is periodic. For couplings, two-
dimensional lattices and border conditions see chapter 3.
Throughout this work only the nearest neighbor coupling (r = 1) is used. There-
fore a less general formula can be used:
γ
xin+1 = (1 − γ)f(xin ) + (f(xi−1 i+1
n ) + f(xn )); (1.2)
2
and f is chosen to be the quadratic map (a variant of the logistic map f(x) =
αx(1 − x), see the appendix for the association between these two maps ), i.e.
f(x) = 1 − αx2 with α ∈ [0, 2] and x ∈ [−1, 1] in the first part of this text
(see figure 1.1). According to Kaneko this system is called “coupled logistic
lattice” [6]. Another system will be introduced in chapter 6.
3
Chapter 2
There is a vast variety of applications for coupled map lattices. Once the his-
tory of coupled map lattices begun by serving as a model for fluid turbulence but
coupled map lattices have been used in many other fields until now. According
to Kaneko [51] some of these fields will be named here.
Since in the real neuron states are not discrete (as in discrete-state models, e.g.
McCullough-Pitts neuron) it might be a good way to use globally coupled maps
as a model in neural dynamics. However, that is an oversimplification in the
coupling instead of the state. In such models clustering with synchronized oscil-
lation are observed [11, 14, 26, 32, 33, 41, 42, 49]. A connected field are excitable
media which have important applications in biology (heart rhythm and fibrilla-
tion). Corresponding to a simple 1-dimensional map of Nagumo and Sato [2]
that is based on Harmon’s experiment on an artificial neuron [1] a CML can be
constructed which shows soliton turbulence [11, 40, 46].
There are even some very interesting applications to computer science. CMLs
can be used as memory storage when there are many attractors with different
domain structures. In the frozen-random-pattern-phase the attractors are char-
acterized by their domains that do not change with time. Thus these could be
used as memory units. Chaos can be used in optimization problems [5, 9, 31].
There is research on using a CML to search for solutions of traveling salesman
4
problems [35]. An obvious application is image data processing since both the
preservation of relevant data and smoothing can be attained by a local map-
ping and the diffusion of the coupling. The most important question concerning
CMLs that computer scientists should ask is: What kind of computations can be
performed by a CML that are not possible on conventional, digital computers?
CMLs are analogous parallel processors [39] that must have higher computational
ability than cellular automata since CMLs can create information [3].
Some other fields are: convection parameterization in ocean models [57], coupled
maps with growth and death as a model for cell differentiation [54], population
dynamics [21, 37, 44, 45, 47, 53], dripping handrail and boiling chaos [12, 19, 50],
fluid dynamics, chemical waves, and pattern information.
5
Chapter 3
3.1 Couplings
Naturally a very influential property of coupled map lattices is the coupling of
the sites. The standard coupling is the nearest neighbor coupling (coupling range
r = 1). The other extreme is the global coupling (r = N−1 2
, for N uneven). Not
only the coupling constant γ and the range r can be varied but also the symmetry
of the coupling can be broken. That leads us away from the models of symmetric
diffusion to the asymmetric models of uni-directional coupling and open flow.
Another variation is expressed in the following equation:
r
γ X
xin+1 = (1 − γ)f(xin ) + g(xi−k i+k
n ) + g(xn ), (3.1)
2r k=1
where g(x), the so called coupling dynamics, can be chosen to be g(x) = x, the
so called ”linear-coupling”, or g(x) = f(x), the so called ”future-coupling”, which
will be used throughout this paper [12]. The future-coupling is more useful be-
cause each site value remains in the same range. Linear-coupling causes different
behavior for example in the special case of a spatially homogeneous lattice one
cannot observe the standard periods of the local quadratic map.
6
3.2 Lattices
3.2 Lattices
As already said above the standard lattice is one-dimensional. But two-dimensional
lattices are used, too. They are important for some applications, e.g. chemical
waves. A different model indeed is the concept of inhomogeneous lattices where
the map parameter has different values at adjacent sites [55].
Naturally lattices have another property: the size. Some attractors depend
strongly on the lattice size, i.e. the number of cells (see for example section 4.6
about traveling waves).
7
Chapter 4
In a simulation with a CML there are many buttons to push and many
switches to turn. Therefore we need some instruments to order the many pa-
rameters like the system parameter, coupling constant, lattice size and number
of iterations according to their influences to the system dynamics. These instru-
ments will be provided by the universality classes in pattern dynamics in CMLs
introduced by Kaneko. Qualitative dynamical behaviors that occur in many CML
systems are described by universality classes. They form the pattern sequence of
CMLs that basically can be observed by starting at a low value for the system pa-
rameter α and steadily increasing it to its maximum. However, depending on the
coupling constant and even the lattice size some patterns may be observed only
fuzzy or even not. In the same system one could observe the pattern sequence:
frozen random, traveling wave, spatiotemporal intermittency (STI) type-II, fully
developed chaos (FDC); or with different parameters: frozen random, pattern
selection, zigzag and fully developed chaos.
See figure 4.1 for an overview of the different regions of the patterns. Note
that the borders between the regions cannot be determined accurately since the
behavior of the system depends on other parameters, too (e.g. lattice size, ini-
tialization, long transient times). Especially the wavy line at 1.9 between STI
8
Figure 4.1: Schematic overview of the different patterns dependent on the system
parameter α and the coupling γ for the coupled logistic lattice
type II and FDC depends strongly on the number of iterations. The problem is
that transient times of several millions even for small lattice sizes are common.
Thus the area of occurrence of a certain pattern can not be described by the
system parameter only but by an at least two-dimensional, better three- or even
four-dimensional parameter space. The needed parameter settings and the spe-
cial phenomenon of each universality class will be described in the next sections.
Various types of diagrams will be used throughout this paper and especially
in this chapter. The orbit of a certain system run can be presented as a two-
dimensional space-time plot using grey scale to indicate the site values or as a
three-dimensional space-time plot using a third axes and lines. This type of di-
agram can be projected to a plane - the amplitude plot. To show the degree of
chaotic motion Lyapunov spectra, that consist of all Lyapunov exponents (the
amount depends on the lattice size), are presented. The results of a so called “pa-
rameter scan” can be plotted as a diagram with the system parameter α against
the maximum Lyapunov exponent for example or against the sites’ values at their
asymptotic dynamics - the bifurcation diagram. Besides these classical diagrams
spatial return maps are used that are plots of each site xi for example against its
nearest right neighbor xi+1 . These diagrams show characteristic properties for
each pattern but show only little information concerning the system dynamics.
Before we start with the first pattern a very important term has to be introduced
and explained. To describe the spatiotemporal dynamics the term “domain” is
used. A domain is a part of the lattice whose sites are correlated in space and
time to some certain degree. The different domains in a lattice are separated
9
4.1 Frozen Random Pattern
by kinks that are caused by initial values near unstable fixed points of the local
dynamics. While in big domains the motion is chaotic it is (nearly) periodic in
smaller ones.
10
4.1 Frozen Random Pattern
0.9 0.9
0.8
0.88
0.7
0.86
xi
xi
0.6
0.84
0.5
0.82
0.4
0.3 0.8
4695 4700 4705 4710 4715 4720 4725 4730 4735 4740 715 720 725 730 735
i i
(a) 50 sites, range is 0.3 to 0.9 (b) 20 sites, range is 0.8 to 0.9
11
4.1 Frozen Random Pattern
1 1
0.9 0.8
0.8 0.6
0.7 0.4
xi
0.6 xi 0.2
0.5 0
0.4 -0.2
0.3 -0.4
0 20 40 60 80 100 120 140 160 180 200 0 20 40 60 80 100 120 140 160 180 200
i i
(a) corresponds to the 1st plot of figure 4.4 (b) corresponds to the 6th plot of fig-
(period 2) ure 4.4 (period 4)
1 1
0.8 0.8
0.6 0.6
0.4 0.4
xi
xi
0.2 0.2
0 0
-0.2 -0.2
-0.4 -0.4
0 20 40 60 80 100 120 140 160 180 200 0 20 40 60 80 100 120 140 160 180 200
i i
(c) corresponds to the 7th plot of fig- (d) corresponds to the 8th plot of fig-
ure 4.4 (nearly period 8) ure 4.4 (nearly period 16)
12
4.1 Frozen Random Pattern
n
xin
n
xin
n
xin
n
xin
n
xin
n
xin
n
xin
n
xin
Figure 4.4: Space-time plots indicating the increasing number of domains with
increasing system parameter α (from top to bottom: 0.8, 0.82, 0.9, 0.95, 1.0, 1.3,
1.38, 1.4); γ = 0.3, N = 200, starting with iteration 3000 every 32nd time step
is shown, uniform random initial condition
13
4.1 Frozen Random Pattern
n
n
xin
xin
(a) Space-time plot with grey scale, N = (b) Space-time plot with lines, 128 sites of
500, starting at the top with iteration the run of figure 4.5(a) are shown
3000, every 32nd time step is shown
1 1
0.8 0.8
0.6 0.6
0.4 0.4
xi
xi
0.2 0.2
0 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000 (d) Spatial return map at iteration 5000
with N = 500 with N = 50000
0.2
0
0
-0.2
λmax
-0.5
λj
-0.4
-0.6
-1
-0.8
-1.5
-1
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, N=64 and tran- (f) The unmarked region is approximately
sient is 2000 the interval where the frozen random
pattern can be found (α ∈ [0.9, 1.6]),
depends also on the coupling parame-
ter γ
14
4.1 Frozen Random Pattern
0.6
0.55
0.5
xi
0.45
0.4
0.35
0.3
0.3 0.35 0.4 0.45 0.5 0.55 0.6
xi+1
(a) Complete map
0.564
0.56
0.562
0.55
0.56
0.54
0.558
0.53
xi
0.556
xi
0.52
0.554
0.51
0.552
0.5
0.55
0.49
0.548
0.48
0.546
0.47
0.47 0.48 0.49 0.5 0.51 0.52 0.53 0.54 0.55 0.56 0.546 0.548 0.55 0.552 0.554 0.556 0.558 0.56 0.562 0.564
xi+1 xi+1
(b) Zoomed into the upper right part (c) Deeper zoomed into the upper right
part
15
4.2 Pattern Selection
n
n
xin xin xin xin
(a) α = 1.570 (b) α = 1.575 (c) α = 1.578 (d) α = 1.579
Figure 4.7: Space-time plots, splitting of larger domains into smaller ones, γ = 0.4
16
4.2 Pattern Selection
n
n
xin
xin
(a) Space-time plot with grey scale, N = (b) Space-time plot with lines, 128 sites of
500, starting at the top with iteration the run of figure 4.8(a) are shown
3000, every 32nd time step is shown
1 1
0.8 0.8
0.6
0.6
0.4
0.4
0.2
xi
xi
0.2
0
0
-0.2
-0.2
-0.4
-0.4 -0.6
-0.6 -0.8
-0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000, (d) Spatial return map at iteration 5000
N = 500 with N = 50000
0.2
-0.2 0
-0.4
λmax
-0.6
-0.5
λj
-0.8
-1
-1.2 -1
-1.4
-1.6
-1.5
-1.8
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, N=64 and tran- (f) The unmarked region is approximately
sient is 2000 the interval where pattern selection
can be found (α ∈ [1.6, 1.7]), depends
also on the coupling parameter γ
17
4.3 Zigzag Pattern
n
xin
Figure 4.9: Space-time plot with grey scale, α = 1.79, γ = 0.1, N = 500, showing
every 32nd time step starting at the top with iteration 3000 to 4984
18
4.3 Zigzag Pattern
n
n
xin
xin
(a) Space-time plot with grey scale, N = (b) Space-time plot with lines, 128 sites of
500, starting at the top with iteration the run of figure 4.10(b) are shown
3000, every 32nd time step is shown
1 1
0.8
0.8
0.6
0.6
0.4
0.4
0.2
xi
xi
0
0.2
-0.2
0
-0.4
-0.2
-0.6
-0.4 -0.8
-0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000, (d) Spatial return map at iteration 5000
N = 500 with N = 50000
0.3
0.2
0.1 0
0
λmax
-0.1
-0.5
λj
-0.2
-0.3
-0.4 -1
-0.5
-0.6
-1.5
-0.7
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, N=64 and tran- (f) The unmarked region is approximately
sient is 2000 the interval where the zigzag pattern
can be found (α ∈ [1.748, 1.88]), de-
pends also on the coupling parameter
γ
19
4.4 Spatiotemporal Intermittency Type I
n
xin
(a) α = 1.7520
n
xin
(b) α = 1.7527
Figure 4.11: Space-time plot with grey scale, γ = 0.001, N = 500, showing every
45th time step of the first 5000 iterations
20
4.4 Spatiotemporal Intermittency Type I
n
n
xin
xin
(a) Space-time plot with grey scale, N = (b) Space-time plot with lines, 128 sites of
500, starting at the top with iteration the run of figure 4.12(a) are shown
3000, every 45th time step is shown
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
xi
xi
0 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000, (d) Spatial return map at iteration 5000,
N = 500 N = 50000
0.4
0.3
0
0.2
λmax
0.1
-0.5
λj
-0.1
-1
-0.2
-0.3
-1.5
-0.4
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, N=64 and tran- (f) The marked region is approximately
sient is 2000 the interval where spatiotemporal in-
termittency of type-I can be found
(α ∈ [1.7516, 1.7529]), depends also on
the coupling parameter γ
21
4.5 Spatiotemporal Intermittency Type II
22
4.5 Spatiotemporal Intermittency Type II
n
n
xin
xin
(a) Space-time plot with grey scale, N = (b) Space-time plot with lines, 128 sites of
500, starting at the top with iteration the run of figure 4.13(a) are shown
3000, every 32nd time step is shown
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
xi
xi
0 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000, (d) Spatial return map at iteration 5000
N = 500 with N = 50000
0.4
0.2
0
0
-0.2
λmax
-0.4 -0.5
λj
-0.6
-0.8
-1
-1
-1.2
-1.5
-1.4
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, N=64 and tran- (f) The unmarked region is approximately
sient is 2000 the interval where spatiotemporal in-
termittency of type-II can be found
(α ∈ [1.704, 1.93]), depends also on the
coupling parameter γ and the number
of iterations
n
xin xin
(a) α = 1.7, showing every 128th (b) α = 1.5, showing every 256th
time step of the first 15000 it- time step of the first 25000 it-
erations erations
24
4.6 Traveling Wave
n
n
xin
xin
(a) Space-time plot with grey scale, N = (b) Space-time plot with lines, 128 sites of
500, starting at the top with iteration the run of figure 4.15(a) are shown
5000, every 256th time step is shown
1 1
0.8 0.8
0.6
0.6
0.4
0.4
0.2
xi
xi
0.2
0
0
-0.2
-0.2
-0.4
-0.4 -0.6
-0.6 -0.8
-0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000, (d) Spatial return map at iteration 5000,
N = 500 N = 50000
-0.5
0
-1
-1.5
λmax
-2 -0.5
λj
-2.5
-3
-1
-3.5
-4
-1.5
-4.5
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, same parameter (f) The unmarked region is approximately
settings as in figure 4.15(a) except the interval where the traveling wave
N=64 and transient is 2000 can be found (α ∈ [1.5, 1.8]), depends
also on the coupling parameter γ and
the lattice size
25
4.7 Fully Developed Chaos
n
xin
Figure 4.16: Space-time plot with grey scale, α = 1.9, γ = 0.3, N = 500, showing
every 32nd time step starting at the top with iteration 0 to 4992
26
4.7 Fully Developed Chaos
n
n
xin
xin
(a) Space-time plot with grey scale, α = (b) Space-time plot with lines, 128 sites of
1.99, γ = 0.6, N = 500, starting at the run of figure 4.17(a) are shown
the top with iteration 3000, every 32nd
time step is shown
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
xi
xi
0 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-1 -1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
i+1 i+1
x x
(c) Spatial return map at iteration 5000, (d) Spatial return map at iteration 5000
N = 500 with N = 50000
0.5
0
-0.5
-1
λmax
-1.5 -0.5
λj
-2
-2.5
-1
-3
-3.5
-1.5
-4
0 10 20 30 40 50 60 0.8 1 1.2 1.4 1.6 1.8 2
j α
(e) Lyapunov spectrum, N=64 and tran- (f) The unmarked region is approximately
sient is 2000 the interval where fully developed
chaos can be found (α ∈ [1.8, 2]), de-
pends also on the coupling parameter
γ
27
Chapter 5
Long Transients
As already mentioned in section 4.5 the STI type-II is sensitive to the number
of iterations for α < 1.8. For these values the STI type-II leads after a tran-
sient time to pattern selection or a traveling wave. If the chaotic regions have
vanished the Lyapunov spectrum looks different than the spectrum of the STI
type-II: there are fewer positive Lyapunov exponents and the maximum exponent
is smaller, too.
To see the overall development of the maximum Lyapunov exponent another
type of diagram is used: the plot of the maximum exponent against the system
parameter α. The data of such a plot is the result of intensive computations.
For figure 5.2(a) the maximum Lyapunov exponent had to be computed for 2000
different values of α. In this diagram one can see that there is obviously no
chaotic motion in the frozen random patterns before α ≈ 1.4. Then the maxi-
mum exponent increases in the beginning very fast later slower but steadily. From
α ≈ 1.55 to α ≈ 1.60 it stays at one level. That is a region where the system
tends to pattern selection, i.e. the domains get smaller but there is still chaotic
motion, because of the parameter setting (coupling constant γ = 0.3) it cannot
be reached. From α ≈ 1.60 to α ≈ 1.64 the domains get larger but at α ≈ 1.64
they are smaller again.
At α ≈ 1.69 the area interesting for this chapter begins. Suddenly the maximum
Lyapunov exponent gets down to values of λmax ≈ 0.06 or as seen in the other
plots (5.2(b), 5.2(c)) even down to zero and below. This is the transition from the
frozen-random-pattern-phase to the pattern-selection-phase although this could
28
already be considered to be the STI-type-II-phase since that begins at least at
α = 1.7. This transition is visualized by figure 5.1 which shows three space-time
plots (in figure 4.7 pattern selection is reached already at α = 1.579 because
of the different coupling constant γ = 0.4). In the first two plots some chaotic
motion in comparatively larger domains can be seen (maximum Lyapunov expo-
nents are λ1max ≈ 0.247 and λ2max ≈ 0.240), so they are representatives of the
frozen random pattern, while in the third one the domains are slightly smaller
and there is no chaotic motion anymore (λ3max ≈ −0.0119).
While in figure 5.2(a) λmax steadily jumps between lower values and higher ones
that are the perfect continuation of the linear run from α ≈ 1.8 to α = 2, al-
ready in the next figure (5.2(b)) with 50000 iterations there are no jumps up to
α ≈ 1.76 and in figure 5.2(c) there are nearly no jumps up to α ≈ 1.8. This
behavior indicates that there is no coexistence of attractors and the STI type-II
is really a transient process that leads to pattern selection for these parameters,
although the degree of chaos in the transient process increases linear with α.
The further run of the maximum exponent is interesting since it does not stay at
about zero but increases in a first effort forming a first hump with its maximum
value at α ≈ 1.7 and then a much bigger one with maximum at α ≈ 1.76 (what
can only be seen in figure 5.2(d)). All of these CMLs show small domains with
little chaotic motion so that these can be considered to belong to pattern selec-
tion although the step to the frozen random pattern is very small.
The small and the big hump as well as the many downward peaks may indicate
self similarity in the run of the maximum Lyapunov exponent between α = 1.69
and α = 1.8.
That a longer and longer part of the interval starting at α = 1.69 gets rid of
high values of exponents the more iterations are performed shows that the tran-
sient time increases with increasing α. That and the peaks in figure 5.2(d) after
α = 1.8 open the question how far the border can be driven.
29
n
Figure 5.1: Space-time plots in grey scale, showing the transition from frozen
random pattern to pattern selection, γ = 0.3
30
0.4 0.4
0.35 0.35
0.3 0.3
0.25 0.25
0.2 0.2
λmax
λmax
0.15 0.15
0.1 0.1
0.05 0.05
0 0
-0.05 -0.05
-0.1 -0.1
-0.15 -0.15
1.3 1.4 1.5 1.6 1.7 1.8 1.9 2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
α α
(a) 5000 iterations, transient is 2000, ran- (b) 50000 iterations, transient is 2000,
dom uniform initialization random uniform initialization
0.35 0.35
0.3 0.3
0.25 0.25
0.2 0.2
λmax
λmax
0.15 0.15
0.1 0.1
0.05 0.05
0 0
-0.05 -0.05
1.65 1.7 1.75 1.8 1.85 1.65 1.7 1.75 1.8 1.85
α α
(c) 100000 iterations, transient is 95000, (d) 1000000 iterations, transient is
random uniform initialization 990000, random uniform initialization
Figure 5.2: Effect of more iterations to the maximum Lyapunov exponent in the
STI type-II region, plot of the maximum Lyapunov exponent, γ = 0.3, N = 64
31
Chapter 6
32
6.3 A Second Coupled Map System Version
seen in the bifurcation diagram (figure 6.1(a)) the behavior is very different to
the dynamics of the local symmetric map for α > 3 but for α < 3 the outer lines
are nearly the same as those of the local map. That there is a strong connection
to the local symmetric map can be seen in figure 6.1(b) (maximum Lyapunov
exponent). At least for α = 0 there is a simple explanation for the six groups
of lines in the interval α ∈ [0, 2]: f(x, 0) is 0 for x < 21 , 21 for x = 21 and 1 for
x > 12 ; since 21 does not occur there are only two alternatives for f(x, 0). In the
system function. This results in xin = (1 − γ)a + γ2 (b + c) with a, b, c ∈ {0, 1}.
Therefore we have two possible values for a and three for b + c which gives us
2 ∗ 3 = 6 possible values. For γ = 0.3 that are: 0, 0.15, 0.3, 0.7, 0.85, 1 (compare
to figure 6.1(a) and 6.2).
Small domains are highly attractive at a comparatively high value of the coupling
constant (γ = 0.3) in this system (see figure 6.5 as a counter example with big
domains in this system). At all values for α the lattice is dominated by small
domains (see figure 6.3). For α < 2 the lattices are homogeneous (fixed) in time
in the asymptotic dynamics. At α = 2 the lattices are homogeneous in both
time and space. For 2 < α < 3.8 there is the period 2 region. So we have a
huge pattern with kinks region starting at α = 0 and ending at α ≈ 3.7 except
α = 2. Around α ≈ 3.7 there is the zigzag pattern region (see figure 6.3(e)) and
around α ≈ 3.83 the STI-type-II region (see figure 6.3(f)). At α ≈ 3.85 the fully
developed chaos begins (see figure 6.3(g)).
The domain sizes get smaller with increasing α (see figure 6.3). However, the
smaller the domains get the more they build global waves and regions with dif-
ferent values of the zigzag domains (see figure 6.4).
33
6.3 A Second Coupled Map System Version
0.8
0.6
x
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
α
(a) Superimposed bifurcation diagram
-1
-2
λmax
-3
-4
-5
-6
-7
0 0.5 1 1.5 2 2.5 3 3.5 4
α
(b) maximum Lyapunov exponent
34
6.3 A Second Coupled Map System Version
0.8
0.6
x
0.4
0.2
0
0 0.5 1 1.5 2
α
35
6.3 A Second Coupled Map System Version
n
xin
(a) α = 1.0
n
xin
(b) α = 2.5
i
xin
(c) α = 3.1
n
xin
(d) α = 3.4
n
xin
(e) α = 3.7
n
xin
(f) α = 3.83
n
xin
(g) α = 3.9
Figure 6.3: Space-time plots with grey scale, γ = 0.3, N = 500, random uniform
initialization
36
6.3 A Second Coupled Map System Version
0.8
0.75
0.7
0.65
0.6
xi
0.55
0.5
0.45
0.4
0.35
0.3
0 10 20 30 40 50 60
i
(a) α = 3.1
0.8
0.7
0.6
xi
0.5
0.4
0.3
0.2
0 10 20 30 40 50 60
i
(b) α = 3.4
0.8
0.7
0.6
0.5
xi
0.4
0.3
0.2
0.1
0 10 20 30 40 50 60
i
(c) α = 3.7
Figure 6.4: Amplitude plots for different values for α, γ = 0.3, N = 64, 5000
iterations, random uniform initialization
37
6.3 A Second Coupled Map System Version
n
xin
Figure 6.5: Amplitude plot, α = 3.1, γ = 0.7, N = 64, 5000 iterations, random
uniform initialization
it can be seen in figure 6.6 the system shows nearly the same behavior like the
local map up to α = 3. The next peak can be recognized but is interrupted by
exponents with smaller absolute values. Figure 6.8 shows a closer view of the
next part and at least the run of the Lyapunov exponent from α = 3.75 to α = 4
reminds one of the region between α = 1.6 and α = 2 of the coupled logistic
lattice.
In the bifurcation diagram of the CML (figure 6.7) it seems to be so that the
typical coexisting attractors of the symmetric map have vanished, however, this
is caused by the high sensibility of the system to the initialization and the random
initialization itself. Changes in the initialization cause the system to jump be-
tween the different attractors. Because of the high resolution of this scan one can
not see the gaps in the “lines”. Up to α = 2 there is no period two attractor and
the border collision period doubling really leads to a period two cycle at α = 3.
That can be shown by a different initialization (here: sine, see figure 6.10).
Indeed the coupled symmetric map shows the typical pattern sequence. Starting
with patterns with kinks (α ∈ [2, 3], see figure 6.9(a)) and the frozen random
regime (α ∈ [3.6, 3.8], figure 6.9(b)), continuing with STI-type-II (α ∈ [3.8, 3.9],
figure 6.9(d)) and leading to fully developed chaos (α ∈ [3.9, 4], figure 6.9(e)).
There is also a STI-type-I regime (around α = 3.8304 for low γ, figure 6.9(c)).
Some difficulties brings the fact that large domain sizes like in the coupled map
lattice have not been observed for any value of the system parameter α or the
coupling constant γ. Therefore the identification of the pattern selection regime
is difficult and no patterns with only few different domain sizes have been ob-
served.
That high attraction of small domain sizes is characteristically for this system
(as for the above version of the symmetric map) shows figure 6.11 where one can
see regions with the zigzag patterns even for this comparatively high coupling
constant (γ = 0.3).
38
6.3 A Second Coupled Map System Version
-1
-2
λmax
-3
-4
-5
-6
-7
0 0.5 1 1.5 2 2.5 3 3.5 4
39
6.3 A Second Coupled Map System Version
0.9
0.8
0.7
0.6
x
0.5
0.4
0.3
0.2
0.1
0
2.8 3 3.2 3.4 3.6 3.8 4
α
40
6.3 A Second Coupled Map System Version
0.4
0.3
0.2
0.1
λmax
-0.1
-0.2
-0.3
3.5 3.55 3.6 3.65 3.7 3.75 3.8 3.85 3.9 3.95 4
41
6.3 A Second Coupled Map System Version
n
xin
(a) α = 2.5, γ = 0.3
n
xin
(b) α = 3.2, γ = 0.3
n
xin
(c) α = 3.8304, γ = 0.001
n
xin
(d) α = 3.81, γ = 0.3
n
xin
(e) α = 3.9, γ = 0.3
Figure 6.9: Space-time plots with grey scale, N = 500, random uniform initial-
ization
42
6.3 A Second Coupled Map System Version
0.7 0.8
0.65 0.75
0.6 0.7
0.55 0.65
0.5 0.6
0.45 0.55
x
x
0.4 0.5
0.35 0.45
0.3 0.4
0.25 0.35
0.2 0.3
3 3.05 3.1 3.15 3.2 3 3.05 3.1 3.15 3.2
α α
Figure 6.10: Bifurcation diagram, initialization with sine (amplitude is 0.1, one
period), 1000 iterations
n
xin
43
Chapter 7
Spatial Bifurcations
As already stated coupled map lattices show not only qualitative changes in
time but also in space, e.g. the increasing number of domains with increasing
non-linearity (see for example figure 4.4). This chapter focuses on spatial changes
that can be indicated by bifurcation diagrams.
Although the following phenomenon occurs in both the second variant of the
coupled symmetric map and the coupled logistic lattice we get back to the lat-
ter one because the transients in the examined region are much smaller there.
The region that is investigated here is the interval α ∈ [0.75, 1.25]. Crutchfield
and Kaneko presented a site histogram for this region that shows a high proba-
bility for the two outer curves that follow the period two structure of the local
quadratic map (see figure 7.1) and a cross-hatching inside the envelope caused by
kinks [12]. However, these are transient dynamics (only 500 iterations). A much
more intensive computation with 200000 iterations and 5000 values of α results
in the superimposed bifurcation diagram of figure 7.2. Note the vertical broken
lines before α ≈ 0.85 and the funnels at seven positions starting at α ≈ 0.874.
Again the outer curves have the highest probability, the parallel running curves
are less probable and the funnels are least probable.
The open ends of the funnels are positions of spatial bifurcations. This bifurca-
tion is an increase of the number of domains. The computed maximum Lyapunov
exponent shows some numerical artefacts (peaks above zero) that correspond to
the positions of the funnels (see figure 7.3). The numerical problems might be
caused by a transient phenomenon. The correctly computed maximum exponent
is awaited to be zero or less since there is no chaotic motion. Although figure 7.2
gives a good overview of the whole coexisting attractors with its random uniform
initialization it is technically nearly impossible to investigate one single attractor
only. Therefore the sine with many periods (above nine) is used as initializa-
44
tion. That leads to figure 7.4 showing only two funnels: the first indicating the
bifurcation from one domain to two and the second one from two to ten. Again
both spatial bifurcations have an impact to the maximum Lyapunov exponent
(figure 7.5). With the series of diagrams in figure 7.6 the cause for the funnels
can clearly be seen. Before the funnel there are two domains. At the opening of
the funnel suddenly the big domain is divided into nine new and smaller ones.
There are two types of new domains: bigger ones with seven sites (here) and
a flat top and smaller ones of only size five (here) with sharp tops. In general
one can distinguish into bigger and smaller domains. The dependency of these
domains to the lattice size is unclear since many variations have been observed:
for example N = 20, 3 and 5; N = 32, 4 and 6; N = 100, 14 and 18; N = 512, 4
and 15, or 6 and 19. Both types of the domains cause the funnels. All the sites
of the smaller types have new values that did not occur before the bifurcation.
The values of the sites of the bigger domain types depend on the neighboring do-
main and can be different in their behavior according to which half of the domain
the sites belong to. If the neighboring domain is an old one that was existent
already before the bifurcation then the neighboring half of the new domain has
the same values as the sites of the old domain at the corresponding positions. If
the neighboring domain is a new one and therefore one of the smaller type the
sites of the neighboring half have values that did not occur before. The values of
the smaller type build always those halves of the funnels that are next to the mid
(the mid is a virtual axes at x ≈ 0.6 here). While the values of the bigger type
build always those halves of the funnels that are averted from the mid. With
increasing non-linearity the new values of the smaller types get bigger for x > 0.6
while the values of the bigger ones get smaller and for x < 0.6 vice versa until the
former new values are equal to those of the old domains. This behavior causes
the funnels.
See figures 7.7 and 7.8 as further examples for different initializations and fig-
ure 7.8 as an example for smaller emerging domain sizes.
Now we focus on the vertical broken lines before α ≈ 0.85. Already the fact
that with fewer iterations the empty space at α < 0.77 can be filled with vertical
lines indicates that this seems to be a transient phenomenon. This is supported
by another fact that for the most sine initializations these vertical lines die out
pretty fast. But this will be discussed later again. The transient times seem to
increase in principle with increasing non-linearity as already seen in chapter 5
concerning the run of the maximum Lyapunov exponent.
Of course these vertical lines are actually no lines. This is caused by the small
intervals this phenomenon occurs in. So that even with high resolutions of the
parameter scans they are touched only by one pixel. Therefore it is amazing
that so many occur anyway and it seems to be so that there are infinitely many
of them. Figure 7.9 shows a closer look at this phenomenon. The series of the
diagrams shows that with increasing time the phenomenon contracts (the sizes
of the intervals are approximately: 1.4 ∗ 10−3 , 4 ∗ 10−5 , 2.4 ∗ 10−12 ) but it stays
45
1
0.8
0.6
0.4
x
0.2
-0.2
0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
46
1
0.8
0.6
x
0.4
0.2
-0.2
0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
α
47
0.2
-0.2
λmax
-0.4
-0.6
-0.8
-1
-1.2
0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
α
Figure 7.3: Maximum Lyapunov exponent with numerical artefacts, same pa-
rameter settings as in figure 7.2
48
1
0.8
0.6
x
0.4
0.2
-0.2
0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
α
0.01
-0.01
-0.02
λmax
-0.03
-0.04
-0.05
-0.06
-0.07
-0.08
0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
α
Figure 7.5: Maximum Lyapunov exponent with numerical artefacts, same pa-
rameter settings as in figure 7.4
49
1 1
0.9 0.9
0.8 0.8
0.7 0.7
0.6 0.6
xi
xi
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 10 20 30 40 50 60 0 10 20 30 40 50 60
i i
(a) α = 0.971 (b) α = 0.973
1 1
0.8
0.8
0.6
0.6
xi
0.4
0.4
0.2
0.2
0
-0.2
0 10 20 30 40 50 60 0.85 0.9 0.95 1 1.05 1.1
i α
(c) α = 1.015 (d) Superimposed bifurcation diagram
with marked positions
Figure 7.6: Amplitude plots of different values for α, γ = 0.3, N = 64, 50000
iterations, sine initialization (period=24)
50
1
0.9
0.8
0.7
0.6
xi
0.5
0.4
0.3
0.2
0.1
0
0 10 20 30 40 50 60
i
(a) α = 0.97
0.8
0.6
xi
0.4
0.2
0
0 10 20 30 40 50 60
i
(b) α = 1.0
0.8
0.6
xi
0.4
0.2
-0.2
0 10 20 30 40 50 60
i
(c) α = 1.015
Figure 7.7: Amplitude plots of different values for α, γ = 0.3, N = 64, 200000
iterations, random uniform initialization
51
1 1
0.8 0.8
0.6 0.6
xi
xi
0.4 0.4
0.2 0.2
0 0
-0.2 -0.2
0 5 10 15 20 25 30 0 5 10 15 20 25 30
i i
(a) α = 1.03 (b) α = 1.04
1 1
0.8 0.8
0.6 0.6
xi
0.4 0.4
0.2 0.2
0 0
-0.2 -0.2
0 5 10 15 20 25 30 0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
i α
(c) α = 1.06 (d) Superimposed bifurcation diagram
with marked positions
Figure 7.8: Amplitude plots of different values for α, γ = 0.3, N = 32, 25000
iterations, sine initialization (period=19)
52
0.85
0.8
0.75
0.7
0.65
x
0.6
0.55
0.5
0.45
0.767951 0.767952 0.767952 0.767952 0.767952 0.767952 0.767953
α
(a) 5000 iterations
0.85
0.8
0.75
0.7
0.65
x
0.6
0.55
0.5
0.45
0.76793 0.767935 0.76794 0.767945 0.76795 0.767955 0.76796 0.767965 0.76797 0.767975
α
(b) 10000 iterations
0.85
0.8
0.75
0.7
0.65
x
0.6
0.55
0.5
0.45
0.767952 0.767952 0.767952 0.767952 0.767952
α
(c) 35000 iterations
0.0001
1e-06
Interval Size
1e-08
1e-10
1e-12
1e-14
1e-16
5000 10000 15000 20000 25000 30000 35000 40000 45000 50000
Iterations
Figure 7.10: Decrease of the interval size with increasing number of iterations
54
0.85 0.85
0.8 0.8
0.75 0.75
0.7 0.7
xi
xi
0.65 0.65
0.6 0.6
0.55 0.55
0.5 0.5
0.45 0.45
0 5 10 15 20 25 30 0 5 10 15 20 25 30
i i
(a) α = 0.7674 (b) α = 0.7675
0.85 0.85
0.8 0.8
0.75 0.75
0.7 0.7
xi
xi
0.65 0.65
0.6 0.6
0.55 0.55
0.5 0.5
0.45 0.45
0 5 10 15 20 25 30 0 5 10 15 20 25 30
i i
(c) α = 0.7676 (d) α = 0.7687
0.85 0.85
0.8 0.8
0.75 0.75
0.7 0.7
xi
xi
0.65 0.65
0.6 0.6
0.55 0.55
0.5 0.5
0.45 0.45
0 5 10 15 20 25 30 0 5 10 15 20 25 30
i i
(e) α = 0.76875 (f) α = 0.7689
Figure 7.11: Development of the orbits with increasing α, plotted are the itera-
tions 5000 to 5015, parameters as in figure 7.9(a)
55
Chapter 8
56
Normally all these investigation methods are reliable except the Lyapunov expo-
nent calculation that suffers from numerical failures sometimes. However, this
concerns only one variant of the implemented Lyapunovs calculations. The ap-
proach of Wolf et al. [8] is implemented. There are two variants of the method,
the first one, based on the original approach, which uses the linearized system
function, and the second one, based on a modified approach, which uses the un-
changed system function only. This method uses the temporal averaged local
divergence rates for an approximation of the Lyapunov exponents.
Using the linear method the ith Lyapunov exponent is obtained as
1
λi = lim ln[ith eigenvalue of (Jn−1 Jn−2 ...J0 )], (8.1)
n→∞ n
∂xin+1
(Jn )i,j = . (8.2)
∂xjn
As an example the Jacobi matrix for the CML with quadratic map and nearest
neighbor coupling at time n is given by
γ 2 γ N
β(x1n )
2 (xn ) 0 ... 0 0 0 2 (xn )
γ (x1n ) β(x2n ) γ 3
(x n) 0 ... 0 0 0
2 γ 2
2
γ 4
β(x3n )
2 (xn ) (x n)
0 0 ... 0 0
2
γ 3 γ 5
β(x4n )
2 (xn ) (x n)
0 0 0 ... 0
2
Jn = −2α ... .. .. ,
. .
γ N−4 γ N−2
0
... 0 2 (x n ) β(xN−3
n ) 2 (xn ) 0 0
γ N−3 γ N−1
0
0 ... 0 2 (x n ) β(xN−2
n ) 2 (xn ) 0
γ N−2 γ N
0 0 0 ... 0 2 (xn ) β(xN−1
n ) 2 (xn )
γ 1 γ N−1
2 (xn ) 0 0 0 ... 0 2 (xn ) β(xN n)
(8.3)
with β = (1 − γ).
To use the modified approach of the Lyapunov exponent calculation for CMLs
is not recommended using AnT 4.669 Release 3.1.5, since some severe problems
occurred, e.g. unsorted Lyapunov spectra (see figure 8.1). Some scans over the
length of the deviation vectors (see figure 8.3) show by their stepwise structure
and/or the independence to that there are numerical problems. As a compari-
son see figure 8.2 which is an example of a valid scan using the single quadratic
map.
Therefore an investigation of that problems would be interesting although the
linearized calculation is running fine and produces good results. Since the lin-
earized approach seems to run faster than the modified one actually no efforts
have to be done except a warning for users to use the method with care. Please
note that this method produces mainly correct results (especially for high values
of non-linearity) and bad results occur seldom.
Other good improvements would be status reports (percentage finished) even for
57
0.4 0.3
0.2
0.3
0.1
0.2
0
0.1
-0.1
λj
λj
0 -0.2
-0.3
-0.1
-0.4
-0.2
-0.5
-0.3
-0.6
-0.4 -0.7
0 10 20 30 40 50 60 0 10 20 30 40 50 60
j j
(a) α = 1.752, γ = 0.001 (b) α = 1.79, γ = 0.1
Figure 8.1: Lyapunov spectra using the modified approach of calculation, coupled
logistic lattice, N = 64, 5000 iterations and transient 2000, random uniform
initialization (full range, seed=5)
single runs with the calculation of the Lyapunov spectrum (causing intensive
computation) and better formats of the orbit and Lyapunov exponent outputs
to plot them with gnuplot easily (e.g. no header, every value in a new line). A
more sophisticated improvement would be a period analyzer that analyses only
parts of the lattice, i.e. it should detect the domains and their period. The part
of the lattice to be analyzed could be specified by the user, too.
58
0.23958
0.23956
0.23954
0.23952
λmax
0.2395
0.23948
0.23946
0.23944
0.23942
1e-10 1e-09 1e-08 1e-07 1e-06 1e-05 0.0001 0.001
Figure 8.2: An example of a scan over the length of the deviation vectors of
the single quadratic map
0.01 0.12
0 0.1
−0.01
0.08
−0.02
0.06
−0.03
λmax
λmax
−0.04 0.04
−0.05 0.02
−0.06
0
−0.07
−0.02
−0.08
−0.09 −0.04
−0.1 −0.06
1e−10 1e−09 1e−08 1e−07 1e−06 1e−05 0.0001 1e−10 1e−09 1e−08 1e−07 1e−06 1e−05 0.0001
(a) α = 1.3 (b) α = 1.43
0.25 0.336
0.334
0.2
0.332
0.33
0.15
λmax
λmax
0.328
0.1 0.326
0.324
0.05
0.322
0.32
0
0.318
−0.05 0.316
1e−10 1e−09 1e−08 1e−07 1e−06 1e−05 0.0001 1e−10 1e−09 1e−08 1e−07 1e−06 1e−05 0.0001
(c) α = 1.55 (d) α = 1.88
Figure 8.3: Scans over the length of the deviation vectors using the modified
approach, coupled logistic lattice, γ = 0.3, N = 64, 5000 iterations and transient
3000, random uniform initialization
59
Chapter 9
Conclusion
60
Chapter 10
Acknowledgments
This text is the product of good team work. Therefore all my thanks go to
Michael Schanz and Viktor Avrutin, who spent so many hours of their worthy
time. Their effort in supporting me was much more than the performance of
their duty. During our discussions the essential ideas for this work emerged. We
became really a team because with our different personal backgrounds everybody
was able to contribute his share. It’s a great thing to meet nice people and do
some scientific work together.
All the simulations were done by the AnT 4.669 software package which was
developed by V. Avrutin, R. Lammert, M. Schanz, G. Wackenhut and many of
my fellow students.
For some computationally very intensive parameter scans some machines of the
IPVS were used.
Finally I would like to thank my parents for supporting me and giving me the
chance to focus on my work as a student.
61
Appendix
xn = byn + c. (3)
1 d a4 c 2 ea3 c2
yn+1 = −bda4 y2 −2da4 yc− −bea3 y2 −2ea3 yc− −bfa2 y2 −2fa2 yc
b b b
fa2 c2 gac2 hc2 c
− − bgay2 − 2acgy − − bhy2 − 2hyc − − . (6)
b b b b
62
Now we consider three terms; at first the constant term in equation 6 con-
cerning y:
1 d a4 c 2 e a 3 c 2 f a 2 c 2 g a c 2 h c 2 c
T0 := − − − − − − ; (7)
b b b b b b b
at second the linear coefficients:
T1 := −2 d a4 c − 2 e a3 c − 2 f a2 c − 2 g a c − 2 h c; (8)
T2 := −b d a4 − b e a3 − b f a2 − b g a − b h. (9)
Using some simple conditions a system of equations can be formulated and solved.
In the logistic map the linear and the quadratic coefficients are equal except their
sign. We set T1 = −T2 and compute b:
b = −2c. (10)
h = 0. (16)
63
2
1.5
α 1
0.5
0
2 2.5 3 3.5 4
Figure 1: The connection between the system parameter of the quadratic map α
and the system parameter of the logistic map a
Now all variables except a are computed and equation 6 results in the logistic
map. For α we get:
a a
α = ( − 1), (17)
2 2
which is the formula to compute the system parameter of the quadratic map on
a restricted interval α ∈ (0, 2] by the given system parameter of the logistic map
a ∈ (2, 4] (see figure 1).
The stretching of the state space of the logistic lattice into the bigger interval
of the quadratic map is done by the linear transformation yn = b1 (xn − c) with
4 −2
b = a−2 and c = α−2 .
64
Erklärung / Declaration
(Heiko Hamann)
65
Bibliography
66
BIBLIOGRAPHY
[26] K. Kaneko, “Chaotic but regular posi-nega switch among coded attractors
by cluster size variation”, Phys. Rev. Lett., 63, 1989, 219-24
67
BIBLIOGRAPHY
68
BIBLIOGRAPHY
69