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Transients and critical behaviour

Solutions of dynamical systems in the vicinity of bifurcation may have longer transient times than solutions in other states. Could the increased transient time be the reason for the digressions from the one-to-one functional dependence of the GPER on the KSE/LE?gif Using the logistic map in the range of the parameter a considered in Fig. 2d-f, we have studied variances of the GPER estimates (using the 15 realizations of 16k time series) as well as variances of the LE estimates, after skipping out different numbers of initial iterations considered as the transient time. In this case we used 15 LE estimates from 20,000 iterations each (unlike in the previous section, where the LE estimates from whole 300,000 iterations were used). The SD (standard deviations, square roots of the variances) of the GPER (Fig. 4a,c,e) and LE (Fig. 4b,d,f) estimates as functions of the parameter a are plotted in Fig. 4. When no transient iterations were omitted and the computation of the GPER and the LE started at the beginning of the iteration, the variances of the GPER and LE estimates are very large due to the transients (Fig. 4a,b, note different scales). Starting the LE/GPER estimation after skipping hundred thousandgif initial iterations led to decrease of the variance of the estimates -- SD of LE (Fig. 4d) decreased several times and SD of GPER (Fig. 4c) decreased one order of magnitude. The number of the ``transient iterations'', i.e. the number of the skipped initial iterations was further increased through tex2html_wrap_inline601 , tex2html_wrap_inline603 , tex2html_wrap_inline605 , up to one billion ( tex2html_wrap_inline607 , Fig. 4e,f), however, no further changes in the variance of the estimates were observed. Therefore we could conclude that omitting tex2html_wrap_inline609 initial iterations was enough for transients to disappear and for the system to converge to the attractor in all considered states (all considered values of the parameter a). Larger variances in the vicinity of bifurcations are probably due to typical behaviour (fluctuations) of systems in critical states. Note that the intervals of the increased variance of the GPER are limited to the points located immediately before and after bifurcations, while the variance of the LE rises gradually in wider intervals surrounding the bifurcations. This phenomenon is illustrated in detail in Fig. 5, where the LE, the GPER and their variances are plotted as functions of the parameter a, depicting one of the bifurcations into periodic states.

The results presented above suggest that the discrepancies in the functional relation between the GPER and the KSE (LE) at the vicinity of bifurcations are not due to transients, but probably due to critical behaviour of the system near a bifurcation point. Therefore the linear description (based on the spectral density) is inadequate for systems in critical states.


next up previous
Next: Conclusion Up: On entropy rates of Previous: Results

Milan Palus
Mon Dec 16 09:47:50 EST 1996