Jürgen Kurths

Recurrence-plot-based measures of complexity and their application to heart-rate-variability data

The knowledge of transitions between regular, laminar or chaotic behaviors is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there are several nonlinear methods that, however, require rather long time observations. To overcome these difficulties, we propose measures of complexity based on vertical structures in recurrence plots and apply them to the logistic map as well as to heart-rate-variability data. For the logistic map these measures enable us not only to detect transitions between chaotic and periodic states, but also to identify laminar states, i.e., chaos-chaos transitions. The traditional recurrence quantification analysis fails to detect the latter transitions. Applying our measures to the heart-rate-variability data, we are able to detect and quantify the laminar phases before a life-threatening cardiac arrhythmia occurs thereby facilitating a prediction of such an event. Our findings could be of importance for the therapy of malignant cardiac arrhythmias.

Synchronization in Oscillatory Networks

Basics on Synchronization and Paradigmatic Models.- Basic Models.- Synchronization Due to External Periodic Forcing.- Synchronization of Two Coupled Systems.- Synchronization in Geometrically Regular Ensembles.- Ensembles of Phase Oscillators.- Chains of Coupled Limit-Cycle Oscillators.- Ensembles of Chaotic Oscillators with a Periodic-Doubling Route to Chaos, R#x00F6 ssler Oscillators.- Intermittent-Like Oscillations in Chains of Coupled Maps.- Regular and Chaotic Phase Synchronization of Coupled Circle Maps.- Controlling Phase Synchronization in Oscillatory Networks.- Chains of Limit-Cycle Oscillators.- Chains and Lattices of Excitable Luo-Rudy Systems.- Synchronization in Complex Networks and Influence of Noise.- Noise-Induced Synchronization in Ensembles of Oscillatory and Excitable Systems.- Networks with Complex Topology.

Recurrence networks—a novel paradigm for nonlinear time series analysis

This paper presents a new approach for analysing the structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network, which links different points in time if the considered states are closely neighboured in phase space. In comparison with similar network-based techniques the new approach has important conceptual advantages, and can be considered as a unifying framework for transforming time series into complex networks that also includes other existing methods as special cases. It has been demonstrated here that there are fundamental relationships between many topological properties of recurrence networks and different nontrivial statistical properties of the phase space density of the underlying dynamical system. Hence, this novel interpretation of the recurrence matrix yields new quantitative characteristics (such as average path length, clustering coefficient, or centrality measures of the recurrence network) related to the dynamical complexity of a time series, most of which are not yet provided by other existing methods of nonlinear time series analysis.

Synchronization Control for Nonlinear Stochastic Dynamical Networks: Pinning Impulsive Strategy

In this paper, a new control strategy is proposed for the synchronization of stochastic dynamical networks with nonlinear coupling. Pinning state feedback controllers have been proved to be effective for synchronization control of state-coupled dynamical networks. We will show that pinning impulsive controllers are also effective for synchronization control of the above mentioned dynamical networks. Some generic mean square stability criteria are derived in terms of algebraic conditions, which guarantee that the whole state-coupled dynamical network can be forced to some desired trajectory by placing impulsive controllers on a small fraction of nodes. An effective method is given to select the nodes which should be controlled at each impulsive constants. The proportion of the controlled nodes guaranteeing the stability is explicitly obtained, and the synchronization region is also derived and clearly plotted. Numerical simulations are exploited to demonstrate the effectiveness of the pinning impulsive strategy proposed in this paper.

Exponential Synchronization of Linearly Coupled Neural Networks With Impulsive Disturbances

This brief investigates globally exponential synchronization for linearly coupled neural networks (NNs) with time-varying delay and impulsive disturbances. Since the impulsive effects discussed in this brief are regarded as disturbances, the impulses should not happen too frequently. The concept of average impulsive interval is used to formalize this phenomenon. By referring to an impulsive delay differential inequality, we investigate the globally exponential synchronization of linearly coupled NNs with impulsive disturbances. The derived sufficient condition is closely related with the time delay, impulse strengths, average impulsive interval, and coupling structure of the systems. The obtained criterion is given in terms of an algebraic inequality which is easy to be verified, and hence our result is valid for large-scale systems. The results extend and improve upon earlier work. As a numerical example, a small-world network composing of impulsive coupled chaotic delayed NN nodes is given to illustrate our theoretical result.

Complex networks in climate dynamics: Comparing linear and nonlinear network construction methods

Complex network theory provides a powerful framework to statistically investigate the topology of local and non-local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same global climatological data set using the linear Pearson correlation coefficient or the nonlinear mutual information as a measure of dynamical similarity between regions, are compared systematically on local, mesoscopic and global topological scales. A high degree of similarity is observed on the local and mesoscopic topological scales for surface air temperature fields taken from AOGCM and reanalysis data sets. We find larger differences on the global scale, particularly in the betweenness centrality field. The global scale view on climate networks obtained using mutual information offers promising new perspectives for detecting network structures based on nonlinear physical processes in the climate system.

A comparative classification of complexity measures

Abstract A number of different measures of complexity have been described, discussed, and applied to the logistic map. A classification of these measures has been proposed, distinguishing homogeneous and generating partitions in phase space as well as structural and dynamical elements of the considered measure. The specific capabilities of particular measures to detect particular types of behavior of dynamical systems have been investigated and compared with each other.

NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS

We review the problem of estimating parameters and unobserved trajectory components from noisy time series measurements of continuous nonlinear dynamical systems. It is first shown that in parameter estimation techniques that do not take the measurement errors explicitly into account, like regression approaches, noisy measurements can produce inaccurate parameter estimates. Another problem is that for chaotic systems the cost functions that have to be minimized to estimate states and parameters are so complex that common optimization routines may fail. We show that the inclusion of information about the time-continuous nature of the underlying trajectories can improve parameter estimation considerably. Two approaches, which take into account both the errors-in-variables problem and the problem of complex cost functions, are described in detail: shooting approaches and recursive estimation techniques. Both are demonstrated on numerical examples.

Distributed Adaptive Control of Synchronization in Complex Networks

This technical note studies distributed adaptive control of synchronization in complex networks. An effective distributed adaptive strategy to tune the coupling weights of a network is designed based on local information of node dynamics. The analysis is then extended to the case where only a small fraction of coupling weights can be adjusted. A general criterion is derived and it is found that synchronization can be reached if the subgraph consisting of the edges and nodes corresponding to the updated coupling weights is connected. Finally, simulation examples are given to illustrate the theoretical analysis.

Synchronization via pinning control on general complex networks

This paper studies synchronization via pinning control on general complex dynamical networks, such as strongly connected networks, networks with a directed spanning tree, weakly connected networks, and directed forests. A criterion for ensuring network synchronization on strongly connected networks is given. It is found that the vertices with very small in-degrees should be pinned first. In addition, it is shown that the original condition with controllers can be reformulated such that it does not depend on the form of the chosen controllers, which implies that the vertices with very large out-degrees may be pinned. Then, a criterion for achieving synchronization on networks with a directed spanning tree, which can be composed of many strongly connected components, is derived. It is found that the strongly connected components with very few connections from other components should be controlled and the components with many connections from other components can achieve synchronization even without controls...