Comparative Study of Oscillator Dynamics Under Deterministic and Stochastic Influences with Soliton Robustness Darboux Transformations and Chaos Transition
Abstract
1. Introduction
2. Mathematical Modeling
2.1. Soliton Solutions
- Darboux Seed SolitonIt holds the following:
- Limits: .
- Range: ; peaks near , decays rapidly.
- Smooth Decaying SolitonIt satisfies the following:
- Limits: .
- Range: .
- Singular Periodic Solitonwhere .
- Singularities: At (vertical asymptotes).
- Range: .
- Periodicity: The singularities repeat every .
2.2. Darboux Transformations
2.3. Comparative Dynamics of Soliton by Using Split-Step Fourier Method
Waveform Evolution Over Time
2.4. Damped and Noisy Nonlinear Wave Dynamics
2.5. Analysis of Numerical Accuracy and Energy Conservation in Nonlinear Wave Dynamics
2.5.1. Temporal Behavior of Numerical Error and Energy
- Soliton (): Rapid initial increase followed by stabilization at low error levels ( to ), reflecting strong numerical resilience.
- Non-soliton (): Higher, sustained error growth, stabilizing near unity, indicating significant divergence from the analytical reference.
- Soliton (): The energy is almost preserved, which is a coherent and conservative propagation.
- Non-soliton (): Significantly reduced and more stationary energy, indicating a dissipative process or an effect of numerical radiative losses.
- Soliton (): Confined, smooth, limited error distribution with some undulations, probably because of phase mismatch.
- Non-soliton (): The error ridge does not remain compact, but rather expands over time and distance and exhibits significant numerical instability.
- Soliton (): Low-magnitude sparse error regions imply that this state is very long-term stable.
- Non-soliton (): Broad, high-density error fields confirm diffusion-dominated deterioration.
2.5.2. 3D Error Landscape Comparison
- The soliton solution () maintains a low and smooth error profile throughout time and space.
- The non-soliton solution () exhibits higher error magnitudes and greater variability, indicating the presence of dispersive or chaotic effects.
- The color maps further reinforce that has error values below , while reaches .
- (blue) shows a generally decreasing error trend, suggesting long-term numerical stability and effective energy conservation.
- (red) exhibits a progressive compounding error that means the construction of numerical inaccuracies over time.
- The plotted trend lines point out the following:
- -
- A slope of less than 0 is deemed stability.
- -
- valued having a positive, perhaps exponential slope, consistent with chaotic or non-integrable behavior.
- The ratio is consistently greater than 1, confirming that has a higher error.
- Episodic instabilities/bursts in are indicated by oscillatory peaks.
- The global growth also supports the relative numerical impoverishment of the non-solitonic regime.
3. Dynamical Analysis of System (5)
3.1. Comprehensive Analysis of Nonlinear Dynamical Behavior
- Figure 6a: Time series of and shows complex, nonrepetitive oscillations, indicating either quasiperiodic or chaotic dynamics. The presence of amplitude modulation and frequency variability suggests a strong nonlinear coupling.
- Figure 6b: Phase portrait ( vs. ) forms bounded, spiraling structures, implying the presence of a non-periodic attractor. The absence of closed loops or fixed points points to low-dimensional chaos or a quasiperiodic regime.
- Figure 6c: Energy oscillates with non-uniform amplitude, capturing the nonlinear energy exchange between kinetic and potential components, modulated by external periodic forcing.
- Figure 6d: The structured allocation of points taken at regular intervals and the scattered Poincaré section reflect the attractor’s bounded but non-periodic nature. This is a feature of quasiperiodic tori or a strange attractor.
- Figure 6e: A twisted toroidal arrangement that never closes to itself is revealed by the embedding in space, which is corresponding to quasiperiodic or chaotic patterns of action.
- Figure 6f: The trajectory’s evolution through phase space is highlighted by coloring it by time. Nonperiodicity and sensitivity of the results to initial conditions are implied by the nonexistence of the subsequent states.
- Figure 6g: The relationship between the energy level and the space structure serves as the foundation for this representation, which illustrates the global energy regulation of the attractor geography.
- Figure 6h: As can be seen from the multi-modal histogram and non-Gaussian distribution, the system is far more probable to reside in some regions of phase space than others. Both resonant and metastable modes are possible.
3.2. Application of OGY-Controlled Chaos Control
- Figure 7a indicates that there is an evident change in behavior in the system. The reaction exhibits the typical characteristics of chaos at : irregular periodic oscillations of varying amplitude and frequency, which highlight the system’s sensitivity to initial conditions. The trajectory rapidly converges to the stable repetitive motions once we activate the OGY control at (red vertical dashed line). This modification demonstrates the fundamental principle of chaos control, which is to control chaos by stabilizing internal unstable orbits rather than suppressing chaos altogether.
- Figure 7b provides a geometric interpretation of the system’s state evolution over time. Prior to control, the trajectory will occupy a very dense fractal-like chaotic attractor with intricate folded shapes, a phenomenon known as deterministic chaos. After control, the orbit plunges onto a thin, stable periodic orbit around the assigned UPO (marked by a green dot), providing visual proof that the system is effectively locked close to a periodic solution by OGY responses.
- Figure 7c provides the best understanding of the dynamics of the system and includes the temporal dimension in three dimensions at the coordinates of , thus presenting a complete picture of the evolution of the system. The first trajectory is chaotic and tortuous and therefore indicates chaotic behavior in both space and time. After control, the trajectory lies in a tight spiral tube which leads to a time-periodic orbit. The green dot shows the position of the UPO at controls and shows how the chaotic motion is slowly reduced towards the basin of attraction of the orbit.
3.3. Phase Portraits
- Param Set 1: (mild forcing, irrational frequency)
- Param Set 2: (golden ratio frequency)

4. Dynamical Analysis of System (6)
4.1. Noise-Induced Transitions
4.1.1. Noise vs. Lyapunov Exponent
- The exponent of the Lyapunov wanders as the noise gets bigger.
- It is predominantly positive and this means that the system has mostly chaotic behavior.
- However, for some values of , the exponent dips below zero or close to zero, suggesting transitions into regular or stable regimes.
- There is no clear monotonic trend, but the noise clearly influences the system’s stability and chaoticity.
4.1.2. Permutation Entropy vs. Noise
- Permutation entropy, which quantifies the complexity of a time series, shows non-monotonic behavior.
- It appears to increase gradually with noise in general, reaching higher values around –, indicating increased disorder or randomness.
- Sharp dips and peaks suggest that certain noise levels lead to structured but complex dynamics, possibly due to noise-induced transitions or resonance.
4.1.3. Variance vs. Noise
- The variance plot exhibits extremely high spikes at specific values (notably around and ).
- These sharp increases imply the presence of large fluctuations in system response, possibly due to stochastic resonance or the system being driven close to bifurcation thresholds.
- Outside of these spikes, the variance remains relatively low and stable, suggesting noise-dampened or stabilized dynamics in those regimes.
4.1.4. Three-Dimensional Bifurcation Diagrams
- These diagrams combine the three metrics—Lyapunov exponent (color), Permutation entropy (y-axis), and variance (z-axis)—against noise intensity (x-axis).
- Top-right plot and bottom-right plot (labeled “3D bifurcation diagram”):
- -
- Clearly show clustered structures and nonlinear relationships between noise and system measures.
- -
- The characteristic of chaotic yet bounded dynamics is that points with high Lyapunov exponents are usually linked to low variance and moderate entropy.
- -
- High variance outliers frequently correlate to entropy dips, pointing to intermittency or bursts through the system.
4.2. Analysis of Delay-Coordinate Embedding and 3D Attractor Reconstruction
4.2.1. Two-Dimensional Delay Embedding Analysis
- Small Delays (): These embeddings are dominated by autocorrelation, appearing nearly linear or only slightly curved. They fail to unfold the attractor, providing minimal insight into the system’s dynamics.
- Intermediate Delays (): A looped structure becomes more apparent, suggesting that nonlinear dynamics are being revealed. These delays strike a balance between redundancy and decorrelation.
- Larger Delays (): The attractor becomes more elaborate, potentially indicating chaotic behavior or a higher-dimensional structure. However, increased folding and overlap also begin to emerge.
- Very Large Delays (): These embeddings show severe distortion, loss of structure, and eventual collapse of the attractor, indicating that the delay exceeds the system’s memory and leads to decorrelation.
4.2.2. Three-Dimensional Attractor Reconstruction
- (Suboptimal): The embedding is compact and redundant due to high autocorrelation. The phase space is insufficiently unfolded.
- (Optimal): The reconstructed attractor is well-resolved, with a coherent trajectory and smooth temporal evolution. This delay likely corresponds to the first minimum of the mutual information function.
- (Moderately Large): The attractor begins to exhibit distortions and folding. While the general structure persists, interpretability diminishes.
- (Too Large): The attractor becomes disorganized, with decorrelation between time-delayed coordinates leading to loss of dynamic continuity.
4.3. Lyapunov Exponents and Power Spectrum
- Time evolution of the two largest Lyapunov exponents and ;
- The 2D phase portrait in the plane;
- Power spectral density (PSD) of using Welch’s method;
- The 3D phase-space trajectory in .
4.3.1. Lyapunov Exponent Analysis
- In deterministic regimes (e.g., Figure 12a), converges smoothly to a small positive value, while , consistent with near-periodic or weakly chaotic behavior.
- In stochastic regimes (e.g., Figure 12d,e,f), noise causes persistent fluctuations in the exponents. Although remains positive, its convergence is noisy, indicating intermittency and enhanced sensitivity.
- The separation of exponents in Figure 12b,c signifies moderate chaos, likely due to stronger forcing or nonlinearity.
4.3.2. Two-Dimensional Phase Portraits
- Figure 12a–c show regular or toroidal trajectories, suggesting quasiperiodic or weakly chaotic motion.
- With increasing noise, Figure 12d–f shows more smeared and diffuse loops, pointing to stronger stochastic influence and the breakdown of regular attractor structures.
- The density and spread of the trajectory provide visual cues on the attractor’s fractal dimensionality and smoothness.
4.3.3. Power Spectral Density (PSD)
- Figure 12a–b show clear spectral peaks at dominant frequencies, characteristic of periodic or quasiperiodic dynamics.
- As noise or chaos intensifies (e.g.,Figure 12c–f), the spectrum flattens, and the power spreads over a broader range of frequencies, indicating chaotic mixing or stochastic diffusion.
4.3.4. Three-Dimensional Phase Space
- For regular dynamics (e.g., Figure 12a), trajectories form smooth torus-like structures.
- In moderately chaotic regimes (e.g., Figure 12c,d), trajectories display intricate filaments and partial folding.
- In highly stochastic cases (e.g., Figure 12f), trajectories become cloud-like and high-dimensional, with loss of visible structure.
5. Deterministic and Stochastic Analysis
5.1. Poincaré Maps
5.2. Phase-Space Structures
5.2.1. Trajectory Divergence and Sensitivity
5.2.2. Poincaré Section Evolution
5.2.3. Statistical and Spectral Characteristics
5.3. Sensitivity Analysis
- IC1 (High Energy): ;
- IC2 (Low Energy): ;
- IC3 (Zero Velocity): ;
- IC4 (Negative Start): .
5.3.1. Deterministic Analysis Overview
5.3.2. Stochastic Analysis Overview
5.4. Entropy Analysis
5.4.1. Phase-Space Analysis ( vs. )
5.4.2. Lyapunov Exponent ( vs. )
5.4.3. Entropy Comparison
- KS Entropy: Very low, confirming non-chaotic dynamics.
- Shannon Entropy: High and nearly identical in both cases, reflecting a wide amplitude distribution in the signal.
- Permutation Entropy: Slightly higher in the stochastic system, indicating increased temporal complexity due to noise.
5.4.4. Permutation Entropy Over Time
5.5. Interpreting Nonlinear and Stochastic Multivariate Dynamics
5.5.1. Figure 17a
- Top Left: vs. time () shows a smooth but noisy trajectory, likely under stochastic forcing. Oscillations grow and decay, hinting at nonlinear interactions and dissipative effects.
- Top Right: Companion state variable shows less smooth dynamics, likely due to being the velocity or derivative of . Sharp oscillations suggest sensitivity to perturbations or high-frequency forcing.
- Bottom Left (Phase Portrait): The 2D trajectory ( vs. ) exhibits a complex, multi-loop structure indicative of a strange attractor. It is likely that simultaneously chaotic as well as quasiperiodic patterns of action will be present.
- Bottom Right (Power Spectrum): Broad spectral support is revealed by a log–log power spectral density (PSD), which has significant dynamical implications. Strong frequencies are indicated by distinct resonance peaks, whereas wandering or erratic motion, which is a feature of stochastic or chaotic dynamics, is reflected by a wide spectral spread. Furthermore, the existence of scale-invariant features points to power-law decay and fractal behavior in the underlying system.
5.5.2. Figure 17b
5.5.3. Figure 17c
5.5.4. Figure 17d
5.5.5. Figure 17e
5.5.6. Figure 17f
6. Innovative Aspects and Contributions
7. Conclusions
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
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Munawar, M.; Jhangeer, A.; Imran, M. Comparative Study of Oscillator Dynamics Under Deterministic and Stochastic Influences with Soliton Robustness Darboux Transformations and Chaos Transition. Computation 2025, 13, 263. https://doi.org/10.3390/computation13110263
Munawar M, Jhangeer A, Imran M. Comparative Study of Oscillator Dynamics Under Deterministic and Stochastic Influences with Soliton Robustness Darboux Transformations and Chaos Transition. Computation. 2025; 13(11):263. https://doi.org/10.3390/computation13110263
Chicago/Turabian StyleMunawar, Maham, Adil Jhangeer, and Mudassar Imran. 2025. "Comparative Study of Oscillator Dynamics Under Deterministic and Stochastic Influences with Soliton Robustness Darboux Transformations and Chaos Transition" Computation 13, no. 11: 263. https://doi.org/10.3390/computation13110263
APA StyleMunawar, M., Jhangeer, A., & Imran, M. (2025). Comparative Study of Oscillator Dynamics Under Deterministic and Stochastic Influences with Soliton Robustness Darboux Transformations and Chaos Transition. Computation, 13(11), 263. https://doi.org/10.3390/computation13110263

