Search Results (42)

This paper presents an analytical exploration of how diverse dynamical systems, arising from different scientific domains, can be reformulated (under specific approximations and assumptions) into a common set of equations formally equivalent to the Lorenz system originally derived to model atmospheric convection. Unlike previous studies that focus on analyzing or applying the Lorenz equations, our objective is to show how these equations emerge from distinct models, emphasizing the underlying structural and dynamical similarities. The mathematical steps involved in these reformulations are included. The systems examined include Lorenz’s original atmospheric convection model, the chaotic water wheel, the Maxwell–Bloch equations for lasers, mechanical gyrostat, solar dynamo model, mesoscale reaction dynamics, an interest rate economic model, and a socioeconomic control system. This work includes a discussion of the unifying features that lead to similar qualitative behaviors across seemingly unrelated systems. By highlighting the Lorenz system as a paradigmatic limit of a broad class of nonlinear models, we underscore its relevance as a unifying framework in the study of complex dynamics. Full article

Learning high-dimensional chaos is a complex and challenging problem because of its initial value-sensitive dependence. Based on an echo state network (ESN), we introduce homotopy transformation in topological theory to learn high-dimensional chaos. On the premise of maintaining the basic topological properties, our model can obtain the key features of chaos for learning through the continuous transformation between different activation functions, achieving an optimal balance between nonlinearity and linearity to enhance the generalization capability of the model. In the experimental part, we choose the Lorenz system, Mackey–Glass (MG) system, and Kuramoto–Sivashinsky (KS) system as examples, and we verify the superiority of our model by comparing it with other models. For some systems, the prediction error can be reduced by two orders of magnitude. The results show that the addition of homotopy transformation can improve the modeling ability of complex spatiotemporal chaotic systems, and this demonstrates the potential application of the model in dynamic time series analysis. Full article

With the increasing amount of cloud-based speech files, the privacy protection of speech files faces significant challenges. Therefore, integrity authentication of speech files is crucial, and there are two pivotal problems: (1) how to achieve fine-grained and highly accurate tampering detection and (2) how to perform high-quality tampering recovery under high tampering ratios. Tampering detection methods and tampering recovery methods of existing speech integrity authentication are mutually balanced, and most tampering recovery methods are carried out under ideal tampering conditions. This paper proposes an encrypted speech integrity authentication method that can simultaneously address both of problems, and its main contributions are as follows: (1) A 2-least significant bit (2-LSB)-based dual fragile watermarking method is proposed to improve tampering detection performance. This method constructs correlations between encrypted speech sampling points by 2-LSB-based fragile watermarking embedding method and achieves low-error tampering detection of tampered sampling points based on four types of fragile watermarkings. (2) A speech self-recovery model based on residual recovery-based linear interpolation (R2-Lerp) is proposed to achieve tampering recovery under high tampering ratios. This method constructs the model based on the correlation between tampered sampling points and their surrounding sampling points and refines the scenarios of the model according to the tampering situation of the sampling points, with experimental results showing that the recovered speech exhibits improved auditory quality and intelligibility. (3) A scrambling encryption algorithm based on the Lorenz mapping is proposed as the speech encryption method. This method scrambles the speech sampling points several times through 4-dimensional chaotic sequence, with experimental results showing that this method not only ensures security but also slightly improves the effect of tampering recovery. Full article

This paper provides a solution to the new fractional-order Lorenz–Stenflo model using the adaptive predictor–corrector approach and the $\rho$-Laplace New Iterative Method ($L_{\rho }NIM$), representing an extensive comparison between both techniques with RK4 related to accuracy and error analysis. The results show that the suggested approaches allow one to be more accurate in analyzing the dynamics of the system. These techniques also produce results that are comparable to the results of other approximate techniques. The techniques can, thus, be used on a wider class of systems in order to provide more accurate results. These techniques also appropriately identify chaotic attractors in the system. These techniques can be applied to solve various numerical problems arising in science and engineering in the future. Full article

This work focused on demonstrating the use of dynamic time warping (DTW) as a metric for the elementary effects computation in Morris-based global sensitivity analysis (GSA) of model parameters in multivariate dynamical systems. One of the challenges of GSA on multivariate time-dependent dynamics is the modeling of parameter perturbation effects propagated to all model outputs while capturing time-dependent patterns. The study establishes and demonstrates the use of DTW as a metric of elementary effects across the time domain and the multivariate output domain, which are all aggregated together via the DTW cost function into a single metric value. Unlike the commonly studied coefficient-based functional approximation and covariance decomposition methods, this new DTW-based Morris GSA algorithm implements curve alignment via dynamic programing for cost computation in every parameter perturbation trajectory, which captures the essence of “elementary effect” in the original Morris formulation. This new algorithm eliminates approximations and assumptions about the model outputs while achieving the objective of capturing perturbations across time and the array of model outputs. The technique was demonstrated using an ordinary differential equation (ODE) system of mixed-order adsorption kinetics, Monod-type microbial kinetics, and the Lorenz attractor for chaotic solutions. DTW as a Morris-based GSA metric enables the modeling of parameter sensitivity effects on the entire array of model output variables evolving in the time domain, resulting in parameter rankings attributed to the entire model dynamics. Full article

This paper explores the capabilities of two types of recurrent neural networks, unidirectional and bidirectional long short-term memory networks, to build a surrogate model for a coupled fast–slow dynamic system and predicting its nonlinear chaotic behaviour. The dynamical system in question, comprising two versions of the classical Lorenz model with a small time-scale separation factor, is treated as an atmosphere–ocean research simulator. In numerical experiments, the number of hidden layers and the number of nodes in each hidden layer varied from 1 to 5 and from 16 to 256, respectively. The basic configuration of the surrogate model, determined experimentally, has three hidden layers, each comprising between 16 and 128 nodes. The findings revealed the advantages of bidirectional neural networks over unidirectional ones in terms of forecasting accuracy. As the forecast horizon increases, the accuracy of forecasts deteriorates, which was quite expected, primarily due to the chaotic behaviour of the fast subsystem. All other things being equal, increasing the number of neurons in hidden layers facilitates the improvement of forecast accuracy. The obtained results indicate that the quality of short-term forecasts with a lead time of up to 0.75 model time units (MTU) improves most significantly. The predictability limit of the fast subsystem (“atmosphere”) is somewhat greater than the Lyapunov time. Full article

This paper investigates the feasibility of downscaling within high-dimensional Lorenz models through the use of machine learning (ML) techniques. This study integrates atmospheric sciences, nonlinear dynamics, and machine learning, focusing on using large-scale atmospheric data to predict small-scale phenomena through ML-based empirical models. The high-dimensional generalized Lorenz model (GLM) was utilized to generate chaotic data across multiple scales, which was subsequently used to train three types of machine learning models: a linear regression model, a feedforward neural network (FFNN)-based model, and a transformer-based model. The linear regression model uses large-scale variables to predict small-scale variables, serving as a foundational approach. The FFNN and transformer-based models add complexity, incorporating multiple hidden layers and self-attention mechanisms, respectively, to enhance prediction accuracy. All three models demonstrated robust performance, with correlation coefficients between the predicted and actual small-scale variables exceeding 0.9. Notably, the transformer-based model, which yielded better results than the others, exhibited strong performance in both control and parallel runs, where sensitive dependence on initial conditions (SDIC) occurs during the validation period. This study highlights several key findings and areas for future research: (1) a set of large-scale variables, analogous to multivariate analysis, which retain memory of their connections to smaller scales, can be effectively leveraged by trained empirical models to estimate irregular, chaotic small-scale variables; (2) modern machine learning techniques, such as FFNN and transformer models, are effective in capturing these downscaling processes; and (3) future research could explore both downscaling and upscaling processes within a triple-scale system (e.g., large-scale tropical waves, medium-scale hurricanes, and small-scale convection processes) to enhance the prediction of multiscale weather and climate systems. Full article

Estimating and controlling dynamical systems from observable time-series data are essential for understanding and manipulating nonlinear dynamics. This paper proposes a probabilistic framework for simultaneously estimating and controlling nonlinear dynamics under noisy observation conditions. Our proposed method utilizes the particle filter not only as a state estimator and a prior estimator for the dynamics but also as a controller. This approach allows us to handle the nonlinearity of the dynamics and uncertainty of the latent state. We apply two distinct dynamics to verify the effectiveness of our proposed framework: a chaotic system defined by the Lorenz equation and a nonlinear neuronal system defined by the Morris–Lecar neuron model. The results indicate that our proposed framework can simultaneously estimate and control complex nonlinear dynamical systems. Full article

This entry examines Lorenz’s error growth models with quadratic and cubic hypotheses, highlighting their mathematical connections to the non-dissipative Lorenz 1963 model. The quadratic error growth model is the logistic ordinary differential equation (ODE) with a quadratic nonlinear term, while the cubic model is derived by replacing the quadratic term with a cubic one. A variable transformation shows that the cubic model can be converted to the same form as the logistic ODE. The relationship between the continuous logistic ODE and its discrete version, the logistic map, illustrates chaotic behaviors, demonstrating computational chaos with large time steps. A variant of the logistic ODE is proposed to show how finite predictability horizons can be determined, emphasizing the continuous dependence on initial conditions (CDIC) related to stable and unstable asymptotic values. This review also presents the mathematical relationship between the logistic ODE and the non-dissipative Lorenz 1963 model. Full article

The applications of deep learning and artificial intelligence have permeated daily life, with time series prediction emerging as a focal area of research due to its significance in data analysis. The evolution of deep learning methods for time series prediction has progressed from the Convolutional Neural Network (CNN) and the Recurrent Neural Network (RNN) to the recently popularized Transformer network. However, each of these methods has encountered specific issues. Recent studies have questioned the effectiveness of the self-attention mechanism in Transformers for time series prediction, prompting a reevaluation of approaches to LTSF (Long Time Series Forecasting) problems. To circumvent the limitations present in current models, this paper introduces a novel hybrid network, Temporal Convolutional Network-Linear (TCN-Linear), which leverages the temporal prediction capabilities of the Temporal Convolutional Network (TCN) to enhance the capacity of LSTF-Linear. Time series from three classical chaotic systems (Lorenz, Mackey–Glass, and Rossler) and real-world stock data serve as experimental datasets. Numerical simulation results indicate that, compared to classical networks and novel hybrid models, our model achieves the lowest RMSE, MAE, and MSE with the fewest training parameters, and its R² value is the closest to 1. Full article

The abilities of quantitative description of noise are restricted due to its origin, and only statistical and spectral analysis methods can be applied, while an exact time evolution cannot be defined or predicted. This emphasizes the challenges faced in many applications, including communication systems, where noise can play, on the one hand, a vital role in impacting the signal-to-noise ratio, but possesses, on the other hand, unique properties such as an infinite entropy (infinite information capacity), an exponentially decaying correlation function, and so on. Despite the deterministic nature of chaotic systems, the predictability of chaotic signals is limited for a short time window, putting them close to random noise. In this article, we propose and experimentally verify an approach to achieve Gaussian-distributed chaotic signals by processing the outputs of chaotic systems. The mathematical criterion on which the main idea of this study is based on is the central limit theorem, which states that the sum of a large number of independent random variables with similar variances approaches a Gaussian distribution. This study involves more than 40 mostly three-dimensional continuous-time chaotic systems (Chua’s, Lorenz’s, Sprott’s, memristor-based, etc.), whose output signals are analyzed according to criteria that encompass the probability density functions of the chaotic signal itself, its envelope, and its phase and statistical and entropy-based metrics such as skewness, kurtosis, and entropy power. We found that two chaotic signals of Chua’s and Lorenz’s systems exhibited superior performance across the chosen metrics. Furthermore, our focus extended to determining the minimum number of independent chaotic signals necessary to yield a Gaussian-distributed combined signal. Thus, a statistical-characteristic-based algorithm, which includes a series of tests, was developed for a Gaussian-like signal assessment. Following the algorithm, the analytic and experimental results indicate that the sum of at least three non-Gaussian chaotic signals closely approximates a Gaussian distribution. This allows for the generation of reproducible Gaussian-distributed deterministic chaos by modeling simple chaotic systems. Full article

This paper delves into precisely measuring liquid levels using a specific methodology with diverse real-world applications such as process optimization, quality control, fault detection and diagnosis, etc. It demonstrates the process of liquid level measurement by employing a chaotic observer, which senses multiple variables within a system. A three-dimensional computational fluid dynamics (CFD) model is meticulously created using ANSYS to explore the laminar flow characteristics of liquids comprehensively. The methodology integrates the system identification technique to formulate a third-order state–space model that characterizes the system. Based on this mathematical model, we develop estimators inspired by Lorenz and Rossler’s principles to gauge the liquid level under specified liquid temperature, density, inlet velocity, and sensor placement conditions. The estimated results are compared with those of an artificial neural network (ANN) model. These ANN models learn and adapt to the patterns and features in data and catch non-linear relationships between input and output variables. The accuracy and error minimization of the developed model are confirmed through a thorough validation process. Experimental setups are employed to ensure the reliability and precision of the estimation results, thereby underscoring the robustness of our liquid-level measurement methodology. In summary, this study helps to estimate unmeasured states using the available measurements, which is essential for understanding and controlling the behavior of a system. It helps improve the performance and robustness of control systems, enhance fault detection capabilities, and contribute to dynamic systems’ overall efficiency and reliability. Full article

Starting from the contribution of such thinkers as the famous Giordano Bruno (1583) and the great mathematician and physicist Henri Poincaré (1889) and the surprising discovery of the meteorologist Edward Lorenz (1963), we consider the expansion of the mathematics of chaos in this article, paying attention to topology, qualitative geometry, and Catastrophe Theory, on the one hand, and addressing the possibilities derived from the new Computer Science as Quantum Algorithms and the advances in Artificial Intelligence, on the other. We especially highlight the section on computing chaos, which we consider to be new calculation and analysis instruments, such as machine learning and its algorithm called reservoir computing, through which we can know the dynamics of a chaotic system. With past data, with equations like Karamoto–Sivashinsky, one can improve predictions of the system eight times further ahead than in previous methods. Integrating the machine learning approach and traditional model-based prediction, one could obtain accurate predictions twelve Lyapunov times. As we know, in the framework of chaos theory, it is habitually accepted that the idea of long-term prediction seems impossible because we live under a veil of uncertainty. But with technological advances, the landscape begins to change, both in chaos theory and in its applications, especially in the field of economics, to which we devote particular attention, carrying out as an example the analysis of the evolution of the Madrid Stock Exchange in the 2006–2013 crisis. Above all this, a reflection of a general nature is necessary to enlighten us on the possibility of opening a new horizon. Full article

In order to enhance the prediction accuracy and computational efficiency of chaotic sequence data, issues such as gradient explosion and the long computation time of traditional methods need to be addressed. In this paper, an improved Particle Swarm Optimization (PSO) algorithm and Long Short-Term Memory (LSTM) neural network are proposed for chaotic prediction. The temporal pattern attention mechanism (TPA) is introduced to extract the weights and key information of each input feature, ensuring the temporal nature of chaotic historical data. Additionally, the PSO algorithm is employed to optimize the hyperparameters (learning rate, number of iterations) of the LSTM network, resulting in an optimal model for chaotic data prediction. Finally, the validation is conducted using chaotic data generated from three different initial values of the Lorenz system. The root mean square error (RMSE) is reduced by 0.421, the mean absolute error (MAE) is reduced by 0.354, and the coefficient of determination (R²) is improved by 0.4. The proposed network demonstrates good adaptability to complex chaotic data, surpassing the accuracy of the LSTM and PSO-LSTM models, thereby achieving higher prediction accuracy. Full article

Dynamic Mode Decomposition with Control is a powerful technique for analyzing and modeling complex dynamical systems under the influence of external control inputs. In this paper, we propose a novel approach to implement this technique that offers computational advantages over the existing method. The proposed scheme uses singular value decomposition of a lower order matrix and requires fewer matrix multiplications when determining corresponding approximation matrices. Moreover, the matrix of dynamic modes also has a simpler structure than the corresponding matrix in the standard approach. To demonstrate the efficacy of the proposed implementation, we applied it to a diverse set of numerical examples. The algorithm’s flexibility is demonstrated in tests: accurate modeling of ecological systems like Lotka-Volterra, successful control of chaotic behavior in the Lorenz system and efficient handling of large-scale stable linear systems. This showcased its versatility and efficacy across different dynamical systems. Full article