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Markov Chain Modeling and Analysis of Complicated Phenomena in Coupled Chaotic Oscillators Yoshifumi NISHIO Dept. of Electrical and Electronic Engineering Tokushima University, JAPAN

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Page 1: Markov Chain Modeling and Analysis of Complicated

Markov Chain Modeling and Analysisof Complicated Phenomena inCoupled Chaotic Oscillators

Yoshifumi NISHIO

Dept. of Electrical and Electronic EngineeringTokushima University, JAPAN

Page 2: Markov Chain Modeling and Analysis of Complicated

Contents

1. Introduction2. Synchronization of Oscillators3. Markov Chain Modeling and Analysis4. Conclusions

Page 3: Markov Chain Modeling and Analysis of Complicated

Oscillation (Rhythm) Most important signal in natural and

artificial systems

Synchronization Basic phenomenon in higher-

dimensional nonlinear systems

1. Introduction

Analysis is important for ☆ Better understanding of natural phenomena ☆ Future engineering applications

Page 4: Markov Chain Modeling and Analysis of Complicated

☆ Modeling and Control of ComplexNetworks in Natural and SocialFields

☆ Information Processing with PhasePatterns of Pulse Trains in Brain

☆ Synchronization and Control ofCommunication Networks

☆ Gait Patterns of Walking Robot

Possible Applications

Page 5: Markov Chain Modeling and Analysis of Complicated

2. Synchronization of Oscillators

Coupling of two or more oscillators with similar natural frequencies

Mutual synchronization( with a constant phase difference )

Page 6: Markov Chain Modeling and Analysis of Complicated

2a. van der Pol Oscillator

van der Pol oscillator v-i characteristics ofnonlinear resistor

Page 7: Markov Chain Modeling and Analysis of Complicated

Circuit Equations

Page 8: Markov Chain Modeling and Analysis of Complicated

Oscillation Waveform

Computer simulatedresults

Circuit experimental results

Page 9: Markov Chain Modeling and Analysis of Complicated

2b. Resistance Coupling

Circuit R1

Circuit R2

Page 10: Markov Chain Modeling and Analysis of Complicated

Circuit R1

Two oscillators aresynchronized with 0degree phase difference.

( In-phase synchronization)

Page 11: Markov Chain Modeling and Analysis of Complicated

Circuit R2

Two oscillators aresynchronized with 180degree phase difference.

( Anti-phasesynchronization )

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2c. Reactance Coupling

Two synchronization modes ( in-phase and anti-phase ) coexist.

Page 13: Markov Chain Modeling and Analysis of Complicated

2d. Large Scale Networks

Generation ofvarious spatial patterns

Propagation oflocal synchronization states

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Star Coupled Oscillators

N van der Pol oscillators arecoupled by one resistor.

N=5 (5-phase sync.)

Page 15: Markov Chain Modeling and Analysis of Complicated

2e. Effect of Frustration

Simple synchronization

(In-phase, Anti-Phase)

Coexistense of complicated phase patterns

☆ Complicated behaviorcaused by some instability

☆ Future engineering applicationexploiting the complicated behavior

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3. Markov Chain Modeling and AnalysisIf van der Pol oscillators in a coupled system

are replaced by chaotic oscillators, … ?

Periodic Oscillator Networks

Coexistense of periodic patterns

Quasi-synchronization (desynchronization)

Page 17: Markov Chain Modeling and Analysis of Complicated

Chaotic Oscillator Networks

Switching of phase states caused byinstability of chaos

Possible applications

Theoretical analysis is difficult.

We have to develop several toolsto reveal the essence of thecomplicated phenomena.

Page 18: Markov Chain Modeling and Analysis of Complicated

3a. Coupled Chaotic Oscillators

Four chaotic oscillators coupled by one resistor

Page 19: Markov Chain Modeling and Analysis of Complicated

Chaotic attractor

Chaos is non-periodic, but attractor has a structure.

x I

vz

Computer simulatedresults

Circuit experimental results

Page 20: Markov Chain Modeling and Analysis of Complicated

)4,3,2,1( =k

nonlinear function

)|1|1(5.0)( +!+= kkk yyyf ""

Circuit equations

kkk

kkkkk

j

jkkkk

yxd

dz

yfzyxd

dy

xzyxd

dx

+=

!!+=

!!+= "=

#

$%#

&$#

)}()({

)(4

1

Coupling resistor

Page 21: Markov Chain Modeling and Analysis of Complicated

Four-phase sync of chaos

6 phasestates coexist

)2,

2

3,,0(),

2

3,2,,0(),

2,

2

3,,0(

),2

3,2,,0(),,

2

3,2,0(),

2

3,,

2,0(:),,,( 4321

!!!

!!!

!!!

!!!!

!!!!

!xxxx

Computer simulatedresults

Circuit experimental results

Page 22: Markov Chain Modeling and Analysis of Complicated

Poincare maps

0,011<= xz

Circuit 1 Circuit2 Circuit3 Ciscuit4

Poincare Section

1x

1z

2z 3

z4z

2x

3x

4x

Page 23: Markov Chain Modeling and Analysis of Complicated

Time series of Poincare map

4-phase sync of chaos Desyncronization

)500(30.0 !"= R# )780(46.0 !"= R#

Page 24: Markov Chain Modeling and Analysis of Complicated

Dependent angle variable

))(),(( 22 nznx)(1 n!

)(1 n! Phase of circuit 2

Reference: circuit 1

)(2 n! Phase of circuit 3

)(3 n! Phase of circuit 4

Page 25: Markov Chain Modeling and Analysis of Complicated

Switching of sync. patterns

Time series of

)500(30.0 !"= R# )780(46.0 !"= R#

)(nk

!

Chaotic (unpredictable) Next switching Next phase pattern

4-phase sync of chaos

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3b. Statistical analysis using angle

variables

Switching frequencyAverage sojourn timeetc.   could be clarified.

Definition of all phase patterns

Page 27: Markov Chain Modeling and Analysis of Complicated

Markov chain modeling

Six basic synchronized phase patterns

Three intermediate phase patterns

Better understanding

of large scale chaotic networks

Engineering application

of chaotic switchings

654321,,,,, SSSSSS

321,,

IIISSS

Page 28: Markov Chain Modeling and Analysis of Complicated

State-transition diagram

1SOnly transitions from 1I

SOnly transitions from

Page 29: Markov Chain Modeling and Analysis of Complicated

Transition probability matrix

The behavior of the Markov chain model canbe described by this transition probabilitymatrix.

Page 30: Markov Chain Modeling and Analysis of Complicated

Basic quantities

Stationaryprobability

Probability densityfunction of sojourntimeExpectedsojourn time

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Second-order Markov chain

More detailed modeling

Transition probability matrix is 57× 57 .

Due to the transition conditions, the number of non-zero elements is 369 out of 57× 57 = 3249.

By virtue of the symmetry of the coupling structureof the original circuit, the number of necessarytransition probabilities is 52.

Page 32: Markov Chain Modeling and Analysis of Complicated

Simulated results 1

Stationary probabilityand expected sojourn time

Page 33: Markov Chain Modeling and Analysis of Complicated

Simulated results 2

Probability density function of sojourn time

Six basic synchronized phasepatterns

Three intermediate states

Page 34: Markov Chain Modeling and Analysis of Complicated

3c. Inductively Coupled Chaotic

Oscillators

Page 35: Markov Chain Modeling and Analysis of Complicated

Clustering phenomenon

N=6

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State-transition diagram

Only transitions from1S

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Switching of cluster types

Computer simulation Markovchain

Page 38: Markov Chain Modeling and Analysis of Complicated

4. Conclusions.

Coupled oscillatory circuits

Coexistence of synchronization states

  Interesting phenomena  Various patterns

Statistical analysis of chaotic switching

  Angle variable and definition of states  Markov chain modeling