markov chain modeling and analysis of complicated
TRANSCRIPT
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Markov Chain Modeling and Analysisof Complicated Phenomena inCoupled Chaotic Oscillators
Yoshifumi NISHIO
Dept. of Electrical and Electronic EngineeringTokushima University, JAPAN
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Contents
1. Introduction2. Synchronization of Oscillators3. Markov Chain Modeling and Analysis4. Conclusions
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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
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☆ 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
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2. Synchronization of Oscillators
Coupling of two or more oscillators with similar natural frequencies
Mutual synchronization( with a constant phase difference )
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2a. van der Pol Oscillator
van der Pol oscillator v-i characteristics ofnonlinear resistor
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Circuit Equations
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Oscillation Waveform
Computer simulatedresults
Circuit experimental results
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2b. Resistance Coupling
Circuit R1
Circuit R2
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Circuit R1
Two oscillators aresynchronized with 0degree phase difference.
( In-phase synchronization)
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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.
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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.)
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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)
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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.
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3a. Coupled Chaotic Oscillators
Four chaotic oscillators coupled by one resistor
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Chaotic attractor
Chaos is non-periodic, but attractor has a structure.
x I
vz
Computer simulatedresults
Circuit experimental results
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)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
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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
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Poincare maps
0,011<= xz
Circuit 1 Circuit2 Circuit3 Ciscuit4
Poincare Section
1x
1z
2z 3
z4z
2x
3x
4x
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Time series of Poincare map
4-phase sync of chaos Desyncronization
)500(30.0 !"= R# )780(46.0 !"= R#
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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
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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
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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
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State-transition diagram
1SOnly transitions from 1I
SOnly transitions from
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Transition probability matrix
The behavior of the Markov chain model canbe described by this transition probabilitymatrix.
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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.
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Simulated results 1
Stationary probabilityand expected sojourn time
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Simulated results 2
Probability density function of sojourn time
Six basic synchronized phasepatterns
Three intermediate states
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3c. Inductively Coupled Chaotic
Oscillators
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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
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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