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Fluctuation and Noise Letters Vol. 0, No. 0 (2002) 000–000 c World Scientific Publishing Company NOISE-INDUCED ORDER OUT OF CHAOS BY BAILOUT EMBEDDING JULYAN H. E. CARTWRIGHT Laboratorio de Estudios Cristalogr´ aficos, CSIC, E-18071 Granada, Spain. MARCELO O. MAGNASCO Abdus Salam International Centre for Theoretical Physics, I-34014 Trieste, Italy. ORESTEPIRO and IDAN TUVAL Institut Mediterrani d’Estudis Avanc ¸ats, CSIC–UIB, E-07071 Palma de Mallorca, Spain. Received (received date) Revised (revised date) Accepted (accepted date) We review the concept of bailout embedding; a general process for obtaining order from chaotic dy- namics by embedding the system within another larger one. Such an embedding can target islands of order and hence control chaos. Moreover, a small amount of noise enhances this process. Keywords: Bailout embedding, emergence in noisy environments, noise-induced patterns, noisy self- organization 1. Introduction “But how does it happen,” I said with admiration, “that you were able to solve the mystery of the library looking at it from the outside, and you were unable to solve it when you were inside?” “Thus God knows the world, because He conceived it in His mind, as if from the outside, before it was created, and we do not know its rule, because we live inside it, having found it already made.” Dialogue between Adso and William, in Umberto Eco’s The Name of the Rose, Third Day: Vespers. Many times we have a given system, we want to study it or modify its behaviour, but we cannot get inside. We are thus obliged to do so from the outside. The way that this is normally done consists of adding external degrees of freedom to which the system is coupled; we have then a bigger system of which the old one is just one slice. This powerful

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Page 1: NOISE-INDUCED ORDER OUT OF CHAOS BY BAILOUT EMBEDDINGasterion.rockefeller.edu/.../37_noise-induced_order_out_of_chaos.pdf · order and hence control chaos. Moreover, a small amount

Fluctuation and Noise LettersVol. 0, No. 0 (2002) 000–000c

�World Scientific Publishing Company

NOISE-INDUCED ORDER OUT OF CHAOS BY BAILOUT EMBEDDING

JULYAN H. E. CARTWRIGHT

Laboratorio de Estudios Cristalograficos, CSIC,E-18071 Granada, Spain.

MARCELO O. MAGNASCO

Abdus Salam International Centre for Theoretical Physics,I-34014 Trieste, Italy.

ORESTE PIRO and IDAN TUVAL

Institut Mediterrani d’Estudis Avancats, CSIC–UIB,E-07071 Palma de Mallorca, Spain.

Received (received date)Revised (revised date)

Accepted (accepted date)

We review the concept of bailout embedding; a general process for obtaining order from chaotic dy-namics by embedding the system within another larger one. Such an embedding can target islands oforder and hence control chaos. Moreover, a small amount of noise enhances this process.

Keywords: Bailout embedding, emergence in noisy environments, noise-induced patterns, noisy self-organization

1. Introduction

“But how does it happen,” I said with admiration, “that you were able to solvethe mystery of the library looking at it from the outside, and you were unableto solve it when you were inside?”

“Thus God knows the world, because He conceived it in His mind, as if fromthe outside, before it was created, and we do not know its rule, because we liveinside it, having found it already made.”

Dialogue between Adso and William, in Umberto Eco’s The Name of the Rose,Third Day: Vespers.

Many times we have a given system, we want to study it or modify its behaviour, butwe cannot get inside. We are thus obliged to do so from the outside. The way that thisis normally done consists of adding external degrees of freedom to which the system iscoupled; we have then a bigger system of which the old one is just one slice. This powerful

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idea has many incarnations, all involving immersing or embedding the original system in alarger space. For example, control theory is founded on the idea that we give liberty to asystem by providing extra degrees of freedom, only to take it away by stiffening interactionsthat enforce what is being controlled. In particular, chaos control is usually performed inexactly this fashion [12]: extra degrees of freedom are used as a forcing to the system,which are then subjected to the system’s behaviour by making the forcing a functional ofthe recent history of the behaviour. In this manner, one can preserve desired features of thedynamics, such as the existence of a fixed point, while completely changing the dynamicsaround it (i.e., by making a formerly stable fixed point unstable). Two things should benoted: (a) that this technique makes modifications on the basis of local observables, and(b) that the dynamics of the original system are largely destroyed.

In this work we show how to embed a system within a larger space, in such a waythat the augmented dynamics both accomplishes a global measurement of certain proper-ties of the system, and simultaneously forces it so as to take it away from behaviour wedo not want. A fundamental point is that, in order for the measurements to exist, theymust be made on an intact system; we achieve this by ensuring that a privileged slice ofour embedding leaves the original system completely untouched. We call this method abailout embedding for reasons that will promptly become clear. Bailout embedding maybe considered a general process to create order from disorder. With it chaos may be con-trolled and islands of order encountered within a chaotic sea. The technique is applicableto both continuous and discrete systems, and to both dissipative and conservative dynam-ics. The addition of noise to a bailout embedding displays the quite remarkable featurethat it enhances the ability of the embedding to attain order. It is possible to define a typeof space-dependent temperature for the dynamics; with this, we can see that the chaoticregions are hotter and the nonchaotic regions colder, and that the system evolves into thecolder regions.

The plan of the paper is as follows. In Section 2 we discuss embeddings and in Section 3define the concept of a bailout embedding, and present an example of its use in findingregular regions in chaotic dynamics. In Section 4 we add noise to the bailout embedding,and show with a further example how its addition enhances the ordering effect. In Section 5we discuss the relevance of these findings to fields of investigation in which the emergenceof order from disorder is of interest, ranging from our previous work in fluid dynamics, tospeculations on other applications.

2. Embeddings

We say an object � is embedded within a larger object � when there is a mapping �������� , called the embedding, such that ����� , the image of � under � , is somehowcompletely equivalent to � in the appropriate sense. This usually entails at least therebeing a �� �� whose restriction to ����� is very well behaved, like 1-1 or diffeomorphic.For example, manifolds may or may not be embedded within other larger manifolds: asphere can be embedded in ��� , but a Klein bottle cannot. Dynamical systems can also beso embedded within larger dynamical systems. A differential equation on a space � givenby ������ � � ��� ��� �� ��� ������ is embedded within a differential equation in a largerspace � given by � !�#" � ��� $� �%� "&� ����'� through a function ���(�)�*� if: (a)� is properly embedded in � by � : ������,+-� and �� .�0/ 1.243�5 is a diffeomorphism; and(b) the Jacobian of � maps � to " : "6�87 � � . Thus, if an initial condition in � is chosen

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Cartwright, Magnasco, Piro and Tuval

exactly on ����� , the subsequent evolution will remain forever on �'���� , and the orbits canbe pulled back diffeomorphically through �' �� to � . We call the embedding stable if aperturbation normal to ����� decays back to �'���� ; i.e., if �'���� is a stable attractor within� .

Somewhat less trivially, the ordinary differential equation �� � � � � ��� �8� � can beembedded in a larger differential equation by taking a derivative: �� � ��� � � � �� or also�� �8��� � � � � � � � . These two embeddings are inequivalent, though both contain the originaldynamical system; there are infinitely many such derivative embeddings that double phase-space dimensionality by placing a first-order ordinary differential equation within a secondorder one, and they can be quite inequivalent to one another. The derivative embedding�� ��� � � � � �� � ����� embeds the original differential equation within a conservative

system: �� ����� � , where � ��� ������� . How can a dissipative dynamical system beembedded within a Hamiltonian system? It turns out that the fixed points of � are mappedby the embedding to the maxima of � , which is negative definite. Thus the isopotentialsof ��� �������� +�� are the separatrices of these maxima; since they are defined through thetwo ordinary differential equations ������,� � � � , we see that our original dissipative systemhas been embedded into the separatrices of the larger Hamiltonian system. This embeddingis intrinsically unstable since the former fixed points � � � � � � , both stable and unstable,are mapped to saddle points at the maxima of � . This transformation can be extended tohigher dimensions when � is curl free:

���� ����� � � � � ���� �77 � � � � � � � �!"$# �

�� � " � � � � � �� " � �!"$# � � "������ � " �

�!"$# �%� " ��� "� � � �!� " % ��� �� � " � � � "� � �'&(& � �!"$# �*)�

�� � � � � " � " � (1)

when ��� � ��� � " �+��� " ��� � � � � . This condition is satisfied automatically by any � +-,/. ,though it only requires � +0,/. if the space is simply connected. So any gradient flowof the form �� � ,/. can be embedded within the conservative flow �� � �� , / ,/.�/ � . Theother derivative embedding, ��6� �1� � � �.�� is inequivalent since it is nonconservative.

Of course, embedding a system changes notions of stability, because stability refersto perturbations, and in a larger system there are all of the old perturbations plus a batchof new ones. So, even though all of the solutions of the original system are preserved,by adding new directions away from the old solutions we may transform formerly stablesolutions into unstable ones in the larger setting. The trivial way to embed a system isthrough a cross product; for instance, ���� � � � ��� � �32 is embedded within 254 � as

���� � � � � � " � � � � �� �76 � (2)

where " � � � � is arbitrary except for requiring that " � � �8� � +9� , which guarantees that for � � we have the original system. If 6;: � then always dies out, and so we alwaysrecover the original object; in this case, we can call the embedding itself stable, in thesense that any motion away from the embedded object takes us back. Stable derivative

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embeddings can be constructed rather simply. Take, for instance,

77 � ��� � � � � � � �;��� ��� � � � � � �.�7 �7 � � � � (3)

of which the previous examples were the �!� � limit. This embedding ensures that thedistance between the actual trajectory and the embedding diminishes exponentially withtime for any initial condition.

3. Bailout Embeddings

We define a bailout embedding as one of the form

77 � ��� � � � � � � �;��� � � ����� � � � � � �.�7 �7 � � �(� (4)

where � � � � : � on a set of orbits that are unwanted, and � � � ���9� otherwise. Thus thenatural behaviour of a bailout embedding is that the trajectories in the full system tend todetach or bail out from the embedding into the larger space, where they bounce around.If, after bouncing around for a while, these orbits reach a stable region of the embedding,� � � ��� � , they will once again collapse onto the embedding, and so onto the originaldynamical system. In this way we can create a larger version of the dynamics in whichspecific sets of orbits are removed from the asymptotic set, while preserving the dynamicsof another set of orbits — the wanted one — as attractors of the enlarged dynamical system.For the special choice of � � � � � � ��� � , � � , these dynamics have been shown to detachfrom saddle points and other unstable regions in conservative systems [1].

A striking application of Eq. (4) is to divergence-free flows, of which Hamiltoniansystems are the most important class. A classical problem in Hamiltonian dynamics islocating Kolmogorov–Arnold–Moser (KAM) tori. Hamiltonian systems live between twoopposite extremes, of fully integrable systems and fully ergodic ones. Fully integrablesystems are characterized by dynamics unfolding on invariant tori. The KAM theoremasserts that as a parameter taking the system away from integrability is increased, thesetori break and give rise to chaotic regions in a precise sequence; for any particular valueof this parameter in a neighbourhood of the integrable case, there are surviving tori. Theproblem with finding them is that, the dynamics being volume-preserving, merely evolvingtrajectories either forwards or backwards does not give us convergence onto tori.

It is not hard to extend flow bailout, Eq. (4), to maps in the obvious fashion [3]. Givena map � � � � � � � � � � the bailout embedding is given by

� � � � � � � � � � � � � � � � � � � � � � � � � � � � ��� (5)

provided that / � � � /��)

over the unwanted set. (In the map system, almost any ex-pression written for the ordinary differential equation translates to something close to anexponential; in particular, stability eigenvalues have to be negative in the ordinary differ-ential equation case to represent stability, while they have to be smaller than one in abso-lute value in the map case). The particular choice of the gradient as the bailout function

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� � � � �9� ��� � , � � in a flow translates in the map setting to � � � ��� � , � . A classicaltestbed of Hamiltonian systems is the standard map, an area-preserving map introduced byChirikov and Taylor. The standard map is given by

� � � � �$� � � ���� ���� � ���� � ���� ��� ��� ��� � � � � � � � � � � �� ��� ��� � � (6)

where � is the parameter controlling integrability.In general, the dynamics defined by this map present a mixture of quasiperiodic mo-

tions occurring on KAM tori and chaotic ones, depending on where we choose the initialconditions. As the value of � is increased the region dominated by chaotic trajectoriespervades most of the phase space except for increasingly small islands of KAM quasiperi-odiciy. Since the only factor that decides whether we are in one of these islands or in thesurrounding chaotic sea is the initial condition of the trajectory, locating them may becomean extremely difficult problem for large values of the nonlinearity. Let us show, however,that the bailout embedding may come to help by transforming the KAM trajectories intoglobal attractors of the embedded system.

In order to embed the standard map, we only need to replace � and � � � in Eq. (5)with the appropriate expressions. � stems directly from Eq. (6) and, in accordance with theprevious definitions, � � � becomes

� � � ��� �%)

��� � � ���� �)��� � � ���� � � )

&�� (7)

Therefore, the bailout embedding of the standard map is given by the coupled second-orderiterative system

� � � � � � � � � � � ��� � � (8)

� � � � � �� ��� � � � � � ��� � � � � � �� � � � � � � � ��� � � ���� � � � � � �� � � � � � � � ���� � � � � ��� � � � � � � � ��� � ��� � � ��� � � � � � � � � ��� � � ���� � � )� � � � � ��� � � � � � � � ���

where �� and ��� are the components of the function � � � � � � � � � �� � � � � � ��� ��� � � � � � � � .Notice that due to the area preserving property of the standard map, the two eigenvaluesof the derivative matrix must multiply to one. If they are complex, this means that both havean absolute value of one, while if they are real, generically one of them will be larger thanone and the other smaller. We can then separate the phase space into elliptic and hyperbolicregions corresponding to each of these two cases. If a trajectory of the original map liesentirely on the elliptic regions, the overall factor ����� � � �.� damps any small perturbationaway from it in the embedded system. But for chaotic trajectories that inevitably visit somehyperbolic regions, there exists a threshold value of � such that perturbations away froma legal standard map trajectory are amplified instead of dying out in the embedding. Asa consequence, trajectories are expelled from the chaotic regions to finally settle in thesafely elliptic KAM islands. This process can be seen clearly in Fig. 1. As the value of � isdecreased, the number of trajectories starting from random initial conditions that eventuallysettle into the KAM tori increases.

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Fig 1. The bailout process can find extremely small KAM islands. The standard map for ����� has a chaotic seacovering almost the entire torus, except for a tiny period-2 KAM torus near position ������ � ������� . 1000 randominitial conditions were chosen and iterated for 20 000 steps; the next 1000 iterations are shown.(a) Original map,(b) ������� � , (c) ������� � , (d) ������� � .

A Hamiltonian system does not usually just satisfy volume conservation, but also willconserve the Hamiltonian itself. Given a flow �� � � � � � with a conserved quantity � +-� ,then ��� ,�� � � . However, building a bailout embedding by the procedure above doesnot lead to dynamics that satisfy �� +�� , because the bailout embedding should be ��� �+�dimensional. This is clearly undesirable in the case of Hamiltonian systems, so we mayderive a bailout embedding that will obey a conservation law. The bailout equation can bewritten ��6� � , � � �.� � � �� � � � � , ��� �� + � � (9)

We need to correct this acceleration so that it stays on the second tangent space of the� +9� surface. Let us call the raw bailout acceleration � . The second derivative �� has tosatisfy �� � ,!� � ���� , ,!� � ���� � , so we can modify � to

���� � � � � ,!�/ ,!� / � ,!� � ,!�/ ,!� / � �� � ,/,�� � �� � (10)

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This equation, given that we start on ���� ,!� � � , will then preserve this property. In Fig. 2we illustrate the effect with the Henon–Heiles Hamiltonian ���

)��� � �1���� ������� ������ � ���� � � ��� , which displays a conservative dynamics given by the Hamilton equations

����������� � �� � � ���� � �

� ������� � � �� � � � ���� � (11)

The bailout embedding can be written as:

�� � � � � � � ����� � �� � , ��� �� � (12)

where� � � � � � �� � � � � , and the acceleration �� is given by Eq. (10) or Eq. (9), with

and without the constant energy modification respectively. Figures 2a and 2c show witha Poincare section how a bailout embedding of a Henon–Heiles flow ends up on a KAMtorus, in each case. Figures 2b and 2d show energy against time for the same trajectories.Figure 2b shows a series of plateaux punctuated by rapid energy jumps, while in Fig. 2d,which includes the constant-energy modification, there are no jumps.

In contrast to the two-dimensional case, in three-dimensional volume-preserving (Li-ouvillian) maps the incompressibility condition only implies that the sum of the three in-dependent eigenvalues must be zero. This less restrictive condition allows for many morecombinations, and a richer range of dynamical situations may be expected. As an example,consider the bailout embedding of the ABC map [5], a non-Hamiltonian system given by

��� � 3��� � � � � � � �� � � � � � � � � � � � � � �� � � � ��� (13)

where� � � � � � � � � ��� � � � � � � � � � ��� ��� ��� � � � � � � � � �� � � � � � � � � � � � � � ��� ��� (14)

� � � � � � � ��� � � � � � � � � � � � � � �� ��� ��� � �Depending on the parameter values, this map possesses two quasi-integrable behaviours:the one-action type, in which a KAM-type theorem exists, and with it invariant surfacesshaped as tubes or sheets; and the two-action type displaying the phenomenon of resonance-induced diffusion leading to global transport throughout phase space [7]. In an applicationof bailout embedding to the first case we find an interesting generalization of the behaviouralready found in two dimensions; particle trajectories are expelled from the chaotic regionsto finally settle in the regular KAM tubes, as shown in Fig. 3. In the two-action case, noregular regions separated by barriers exist, and the map dynamics lead to global diffusionover all the phase space. In this case there exists a resonant structure that controls the dy-namics. This structure can be easily recovered with the use of noise in a bailout embedding,as we shall see below.

4. Noisy Bailout Embeddings

In this Section we study the properties of bailout embeddings in the presence of an ex-tremely small amount of white noise [4]. We show that there are two stages to the modula-tion of the invariant density in the small-noise limit. At first the bailout is everywhere stable,

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−0.4 0 0.4 0.8y

−0.4

0

0.4

py

0 1000 2000 3000 4000t

0

0.05

0.1

0.15

0.2

E (a)

(c) (d)

(b)

Fig 2. (a) and (c), A bailout embedding of the Henon–Heiles Hamiltonian finds a KAM torus in the flow, withoutenergy conservation and with energy conservation in the process, respectively. (b) and (d), the Henon–Heilesenergy � against time in each case. In (a) and (b) there is one trajectory plotted, while in (c) and (d), two initialconditions with the same energy are used.

(a) (b)

Fig 3. A bailout embedding of the ABC map in the one-action regime demonstrates how it seeks out the regularregions of KAM tubes. For a homogeneous distribution of initial conditions we plot only the last 1000 steps ofthe map evolution for different values of � : (a) � � �� (b) � � �� � . The images represent the [0,2 � ] cube in thephase space.

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but fluctuations around the stable embedding may be restored towards the stable manifoldat different rates and thus acquire different expectation values. These fluctuations leave amark on the invariant density through a mechanism similar to spatially modulated temper-ature [2, 10], namely, the dynamics prefer to escape the hot regions. This is balanced in anontrivial fashion by mixing in the map to create interesting scars in the invariant density.As the bailout parameter is changed, the noise prefactor can diverge, and the embeddingloses stability at some points, so honest-to-goodness detachment ensues.

The study of Hamiltonian systems is hampered by the uninteresting features of the er-godic measures: if the system is ergodic, then it is Lebesgue automatically; if it is not, thenit does not have a unique invariant measure to begin with: in the case of KAM systems,the measure disintegrates into a millefeuille of KAM tori and ergodic regions. The addi-tion of a small amount of white noise — i.e., coupling to a thermal bath — renders thesystem automatically ergodic, and a unique stable invariant measure (in the Sinai–Ruelle–Bowen sense [6, 11]) appears; but it is still the Lebesgue measure, and thus all propertiesto be studied are necessarily higher order. This is even a problem for plotting what thephase space looks like. Bailout embeddings allow the use of measure-theoretical studiesin Hamiltonian systems, by permitting the dynamics to leave nontrivial shadows upon aninvariant measure.

We study the bailout embedding of a dynamical system

� � � � � � � � � ��� (15)� � � � � � � � � � � � � � � , � / �� � � � � � � � � � � � � ��� � � (16)

in which as before we have used the gradient of the map as the bailout function. New hereis the noise term � � , with statistics

� � � � � � �� � � ��� � � � �)� � � � � � � � � (17)

We can separate this two-step recurrence into two one-step recurrences

� � � � � � � � � � � � � (18)

� � � � � � , � / �� � ��� � � (19)

Note that now the second equation is affine, being linear in the plus a homogeneouslyadded noise process, so it could be solved analytically for if we knew what the � werein the past. Under the assumption that the are infinitesimally small, we get the classicalorbits � � � � � � � � � � , and we can explicitly write down the solution for the

� � � � � � � � � , � / �� (20)4 � � � .� � � � , � / ��� ��4 � � � � � � � , � / ��� �� � � � � � � � � � � ���or, after unwrapping,

� � � � � � � � � , � / ���� � .� (21)� � � � , � / �� , � / ��� ���� � �� � � � , � / �� , � / ��� �� , � / ��� ���� � � � � � � �

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which may be written more compactly as

� � � � �!"$#���� � " � " �

"�� #�� , � / �� ���� � (22)

Then, given that the � are uncorrelated, the expectation value of � is given as the sum ofthe squares of the terms, or

� � �� � � � �!"$#���� " � "�� #�� , � / �� �� �

�� (23)

where the� � � are averages over the � process. Clearly, as � ��� this expression tends to

).

In the regime in which �� 5� and� � � ���

), the

� �� � � ��� � ��� ���)

and hence thetrajectories collapse upon the classical orbits: � � � � ��� � � � � � � � � � � � � . Under thesecircumstances, the embedding is always stable, and there is no detachment. In this regimewe can compute explicitly the above expression Eq. 23 which depends only on the currentvalue of the position:

�'� � � �� � �� � � � �!"$#��

�� " � "�� #�� , � / � �� 2 5 �

�(24)

Thus �� � � defines a sort of temperature for the fluctuations .As long as the are infinitesimally small, they do not — and cannot — affect the �

dynamics, which has collapsed unto the classical trajectories; thus they do not affect theinvariant density � � � � either, and hence � � � � is asymptotic to the Lebesgue measure. Forinfinitesimally small

� � � � , as � is made smaller, the sum acquires more and more termsbecause the prefactor � " � decays more and more slowly. For any value of � , the productsof the gradients grow or shrink roughly as the exponential of the Lyapunov exponent times�. Thus, when � equals the local Lyapunov exponent at � , the series defining �� � � stops

being absolutely convergent at � and may blow up. As � is lowered further, more and morepoints � have local Lyapunov exponents greater than � and so �� � � formally diverges atmore and more points � .

Where �� � � � � it means that� �� � is finite even if

� � � � is infinitesimally small. Thusthe embedding trajectories have detached from the actual trajectories, and the approxima-tions given above break down. Detachment is the process that was first envisioned as beingcharacteristic of bailout embeddings [1,3]. However, by employing noise in the embeddingand carefully controlling its use, we can see the process that occurs before detachment. If�� � � is finite and smaller than

)� � � � � , then we have a regime in which the s behave as a

noise term added to the classical trajectories: � � � � � � � � � � � � with� �� � � � ��� � �� � � .

We have, alas, lost the whiteness of the process, since � � � and � are not any longerstatistically independent. However, this is in this case a second-order effect comparedwith the fact that the noise process amplitude, being modulated as a function of position,will immediately lead to inhomogeneous coverage by the dynamics: hot regions will beavoided while cold regions will preserve the dynamics. All of this is in a context in which

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Cartwright, Magnasco, Piro and Tuval

(h)

1.0

0.0

(g)

(f)

-0.5-0.5 0.50.5

-0.5

1.0

0.0

1.0

0.0

-0.5 0.50.5(i) (j)

(e)

1.0

0.0-0.5

(b)-0.5 -0.5 0.50.5(a)

-0.5

0.0-0.5-0.5 0.50.5

1.0

0.50.5(c) (d)

Fig 4. Noisy bailout embedding histograms (left) and temperature plots (right) for standard map nonlinearityparameter � � ��� � , noise parameter � � � ��� � , and bailout parameter (a), (b), � ���� � ; (c), (d), � ���� � � ; (e),(f), �!� �� � ; (g), (h), �!� �� � � ; and (i), (j), �!� �� � . The striped histogram colour scale runs from yellow athigh densities to cyan at low densities, while the temperature colour scale runs from red (high) to blue (low).

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Noise-Induced Order out of Chaos

(a) (b)

Fig 5. A noisy bailout embedding displays the temperature amplitude for the two-action and most chaotic cases inthe ABC map. The images are the [0,2 � ] � [0,2 � ] region in the ��� axis, for a slice in the � direction correspondingto the values ��� [0,0.49].

the embedding is essentially stable throughout. Thus this process is not detachment per se,but rather avoidance.

We can illustrate this best in the context of the standard map acting as before as thebase flow. Figure 4 shows side by side the visit histogram — the invariant measure —(left-hand side) together with the corresponding space-dependent temperature (right-handside) for a decreasing sequence of the bailout parameter � and fixed values of the standard-map nonlinearity and noise parameters. While, for � larger than � � ��� , the temperature isa well-defined function of the space coordinates, it shows signs of divergence — the redregions, which become larger as � decreases — for � smaller than � � ��� . On the other hand,however, the invariant measure displays features related to the structure of � on both sidesof this transition, i.e., even before detachment occurs.

As we anticipated at the end of the previous Section, the noisy bailout can give us usefulinformation about the dynamics in a non-Hamiltonian context as well. In Fig. 5 we showhow it works for the ABC map in those instances in which the parameters values lead toa two-action type map or even to a completely chaotic one. In the first case, Fig. 5a, thenoisy bailout allows us to recover the resonant structure of the two-action ABC map; themain property of its dynamics. In Fig. 5b we apply noisy bailout to a generic chaotic casein which we do not have any information about the phase space structure. We obtain arepresentative picture of how the phase space looks; note, for example, that the invariantmanifolds are clearly very twisted.

5. Discussion

Embedding is a technique with the potential to be applied to many fields of research. Oneinstance is that in which global or long-range measurements are made by use of auxiliaryvariables. In this case our original system

�is used as a forcing for another system ; it is

the internal dynamics of that keep a memory of what is being measured. The most ele-mentary and best studied instance of this are infinite impulse response filters (IIRFs) [9,13].A trivial example is given by � � � � 6 � � � )

�36 � � � , where the � � are observations of oursystem; the � then keep running averages with an exponential memory of the input, i.e.,an arbitrarily long memory has been achieved on the basis of the extra degrees of freedomadded. Another example is the calculation of a Lyapunov exponent, the decay constantthat measures how perturbations grow or shrink around a given trajectory of a dynamical

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Cartwright, Magnasco, Piro and Tuval

system. If the system�

is given by the ordinary differential equation �� � � � � � , then per-turbations � around a given solution � � � � of this equation will evolve as �7 �6� , � / 2�� 5 7 � ,an inhomogeneous linear equation. This calculation is numerically accomplished by keep-ing track of the compound matrix; hence, by adding extra degrees of freedom to a system,we can compute all Lyapunov exponents of the trajectory, a dynamically important globalmeasure of a system’s behaviour. Note that the dynamical behaviour of the system per-mits in general extremely complex calculations.

Bailout embeddings constitute a subclass of embeddings with much utility for obtain-ing order from chaotic systems. Here, as in previous work, we have provided examplesof the use of bailout embeddings for finding regularity — quasiperiodic orbits — in bothHamiltonian maps [3,4] and flows [1], and in the more general setting of volume-preservingmaps [5]. We have also demonstrated that the addition of a small amount of noise enhancesthe bailout process in a nontrivial fashion [4]. With noisy bailout we can define an effectivespace-dependent temperature, with which we can appreciate that the system evolves intothe colder regions of the flow. We have shown in other works the applicability of bailoutembeddings to fluid dynamics, where they describe the dynamics of small neutrally buoy-ant particles in both two [1], and three-dimensional [5] incompressible fluid flows. Suchflows are conservative systems, and learning in many evolutionary games can also be putinto a conservative form [8]. In particular, the rock–paper–scissors game, which is thesimplest non-trivial model for a network of interacting entities — which may be species,economies, people, etc — none of which is an outright winner in competition between thethree (scissors beat paper, rock beats scissors, but paper beats rock), displays Hamiltonianchaos [14]. Could bailout embeddings contribute to learning in evolutionary games? Cer-tainly, as we have seen, a bailout embedding allows chaos to be controlled by targetingzones of order within the phase space of the system. An entity using a bailout embeddingto conduct its strategy of competition could take advantage of this dynamical mechanism;it could perturb the system to control it to attain a learning capability. We may speculatethat such a process could occur in nature; it could be useful in evolutionary game theory, inLotka–Volterra population dynamics, in voter dynamics, or possibly even in human learn-ing. While the latter ideas are purely speculative, bailout embeddings provide a generalmechanism capable of creating order from chaotic systems, which is even more effectivein the presence of noise.

Acknowledgements

JHEC acknowledges the financial support of the Spanish CSIC, Plan Nacional del Espaciocontract ESP98-1347. MOM acknowledges the support of the Meyer Foundation. OPand IT acknowledge the Spanish Ministerio de Ciencia y Tecnologia, Proyecto CONOCE,contract BFM2000-1108.

References

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[2] M. Buttiker. Transport as a consequence of state-dependent diffusion. Z. Phys. B, 68:161–,1987.

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Noise-Induced Order out of Chaos

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[4] J. H. E. Cartwright, M. O. Magnasco, and O. Piro. Noise- and inertia-induced inhomogeneityin the distribution of small particles in fluid flows. Chaos, 12:489–495, 2002.

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[7] M. Feingold, L. P. Kadanoff, and O. Piro. Passive scalars, three-dimensional volume-preservingmaps, and chaos. J. Stat. Phys., 50:529–565, 1988.

[8] J. Hofbauer. Evolutionary dynamics for bimatrix games: A Hamiltonian system? J. Math. Biol.,34:675–688, 1996.

[9] P. Horowitz and W. Hill. The Art of Electronics. Cambridge University Press, 1989.

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[12] E. Ott, C. Grebogi, and J. A Yorke. Controlling chaos. Phys. Rev. Lett., 64:1196–1199, 1990.

[13] W. H. Press, B. P. Flannery, S. A. Teukolsky, and W. A. Vetterling. Numerical Recipes in C.Cambridge University Press, 1988.

[14] Y. Sato, E. Akiyama, and J. D. Farmer. Chaos in learning a simple two-person game. Proc. Nat.Acad. Sci. USA, 99:4748–4751, 2002.