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MiS Preprint
83/2007

Entropy, dimension, and state mixing in a class of time-delayed dynamical systems

David Albers and Fatihcan M. Atay

Abstract

Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be sensibly incorporated into the dynamical system. The primary goal of this paper is to begin to isolate and understand the effects of adding time-delay coordinates to a dynamical system. The key results include (i) an analytical understanding regarding extreme points of a time-delay dynamical system framework including an invariance of entropy and the variance of the Kaplan-Yorke formula with simple time re-scalings; (ii) computational results from a time-delay mapping that forms a path between dynamical systems dependent upon the most distant and the most recent past; (iii) the observation that non-trivial mixing of past states can lead to high-dimensional, high-entropy dynamics that are not easily reduced to low-dimensional dynamical systems; and (iv) the observed phase transition (bifurcation) between low-dimensional, reducible dynamics and high or infinite-dimensional dynamics.

Received:
Sep 5, 2007
Published:
Sep 5, 2007
PACS:
05.45.-a, 89.75.-k, 05.45.Tp, 02.30.Ks
Keywords:
chaos, Lyapunov exponents, high dimensions, delay, entropy, Kaplan-Yorke dimension, structural stability

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Preprint
2007 Repository Open Access
Fatihcan M. Atay and David J. Albers

Entropy, dimension, and state mixing in a class of time-delayed dynamical systems