Chaotic mixing in noisy Hamiltonian systems

This paper summarizes an investigation of the effects of low-amplitude noise and periodic driving on phase-space transport in three-dimensional Hamiltonian systems, a problem directly applicable to systems like galaxies, where such perturbations reflect internal irregularities and/or a surrounding environment. A new diagnostic tool is exploited to quantify the extent to which, over long times, different segments of the same chaotic orbit evolved in the absence of such perturbations can exhibit very different amounts of chaos. First-passage-time experiments are used to study how small perturbations of an individual orbit can dramatically accelerate phase-space transport, allowing 'sticky' chaotic orbits trapped near regular islands to become unstuck on surprisingly short time‐scales. The effects of small perturbations are also studied in the context of orbit ensembles with the aim of understanding how such irregularities can increase the efficacy of chaotic mixing. For both noise and periodic driving, the effect of the perturbation scales roughly logarithmically in amplitude. For white noise, the details are unimportant: additive and multiplicative noise tend to have similar effects and the presence or absence of friction related to the noise by a fluctuation–dissipation theorem is largely irrelevant. Allowing for coloured noise can significantly decrease the efficacy of the perturbation, but only when the autocorrelation time, which vanishes for white noise, becomes so large that there is little power at frequencies comparable with the natural frequencies of the unperturbed orbit. This suggests strongly that noise-induced extrinsic diffusion, like modulational diffusion associated with periodic driving, is a resonance phenomenon. Potential implications for galaxies are discussed.     

Analysis of the Chaotic Behaviour of Orbits Diffusing along the Arnold Web

In a previous work [Guzzo et al. DCDS B 5, 687–698 (2005)] we have provided numerical evidence of global diffusion occurring in slightly perturbed integrable Hamiltonian systems and symplectic maps. We have shown that even if a system is sufficiently close to be integrable, global diffusion occurs on a set with peculiar topology, the so-called Arnold web, and is qualitatively different from Chirikov diffusion, occurring in more perturbed systems. In the present work we study in more detail the chaotic behaviour of a set of 90 orbits which diffuse on the Arnold web. We find that the largest Lyapunov exponent does not seem to converge for the individual orbits while the mean Lyapunov exponent on the set of 90 orbits does converge. In other words, a kind of average mixing characterizes the diffusion. Moreover, the Local Lyapunov Characteristic Numbers (LLCNs), on individual orbits appear to reflect the different zones of the Arnold web revealed by the Fast Lyapunov Indicator. Finally, using the LLCNs we study the ergodicity of the chaotic part of the Arnold web.     

Comparison of convergence towards invariant distributions for rotation angles, twist angles and local Lyapunov characteristic numbers

Using the standard map as a model problem and in the spirit of cluster analysis we have studied the invariance of the distributions of different indicators introduced to detect and measure weak chaos. We show that the problem is less straightforward than expected and that, except for very strong chaotic dynamical systems, all the complexities (islands, sticking phenomena, cantori) of mixed Hamiltonian systems are reflected into the indicators of convergence towards invariant distributions.     

Transition spectra of dynamical systems

The spectra of ‘stretching numbers’ (or ‘local Lyapunov characteristic numbers’) are different in the ordered and in the chaotic domain. We follow the variation of the spectrum as we move from the centre of an island outwards until we reach the chaotic domain. As we move outwards the number of abrupt maxima in the spectrum increases. These maxima correspond to maxima or minima in the curve a(θ), where a is the stretching number, and θ the azimuthal angle. We explain the appearance of new maxima in the spectra of ordered orbits. The orbits just outside the last KAM curve are confined close to this curve for a long time (stickiness time) because of the existence of cantori surrounding the island, but eventually escape to the large chaotic domain further outside. The spectra of sticky orbits resemble those of the ordered orbits just inside the last KAM curve, but later these spectra tend to the invariant spectrum of the chaotic domain. The sticky spectra are invariant during the stickiness time. The stickiness time increases exponentially as we approach an island of stability, but very close to an island the increase is super exponential. The stickiness time varies substantially for nearby orbits; thus we define a probability of escape P_n(x) at time n for every point x. Only the average escape time in a not very small interval Δx around each x is reliable. Then we study the convergence of the spectra to the final, invariant spectrum. We define the number of iterations, N, needed to approach the final spectrum within a given accuracy. In the regular domain N is small, while in the chaotic domain it is large. In some ordered cases the convergence is anomalously slow. In these cases the maximum value of a_k in the continued fraction expansion of the rotation number a = [a₀,a₁,... a_k,...] is large. The ordered domain contains small higher order chaotic domains and higher order islands. These can be located by calculating orbits starting at various points along a line parallel to the q-axis. A monotonic variation of the sup {q}as a function of the initial condition q₀ indicates ordered motions, a jump indicates the crossing of a localized chaotic domain, and a V-shaped structure indicates the crossing of an island. But sometimes the V-shaped structure disappears if the orbit is calculated over longer times. This is due to a near resonance of the rotation number, that is not followed by stable islands. This revised version was published online in July 2006 with corrections to the Cover Date.     

Chaos in cuspy triaxial galaxies with a supermassive black hole: a simple toy model

This paper summarises an investigation of chaos in a toy potential which mimics much of the behaviour observed for the more realistic triaxial generalisations of the Dehnen potentials, which have been used to model cuspy triaxial galaxies both with and without a supermassive black hole. The potential is the sum of an anisotropic harmonic oscillator potential, ${\text{V}}_{\text{0}} = \frac{1}{2}\left( {a^2 x^2 + b^2 y^2 + c^2 z^2 } \right)$ , and aspherical Plummer potential, ${\text{V}}_{\text{P}} = M_{BH} /\sqrt {r^2 + \varepsilon ^2 } $ , with $r^2 = x^2 + y^2 + z^2$ . Attention focuses on three issues related tothe properties of ensembles of chaotic orbits which impact on chaotic mixing and the possibility of constructing self-consistent equilibria:(1) What fraction of the orbits are chaotic? (2) How sensitive are the chaotic orbits, that is, how large are their largest (short time) Lyapunov exponents? (3) To what extent is the motion of chaotic orbits impeded by Arnold webs, that is, how 'sticky' are the chaotic orbits? These questions are explored as functions of the axis ratio a: b: c, black hole mass M _BH, softening length ε, and energy E with the aims of understanding how the manifestations of chaos depend onthe shape of the system and why the black hole generates chaos. The simplicity of the model makes it amenable to a perturbative analysis. That it mimics the behaviour of more complicated potentials suggests that much of this behaviour should be generic.     

Phase correlations in chaotic dynamics: a Shannon entropy measure

In the present work, we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments, we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when dealing with a chaotic diffusion process. We apply this approach to different low-dimensional maps in order to show that indeed the entropy is very sensitive to the presence of correlations among the successive values of angular variables, even when it is weak. Later on, we apply this approach to unveil strong correlations in the time evolution of the phases involved in the Arnold’s Hamiltonian that lead to anomalous diffusion, particularly when the perturbation parameters are comparatively large. The obtained results allow us to discuss the validity of several approximations and assumptions usually introduced to derive a local diffusion coefficient in multidimensional near-integrable Hamiltonian systems, in particular the so-called reduced stochasticity approximation.     

Stickiness effects in chaos

Stickiness is a temporary confinement of orbits in a particular region of the phase space before they diffuse to a larger region. In a system of 2-degrees of freedom there are two main types of stickiness (a) stickiness around an island of stability, which is surrounded by cantori with small holes, and (b) stickiness close to the unstable asymptotic curves of unstable periodic orbits, that extend to large distances in the chaotic sea. We consider various factors that affect the time scale of stickiness due to cantori. The overall stickiness (stickiness of the second type) is maximum near the unstable asymptotic curves. An important application of stickiness is in the outer spiral arms of strong-barred spiral galaxies. These spiral arms consist mainly of sticky chaotic orbits. Such orbits may escape to large distances, or to infinity, but because of stickiness they support the spiral arms for very long times.     

Local and global diffusion in the Arnold web of a priori unstable systems

Using the numerical techniques developed by Froeschlé et al. (Science 289 (5487): 2108–2110, 2000) and by Lega et al. (Physica D 182: 179–187, 2003) we have studied diffusion and stochastic properties of an a priori unstable 4D symplectic map. We have found two different kinds of diffusion that coexist for values of the perturbation below the critical value for the Chirikov overlapping of resonances. A fast diffusion along some resonant lines that exist already in the unperturbed case and a slow diffusion occurring in regions of the phase space far from such resonances. The latter one, although the system does not satisfy the Nekhoroshev hypothesis, decreases faster than a power law and possibly exponentially. We compare the diffusion coefficient to the indicators of stochasticity like the Lyapunov exponent and filling factor showing their behavior for chaotic orbits in regions of the Arnold web where the secondary resonances appear, or where they overlap.     

On the Structure of Symplectic Mappings. The Fast Lyapunov Indicator: a Very Sensitive Tool

It is already known (Froeschlé, Lega and Gonczi, 1997) that the Fast Lyapunov Indicator (FLI), that is the computation on a relatively short time of the largest Lyapunov indicator, allows to discriminate between ordered and weak chaotic motion. We have found that, under certain conditions, the FLI also discriminates between resonant and non-resonant orbits, not only for two-dimensional symplectic mappings but also for higher dimensional ones. Using this indicator, we present an example of the Arnold web detection for four and six-dimensional symplectic maps. We show that this method allows to detect the global transition of the system from an exponentially stable Nekhoroshevs like regime to the diffusive Chirikovs one.     

The fine-grained phase-space structure of cold dark matter haloes

We present a new and completely general technique for calculating the fine-grained phase-space structure of dark matter (DM) throughout the Galactic halo. Our goal is to understand this structure on the scales relevant for direct and indirect detection experiments. Our method is based on evaluating the geodesic deviation equation along the trajectories of individual DM particles. It requires no assumptions about the symmetry or stationarity of the halo formation process. In this paper we study general static potentials which exhibit more complex behaviour than the separable potentials studied previously. For ellipsoidal logarithmic potentials with a core, phase mixing is sensitive to the resonance structure, as indicated by the number of independent orbital frequencies. Regions of chaotic mixing can be identified by the very rapid decrease in the real-space density of the associated DM streams. We also study the evolution of stream-density in ellipsoidal NFW haloes with radially varying isopotential shape, showing that if such a model is applied to the Galactic halo, at least 10⁵ streams are expected near the Sun. The most novel aspect of our approach is that general non-static systems can be studied through implementation in a cosmological N -body code. Such an implementation allows a robust and accurate evaluation of the enhancements in annihilation radiation due to fine-scale structure such as caustics. We embed the scheme in the current state-of-the-art code gadget -3 and present tests which demonstrate that N -body discreteness effects can be kept under control in realistic configurations.     

A Non-Planar Circular Model for the 4/7 Resonance

An adiabatic approximation for the non-planar, circular, restricted 3BP is presented for the external resonance 4/7. It can be used as a model for resonant Kuiper belt objects. The Hamiltonian is truncated at the fourth order in eccentricities and inclinations. After averaging, we have a system of two degrees of freedom with two frequencies. Numerical calculations show that the ratio of these frequencies is ~10². Having introduced suitable canonical variables, we used the adiabatic approach introduced by Wisdom in a different context. We left slow variables frozen and after solving the pendulum problem for fast variables, we used the averaged effect of fast variables on slow variables. In this way we obtained the guiding trajectories for slow variables as contour lines of adiabatic invariant. We discuss the existence of a chaotic region which is formed by trajectories crossing a critical curve which corresponds to the separatrix of fast pendulum motion, where the assumption of sharp division between fast and slow frequencies is not correct and the adiabatic theory fails. The model works well for e ~ 0.1 and can be used for finding the chaotic regions, but for e~ 0.17 it becomes unsatisfactory due to truncation and bad convergence of the Laplace expansion. Qualitatively it can, however, help us to understand how the protective mechanism works as the interplay of mean motion and Kozai–Lidov resonance.     

Phase-space mixing and the merging of cusps

Collisionless stellar systems are driven towards equilibrium by mixing of phase-space elements. I show that the excess-mass function     [where     is the coarse-grained distribution function] always decreases on mixing . D ( f ) gives the excess mass from values of     . This novel form of the mixing theorem extends the maximum phase-space density argument to all values of f . The excess-mass function can be computed from N -body simulations and is additive: the excess mass of a combination of non-overlapping systems is the sum of their individual D ( f ). I propose a novel interpretation for the coarse-grained distribution function, which avoids conceptual problems with the mixing theorem.
As an example application, I show that for self-gravitating cusps (  ρ∝ r ^−γ  as   r → 0  ) the excess mass   D ∝ f ^{−2(3−γ)/(6−γ)}  as   f →∞  , i.e. steeper cusps are less mixed than shallower ones, independent of the shape of surfaces of constant density or details of the distribution function (e.g. anisotropy). This property, together with the additivity of D ( f ) and the mixing theorem, implies that a merger remnant cannot have a cusp steeper than the steepest of its progenitors. Furthermore, I argue that the cusp of the remnant should not be shallower either, implying that the steepest cusp always survives.     

Order and Chaos in Self-Consistent Galactic Models

We construct and compare two different self-consistent N-body equilibrium configurations of galactic models. The two systems have their origin in cosmological initial conditions selected so that the radial orbit instability appears in one model and gives an E5 type elliptical galaxy, but not in the other that gives an E1 type. We examine their phase spaces using uniformly distributed orbits of test particles in the resulting potential and compare with the distribution of the orbits of the real particles in the two systems. The main types of orbits in both cases are box, tube and chaotic orbits. One main conclusion is that the orbits of the test particles in the 3-dimensional potential are foliated in a way quite close to the foliation of invariant tori in a 2-dimensional potential. The real particles describe orbits having similar foliation. However, their distribution is far from being uniform. The difference between the two models of equilibrium is realized mainly by different balances of the populations of real particles in box and tube orbits.     

Modeling the dynamical profile of a BL Lacertae object

A simple dynamical model for a BL Lacertae active galaxy is presented. The model consists of a logarithmic potential with an additional term representing internal perturbations. The time independent and the evolving model are investigated. In both cases we search for regular and chaotic motion and study the velocity distribution near the centre of the system. Numerical calculations suggest that responsible for the chaotic phenomena is the internal perturbation, the flattening parameter and the dense nucleus. The radius of the nucleus also affects the maximum velocity in the central regions of the galaxy. Our numerical outcomes are supported by theoretical arguments and analytical calculations. A linking of our numerical outcomes to observational data is also presented. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

“Stickiness” in mappings and dynamical systems

We present results of a study of the so-called “stickiness” regions where orbits in mappings and dynamical systems stay for very long times near an island and then escape to the surrounding chaotic region. First we investigated the standard map in the form x_i+1 = x_i+y_i+1 and y_i+1 = y_i+K/2π · sin(2πx_i) with a stochasticity parameter K = 5, where only two islands of regular motion survive. We checked now many consecutive points—for special initial conditions of the mapping—stay within a certain region around the island. For an orbit on an invariant curve all the points remain forever inside this region, but outside the “last invariant curve” this number changes significantly even for very small changes in the initial conditions. In our study we found out that there exist two regions of “sticky” orbits around the invariant curves: A small region I confined by Cantori with small holes and an extended region II is outside these cantori which has an interesting fractal character. Investigating also the Sitnikov-Problem where two equally massive primary bodies move on elliptical Keplerian orbits, and a third massless body oscillates through the barycentre of the two primaries perpendicularly to the plane of the primaries—a similar behaviour of the stickiness region was found. Although no clearly defined border between the two stickiness regions was found in the latter problem the fractal character of the outer region was confirmed.     

Strong Chaos in N-body problem and Microcanonical Thermodynamics of Collisionless Self Gravitating Systems

An effective Microcanonical Thermodynamics of self gravitating systems(SGS) is proposed, analyzing the well known obstacles thought to prevent the formulation of a rigorous Statistical Mechanics (SM), as those due to the formal unboundedness of available phase space and to the unscreened, long range, nature of the interaction. The latter feature entails the well known inequivalence of statistical ensembles, puts clearly into question the meaning, for these systems, of the Thermodynamic Limit, and rules out the use of canonical and grand-canonical ensembles. As to the first obstacle, we argue nevertheless that a hierarchy of timescales exist such that, at any finite time, the volume of the effectively available region of phase space is indeed finite, and that the dynamics satisfies a strong chaos criterion, leading to a fast, increasingly uniform, spreading of orbits over an effectively invariant subset of the constant (N,V,E) surface; thus leading to the definition of a secularly evolving, generalized microcanonical ensemble, which allows to define an (almost extensive) effective entropy and to derive self-consistent definitions for other thermodynamic variables, giving thus an orthode for SGS. Moreover, a Second Law-like criterion allows to single out the hierarchy of secular equilibria describing, for any finite time, the macroscopic behaviour of SGS. This revised version was published online in July 2006 with corrections to the Cover Date.     

‘Primary’ elements in H-burning

The behaviour of intermediate nuclei taking part in H-burning is analysed. Comparing time scales for equilibrium with the time scale of convective mixing, we find that Be₇, C₁₃, N₁₅, O₁₇ cannot be assumed everywhere asbona fide secondary elements in stellar evolutionary computations. Some consequences of the onset of CNO burning are also discussed.     

Nonlinear Time Series Analysis of Sunspot Data

This article deals with the analysis of sunspot number time series using the Hurst exponent. We use the rescaled range (R/S) analysis to estimate the Hurst exponent for 259-year and 11 360-year sunspot data. The results show a varying degree of persistence over shorter and longer time scales corresponding to distinct values of the Hurst exponent. We explain the presence of these multiple Hurst exponents by their resemblance to the deterministic chaotic attractors having multiple centers of rotation.     

Determining the character of motion in quiet and active galaxies with a satellite companion

A galaxy model with a satellite companion is used to study the character of motion for stars moving in the x ‐y plane. It is observed that a large part of the phase plane is covered by chaotic orbits. The percentage of chaotic orbits increases when the galaxy has a dense nucleus of massM_n. The presence of the dense nucleus also increases the stellar velocities near the center of the galaxy. For small values of the distance R between the two bodies, low energy stars display a chaotic region near the centre of the galaxy, when the dense nucleus is present, while for larger values of R the motion in active galaxies is regular for low energy stars. Our results suggest that in galaxies with a satellite companion, the chaotic character of motion is not only a result of galactic interaction but also a result caused by the dense nucleus. Theoretical arguments are used to support the numerical outcomes. We follow the evolution of the galaxy, as mass is transported adiabatically from the disk to the nucleus. Our numerical results are in satisfactory agreement with observational data from M51‐type binary galaxies (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Spherically symmetric cosmological perturbation in a universe with background field

In a previous paper the equations of small cosmological perturbations of a theory of gravitation in flat space-time are derived. They are applied to a homogeneous, isotropic, nonsingular cosmological model with radiation, matter and background field. At the beginning of the universe small spherically symmetric inhomogeneities on almost all scales can arise by instability. Later on the density contrast of dust grows exponentially during a short time epoch. The solution during this time period is given analytically.