Rights statement: The final, definitive version of this article has been published in the Journal, Physics Reports 542 (4), 2014, © ELSEVIER.
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Research output: Contribution to Journal/Magazine › Literature review › peer-review
Research output: Contribution to Journal/Magazine › Literature review › peer-review
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TY - JOUR
T1 - Discerning non-autonomous dynamics
AU - Clemson, Philip
AU - Stefanovska, Aneta
N1 - Open Access funded by Engineering and Physical Sciences Research Council. The final, definitive version of this article has been published in the Journal, Physics Reports 542 (4), 2014, © ELSEVIER.
PY - 2014/9/30
Y1 - 2014/9/30
N2 - Structure and function go hand in hand. However, while a complex structure can be relatively safely broken down into the minutest parts, and technology is now delving into nanoscales, the function of complex systems requires a completely different approach. Here the complexity clearly arises from nonlinear interactions, which prevents us from obtaining a realistic description of a system by dissecting it into its structural component parts. At best, the result of such investigations does not substantially add to our understanding or at worst it can even be misleading. Not surprisingly, the dynamics of complex systems, facilitated by increasing computational efficiency, is now readily tackled in the case of measured time series. Moreover, time series can now be collected in practically every branch of science and in any structural scale—from protein dynamics in a living cell to data collected in astrophysics or even via social networks. In searching for deterministic patterns in such data we are limited by the fact that no complex system in the real world is autonomous. Hence, as an alternative to the stochastic approach that is predominantly applied to data from inherently non-autonomous complex systems, theory and methods specifically tailored to non-autonomous systems are needed. Indeed, in the last decade wehave faced a huge advance in mathematical methods, including the introduction of pullback attractors, as well as time series methods that cope with the most important characteristic of non-autonomous systems—their time-dependent behaviour. Here we review current methods for the analysis of non-autonomous dynamics including those for extracting properties of interactions and the direction of couplings. We illustrate each method by applying it to three sets of systems typical for chaotic, stochastic and non-autonomousbehaviour. For the chaotic class we select the Lorenz system, for the stochastic the noiseforced Duffing system and for the non-autonomous the Poincaré oscillator with quasiperiodic forcing. In this way we not only discuss and review each method, but also present properties which help to clearly distinguish the three classes of systems when analysed in an inverse approach—from measured, or numerically generated data. In particular, this review provides a framework to tackle inverse problems in these areas and clearly distinguish non-autonomous dynamics from chaos or stochasticity.
AB - Structure and function go hand in hand. However, while a complex structure can be relatively safely broken down into the minutest parts, and technology is now delving into nanoscales, the function of complex systems requires a completely different approach. Here the complexity clearly arises from nonlinear interactions, which prevents us from obtaining a realistic description of a system by dissecting it into its structural component parts. At best, the result of such investigations does not substantially add to our understanding or at worst it can even be misleading. Not surprisingly, the dynamics of complex systems, facilitated by increasing computational efficiency, is now readily tackled in the case of measured time series. Moreover, time series can now be collected in practically every branch of science and in any structural scale—from protein dynamics in a living cell to data collected in astrophysics or even via social networks. In searching for deterministic patterns in such data we are limited by the fact that no complex system in the real world is autonomous. Hence, as an alternative to the stochastic approach that is predominantly applied to data from inherently non-autonomous complex systems, theory and methods specifically tailored to non-autonomous systems are needed. Indeed, in the last decade wehave faced a huge advance in mathematical methods, including the introduction of pullback attractors, as well as time series methods that cope with the most important characteristic of non-autonomous systems—their time-dependent behaviour. Here we review current methods for the analysis of non-autonomous dynamics including those for extracting properties of interactions and the direction of couplings. We illustrate each method by applying it to three sets of systems typical for chaotic, stochastic and non-autonomousbehaviour. For the chaotic class we select the Lorenz system, for the stochastic the noiseforced Duffing system and for the non-autonomous the Poincaré oscillator with quasiperiodic forcing. In this way we not only discuss and review each method, but also present properties which help to clearly distinguish the three classes of systems when analysed in an inverse approach—from measured, or numerically generated data. In particular, this review provides a framework to tackle inverse problems in these areas and clearly distinguish non-autonomous dynamics from chaos or stochasticity.
KW - Non-autonomous systems
KW - Complex systems
KW - Nonlinear dynamics
KW - Time series analysis
KW - Inverse approach
U2 - 10.1016/j.physrep.2014.04.001
DO - 10.1016/j.physrep.2014.04.001
M3 - Literature review
VL - 542
SP - 297
EP - 368
JO - Physics Reports
JF - Physics Reports
SN - 0370-1573
IS - 4
ER -