Singing of <Emphasis Type="Italic">Neoconocephalus robustus</Emphasis> as an example of deterministic chaos in insects

We use nonlinear time series analysis methods to analyse the dynamics of the sound-producing apparatus of the katydid Neoconocephalus robustus. We capture the dynamics by analysing a recording of the singing activity. First, we reconstruct the phase space from the sound recording and test it against determinism and stationarity. After confirming determinism and stationarity, we show that the maximal Lyapunov exponent of the series is positive, which is a strong indicator for the chaotic behaviour of the system. We discuss that methods of nonlinear time series analysis can yield instructive insights and foster the understanding of acoustic communication among insects.     

Effects of noise on some dynamical models in ecology

We investigate effects of random perturbations on the dynamics of one-dimensional maps (single species difference equations) and of finite dimensional flows (differential equations for n species). In particular, we study the effects of noise on the invariant measure, on the correlation dimension of the attractor, and on the possibility of detecting the nonlinear deterministic component by applying reconstruction techniques to the time series of population abundances. We conclude that adding noise to maps with a stable fixed-point obscures the underlying determinism. This turns out not to be the case for systems exhibiting complex periodic or chaotic motion, whose essential properties are more robust. In some cases, adding noise reveals deterministic structure which otherwise could not be observed. Simulations suggest that similar results hold for flows whose attractor is almost two-dimensional.     

Nonlinear EEG analysis based on a neural mass model

The well-known neural mass model described by Lopes da Silva et al. (1976) and Zetterberg et al. (1978) is fitted to actual EEG data. This is achieved by reformulating the original set of integral equations as a continuous-discrete state space model. The local linearization approach is then used to discretize the state equation and to construct a nonlinear Kalman filter. On this basis, a maximum likelihood procedure is used for estimating the model parameters for several EEG recordings. The analysis of the noise-free differential equations of the estimated models suggests that there are two different types of alpha rhythms: those with a point attractor and others with a limit cycle attractor. These attractors are also found by means of a nonlinear time series analysis of the EEG recordings. We conclude that the Hopf bifurcation described by Zetterberg et al. (1978) is present in actual brain dynamics. Received: 11 August 1997 / Accepted in revised form: 20 April 1999     

Intrinsic properties of Boolean dynamics in complex networks

We study intrinsic properties of attractor in Boolean dynamics of complex networks with scale-free topology, comparing with those of the so-called Kauffman's random Boolean networks. We numerically study both frozen and relevant nodes in each attractor in the dynamics of relatively small networks (20?N?200). We investigate numerically robustness of an attractor to a perturbation. An attractor with cycle length of ?_c in a network of size N consists of ?_c states in the state space of 2^N states; each attractor has the arrangement of N nodes, where the cycle of attractor sweeps ?_c states. We define a perturbation as a flip of the state on a single node in the attractor state at a given time step. We show that the rate between unfrozen and relevant nodes in the dynamics of a complex network with scale-free topology is larger than that in Kauffman's random Boolean network model. Furthermore, we find that in a complex scale-free network with fluctuation of the in-degree number, attractors are more sensitive to a state flip for a highly connected node (i.e. input-hub node) than to that for a less connected node. By some numerical examples, we show that the number of relevant nodes increases, when an input-hub node is coincident with and/or connected with an output-hub node (i.e. a node with large output-degree) one another.     

On time-space of nonlinear phenomena with Gompertzian dynamics

This paper describes a universal relationship between time and space for a nonlinear process with Gompertzian dynamics, such as growth. Gompertzian dynamics implicates a coupling between time and space. Those two categories are related to each other through a linear function of their logarithms. Moreover, we demonstrate that the spatial fractal dimension is a function of both scalar time and the temporal fractal dimension. The Gompertz function reflects the equilibrium of regular states, that is, states with dynamics that are predictable for any time-point (e.g., sinusoidal glycolytic oscillations) and chaotic states, that is, states with dynamics that are unpredictable in time, but are characterized by certain regularities (e.g., the existence of strange attractor for any biochemical reaction). We conclude that both this equilibrium and volume of the available complementary Euclidean space determine temporal and spatial expansion of a process with Gompertzian dynamics.     

Is there chaos in the brain? I. Concepts of nonlinear dynamics and methods of investigation

In the light of results obtained during the last two decades in a number of laboratories, it appears that some of the tools of nonlinear dynamics, first developed and improved for the physical sciences and engineering, are well-suited for studies of biological phenomena. In particular it has become clear that the different regimes of activities undergone by nerve cells, neural assemblies and behavioural patterns, the linkage between them, and their modifications over time, cannot be fully understood in the context of even integrative physiology, without using these new techniques. This report, which is the first of two related papers, is aimed at introducing the non expert to the fundamental aspects of nonlinear dynamics, the most spectacular aspect of which is chaos theory. After a general history and definition of chaos the principles of analysis of time series in phase space and the general properties of chaotic trajectories will be described as will be the classical measures which allow a process to be classified as chaotic in ideal systems and models. We will then proceed to show how these methods need to be adapted for handling experimental time series; the dangers and pitfalls faced when dealing with non stationary and often noisy data will be stressed, and specific criteria for suspecting determinism in neuronal cells and/or assemblies will be described. We will finally address two fundamental questions, namely i) whether and how can one distinguish, deterministic patterns from stochastic ones, and, ii) what is the advantage of chaos over randomness: we will explain why and how the former can be controlled whereas, notoriously, the latter cannot be tamed. In the second paper of the series, results obtained at the level of single cells and their membrane conductances in real neuronal networks and in the study of higher brain functions, will be critically reviewed. It will be shown that the tools of nonlinear dynamics can be irreplaceable for revealing hidden mechanisms subserving, for example, neuronal synchronization and periodic oscillations. The benefits for the brain of adopting chaotic regimes with their wide range of potential behaviours and their aptitude to quickly react to changing conditions will also be considered.     

基于复杂性度量的心率变异信号非线性分析

假设心率变异信号是累积－发放模型（Ｉｎｔｅｇｒａｔｅ－ｆｉｒｅ）与非线性动力学系统耦合产生的峰电位链（ＳｐｉｋｅＴｒａｉｎ）。以符号动力学为基础,提出利用峰电位间隔（ｉｎｔｅｒｓｐｉｋｅｉｎｔｅｒｖａｌ,ＩＳＩ）及其随机替代数据的Ｃ１、Ｃ２复杂度来定量刻划非线性动力学系统特性。结果表明：确定性驱动产生的峰电位间隔序列可以与随机性驱动产生的峰电位间隔序列区分开。因此,在噪声干扰较强的生理信号中,尤其是在不清楚非线性动力系统变量和峰电位间隔序列之间是否存在微分同胚的情况下,以复杂性度量来代替以Ｔａｋｅｎｓ嵌入定理为基础的关联维数、Ｌｙａｐｎｏｖ指数等描述动力系统特征的方法是合适的。最后通过２类共３７个个体,每个个体的心电数据为１０００个Ｒ－Ｒ间期的微分序列检验心率变异信号的非线性结构。     

Application of modern tests for stationarity to single-trial MEG data

Stationarity is a crucial yet rarely questioned assumption in the analysis of time series of magneto- (MEG) or electroencephalography (EEG). One key drawback of the commonly used tests for stationarity of encephalographic time series is the fact that conclusions on stationarity are only indirectly inferred either from the Gaussianity (e.g. the Shapiro-Wilk test or Kolmogorov-Smirnov test) or the randomness of the time series and the absence of trend using very simple time-series models (e.g. the sign and trend tests by Bendat and Piersol). We present a novel approach to the analysis of the stationarity of MEG and EEG time series by applying modern statistical methods which were specifically developed in econometrics to verify the hypothesis that a time series is stationary. We report our findings of the application of three different tests of stationarity--the Kwiatkowski-Phillips-Schmidt-Schin (KPSS) test for trend or mean stationarity, the Phillips-Perron (PP) test for the presence of a unit root and the White test for homoscedasticity--on an illustrative set of MEG data. For five stimulation sessions, we found already for short epochs of duration of 250 and 500 ms that, although the majority of the studied epochs of single MEG trials were usually mean-stationary (KPSS test and PP test), they were classified as nonstationary due to their heteroscedasticity (White test). We also observed that the presence of external auditory stimulation did not significantly affect the findings regarding the stationarity of the data. We conclude that the combination of these tests allows a refined analysis of the stationarity of MEG and EEG time series.     

Multivariate recurrence plots for visualizing and quantifying the dynamics of spatially extended ecosystems

Few methods for quantifying the dynamics of temporal processes are readily applicable to spatially extended systems when equations governing the motion are unknown. The objective of this paper is to illustrate how the MRP-RQA (multivariate recurrence plot-recurrence quantification analysis) approach may serve to characterize ecosystems driven by both deterministic and stochastic forces. The strength of the MRP-RQA approach resides in its independence from constraining assumptions regarding outliers, noise, stationarity and transients. Its utility is demonstrated by means of two spatiotemporal series (summer and spring datasets) of light intensity variations in an old growth forest ecosystem. Results revealed qualitative differences in homogeneity, transiency, and drift typologies between the MRPs derived from each dataset. RQA estimates of determinism and Kolmogorov entropy supported the idea that mixed chaotic–stochastic dynamics may be common in mesoscale forest habitats. Advantages and inconveniences of the MRP-RQA approach are also discussed in the more general context of monitoring ecosystems.     

Quasicycles revisited: apparent sensitivity to initial conditions

Environmental noise is known to sustain cycles by perturbing a deterministic approach to equilibrium that is itself oscillatory. Quasicycles produced in this way display a regular period but varied amplitude. They were proposed by Nisbet and Gurney (Nature 263 (1976) 319) as one possible explanation for population fluctuations in nature. Here, we revisit quasicyclic dynamics from the perspective of nonlinear time series analysis. Time series are generated with a predator-prey model whose prey's growth rate is driven by environmental noise. A method for the analysis of short and noisy data provides evidence for sensitivity to initial conditions, with a global Lyapunov exponent often close to zero characteristic of populations 'at the edge of chaos'. Results with methods restricted to long time series are consistent with a finite-dimensional attractor on which dynamics are sensitive to initial conditions. These results are compared with those previously obtained for quasicycles in an individual-based model with heterogeneous spatial distributions. Patterns of sensitivity to initial conditions are shown to differentiate phase-forgetting from phase-remembering quasicycles involving a periodic driver. The previously reported mode at zero of Lyapunov exponents in field and laboratory populations may reflect, in part, quasicyclic dynamics.     

Detecting determinism in short time series, with an application to the analysis of a stationary EEG recording

We have developed a new method for detecting determinism in a short time series and used this method to examine whether a stationary EEG is deterministic or stochastic. The method is based on the observation that the trajectory of a time series generated from a differentiable dynamical system behaves smoothly in an embedded phase space. The angles between two successive directional vectors in the trajectory reconstructed from a time series at a minimum embedding dimension were calculated as a function of time. We measured the irregularity of the angle variations obtained from the time series using second-order difference plots and central tendency measures, and compared these values with those from surrogate data. The ability of the proposed method to distinguish between chaotic and stochastic dynamics is demonstrated through a number of simulated time series, including data from Lorenz, R?ssler, and Van der Pol attractors, high-dimensional equations, and 1/f noise. We then applied this method to the analysis of stationary segments of EEG recordings consisting of 750 data points (6-s segments) from five normal subjects. The stationary EEG segments were not found to exhibit deterministic components. This method can be used to analyze determinism in short time series, such as those from physiological recordings, that can be modeled using differentiable dynamical processes.     

Nonlinear features and complexity patterns of vegetation dynamics in the transition zone of North China

Normalized Difference Vegetation Index (NDVI) has been commonly used to estimate terrestrial vegetation distribution and productivity. In this study, we adopted recurrence quantification analysis (RQA) to investigate the spatial patterns of determinism of the vegetation dynamics ecological-geographical transition zones in North China, especially the differences between transition zone and the surrounding areas. The results indicated that there were obvious regional variances in spatial patterns of RQA indices—determinism, laminarity, entropy, and averaged diagonal line length. Remarkable differences of the determinism of NDVI time series also existed between transition zones and the surrounding areas. Moreover, the correlation analysis between the RQA indices and climatic factors suggested that the determinism of the NDVI time series was nonlinearly affected by hydrothermal conditions. Influenced by vegetation patterns, determinism reached the maximum when the annual precipitation is about 400 mm, which is the lower bound of cultivation and forest distribution, and along the 400 mm isohyet is the area where transition zones locate.     

Predictions of Experimentally Observed Stochastic Ground Vibrations Induced by Blasting

In the present paper, we investigate the blast induced ground motion recorded at the limestone quarry “Suva Vrela” near Kosjerić, which is located in the western part of Serbia. We examine the recorded signals by means of surrogate data methods and a determinism test, in order to determine whether the recorded ground velocity is stochastic or deterministic in nature. Longitudinal, transversal and the vertical ground motion component are analyzed at three monitoring points that are located at different distances from the blasting source. The analysis reveals that the recordings belong to a class of stationary linear stochastic processes with Gaussian inputs, which could be distorted by a monotonic, instantaneous, time-independent nonlinear function. Low determinism factors obtained with the determinism test further confirm the stochastic nature of the recordings. Guided by the outcome of time series analysis, we propose an improved prediction model for the peak particle velocity based on a neural network. We show that, while conventional predictors fail to provide acceptable prediction accuracy, the neural network model with four main blast parameters as input, namely total charge, maximum charge per delay, distance from the blasting source to the measuring point, and hole depth, delivers significantly more accurate predictions that may be applicable on site. We also perform a sensitivity analysis, which reveals that the distance from the blasting source has the strongest influence on the final value of the peak particle velocity. This is in full agreement with previous observations and theory, thus additionally validating our methodology and main conclusions.     

Discrete time piecewise affine models of genetic regulatory networks

We introduce simple models of genetic regulatory networks and we proceed to the mathematical analysis of their dynamics. The models are discrete time dynamical systems generated by piecewise affine contracting mappings whose variables represent gene expression levels. These models reduce to boolean networks in one limiting case of a parameter, and their asymptotic dynamics approaches that of a differential equation in another limiting case of this parameter. For intermediate values, the model present an original phenomenology which is argued to be due to delay effects. This phenomenology is not limited to piecewise affine model but extends to smooth nonlinear discrete time models of regulatory networks. In a first step, our analysis concerns general properties of networks on arbitrary graphs (characterisation of the attractor, symbolic dynamics, Lyapunov stability, structural stability, symmetries, etc). In a second step, focus is made on simple circuits for which the attractor and its changes with parameters are described. In the negative circuit of 2 genes, a thorough study is presented which concern stable (quasi-)periodic oscillations governed by rotations on the unit circle – with a rotation number depending continuously and monotonically on threshold parameters. These regular oscillations exist in negative circuits with arbitrary number of genes where they are most likely to be observed in genetic systems with non-negligible delay effects.     

脑干内的混沌

对脑干听觉诱发电位进行了非线性动力学分析,计算了关联维数Ｄ２和最大Ｌｙａｐｕｎｏｖ特征指数,确认ＢＡＥＰ是一个来源于低维混沌动力系统的时间序列,从而证明人类脑干存在着混沌现象,利用满足最小互信息标准的最佳延迟重构了二维混沌吸引子。     

Nonlinear Time Series Analysis of Nodulation Factor Induced Calcium Oscillations: Evidence for Deterministic Chaos?

Legume plants form beneficial symbiotic interactions with nitrogen fixing bacteria (called rhizobia), with the rhizobia being accommodated in unique structures on the roots of the host plant. The legume/rhizobial symbiosis is responsible for a significant proportion of the global biologically available nitrogen. The initiation of this symbiosis is governed by a characteristic calcium oscillation within the plant root hair cells and this signal is activated by the rhizobia. Recent analyses on calcium time series data have suggested that stochastic effects have a large role to play in defining the nature of the oscillations. The use of multiple nonlinear time series techniques, however, suggests an alternative interpretation, namely deterministic chaos. We provide an extensive, nonlinear time series analysis on the nature of this calcium oscillation response. We build up evidence through a series of techniques that test for determinism, quantify linear and nonlinear components, and measure the local divergence of the system. Chaos is common in nature and it seems plausible that properties of chaotic dynamics might be exploited by biological systems to control processes within the cell. Systems possessing chaotic control mechanisms are more robust in the sense that the enhanced flexibility allows more rapid response to environmental changes with less energetic costs. The desired behaviour could be most efficiently targeted in this manner, supporting some intriguing speculations about nonlinear mechanisms in biological signaling.     

When can noise induce chaos and why does it matter: a critique

Noise‐induced chaos illustrates how small amounts of exogenous noise can have disproportionate qualitative impacts on the long term dynamics of a nonlinear system. This property is particularly clear in chaotic systems but is also important for the majority of ecological systems which are nonchaotic, and has direct implications for analyzing ecological time series and testing models against field data. Dennis et al. point out that a definition of chaos which we advocated allows a noise‐dominated system to be classified as chaotic when its Lyapunov exponent λ is positive, which misses what is really going on. As a solution, they propose to eliminate the concept of noise‐induced chaos: chaos “should retain its strictly deterministic definition”, hence “ecological populations cannot be strictly chaotic”. Instead, they suggest that ecologists ask whether ecological systems are strongly influenced by “underlying skeletons with chaotic dynamics or whatever other dynamics”– the skeleton being the hypothetical system that would result if all external and internal noise sources were eliminated. We agree with Dennis et al. about the problem – noise‐dominated systems should not be called chaotic – but not the solution. Even when an estimated skeleton predicts a system's short term dynamics with extremely high accuracy, the skeleton's long term dynamics and attractor may be very different from those of the actual noisy system. Using theoretical models and empirical data on microtine rodent cycles and laboratory populations of Tribolium, we illustrate how data analyses focusing on attributes of the skeleton and its attractor – such as the “deterministic Lyapunov exponent”λ₀ that Dennis et al. have used as their primary indicator of chaos – will frequently give misleading results. In contrast, quantitative measures of the actual noisy system, such as λ, provide useful information for characterizing observed dynamics and for testing proposed mechanistic explanations.     

Establishing the stochastic nature of intracellular calcium oscillations from experimental data

Calcium has been established as a key messenger in both intra- and intercellular signaling. Experimentally observed intracellular calcium responses to different agonists show a variety of behaviors from simple spiking to complex oscillatory regimes. Here we study typical experimental traces of calcium oscillations in hepatocytes obtained in response to phenylephrine and ATP. The traces were analyzed with methods of nonlinear time series analysis in order to determine the stochastic/deterministic nature of the intracellular calcium oscillations. Despite the fact that the oscillations appear, visually, to be deterministic yet perturbed by noise, our analyses provide strong evidence that the measured calcium traces in hepatocytes are prevalently of stochastic nature. In particular, bursting calcium oscillations are temporally correlated Gaussian series distorted by a monotonic, instantaneous, time-independent function, whilst the spiking behavior appears to have a dynamical nonlinear component whereby the overall determinism level is still low. The biological importance of this finding is discussed in relation to the mechanisms incorporated in mathematical models as well as the role of stochasticity and determinism at cellular and tissue levels which resemble typical statistical and thermodynamic effects in physics.