Generalized Statistical Mechanics at the Onset of Chaos

Abstract

Transitions to chaos in archetypal low-dimensional nonlinear maps offer real and precise model systems in which to assess proposed generalizations of statistical mechanics. The known association of chaotic dynamics with the structure of Boltzmann-Gibbs (BG) statistical mechanics has suggested the potential verification of these generalizations at the onset of chaos, when the only Lyapunov exponent vanishes and ergodic and mixing properties cease to hold. There are three well-known routes to chaos in these deterministic dissipative systems, period-doubling, quasi-periodicity and intermittency, which provide the setting in which to explore the limit of validity of the standard BG structure. It has been shown that there is a rich and intricate behavior for both the dynamics within and towards the attractors at the onset of chaos and that these two kinds of properties are linked via generalized statistical-mechanical expressions. Amongst the topics presented are: (i) permanently growing sensitivity fluctuations and their infinite family of generalized Pesin identities; (ii) the emergence of statistical-mechanical structures in the dynamics along the routes to chaos; (iii) dynamical hierarchies with modular organization; and (iv) limit distributions of sums of deterministic variables. The occurrence of generalized entropy properties in condensed-matter physical systems is illustrated by considering critical fluctuations, localization transition and glass formation. We complete our presentation with the description of the manifestations of the dynamics at the transitions to chaos in various kinds of complex systems, such as, frequency and size rank distributions and complex network images of time series. We discuss the results.

Manifestations of the onset of chaos in condensed matter and complex systems

“…Figure 1: Some dynamical properties associated with period doubling. (a) Trajectory within the attractor at the period-doubling accumulation point [9,13]. (b) Trajectories expansion rate at the period-doubling accumulation point [9,13].…”

“…(a) Trajectory within the attractor at the period-doubling accumulation point [9,13]. (b) Trajectories expansion rate at the period-doubling accumulation point [9,13]. (c) Sequential gap formation of an ensemble of trajectories en route to the attractor at the period-doubling accumulation point [10,13].…”

“…Flight times t f (number of iterations) for trajectories to reach a period 8 attractor [10,13]. (a) Illustration of the HV algorithm that converts time series into a graph [41,42,43].…”

“…As a difference with the presentation here, Ref. [13] contains tech-nical details and descriptions and covers topics such as: generalized statistical-mechanical structures in the dynamics along the routes to chaos, sensitivity fluctuations and their infinite family of generalized Pesin identities, development of dynamical hierarchies with modular organization, and limit distributions of sums of deterministic variables made of positions of map trajectories.…”

Incidence of q statistics in rank distributions

“…See also ref. 16. From our earlier discussion we know that the index α fixes the shape of the rank distribution N(k); its departure from unity generates its power-law feature and the value α = 2 reproduces the classic Zipf law.…”