Search for optimal parameters in a recurrence analysis of the Duffing system with varying damping

•The Duffing system is investigated by recurrence plot-based numerical methods.•RQA measures are calculated for different values of the method parameters.•The threshold parameter is tuned by comparing RQA variables with Lyapunov exponents.•Appropriate selection of parameters gives invariant RQA resu...

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Published in:Communications in nonlinear science & numerical simulation Vol. 84; p. 105192
Main Authors: Rysak, A., Gregorczyk, M., Zaprawa, P., Tra̧bka-Wiȩcław, K.
Format: Journal Article
Language:English
Published: Amsterdam Elsevier B.V 01-05-2020
Elsevier Science Ltd
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Abstract •The Duffing system is investigated by recurrence plot-based numerical methods.•RQA measures are calculated for different values of the method parameters.•The threshold parameter is tuned by comparing RQA variables with Lyapunov exponents.•Appropriate selection of parameters gives invariant RQA results. Starting from the 1990s, recurrence analysis is more and more widely used in the study of dynamic systems. Although this method provides a great deal of information, its results clearly depend on key parameters, which significantly limits and hinders its application. In this work, we examine this problem by analyzing the Duffing system in which the volatility of dynamics is caused by a linear change in the damping factor value. The study shows how the classical recurrence measures depend on key parameters such as the density of vector time series and the threshold parameter. Comparing the recurrence analysis results with bifurcation diagrams and Lyapunov exponents, we are looking for a threshold parameter value for which the recurrence variables best reflect changes in the Duffing system dynamics.
AbstractList Starting from the 1990s, recurrence analysis is more and more widely used in the study of dynamic systems. Although this method provides a great deal of information, its results clearly depend on key parameters, which significantly limits and hinders its application. In this work, we examine this problem by analyzing the Duffing system in which the volatility of dynamics is caused by a linear change in the damping factor value. The study shows how the classical recurrence measures depend on key parameters such as the density of vector time series and the threshold parameter. Comparing the recurrence analysis results with bifurcation diagrams and Lyapunov exponents, we are looking for a threshold parameter value for which the recurrence variables best reflect changes in the Duffing system dynamics.
•The Duffing system is investigated by recurrence plot-based numerical methods.•RQA measures are calculated for different values of the method parameters.•The threshold parameter is tuned by comparing RQA variables with Lyapunov exponents.•Appropriate selection of parameters gives invariant RQA results. Starting from the 1990s, recurrence analysis is more and more widely used in the study of dynamic systems. Although this method provides a great deal of information, its results clearly depend on key parameters, which significantly limits and hinders its application. In this work, we examine this problem by analyzing the Duffing system in which the volatility of dynamics is caused by a linear change in the damping factor value. The study shows how the classical recurrence measures depend on key parameters such as the density of vector time series and the threshold parameter. Comparing the recurrence analysis results with bifurcation diagrams and Lyapunov exponents, we are looking for a threshold parameter value for which the recurrence variables best reflect changes in the Duffing system dynamics.
ArticleNumber 105192
Author Gregorczyk, M.
Rysak, A.
Tra̧bka-Wiȩcław, K.
Zaprawa, P.
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  email: k.trabka@pollub.pl
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Keywords Duffing system
Bifurcation
Nonlinear dynamics
Recurrence plots
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Snippet •The Duffing system is investigated by recurrence plot-based numerical methods.•RQA measures are calculated for different values of the method parameters.•The...
Starting from the 1990s, recurrence analysis is more and more widely used in the study of dynamic systems. Although this method provides a great deal of...
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SubjectTerms Bifurcation
Bifurcations
Damping
Duffing system
Dynamical systems
Liapunov exponents
Nonlinear dynamics
Parameter estimation
Parameters
Recurrence plots
System dynamics
Time series
Volatility
Title Search for optimal parameters in a recurrence analysis of the Duffing system with varying damping
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