# General properties of propagation in chaotic systems

## Abstract

We conjecture that in one-dimensional spatially extended systems the propagation velocity of correlations coincides with a zero of the convective Lyapunov spectrum. This conjecture is successfully tested in three different contexts: (i) a Hamiltonian system (a Fermi-Pasta-Ulam chain of oscillators); (ii) a general model for spatio-temporal chaos (the complex Ginzburg-Landau equation); (iii) experimental data taken from a $`CO_2`$ laser with delayed feedback. In the last case, the convective Lyapunov exponent is determined directly from the experimental data.

Since the recognition that deterministic chaos is an ubiquitous feature of nonlinear systems, much has been understood about their dynamical properties. An important example is the discovery of the relationships between Lyapunov exponents, measuring the divergence rate of nearby trajectories, and either geometrical or information-theoretic properties such as fractal dimensions  and dynamical entropies . Nevertheless, little progress has been made to establish a link between chaotic indicators and directly observable properties. In this Letter we show the existence of a general and remarkable connection: the velocity of correlation propagation is determined by the vanishing of the convective Lyapunov exponent.

On the one hand, we know that chaotic systems are generally characterized by rapidly decaying correlations. This does not prevent the onset of sizable propagation phenomena, as apparent in Fig. 1 where, as an example, we report the space-time representation of the local heat-flux in a Fermi-Pasta-Ulam (FPU) chain (see later for a definition of both the observable and the model). A simple tool to pinpoint the existence of travelling processes is the autocorrelation function $`C(x,t)=w(t^{}+t,x^{}+x)w(t^{},x^{})`$ (or, equivalently, the structure function) of some observable $`w(x,t)`$, where $`x`$ and $`t`$ denote space and time variables, respectively, and $``$ denotes a time average (we shall always assume that ergodicity holds). The most effective propagation processes can then be identified by estimating the velocity $`v=\overline{v}`$ that minimizes the decay of $`C(vt,t)`$. In many chaotic systems the minimum is attained for a non-zero velocity.

On the other hand, Lyapunov exponents represent the right tool to investigate the evolution of an infinitesimal perturbation $`\delta (x,t)`$. If the initial perturbation $`\delta (x,0)`$ is localized around the origin, it has been shown that, in the limit $`t\mathrm{}`$, 

$$\delta (x,t)\mathrm{exp}[\mathrm{\Lambda }(v=x/t)t],$$
(1)   
where $`\mathrm{\Lambda }(v)`$ is the so-called convective or velocity-dependent Lyapunov exponent. In fact, it expresses the growth rate of a localized perturbation when observed in a frame moving with velocity $`v`$. The maximum value of $`\mathrm{\Lambda }(v)`$ coincides with the usual maximum Lyapunov exponent: in convectively unstable systems, this occurs for a suitable non-zero velocity, while it is located in the orgin ($`v=0`$) in spatially symmetric chaotic systems. An example of the typical behaviour of $`\mathrm{\Lambda }(v)`$ in this latter context can be seen in the inset of Fig. 1. There, one can notice a further general feature: moving away from the maximum, $`\mathrm{\Lambda }(v)`$ decreases, becoming negative above some critical velocity $`v^{}`$. Therefore, any perturbation “travelling” faster than the critical velocity is exponentially damped and thus becomes quickly negligible. This fast damping prevents any coherent propagation of information and, therefore, we expect that a meaningful long-term coherence cannot be maintained for such large velocities.

In the opposite limit of small velocities, it is well known that an exponential separation of trajectories leads to a fast decoherence, since nearby orbits rapidly enter different regions of the phase-space. Accordingly, strong correlations cannot again be maintained. The only moving frame in which neither of the two effects actively contributes to destroying correlations is precisely that one corresponding to the neutral point $`v^{}`$, so that the most effective propagation phenomena should occur exactly at the velocity $`v=v^{}`$.

The first system where we have tested this conjecture is a chain of FPU oscillators , an idealized microscopic Hamiltonian model for an insulating solid,

$$\ddot{q}_i=F(q_{i1}q_i)F(q_iq_{i+1})$$
(2)   
where $`q_i`$ represents the displacement of the $`i`$th particle from its equilibrium position and $`F(x)=xx^3`$ is the force field. This is a simple nonlinear model, introduced to test the ergodic hypothesis in the first numerical experiment ever performed . Within the large number of features that have been found while investigating the dynamics of the above model, here we are interested in the propagation phenomena recently discovered in connection with the study of heat conductivity. In order to clarify the observed anomalous transport properties, the authors of Ref.  have performed microcanonical simulations (with periodic boundary conditions), monitoring the local heat flux

$$j(t,i)=\frac{\dot{q}_i}{2}[F(q_{i1}q_i)+F(q_iq_{i+1})].$$
(3)   
From the behaviour of the autocorrelation function $`j(t^{}+t,i^{}+i)j(t^{},i^{})`$, they clearly found a propagation velocity $`\overline{v}2.47`$, when the energy per particle is $`e=8.8`$. The space-time representation of $`j(t,i)`$ in Fig. 1 demonstrates directly the existence of symmetric propagation phenomena along the directions identified by the cross-correlation analysis and denoted by the tilted arrows in the figure.

For what concerns the spectrum of convective Lyapunov exponents, rather than letting an initially localized perturbation evolve, we have preferred to follow the procedure devised in Ref. , as it suffers much less problems of finite-size corrections . The readers interested in a thorough explanation of the procedure can consult Refs. ; here, for the sake of completeness, we summarize the key steps. Very briefly, the method consists in computing the maximum Lyapunov exponent $`\lambda (\mu )`$ of a special class of perturbations: those exhibiting an exponential profile with an imposed growth rate $`\mu `$. This can be done by linearizing Eqs. (2) to obtain the standard equations for a generic perturbation $`\delta q_i`$. By then introducing the Ansatz $`\delta q_i=\overline{\delta q_i}\mathrm{exp}(\mu i)`$, one obtains the differential equation for the “envelope” $`\overline{\delta q_i}`$. The corresponding growth rate is the generalized Lyapunov exponent $`\lambda (\mu )`$. The velocity-dependent Lyapunov spectrum $`\mathrm{\Lambda }(v)`$ is finally obtained by Legendre transforming $`\lambda (\mu )`$ ($`v=d\lambda /d\mu `$; $`\mathrm{\Lambda }=\lambda (\mu )\mu v`$). Mutatis mutandis, $`\lambda (\mu )/\mu `$ can be intepreted as the “phase velocity” of waves with wavelength “$`\mu `$”, while $`v`$ can be read as the corresponding group velocity.

The result for the FPU system is reported in the inset of Fig. 1: it reveals two symmetric zeros, whose value corresponds to the direction of the straight lines visible in the corresponding pattern. However, more importantly, the absolute value of the marginal velocity ($`2.46`$) is in full agreement with the velocity previously estimated from the behaviour of the correlation function. As a first check of the generality of this identity, we have repeated the same analysis for different energy densities, namely $`e=1.`$ and $`e=0.1`$. The data are altogether reported in Table 1, where one can see that $`\overline{v}`$ always agrees with $`v^{}`$ within the numerical error.

The second model we have considered is the complex Ginzburg-Landau (CGL) equation, a partial differential equation describing chaotic properties of generic systems close to oscillatory instabilities (it has been derived, e.g., in hydrodynamics and laser physics),

$$\frac{u}{t}=u(1ib)|u|^2u+(1+ic)\frac{^2u}{x^2}$$
(4)   
where $`u`$ is a complex field which, in general, represents the slowly-varying amplitude of some relevant mode. For $`b=2.3`$ and $`c=0`$, propagation phenomena are clearly visible, as it can be noticed in the pattern reported in Fig. 2 (the equations have been integrated by using the algorithm described in Ref.  and adopting again periodic boundary conditions). It is instructive to notice that, at variance with the previous Hamiltonian system, now the pattern is no longer invariant under time reversal. This is an obvious consequence of the dissipative nature of the CGL equation. From the computation of the correlation function $`|u|^2(t+t^{},x+x^{})|u|^2(t^{},x^{})`$, we can determine the optimal propagation velocities which are again symmetric (see the two arrows in Fig. 2) and practically coincide with the velocity of the dark structures visible in the pattern.

The comoving exponents can be again computed by linearizing Eq. (4) and assuming an exponential profile for the perturbation. The resulting spectrum is reported in the inset of Fig. 2. It is symmetric (because of the left-right symmetry in the model) and the zeros of the spectrum coincide with the propagation velocities of correlations (see Table 1) represented by the two tilted arrows in the same figure.

The last system where we have tested our conjecture, is an experimental one, namely, a $`CO_2`$ laser with delayed feedback. This is a physical system that has been used in the past to investigate several instabilities both in the regime of low and high-dimensional chaos . Although this is not, strictly speaking, a spatially extended system, it can be interpreted as such. The idea consists in decomposing the time variable as $`t=n+s\tau `$ , where the parameter $`\tau `$ is close to the delay time (fixed equal to $`400\mu s`$ in the experiment), $`n=\mathrm{Int}(t/\tau )`$ is the new, discrete, time variable, and $`s`$ ($`0<s<\tau `$) is a space-like variable. In a sense, this system is complementary to a chain of oscillators, since the discrete and continuous character of time and space axes are exchanged. The validity of this decomposition has been established in Ref. ; here, the reader can appreciate its meaningfulness by looking at the space-time representation of the intensity of the emitted radiation in Fig. 3. While looking at the pattern, it is important to realize that the slope of the various coherent structures depends on the value of $`\tau `$ adopted in the time decomposition. Here, for the sake of clarity, we have adjusted $`\tau `$ in such a way that the pseudo-rolls, responsible for the optimal correlations, are almost vertical (see arrow 1). A further important difference with the previous models is the absence of left-right symmetry. Even more, causality implies that no leftwards (negative) propagation is possible at all.

Since no theoretical model exists which reproduces the laser dynamics with a sufficient accuracy, one must exclusively rely on the experimental data. However, it has been recently developed an approach to reconstruct the dynamics of delayed systems, even when it is so high-dimensional that the standard embedding technique is bounded to fail . In short, given a time-series $`y_n`$, the method consists in constructing an embedding space composed of two-window vectors,

$$v_n(y_n,y_{n1},\mathrm{},y_{nm+1},y_{nT},\mathrm{},y_{nTm+1}),$$
(5)   
where the distance $`T`$ between the two windows coincides with the delay, while the length $`m`$ is the effective number of variables involved in the dynamics. Once the proper values of both $`T`$ and $`m`$ have been identified (by minimizing the forecast error), a local linear model can be constructed, by fitting the behaviour in a suitable neighbourhood of each point in the embedding space. In the case of the $`CO_2`$ laser, $`m=5`$ guarantees an excellent reproduction of the original dynamics . From the knowledge of the empirical model, one can again compute the convective Lyapunov exponents by going through the same intermediate steps. The corresponding spectrum is reported in the inset of Fig. 3 (notice that, given the peculiarity of the space-time reconstruction, velocities are here expressed in time units - more precisely $`\mu s`$ per number of delay units), where we see that it is restricted to the positive-$`v`$ domain (see Ref. ). As a consequence of this asymmetry, both zeros are positive. Thus, in principle, one might expect two different propagation velocities. The correlation analysis of the experimental data has instead revealed a single velocity, which coincides with the smallest zero of the convective Lyapunov spectrum (see Table 1). We cannot rule out the possibility that a second, much less effective, propagation exists with a larger velocity in coincidence with the second zero. However, even if this is not the case, we can at least state that whenever propagation of correlations can be inferred from the evolution of some observable, it must coincide with a netrually stable velocity for the spectrum of convective Lyapunov exponents. What are the (possibly) additional ingredients ensuring the actual existence of propagation phenomena and determining their strength seems to be a much harder problem that we plan to attack in the future.

We conclude, by restating that we have found a clear evidence of a strict link between a “large”-scale feature like the optimal propagation of correlations and the evolution of infinitesimal perturbations, a problem which, because of its very nature, can be formulated in terms of Lyapunov exponents. Accordingly, albeit deterministic chaos contributes to a fast decay of correlations in low-dimensional systems, it is compatible with propagation phenomena as soon as spatial degrees of freedom come into play.

Financial support from the European Union (contract N. PSS 1043) is acknowleged.