# Anomalous oscillations of average transient lifetimes near crises

## I Introduction

Among a large diversity of phenomena investigated in the scope of deterministic chaos in nonlinear dynamical systems one finds crises . These are sudden changes in the structure of a chaotic attractor due to collision with an unstable periodic orbit when a system parameter $`p`$ crosses some critical value $`p_c`$.

In the dynamics after crisis (for $`pp_c`$) characteristic transients appear; the system spends some time on the former (pre-crisis) attractor which is now a chaotic saddle. In the case of a boundary crisis the transient is followed by a definitive escape to some other attractor in the phase space while after an interior crisis transients are interrupted by (typically short) bursts to an extension of the pre-crisis attractor. After attractor merging crisis we have intermittent jumps between symmetric pre-crisis attractors. Such a behaviour is called crisis-induced chaos-chaos intermittency. For a large class of dynamical systems the time $`t`$ that the system stays on the pre-crisis attractor has an exponential distribution $`Pr(t)=\frac{1}{T}\mathrm{exp}(\frac{t}{T})`$ with a mean value $`T`$ fulfilling a power scaling low

$$T(pp_c)^\gamma .$$
(1)   
For two-dimensional maps, the exponent $`\gamma >0`$ can be expressed in terms of the eigenvalues of the periodic orbit involved in the crisis . The power low (1) and the formulas for the critical exponent $`\gamma `$  have been confirmed in many numerical and experimental studies (e.g. ). Throughout the recent years many other aspects of crises  as well as new types of crises  has been investigated.

However, it has also been noticed  that the power low (1) describes only the general tendency of the function $`T(pp_c)`$, and one can observe some oscillations imposed on it. They can result from a ragged (fractal) measure of chaotic attractor colliding with its basin of attraction ; in the case of homoclinic crisis their period on a log-log plot of $`T(pp_c)`$ is $`|\mathrm{log}|\lambda _2||`$, and their amplitude is large for small $`|\lambda _2|`$, where $`\lambda _2`$ is the contracting eigenvalue of the crisis orbit. These oscillations are indicated as a potential complication to verifying the scaling low (1) and determining the critical exponent $`\gamma `$.

In this paper we investigate another kind of oscillations that, in general, can be more pronounced, and arises from an intertwined structure of the basins of attraction . Their particular feature is the existence of sections where the average characteristic time $`T`$ grows up when moving off the crisis point, opposite to the general trend (1). Consequently, we call them anomalous oscillations. Oscillations of this kind have been observed in a 1D map describing a diode resonator  and presumably in many other systems but, to our knowledge, they were not explicitly pointed out. We estimate the period and calculate the amplitude of these basin-induced oscillations using a simple model of an attractor colliding with its basin boundary.

## II Crisis in a spin model, anomalous oscillations

First let us briefly introduce a spin model in which the anomalous oscillations can be explicitly observed. After the papers , we consider a classical magnetic moment (spin) $`𝐒,|𝐒|=S`$ in the field of uniaxial anisotropy ($`z`$ easy/hard axis) with imposed transversal magnetic field $`\stackrel{~}{B}(t)`$ along the $`x`$ axis. The system can be described by the Hamiltonian $`H=A(S_z)^2\stackrel{~}{B}(t)S_x`$, where $`A`$ is the anisotropy constant. Such a model can describe a magnetic ion in a paramagnetic material or a single domain ferromagnetic sample. The motion of the spin is determined by the Landau-Lifschitz equation with damping term:

$$\frac{d𝐒}{dt}=𝐒\times 𝐁_{\mathrm{𝐞𝐟𝐟}}\frac{\lambda }{S}𝐒\times (𝐒\times 𝐁_{\mathrm{𝐞𝐟𝐟}}),$$
(2)   
where $`𝐁_{\mathrm{𝐞𝐟𝐟}}=dH/d𝐒`$ is the effective magnetic field and $`\lambda >0`$ is a damping parameter.

Taking the driving field in the form of periodic delta pulses of amplitude $`B`$ and period $`\tau `$: $`\stackrel{~}{B}(t)=B_{n=1}^{\mathrm{}}\delta (tn\tau )`$, and using the fact that $`|𝐒|`$ is constant, the equation of motion (2) can be transformed into a superposition of two 2D maps : $`T_A`$ describing the time evolution between kicks and $`T_B`$ describing the effect of the kick. The complete dynamics is yielded as a composition of the two maps:

$$[S_z^{^{}},\phi ^{^{}}]=T_B[T_A[S_z,\phi ]],$$
(3)   
where $`\phi `$ is the angle between the axis $`x`$ and the projection of the spin on the $`xy`$ plane. For different values of the parameters the system exhibits various types of dynamics including the periodic and chaotic ones  (see also ).

As an example, consider the crisis that occurs at $`\tau _c=2\pi ,\lambda _c=0.1054942,A_c=1`$ and $`B_c=1`$ in which two symmetric chaotic attractors merge . The attractors correspond to two Ising states (spin “up” and “down”) existing in the absence of the external field. We take the amplitude of the driving field $`B`$ as an accessible system parameter. For $`B>B_c`$ random jumps between the two, previously separate attractors can be observed;

Fig. 1 shows the dependence of the average time $`T`$ between two subsequent switches on the distance $`BB_c`$ from the crisis point in a log-log scale. We observe a linear trend according to (1) with the exponent $`\gamma 0.77`$ (dashed line) . However, a remarkable, roughly periodic oscillations around the trend line can also be seen. These oscillations include anomalous sections where $`T`$ increases when moving away from the crisis point.

The oscillations are due to an intertwined, fractal structure of the basins of attraction of the symmetric pre-crisis attractors. To see this, consider the situation depicted in Fig. 2 where a part of attractor is plotted together with pseudo-basin of attraction (gray spots) of the other, symmetric attractor. In fact, after crisis there is only one common attractor and almost all points of the phase space form its basin, but for $`BB_c`$ we can define pseudo-basins as sets of initial conditions evolving to the “upper” ($`S_z>0`$) or the “lower” ($`S_z<0`$) attractor respectively after $`M`$ iterations, where $`MT`$; in Fig. 2 we took $`M=20`$. The structure of pseudo-basins is much similar to the real basins before crisis. In what follows, we shall refer to the post-crisis pseudo-basin of attraction of the other attractor as the basin of escape. The average transient time $`T`$ is proportional to the inverse of the measure $`\mu `$ of the part of attractor overlapping with the basin of escape .

In Fig. 2 (a) the branch $`A1`$ of the attractor crossed the band $`B3`$ of the basin of escape and is just before the next band $`B2`$. This corresponds to a local maximum in Fig. 1. When the parameter $`B`$ is increased $`A1`$ enters the band $`B2`$, so $`\mu `$ grows and $`T`$ decreases until $`A1`$ touches the lower edge of $`B2`$ (Fig. 2 (b)). Then the total overlap $`\mu `$ begins to decrease and we observe an anomalous section in Fig. 1. But simultaneously another branch $`A2`$ enters the basin of escape, so the anomalous section is not as pronounced as in the “clean” case when $`A1`$ crosses $`B3`$.

If the band $`B3`$ is magnified by a factor of $`0.125^1`$ a structure similar to that on Fig. 2 could be observed; the procedure could be repeated further on. This explains the fact that the mean period of oscillations in Fig. 1 is approximately $`|\mathrm{log}_{10}0.125|0.9`$.

## III Simple model of anomalous oscillations

Motivated by the observed self-similarity we introduce a simple model of an attractor creeping into an intertwined basin of escape in order to assess the amplitude of anomalous oscillations. We define the basin in the vicinity of a collision point as a self-similar set $`𝔅`$ of stripes of the width $`\beta ^ib_E`$ accumulating at the line $`y=0`$ (see Fig. 3):

$$𝔅=\underset{i=0}{\overset{\mathrm{}}{}}\{\{x,y\}:y>\beta ^iby<\beta ^ib+\beta ^ib_E\}.$$
(4)   
$`\beta ^ib_R`$ is the width of the gaps in the basin of escape that may be called “return regions”. The parameters $`b,\beta ,b_E`$ and $`b_R`$ fulfil the condition $`b_E+b_R+\beta b=b`$.

As a model attractor we take a single parabola $`y=x^2r`$. The parameter $`r`$ corresponds to the distance $`pp_c`$ from the crisis point in (1). At $`r=0`$ the attractor collides with the basin $`𝔅`$ (crisis occurs). For $`r>0`$ there is a nonzero overlap of both sets. We assume the average transient time $`T(r)`$ proportional to the inverse of the measure $`\mu (r)`$ of the overlapping region (cf. ). Fig. 4 shows the function $`T(r)`$ in log-log scale obtained from the described model. Due to self similarity of the model basin $`𝔅`$, we observe regular oscillations with the period $`\mathrm{log}\beta `$ superimposed on the linear trend described by (1).

Our aim is to calculate the amplitude $`\mathrm{\Delta }`$ of the anomalous oscillations measured as the difference between a maximum and the preceding minimum, see Fig. 4. Consider one $`k`$-th period of the oscillation. By our definition

$$\mathrm{\Delta }=\mathrm{log}T(r_2)\mathrm{log}T(r_1)=\mathrm{log}\frac{\mu (r_1)}{\mu (r_2)},$$
(5)   
where $`r_1=\beta ^kb`$, a $`r_2=\beta ^kb+\beta ^{k1}b_R`$ (cf. Fig. 3).

For small $`r`$, the length of parabola in the half-plane $`y<0`$ is proportional to $`\sqrt{r}`$. Using this approximation the measure of the overlap $`\mu `$ at points $`r_1`$ and $`r_2`$ can be written as

$$\mu (r_1)\sqrt{\beta ^kb_E},\mu (r_2)\sqrt{\beta ^{k1}b_R+\beta ^kb_E}\sqrt{\beta ^{k1}b_R}.$$
(6)   
Here we neglected all the strips with $`i>k`$ in (4). From (5) and (6) we get

$$\mathrm{\Delta }=(1/\mathrm{ln}q)\mathrm{sinh}^1\sqrt{RE/\beta },$$
(7)   
where $`RE=b_R/b_E`$ and $`q`$ is the base of the logarithm in the plot $`\mathrm{log}T`$ vs. $`\mathrm{log}r`$ (in this Letter we use $`q=10`$).

One can also calculate the slope of the linear trend, getting $`\gamma =\frac{1}{2}`$ because of a 1D model-attractor. Analytical and numerical calculations considering other model-attractors show that the fractal structure of the basin of escape does not influence the slope $`\gamma `$.

## IV Numerical examples: spin map and Hénon map

The formula (7) has been verified by comparing the calculated $`\mathrm{\Delta }`$ with the amplitudes of anomalous oscillations measured on the log-log charts $`T(pp_c)`$, obtained from computer simulations of the spin map (3). We investigated the intermittent dynamics near four different crisis points of the same kind as the one described above, and we made respective plots $`T(BB_c)`$, similar to Fig. 1. The results are gathered in Table 1. The values of $`\beta `$ and $`RE`$ used in (7) have been measured employing a series of consecutive magnifications of the basin boundary at $`B=B_c`$ (similar to Fig. 2). Much the same values of $`\beta `$ can be obtained as $`10^{\overline{\theta }}`$, where $`\overline{\theta }`$ is the average period of anomalous oscillations measured as in Fig. 1.

Note, that the amplitudes of anomalous oscillations calculated from (7) are close to the maximal amplitudes observed in the simulations of the map (3). This can be understood noting that the maximal amplitude corresponds to a “clear” situation when a branch of attractor which may be considered as one parabola (its fractal fine structure may be ignored) leaves a band of the basin while no other branch collides with any other basin band. It is just the case considered in our model crisis. Conversely, if one branch of attractor leaves a basin band and simultaneously another branch enters the same or some other band, both effects can cancel and no pronounced peak is observed. Thus, (7) gives the maximal amplitude of anomalous oscillations.

We also studied a homoclinic boundary crisis that occurs in the Hénon map, $`x_{n+1}=px_n^2Jy_n,y_{n+1}=x_n`$ at $`J_c=0.3`$ and $`p_c=2.124672450\mathrm{}`$ . If we make the $`\mathrm{log}_{10}`$-scale plot of $`T(pp_c)`$ (here $`T`$ is the length of chaotic transient before the escape to infinity, averaged over a set of initial conditions) measuring $`T`$ with appropriate accuracy, and marking subsequent points dense enough we can see tiny anomalous peaks with average period 0.97 and average amplitude (defined as on Fig. 1) 0.1. These oscillations are superimposed on the linear trend (1) and, here dominating, oscillations due to the ragged measure of the chaotic attractor. A few consecutive magnifications of the fractal basin boundary gives the model parameter values $`RE0.0167`$ and $`\beta 0.107`$. The formula (7) then gives $`\mathrm{\Delta }=0.168`$. This value is again close to the maximal amplitude observed ($`0.16`$). Note, that the average period of anomalous oscillations is approximately $`|\mathrm{log}_{10}\beta |`$.

## V Discussion and summary

The presented model used to obtain the maximal amplitude of anomalous oscillations is a simple one. In real basins of attraction every strip of $`𝔅`$ may have its own fine structure and chaotic attractor is locally an infinite fractal set of parabolas. Nevertheless, the model comprises the main properties of both sets responsible for the anomalous oscillations and gives a proper estimate of their maximal amplitude.

Anomalous oscillations seem to be quite common in nonlinear dynamical systems, as do the fractal, intertwined basin boundaries that give rise to them. They are, however, easy to confuse with statistical dispersion of the mean times $`T`$, especially when one has a small number of points on $`T(pp_c)`$ plots. The presence of anomalous oscillations can be a complication to verify the scaling low (1), but if one is able to detect and measure them, they can give additional information on the structure of basins of attraction near crises. Note, that both $`\mathrm{\Delta }`$ and $`\beta `$ can be, in principle, assessed from the plot (like in Fig. 1) and Eqn. (7) can be used to derive $`RE`$.

A model of chaotic attractor similar to that of the basin of attraction lets us calculate the amplitude of “normal” oscillations caused by the fractal structure of the attractor .

Concluding, we have observed anomalous oscillations of average characteristic crisis-induced transient times, and explained them in terms of a simple, geometric model, which gives the period of the oscillations and enables to calculate with a fair accuracy their maximal amplitude. The model is universal, and the results are applicable to a large class of 2D systems undergoing different types of crises. It could be also customized for some special non generic cases.

## VI Acknowledgements

This work has been partly supported by the Polish Committee for Scientific Research (KBN), Grant No. 2P03B 031 14. A part of the calculations has been performed on CRAY 6400 at Warsaw University of Technology.