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Influence of colored noise on chaotic systems
Stefano Redaelli1, Dariusz Plewczyński, Wiesław M Macek
1Space Research Centre, Polish Academy of Sciences, Bartycka 18 A, 00-716 Warsaw, Poland. redaelli@cbk.waw.pl
Summary
Colored noise preserves scaling regions in chaotic systems, unlike white noise. This research explores how noise characteristics impact correlation dimension and Kolmogorov entropy calculations in classical chaotic systems.
Area of Science:
- Nonlinear dynamics and chaos theory.
- Statistical physics and noise analysis.
Background:
- Classical chaotic systems are susceptible to noise, affecting dynamical properties.
- White noise is known to degrade scaling regions in chaotic attractors.
- Understanding noise effects is crucial for accurate analysis of chaotic systems.
Purpose of the Study:
- To investigate the impact of white and colored noise on correlation dimension and Kolmogorov entropy.
- To analyze the dependence of these measures on noise level and spectral exponent.
- To determine if colored noise preserves scaling properties in chaotic systems.
Main Methods:
- Numerical simulations of classical chaotic systems subjected to different noise types.
- Calculation of correlation dimension and Kolmogorov entropy.
- Analysis of the correlation sum and scaling region width.
- Varying noise levels and spectral exponents.
Main Results:
- White noise significantly reduces the scaling region width for correlation dimension and entropy.
- Colored noise minimally obscures the scaling region, altering correlation sum shape at small scales.
- A noise level of ~5% still yields a discernible plateau for the correlation sum.
- Calculated correlation dimension shows a bilinear dependence on noise level and noise dimension (linked to spectral exponent).
- Scaling region width for correlation entropy depends on the spectral exponent, while plateau values remain largely unchanged.
Conclusions:
- Colored noise is less disruptive to the scaling properties of chaotic systems compared to white noise.
- The spectral exponent of colored noise influences the scaling region width of correlation entropy.
- Correlation dimension is predictably affected by noise level and its spectral characteristics.