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Cardiac interbeat interval dynamics from childhood to senescence : comparison of conventional and new measures based on fractals and chaos theory

BACKGROUND: New methods of R-R interval variability based on fractal scaling and nonlinear dynamics ("chaos theory") may give new insights into heart rate dynamics. The aims of this study were to (1) systematically characterize and quantify the effects of aging from early childhood to advanced age on 24-hour heart rate dynamics in healthy subjects; (2) compare age-related changes in conventional time- and frequency-domain measures with changes in newly derived measures based on fractal scaling and complexity (chaos) theory; and (3) further test the hypothesis that there is loss of complexity and altered fractal scaling of heart rate dynamics with advanced age. METHODS AND RESULTS: The relationship between age and cardiac interbeat (R-R) interval dynamics from childhood to senescence was studied in 114 healthy subjects (age range, 1 to 82 years) by measurement of the slope, beta, of the power-law regression line (log power-log frequency) of R-R interval variability (10(-4) to 10(-2) Hz), approximate entropy (ApEn), short-term (alpha(1)) and intermediate-term (alpha(2)) fractal scaling exponents obtained by detrended fluctuation analysis, and traditional time- and frequency-domain measures from 24-hour ECG recordings. Compared with young adults (<40 years old, n=29), children (<15 years old, n=27) showed similar complexity (ApEn) and fractal correlation properties (alpha(1), alpha(2), beta) of R-R interval dynamics despite lower spectral and time-domain measures. Progressive loss of complexity (decreased ApEn, r=-0.69, P<0.001) and alterations of long-term fractal-like heart rate behavior (increased alpha(2), r=0.63, decreased beta, r=-0.60, P<0.001 for both) were observed thereafter from middle age (40 to 60 years, n=29) to old age (>60 years, n=29). CONCLUSIONS: Cardiac interbeat interval dynamics change markedly from childhood to old age in healthy subjects. Children show complexity and fractal correlation properties of R-R interval time series comparable to those of young adults, despite lower overall heart rate variability. Healthy aging is associated with R-R interval dynamics showing higher regularity and altered fractal scaling consistent with a loss of complex variability.

NASA Discipline Cardiopulmonary

Loss of 'complexity' and aging. Potential applications of fractals and chaos theory to senescence

The concept of "complexity," derived from the field of nonlinear dynamics, can be adapted to measure the output of physiologic processes that generate highly variable fluctuations resembling "chaos." We review data suggesting that physiologic aging is associated with a generalized loss of such complexity in the dynamics of healthy organ system function and hypothesize that such loss of complexity leads to an impaired ability to adapt to physiologic stress. This hypothesis is supported by observations showing an age-related loss of complex variability in multiple physiologic processes including cardiovascular control, pulsatile hormone release, and electroencephalographic potentials. If further research supports this hypothesis, measures of complexity based on chaos theory and the related geometric concept of fractals may provide new ways to monitor senescence and test the efficacy of specific interventions to modify the age-related decline in adaptive capacity.

Non-NASA Center

Stochastic Representation of Chaos Using Terminal Attractors

A nonlinear version of the Liouville equation based on terminal attractors is part of a mathematical formalism for describing postinstability motions of dynamical systems characterized by exponential divergences of trajectories leading to chaos (including turbulence as a form of chaos). The formalism can be applied to both conservative systems (e.g., multibody systems in celestial mechanics) and dissipative systems (e.g., viscous fluids). The development of the present formalism was undertaken in an effort to remove positive Lyapunov exponents. The means chosen to accomplish this is coupling of the governing dynamical equations with the corresponding Liouville equation that describes the evolution of the flow of error probability. The underlying idea is to suppress the divergences of different trajectories that correspond to different initial conditions, without affecting a target trajectory, which is one that starts with prescribed initial conditions.

Zak, Michail

Subharmonic Oscillations and Chaos in Dynamic Atomic Force Microscopy

The increasing use of dynamic atomic force microscopy (d-AFM) for nanoscale materials characterization calls for a deeper understanding of the cantilever dynamics influencing scan stability, predictability, and image quality. Model development is critical to such understanding. Renormalization of the equations governing d- AFM provides a simple interpretation of cantilever dynamics as a single spring and mass system with frequency dependent cantilever stiffness and damping parameters. The renormalized model is sufficiently robust to predict the experimentally observed splitting of the free-space cantilever resonance into multiple resonances upon cantilever-sample contact. Central to the model is the representation of the cantilever sample interaction force as a polynomial expansion with coefficients F(sub ij) (i,j = 0, 1, 2) that account for the effective interaction stiffness parameter, the cantilever-to-sample energy transfer, and the amplitude of cantilever oscillation. Application of the Melnikov method to the model equation is shown to predict a homoclinic bifurcation of the Smale horseshoe type leading to a cascade of period doublings with increasing drive displacement amplitude culminating in chaos and loss of image quality. The threshold value of the drive displacement amplitude necessary to initiate subharmonic generation depends on the acoustic drive frequency, the effective damping coefficient, and the nonlinearity of the cantilever-sample interaction force. For parameter values leading to displacement amplitudes below threshold for homoclinic bifurcation other bifurcation scenarios can occur, some of which lead to chaos.

Cantrell, John H.

Strong-Drive Limits in Josephson Circuits: From Chaos to an Unbound-Resonance Threshold

Strong microwave drives enable fast measurement and parametric control in superconducting circuits but can induce transitions out of the intended low-energy manifold. We develop a unified description of strong-drive limits in flux- and charge-driven Josephson circuits across drive frequency and dc flux bias. Using classical phase-space analysis and Floquet--Markov simulations, we identify distinct low- and high-frequency mechanisms. At low frequency, we characterize bound-state resonances and separatrix chaos and find that the flux-drive chaos threshold depends strongly on dc flux bias. At high frequency, these mechanisms are suppressed, and the dissipative steady state transfers from the central bound-state sector to outer resonances formed by above-barrier running trajectories. The resulting unbound-resonance threshold is nearly independent of drive frequency and circuit parameters over the regime studied and is controlled primarily by dc flux bias. Coherent simulations show that parametric operation persists beyond this threshold, but at a reduced rate, setting an effective upper bound on the achievable operation speed. We derive analytical criteria for both thresholds, validate them numerically, and experimentally confirm the predicted dc-bias dependence of the low-frequency threshold in a flux-driven SQUID. We also determine the timescales for transfer into the unbound-resonance regime and relaxation back to the bound-state manifold after the drive is removed. Finally, we relate the stability limits to a complementary picture based on the junction critical current and extend the framework to multitone drives and inductively shunted circuits. Together, these results identify the mechanisms limiting strong driving and suggest routes to extend the stable operating range of Josephson circuits.

You, Xinyuan [Fermilab] (ORCID:0000000291789419)

Bayesian Adaptive Polynomial Chaos Expansions

Polynomial chaos expansions (PCEs) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully Bayesian formulations remain rare—especially with implementations in R. Motivated by the success of adaptive Bayesian machine learning models such as BART, BASS and BPPR, we develop a new fully Bayesian adaptive PCE method with an efficient and accessible R implementation: khaos. Our approach includes a novel proposal distribution that enables data-driven interaction selection and supports a modified g-prior tailored to PCE structure. Through simulation studies and real-world UQ applications, we demonstrate that the Bayesian adaptive PCE provides competitive performance for surrogate modeling, global sensitivity analysis and ordinal regression tasks.

97 MATHEMATICS AND COMPUTING

Neural chaos: A spectral stochastic neural operator

Building surrogate models for operators with uncertainty quantification capabilities is essential for many engineering applications where randomness–such as variability in material properties, boundary conditions, and initial conditions–is unavoidable. Polynomial Chaos Expansion (PCE) is widely recognized as a go-to method for constructing stochastic surrogates in both intrusive and non-intrusive ways, and it has recently been used in the context of operator learning. However, its application becomes challenging for complex or high-dimensional processes, as achieving accuracy requires higher-order polynomials, which can increase computational demand and/or the risk of overfitting. Furthermore, PCE requires specialized treatments to manage random variables that are not independent, and these treatments may be problem-dependent or may fail with increasing complexity. Here, in this work, we adopt the same formalism as the spectral expansion used in PCE; however, we replace the classical polynomial basis functions with neural network (NN) basis functions to leverage their expressivity. To achieve this, we propose an algorithm that identifies NN-parameterized basis functions in a purely data-driven manner, without any prior assumptions about the joint distribution of the random variables involved, whether independent or dependent, or about their marginal distributions. The proposed algorithm identifies each NN-parameterized basis function sequentially, ensuring they are orthogonal with respect to the data distribution. The basis functions are constructed directly on the joint stochastic variables without requiring a tensor product structure or assuming independence of the random variables. This approach may offer greater flexibility for complex stochastic models, while simplifying implementation compared to the tensor product structures typically used in PCE to handle random vectors. This is particularly advantageous given the current state of open-source packages, where building and training neural networks can be done with just a few lines of code and extensive community support. We demonstrate the effectiveness of the proposed scheme through several numerical examples of varying complexity and provide comparisons with classical PCE.

Polynomial chaos expansion

Nature of temperature chaos in spin glasses

Temperature chaos (TC) in spin glasses has been claimed to exist no matter how small the temperature change, Δ⁢T. However, experimental studies have exhibited a finite value of Δ⁢T for a transition to TC. This paper explores the onset of TC with much higher resolution than before and over a larger temperature range. We find that TC is always present, though small at the smallest Δ⁢T that we can reliably measure. However, it grows rapidly as Δ⁢T increases, the region of rapid growth coinciding with the Δ⁢T predicted from renormalization group arguments and observed experimentally. Here, we are able to transcend the full range of TC, from the completely reversible state to one that is maximally decorrelated from the initially prepared state.

36 MATERIALS SCIENCE

Quantum chaos, integrability, and late times in the Krylov basis

Quantum chaotic systems are conjectured to display a spectrum whose fine-grained features (gaps and correlations) are well described by random matrix theory (RMT). We propose and develop a complementary version of this conjecture: quantum chaotic systems display a Lanczos spectrum whose local means and covariances are well described by RMT. To support this proposal, we first demonstrate its validity in examples of chaotic and integrable systems. We then show that for Haar-random initial states in RMTs the mean and covariance of the Lanczos spectrum suffice to produce the full long-time behavior of general survival probabilities including the spectral form factor, as well as the spread complexity. In addition, for initial states with continuous overlap with energy eigenstates, we analytically find the long-time averages of the probabilities of Krylov basis elements in terms of the mean Lanczos spectrum. This analysis suggests a notion of eigenstate complexity, the statistics of which differentiate integrable systems and classes of quantum chaos. Lastly, we clarify the relation between spread complexity and the universality classes of RMT by exploring various values of the Dyson index and Poisson distributed spectra.

Combinatorics

Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

97 MATHEMATICS AND COMPUTING

Chaos in Magnetoplasmas

A nonlinear wave, in general, is equivalent to a nonlinear dynamical system, which exhibits the phenomena of chaos.

chaos magnetoplasmas nonlinear

Unknowability in Climate Science: Chaos, Structure, and Society

The limits to knowledge in climate forecasts arise from three mechanisms. One is inherent to the complex nonlinearity of the climate system, one is related to inherent imperfection of models in representing the real world, and one is a reflection on the coupling of our knowledge of potential future states and real-world actions that may be taken to avoid some subset of them. I refer to these limits as chaos, structure, and society. I provide background on how each adds to the unknowability of climate, and demonstrate that this unknowability is limited; not all aspects of past and future climates are unknowable.

Climate science

Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters

Uncertainty quantification (UQ) and inference involving a large number of parameters are valuable tools for problems associated with heterogeneous and non-stationary behaviors. The difficulty with these problems is exacerbated when these parameters are statistically dependent requiring statistical characterization over joint measures. Probabilistic modeling methodologies stand as effective tools in the realms of UQ and inference. Among these, polynomial chaos expansions (PCE), when adapted to low-dimensional quantities of interest (QoI), provide effective yet accurate approximations for these QoI in terms of an adapted orthogonal basis. These adaptation techniques have been cast as projection pursuits in Gaussian Hilbert space in what has been referred to as a projection pursuit adaptation (PPA) by Xiaoshu Zeng and Roger Ghanem (2023). The PPA method efficiently identifies an optimal low-dimensional space for representing the QoI and simultaneously evaluates an optimal PCE within that space. The quality of this approximation clearly depends on the size of the training dataset, which is typically a function of the adapted reduced dimension. Here, the complexity of the problem is thus mediated by the complexity of the low-dimensional quantity of interest and not the complexity of the high-dimensional parameter space.

Data-driven

Chaos as the cause of randomness in tearing mode onset times in DIII-D ITER baseline scenario plasmas

The first evidence of widespread chaotic plasma dynamics relevant to the onset of disruptive tearing modes is found in DIII-D tokamak discharges. This evidence is obtained by calculating positive maximal Lyapunov exponents from Mirnov signals using the Rosenstein algorithm, implying the chaotic growth and/or rotation of magnetohydrodynamic modes in DIII-D [Luxon, Nucl. Fusion 42, 614 (2002)] plasmas. Such chaotic dynamics offer an explanation for the random tearing mode onset times previously observed in ITER baseline scenario discharges. Further, the Lyapunov timescales associated with this chaos could inhibit reliable prediction of tearing mode onset beyond the angular momentum confinement timescale; this constraint should inform the design of plasma control systems on ITER.

Chaotic dynamics

Direct Nonlinear Approximation for Security Region Boundary of Integrated Energy Systems: A Polynomial Chaos Expansion Solution

The strong interdependence of electricity, gas, and heating systems can facilitate fault propagation within integrated energy systems (IESs), posing significant challenges to secure operation. This paper proposes a polynomial chaos expansion (PCE)-based approximation method to accurately characterize the IES security region boundary (IES–SRB). By integrating the Karush-Kuhn-Tucker conditions with PCE theory, the IES-SRB approximation problem is reformulated as a set of nonlinear equations concerning the approximation coefficients. Using the Galerkin projection method, these equations are further transformed into a system of projection equations that govern the polynomial approximation coefficients in the IES-SRB approximation. To reduce computational complexity while maintaining high approximation accuracy, a piecewise polynomial approximation method is proposed. Numerical studies on the E39-G20-H6 and E118-G96-H52 IES test systems demonstrate that the proposed method can accurately and effectively construct IES security regions.

Wu, Chenghao [Northeast Electric Power University]

Generation of Martian chaos and channels by debris flows

A debris flow mechanism is proposed to account for the formation of chaos and the large channels debouching into Crysae Planitia from the adjacent southern uplands of Mars. Based on considerations of the juxtaposition of individual channel environments, the morphological assemblages within each environment and flow dynamics, it is suggested that the debris flows were triggered by the large-scale failure of subsurface sediments, possibly initiated by a seismic event. During the initial, slow-moving phase of the flow, the debris would have formed gently sinuous channels with multiple side-wall slumps, grooves and ridges, and elongate erosional remnants. The flow would have gained mobility as the debris moved downslope, producing travel distances greatly in excess of those characteristic of terrestrial examples, and eroded, streamlined remnants at the distal reaches of the channel. Finally, due to internal and boundary friction, the flow would have been slowed down once it entered the Chryse plains, resulting in a thin debris blanket with no depositional relief.

Nummedal, D.