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Extreme events in a forced BVP oscillator: Experimental and numerical studies

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  • Thangavel, Bhagyaraj
  • Srinivasan, Sabarathinam
  • Kathamuthu, Thamilmaran

Abstract

In this work, we report the existence of extreme events in the well known Bonhoeffer-van der Pol (BVP) oscillator under the excitation of a periodically forced voltage. Extreme events refer to the sudden and random increase in the amplitude of one or more of the state variables of the dynamical system and arise because of the incidence of interior crises or the presence of discontinuous boundaries or intermittency. We have chosen this system because of the fact that it has spawned several systems modelling neuronal dynamics such as Hindmarsh-Rose (HR) and Hodgkin-Huxley (HH) models. Our investigations involve both laboratory experiments and numerical simulations. We have obtained time plots, phase portraits, Poincaré maps, bifurcation graphs, Lyapunov exponents and signal to noise ratio (SNR) to study the general dynamics and to confirm the presence of extreme events, we have used statistical measures such as phase slip analysis, distribution functions for both experimental and numerical data. To the best of our knowledge, we believe that it is for the first time that the occurrence of extreme event has been reported using both real time experimental and numerical studies on this forced BVP system.

Suggested Citation

  • Thangavel, Bhagyaraj & Srinivasan, Sabarathinam & Kathamuthu, Thamilmaran, 2021. "Extreme events in a forced BVP oscillator: Experimental and numerical studies," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    • Handle: RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009231
    DOI: 10.1016/j.chaos.2021.111569
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    References listed on IDEAS

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    1. N. Boers & B. Bookhagen & H. M. J. Barbosa & N. Marwan & J. Kurths & J. A. Marengo, 2014. "Prediction of extreme floods in the eastern Central Andes based on a complex networks approach," Nature Communications, Nature, vol. 5(1), pages 1-7, December.
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    3. Filimonov, Vladimir & Sornette, Didier, 2015. "Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns," Chaos, Solitons & Fractals, Elsevier, vol. 74(C), pages 27-45.
    4. Vladimir Filimonov & Didier Sornette, 2014. "Power law scaling and "Dragon-Kings" in distributions of intraday financial drawdowns," Papers 1407.5037, arXiv.org, revised Apr 2015.
    5. Vladimir FILIMONOV & Didier SORNETTE, 2014. "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series 14-48, Swiss Finance Institute, revised Apr 2015.
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    Cited by:

    1. Wang, Zhen & Ahmadi, Atefeh & Tian, Huaigu & Jafari, Sajad & Chen, Guanrong, 2023. "Lower-dimensional simple chaotic systems with spectacular features," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).

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