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Granger causality and cross recurrence plots in rheochaos

Ganapathy, Rajesh and Rangarajan, Govindan and Sood, AK (2007) Granger causality and cross recurrence plots in rheochaos. In: Physical Review E, 75 (1). 016211:1-6.

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Abstract

Our stress relaxation measurements on wormlike micelles using a Rheo-SALS (rheology + small angle light scattering) apparatus allow simultaneous measurements of the stress and the scattered depolarized intensity. The latter is sensitive to orientational ordering of the micelles. To determine the presence of causal influences between the stress and the depolarized intensity time series, we have used the technique of linear and nonlinear Granger causality. We find there exists a feedback mechanism between the two time series and that the orientational order has a stronger causal effect on the stress than vice versa. We have also studied the phase space dynamics of the stress and the depolarized intensity time series using the recently developed technique of cross recurrence plots (CRPs). The presence of diagonal line structures in the CRPs unambiguously proves that the two time series share similar phase space dynamics.

Item Type: Journal Article
Additional Information: Copyright of this article belongs to American Physical Society.
Department/Centre: Division of Physical & Mathematical Sciences > Physics
Division of Physical & Mathematical Sciences > Mathematics
Date Deposited: 28 Mar 2007
Last Modified: 19 Sep 2010 04:36
URI: http://eprints.iisc.ernet.in/id/eprint/10383

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