Related papers: Exponent Inequalities in Dynamical Systems
We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…
When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
The main focus of this paper is to explore how much similarity between two stochastic differential systems. Motivated by the conjugate theory of stochastic dynamic systems, we study the relationship between two systems by finding…
Several fundamental and closely interconnected issues related to factor models are reviewed and discussed: dynamic versus static loadings, rate-strong versus rate-weak factors, the concept of weakly common component recently introduced by…
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
Kinetically-constrained models are lattice-gas models that are used for describing glassy systems. By construction, their equilibrium state is trivial and there are no equal-time correlations between the occupancy of different sites. We…
Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…
We consider the dynamics of the voter model and of the monomer-monomer catalytic process in the presence of many ``competing'' inhomogeneities and show, through exact calculations and numerical simulations, that their presence results in a…
In this paper we propose a novel approach to identify dynamical systems. The method estimates the model structure and the parameters of the model simultaneously, automating the critical decisions involved in identification such as model…
Local expansion exponents for nonequilibrium dynamical systems, described by partial differential equations, are introduced. These exponents show whether the system phase volume expands, contracts, or is conserved in time. The ways of…
Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…
Dynamic fragmentation simulations are essential for predicting material response at high strain rates, yet explicit dynamic simulations that combine an extrinsic cohesive-zone model (CZM) with penalty-based contact often exhibit severe…
Similar evolutionary variational inequalities appear as convenient formulations for continuous quasistationary models for sandpile growth, formation of a network of lakes and rivers, magnetization of type-II superconductors, and…
We study deterministic and quantum dynamics from a constructive "finite" point of view, since the introduction of a continuum, or other actual infinities in physics poses serious conceptual and technical difficulties, without any need for…
Dynamics of inelastic gases are studied within the framework of random collision processes. The corresponding Boltzmann equation with uniform collision rates is solved analytically for gases, impurities, and mixtures. Generally, the energy…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
A growing body of theoretical and empirical evidence shows that the global steady-state distributions of many equilibrium and nonequilibrium systems approximately satisfy an analogue of the Boltzmann distribution, with a local dynamical…
In this paper the author presents the results of the preliminary investigation of fractional dynamical systems based on the results of numerical simulations of fractional maps. Fractional maps are equivalent to fractional differential…