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We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…

Statistical Mechanics · Physics 2013-12-24 E. V. Vakarin

We consider the Kirchhoff equation on tori of any dimension and we construct solutions whose Sobolev norms oscillates in a chaotic way on certain long time scales. The chaoticity is encoded in the time between oscillations of the norm,…

Analysis of PDEs · Mathematics 2023-03-02 Pietro Baldi , Filippo Giuliani , Marcel Guardia , Emanuele Haus

We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…

Statistical Mechanics · Physics 2023-08-22 Ion Santra , Durgesh Ajgaonkar , Urna Basu

This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables…

Chaotic Dynamics · Physics 2018-05-23 Davide Faranda , Sandro Vaienti

The synchronization of rhythms is ubiquitous in both natural and engineered systems, and the demand for data-driven analysis is growing. When rhythms arise from limit cycles, phase reduction theory shows that their dynamics are universally…

Chaotic Dynamics · Physics 2026-02-20 Haruma Furukawa , Takashi Imai , Toshio Aoyagi

A high dimensional dynamical system is often studied by experimentalists through the measurement of a relatively low number of different quantities, called an observation. Following this idea and in the continuity of Boshernitzan's work,…

Dynamical Systems · Mathematics 2008-07-08 Jerôme Rousseau , Benoit Saussol

We present an analytical description of the distribution of diagonal lines in Recurrence Plots (RPs) for white noise and chaotic systems, and find that the latter one is linked to the correlation entropy. Further we identify two scaling…

Chaotic Dynamics · Physics 2007-05-23 M. Thiel , M. C. Romano , J. Kurths

We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

We investigate the recurrence properties of the time series of quantum mechanical expectation values, in terms of two representative models for a single-mode radiation field interacting with a nonlinear medium. From recurrence-time…

Quantum Physics · Physics 2009-12-31 C. Sudheesh , S. Lakshmibala , V. Balakrishnan

We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and…

Statistical Mechanics · Physics 2016-08-24 William Graham Hoover , Carol Griswold Hoover , Julien Clinton Sprott

This is an easy-to-read introduction to foundations of deterministic chaos, deterministic diffusion and anomalous diffusion. The first part introduces to deterministic chaos in one-dimensional maps in form of Ljapunov exponents and…

Chaotic Dynamics · Physics 2010-01-27 R. Klages

We estimate density and regression functions for weak dependant datas. Using an exponential inequality obtained by Dedecker and Prieur and in a previous article of the author, we control the deviation between the estimator and the function…

Dynamical Systems · Mathematics 2016-08-16 Véronique Maume-Deschamps

With the recent advent of a sound mathematical theory for extreme events in dynamical systems, new ways of analyzing a system's inherent properties have become available: Studying only the probabilities of extremely close Poincar\'{e}…

Atmospheric and Oceanic Physics · Physics 2019-01-08 Sebastian Buschow , Petra Friederichs

We numerically study in the one-dimensional case the validity of the functional calculated by Graham and coworkers as a Lyapunov potential for the Complex Ginzburg-Landau equation. In non-chaotic regions of parameter space the functional…

Condensed Matter · Physics 2015-06-25 R. Montagne , E. Hernandez-Garcia , M. San Miguel

The Lyapunov Characteristic Exponents are a useful indicator of chaos in astronomical dynamical systems. They are usually computed through a standard, very efficient and neat algorithm published in 1980. However, for Hamiltonian systems the…

Astrophysics of Galaxies · Physics 2023-04-06 Daniel D. Carpintero , J. C. Muzzio

The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agency may be interested by the…

Statistical Mechanics · Physics 2020-03-13 Thibault Lestang , Francesco Ragone , Charles-Edouard Bréhier , Corentin Herbert , Freddy Bouchet

We study an asymptotic behavior of the return probability for the critical random matrix ensemble in the regime of strong multifractality. The return probability is expected to show critical scaling in the limit of large time or large…

Disordered Systems and Neural Networks · Physics 2011-06-30 V. E. Kravtsov , A. Ossipov , O. M. Yevtushenko

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette