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Complexity is an important metric for appropriate characterization of different classes of irregular signals, observed in the laboratory or in nature. The literature is already rich in the description of such measures using a variety of…

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi

Lyapunov functions provide a tool to analyze the stability of nonlinear systems without extensively solving the dynamics. Recent advances in sum-of-squares methods have enabled the algorithmic computation of Lyapunov functions for…

Dynamical Systems · Mathematics 2016-09-26 Soumya Kundu , Marian Anghel

The multiscale dynamics of glow discharge plasma is analysed through wavelet transform, whose scale dependent variable window size aptly captures both transients and non-stationary periodic behavior. The optimal time-frequency localization…

Quantum Physics · Physics 2015-06-18 Bapun K. Giri , Chiranjit Mitra , Prasanta K. Panigrahi , A. N. Sekar Iyengar

In this paper is proposed the method of the identification of complex dynamic systems. Method can be used for the identification of linear and nonlinear complex dynamic systems for the determined or stochastic signals at the inputs and the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexander Shaydurov

We consider the applications of a numerical-analytical approach based on multiscale variational wavelet technique to the systems with collective type behaviour described by some forms of Vlasov-Poisson/Maxwell equations. We calculate the…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

The efficient detection of chaotic behavior in orbits of a complex dynamical system is an active domain of research. Several indicators have been proposed in the past, and new ones have recently been developed in view of improving the…

Dynamical Systems · Mathematics 2023-07-05 A. Bazzani , M. Giovannozzi , C. E. Montanari , G. Turchetti

A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…

Dynamical Systems · Mathematics 2007-05-23 Rafael G. Campos , Gilberto O. Arciniega

A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Dilip P. Ahalpara , Amit Verma , Prasanta K. Panigrahi , Jitendra C. Parikh

Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…

Optimization and Control · Mathematics 2013-11-15 Corentin Briat

The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last application has stimulated interest in…

Methodology · Statistics 2009-09-29 Anestis Antoniadis

In dealing with nonlinear systems, it is common to use numerical solutions. Unlike the careful behavior towards the numerical results in chaotic regions, the validity of numerical results in regions of transient chaos might not always be…

Dynamical Systems · Mathematics 2023-10-23 Ali Goodarzi , Maryam Rahimi , MohammadJavad Valizadeh , Fakhteh Ghanbarnejad

Using the tools of Differential Geometry, we define a new <<fast>> chaoticity indicator, able to detect dynamical instability of trajectories much more effectively, (i.e. "quickly") than the usual tools, like Lyapunov Characteristic Numbers…

Chaotic Dynamics · Physics 2007-05-23 Piero Cipriani , Maria Teresa Di Bari

In this paper, we propose a fast, well-performing, and consistent method for segmenting a piecewise-stationary, linear time series with an unknown number of breakpoints. The time series model we use is the nonparametric Locally Stationary…

Methodology · Statistics 2016-11-30 Haeran Cho , Piotr Fryzlewicz

We describe a new test for determining whether a given deterministic dynamical system is chaotic or nonchaotic. (This is an alternative to the usual approach of computing the largest Lyapunov exponent.) Our method is a 0-1 test for chaos…

Chaotic Dynamics · Physics 2015-06-26 Georg A. Gottwald , Ian Melbourne

In this paper we present a multiresolution-based method for period determination that is able to deal with unevenly sampled data. This method allows us to detect superimposed periodic signals with lower signal-to-noise ratios than in…

Astrophysics · Physics 2007-05-23 X. Otazu , M. Ribo , J. M. Paredes , M. Peracaula , J. Nunez

A diagnostics method based on a continuous wavelet transform is proposed. This method makes it possible to diagnose the presence of synchronization of the oscillations of a self-excited oscillator locked by an external force with a linearly…

Chaotic Dynamics · Physics 2007-06-13 Alexey Koronovskii , Vladimir Ponomarenko , Mikhail Prokhorov , Alexander Hramov

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi

We provide appropriate tools for the analysis of dynamics and chaos for one-dimensional systems with periodic boundary conditions. Our approach allows for the investigation of the dependence of the largest Lyapunov exponent on various…

Chaotic Dynamics · Physics 2015-06-22 Pankaj Kumar , Bruce N. Miller

The quantitative determination of the order-chaos transition in a nonlinear dynamical system described by H\'enon mapping defined as $x[n+1]=1.0-A*x[n]^2+B*y[n], y[n+1]=B*x[n]$, where $B=0.3$, and $A$ is an adjustable control parameter, was…

Chaotic Dynamics · Physics 2007-05-23 Carlos R. Fadragas , Rubén Orozco Morales