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In this paper we propose a look at the capital risk problem inspired by deterministic, known from classical mechanics, problem of juggling. We propose capital equivalents to the Newton's laws of motion and on this basis we determine the…

Risk Management · Quantitative Finance 2008-12-02 Anna Szczypinska , Edward W. Piotrowski

Three-dimensional steady-state Arnold-Beltrami-Childress (ABC) flow has a chaotic Lagrangian structure, and also satisfies the Navier-Stokes (NS) equations with an external force per unit mass. It is well-known that, although trajectories…

Chaotic Dynamics · Physics 2023-05-16 Shijie Qin , Shijun Liao

Rotational constraint representing a local external bias generally has non-trivial effect on the critical behavior of lattice statistical models in equilibrium critical phenomena. In order to study the effect of rotational bias in a out of…

Soft Condensed Matter · Physics 2009-11-13 S. B. Santra , S. Ranjita Chanu , D. Deb

In this work, we aim to reconcile several apparently contradictory observations in market microstructure: is the famous "square-root law" of metaorder impact, which decays with time, compatible with the random-walk nature of prices and the…

Trading and Market Microstructure · Quantitative Finance 2026-03-05 Guillaume Maitrier , Jean-Philippe Bouchaud

In recent years there has been a considerable increase in the publishing of textbooks and monographs covering what was formerly known as random or irregular deterministic motion, now named by the more fashionable term of deterministic…

Chaotic Dynamics · Physics 2011-01-27 Jaume Masoliver , Ana Ros

Population dynamics in random ecological networks are investigated by analyzing a simple deterministic equation. It is found that a sequence of abrupt changes of populations punctuating quiescent states characterize the long time behavior.…

chao-dyn · Physics 2008-02-03 Shin-ichi Sasa , Tsuyoshi Chawanya

Here we define natural chaotic systems, like the earths weather and climate system, as chaotic systems which are open to the world so have constantly changing boundary conditions, and measurements of their states are subject to errors. In…

Chaotic Dynamics · Physics 2024-09-24 Michael LuValle

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One…

Chaotic Dynamics · Physics 2008-12-02 J. R. Sanchez , J. Gonzalez-Estevez , R. Lopez-Ruiz , M. G. Cosenza

Recently, a concept of deterministic and stochastic turbulence has been introduced based on experiments with a boundary layer. In these experiments, the flow was driven with controlled random perturbation; in addition, natural ambient noise…

Chaotic Dynamics · Physics 2025-11-19 Arkady Pikovsky

Many dynamical systems of different complexity, e.g. 1D logistic map, the Lorentz equations, or real phenomena, like turbulent convection, show chaotic behaviour. Despite huge differences, the dynamical scenarios for these systems are…

Solar and Stellar Astrophysics · Physics 2014-03-24 R. Smolec , P. Moskalik

The relationship between chaos and quantum mechanics has been somewhat uneasy -- even stormy, in the minds of some people. However, much of the confusion may stem from inappropriate comparisons using formal analyses. In contrast, our…

In this paper, we introduce the notion of distributional chaos and the measure of chaos for random dynamical systems generated by two interval maps. We give some sufficient conditions for a zero measure of chaos and examples of chaotic…

Dynamical Systems · Mathematics 2018-08-09 Jozef Kováč , Katarína Janková

We study diffusion in a one-dimensional periodic array of scatterers modeled by a simple map. The chaotic scattering process for this map can be changed by a control parameter and exhibits the dynamics of a crisis in chaotic scattering. We…

chao-dyn · Physics 2008-02-03 R. Klages , J. R. Dorfman

Excitable media are prevalent models for describing physical, chemical, and biological systems which support wave propagation. In this letter, we show that the time evolution of the medium state at the wave fronts can be determined by…

Chaotic Dynamics · Physics 2021-09-06 Sergey A. Vakulenko , Ivan Sudakow , John Reinitz , Dmitry Grigoriev

Chaos transition, as an important topic, has become an active research subject in non-linear science. By considering a Dicke Hamiltonian coupled to a bath of harmonic oscillator, we have been able to introduce a logistic map with quantum…

Chaotic Dynamics · Physics 2012-07-25 S. Ahadpour , N. Hematpour

A generalization of the economic model of logistic growth, which takes into account the effects of memory and crises, is suggested. Memory effect means that the economic factors and parameters at any given time depend not only on their…

Economics · Quantitative Finance 2017-12-27 Valentina V. Tarasova , Vasily E. Tarasov

We here describe the possibility of a synthetic description of the onset of Chaos in many degrees of freedom dynamical systems within the framework of the geometric description of dynamics. We show how this approach to instability helps to…

chao-dyn · Physics 2008-02-03 Cipriani Piero , Di Bari Maria

The paper is focused on the discussion of the phenomenon of transitional chaos in dynamic autonomous and non-autonomous systems. This phenomenon involves the disappearance of chaotic oscillations in specific time periods and the system…

Chaotic Dynamics · Physics 2026-02-10 Marek Berezowski

The scope of this teaching package is to make a brief introduction to some notions and properties of chaotic systems. We first make a brief introduction to chaos in general and then we show some important properties of chaotic systems using…

Chaotic Dynamics · Physics 2007-05-23 Carlos Gershenson

Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…

chao-dyn · Physics 2009-10-22 Mark M. Millonas