Related papers: Fluctuation bounds for chaos plus noise in dynamic…
We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory ideas that is capable of unveiling the type of correlations information which is inaccessible to the…
We show that rather simple but non-trivial boundary conditions could induce the appearance of spatial chaos (that is stationary, stable, but spatially disordered configurations) in extended dynamical systems with very simple dynamics. We…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
We study the ultimate limits to the decoherence rate associated with dephasing processes. Fluctuating chaotic quantum systems are shown to exhibit extreme decoherence, with a rate that scales exponentially with the particle number, thus…
In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…
We discuss recent results obtained for the Hamiltonian Mean Field model. The model describes a system of N fully-coupled particles in one dimension and shows a second-order phase transition from a clustered phase to a homogeneous one when…
We use physical principles to derive a water wheel model under the assumption of an asymmetric water wheel for which the water inflow rate is in general unsteady (modeled by an arbitrary function of time). Our model allows one to recover…
The study of dynamics in general relativity has been hampered by a lack of coordinate independent measures of chaos. Here we present a variety of invariant measures for quantifying chaotic dynamics in relativity by exploiting the coordinate…
The problem of dynamic estimation of all parameters of a model representing chaotic and hyperchaotic systems using information from a scalar measured output is solved. The variational calculus based method is robust in the presence of…
The famous Johnson-Nyquist formula relating noise current to conductance has a microscopic generalization relating noise current density to microscopic conductivity, with corollary relations governing noise in the components of the…
We investigate chaotic dynamical systems for which the intensity of trajectories might grow unlimited in time. We show that (i) the intensity grows exponentially in time and is distributed spatially according to a fractal measure with an…
We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…
The spacing intervals of adjacent Riemann zeta zeros(non-trivial) exhibit fractal(irregular) fluctuations generic to dynamical systems in nature such as fluid flows, heart beat patterns, stock market price index, etc., and are associated…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of…
We perform network analysis of a system described by the master equation to estimate the lower bound of the steady-state current noise, starting from the level 2.5 large deviation function and using the graph theory approach. When the…
The fluctuating hydrodynamics by Brey et. al. is analytically solved to get the long-time limit of the fluctuations of the number density, velocity field, and energy density around the homogeneous cooling state of a granular gas, under…