Related papers: Coherent Chaos Interest Rate Models
In recent years, the topic of car-following has experimented an increased importance in traffic engineering and safety research. This has become a very interesting topic because of the development of driverless cars…
This paper deals with the question of whether uncertainty regarding model structure, especially in climate modeling, exhibits a kind of "chaos." Do small changes in model structure, in other words, lead to large variations in ensemble…
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…
Chaos is a fundamental phenomenon in nonlinear dynamics, manifesting as irregular and unpredictable behavior across various physical systems. Among the diverse routes to chaos, intermittent chaos is a distinct transition pathway,…
We investigate the conditional vorticity budget of fully developed three-dimensional homogeneous isotropic turbulence with respect to coherent and incoherent flow contributions. The Coherent Vorticity Extraction based on orthogonal wavelets…
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…
By default neural networks are not robust to changes in data distribution. This has been demonstrated with simple image corruptions, such as blurring or adding noise, degrading image classification performance. Many methods have been…
We provide a complete representation of the interest rate in the extended CIR model. Since it was proved in Maghsoodi (1996) that the representation of the CIR process as a sum of squares of independent Ornstein-Uhlenbeck processes is…
We show that it is possible for chaotic systems to display the main features of coherence resonance. In particular, we show that a Chua model, operating in a chaotic regime and in the presence of noise, can exhibit oscillations whose…
Quantum coherence was recently formalized as a physical resource to measure the strength of superposition. Based on the resource theory, we present a systematic framework that connects a coherence measure to the security of quantum key…
Unstable nonchaotic solutions embedded in the chaotic attractor can provide significant new insight into chaotic dynamics of both low- and high-dimensional systems. In particular, in turbulent fluid flows, such unstable solutions are…
Coherent feedback control of quantum systems has demonstrable advantages over measurement-based control, but so far there has been little work done on coherent estimators and more specifically coherent observers. Coherent observers are…
The classical and quantum dynamics of two ultra-strongly coupled and weakly nonlinear resonators cannot be explained using the Discrete Nonlinear Schr\"odinger Equation or the Bose-Hubbard model, respectively. Instead, a model beyond the…
In this work we present analytical and numerical evidences that classical integrable models possessing infinitely many degrees of freedom unexpectedly exhibit some features that are typical of chaotic systems. By studying how the conserved…
The question of how irreversibility can emerge as a generic phenomena when the underlying mechanical theory is reversible has been a long-standing fundamental problem for both classical and quantum mechanics. We describe a mechanism for the…
Two zero-range-interacting atoms in a circular, transversely harmonic waveguide are used as a test-bench for a quantitative description of the crossover between integrability and chaos in a quantum system with no selection rules. For such…
A hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the compound binomial distribution are treated as…
Some issues which are relevant for the recent state in climate modeling have been considered. A detailed overview of literature related to this subject is given. The concept in modeling of climate, as a complex system, seen through Godel's…
We construct default-free interest rate models in the spirit of the well-known Markov funcional models: our focus is analytic tractability of the models and generality of the approach. We work in the setting of state price densities and…
Coherence, the superposition of orthogonal quantum states, is indispensable in various quantum processes. Inspired by the polynomial invariant for classifying and quantifying entanglement, we first define polynomial coherence measure and…