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We show, using generic globally-coupled systems, that the collective dynamics of large chaotic systems is encoded in their Lyapunov spectra: most modes are typically localized on a few degrees of freedom, but some are delocalized, acting…
The spatiotemporal dynamics of Lyapunov vectors (LVs) in spatially extended chaotic systems is studied by means of coupled-map lattices. We determine intrinsic length scales and spatiotemporal correlations of LVs corresponding to the…
The scaling behavior of the maximal Lyapunov exponent in chaotic systems with time-delayed feedback is investigated. For large delay times it has been shown that the delay-dependence of the exponent allows a distinction between strong and…
We apply the Smaller ALignment Index (SALI) method to a 4--dimensional mapping of accelerator dynamics in order to distinguish rapidly, reliably and accurately between ordered and chaotic motion. The main advantage of this index is that it…
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…
We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check,…
Recently, we introduced a new test for distinguishing regular from chaotic dynamics in deterministic dynamical systems and argued that the test had certain advantages over the traditional test for chaos using the maximal Lyapunov exponent.…
We propose a new simple three-dimensional continuous autonomous model with two nonlinear terms and observe the dynamical behavior with respect to system parameters. This system changes the stability of fixed point via Hopf bifurcation and…
We consider reduction of dimension for nonlinear dynamical systems. We demonstrate that in some cases, one can reduce a nonlinear system of equations into a single equation for one of the state variables, and this can be useful for…
The exact computation of orbits of discrete dynamical systems on the interval is considered. Therefore, a multiple-precision floating point approach based on error analysis is chosen and a general algorithm is presented. The correctness of…
In the last decade it has been shown that a large class of phase oscillator models admit low dimensional descriptions for the macroscopic system dynamics in the limit of an infinite number N of oscillators. The question of whether the…
The theory of the inverse problem is used in order to find a two dimensional galactic potential generating a mono-parametric family of elliptic periodic orbits. The potential is made up of a two-dimensional harmonic oscillator with…
We carry out extensive computer simulations to study the Lyapunov instability of a two-dimensional hard disk system in a rectangular box with periodic boundary conditions. The system is large enough to allow the formation of Lyapunov modes…
We introduce a new methodology for a fast and reliable discrimination between ordered and chaotic orbits in multidimensional Hamiltonian systems which we call the Linear Dependence Index (LDI). The new method is based on the recently…
We compute Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in delay-differential equations with large time delay. We find that characteristic LVs, and backward (Gram-Schmidt) LVs, exhibit long-range correlations,…
We show, using covariant Lyapunov vectors in addition to standard Lyapunov analysis, that there exists a set of collective Lyapunov modes in large chaotic systems exhibiting collective dynamics. Associated with delocalized Lyapunov vectors,…
We apply to bidimensional chaotic maps the numerical method proposed by Ginelli et al. to approximate the associated Oseledets splitting, i.e. the set of linear subspaces spanned by the so called covariant Lyapunov vectors (CLV) and…
Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…
We consider spatiotemporal chaotic systems for which spatial correlation functions decay substantially over a length scale xi (the spatial correlation length) that is small compared to the system size L. Numerical simulations suggest that…
In this paper, we present a method of estimating the volatility of a signal that displays stochastic noise (such as a risky asset traded on an open market) utilizing Linear Predictive Coding. The main purpose is to associate volatility with…