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Observables of out-of-equilibrium quantum many-body systems display complex temporal behavior that encodes the underlying physical mechanisms but typically resists straightforward interpretations. We introduce recurrence analysis - a…

Quantum Physics · Physics 2026-04-21 Tomasz Szołdra , Matheus S. Palmero , Peter Schmelcher

Inferring control parameters in non-linear dynamical systems is an important task in analysing general dynamical behaviours, particularly in the presence of inherently deterministic chaos. Traditional approaches often rely on…

Chaotic Dynamics · Physics 2025-06-19 L. Lober , M. S. Palmero , F. A. Rodrigues

Recurrence plot is a quite easy tool to be used in time series analysis,in particular for measuring unstable periodic orbits embedded in a chaotic dynamical system. Recurrence quantified analysis (RQA) is an advance tool that allows the…

Chaotic Dynamics · Physics 2007-05-23 H. Castellini , L. Romanelli

Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. K. March , S. C. Chapman , R. O. Dendy

In problems where the temporal evolution of a nonlinear system cannot be followed, a method for studying the fluctuations of spatial patterns has been developed. That method is applied to well-known problems in deterministic chaos (the…

Nuclear Theory · Physics 2008-11-26 Zhen Cao , Rudolph C. Hwa

Due to their relevance to geophysical systems, the investigation of multiscale systems through the lens of statistical mechanics has gained popularity in recent years. The aim of our work is the characterization of the nonequilibrium…

Statistical Mechanics · Physics 2024-11-12 Niccolò Cocciaglia , Dario Lucente

We present an analytical description of the distribution of diagonal lines in Recurrence Plots (RPs) for white noise and chaotic systems, and find that the latter one is linked to the correlation entropy. Further we identify two scaling…

Chaotic Dynamics · Physics 2007-05-23 M. Thiel , M. C. Romano , J. Kurths

Recurrence plots were introduced to help aid the detection of signals in complicated data series. This effort was furthered by the quantification of recurrence plot elements. We now demonstrate the utility of combining recurrence…

chao-dyn · Physics 2012-08-27 J. P. Zbilut , A. Giuliani , C. L. Webber,

Recurrence in the phase space of complex systems is a well-studied phenomenon, which has provided deep insights into the nonlinear dynamics of such systems. For dissipative systems, characteristics based on recurrence plots have recently…

Chaotic Dynamics · Physics 2016-03-22 Yong Zou , Reik V. Donner , Marco Thiel , Jürgen Kurths

We present a new technique in order to quantify the dynamics of spatially extended systems. Using a test on the existence of unstable periodic orbits, we identify intermediate spatial scales, wherein the dynamics is characterized by maximum…

chao-dyn · Physics 2008-02-03 G. Zoeller , R. Engbert , S. Hainzl , J. Kurths

We propose an algorithm for the detection of recurrence domains of complex dynamical systems from time series. Our approach exploits the characteristic checkerboard texture of recurrence domains exhibited in recurrence plots (RP). In phase…

Pattern Formation and Solitons · Physics 2013-04-12 Peter beim Graben , Axel Hutt

Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…

Data Analysis, Statistics and Probability · Physics 2022-10-26 Tobias Braun , K. Hauke Kraemer , Norbert Marwan

We investigate the effect of repeated measurement for quantum dynamics of the suppressed systems which classical counterparts exhibit chaos. The essential feature of such systems is the quantum localization phenomena strongly limiting…

Quantum Physics · Physics 2008-02-03 B. Kaulakys

We explore the high-dimensional chaotic dynamics of the Lorenz-96 model by computing the variation of the fractal dimension with system parameters. The Lorenz-96 model is a continuous in time and discrete in space model first proposed by…

Pattern Formation and Solitons · Physics 2015-05-13 A. Karimi , M. R. Paul

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…

Dynamical Systems · Mathematics 2007-09-18 Françoise Pène , Benoit Saussol

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…

Chaotic Dynamics · Physics 2016-12-21 Matteo Sala , Roberto Artuso , Cesar Manchein

Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies…

Statistical Finance · Quantitative Finance 2015-08-06 Amelia Carolina Sparavigna

Arrhythmias are potentially fatal disruptions to the normal heart rhythm, but their underlying dynamics is still poorly understood. Theoretical modeling is an important tool to fill this gap. Typical studies often employ detailed…

Tissues and Organs · Quantitative Biology 2022-03-08 R. V. Stenzinger , M. H. R. Tragtenberg

For measure preserving dynamical systems on metric spaces we study the time needed by a typical orbit to return back close to its starting point. We prove that when the decay of correlation is super-polynomial the recurrence rates and the…

Dynamical Systems · Mathematics 2007-05-23 Benoit Saussol