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We provide evidence of an extreme form of sensitivity to initial conditions in a family of one-dimensional self-ruling dynamical systems. We prove that some hyperchaotic sequences are closed-form expressions of the orbits of these…

Chaotic Dynamics · Physics 2017-09-07 L. Trujillo , A. Meyroneinc , K. Campos , O. Rendon , L. Di G. Sigalotti

The paper discusses various practical consequences of treating economics and finance as an inherently dynamic and chaotic system. On the theoretical side this looks at the general applicability of the market-making pricing approach to…

General Finance · Quantitative Finance 2011-05-30 Geoff Willis

A precise definition of chaos for discrete processes based on iteration already exists. We shall first reformulate it in a more general frame, taking into account the fact that discrete chaotic behavior is neither necessarily based on…

Dynamical Systems · Mathematics 2008-06-01 Andrei Vieru

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

Machine Learning · Computer Science 2025-03-12 Christof Schötz , Alistair White , Maximilian Gelbrecht , Niklas Boers

We review the evidence that the erratic dynamics of markets is to a large extent of endogenous origin, i.e. determined by the trading activity itself and not due to the rational processing of exogenous news. In order to understand why and…

Statistical Finance · Quantitative Finance 2010-09-16 Jean-Philippe Bouchaud

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly…

Chaotic Dynamics · Physics 2018-03-19 Mohammad Farazmand , Themistoklis P. Sapsis

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

This paper introduces a new notion of chaotic algorithms. These algorithms are iterative and are based on so-called chaotic iterations. Contrary to all existing studies on chaotic iterations, we are not interested in stable states of such…

Cryptography and Security · Computer Science 2015-11-03 Christophe Guyeux , Jacques M. Bahi

Two replicas of spatially extended chaotic systems synchronize to a common spatio-temporal chaotic state when coupled above a critical strength. As a prototype of each single spatio-temporal chaotic system a lattice of maps interacting via…

Chaotic Dynamics · Physics 2008-09-23 M. Cencini , C. J. Tessone , A. Torcini

The paper deals with the theoretical analysis of a logistic system composed of at least two elements with distributed parameters. It has been shown that such a system may generate specific oscillations in spite of the fact that the…

Chaotic Dynamics · Physics 2026-02-10 Marek Berezowski , Artur Grabski

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

Dynamical chaos is a fundamental manifestation of gravity in astrophysical, many-body systems. The spectrum of Lyapunov exponents quantifies the associated exponential response to small perturbations. Analytical derivations of these…

Instrumentation and Methods for Astrophysics · Physics 2023-08-30 Tjarda C. N. Boekholt , Simon F. Portegies Zwart , Douglas C. Heggie

Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly…

Physics and Society · Physics 2014-01-15 Didier Sornette , Peter Cauwels

Entrainment of limit cycles by chaos [1] is discovered numerically through specially designed unidirectional coupling of two glow discharge-semiconductor systems. By utilizing the auxiliary system approach [2], it is verified that the…

Chaotic Dynamics · Physics 2014-06-18 Marat Akhmet , Ismail Rafatov , Mehmet Onur Fen

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

We study the conditions under which input-output networks can dynamically attain a competitive equilibrium, where markets clear and profits are zero. We endow a classical firm network model with minimal dynamical rules that reduce…

General Economics · Economics 2021-11-04 Théo Dessertaine , José Moran , Michael Benzaquen , Jean-Philippe Bouchaud

The dynamical status of isolated quantum systems, partly due to the linearity of the Schrodinger equation is unclear: Conventional measures fail to detect chaos in such systems. However, when quantum systems are subjected to observation --…

Quantum Physics · Physics 2009-11-10 Salman Habib , Kurt Jacobs , Kosuke Shizume

A novel type of self-organized lattice in which chaotic defects are arranged periodically is reported for a coupled map model of open flow. We find that temporally chaotic defects are followed by spatial relaxation to an almost periodic…

chao-dyn · Physics 2009-10-22 Frederick H. Willeboordse , Kunihiko Kaneko

This paper shows that with mechanistic primary budget rules and with some simple assumptions on interest rates the well-known debt dynamics equation transforms into the infamous logistic map. The logistic map has very peculiar and rich…

Chaotic Dynamics · Physics 2014-02-11 Jussi Ilmari Lindgren
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