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Related papers: Extremes and Recurrence in Dynamical Systems

200 papers

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

Methodology · Statistics 2019-07-18 Maël Chiapino , Stéphan Clémençon , Vincent Feuillard , Anne Sabourin

Dynamical systems with high intrinsic dimensionality are often characterized by extreme events having the form of rare transitions several standard deviations away from the mean. For such systems, order-reduction methods through projection…

Chaotic Dynamics · Physics 2018-07-04 Zhong Yi Wan , Pantelis R. Vlachas , Petros Koumoutsakos , Themistoklis P. Sapsis

We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series. Granger causality plays a pivotal role in uncovering directional relationships among…

Machine Learning · Statistics 2024-10-21 Juraj Bodik , Olivier C. Pasche

A general method to derive the master equations for extremal models is established. These systems are shown to develop a peculiar kind of correlations between elements related to the characterization of extremal dynamics as an information…

Statistical Mechanics · Physics 2007-05-23 Daniele Balboni

We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…

Statistics Theory · Mathematics 2020-06-09 Jose Blanchet , Fei He , Karthyek R. A. Murthy

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

Neurons and Cognition · Quantitative Biology 2021-01-27 Fernando E. Rosas , Pedro A. M. Mediano , Henrik J. Jensen , Anil K. Seth , Adam B. Barrett , Robin L. Carhart-Harris , Daniel Bor

We consider the basic features of complex dynamical and control systems. Special attention is paid to the problems of synthesis of dynamical models of complex systems, construction of efficient control models, and to the development of…

Computational Engineering, Finance, and Science · Computer Science 2009-07-03 Armen Bagdasaryan

Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…

Systems and Control · Electrical Eng. & Systems 2021-09-30 Parhizkar Tarannom , Mosleh Ali

Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…

Probability · Mathematics 2012-04-03 Johan Segers

Ecological systems often exhibit complex nonlinear dynamics like oscillations, chaos, and regime shifts. Universal dynamic equations have shown promise in modeling complex dynamics by combining known functional forms with neural networks…

Populations and Evolution · Quantitative Biology 2024-10-15 Jack H. Buckner , Zechariah D. Meunier , Jorge Arroyo-Esquivel , Nathan Fitzpatrick , Ariel Greiner , Lisa C. McManus , James R. Watson

Deep Learning has received increased attention due to its unbeatable success in many fields, such as computer vision, natural language processing, recommendation systems, and most recently in simulating multiphysics problems and predicting…

Machine Learning · Computer Science 2023-12-05 Zakaria Elabid , Tanujit Chakraborty , Abdenour Hadid

We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…

Statistical Mechanics · Physics 2011-05-05 Vimal Kishore , M. S. Santhanam , R. E. Amritkar

Abrupt and rapid high-amplitude changes in a dynamical system's states known as extreme event appear in many processes occurring in nature, such as drastic climate patterns, rogue waves, or avalanches. These events often entail catastrophic…

Fluid Dynamics · Physics 2023-06-29 Urszula Golyska , Nguyen Anh Khoa Doan

Emergence, the phenomena where a system's micro-scale dynamics facilitate the development of non-trivial, informative higher scales, has become a foundational concept in modern sciences, tying together fields as diverse as physics, biology,…

Cellular Automata and Lattice Gases · Physics 2020-03-31 Thomas F. Varley

Extreme events generated by complex systems have been intensively studied in many fields due to their great impact on scientific research and our daily lives. However, their prediction is still a challenge in spite of the tremendous…

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

Extreme weather events are increasing in frequency and intensity due to climate change. This, in turn, is exacting a significant toll in communities worldwide. While prediction skills are increasing with advances in numerical weather…

It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…

Mathematical Physics · Physics 2017-10-11 Sean Alan Ali , Carlo Cafaro

Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes (e.g., the current increase in greenhouse gases) on high…

Applications · Statistics 2020-05-19 Anna Kiriliouk , Philippe Naveau

We discuss the relevance of studying ecology within the framework of Complexity Science from a statistical mechanics approach. Ecology is concerned with understanding how systems level properties emerge out of the multitude of interactions…

Populations and Evolution · Quantitative Biology 2007-09-14 Henrik Jeldtoft Jensen , Elsa Arcaute