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Financial price changes obey two universal properties: they follow a power law and they tend to be clustered in time. The second regularity, known as volatility clustering, entails some predictability in the price changes: while their sign…

Statistical Finance · Quantitative Finance 2017-01-02 Sabiou Inoua

The time needed to exchange information in the physical world induces a delay term when the respective system is modeled by differential equations. Time delays are hence ubiquitous, being furthermore likely to induce instabilities and with…

Chaotic Dynamics · Physics 2019-10-31 Hendrik Wernecke , Bulcsú Sándor , Claudius Gros

By means of a novel variational approach we study ergodic properties of a model of a multi lane traffic flow, considered as a (deterministic) wandering of interacting particles on an infinite lattice. For a class of initial configurations…

Chaotic Dynamics · Physics 2007-05-23 Michael Blank

The problem of Turing pattern formation has attracted much attention in nonlinear science as well as physics, chemistry and biology. So far all Turing patterns have been observed in stationary and oscillatory media only. In this letter we…

Pattern Formation and Solitons · Physics 2007-05-23 Jinghua Xiao , Junzhong Yang , Gang Hu

Recently, a concept of deterministic and stochastic turbulence has been introduced based on experiments with a boundary layer. In these experiments, the flow was driven with controlled random perturbation; in addition, natural ambient noise…

Chaotic Dynamics · Physics 2025-11-19 Arkady Pikovsky

Lagrangian chaos is experimentally investigated in a convective flow by means of Particle Tracking Velocimetry. The Finite Size Lyapunov Exponent analysis is applied to quantify dispersion properties at different scales. In the range of…

chao-dyn · Physics 2009-10-31 G. Boffetta , M. Cencini , S. Espa , G. Querzoli

The basic laws of physics are simple, so why is the world complex? The theory of self-organized criticality posits that complex behavior in nature emerges from the dynamics of extended, dissipative systems that evolve through a sequence of…

Statistical Mechanics · Physics 2007-05-23 Maya Paczuski , Per Bak

Empirical observations in marine ecosystems have suggested a balance of biological and advection time scales as a possible explanation of species coexistence. To characterise this scenario, we measure the time to fixation in neutrally…

Populations and Evolution · Quantitative Biology 2018-04-09 Tobias Galla , Vicente Pérez-Muñuzuri

This article examines the relationship between classical and quantum propagation of chaos. (In this context, "chaos" refers to the Boltzmann's Ansatz of molecular disorder, not to chaotic dynamics.) Classical propagation of chaos is shown…

Quantum Physics · Physics 2007-05-23 Alex D Gottlieb

We introduce a ``spatial'' Lyapunov exponent to characterize the complex behavior of non chaotic but convectively unstable flow systems. This complexity is of spatial type and is due to sensitivity to the boundary conditions. We show that…

chao-dyn · Physics 2009-10-31 M. Falcioni , D. Vergni , A. Vulpiani

The dynamic instability of the living systems and the "superposition" of different forms of randomness are viewed as a component of the contingently increasing organization of life along evolution. We briefly survey how classical and…

Other Quantitative Biology · Quantitative Biology 2011-04-07 Marcello Buiatti , Giuseppe Longo

Everything you ever wanted to know about what has come to be known as ``chaotic mixing:'' This paper describes the evolution of localised ensembles of initial conditions in 2- and 3-D time-independent potentials which admit both regular and…

Astrophysics · Physics 2009-10-30 Henry E. Kandrup

Multistability is a common phenomenon which naturally occurs in complex networks. If coexisting attractors are numerous and their basins of attraction are complexly interwoven, the long-term response to a perturbation can be highly…

Adaptation and Self-Organizing Systems · Physics 2024-03-12 Lukas Halekotte , Anna Vanselow , Ulrike Feudel

We study chaotic dynamics and anomalous transport in a Bose-Hubbard chain in the semiclassical regime (the limit when the number of particles goes to infinity). We find that the system has mixed phase space with both regular and chaotic…

Quantum Physics · Physics 2024-04-18 Dragan Marković , Mihailo Čubrović

This book chapter introduces to the concept of weak chaos, aspects of its ergodic theory description, and properties of the anomalous dynamics associated with it. In the first half of the chapter we study simple one-dimensional…

Chaotic Dynamics · Physics 2015-07-19 Rainer Klages

We explore chaos in the Kuramoto model with multimodal distributions of the natural frequencies of oscillators and provide a comprehensive description under what conditions chaos occurs. For a natural frequency distribution with $M$ peaks…

Adaptation and Self-Organizing Systems · Physics 2019-10-07 Lachlan D. Smith , Georg A. Gottwald

Atmospheric weather systems are coherent structures consisting of discrete cloud cells forming patterns of rows/streets, mesoscale clusters and spiral bands which maintain their identity for the duration of their appreciable life times in…

General Physics · Physics 2007-05-23 A. Mary Selvam

Theoretical foundations of chaos have have been predominantly laid out for finite-dimensional dynamical systems, such as the three-body problem in classical mechanics and the Lorenz model in dissipative systems. In contrast, many real-world…

Machine learning processes, e.g. ''learning in games'', can be viewed as non-linear dynamical systems. In general, such systems exhibit a wide spectrum of behaviors, ranging from stability/recurrence to the undesirable phenomena of chaos…

Computer Science and Game Theory · Computer Science 2020-08-05 Yun Kuen Cheung , Yixin Tao

It is revealed that a special kind of Poisson stable point, which we call an unpredictable point, gives rise to the existence of chaos in the quasi-minimal set. The existing definitions of chaos are formulated in sets of motions. This is…

Dynamical Systems · Mathematics 2016-06-22 Marat Akhmet , Mehmet Onur Fen