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We introduce a numerically stable reformulation of controllability scoring based on a scaled controllability Gramian, which remains reliably computable even for unstable systems. The resulting optimization problems define dynamics-aware…

Optimization and Control · Mathematics 2026-01-21 Kota Umezu , Kazuhiro Sato

We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a…

Mathematical Finance · Quantitative Finance 2023-12-05 Gechun Liang , Moris S. Strub , Yuwei Wang

We first show that the intrinsic, geometrical structure of a dynamical horizon is unique. A number of physically interesting constraints are then established on the location of trapped and marginally trapped surfaces in the vicinity of any…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Abhay Ashtekar , Gregory J. Galloway

A discrete-time version of the replicator equation for two-strategy games is studied. The stationary properties differ from that of continuous time for sufficiently large values of the parameters, where periodic and chaotic behavior replace…

Adaptation and Self-Organizing Systems · Physics 2011-07-14 Daniele Vilone , Alberto Robledo , Angel Sánchez

Since the prediction of climate is mainly considered as a prediction of second kind, it is indispensable to assess the accuracy with which these boundary conditions can be determined so that we can find a reasonable answer, whether climate…

Atmospheric and Oceanic Physics · Physics 2009-11-13 Gerhard Kramm , Ralph Dlugi

Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Ryan McCloy , Lai Wei , Jie Bao

We review recent progress in attaining a quantitative understanding of the scarring phenomenon, the non-random behavior of quantum wavefunctions near unstable periodic orbits of a classically chaotic system. The wavepacket dynamics…

chao-dyn · Physics 2009-08-14 L. Kaplan

We analytically determine the number and distribution of fixed points in a canonical model of a chaotic neural network. This distribution reveals that fixed points and dynamics are confined to separate shells in phase space. Furthermore,…

Disordered Systems and Neural Networks · Physics 2023-12-12 Jakob Stubenrauch , Christian Keup , Anno C. Kurth , Moritz Helias , Alexander van Meegen

The Madden-Julian oscillation (MJO) is a planetary-scale, intraseasonal tropical rainfall phenomenon crucial for global weather and climate; however, its dynamics and predictability remain poorly understood. Here, we leverage deep learning…

Atmospheric and Oceanic Physics · Physics 2025-10-07 Lin Yao , Da Yang , James P. C. Duncan , Ashesh Chattopadhyay , Pedram Hassanzadeh , Wahid Bhimji , Bin Yu

We scrutinize the use of machine learning, based on reservoir computing, to build data-driven effective models of multiscale chaotic systems. We show that, for a wide scale separation, machine learning generates effective models akin to…

Adaptation and Self-Organizing Systems · Physics 2020-11-11 Francesco Borra , Angelo Vulpiani , Massimo Cencini

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…

Adaptation and Self-Organizing Systems · Physics 2007-08-14 Andrei Gabrielov , Vladimir Keilis-Borok , Ilya Zaliapin

In principle, all the natural systems such as biological, ecological and economical systems are structure-variable systems (in which some environment parameters are not fixed). In this Letter we show that data sequences from many…

comp-gas · Physics 2008-02-03 H. P. Fangi , L. Y. Cao

We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Niklas Schmid , John Lygeros

Catastrophic transitions, where a system shifts abruptly between alternate steady states, are a generic feature of many nonlinear systems. Recently these regime shift were suggested as the mechanism underlies many ecological catastrophes,…

Populations and Evolution · Quantitative Biology 2015-06-11 Haim Weissmann , Nadav M. Shnerb

Chaotic multiscale dynamical systems are common in many areas of science, one of the examples being the interaction of the low-frequency dynamics in the atmosphere with the fast turbulent weather dynamics. One of the key questions about…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

Some dynamical properties present in a problem concerning the acceleration of particles in a wave packet are studied. The dynamics of the model is described in terms of a two-dimensional area preserving map. We show that the phase space is…

Chaotic Dynamics · Physics 2011-09-14 Diego F. M. Oliveira , Marko Robnik , Edson D. Leonel

A multidimensional chaos is generated by a special initial value problem for the non-autonomous impulsive differential equation. The existence of a chaotic attractor is shown, where density of periodic solutions, sensitivity of solutions…

Chaotic Dynamics · Physics 2008-01-03 M. U. Akhmet

We introduce a new analytical method, which allows to find out chaotic dynamics in non-smooth dynamical systems. A simple mechanical system consisting of a mass and a dry friction element is considered as an example. The corresponding…

Dynamical Systems · Mathematics 2013-09-16 Nikita Begun , Sergey Kryzhevich

This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…

chao-dyn · Physics 2008-02-03 Bjoern Lillekjendlie , Dimitris Kugiumtzis , Nils Christophersen

A novel type of trajectory on semiflows, called asymptotically unpredictable, was proposed by Fen and Tokmak Fen [15]. The presence of sensitivity, which is an indispensable feature of chaotic dynamics, is a crucial property that arises…

Dynamical Systems · Mathematics 2024-05-14 Mehmet Onur Fen , Fatma Tokmak Fen
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