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We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

Chaotic Dynamics · Physics 2015-05-13 Murilo S. Baptista , Dariel M. Maranhao , Jose C. Sartorelli

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Adrien Banse , Zheming Wang , Raphaël M. Jungers

In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…

Chaotic Dynamics · Physics 2007-05-23 E. Gozzi , M. Reuter

We consider a large class of 2D area-preserving diffeomorphisms that are not uniformly hyperbolic but have strong hyperbolicity properties on large regions of their phase spaces. A prime example is the Standard map. Lower bounds for…

Dynamical Systems · Mathematics 2017-01-27 Alex Blumenthal , Jinxin Xue , Lai-Sang Young

A Lyapunov design method is used to analyze the nonlinear stability of a generic reservoir computer for both the cases of continuous-time and discrete-time dynamics. Using this method, for a given nonlinear reservoir computer, a radial…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Afroza Shirin , Isaac S. Klickstein , Francesco Sorrentino

We consider estimation of high-dimensional long-run covariance matrices for time series with nonconstant means, a setting in which conventional estimators can be severely biased. To address this difficulty, we propose a difference-based…

Methodology · Statistics 2026-03-19 Yanhong Liu , Fengyi Song , Long Feng

We propose a theory based on dynamical systems to explain and predict the occurrence of extreme events, of which critical transitions form a subset. In fast-slow nonlinear systems, we identify a cascade of events preceding extreme events:…

Chaotic Dynamics · Physics 2026-04-15 Riccardo Consonni , Luca Magri

Koopman spectral theory has grown in the past decade as a powerful tool for dynamical systems analysis and control. In this paper, we show how recent data-driven techniques for estimating Koopman-Invariant subspaces with neural networks can…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Shankar A. Deka , Alonso M. Valle , Claire J. Tomlin

Bred vectors are a type of finite perturbation used in prediction studies of atmospheric models that exhibit spatially extended chaos. We study the structure, spatial correlations, and the growth- rates of logarithmic bred vectors (which…

Chaotic Dynamics · Physics 2010-06-15 Sarah Hallerberg , Diego Pazó , Juan M. López , Miguel A. Rodríguez

Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than…

Methodology · Statistics 2021-06-01 Yan Liu , Yuguo Chen

For a better understanding of the chaotic behavior of systems of many moving particles it is useful to look at other systems with many degrees of freedom. An interesting example is the high-dimensional Lorentz gas, which, just like a system…

Chaotic Dynamics · Physics 2009-11-10 Astrid S. de Wijn , Henk van Beijeren

Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as…

Cellular Automata and Lattice Gases · Physics 2009-11-11 Maurice Courbage , Brunon Kaminski

In this paper we establish a large deviations type estimate for strongly mixing Markov chains with respect to the Lp norm. As applications we derive such estimates for the iterates of a locally constant random cocycle with mixed rank, as…

Dynamical Systems · Mathematics 2026-02-10 Anselmo Pontes

A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as…

Dynamical Systems · Mathematics 2023-03-07 Hassan Abdelraouf , Eric Feron , Jeff Shamma

The spatiotemporal dynamics of Lyapunov vectors (LVs) in spatially extended chaotic systems is studied by means of coupled-map lattices. We determine intrinsic length scales and spatiotemporal correlations of LVs corresponding to the…

Chaotic Dynamics · Physics 2007-09-20 Ivan G. Szendro , Diego Pazó , Miguel A. Rodríguez , Juan M. López

This paper investigates biological models that represent the transition equation from a system in the past to a system in the future. It is shown that finite-time Lyapunov exponents calculated along a locally pullback attractive solution…

Dynamical Systems · Mathematics 2024-02-19 Jesús Dueñas , Iacopo P. Longo , Rafael Obaya

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

Learned models and policies can generalize effectively when evaluated within the distribution of the training data, but can produce unpredictable and erroneous outputs on out-of-distribution inputs. In order to avoid distribution shift when…

Machine Learning · Computer Science 2022-06-22 Katie Kang , Paula Gradu , Jason Choi , Michael Janner , Claire Tomlin , Sergey Levine

A new order parameter approximation to Random Boolean Networks (RBN) is introduced, based on the concept of Boolean derivative. A statistical argument involving an annealed approximation is used, allowing to measure the order parameter in…

adap-org · Physics 2009-10-31 Bartolo Luque , Ricard V. Sole