Related papers: Stochastic Chaos and Predictability in Laboratory …
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
High-dimensional dynamical systems projected onto a reduced-order model cease to be deterministic and are best described by probability distributions in state space. Their equations of motion map onto an evolution operator with a…
We have devised an original laboratory experiment where we investigate the frictional behaviour of a single crystal salt slider over a large number of deformation cycles. Because of its physical properties, salt, a surrogate for natural…
The numerical solutions of nonlocal and local Boltzmann kinetic equations for the simulation of central heavy ion reactions are parameterized in terms of time dependent thermodynamical variables in the Fermi liquid sense. This allows one to…
Stress evolution governs material failure across scales, from microscopic fractures to large earthquakes, yet direct observation of its dynamics in natural systems has remained elusive. Laboratory experiments using active ultrasonic…
The frictional properties of disordered systems are affected by external perturbations. These perturbations usually weaken the system by reducing the macroscopic friction coefficient. This friction reduction is of particular interest in the…
The field of study of complex systems considers that the dynamics of complex systems are founded on universal principles that may be used to describe a great variety of scientific and technological approaches of different types of natural,…
Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…
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…
We provide a general probabilistic framework within which we establish scaling limits for a class of continuous-time stochastic volatility models with self-exciting jump dynamics. In the scaling limit, the joint dynamics of asset returns…
The creation and subsequent evolution of marginally-unstable modes have been observed in a wide range of fusion devices. This behaviour has been successfully explained, for a single frequency shifting mode, in terms of phase-space…
We present a neurobiologically--inspired stochastic cellular automaton whose state jumps with time between the attractors corresponding to a series of stored patterns. The jumping varies from regular to chaotic as the model parameters are…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
We propose a model of the Earth's torqueless precession, the "Chandler wobble", as a self-oscillation driven by positive feedback between the wobble and the centrifugal deformation of the portion of the Earth's mass contained in circulating…
Non-deterministic chaos is a form of low-dimensional dynamics which is characterized by the existence of a countable set of {\em sensitive decision points} (SDP's). Away from these points, the dynamics is well-behaved. Near these points,…
What characterises a solid is its way to respond to external stresses. Ordered solids, such crystals, display an elastic regime followed by a plastic one, both well understood microscopically in terms of lattice distortion and dislocations.…