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We consider the problem of the estimation of the invariant distribution function of an ergodic diffusion process when the drift coefficient is unknown. The empirical distribution function is a natural estimator which is unbiased, uniformly…

Statistics Theory · Mathematics 2007-06-13 Ilia Negri

We investigate chaotic dynamical systems for which the intensity of trajectories might grow unlimited in time. We show that (i) the intensity grows exponentially in time and is distributed spatially according to a fractal measure with an…

Chaotic Dynamics · Physics 2015-03-26 Eduardo G. Altmann , Jefferson S. E. Portela , Tamás Tél

A modelling methodology to reproduce the experimental measurements of a turbulent flow under the presence of symmetry is presented. The flow is a three-dimensional wake generated by an axisymmetric body. We show that the dynamics of the…

Fluid Dynamics · Physics 2023-07-19 G. Rigas , A. S. Morgans , R. D. Brackston , J. F. Morrison

This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…

Statistics Theory · Mathematics 2007-07-18 I. Shoji

The reconstruction from observations of high-dimensional chaotic dynamics such as geophysical flows is hampered by (i) the partial and noisy observations that can realistically be obtained, (ii) the need to learn from long time series of…

Machine Learning · Statistics 2020-03-31 Marc Bocquet , Julien Brajard , Alberto Carrassi , Laurent Bertino

We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…

Statistical Mechanics · Physics 2009-10-31 S. K. Banik , J. R. Chaudhuri , D. S. Ray

We develop a numerical test of hyperbolicity of chaotic dynamics in time-delay systems. The test is based on the angle criterion and includes computation of angle distributions between expanding, contracting and neutral manifolds of…

Chaotic Dynamics · Physics 2016-07-08 Pavel V. Kuptsov , Sergey P. Kuznetsov

This paper proves that shadowing solutions can be almost surely nonphysical. This finding invalidates the argument that small perturbations in a chaotic system can only have a small impact on its statistical behavior. This theoretical…

Chaotic Dynamics · Physics 2021-06-02 Nisha Chandramoorthy , Qiqi Wang

We present the design and development of a data stream system that captures data uncertainty from data collection to query processing to final result generation. Our system focuses on data that is naturally modeled as continuous random…

Databases · Computer Science 2009-09-15 Yanlei Diao , Boduo Li , Anna Liu , Liping Peng , Charles Sutton , Thanh Tran , Michael Zink

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra

We analyze energy spreading for a system that features mixed chaotic phase-space, whose control parameters (or slow degrees of freedom) vary quasi-statically. For demonstration purpose we consider the restricted 3~body problem, where the…

Statistical Mechanics · Physics 2022-05-10 Yehoshua Winsten , Doron Cohen

The orbits of fluid particles in two dimensions effectively act as topological obstacles to material lines. A spacetime plot of the orbits of such particles can be regarded as a braid whose properties reflect the underlying dynamics. For a…

Chaotic Dynamics · Physics 2007-12-12 Jean-Luc Thiffeault

In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can…

Machine Learning · Statistics 2023-10-31 Zuheng Xu , Trevor Campbell

We introduce a method to sample the orientational distribution function in computer simulations. The method is based on the exact torque balance equation for classical many-body systems of interacting anisotropic particles in equilibrium.…

Soft Condensed Matter · Physics 2023-04-12 Johannes Renner , Matthias Schmidt , Daniel de las Heras

Power spectrum of the distributed chaos can be represented by a weighted superposition of the exponential functions which is converged to a stretched exponential $\propto \exp-(k/k_{\beta})^{\beta }$. An asymptotic theory has been developed…

Fluid Dynamics · Physics 2016-01-12 A. Bershadskii

The emergence of nontrivial collective behavior in networks of coupled chaotic maps is investigated by means of a nonlinear mutual prediction method. The resulting prediction error is used to measure the amount of information that a local…

Chaotic Dynamics · Physics 2009-11-07 L. Cisneros , J. Jimenez , M. G. Cosenza , A. Parravano

The famous three-body problem is investigated by means of a numerical approach with negligible numerical noises in a long enough time interval, namely the Clean Numerical Simulation (CNS). From physical viewpoints, position of any bodies…

Chaotic Dynamics · Physics 2014-05-23 Shijun Liao

Gas-solid multiphase flows are prone to develop an instability known as clustering. Two-fluid models, which treat the particulate phase as a continuum, are known to reproduce the qualitative features of this instability, producing…

Chaotic Dynamics · Physics 2017-03-23 William D. Fullmer , Christine M. Hrenya

In a prior paper, the author described an instability in a nonlinear wavefunction model. Proposed in connection with the Measurement Problem, the model contained an external potential creating a ``classical'' instability. However, it is…

Quantum Physics · Physics 2025-10-01 W. David Wick

Applicability of anisotropic flow measurement techniques and their extension for detectors with non-uniform azimuthal acceptance are discussed. Considering anisotropic flow measurement with two and three (mixed harmonic) azimuthal…

Nuclear Theory · Physics 2008-11-26 Ilya Selyuzhenkov , Sergei Voloshin