Related papers: Chaos processes as rough paths
In this paper we investigate Gaussian queues in the light-traffic and in the heavy-traffic regime. The setting considered is that of a centered Gaussian process $X\equiv\{X(t):t\in\mathbb R\}$ with stationary increments and variance…
Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…
In this article we extend the framework of rough paths to processes of variable H\"older exponent or variable order paths. We show how a class of multiple discrete delay differential equations driven by signals of variable order are…
We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
A discrete model of traffic on a multilane road is considered. The traffic is presented as particles movement with a deterministic component and a stochastic one. Formulas for the traffic characteristics have been found. The model can…
The electron beam with a virtual cathode (VC) in the drift tube is investigated with the help of a 1.5-dimensional relativistic electromagnetic code. The existence of complex modes, including chaotic modes,is demonstrated. The dynamic…
A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…
Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…
The asymptotic travelling wave solution of the KdV-Burgers equation driven by the long scale periodic driver is constructed. The solution represents a shock-train in which the quasi-periodic sequence of dispersive shocks or soliton chains…
We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with…
We study a Weiner process that is conditioned to pass through a finite set of points and consider the dynamics generated by iterating a sample path from this process. Using topological techniques we are able to characterize the global…
Two formulations of quantum mechanics, inequivalent in the presence of closed timelike curves, are studied in the context of a soluable system. It illustrates how quantum field nonlinearities lead to a breakdown of unitarity, causality, and…
In this paper we analyze a chemostat model with wall growth where the input flow is affected by two different stochastic processes: the well-known standard Wiener process, which leads into several drawbacks from the biological point of…
A procedure to characterize chaotic dynamical systems with concepts of complex networks is pursued, in which a dynamical system is mapped onto a network. The nodes represent the regions of space visited by the system, while edges represent…
A new paradigm recently emerged in financial modelling: rough (stochastic) volatility, first observed by Gatheral et al. in high-frequency data, subsequently derived within market microstructure models, also turned out to capture…
We introduce in this work a concept of rough driver that somehow provides a rough path-like analogue of an enriched object associated with time-dependent vector fields. We use the machinery of approximate flows to build the integration…
In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths, using the concept of branched rough paths introduced in Gubinelli (2004). We first show that branched rough paths can equivalently be…
Through semiclassical methods the subject of quantum chaos motivates and depends on Hamiltonian chaos research. Presented here is a selection of Hamiltonian chaos topics that in this way get directly related to any of a variety of quantum…
Fundamental problems of periodicity and transient process to periodicity of chaotic trajectories in computer realization with finite computation precision is investigated by taking single and coupled Logistic maps as examples. Empirical…
A precise definition of chaos for discrete processes based on iteration already exists. We shall first reformulate it in a more general frame, taking into account the fact that discrete chaotic behavior is neither necessarily based on…