Related papers: Chaos processes as rough paths
We study the dynamics of a one-dimensional discrete flow with open boundaries - a series of moving point particles connected by ideal springs. These particles flow towards an inlet at constant velocity, pass into a region where they are…
A stirring device consisting of a periodic motion of rods induces a mapping of the fluid domain to itself, which can be regarded as a homeomorphism of a punctured surface. Having the rods undergo a topologically-complex motion guarantees at…
While extensive research has been conducted on chaos emerging from a dynamical system's temporal dynamics, our research examines extreme sensitivity to initial conditions in discrete-time dynamical systems from a geometrical perspective.…
We study finite-dimensional integrals in a way that elucidates the mathematical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows…
We introduce a canonical method for transforming a discrete sequential data set into an associated rough path made up of lead-lag increments. In particular, by sampling a $d$-dimensional continuous semimartingale $X:[0,1] \rightarrow…
Structures such as waves, jets, and vortices have a dramatic impact on the transport properties of a flow. Passive tracer transport in incompressible two-dimensional flows is described by Hamiltonian dynamics, and, for idealized structures,…
The Wiener chaos approach to interest rate modelling arises from the observation that the pricing kernel admits a representation in terms of the conditional variance of a square-integrable random variable, which in turn admits a chaos…
Similar to the treatment of dense gases, fluid-dynamic equations for the dynamics of congested vehicular traffic are derived from Enskog-like kinetic equations. These contain additional terms due to the anisotropic vehicle interactions. The…
We discuss measures on spaces of unparametrized paths related to the Wiener measure. These measures arise naturally in the study of one-dimensional gravity coupled to scalar fields. Two kinds of discrete approximations are defined, the…
In this paper, we study the chaotic behavior of a discrete-time linear inclusion.
Hermite processes are paradigmatic examples of stochastic processes which can belong to any Wiener chaos of an arbitrary order; the wellknown fractional Brownian motion belonging to the Gaussian first order Wiener chaos and the Rosenblatt…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem we aim to distinguish effects of the two types of dynamics from those depending on the choice of the wave packet. To isolate the former we introduce…
A new approach is proposed to the quantitative estimation of the complexity of multidimensional discrete sequences in terms of the shapes of their trajectories in the extended space of states. This approach is based on the study of the…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
This is a review paper on recent work about the connections between rough path theory, the Connes-Kreimer Hopf algebra on rooted trees and the analysis of finite and infinite dimensional differential equation. We try to explain and motivate…
In line with the notion of probabilistic rough paths introduced in the previous contribution \cite{salkeld2021Probabilistic}, we address corresponding random controlled rough paths (first introduced in \cite{2019arXiv180205882.2B}), the…
In the present study, we investigate the dynamics of impulsive differential equations driven by a chaotic system. We rigorously prove that, likewise the drive, the response impulsive system is also chaotic. Our results are based on the…
Rough path analysis is developed in the full Besov scale. This extends, and essentially concludes, an investigation started by [Pr\"omel--Trabs, Rough differential equations driven by signals in {B}esov spaces. J. Diff. Equ. 2016], further…
The distributed chaos driven by Levich-Tsinober (helicity) integral: $I=\int \langle h({\bf x},t)~h({\bf x}+{\bf r}, t)\rangle d{\bf r}$ has been studied. It is shown that the helical distributed chaos can be considered as basis for complex…
We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…