Related papers: Chaos processes as rough paths
We discuss the appearance of chaos in time-periodic perturbations of reversible vector fields in the plane. We use the normal forms of codimension~$1$ reversible vector fields and discuss the ways a time-dependent periodic forcing term of…
Dynamics of rough discs in a rarified media is considered. We study possible trajectories of centers of discs. The main result of the paper is the following: any finite rectifiable curve can be approximated by trajectories of centers of…
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…
Two different "wave chaotic" systems, involving complex eigenvalues or resonances, can be analyzed using common semiclassical methods. In particular, one obtains fractal Weyl upper bounds for the density of resonances/eigenvalues near the…
The chaotic properties of simple two-dimensional rotation-translation models are explored and simulated. The models are given in difference equation forms, while the corresponding differential equations systems are studied and the resulting…
Consider a multidimensional diffusion process $X=\{X\left(t\right) :t\in\lbrack0,1]\}$. Let $\varepsilon>0$ be a \textit{deterministic}, user defined, tolerance error parameter. Under standard regularity conditions on the drift and…
In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…
The sequences, given by a 7D map have been analysed by means of the methods, widely used to detect chaos in the real world in order to test their sensitivity to chaotic features of a non-linear system determined by comparatively high number…
Chaotic dynamics can be quite heterogeneous in the sense that in some regions the dynamics are unstable in more directions than in other regions. When trajectories wander between these regions, the dynamics is complicated. We say a chaotic…
We present several constructions of paths and processes with finite quadratic variation along a refining sequence of partitions, extending previous constructions to the non-uniform case. We study in particular the dependence of quadratic…
We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…
This paper formulates a new approach to the study of chaos in discrete dynamical systems based on the notions of inverse ill-posed problems, set-valued mappings, generalized and multivalued inverses, graphical convergence of a net of…
The presence of a period-doubling cascade in dynamical systems that depend on a parameter is one of the basic routes to chaos. It is rarely mentioned that there are virtually always infinitely many cascades whenever there is one. We report…
We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…
Poincar\'e recognized that phase portraits are mainly structured around fixed points. Nevertheless, the knowledge of fixed points and their properties is not sufficient to determine the whole structure of chaotic attractors. In order to…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective…
Complex systems often have features that can be modeled by advanced mathematical tools [1]. Of special interests are the features of complex systems that have a network structure as such systems are important for modeling technological and…
We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space-time transport noise and affine-linear noise driven by a geometric p-rough path. In particular, stability of the solutions…