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Related papers: Chaos processes as rough paths

200 papers

We have found stable chaotic solutions for optomechanical systems coupled with a Two-Level System or qubit. In this system methods have been found which can be used to Tune in and out of Chaos as well as various n-period motions. This…

Quantum Physics · Physics 2021-03-02 Manik Kapil , Amarendra K. Sarma

Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…

Probability · Mathematics 2024-03-13 Carlo Bellingeri

We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…

Probability · Mathematics 2013-01-17 Peter Friz , Harald Oberhauser

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

Chaplygin's equations describing the planar motion of a rigid body in an unbounded volume of an ideal fluid involved in a circular flow around the body are considered. Hamiltonian structures, new integrable cases, and partial solutions are…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 A. V. Borisov , I. S. Mamaev

We provide a unified analytic approach to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part I deals with driving paths of finite…

Probability · Mathematics 2020-07-14 Luu Hoang Duc , Phan Thanh Hong

We treat $n$-dimensional piecewise-linear continuous maps with two pieces, each of which has exactly one unstable direction, and identify an explicit set of sufficient conditions for the existence of a chaotic attractor. The conditions…

Chaotic Dynamics · Physics 2024-10-31 Indranil Ghosh , David J. W. Simpson

We uncover and characterize different chaotic transport scenarios on perfect periodic surfaces by controlling the chaotic dynamics of particles subjected to periodic external forces in the absence of a ratchet effect. After identifying…

Chaotic Dynamics · Physics 2010-03-26 R. Chacon , A. M. Lacasta

A recent quasiclassical description of a tunneling universe model is shown to exhibit chaotic dynamics by an analysis of fractal dimensions in the plane of initial values. This result relies on non-adiabatic features of the quantum…

General Relativity and Quantum Cosmology · Physics 2023-11-15 Martin Bojowald , Ari Gluckman

In this paper, a novel formulation of discrete chaotic iterations in the field of dynamical systems is given. Their topological properties are studied: it is mathematically proved that, under some conditions, these iterations have a chaotic…

Cryptography and Security · Computer Science 2017-02-09 Jacques M. Bahi , Christophe Guyeux

We consider the Wiener process with drift $$ dX_t=\mu dt +\sigma d W_t $$ with initial value problem $X_0=x_0$, where $x_0 \in R$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k \in N}$ of corresponding trajectories…

Statistics Theory · Mathematics 2016-11-08 Levan Labadze , Gimzer Saatashvili , Gogi Pantsulaia

We study the convergence in rough path topology of a certain class of discrete processes, the hidden Markov walks, to a Brownian motion with an area anomaly. This area anomaly, which is a new object, keeps track of the time-correlation of…

Probability · Mathematics 2020-03-20 Olga Lopusanschi , Damien Simon

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…

Chaotic Dynamics · Physics 2020-08-26 Bruce N. Roth , Michael Wilkinson

In generic Hamiltonian systems tori of regular motion are dynamically separated from regions of chaotic motion in phase space. Quantum mechanically these phase-space regions are coupled by dynamical tunneling. We introduce a semiclassical…

Chaotic Dynamics · Physics 2015-06-05 Normann Mertig , Steffen Löck , Arnd Bäcker , Roland Ketzmerick , Akira Shudo

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

When a shallow layer of inviscid fluid flows over a substrate, the fluid particle trajectories are, to leading order in the layer thickness, geodesics on the two-dimensional curved space of the substrate. Since the two-dimensional geodesic…

Chaotic Dynamics · Physics 2015-02-06 Jean-Luc Thiffeault , Khalid Kamhawi

We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…

Disordered Systems and Neural Networks · Physics 2017-01-26 John A. Hertz , Yasser Roudi , Peter Sollich

A covariant, global, variational framework for perturbations in field theories is presented. Perturbations are obtained as vertical vector fields on the configuration bundle and they drag, exactly, solution into solutions. The flow of a…

Mathematical Physics · Physics 2024-02-27 F. Chiaffredo , L. Fatibene , M. Ferraris , E. Ricossa , D. Usseglio

A dynamical systems approach to turbulence envisions the flow as a trajectory through a high-dimensional state space transiently visiting the neighbourhoods of unstable simple invariant solutions (E. Hopf, Commun. Appl. Maths 1, 303, 1948).…

Fluid Dynamics · Physics 2023-11-15 Jacob Page , Peter Norgaard , Michael P. Brenner , Rich R. Kerswell