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Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…

Mathematical Physics · Physics 2019-06-21 Gernot Akemann , Zdzislaw Burda , Mario Kieburg

An $\mathcal{O}(N(\log N)^2/\log\!\log N)$ algorithm for computing the discrete Legendre transform and its inverse is described. The algorithm combines a recently developed fast transform for converting between Legendre and Chebyshev…

Numerical Analysis · Mathematics 2015-10-06 Nicholas Hale , Alex Townsend

A generic saddle-node bifurcation is proposed to modelize fast transitions of finite amplitude arising in geophysical (and perhaps other) contexts, when they result from the intrinsic dynamics of the system. The fast transition is…

Chaotic Dynamics · Physics 2012-09-10 Yves Pomeau , Martine Le Berre

A system of three non-identical Josephson junctions connected via an RLC circuit is considered. The method of Lyapunov exponents charts is used, which makes it possible to identify the main types of dynamics of the system and to analyze the…

Chaotic Dynamics · Physics 2021-11-24 Alexander P. Kuznetsov , Igor R. Sataev , Pavel V. Kuptsov , Yuliya V. Sedova

A transition from a smooth torus to a chaotic attractor in quasiperiodically forced dissipative systems may occur after a finite number of torus-doubling bifurcations. In this paper we investigate the underlying bifurcational mechanism…

Chaotic Dynamics · Physics 2009-11-10 Alexey Yu. Jalnine , Andrew H. Osbaldestin

We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

Statistical Mechanics · Physics 2025-08-06 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

We consider the simple random walk on supercritical percolation clusters in the multidimensional cubic lattice. In this model, a quenched large deviation principle holds for the position of the random walk. Its rate function depends on the…

Probability · Mathematics 2019-08-20 Naoki Kubota

We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

Mathematical Physics · Physics 2018-11-14 G. C. P. Innocentini , M. Novaes

We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…

Analysis of PDEs · Mathematics 2015-06-16 T. Bodineau , J. L. Lebowitz , C. Mouhot , C. Villani

We study synchronization of random one-dimensional linear maps for which the Lyapunov exponent can be calculated exactly. Certain aspects of the dynamics of these maps are explained using their relation with a random walk. We confirm that…

Chaotic Dynamics · Physics 2009-11-10 Adam Lipowski , Ioana Bena , Michel Droz , Antonio L. Ferreira

Propagation of uncertainty in dynamical systems is a significant challenge. Here we focus on random multiscale ordinary differential equation models. In particular, we study Hopf bifurcation in the fast subsystem for random initial…

Dynamical Systems · Mathematics 2018-12-24 Christian Kuehn

We show that the concept of bipartite fluctuations F provides a very efficient tool to detect quantum phase transitions in strongly correlated systems. Using state of the art numerical techniques complemented with analytical arguments, we…

Strongly Correlated Electrons · Physics 2012-03-13 Stephan Rachel , Nicolas Laflorencie , H. Francis Song , Karyn Le Hur

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

We consider the first order periodic systems perturbed by a $2N\ts 2N$ matrix-valued periodic potential on the real line. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the…

Spectral Theory · Mathematics 2007-05-23 Evgeny Korotyaev

The predictability problem for systems with different characteristic time scales is investigated. It is shown that even in simple chaotic dynamical systems, the leading Lyapunov exponent is not sufficient to estimate the predictability…

chao-dyn · Physics 2009-10-31 G. Boffetta , P. Giuliani , G. Paladin , A. Vulpiani

We study the bifurcation of traveling periodic electron layers, that we call electron-states, from symmetric and asymmetric flat velocity strips in the phase space, for the one dimensional Vlasov-Poisson equation with space periodic…

Analysis of PDEs · Mathematics 2023-09-21 Emeric Roulley

We theoretically study divergent fluctuations of dynamical events at non-ergodic transitions. We first focus on the finding that a non-ergodic transition can be described as a saddle connection bifurcation of an order parameter for a time…

Statistical Mechanics · Physics 2015-06-25 Mami Iwata , Shin-ichi Sasa

Stationary bifurcations in several nonlinear models of fluid conveying pipes fixed at both ends are analyzed with the use of Lyapunov-Schmidt reduction and singularity theory. Influence of gravitational force, curvature and vertical elastic…

Chaotic Dynamics · Physics 2016-09-08 Mladen Nikolic , Milan Rajkovic

Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…

Statistical Mechanics · Physics 2010-12-09 David Andrieux

Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational…

Numerical Analysis · Mathematics 2015-12-01 Yu-Min Chung , Andrew J. Steyer , Erik S. Van Vleck