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Related papers: Recurrence Plots for the Analysis of Complex Syste…

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Analyzing the dynamics of open quantum systems has a long history in mathematics and physics. Depending on the system at hand, basic physical phenomena that one would like to explain are, for example, convergence to equilibrium, the…

Mathematical Physics · Physics 2015-06-15 Laurent Bruneau , Alain Joye , Marco Merkli

Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…

Statistical Finance · Quantitative Finance 2022-11-03 Mostafa Shabani , Martin Magris , George Tzagkarakis , Juho Kanniainen , Alexandros Iosifidis

Recently, different approaches have been proposed for studying basic properties of time series from a complex network perspective. In this work, the corresponding potentials and limitations of networks based on recurrences in phase space…

Chaotic Dynamics · Physics 2010-01-27 Reik V. Donner , Yong Zou , Jonathan F. Donges , Norbert Marwan , Juergen Kurths

The dynamical systems found in Nature are rarely isolated. Instead they interact and influence each other. The coupling functions that connect them contain detailed information about the functional mechanisms underlying the interactions and…

Adaptation and Self-Organizing Systems · Physics 2017-11-15 Tomislav Stankovski , Tiago Pereira , Peter V. E. McClintock , Aneta Stefanovska

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

Establishing the existence of periodic orbits is one of the crucial and most intricate topics in the study of dynamical systems, and over the years, many methods have been developed to this end. On the other hand, finding closed orbits in…

Dynamical Systems · Mathematics 2022-01-25 Marian Mrozek , Roman Srzednicki , Justin Thorpe , Thomas Wanner

The method of recurrence plots is extended to the cross recurrence plots (CRP), which among others enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross…

Geophysics · Physics 2020-01-29 N. Marwan , M. Thiel , N. R. Nowaczyk

In a novel approach to quantum dynamics, we apply the tools of recurrence network analysis to the dynamics of the quantum mechanical expectation values of observables. We construct and analyse $\epsilon$-recurrence networks from the…

Quantum Physics · Physics 2019-05-22 Pradip Laha , S Lakshmibala , V Balakrishnan

Symplectic mappings of the plane serve as key models for exploring the fundamental nature of complex behavior in nonlinear systems. Central to this exploration is the effective visualization of stability regimes, which enables the…

Chaotic Dynamics · Physics 2025-07-15 Tim Zolkin , Sergei Nagaitsev , Ivan Morozov , Sergei Kladov , Young-Kee Kim

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors…

Data Analysis, Statistics and Probability · Physics 2025-02-19 K. Hauke Kraemer , Reik V. Donner , Jobst Heitzig , Norbert Marwan

One challenge with the analysis of complex systems and the interaction between such systems is that they are composed of different numbers of components, or simply the fact that a different number of observables is available for each…

Data Analysis, Statistics and Probability · Physics 2025-12-22 Sebastian Wallot , Dan Mønster

We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…

Chaotic Dynamics · Physics 2016-12-21 Matteo Sala , Roberto Artuso , Cesar Manchein

This paper investigates recurrence properties of dynamical systems under the restriction that control is available only through inputs and outputs. We introduce the concept of ``coarse non-wandering'', a generalization of the classical…

Dynamical Systems · Mathematics 2025-09-18 Tomoo Yokoyama

I discuss classical and quantum recurrence theorems in a unified manner, treating both as generalisations of the fact that a system with a finite state space only has so many places to go. Along the way I prove versions of the recurrence…

Quantum Physics · Physics 2013-06-18 David Wallace

Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component. Despite its very simple rules, percolation theory has successfully been applied…

Statistical Mechanics · Physics 2015-06-09 Abbas Ali Saberi

Living systems exhibit complex yet organized behavior on multiple spatiotemporal scales. To investigate the nature of multiscale coordination in living systems, one needs a meaningful and systematic way to quantify the complex dynamics, a…

Adaptation and Self-Organizing Systems · Physics 2020-03-11 Mengsen Zhang , William D. Kalies , J. A. Scott Kelso , Emmanuelle Tognoli

Recurrence time quantifies the duration required for a physical system to return to its initial state, playing a pivotal role in understanding the predictability of complex systems. In quantum systems with subspace measurements, recurrence…

Statistical Mechanics · Physics 2024-01-19 Quancheng Liu , David A. Kessler , Eli Barkai

Recurrence properties of systems and associated sets of integers that suffice for recurrence are classical objects in topological dynamics. We describe relations between recurrence in different sorts of systems, study ways to formulate…

Dynamical Systems · Mathematics 2014-08-13 Bernard Host , Bryna Kra , Alejandro Maass

We provide an example of how the complex dynamics of a recently introduced model can be understood via a detailed analysis of its associated Riemann surface. Thanks to this geometric description an explicit formula for the period of the…

Chaotic Dynamics · Physics 2015-03-19 David Gomez-Ullate , Paolo Santini , Matteo Sommacal , Francesco Calogero

Numerical and experimental turbulence simulations are nowadays reaching the size of the so-called big data, thus requiring refined investigative tools for appropriate statistical analyses and data mining. We present a new approach based on…

Fluid Dynamics · Physics 2017-01-05 Stefania Scarsoglio , Giovanni Iacobello , Luca Ridolfi