Related papers: Topological characterisation of a chaotic attracto…
This paper presents a methodological approach to financial time series analysis by combining causal discovery and uncertainty-aware forecasting. As a case study, we focus on four key U.S. macroeconomic indicators -- GDP, economic growth,…
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…
We consider an autonomous system constructed as modification of the logistic differential equation with delay that generates successive trains of oscillations with phases evolving according to chaotic maps. The system contains two feedback…
Noise modifies the behavior of chaotic systems in both quantitative and qualitative ways. To study these modifications, the present work compares the topological structure of the deterministic Lorenz (1963) attractor with its stochastically…
Existence theory in economics is usually in real domains such as the findings of chaotic trajectories in models of economic growth, tatonnement, or overlapping generations models. Computational examples, however, sometimes converge rapidly…
This study introduces geometric algebra to decompose credit system relationships into their projective (correlation-like) and rotational (feedback-spiral) components. We represent economic states as multi-vectors in Clifford algebra, where…
Here we define natural chaotic systems, like the earths weather and climate system, as chaotic systems which are open to the world so have constantly changing boundary conditions, and measurements of their states are subject to errors. In…
We introduce "state space persistence analysis" for deducing the symbolic dynamics of time series data obtained from high-dimensional chaotic attractors. To this end, we adapt a topological data analysis technique known as persistent…
This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looking at the subject of modelling data. This task is nontrivial as the underlying process could be non-linear. In the paper some common…
Unstable Periodic Orbits (UPOs) were used to identify regimes, and transitions between regimes, in a reduced-order coupled atmosphere-land spectral model. In this paper we describe how the chaotic attractor of this model was clustered using…
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…
For low-dimensional chaotic attractors there is usually a single number of unstable dimensions for all of its periodic orbits and we can say such attractors exhibit "mono-chaos". In high-dimensional chaotic attractors, trajectories are…
The established thermodynamic formalism of chaotic dynamics, valid at statistical equilibrium, is here generalized to systems out of equilibrium, that have yet to relax to a steady state. A relation between information, escape rate, and the…
The paper discusses the main ideas of the chaos theory and presents mainly the importance of the nonlinearities in the mathematical models. Chaos and order are apparently two opposite terms. The fact that in chaos can be found a certain…
Investigating the possibility of applying techniques from linear systems theory to the setting of nonlinear systems has been the focus of many papers. The pseudo linear form representation of nonlinear dynamical systems has led to the…
A cell dynamical system model for deterministic chaos enables precise quantification of the round-off error growth,i.e., deterministic chaos in digital computer realizations of mathematical models of continuum dynamical systems. The model…
In this paper, we study two standard (Keynesian) dynamic macroeconomic models (one is piecewise linear and the other is nonlinear). Our purpose is twofold: (1)~For each model, we give a complete characterisation for the existence of a…
We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…
There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…
In diverse physical systems stable oscillatory solutions devolve into more complicated dynamical behaviour through border-collision bifurcations. Mathematically these occur when a stable fixed point of a piecewise-smooth map collides with a…