Related papers: Can averaged orbits be used to extract scaling fun…
A core principle in statistical learning is that smoothness of target functions allows to break the curse of dimensionality. However, learning a smooth function seems to require enough samples close to one another to get meaningful estimate…
The target of many astronomical studies is the recovery of tiny astrophysical signals living in a sea of uninteresting (but usually dominant) noise. In many contexts (i.e., stellar time-series, or high-contrast imaging, or stellar…
Conserved dynamical systems are generally considered to be critical. We study a class of critical routing models, equivalent to random maps, which can be solved rigorously in the thermodynamic limit. The information flow is conserved for…
As periodic orbit theory works badly on computing the observable averages of dynamical systems with intermittency, we propose a scheme to cooperate with cycle expansion and perturbation theory so that we can deal with intermittent systems…
We present a detailed statistical analysis of acoustic emission time series from laboratory rock fracture obtained from different experiments on different materials including acoustic emission controlled triaxial fracture and punch-through…
Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
It might be anticipated that there is statistical universality in the long-time classical dynamics of chaotic systems, corresponding to the universal correspondence of their quantum spectral statistics with random matrix models. We argue…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…
Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…
We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed…
In this course, I try to provide a few basics required for performing data analysis in asteroseismology. First, I address how one can properly treat times series: the sampling, the filtering effect, the use of Fourier transform, the…
A well-behaved adjoint sensitivity technique for chaotic dynamical systems is presented. The method arises from the specialisation of established variational techniques to the unstable periodic orbits of the system. On such trajectories,…
The properties of long, numerically-determined periodic orbits of two low-dimensional chaotic systems, the Lorenz equations and the Kuramoto-Sivashinsky system in a minimal-domain configuration, are examined. The primary question is to…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…
We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…
We compare the divergence of orbits and the reversibility error for discrete time dynamical systems. These two quantities are used to explore the behavior of the global error induced by round off in the computation of orbits. The similarity…
We analyze situations where a saddle-node bifurcation occurs on a fractal basin boundary. Specifically, we are interested in what happens when a system parameter is slowly swept in time through the bifurcation. Such situations are known to…
Special subsets of orbits in chaotic systems, e.g. periodic orbits, heteroclinic orbits, closed orbits, can be considered as skeletons or scaffolds upon which the full dynamics of the system is built. In particular, as demonstrated in…