Related papers: Phase shift in experimental trajectory scaling fun…
Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
Periodic orbit theory provides two important functions---the dynamical zeta function and the spectral determinant for the calculation of dynamical averages in a nonlinear system. Their cycle expansions converge rapidly when the system is…
The exit time statistics of experimental turbulent data is analyzed. By looking at the exit-time moments (Inverse Structure Functions) it is possible to have a direct measurement of scaling properties of the laminar statistics. It turns out…
Aircraft models may be considered as flat if one neglects some terms associated to aerodynamics. Computational experiments in Maple show that in some cases a suitably designed feed-back allows to follow such trajectories, when applied to…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…
The calculation of transport profiles from experimental measurements belongs in the category of inverse problems which are known to come with issues of ill-conditioning or singularity. A reformulation of the calculation, the matricial…
The behavior of any physical system is governed by its underlying dynamical equations. Much of physics is concerned with discovering these dynamical equations and understanding their consequences. In this work, we show that, remarkably,…
Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…
The problem of recovering a signal from its phaseless Fourier transform measurements, called Fourier phase retrieval, arises in many applications in engineering and science. Fourier phase retrieval poses fundamental theoretical and…
Monte Carlo simulations and dynamical mean-field approximations are performed to study the phase transition in a driven lattice gas with nearest-neighbor exclusion on a square lattice. A slight extension of the microscopic dynamics with…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown…
Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
In certain scalar-field extensions to general relativity, scalar charges can develop on compact objects in an inspiraling binary -- an effect known as dynamical scalarization. This effect can be modeled using effective-field-theory methods…
The dynamical activity K(t) of a stochastic process is the number of times it changes configuration up to time t. It was recently argued that (spin) glasses are at a first order dynamical transition where histories of low and high activity…
Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…
It is shown that a spin system with long range interactions can be converted into a chaotic dynamical system that is differentiable and low-dimensional. The thermodynamic limit of the spin system is then equivalent to studying the long term…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…