Related papers: Characterization of a periodically driven chaotic …
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…
We study the distinction and quantification of chaotic and regular motion in a time-dependent Hamiltonian barred galaxy model. Recently, a strong correlation was found between the strength of the bar and the presence of chaotic motion in…
The time needed to exchange information in the physical world induces a delay term when the respective system is modeled by differential equations. Time delays are hence ubiquitous, being furthermore likely to induce instabilities and with…
This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…
We consider the quantum-classical correspondence from a classical perspective by discussing the potential for chaotic systems to support behaviors normally associated with quantum mechanical systems. Our main analytical tool is a chaotic…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
In this paper, we study the chaotic behavior of a discrete-time linear inclusion.
By analysing an n-dimensional generalisation of Thomas's cyclically symmetric attractor we find that this chaotic dynamical system behaves like a random walk constrained onto the surface of a hypersphere. The growth of error is limited,…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
The so-called chaotic states that emerge on the model of $XY$ interacting on regular critical range networks are analyzed. Typical time scales are extracted from the time series analysis of the global magnetization. The large spectrum…
This paper deals with the chaotic oscillator synchronization. A new approach to the synchronization of chaotic oscillators has been proposed. This approach is based on the analysis of different time scales in the time series generated by…
Quantized chaotic systems are generically characterized by two energy scales: the mean level spacing $\Delta$, and the bandwidth $\Delta_b\propto\hbar$. This implies that with respect to driving such systems have an adiabatic, a…
Proposed to study the dynamics of physiological systems in which the evolution depends on the state in a previous time, the Mackey-Glass model exhibits a rich variety of behaviors including periodic or chaotic solutions in vast regions of…
We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…
This paper summarises a numerical investigation of how the usual manifestations of chaos and regularity for flows in time-independent Hamiltonians can be alterred by a systematic time-dependence of the form arising naturally in an expanding…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…
Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…
The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…
The emergence of nontrivial collective behavior in networks of coupled chaotic maps is investigated by means of a nonlinear mutual prediction method. The resulting prediction error is used to measure the amount of information that a local…