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In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…

Trading and Market Microstructure · Quantitative Finance 2016-11-18 Li-Xin Wang

We study some new universal aspects of diffusion in chaotic systems, especially such having very large Lyapunov coefficients on the chaotic (indecomposable, topologically transitive) component. We do this by discretizing the chaotic…

Many real-world dynamics exhibit chaos, a phenomenon in which neighboring trajectories in the state space of a dynamical system diverge exponentially over time. A common measure used for quantifying the degree of this divergence is the…

Algebraic Topology · Mathematics 2026-04-21 Bala Krishnamoorthy , Elizabeth Thompson

We introduce new machine-learning techniques for analyzing chaotic dynamical systems. The primary objectives of the study include the development of a new and simple method for calculating the Lyapunov exponent using only two trajectory…

Chaotic Dynamics · Physics 2024-08-06 Lazare Osmanov

We investigate regular and chaotic dynamics of Two Bodies Swinging on a Rod, which differs from all the other mechanical analogies: depending on initial conditions, its oscillation could end very quickly and the reason is not a drag force…

Chaotic Dynamics · Physics 2024-02-21 Lazare Osmanov , Khomeriki Ramaz

We apply the maximum entropy principle to construct the natural invariant density and Lyapunov exponent of one-dimensional chaotic maps. Using a novel function reconstruction technique that is based on the solution of Hausdorff moment…

Chaotic Dynamics · Physics 2015-05-14 Parthapratim Biswas , H. Shimoyama , L. R. Mead

We analyze the phenomenon of spontaneous stochasticity in fluid dynamics formulated as the nonuniqueness of solutions resulting from viscosity at infinitesimal scales acting through intermediate on large scales of the flow. We study the…

Fluid Dynamics · Physics 2016-01-18 Alexei A. Mailybaev

We study the linear instabilities and bifurcations in the Selkov model for glycolysis with diffusion. We show that this model has a zero wave-vector, finite frequency Hopf bifurcation to a growing oscillatory but spatially homogeneous state…

Pattern Formation and Solitons · Physics 2020-04-23 Abhik Basu , Jayanta K Bhattacharjee

An upper bound on Lyapunov exponent of a thermal many body quantum system has been conjectured recently. In this work, we attempt to achieve a physical understanding of what prevents a system from violating this bound. To this end, we…

High Energy Physics - Theory · Physics 2023-11-27 Swapnamay Mondal

Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…

Chaotic Dynamics · Physics 2009-11-07 F. Ginelli , R. Livi , A. Politi

The classical Hastings-Powell model is well known to exhibit chaotic dynamics in a three-species food chain. Chaotic dynamics appear through period-doubling bifurcation of stable coexistence limit cycle around an unstable interior…

Dynamical Systems · Mathematics 2023-07-19 Indrajyoti Gaine , Swadesh Pal , Poulami Chatterjee , Malay Banerjee

Shell models of turbulence have a finite-time blowup in the inviscid limit, i.e., the enstrophy diverges while the single-shell velocities stay finite. The signature of this blowup is represented by self-similar instantonic structures…

Fluid Dynamics · Physics 2017-04-05 Massimo De Pietro , Alexei A. Mailybaev , Luca Biferale

We study a random logistic map $x_{t+1} = a_{t} x_{t}[1-x_{t}]$ where $a_t$ are bounded ($q_1 \leq a_t \leq q_2$), random variables independently drawn from a distribution. $x_t$ does not show any regular behaviour in time. We find that…

Statistical Mechanics · Physics 2016-02-18 Abdul Khaleque , Parongama Sen

We consider a model for chaotic diffusion with amplification on graphs associated with piecewise-linear maps of the interval [S. Lepri, Chaos Solitons & Fractals, 139,110003 (2020)]. We determine the conditions for having fat-tailed…

Chaotic Dynamics · Physics 2024-01-19 Stefano Lepri

The evolution of chaotic motion in a galactic dynamical model with a disk, a dense nucleus and a flat biaxial dark halo component is investigated. Two cases are studied: (i) the case where the halo component is oblate and (ii) the case…

Astrophysics of Galaxies · Physics 2012-04-04 Nicolaos D. Caranicolas , Euaggelos E. Zotos

We study the dynamical and statistical behavior of the Hamiltonian Mean Field (HMF) model in order to investigate the relation between microscopic chaos and phase transitions. HMF is a simple toy model of $N$ fully-coupled rotators which…

chao-dyn · Physics 2014-10-13 Vito Latora , Andrea Rapisarda , Stefano Ruffo

We study the chaoticity and the predictability of a turbulent flow on the basis of high-resolution direct numerical simulations at different Reynolds numbers. We find that the Lyapunov exponent of turbulence, which measures the exponential…

Fluid Dynamics · Physics 2017-08-09 G. Boffetta , S. Musacchio

The Lyapunov exponent for collective motion is defined in order to characterize chaotic properties of collective motion for large populations of chaotic elements. Numerical computations for this quantity suggest that such collective motion…

chao-dyn · Physics 2009-10-31 Naoko Nakagawa , Teruhisa S. Komatsu

We explore the concept of scaling invariance in a type of dynamical systems that undergo a transition from order (regularity) to disorder (chaos). The systems are described by a two-dimensional, nonlinear mapping that preserves the area in…

Chaotic Dynamics · Physics 2025-04-09 Edson D. Leonel

Hyperchaos is distinguished from chaos by the presence of at least two positive Lyapunov exponents instead of just one in dynamical systems. A general scenario is presented here that shows emergence of hyperchaos with a sudden large…

Adaptation and Self-Organizing Systems · Physics 2022-09-13 S. Leo Kingston , Tomasz Kapitaniak , Syamal K. Dana