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Large deviations in chaotic dynamics have potentially significant and dramatic consequences. We study large deviations of series of finite lengths $N$ generated by chaotic maps. The distributions generally display an exponential decay with…

Chaotic Dynamics · Physics 2022-10-21 Naftali R. Smith

We study a dynamical model of interconnected firms which allows for certain market imperfections and frictions, restricted here to be myopic price forecasts and slow adjustment of production. Whereas the standard rational equilibrium is…

Economics · Quantitative Finance 2015-06-22 Julius Bonart , Jean-Philippe Bouchaud , Augustin Landier , David Thesmar

We study spatial discretizations of dynamical systems: is it possible to recover some dynamical features of a system from numerical simulations? Here, we tackle this issue for the simplest algorithm possible: we compute long segments of…

Dynamical Systems · Mathematics 2019-02-28 Pierre-Antoine Guihéneuf

Directional-change Intrinsic Time analysis has long revealed scaling laws in market microstructure, but the origin of their stability remains elusive. This article presents evidence that Intrinsic Time can be modeled as a memoryless…

Statistical Finance · Quantitative Finance 2025-11-19 Thomas Houweling

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

In two papers we proposed a continuum model for the dynamics of systems of self propelling particles with kinematic constraints on the velocities and discussed some of its properties. The model aims to be analogous to a discrete algorithm…

Fluid Dynamics · Physics 2009-11-13 V. I. Ratushnaya , D. Bedeaux , V. L. Kulinskii , A. V. Zvelindovsky

We investigate a discrete model consisting of self-propelled particles that obey simple interaction rules. We show that this model can self-organize and exhibit coherent localized solutions in one- and in two-dimensions.In one-dimension,…

Soft Condensed Matter · Physics 2009-10-31 Herbert Levine , Wouter-Jan Rappel , Inon Cohen

Models of discrete space and space-time that exhibit continuum-like behavior at large lengths could have profound implications for physics. They may tame the infinities that arise from quantizing gravity, and dispense with the machinery of…

Statistical Mechanics · Physics 2021-10-29 Robert Stanley Farr , Thomas M. A. Fink

We study a driven zero range process which models a closed system of attractive particles that hop with site-dependent rates and whose steady state shows a condensation transition with increasing density. We characterise the dynamical…

Statistical Mechanics · Physics 2009-11-10 Kavita Jain , Mustansir Barma

Integrodifference equations are versatile models in theoretical ecology for the spatial dispersal of species evolving in non-overlapping generations. The dynamics of these infinite-dimensional discrete dynamical systems is often illustrated…

Dynamical Systems · Mathematics 2022-09-07 Christian Pötzsche

The model is a particular case of causal set. This is a discrete model of spacetime in a microscopic level. In paper the most general properties of the model are investigated without any reference to a dynamics. The dynamics of the model is…

General Relativity and Quantum Cosmology · Physics 2010-09-01 Alexey L. Krugly

Deterministic continuum models formulated in terms of non-local partial differential equations for the evolutionary dynamics of populations structured by phenotypic traits have been used recently to address open questions concerning the…

Populations and Evolution · Quantitative Biology 2020-10-14 Aleksandra Ardaševa , Robert A. Gatenby , Alexander R. A. Anderson , Helen M. Byrne , Philip K. Maini , Tommaso Lorenzi

The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…

Numerical Analysis · Mathematics 2018-09-07 Emre Mengi

This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…

Fluid Dynamics · Physics 2023-11-06 Jean-Pierre Minier , Christophe Henry

We study 2D discrete integrable equations of order 1 with respect to one independent variable and $m$ with respect to another one. A generalization of the multidimensional consistency property is proposed for this type of equations. The…

Exactly Solvable and Integrable Systems · Physics 2014-08-27 V. E. Adler , V. V. Postnikov

We investigate the late coarsening stages of one dimensional adsorption processes with diffusional relaxation. The nonequilibrium domain size distribution is studied by means of the field theory associated to the stochastic evolution. An…

Statistical Mechanics · Physics 2007-05-23 M. D. Grynberg

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

We investigate the effect of repeated measurement for quantum dynamics of the suppressed systems which classical counterparts exhibit chaos. The essential feature of such systems is the quantum localization phenomena strongly limiting…

Quantum Physics · Physics 2008-02-03 B. Kaulakys

Chaotic systems arise naturally in Statistical Mechanics and in Fluid Dynamics. A paradigm for their modelization are smooth hyperbolic systems. Are there consequences that can be drawn simply by assuming that a system is hyperbolic? here…

chao-dyn · Physics 2008-02-26 Giovanni Gallavotti

Recent studies of the phase diagram for spherical, purely repulsive, active particles established the existence of a transition from a liquid-like to a solid-like phase analogous to the one observed in colloidal systems at thermal…

Statistical Mechanics · Physics 2020-04-30 Lorenzo Caprini , Claudio Maggi , Umberto Marini Bettolo Marconi , Matteo Paoluzzi , Andrea Puglisi
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