Related papers: Anti-deterministic behavior of discrete systems th…
The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if…
We present a new chaotic system of three coupled ordinary differential equations, limited to quadratic nonlinear terms. A wide variety of dynamical regimes are reported. For some parameters, chaotic reversals of the amplitudes are produced…
In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
This paper is concerned with the problem of recovering a finite, deterministic time series from observations that are corrupted by additive, independent noise. A distinctive feature of this problem is that the available data exhibit…
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such systems seem stochastic when analyzed with linear techniques. However, uncovering the deterministic structure is important because it allows…
The predictability of discrete-time processes is studied in a deterministic setting. A family of one-step-ahead predictors is suggested for processes of which the energy decays at higher frequencies. For such processes, the prediction error…
Using experimental data from three different rogue wave supporting systems, determinism and predictability of the underlying dynamics are evaluated with methods of nonlinear time series analysis. We included original records from the…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…
Descriptor systems arise naturally in real-world applications governed by algebraic constraints, such as power networks, robotics and chemical processes. When a descriptor model contains a nontrivial nilpotent block, the discrete-time…
Recently, we introduced a new test for distinguishing regular from chaotic dynamics in deterministic dynamical systems and argued that the test had certain advantages over the traditional test for chaos using the maximal Lyapunov exponent.…
We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…
In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high…
We propose a deterministic denoising algorithm for discrete-state diffusion models. The key idea is to derandomize the generative reverse Markov chain by introducing a variant of the herding algorithm, which induces deterministic state…
Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise…
Evolutionary game theory has traditionally employed deterministic models to describe population dynamics. These models, due to their inherent nonlinearities, can exhibit deterministic chaos, where population fluctuations follow complex,…
We address the distinction between dynamical and additive noise in time series analysis by making a joint evaluation of both the statistical continuity of the series and the statistical differentiability of the reconstructed measure. Low…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
Observability can determine which recorded variables of a given system are optimal for discriminating its different states. Quantifying observability requires knowledge of the equations governing the dynamics. These equations are often…