Related papers: Space Representation of Stochastic Processes with …
Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…
We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…
Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…
We examine a system of N=2 coupled non-linear delay-differential equations representing financial market dynamics. In such time delay systems, coupled oscillations have been derived. We linearize the system for small time delays and study…
Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…
We present strong evidence that a coupled-map-lattice model for spatio-temporal intermittency belongs to the universality class of directed percolation when the updating rules are asynchronous, i.e. when only one randomly chosen site is…
A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays $\tau$. The scale dependent behaviour of financial data can be divided into two regions.…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
We investigate the scalar autonomous equation with two discrete delays $$ \dot{x}(t)=f(x(t),x(t-r),x(t-\sigma)), $$ where $f:\mathbb{R}^3\rightarrow \mathbb{R}$ is a continuously differentiable non-linear function such that $f(0,0,0)=0$. It…
Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power law form for power spectra of temporal fluctuations on all space-time…
It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…
Time-dependent conformal maps are used to model a class of growth phenomena limited by coupled non-Laplacian transport processes, such as nonlinear diffusion, advection, and electro-migration. Both continuous and stochastic dynamics are…
Spatial relations between neurons in the network with time delays play a crucial role in determining dynamics of the system. During the development of the nervous system different types of neurons group together to enable specific functions…
Time-dependently driven stochastic systems form a vast and manifold class of non-equilibrium systems used to model important applications on small length scales such as bit erasure protocols or microscopic heat engines. One property that…
Stochastic processes govern the time evolution of a huge variety of realistic systems throughout the sciences. A minimal description of noisy many-particle systems within a Markovian picture and with a notion of spatial dimension is given…
We study a discrete non-autonomous system whose autonomous counterpart (with the frozen bifurcation parameter) admits a saddle-node bifurcation, and in which the bifurcation parameter slowly changes in time and is characterized by a sweep…
This paper studies the link between the number of critical eigenvalues and the number of delays in certain classes of delay-differential equations. There are two main results. The first states that for k purely imaginary numbers which are…
The double barrier resonant tunneling diode exhibits complex spatio-temporal patterns including low-dimensional chaos when operated in an active external circuit. We demonstrate how autosynchronization by time--delayed feedback control can…
We study analytically the aging dynamics of the O(n) model in the large-n limit, with conserved and with non-conserved order parameter. While in the non-conserved dynamics, the autocorrelation function scales in the usual way C(t,tw) =…
In this paper we consider a class of non-local in time telegraph equations. Recently, it has been proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We…