Related papers: Levy Stability Index from Multifractal Spectrum
A new functional-based approach is developed for the stability analysis of linear impulsive systems. The new method, which introduces looped-functionals, considers non-monotonic Lyapunov functions and leads to LMIs conditions devoid of…
We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…
The information on dynamical fluctuations that can be extracted from the anomalous scaling observed recently in hadron-hadron collision experiments is discussed in some detail. A parameter ``effective fluctuation strength'' is proposed to…
In this letter, we analytically investigate the sensitivity of stability index to its dependent variables in general power systems. Firstly, we give a small-signal model, the stability index is defined as the solution to a semidefinite…
Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…
This article presents stability and convergence analyses of subgrid multiscale stabilized finite element formulation of non-Newtonian power-law fluid flow model strongly coupled with variable coefficients Advection-Diffusion-Reaction…
Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some…
We present a Rvachev function method with the Chebysev collocation for the stability analysis of fluid flow. The strategy is to construct an approximate solution that satisfies all boundary conditions exactly. As an example, we consider the…
We compute the full Lyapunov spectra for a hard-disk fluid under temperature gradient and shear. The system is thermalized by deterministic and time-reversible scattering at the boundary. This thermostating mechanism allows for energy…
We present a systematic nonlinear theory of pattern selection for parametric surface waves (Faraday waves), not restricted to fluids of low viscosity. A standing wave amplitude equation is derived from the Navier-Stokes equations that is of…
Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…
A novel method for stability and instability study of autonomous dynamical systems using the flow and divergence of the vector field is proposed. A relation between the method of Lyapunov functions and the proposed method is established.…
We extend Lyapunov--type Mittag--Leffler stability analysis for fuzzy nonlinear fractional differential equations (Caputo sense) and introduce a family of stronger, broadly applicable stability results. In particular, we develop (i) uniform…
We study a fractional reaction-diffusion system with two types of variables: activator and inhibitor. The interactions between components are modeled by cubical nonlinearity. Linearization of the system around the homogeneous state provides…
On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…
With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…
The correlation function measured in ultrarelativistic nuclear collisions is non-Gaussian. By making use of models we discuss and assess how much various effects can influence its shape. In particular, we focus on the parametrisations…
In the framework of the Fermi-Pasta-Ulam (FPU) model, we show a simple method to give an accurate analytical estimation of the maximal Lyapunov exponent at high energy density. The method is based on the computation of the mean value of the…