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Quantum systems exhibit recurrence phenomena after equilibration, but it is a difficult task to evaluate the recurrence time of a quantum system because it drastically increases as the system size increases (usually double-exponential in…

Quantum Gases · Physics 2019-07-17 Eriko Kaminishi , Takashi Mori

This paper is a first step in the study of the recurrence behavior in random dynamical systems and randomly perturbed dynamical systems. In particular we define a concept of quenched and annealed return times for systems generated by the…

Dynamical Systems · Mathematics 2009-10-12 Philippe Marie , Jerome Rousseau

Being able to predict the occurrence of extreme returns is important in financial risk management. Using the distribution of recurrence intervals---the waiting time between consecutive extremes---we show that these extreme returns are…

Statistical Finance · Quantitative Finance 2018-02-27 Zhi-Qiang Jiang , Gang-Jin Wang , Askery Canabarro , Boris Podobnik , Chi Xie , H. Eugene Stanley , Wei-Xing Zhou

Recurrence time quantifies the duration required for a physical system to return to its initial state, playing a pivotal role in understanding the predictability of complex systems. In quantum systems with subspace measurements, recurrence…

Statistical Mechanics · Physics 2024-01-19 Quancheng Liu , David A. Kessler , Eli Barkai

We consider random perturbations of non-uniformly expanding maps, possibly having a non-degenerate critical set. We prove that, if the Lebesgue measure of the set of points failing the non-uniform expansion or the slow recurrence to the…

Dynamical Systems · Mathematics 2015-01-05 Xin Li , Helder Vilarinho

This paper discusses possible approaches to the escape rate in infinite lattices of weakly coupled maps with uniformly expanding repeller. It is proved that computed-via-volume rates of spatially periodic approximations grow linearly with…

Dynamical Systems · Mathematics 2010-07-26 Jean-Baptiste Bardet , Bastien Fernandez

Low-dimensional dynamical systems are fruitful models for mixing in fluid and granular flows. We study a one-dimensional discontinuous dynamical system (termed "cutting and shuffling" of a line segment), and we present a comprehensive…

Dynamical Systems · Mathematics 2018-08-24 Mengying Wang , Ivan C. Christov

We compare the divergence of orbits and the reversibility error for discrete time dynamical systems. These two quantities are used to explore the behavior of the global error induced by round off in the computation of orbits. The similarity…

Dynamical Systems · Mathematics 2012-11-15 Davide Faranda , Martin Federico Mestre , Giorgio Turchetti

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…

Probability · Mathematics 2026-03-25 Ashif Khan , Chetan D. Pahlajani

This paper discusses the evolution of probability distributions for certain time-dependent dynamical systems. Exponential loss of memory is proved for expanding maps and for one-dimensional piecewise expanding maps with slowly varying…

Dynamical Systems · Mathematics 2012-10-02 William Ott , Lai-Sang Young , Mikko Stenlund

The effects of demographic stochasticity in the long term behaviour of endemic infectious diseases have been considered for long as a necessary addition to an underlying deterministic theory. The latter would explain the regular behaviour…

Populations and Evolution · Quantitative Biology 2007-08-29 M. Simões , M. M. Telo da Gama , A. Nunes

Inspired by the observation of a distributed time delay in the nonlinear response of an optical resonator, we investigate the effects of a similar delay on a noise-driven mechanical oscillator. For a delay time that is commensurate with the…

Optics · Physics 2022-02-16 K. J. H. Peters , S. R. K. Rodriguez

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the…

Probability · Mathematics 2007-07-20 Pierre Collet , Antonio Galves , Florencia G. Leonardi

This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…

Probability · Mathematics 2017-06-27 Dang H. Nguyen , George Yin

Recurrence determinism, one of the fundamental characteristics of recurrence quantification analysis, measures predictability of a trajectory of a dynamical system. It is tightly connected with the conditional probability that, given a…

Dynamical Systems · Mathematics 2017-12-11 Vladimír Špitalský

Several experimental and numerical studies have shown that turbulent motions in circular pipe flow near transitional Reynolds numbers may not persist forever, but may decay. We study the properties of these decaying states within direct…

Fluid Dynamics · Physics 2009-11-13 Tobias M. Schneider , Bruno Eckhardt

We study the statistical properties of return intervals $r$ between successive energy dissipation rates above a certain threshold $Q$ in three-dimensional fully developed turbulence. We find that the distribution function $P_Q(r)$ scales…

Fluid Dynamics · Physics 2009-10-07 Chuang Liu , Zhi-Qiang Jiang , Fei Ren , Wei-Xing Zhou

One of the important questions in statistical mechanics is how irreversibility (time's arrow) occurs when Newton equations of motion are time reversal invariant. One objection to irreversibility is based on Poincar\'e's recursion theorem: a…

Statistical Mechanics · Physics 2024-06-05 Dominique Levesque , Nicolas Sourlas

We study the time it takes for all states of a finite quantum system to return simultaneously to their original configuration. In particular, we define the recurrence time for a quantum system to be the time at which all time-evolved states…

Quantum Physics · Physics 2026-04-29 Chaitanya Gupta , Anthony J. Short

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen