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Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

The notion of slow entropy, both upper and lower slow entropy, was defined by Katok and Thouvenot as a more refined measure of complexity for dynamical systems, than the classical Kolmogorov-Sinai entropy. For any subexponential rate…

Dynamical Systems · Mathematics 2020-07-17 Terry Adams

It is shown that the asymptotic spectra of finite-time Lyapunov exponents of a variety of fully chaotic dynamical systems can be understood in terms of a statistical analysis. Using random matrix theory we derive numerical and in particular…

Chaotic Dynamics · Physics 2009-10-31 Fotis Diakonos , Detlef Pingel , Peter Schmelcher

We discuss a characterization of complexity based on successive approximations of the probability density describing a system by means of maximum entropy methods, thereby quantifying the respective role played by different orders of…

Cellular Automata and Lattice Gases · Physics 2014-08-05 Gregor Chliamovitch , Bastien Chopard , Lino Velasquez

Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…

Optimization and Control · Mathematics 2009-07-17 Wei Kang , Liang Xu

We propose a new way to measure the balance between freedom and coherence in a dynamical system and a new measure of its internal variability. Based on the concept of entropy and ideas from neuroscience and information theory, we define…

Dynamical Systems · Mathematics 2016-11-21 Karl Petersen , Benjamin Wilson

We consider the basic features of complex dynamical and control systems. Special attention is paid to the problems of synthesis of dynamical models of complex systems, construction of efficient control models, and to the development of…

Computational Engineering, Finance, and Science · Computer Science 2009-07-03 Armen Bagdasaryan

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey

This paper studies the relationship between the Lyapunov function of a macrosystem whose dynamics is governed by the laws of stochastic chemical kinetics and the invariant measure of this macrosystem arising at large times. A necessary and…

Probability · Mathematics 2018-05-29 Alexander Gasnikov , Evgenia Gasnikova

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

The problem of error growth due to the incomplete knowledge of the evolution law which rules the dynamics of a given physical system is addressed. Major interest is devoted to the analysis of error amplification in systems with many…

chao-dyn · Physics 2009-10-31 G. Boffetta , A. Celani , M. Cencini , G. Lacorata , A. Vulpiani

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

The unpredictability in chaotic scattering problems is a fundamental topic in physics that has been studied either in purely conservative systems or in the presence of weak perturbations. In many systems noise plays an important role in the…

Chaotic Dynamics · Physics 2021-07-14 Alexandre R. Nieto , Jesús M. Seoane , Miguel A. F. Sanjuán

Fractal basin boundaries provide an important means of characterizing chaotic systems. We apply these ideas to general relativity, where other properties such as Lyapunov exponents are difficult to define in an observer independent manner.…

General Relativity and Quantum Cosmology · Physics 2016-08-31 C. Dettmann , N. Frankel , N. Cornish

We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…

Exactly Solvable and Integrable Systems · Physics 2017-05-03 Yuki Wakimoto

While the notion of chaos is well established for dynamical systems on manifolds, it is not so for dynamical systems over discrete spaces with $ N $ variables, as binary neural networks and cellular automata. The main difficulty is the…

Chaotic Dynamics · Physics 2009-11-11 F. Benatti , A. Verjovski , F. Zertuche

The dynamical evolution of many economic, sociological, biological and physical systems tends to be dominated by a relatively small number of unexpected, large changes (`extreme events'). We study the large, internal changes produced in a…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Lamper , S. Howison , N. F. Johnson

We apply a notion of quantum complexity, called "Krylov complexity", to study the evolution of systems from integrability to chaos. For this purpose we investigate the integrable XXZ spin chain, enriched with an integrability breaking…

High Energy Physics - Theory · Physics 2022-08-12 E. Rabinovici , A. Sánchez-Garrido , R. Shir , J. Sonner

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski
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