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The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Complexity science offers a wide range of measures for quantifying unpredictability, structure, and information. Yet, a systematic conceptual organization of these measures is still missing. We present a unified framework that locates…

Machine Learning · Computer Science 2025-05-13 Nima Dehghani

When neural networks are used to model dynamics, properties such as stability of the dynamics are generally not guaranteed. In contrast, there is a recent method for learning the dynamics of autonomous systems that guarantees global…

Machine Learning · Computer Science 2022-03-21 Kenji Kashima , Ryota Yoshiuchi , Yu Kawano

We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

This chapter serves as an introduction to systems engineering focused on the broad issues surrounding realizing complex integrated systems. What is a system? We pose a number of possible definitions and perspectives, but leave open the…

Systems and Control · Electrical Eng. & Systems 2025-08-18 John W. Sheppard

We investigate the structure of the invariant measure of space-time chaos by adopting an "open-system" point of view. We consider large but finite windows of formally infinite one-dimensional lattices and quantify the effect of the…

Chaotic Dynamics · Physics 2009-11-10 Piero Cipriani , Antonio Politi

Limit theorems for a linear dynamical system with random interactions are established. These theorems enable us to characterize the dynamics of a large complex system in details and assess whether a large complex system is stable or…

Mathematical Physics · Physics 2011-11-10 J. F. Feng , M. Shcherbina , B. Tirozzi

In an equilibrium system, the Kolmogorov-Sinai entropy, $h_{\mathrm{KS}}$, equals the sum of the positive Lyapunov exponents, the exponential rates of divergence of infinitesimal perturbations. Kinetic theory may be used to calculate the…

Chaotic Dynamics · Physics 2009-11-11 Astrid S. de Wijn

The Lyapunov Characteristic Exponents are a useful indicator of chaos in astronomical dynamical systems. They are usually computed through a standard, very efficient and neat algorithm published in 1980. However, for Hamiltonian systems the…

Astrophysics of Galaxies · Physics 2023-04-06 Daniel D. Carpintero , J. C. Muzzio

Intrinsic computation refers to how dynamical systems store, structure, and transform historical and spatial information. By graphing a measure of structural complexity against a measure of randomness, complexity-entropy diagrams display…

Chaotic Dynamics · Physics 2009-11-13 David P. Feldman , Carl S. McTague , James P. Crutchfield

The kinetic theory of gases provides methods for calculating Lyapunov exponents and other quantities, such as Kolmogorov-Sinai entropies, that characterize the chaotic behavior of hard-ball gases. Here we illustrate the use of these methods…

chao-dyn · Physics 2007-05-23 H. van Beijeren , R. van Zon , J. R. Dorfman

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

Information Theory · Computer Science 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

A major challenge of interdisciplinary description of complex system behaviour is whether real systems of higher complexity levels can be understood with at least the same degree of objective, "scientific" rigour and universality as…

General Physics · Physics 2014-05-27 Andrei P. Kirilyuk

The problem of behaviour prediction for linear parameter-varying systems is considered in the interval framework. It is assumed that the system is subject to uncertain inputs and the vector of scheduling parameters is unmeasurable, but all…

Systems and Control · Computer Science 2019-08-13 Edouard Leurent , Denis Efimov , Tarek Raïssi , Wilfrid Perruquetti

Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…

Chaotic Dynamics · Physics 2009-10-31 Jean-Luc Thiffeault , Allen H. Boozer

The hallmark of deterministic chaos is that it creates information---the rate being given by the Kolmogorov-Sinai metric entropy. Since its introduction half a century ago, the metric entropy has been used as a unitary quantity to measure a…

Chaotic Dynamics · Physics 2015-06-17 Ryan G. James , Korana Burke , James P. Crutchfield

The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

Complex systems are characterized by specific time-dependent interactions among their many constituents. As a consequence they often manifest rich, non-trivial and unexpected behavior. Examples arise both in the physical and non-physical…

Physics and Society · Physics 2018-11-21 Yurij Holovatch , Ralph Kenna , Stefan Thurner

The word "complexity" is most often used as a meta--linguistic expression referring to certain intuitive characteristics of a natural system and/or its scientific description. These characteristics may include: sheer amount of data that…

History and Overview · Mathematics 2013-01-03 Yuri I. Manin